Changeset 608 for library/doc/html/classbdm_1_1mexBM.html
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library/doc/html/classbdm_1_1mexBM.html
r591 r608 3 3 <head> 4 4 <meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/> 5 <title>mixpp: bdm:: BM Class Reference</title>5 <title>mixpp: bdm::mexBM Class Reference</title> 6 6 <link href="tabs.css" rel="stylesheet" type="text/css"/> 7 7 <link href="doxygen.css" rel="stylesheet" type="text/css"/> … … 67 67 </ul> 68 68 </div> 69 <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1 BM.html">BM</a>69 <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mexBM.html">mexBM</a> 70 70 </div> 71 71 </div> 72 72 <div class="contents"> 73 <h1>bdm::BM Class Reference</h1><!-- doxytag: class="bdm::BM" --><!-- doxytag: inherits="bdm::root" --> 74 <p>Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities. 75 <a href="#_details">More...</a></p> 76 77 <p><code>#include <<a class="el" href="bdmbase_8h_source.html">bdmbase.h</a>></code></p> 78 79 <p><a href="classbdm_1_1BM-members.html">List of all members.</a></p> 73 <h1>bdm::mexBM Class Reference</h1><!-- doxytag: class="bdm::mexBM" --><!-- doxytag: inherits="bdm::BM" --> 74 <p><a href="classbdm_1_1mexBM-members.html">List of all members.</a></p> 80 75 <table border="0" cellpadding="0" cellspacing="0"> 81 76 <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> 82 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a23c6a8f71f922023ab08dcb0487a86de"></a><!-- doxytag: member="bdm::BM::from_setting" ref="a23c6a8f71f922023ab08dcb0487a86de" args="(const Setting &set)" --> 83 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">from_setting</a> (const Setting &set)</td></tr> 77 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4a35ffc1eedee492e54c031623fd72a8"></a><!-- doxytag: member="bdm::mexBM::get_data" ref="a4a35ffc1eedee492e54c031623fd72a8" args="()" --> 78 mxArray * </td><td class="memItemRight" valign="bottom"><b>get_data</b> ()</td></tr> 79 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dc5937132e070894ca6002b05512afd"></a><!-- doxytag: member="bdm::mexBM::from_setting" ref="a1dc5937132e070894ca6002b05512afd" args="(const Setting &S)" --> 80 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mexBM.html#a1dc5937132e070894ca6002b05512afd">from_setting</a> (const Setting &S)</td></tr> 84 81 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br/></td></tr> 85 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::BM::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> 82 <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mexBM.html#aa99452b52f731f561b01029af18c68f7">bayes</a> (const vec &dt)</td></tr> 83 <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#aa99452b52f731f561b01029af18c68f7"></a><br/></td></tr> 84 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a76b0e1e8f86a90a829e6821d013d7683"></a><!-- doxytag: member="bdm::mexBM::posterior" ref="a76b0e1e8f86a90a829e6821d013d7683" args="() const " --> 85 const <a class="el" href="classbdm_1_1mexEpdf.html">mexEpdf</a> & </td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr> 86 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad781cb2f1e32cea252da3935df442dd5"></a><!-- doxytag: member="bdm::mexBM::_e" ref="ad781cb2f1e32cea252da3935df442dd5" args="() const " --> 87 const <a class="el" href="classbdm_1_1mexEpdf.html">mexEpdf</a> * </td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> 88 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::mexBM::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> 86 89 virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 87 90 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> 88 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm:: BM::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &set) const " -->91 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::mexBM::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> 89 92 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> 90 93 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> 91 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm:: BM::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->94 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::mexBM::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> 92 95 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> 93 96 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> … … 95 98 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p> 96 99 <br/><br/></div></td></tr> 97 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adb12aecc3135e7868c664e39e7133756"></a><!-- doxytag: member="bdm::BM::BM" ref="adb12aecc3135e7868c664e39e7133756" args="()" -->98 </td><td class="memItemRight" valign="bottom"><b>BM</b> ()</td></tr>99 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a241b3701190ff1f729fe873a2eef0055"></a><!-- doxytag: member="bdm::BM::BM" ref="a241b3701190ff1f729fe873a2eef0055" args="(const BM &B)" -->100 </td><td class="memItemRight" valign="bottom"><b>BM</b> (const <a class="el" href="classbdm_1_1BM.html">BM</a> &B)</td></tr>101 100 <tr><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr> 102 101 <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 103 102 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> 104 103 <br/><br/></div></td></tr> 105 <tr><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a60b1779a577367c369a932cabd3a6188">bayes</a> (const vec &dt)=0</td></tr> 106 <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a60b1779a577367c369a932cabd3a6188"></a><br/></td></tr> 107 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::BM::bayesB" ref="a1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> 104 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::mexBM::bayesB" ref="a1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> 108 105 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> 109 106 <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br/></td></tr> 110 107 <tr><td class="memItemLeft" align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> 111 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm:: BM::logpred_m" ref="a0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " -->108 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::mexBM::logpred_m" ref="a0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> 112 109 vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> 113 110 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br/></td></tr> 114 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm:: BM::epredictor" ref="a688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->111 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::mexBM::epredictor" ref="a688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 115 112 virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 116 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_ 14.png"/>. <br/></td></tr>117 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm:: BM::predictor" ref="a598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->113 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_20.png"/>. <br/></td></tr> 114 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::mexBM::predictor" ref="a598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 118 115 virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 119 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_ 131.png"/>. <br/></td></tr>116 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png"/>. <br/></td></tr> 120 117 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 121 118 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> 122 119 <br/><br/></div></td></tr> 123 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm:: BM::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " -->120 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::mexBM::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " --> 124 121 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 125 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm:: BM::set_drv" ref="af135ae6dce7e9f30c9f88229c7930b96" args="(const RV &rv)" -->122 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::mexBM::set_drv" ref="af135ae6dce7e9f30c9f88229c7930b96" args="(const RV &rv)" --> 126 123 void </td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> 127 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm:: BM::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &rv)" -->124 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::mexBM::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &rv)" --> 128 125 void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> 129 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm:: BM::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " -->126 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::mexBM::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " --> 130 127 double </td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 131 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm:: BM::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->128 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::mexBM::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 132 129 void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 133 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abb7b0065d6cb722a66b371a8260121e1"></a><!-- doxytag: member="bdm::BM::posterior" ref="abb7b0065d6cb722a66b371a8260121e1" args="() const =0" -->134 virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><b>posterior</b> () const =0</td></tr>135 130 <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> 136 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::BM::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" --> 131 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a61122bf54322e51a965ce3eacb9ee3ac"></a><!-- doxytag: member="bdm::mexBM::name" ref="a61122bf54322e51a965ce3eacb9ee3ac" args="" --> 132 string </td><td class="memItemRight" valign="bottom"><b>name</b></td></tr> 133 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adfaf13987bb1263bc32426da8bc94496"></a><!-- doxytag: member="bdm::mexBM::est" ref="adfaf13987bb1263bc32426da8bc94496" args="" --> 134 <a class="el" href="classbdm_1_1mexEpdf.html">mexEpdf</a> </td><td class="memItemRight" valign="bottom"><b>est</b></td></tr> 135 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af3f5f0313085c2f8db8249414644a62f"></a><!-- doxytag: member="bdm::mexBM::data" ref="af3f5f0313085c2f8db8249414644a62f" args="" --> 136 mxArray * </td><td class="memItemRight" valign="bottom"><b>data</b></td></tr> 137 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::mexBM::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" --> 137 138 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> 138 139 <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr> 139 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm:: BM::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" -->140 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::mexBM::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" --> 140 141 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 141 142 <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr> 142 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm:: BM::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" -->143 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::mexBM::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" --> 143 144 bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 144 145 <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br/></td></tr> … … 146 147 <tr><td colspan="2"><p><a class="anchor" id="amgrp74e1db869c28ea37aac65bd658ff5da4"></a> This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> when the condition is observed </p> 147 148 <br/><br/></td></tr> 148 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::BM::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" --> 149 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::mexBM::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " --> 150 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> 151 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> 152 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::mexBM::condition" ref="a6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &val)" --> 153 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &val)</td></tr> 154 <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr> 155 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::mexBM::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" --> 149 156 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ade95c590d650b2db423d53992f0906cb">rvc</a></td></tr> 150 157 <tr><td class="mdescLeft"> </td><td class="mdescRight">Name of extension variable. <br/></td></tr> 151 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::BM::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " -->152 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr>153 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr>154 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::BM::condition" ref="a6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &val)" -->155 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &val)</td></tr>156 <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr>157 158 <tr><td colspan="2"><h2>Logging of results</h2></td></tr> 158 159 <tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p> 159 160 <br/><br/></td></tr> 160 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::BM::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" --> 161 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aadb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::mexBM::set_options" ref="aadb539fa2585c8a2a91c54e5aebf330e" args="(const string &opt)" --> 162 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &opt)</td></tr> 163 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br/></td></tr> 164 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::mexBM::log_add" ref="a2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &L, const string &name="")" --> 165 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &L, const string &name="")</td></tr> 166 <tr><td class="mdescLeft"> </td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br/></td></tr> 167 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::mexBM::logit" ref="ab517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &L)" --> 168 virtual void </td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> &L)</td></tr> 169 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::mexBM::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" --> 161 170 ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 162 171 <tr><td class="mdescLeft"> </td><td class="mdescRight">IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll]. <br/></td></tr> 163 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm:: BM::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" -->172 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::mexBM::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" --> 164 173 ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> 165 174 <tr><td class="mdescLeft"> </td><td class="mdescRight">Flags for logging - same size as LIDs, each entry correspond to the same in LIDs. <br/></td></tr> 166 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aadb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::BM::set_options" ref="aadb539fa2585c8a2a91c54e5aebf330e" args="(const string &opt)" -->167 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &opt)</td></tr>168 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br/></td></tr>169 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::BM::log_add" ref="a2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &L, const string &name="")" -->170 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &L, const string &name="")</td></tr>171 <tr><td class="mdescLeft"> </td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br/></td></tr>172 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::BM::logit" ref="ab517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &L)" -->173 virtual void </td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> &L)</td></tr>174 175 </table> 175 <hr/><a name="_details"></a><h2>Detailed Description</h2>176 <p>Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities. </p>177 <p>This object represents exact or approximate evaluation of the Bayes rule: </p>178 <p class="formulaDsp">179 <img class="formulaDsp" alt="\[ f(\theta_t | d_1,\ldots,d_t) = \frac{f(y_t|\theta_t,\cdot) f(\theta_t|d_1,\ldots,d_{t-1})}{f(y_t|d_1,\ldots,d_{t-1})} \]" src="form_2.png"/>180 </p>181 <p>Access to the resulting posterior density is via function <code>posterior()</code>.</p>182 <p>As a "side-effect" it also evaluates log-likelihood of the data, which can be accessed via function _ll(). It can also evaluate predictors of future values of <img class="formulaInl" alt="$y_t$" src="form_3.png"/>, see functions <a class="el" href="classbdm_1_1BM.html#a688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor()</a> and <a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs conditional density of 1-step ahead predictor .">predictor()</a>.</p>183 <p>Alternatively, it can evaluate posterior density conditioned by a known constant, <img class="formulaInl" alt="$ c_t $" src="form_4.png"/>: </p>184 <p class="formulaDsp">185 <img class="formulaDsp" alt="\[ f(\theta_t | c_t, d_1,\ldots,d_t) \propto f(y_t,\theta_t|c_t,\cdot, d_1,\ldots,d_{t-1}) \]" src="form_5.png"/>186 </p>187 <p>The value of <img class="formulaInl" alt="$ c_t $" src="form_4.png"/> is set by function <a class="el" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4" title="Substitute val for rvc.">condition()</a>. </p>188 176 <hr/><h2>Member Function Documentation</h2> 189 <a class="anchor" id="a40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm:: BM::_copy_" ref="a40f01563651c1e4fe926189e41a6b8ab" args="() const " -->177 <a class="anchor" id="a40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::mexBM::_copy_" ref="a40f01563651c1e4fe926189e41a6b8ab" args="() const " --> 190 178 <div class="memitem"> 191 179 <div class="memproto"> … … 196 184 <td class="paramname"></td> 197 185 <td> ) </td> 198 <td> const<code> [inline, virtual ]</code></td>186 <td> const<code> [inline, virtual, inherited]</code></td> 199 187 </tr> 200 188 </table> … … 208 196 </div> 209 197 </div> 210 <a class="anchor" id="a 60b1779a577367c369a932cabd3a6188"></a><!-- doxytag: member="bdm::BM::bayes" ref="a60b1779a577367c369a932cabd3a6188" args="(const vec &dt)=0" -->198 <a class="anchor" id="aa99452b52f731f561b01029af18c68f7"></a><!-- doxytag: member="bdm::mexBM::bayes" ref="aa99452b52f731f561b01029af18c68f7" args="(const vec &dt)" --> 211 199 <div class="memitem"> 212 200 <div class="memproto"> 213 201 <table class="memname"> 214 202 <tr> 215 <td class="memname">v irtual void bdm::BM::bayes </td>203 <td class="memname">void bdm::mexBM::bayes </td> 216 204 <td>(</td> 217 205 <td class="paramtype">const vec & </td> 218 206 <td class="paramname"> <em>dt</em></td> 219 207 <td> ) </td> 220 <td><code> [ purevirtual]</code></td>208 <td><code> [inline, virtual]</code></td> 221 209 </tr> 222 210 </table> … … 232 220 </dl> 233 221 234 <p>Implemented in <a class="el" href="classbdm_1_1ARX.html#a8bdf2974052e8ce74eb0d4f3791c58a3">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanFull.html#a081924bc97f453f674bb982b7951d053">bdm::KalmanFull</a>, <a class="el" href="classbdm_1_1KalmanCh.html#ab41fe5540548100b08e1684c3be767b6">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFfull.html#af149ae8e9ce14d9931a7bb2850736699">bdm::EKFfull</a>, <a class="el" href="classbdm_1_1EKFCh.html#a4c8609c37290b158f88a31dae4047225">bdm::EKFCh</a>, <a class="el" href="classbdm_1_1MultiModel.html#aa915deeddb0e94c337d02ebc0abe535e">bdm::MultiModel</a>, <a class="el" href="classbdm_1_1MixEF.html#a5bd7da667da183eed1577f11dff0c1f1">bdm::MixEF</a>, <a class="el" href="classbdm_1_1PF.html#a638946eea22d4964bf9350286bb4efd8">bdm::PF</a>, <a class="el" href="classbdm_1_1MPF.html#a286d040770d08bd7ff416cea617b1b14">bdm::MPF< BM_T ></a>, <a class="el" href="classbdm_1_1BMEF.html#ac287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#a1e4bf41b61937fd80f34049742e23f95">bdm::multiBM</a>.</p> 235 236 <p>Referenced by <a class="el" href="bdmbase_8cpp_source.html#l00364">bayesB()</a>.</p> 237 238 </div> 239 </div> 240 <a class="anchor" id="a50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::BM::logpred" ref="a50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &dt) const " --> 222 <p>Implements <a class="el" href="classbdm_1_1BM.html#a60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p> 223 224 </div> 225 </div> 226 <a class="anchor" id="a50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::mexBM::logpred" ref="a50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &dt) const " --> 241 227 <div class="memitem"> 242 228 <div class="memproto"> … … 248 234 <td class="paramname"> <em>dt</em></td> 249 235 <td> ) </td> 250 <td> const<code> [inline, virtual ]</code></td>236 <td> const<code> [inline, virtual, inherited]</code></td> 251 237 </tr> 252 238 </table> … … 259 245 <p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p> 260 246 261 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l00885">logpred_m()</a>.</p> 262 263 </div> 264 </div> 265 <hr/>The documentation for this class was generated from the following files:<ul> 266 <li><a class="el" href="bdmbase_8h_source.html">bdmbase.h</a></li> 267 <li>bdmbase.cpp</li> 247 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01071">bdm::BM::logpred_m()</a>.</p> 248 249 </div> 250 </div> 251 <hr/>The documentation for this class was generated from the following file:<ul> 252 <li><a class="el" href="mex__BM_8h_source.html">mex_BM.h</a></li> 268 253 </ul> 269 254 </div> 270 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:502009 for mixpp by 255 <hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:33 2009 for mixpp by 271 256 <a href="http://www.doxygen.org/index.html"> 272 257 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>