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  • library/doc/html/classbdm_1_1KalmanFull.html

    r591 r608  
    118118int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aa238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</td></tr> 
    119119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    120 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa70f6c8ab37f955f408361150e13c47b"></a><!-- doxytag: member="bdm::KalmanFull::_A" ref="aa70f6c8ab37f955f408361150e13c47b" args="()" --> 
    121 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aa70f6c8ab37f955f408361150e13c47b">_A</a> ()</td></tr> 
    122 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    123 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4272982f976ea9d0ea7c9b7182ed7e3c"></a><!-- doxytag: member="bdm::KalmanFull::_B" ref="a4272982f976ea9d0ea7c9b7182ed7e3c" args="()" --> 
    124 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a4272982f976ea9d0ea7c9b7182ed7e3c">_B</a> ()</td></tr> 
    125 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    126 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aec4c0923e2b5d0c3e5dfe119ffee511e"></a><!-- doxytag: member="bdm::KalmanFull::_C" ref="aec4c0923e2b5d0c3e5dfe119ffee511e" args="()" --> 
    127 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aec4c0923e2b5d0c3e5dfe119ffee511e">_C</a> ()</td></tr> 
    128 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    129 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae0757fcc5e0ebaf0bd95f522bf405f06"></a><!-- doxytag: member="bdm::KalmanFull::_D" ref="ae0757fcc5e0ebaf0bd95f522bf405f06" args="()" --> 
    130 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ae0757fcc5e0ebaf0bd95f522bf405f06">_D</a> ()</td></tr> 
    131 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    132 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4c908775f27db8d869b93078862a4934"></a><!-- doxytag: member="bdm::KalmanFull::_Q" ref="a4c908775f27db8d869b93078862a4934" args="()" --> 
    133 <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a4c908775f27db8d869b93078862a4934">_Q</a> ()</td></tr> 
    134 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    135 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8c94418779eb70f6199fa3467c45f316"></a><!-- doxytag: member="bdm::KalmanFull::_R" ref="a8c94418779eb70f6199fa3467c45f316" args="()" --> 
    136 <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a8c94418779eb70f6199fa3467c45f316">_R</a> ()</td></tr> 
     120<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aae0dd610bf28f52c4c7acec87e39ed5e"></a><!-- doxytag: member="bdm::KalmanFull::_A" ref="aae0dd610bf28f52c4c7acec87e39ed5e" args="() const" --> 
     121const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aae0dd610bf28f52c4c7acec87e39ed5e">_A</a> () const</td></tr> 
     122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
     123<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a19cabf296793357c130778fe74df54a4"></a><!-- doxytag: member="bdm::KalmanFull::_B" ref="a19cabf296793357c130778fe74df54a4" args="() const" --> 
     124const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a19cabf296793357c130778fe74df54a4">_B</a> () const</td></tr> 
     125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
     126<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5731f429df4a70dc0d0d1e6ea8e35125"></a><!-- doxytag: member="bdm::KalmanFull::_C" ref="a5731f429df4a70dc0d0d1e6ea8e35125" args="() const" --> 
     127const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a5731f429df4a70dc0d0d1e6ea8e35125">_C</a> () const</td></tr> 
     128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
     129<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a286286acb308f9ee596cab9af503b252"></a><!-- doxytag: member="bdm::KalmanFull::_D" ref="a286286acb308f9ee596cab9af503b252" args="() const" --> 
     130const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a286286acb308f9ee596cab9af503b252">_D</a> () const</td></tr> 
     131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
     132<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a38a71e31f22f5459d10c3cbee1e4d977"></a><!-- doxytag: member="bdm::KalmanFull::_Q" ref="a38a71e31f22f5459d10c3cbee1e4d977" args="() const" --> 
     133const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a38a71e31f22f5459d10c3cbee1e4d977">_Q</a> () const</td></tr> 
     134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
     135<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a69ddac45b7a4efbf83b2232d0d5595ba"></a><!-- doxytag: member="bdm::KalmanFull::_R" ref="a69ddac45b7a4efbf83b2232d0d5595ba" args="() const" --> 
     136const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a69ddac45b7a4efbf83b2232d0d5595ba">_R</a> () const</td></tr> 
    137137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    138138<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
     
    152152<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::KalmanFull::epredictor" ref="a688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 
    153153virtual <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> 
    154 <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}) $" src="form_14.png"/>. <br/></td></tr> 
     154<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_20.png"/>. <br/></td></tr> 
    155155<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::KalmanFull::predictor" ref="a598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
    156156virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 
    157 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_131.png"/>. <br/></td></tr> 
     157<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png"/>. <br/></td></tr> 
    158158<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    159159<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> 
     
    296296<p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p> 
    297297 
    298 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l00885">bdm::BM::logpred_m()</a>.</p> 
     298<p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01071">bdm::BM::logpred_m()</a>.</p> 
    299299 
    300300</div> 
     
    305305</ul> 
    306306</div> 
    307 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:50 2009 for mixpp by&nbsp; 
     307<hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:33 2009 for mixpp by&nbsp; 
    308308<a href="http://www.doxygen.org/index.html"> 
    309309<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>