Changeset 608 for library/doc/html/classbdm_1_1ARX.html
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- 09/12/09 11:41:43 (15 years ago)
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library/doc/html/classbdm_1_1ARX.html
r591 r608 116 116 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a17e7fe14654ab3c449846c3f43e66169"></a><!-- doxytag: member="bdm::ARX::bayes" ref="a17e7fe14654ab3c449846c3f43e66169" args="(const vec &dt, const double w)" --> 117 117 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a17e7fe14654ab3c449846c3f43e66169">bayes</a> (const vec &dt, const double w)</td></tr> 118 <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_ 28.png"/>. <br/></td></tr>118 <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_35.png"/>. <br/></td></tr> 119 119 <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a8bdf2974052e8ce74eb0d4f3791c58a3">bayes</a> (const vec &dt)</td></tr> 120 120 <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a8bdf2974052e8ce74eb0d4f3791c58a3"></a><br/></td></tr> … … 175 175 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a11474a627367f81b76830cb8477cf026"></a><!-- doxytag: member="bdm::ARX::est" ref="a11474a627367f81b76830cb8477cf026" args="" --> 176 176 <a class="el" href="classbdm_1_1egiw.html">egiw</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a11474a627367f81b76830cb8477cf026">est</a></td></tr> 177 <tr><td class="mdescLeft"> </td><td class="mdescRight">Posterior estimate of <img class="formulaInl" alt="$\theta,r$" src="form_ 27.png"/> in the form of Normal-inverse Wishart density. <br/></td></tr>177 <tr><td class="mdescLeft"> </td><td class="mdescRight">Posterior estimate of <img class="formulaInl" alt="$\theta,r$" src="form_34.png"/> in the form of Normal-inverse Wishart density. <br/></td></tr> 178 178 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARX::V" ref="ade5b7d83ff5d3f5af2f80068db0abdfd" args="" --> 179 179 <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#ade5b7d83ff5d3f5af2f80068db0abdfd">V</a></td></tr> … … 231 231 <p>Regression of the following kind: </p> 232 232 <p class="formulaDsp"> 233 <img class="formulaDsp" alt="\[ y_t = \theta_1 \psi_1 + \theta_2 + \psi_2 +\ldots + \theta_n \psi_n + r e_t \]" src="form_2 0.png"/>233 <img class="formulaDsp" alt="\[ y_t = \theta_1 \psi_1 + \theta_2 + \psi_2 +\ldots + \theta_n \psi_n + r e_t \]" src="form_28.png"/> 234 234 </p> 235 <p> where unknown parameters <code>rv</code> are <img class="formulaInl" alt="$[\theta r]$" src="form_2 1.png"/>, regression vector <img class="formulaInl" alt="$\psi=\psi(y_{1:t},u_{1:t})$" src="form_22.png"/> is a known function of past outputs and exogeneous variables <img class="formulaInl" alt="$u_t$" src="form_23.png"/>. Distrubances <img class="formulaInl" alt="$e_t$" src="form_24.png"/> are supposed to be normally distributed: </p>235 <p> where unknown parameters <code>rv</code> are <img class="formulaInl" alt="$[\theta r]$" src="form_29.png"/>, regression vector <img class="formulaInl" alt="$\psi=\psi(y_{1:t},u_{1:t})$" src="form_30.png"/> is a known function of past outputs and exogeneous variables <img class="formulaInl" alt="$u_t$" src="form_31.png"/>. Distrubances <img class="formulaInl" alt="$e_t$" src="form_32.png"/> are supposed to be normally distributed: </p> 236 236 <p class="formulaDsp"> 237 <img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_ 25.png"/>237 <img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_33.png"/> 238 238 </p> 239 239 <p>See <a class="el" href="tut_arx.html">Theory of ARX model estimation</a> for mathematical treatment.</p> … … 341 341 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p> 342 342 343 <p>References <a class="el" href="exp__family_8h_source.html#l00084">bdm::BMEF::frg</a>, <a class="el" href="user__info_8h_source.html#l00443">bdm::UI::get()</a>, and <a class="el" href="bdmbase_8h_source.html#l0 0950">bdm::BM::set_options()</a>.</p>343 <p>References <a class="el" href="exp__family_8h_source.html#l00084">bdm::BMEF::frg</a>, <a class="el" href="user__info_8h_source.html#l00443">bdm::UI::get()</a>, and <a class="el" href="bdmbase_8h_source.html#l01136">bdm::BM::set_options()</a>.</p> 344 344 345 345 </div> … … 364 364 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 365 365 366 <p>References <a class="el" href="arx_8h_source.html#l00051">est</a>, <a class="el" href="bdmbase_8h_source.html#l0 0850">bdm::BM::evalll</a>, <a class="el" href="exp__family_8h_source.html#l00084">bdm::BMEF::frg</a>, <a class="el" href="exp__family_8h_source.html#l00086">bdm::BMEF::last_lognc</a>, <a class="el" href="exp__family_8cpp_source.html#l00050">bdm::egiw::lognc()</a>, <a class="el" href="arx_8h_source.html#l00055">nu</a>, <a class="el" href="square__mat_8cpp_source.html#l00074">bdm::ldmat::opupdt()</a>, <a class="el" href="exp__family_8h_source.html#l00240">bdm::egiw::pow()</a>, and <a class="el" href="arx_8h_source.html#l00053">V</a>.</p>366 <p>References <a class="el" href="arx_8h_source.html#l00051">est</a>, <a class="el" href="bdmbase_8h_source.html#l01036">bdm::BM::evalll</a>, <a class="el" href="exp__family_8h_source.html#l00084">bdm::BMEF::frg</a>, <a class="el" href="exp__family_8h_source.html#l00086">bdm::BMEF::last_lognc</a>, <a class="el" href="exp__family_8cpp_source.html#l00050">bdm::egiw::lognc()</a>, <a class="el" href="arx_8h_source.html#l00055">nu</a>, <a class="el" href="square__mat_8cpp_source.html#l00074">bdm::ldmat::opupdt()</a>, <a class="el" href="exp__family_8h_source.html#l00240">bdm::egiw::pow()</a>, and <a class="el" href="arx_8h_source.html#l00053">V</a>.</p> 367 367 368 368 </div> … … 390 390 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">bdm::BM</a>.</p> 391 391 392 <p>References <a class="el" href="bdmerror_8h_source.html#l00047">bdm_assert_debug</a>, <a class="el" href="bdmbase_8h_source.html#l00 378">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h_source.html#l00051">est</a>, <a class="el" href="exp__family_8cpp_source.html#l00145">bdm::egiw::mean_mat()</a>, <a class="el" href="square__mat_8h_source.html#l00100">bdm::sqmat::rows()</a>, <a class="el" href="exp__family_8h_source.html#l00554">bdm::mlnorm< sq_T, TEpdf >::set_parameters()</a>, and <a class="el" href="arx_8h_source.html#l00053">V</a>.</p>392 <p>References <a class="el" href="bdmerror_8h_source.html#l00047">bdm_assert_debug</a>, <a class="el" href="bdmbase_8h_source.html#l00424">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h_source.html#l00051">est</a>, <a class="el" href="exp__family_8cpp_source.html#l00145">bdm::egiw::mean_mat()</a>, <a class="el" href="square__mat_8h_source.html#l00100">bdm::sqmat::rows()</a>, <a class="el" href="exp__family_8h_source.html#l00554">bdm::mlnorm< sq_T, TEpdf >::set_parameters()</a>, and <a class="el" href="arx_8h_source.html#l00053">V</a>.</p> 393 393 394 394 </div> … … 413 413 <dl class="return"><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 414 414 415 <p>References <a class="el" href="bdmbase_8h_source.html#l00 378">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h_source.html#l00051">est</a>, and <a class="el" href="exp__family_8cpp_source.html#l00050">bdm::egiw::lognc()</a>.</p>415 <p>References <a class="el" href="bdmbase_8h_source.html#l00424">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h_source.html#l00051">est</a>, and <a class="el" href="exp__family_8cpp_source.html#l00050">bdm::egiw::lognc()</a>.</p> 416 416 417 417 </div> … … 449 449 </div> 450 450 <div class="memdoc"> 451 <p>description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_ 26.png"/> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>. </p>451 <p>description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_6.png"/> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>. </p> 452 452 453 453 </div> … … 458 458 </ul> 459 459 </div> 460 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:502009 for mixpp by 460 <hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:33 2009 for mixpp by 461 461 <a href="http://www.doxygen.org/index.html"> 462 462 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>