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    r591 r608  
    116116<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a17e7fe14654ab3c449846c3f43e66169"></a><!-- doxytag: member="bdm::ARX::bayes" ref="a17e7fe14654ab3c449846c3f43e66169" args="(const vec &amp;dt, const double w)" --> 
    117117void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a17e7fe14654ab3c449846c3f43e66169">bayes</a> (const vec &amp;dt, const double w)</td></tr> 
    118 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_28.png"/>. <br/></td></tr> 
     118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_35.png"/>. <br/></td></tr> 
    119119<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a8bdf2974052e8ce74eb0d4f3791c58a3">bayes</a> (const vec &amp;dt)</td></tr> 
    120120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a8bdf2974052e8ce74eb0d4f3791c58a3"></a><br/></td></tr> 
     
    175175<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a11474a627367f81b76830cb8477cf026"></a><!-- doxytag: member="bdm::ARX::est" ref="a11474a627367f81b76830cb8477cf026" args="" --> 
    176176<a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a11474a627367f81b76830cb8477cf026">est</a></td></tr> 
    177 <tr><td class="mdescLeft">&nbsp;</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">&nbsp;</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> 
    178178<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARX::V" ref="ade5b7d83ff5d3f5af2f80068db0abdfd" args="" --> 
    179179<a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#ade5b7d83ff5d3f5af2f80068db0abdfd">V</a></td></tr> 
     
    231231<p>Regression of the following kind: </p> 
    232232<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_20.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"/> 
    234234</p> 
    235 <p> where unknown parameters <code>rv</code> are <img class="formulaInl" alt="$[\theta r]$" src="form_21.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> 
    236236<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"/> 
    238238</p> 
    239239<p>See <a class="el" href="tut_arx.html">Theory of ARX model estimation</a> for mathematical treatment.</p> 
     
    341341<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p> 
    342342 
    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#l00950">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> 
    344344 
    345345</div> 
     
    364364<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 
    365365 
    366 <p>References <a class="el" href="arx_8h_source.html#l00051">est</a>, <a class="el" href="bdmbase_8h_source.html#l00850">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> 
    367367 
    368368</div> 
     
    390390<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">bdm::BM</a>.</p> 
    391391 
    392 <p>References <a class="el" href="bdmerror_8h_source.html#l00047">bdm_assert_debug</a>, <a class="el" href="bdmbase_8h_source.html#l00378">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&lt; sq_T, TEpdf &gt;::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&lt; sq_T, TEpdf &gt;::set_parameters()</a>, and <a class="el" href="arx_8h_source.html#l00053">V</a>.</p> 
    393393 
    394394</div> 
     
    413413<dl class="return"><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
    414414 
    415 <p>References <a class="el" href="bdmbase_8h_source.html#l00378">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> 
    416416 
    417417</div> 
     
    449449</div> 
    450450<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> 
    452452 
    453453</div> 
     
    458458</ul> 
    459459</div> 
    460 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:50 2009 for mixpp by&nbsp; 
     460<hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:33 2009 for mixpp by&nbsp; 
    461461<a href="http://www.doxygen.org/index.html"> 
    462462<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>