Changeset 608 for library/doc/html/classbdm_1_1KalmanCh.html

Timestamp:

09/12/09 11:41:43 (15 years ago)

Author:

smidl

Message:

doc

Files:

• library/doc/html/classbdm_1_1KalmanCh.html (modified) (6 diffs)

library/doc/html/classbdm_1_1KalmanCh.html

@@ -121 +121 @@
 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aa238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</td></tr>
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
-<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa70f6c8ab37f955f408361150e13c47b"></a><!-- doxytag: member="bdm::KalmanCh::_A" ref="aa70f6c8ab37f955f408361150e13c47b" args="()" -->
-mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aa70f6c8ab37f955f408361150e13c47b">_A</a> ()</td></tr>
-<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
-<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4272982f976ea9d0ea7c9b7182ed7e3c"></a><!-- doxytag: member="bdm::KalmanCh::_B" ref="a4272982f976ea9d0ea7c9b7182ed7e3c" args="()" -->
-mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a4272982f976ea9d0ea7c9b7182ed7e3c">_B</a> ()</td></tr>
-<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
-<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aec4c0923e2b5d0c3e5dfe119ffee511e"></a><!-- doxytag: member="bdm::KalmanCh::_C" ref="aec4c0923e2b5d0c3e5dfe119ffee511e" args="()" -->
-mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aec4c0923e2b5d0c3e5dfe119ffee511e">_C</a> ()</td></tr>
-<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
-<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae0757fcc5e0ebaf0bd95f522bf405f06"></a><!-- doxytag: member="bdm::KalmanCh::_D" ref="ae0757fcc5e0ebaf0bd95f522bf405f06" args="()" -->
-mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ae0757fcc5e0ebaf0bd95f522bf405f06">_D</a> ()</td></tr>
-<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
-<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4c908775f27db8d869b93078862a4934"></a><!-- doxytag: member="bdm::KalmanCh::_Q" ref="a4c908775f27db8d869b93078862a4934" args="()" -->
-<a class="el" href="classbdm_1_1chmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a4c908775f27db8d869b93078862a4934">_Q</a> ()</td></tr>
-<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
-<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8c94418779eb70f6199fa3467c45f316"></a><!-- doxytag: member="bdm::KalmanCh::_R" ref="a8c94418779eb70f6199fa3467c45f316" args="()" -->
-<a class="el" href="classbdm_1_1chmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a8c94418779eb70f6199fa3467c45f316">_R</a> ()</td></tr>
+<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aae0dd610bf28f52c4c7acec87e39ed5e"></a><!-- doxytag: member="bdm::KalmanCh::_A" ref="aae0dd610bf28f52c4c7acec87e39ed5e" args="() const" -->
+const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aae0dd610bf28f52c4c7acec87e39ed5e">_A</a> () const</td></tr>
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
+<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a19cabf296793357c130778fe74df54a4"></a><!-- doxytag: member="bdm::KalmanCh::_B" ref="a19cabf296793357c130778fe74df54a4" args="() const" -->
+const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a19cabf296793357c130778fe74df54a4">_B</a> () const</td></tr>
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
+<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5731f429df4a70dc0d0d1e6ea8e35125"></a><!-- doxytag: member="bdm::KalmanCh::_C" ref="a5731f429df4a70dc0d0d1e6ea8e35125" args="() const" -->
+const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a5731f429df4a70dc0d0d1e6ea8e35125">_C</a> () const</td></tr>
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
+<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a286286acb308f9ee596cab9af503b252"></a><!-- doxytag: member="bdm::KalmanCh::_D" ref="a286286acb308f9ee596cab9af503b252" args="() const" -->
+const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a286286acb308f9ee596cab9af503b252">_D</a> () const</td></tr>
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
+<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a38a71e31f22f5459d10c3cbee1e4d977"></a><!-- doxytag: member="bdm::KalmanCh::_Q" ref="a38a71e31f22f5459d10c3cbee1e4d977" args="() const" -->
+const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a38a71e31f22f5459d10c3cbee1e4d977">_Q</a> () const</td></tr>
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
+<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a69ddac45b7a4efbf83b2232d0d5595ba"></a><!-- doxytag: member="bdm::KalmanCh::_R" ref="a69ddac45b7a4efbf83b2232d0d5595ba" args="() const" -->
+const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a69ddac45b7a4efbf83b2232d0d5595ba">_R</a> () const</td></tr>
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
 <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
@@ -151 +151 @@
 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::KalmanCh::epredictor" ref="a688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
 virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr>
-<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_14.png"/>. <br/></td></tr>
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_20.png"/>. <br/></td></tr>
 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::KalmanCh::predictor" ref="a598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
 virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
-<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_131.png"/>. <br/></td></tr>
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png"/>. <br/></td></tr>
 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p>
@@ -312 +312 @@
 <p>The following equality hold::</p>
 <p class="formulaDsp">
-<img class="formulaDsp" alt="\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' &amp; P_{t|t-1}^{0.5}CA'\\ &amp; Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} &amp; KA'\\ &amp; P_{t+1|t}^{0.5}\\ \\\end{array}\right]\]" src="form_31.png"/>
+<img class="formulaDsp" alt="\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' &amp; P_{t|t-1}^{0.5}CA'\\ &amp; Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} &amp; KA'\\ &amp; P_{t+1|t}^{0.5}\\ \\\end{array}\right]\]" src="form_39.png"/>
 </p>
 <p>Thus this object evaluates only predictors! Not filtering densities. </p>
@@ -320 +320 @@
 <p>Reimplemented in <a class="el" href="classbdm_1_1EKFCh.html#a4c8609c37290b158f88a31dae4047225">bdm::EKFCh</a>.</p>
 
-<p>References <a class="el" href="chmat_8h_source.html#l00090">bdm::chmat::_Ch()</a>, <a class="el" href="kalman_8h_source.html#l00110">bdm::Kalman&lt; chmat &gt;::_K</a>, <a class="el" href="kalman_8h_source.html#l00043">bdm::StateSpace&lt; chmat &gt;::A</a>, <a class="el" href="kalman_8h_source.html#l00045">bdm::StateSpace&lt; chmat &gt;::B</a>, <a class="el" href="bdmerror_8h_source.html#l00059">bdm_warning</a>, <a class="el" href="kalman_8h_source.html#l00047">bdm::StateSpace&lt; chmat &gt;::C</a>, <a class="el" href="kalman_8h_source.html#l00049">bdm::StateSpace&lt; chmat &gt;::D</a>, <a class="el" href="kalman_8h_source.html#l00041">bdm::StateSpace&lt; chmat &gt;::dimu</a>, <a class="el" href="kalman_8h_source.html#l00037">bdm::StateSpace&lt; chmat &gt;::dimx</a>, <a class="el" href="kalman_8h_source.html#l00039">bdm::StateSpace&lt; chmat &gt;::dimy</a>, <a class="el" href="kalman_8h_source.html#l00112">bdm::Kalman&lt; chmat &gt;::est</a>, <a class="el" href="bdmbase_8h_source.html#l00850">bdm::BM::evalll</a>, <a class="el" href="exp__family_8h_source.html#l00054">bdm::eEF::evallog()</a>, <a class="el" href="kalman_8h_source.html#l00114">bdm::Kalman&lt; chmat &gt;::fy</a>, <a class="el" href="bdmbase_8h_source.html#l00848">bdm::BM::ll</a>, and <a class="el" href="kalman_8h_source.html#l00172">postA</a>.</p>
+<p>References <a class="el" href="chmat_8h_source.html#l00090">bdm::chmat::_Ch()</a>, <a class="el" href="kalman_8h_source.html#l00110">bdm::Kalman&lt; chmat &gt;::_K</a>, <a class="el" href="kalman_8h_source.html#l00043">bdm::StateSpace&lt; chmat &gt;::A</a>, <a class="el" href="kalman_8h_source.html#l00045">bdm::StateSpace&lt; chmat &gt;::B</a>, <a class="el" href="bdmerror_8h_source.html#l00059">bdm_warning</a>, <a class="el" href="kalman_8h_source.html#l00047">bdm::StateSpace&lt; chmat &gt;::C</a>, <a class="el" href="kalman_8h_source.html#l00049">bdm::StateSpace&lt; chmat &gt;::D</a>, <a class="el" href="kalman_8h_source.html#l00041">bdm::StateSpace&lt; chmat &gt;::dimu</a>, <a class="el" href="kalman_8h_source.html#l00037">bdm::StateSpace&lt; chmat &gt;::dimx</a>, <a class="el" href="kalman_8h_source.html#l00039">bdm::StateSpace&lt; chmat &gt;::dimy</a>, <a class="el" href="kalman_8h_source.html#l00112">bdm::Kalman&lt; chmat &gt;::est</a>, <a class="el" href="bdmbase_8h_source.html#l01036">bdm::BM::evalll</a>, <a class="el" href="exp__family_8h_source.html#l00054">bdm::eEF::evallog()</a>, <a class="el" href="kalman_8h_source.html#l00114">bdm::Kalman&lt; chmat &gt;::fy</a>, <a class="el" href="bdmbase_8h_source.html#l01034">bdm::BM::ll</a>, and <a class="el" href="kalman_8h_source.html#l00172">postA</a>.</p>
 
 </div>
@@ -345 +345 @@
 <p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p>
 
-<p>Referenced by <a class="el" href="bdmbase_8h_source.html#l00885">bdm::BM::logpred_m()</a>.</p>
+<p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01071">bdm::BM::logpred_m()</a>.</p>
 
 </div>
@@ -354 +354 @@
 </ul>
 </div>
-<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:50 2009 for mixpp by&nbsp;
+<hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:33 2009 for mixpp by&nbsp;
 <a href="http://www.doxygen.org/index.html">
 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>