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  • library/doc/html/classbdm_1_1ARXfrg.html

    r632 r641  
    33<head> 
    44<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/> 
    5 <title>mixpp: bdm::ARX Class Reference</title> 
     5<title>mixpp: bdm::ARXfrg Class Reference</title> 
    66<link href="tabs.css" rel="stylesheet" type="text/css"/> 
    77<link href="doxygen.css" rel="stylesheet" type="text/css"/> 
    … …  
    6767    </ul> 
    6868  </div> 
    69   <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1ARX.html">ARX</a> 
     69  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1ARXfrg.html">ARXfrg</a> 
    7070  </div> 
    7171</div> 
    7272<div class="contents"> 
    73 <h1>bdm::ARX Class Reference</h1><!-- doxytag: class="bdm::ARX" --><!-- doxytag: inherits="bdm::BMEF" --> 
    74 <p>Linear Autoregressive model with Gaussian noise.   
    75 <a href="#_details">More...</a></p> 
    76 <hr/><a name="_details"></a><h2>Detailed Description</h2> 
    77 <p>Linear Autoregressive model with Gaussian noise. </p> 
    78 <p>Regression of the following kind: </p> 
     73<h1>bdm::ARXfrg Class Reference</h1><!-- doxytag: class="bdm::ARXfrg" --><!-- doxytag: inherits="bdm::ARX" --><hr/><a name="_details"></a><h2>Detailed Description</h2> 
     74<p><a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> model conditined by knowledge of the forgetting factor </p> 
    7975<p class="formulaDsp"> 
    80 <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"/> 
     76<img class="formulaDsp" alt="\[ f(\theta| d_1 \ldots d_t , \phi_t) \]" src="form_187.png"/> 
    8177</p> 
    82 <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> 
    83 <p class="formulaDsp"> 
    84 <img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_33.png"/> 
    85 </p> 
    86 <p>See <a class="el" href="tut_arx.html">Theory of ARX model estimation</a> for mathematical treatment.</p> 
    87 <p>The easiest way how to use the class is: </p> 
    88 <div class="fragment"><pre class="fragment"><span class="preprocessor">#include &quot;<a class="code" href="arx_8h.html" title="Bayesian Filtering for generalized autoregressive (ARX) model.">estim/arx.h</a>&quot;</span> 
    89 <span class="keyword">using namespace </span>bdm; 
    90  
    91 <span class="comment">// estimation of AR(0) model</span> 
    92 <span class="keywordtype">int</span> main() { 
    93         <span class="comment">//prior</span> 
    94         mat V0 = 0.00001 * eye ( 2 ); 
    95         V0 ( 0, 0 ) = 0.1; <span class="comment">//</span> 
    96         ARX Ar; 
    97         Ar.set_statistics ( 1, V0 ); <span class="comment">//nu is default (set to have finite moments)</span> 
    98         <span class="comment">// forgetting is default: 1.0</span> 
    99         mat Data = concat_vertical ( randn ( 1, 100 ), ones ( 1, 100 ) ); 
    100         Ar.bayesB ( Data ); 
    101  
    102         cout &lt;&lt; <span class="stringliteral">&quot;Expected value of Theta is: &quot;</span> &lt;&lt; Ar.posterior().mean() &lt;&lt; endl; 
    103 } 
    104 </pre></div><dl class="todo"><dt><b><a class="el" href="todo.html#_todo000001">Todo:</a></b></dt><dd>sort out constant terms - bayes should accept vec without additional 1s </dd></dl> 
    105  
     78  
    10679<p><code>#include &lt;<a class="el" href="arx_8h_source.html">arx.h</a>&gt;</code></p> 
    10780 
    108 <p><a href="classbdm_1_1ARX-members.html">List of all members.</a></p> 
     81<p><a href="classbdm_1_1ARXfrg-members.html">List of all members.</a></p> 
    10982<table border="0" cellpadding="0" cellspacing="0"> 
    11083<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> 
    111 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a539f9d0127423c94b912708d390e67b8"></a><!-- doxytag: member="bdm::ARX::set_statistics" ref="a539f9d0127423c94b912708d390e67b8" args="(const BMEF *BM0)" --> 
     84<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac82a973ffbeff15346c4b16d75f7cd00"></a><!-- doxytag: member="bdm::ARXfrg::ARXfrg" ref="ac82a973ffbeff15346c4b16d75f7cd00" args="(const ARXfrg &amp;A0)" --> 
     85&nbsp;</td><td class="memItemRight" valign="bottom"><b>ARXfrg</b> (const <a class="el" href="classbdm_1_1ARXfrg.html">ARXfrg</a> &amp;A0)</td></tr> 
     86<tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="classbdm_1_1ARXfrg.html">ARXfrg</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARXfrg.html#a420f3f195d231723f2f2329ec900de60">_copy_</a> () const </td></tr> 
     87<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2baaf50640620cbd4c089a608e0c41bb"></a><!-- doxytag: member="bdm::ARXfrg::condition" ref="a2baaf50640620cbd4c089a608e0c41bb" args="(const vec &amp;val)" --> 
     88void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARXfrg.html#a2baaf50640620cbd4c089a608e0c41bb">condition</a> (const vec &amp;val)</td></tr> 
     89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr> 
     90<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a539f9d0127423c94b912708d390e67b8"></a><!-- doxytag: member="bdm::ARXfrg::set_statistics" ref="a539f9d0127423c94b912708d390e67b8" args="(const BMEF *BM0)" --> 
    11291void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a539f9d0127423c94b912708d390e67b8">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> 
    11392<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set sufficient statistics. <br/></td></tr> 
     93<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::ARXfrg::set_statistics" ref="ad2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> 
     94virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#ad2b528b7a41ca67163152142f5404051">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> 
     95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br/></td></tr> 
     96<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab2916a2e71a958665054473124d5e749"></a><!-- doxytag: member="bdm::ARXfrg::flatten" ref="ab2916a2e71a958665054473124d5e749" args="(const BMEF *B)" --> 
     97virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#ab2916a2e71a958665054473124d5e749">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> 
     98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior according to the given <a class="el" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (of the same type!). <br/></td></tr> 
    11499<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a9637412df898048bafaefee9dc7e9f6c">from_setting</a> (const Setting &amp;set)</td></tr> 
    115 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5b4ae27fa320a1b6e09777239210566d"></a><!-- doxytag: member="bdm::ARX::validate" ref="a5b4ae27fa320a1b6e09777239210566d" args="()" --> 
     100<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5b4ae27fa320a1b6e09777239210566d"></a><!-- doxytag: member="bdm::ARXfrg::validate" ref="a5b4ae27fa320a1b6e09777239210566d" args="()" --> 
    116101void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a5b4ae27fa320a1b6e09777239210566d">validate</a> ()</td></tr> 
    117102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br/></td></tr> 
    118 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::ARX::set_statistics" ref="ad2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> 
    119 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#ad2b528b7a41ca67163152142f5404051">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> 
    120 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br/></td></tr> 
    121 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab2916a2e71a958665054473124d5e749"></a><!-- doxytag: member="bdm::ARX::flatten" ref="ab2916a2e71a958665054473124d5e749" args="(const BMEF *B)" --> 
    122 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#ab2916a2e71a958665054473124d5e749">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> 
    123 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior according to the given <a class="el" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (of the same type!). <br/></td></tr> 
    124 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::ARX::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> 
     103<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::ARXfrg::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> 
    125104virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
    126105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> 
    127 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::ARX::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " --> 
     106<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::ARXfrg::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " --> 
    128107virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr> 
    129108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> 
    … …  
    131110<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p> 
    132111<br/><br/></div></td></tr> 
    133 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a43ed6114f04a3a8756fe2b42eaa35f98"></a><!-- doxytag: member="bdm::ARX::ARX" ref="a43ed6114f04a3a8756fe2b42eaa35f98" args="(const double frg0=1.0)" --> 
    134 &nbsp;</td><td class="memItemRight" valign="bottom"><b>ARX</b> (const double frg0=1.0)</td></tr> 
    135 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a73a55a3d66bfbeeee4df6c2ae40920ed"></a><!-- doxytag: member="bdm::ARX::ARX" ref="a73a55a3d66bfbeeee4df6c2ae40920ed" args="(const ARX &amp;A0)" --> 
    136 &nbsp;</td><td class="memItemRight" valign="bottom"><b>ARX</b> (const <a class="el" href="classbdm_1_1ARX.html">ARX</a> &amp;A0)</td></tr> 
    137 <tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="classbdm_1_1ARX.html">ARX</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106">_copy_</a> () const </td></tr> 
    138 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7aef6fe827f15427d534e6fb2c220e04"></a><!-- doxytag: member="bdm::ARX::set_parameters" ref="a7aef6fe827f15427d534e6fb2c220e04" args="(double frg0)" --> 
     112<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7aef6fe827f15427d534e6fb2c220e04"></a><!-- doxytag: member="bdm::ARXfrg::set_parameters" ref="a7aef6fe827f15427d534e6fb2c220e04" args="(double frg0)" --> 
    139113void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (double frg0)</td></tr> 
    140 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af859f53eab269845a9064bbd92f841af"></a><!-- doxytag: member="bdm::ARX::set_statistics" ref="af859f53eab269845a9064bbd92f841af" args="(int dimx0, const ldmat V0, double nu0=&#45;1.0)" --> 
     114<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af859f53eab269845a9064bbd92f841af"></a><!-- doxytag: member="bdm::ARXfrg::set_statistics" ref="af859f53eab269845a9064bbd92f841af" args="(int dimx0, const ldmat V0, double nu0=&#45;1.0)" --> 
    141115void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (int dimx0, const <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> V0, double nu0=-1.0)</td></tr> 
    142116<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    143117<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> 
    144118<br/><br/></div></td></tr> 
    145 <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)" --> 
     119<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a17e7fe14654ab3c449846c3f43e66169"></a><!-- doxytag: member="bdm::ARXfrg::bayes" ref="a17e7fe14654ab3c449846c3f43e66169" args="(const vec &amp;dt, const double w)" --> 
    146120void&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> 
    147121<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> 
    … …  
    149123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a8bdf2974052e8ce74eb0d4f3791c58a3"></a><br/></td></tr> 
    150124<tr><td class="memItemLeft" align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a080a7e531e3aa06694112863b15bc6a4">logpred</a> (const vec &amp;dt) const </td></tr> 
    151 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae86ab499b116b837d3163ec852961eca"></a><!-- doxytag: member="bdm::ARX::flatten" ref="ae86ab499b116b837d3163ec852961eca" args="(const BMEF *B)" --> 
     125<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae86ab499b116b837d3163ec852961eca"></a><!-- doxytag: member="bdm::ARXfrg::flatten" ref="ae86ab499b116b837d3163ec852961eca" args="(const BMEF *B)" --> 
    152126void&nbsp;</td><td class="memItemRight" valign="bottom"><b>flatten</b> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> 
    153 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a749827323c034f11bec61b6e2fc3d42a"></a><!-- doxytag: member="bdm::ARX::epredictor" ref="a749827323c034f11bec61b6e2fc3d42a" args="(const vec &amp;rgr) const " --> 
     127<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a749827323c034f11bec61b6e2fc3d42a"></a><!-- doxytag: member="bdm::ARXfrg::epredictor" ref="a749827323c034f11bec61b6e2fc3d42a" args="(const vec &amp;rgr) const " --> 
    154128<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a749827323c034f11bec61b6e2fc3d42a">epredictor</a> (const vec &amp;rgr) const </td></tr> 
    155129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conditioned version of the predictor. <br/></td></tr> 
    156 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4cdf5e2a7d3480ec31f6247ed4289b15"></a><!-- doxytag: member="bdm::ARX::epredictor" ref="a4cdf5e2a7d3480ec31f6247ed4289b15" args="() const " --> 
     130<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4cdf5e2a7d3480ec31f6247ed4289b15"></a><!-- doxytag: member="bdm::ARXfrg::epredictor" ref="a4cdf5e2a7d3480ec31f6247ed4289b15" args="() const " --> 
    157131<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a4cdf5e2a7d3480ec31f6247ed4289b15">epredictor</a> () const </td></tr> 
    158132<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Predictor for empty regressor. <br/></td></tr> 
    159 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a74fe8ae2d88bee8639510fd0eaf73513"></a><!-- doxytag: member="bdm::ARX::predictor" ref="a74fe8ae2d88bee8639510fd0eaf73513" args="() const " --> 
     133<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a74fe8ae2d88bee8639510fd0eaf73513"></a><!-- doxytag: member="bdm::ARXfrg::predictor" ref="a74fe8ae2d88bee8639510fd0eaf73513" args="() const " --> 
    160134<a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>&lt; <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a74fe8ae2d88bee8639510fd0eaf73513">predictor</a> () const </td></tr> 
    161135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">conditional version of the predictor <br/></td></tr> 
    162 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac6a2428a46407fe45b4c7a99069c0801"></a><!-- doxytag: member="bdm::ARX::predictor_student" ref="ac6a2428a46407fe45b4c7a99069c0801" args="() const " --> 
     136<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac6a2428a46407fe45b4c7a99069c0801"></a><!-- doxytag: member="bdm::ARXfrg::predictor_student" ref="ac6a2428a46407fe45b4c7a99069c0801" args="() const " --> 
    163137<a class="el" href="classbdm_1_1mlstudent.html">mlstudent</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>predictor_student</b> () const </td></tr> 
    164138<tr><td class="memItemLeft" align="right" valign="top">ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a16b02ae03316751664c22d59d90c1e34">structure_est</a> (<a class="el" href="classbdm_1_1egiw.html">egiw</a> Eg0)</td></tr> 
    … …  
    169143<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp8937227e303215af8852936dc1bf96ca"></a> </p> 
    170144<br/><br/></div></td></tr> 
    171 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a96a50d212648f049122a31d9553618"></a><!-- doxytag: member="bdm::ARX::posterior" ref="a5a96a50d212648f049122a31d9553618" args="() const " --> 
     145<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a96a50d212648f049122a31d9553618"></a><!-- doxytag: member="bdm::ARXfrg::posterior" ref="a5a96a50d212648f049122a31d9553618" args="() const " --> 
    172146const <a class="el" href="classbdm_1_1egiw.html">egiw</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr> 
    173147<tr><td colspan="2"><div class="groupHeader">Connection</div></td></tr> 
    174148<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpc2cc7082a89c1ad6631a2f66af5f00c0"></a> </p> 
    175149<br/><br/></div></td></tr> 
    176 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af357c693b640fc0094e3bd56f180ff94"></a><!-- doxytag: member="bdm::ARX::set_rv" ref="af357c693b640fc0094e3bd56f180ff94" args="(const RV &amp;yrv0, const RV &amp;rgrrv0)" --> 
     150<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af357c693b640fc0094e3bd56f180ff94"></a><!-- doxytag: member="bdm::ARXfrg::set_rv" ref="af357c693b640fc0094e3bd56f180ff94" args="(const RV &amp;yrv0, const RV &amp;rgrrv0)" --> 
    177151void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;yrv0, const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rgrrv0)</td></tr> 
    178 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7b96872783ab72e135b7b9ee26ef0577"></a><!-- doxytag: member="bdm::ARX::get_yrv" ref="a7b96872783ab72e135b7b9ee26ef0577" args="()" --> 
     152<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7b96872783ab72e135b7b9ee26ef0577"></a><!-- doxytag: member="bdm::ARXfrg::get_yrv" ref="a7b96872783ab72e135b7b9ee26ef0577" args="()" --> 
    179153<a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>get_yrv</b> ()</td></tr> 
     154<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
     155<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> 
     156<br/><br/></div></td></tr> 
     157<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::ARXfrg::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
     158void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
     159<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::ARXfrg::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
     160const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
     161<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::ARXfrg::set_drv" ref="af135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
     162void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
     163<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::ARXfrg::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
     164double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
     165<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::ARXfrg::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
     166void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
    180167<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    181168<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> 
    182169<br/><br/></div></td></tr> 
    183 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::ARX::bayesB" ref="a1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
     170<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::ARXfrg::bayesB" ref="a1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
    184171virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr> 
    185172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br/></td></tr> 
    186 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::ARX::logpred_m" ref="a0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
     173<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::ARXfrg::logpred_m" ref="a0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
    187174vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr> 
    188175<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br/></td></tr> 
    189 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    190 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> 
    191 <br/><br/></div></td></tr> 
    192 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::ARX::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
    193 const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
    194 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::ARX::set_drv" ref="af135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
    195 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
    196 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::ARX::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
    197 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
    198 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::ARX::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    199 double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
    200 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::ARX::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
    201 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
    202176<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> 
    203 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8e68db2a218d54b09304cad6c0a897d9"></a><!-- doxytag: member="bdm::ARX::dimx" ref="a8e68db2a218d54b09304cad6c0a897d9" args="" --> 
     177<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8e68db2a218d54b09304cad6c0a897d9"></a><!-- doxytag: member="bdm::ARXfrg::dimx" ref="a8e68db2a218d54b09304cad6c0a897d9" args="" --> 
    204178int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a8e68db2a218d54b09304cad6c0a897d9">dimx</a></td></tr> 
    205179<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">size of output variable (needed in regressors) <br/></td></tr> 
    206180<tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a></td></tr> 
    207 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a320ac7b3b511bc4b26e8f8823026a453"></a><!-- doxytag: member="bdm::ARX::rgrrv" ref="a320ac7b3b511bc4b26e8f8823026a453" args="" --> 
     181<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a320ac7b3b511bc4b26e8f8823026a453"></a><!-- doxytag: member="bdm::ARXfrg::rgrrv" ref="a320ac7b3b511bc4b26e8f8823026a453" args="" --> 
    208182<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a320ac7b3b511bc4b26e8f8823026a453">rgrrv</a></td></tr> 
    209183<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">rv of regressor <br/></td></tr> 
    210 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a11474a627367f81b76830cb8477cf026"></a><!-- doxytag: member="bdm::ARX::est" ref="a11474a627367f81b76830cb8477cf026" args="" --> 
     184<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a11474a627367f81b76830cb8477cf026"></a><!-- doxytag: member="bdm::ARXfrg::est" ref="a11474a627367f81b76830cb8477cf026" args="" --> 
    211185<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> 
    212186<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> 
    213 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARX::V" ref="ade5b7d83ff5d3f5af2f80068db0abdfd" args="" --> 
     187<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARXfrg::V" ref="ade5b7d83ff5d3f5af2f80068db0abdfd" args="" --> 
    214188<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> 
    215189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.V <br/></td></tr> 
    216 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a740b0582f180ba13cae91d66e9bdb67f"></a><!-- doxytag: member="bdm::ARX::nu" ref="a740b0582f180ba13cae91d66e9bdb67f" args="" --> 
     190<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a740b0582f180ba13cae91d66e9bdb67f"></a><!-- doxytag: member="bdm::ARXfrg::nu" ref="a740b0582f180ba13cae91d66e9bdb67f" args="" --> 
    217191double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a740b0582f180ba13cae91d66e9bdb67f">nu</a></td></tr> 
    218192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.nu <br/></td></tr> 
    219 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6dcf8458bdc25d831542c6da89961fbc"></a><!-- doxytag: member="bdm::ARX::have_constant" ref="a6dcf8458bdc25d831542c6da89961fbc" args="" --> 
     193<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6dcf8458bdc25d831542c6da89961fbc"></a><!-- doxytag: member="bdm::ARXfrg::have_constant" ref="a6dcf8458bdc25d831542c6da89961fbc" args="" --> 
    220194bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a6dcf8458bdc25d831542c6da89961fbc">have_constant</a></td></tr> 
    221195<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">switch if constant is modelled or not <br/></td></tr> 
    222 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8f87c2958e5690610fed2992d6ffe5c0"></a><!-- doxytag: member="bdm::ARX::_dt" ref="a8f87c2958e5690610fed2992d6ffe5c0" args="" --> 
     196<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8f87c2958e5690610fed2992d6ffe5c0"></a><!-- doxytag: member="bdm::ARXfrg::_dt" ref="a8f87c2958e5690610fed2992d6ffe5c0" args="" --> 
    223197vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a8f87c2958e5690610fed2992d6ffe5c0">_dt</a></td></tr> 
    224198<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of data vector for have_constant =true <br/></td></tr> 
    225 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::ARX::frg" ref="a1331865e10fb1ccef65bb4c47fa3be64" args="" --> 
     199<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa6b50507d9e7a56b38e549710ffb466d"></a><!-- doxytag: member="bdm::ARXfrg::alter_est" ref="aa6b50507d9e7a56b38e549710ffb466d" args="" --> 
     200<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#aa6b50507d9e7a56b38e549710ffb466d">alter_est</a></td></tr> 
     201<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Alternative estimate of parameters, used in stabilized forgetting, see [Kulhavy]. <br/></td></tr> 
     202<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::ARXfrg::frg" ref="a1331865e10fb1ccef65bb4c47fa3be64" args="" --> 
    226203double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> 
    227204<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br/></td></tr> 
    228 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::ARX::last_lognc" ref="a06e7b3ac03e10017d4288c76888e2865" args="" --> 
     205<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::ARXfrg::last_lognc" ref="a06e7b3ac03e10017d4288c76888e2865" args="" --> 
    229206double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> 
    230207<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br/></td></tr> 
    231 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::ARX::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" --> 
     208<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::ARXfrg::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" --> 
    232209<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> 
    233210<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr> 
    234 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::ARX::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" --> 
     211<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::ARXfrg::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" --> 
    235212double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
    236213<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr> 
    237 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::ARX::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
     214<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::ARXfrg::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
    238215bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
    239216<tr><td class="mdescLeft">&nbsp;</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> 
    … …  
    241218<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> 
    242219<br/><br/></td></tr> 
    243 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::ARX::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
     220<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::ARXfrg::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
    244221const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> 
    245222<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    246 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::ARX::condition" ref="a6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" --> 
    247 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr> 
    248 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr> 
    249 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::ARX::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" --> 
     223<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::ARXfrg::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" --> 
    250224<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ade95c590d650b2db423d53992f0906cb">rvc</a></td></tr> 
    251225<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br/></td></tr> 
    … …  
    253227<tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p> 
    254228<br/><br/></td></tr> 
    255 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aadb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::ARX::set_options" ref="aadb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" --> 
     229<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aadb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::ARXfrg::set_options" ref="aadb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" --> 
    256230virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &amp;opt)</td></tr> 
    257231<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br/></td></tr> 
    258 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::ARX::log_add" ref="a2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" --> 
     232<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::ARXfrg::log_add" ref="a2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" --> 
    259233virtual void&nbsp;</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> &amp;L, const string &amp;name=&quot;&quot;)</td></tr> 
    260234<tr><td class="mdescLeft">&nbsp;</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> 
    261 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::ARX::logit" ref="ab517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" --> 
     235<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::ARXfrg::logit" ref="ab517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" --> 
    262236virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L)</td></tr> 
    263 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::ARX::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" --> 
     237<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::ARXfrg::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" --> 
    264238ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 
    265239<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll]. <br/></td></tr> 
    266 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::ARX::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" --> 
     240<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::ARXfrg::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" --> 
    267241ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> 
    268242<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flags for logging - same size as LIDs, each entry correspond to the same in LIDs. <br/></td></tr> 
    269243</table> 
    270244<hr/><h2>Member Function Documentation</h2> 
    271 <a class="anchor" id="aca0b54c0997cfd567f49377af5def106"></a><!-- doxytag: member="bdm::ARX::_copy_" ref="aca0b54c0997cfd567f49377af5def106" args="() const " --> 
    272 <div class="memitem"> 
    273 <div class="memproto"> 
    274       <table class="memname"> 
    275         <tr> 
    276           <td class="memname"><a class="el" href="classbdm_1_1ARX.html">ARX</a> * bdm::ARX::_copy_ </td> 
     245<a class="anchor" id="a420f3f195d231723f2f2329ec900de60"></a><!-- doxytag: member="bdm::ARXfrg::_copy_" ref="a420f3f195d231723f2f2329ec900de60" args="() const " --> 
     246<div class="memitem"> 
     247<div class="memproto"> 
     248      <table class="memname"> 
     249        <tr> 
     250          <td class="memname"><a class="el" href="classbdm_1_1ARXfrg.html">ARXfrg</a>* bdm::ARXfrg::_copy_ </td> 
    277251          <td>(</td> 
    278252          <td class="paramname"></td> 
    279253          <td>&nbsp;)&nbsp;</td> 
    280           <td> const<code> [virtual]</code></td> 
     254          <td> const<code> [inline, virtual]</code></td> 
    281255        </tr> 
    282256      </table> 
    … …  
    284258<div class="memdoc"> 
    285259<p>Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: </p> 
    286 <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}  
     260<div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1ARXfrg.html#a420f3f195d231723f2f2329ec900de60">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}  
    287261</pre></div>  
    288 <p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> 
    289  
    290 </div> 
    291 </div> 
    292 <a class="anchor" id="a8bdf2974052e8ce74eb0d4f3791c58a3"></a><!-- doxytag: member="bdm::ARX::bayes" ref="a8bdf2974052e8ce74eb0d4f3791c58a3" args="(const vec &amp;dt)" --> 
     262<p>Reimplemented from <a class="el" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106">bdm::ARX</a>.</p> 
     263 
     264</div> 
     265</div> 
     266<a class="anchor" id="a8bdf2974052e8ce74eb0d4f3791c58a3"></a><!-- doxytag: member="bdm::ARXfrg::bayes" ref="a8bdf2974052e8ce74eb0d4f3791c58a3" args="(const vec &amp;dt)" --> 
    293267<div class="memitem"> 
    294268<div class="memproto"> 
    … …  
    300274          <td class="paramname"> <em>dt</em></td> 
    301275          <td>&nbsp;)&nbsp;</td> 
    302           <td><code> [inline, virtual]</code></td> 
     276          <td><code> [inline, virtual, inherited]</code></td> 
    303277        </tr> 
    304278      </table> 
    … …  
    316290<p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#ac287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p> 
    317291 
    318 <p>References <a class="el" href="arx_8cpp_source.html#l00004">bayes()</a>.</p> 
    319  
    320 </div> 
    321 </div> 
    322 <a class="anchor" id="a9637412df898048bafaefee9dc7e9f6c"></a><!-- doxytag: member="bdm::ARX::from_setting" ref="a9637412df898048bafaefee9dc7e9f6c" args="(const Setting &amp;set)" --> 
     292<p>References <a class="el" href="arx_8cpp_source.html#l00004">bdm::ARX::bayes()</a>.</p> 
     293 
     294</div> 
     295</div> 
     296<a class="anchor" id="a9637412df898048bafaefee9dc7e9f6c"></a><!-- doxytag: member="bdm::ARXfrg::from_setting" ref="a9637412df898048bafaefee9dc7e9f6c" args="(const Setting &amp;set)" --> 
    323297<div class="memitem"> 
    324298<div class="memproto"> 
    … …  
    330304          <td class="paramname"> <em>set</em></td> 
    331305          <td>&nbsp;)&nbsp;</td> 
    332           <td><code> [virtual]</code></td> 
     306          <td><code> [virtual, inherited]</code></td> 
    333307        </tr> 
    334308      </table> 
    … …  
    354328<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p> 
    355329 
    356 <p>References <a class="el" href="arx_8h_source.html#l00061">_dt</a>, <a class="el" href="arx_8h_source.html#l00053">est</a>, <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>, <a class="el" href="arx_8h_source.html#l00059">have_constant</a>, <a class="el" href="bdmbase_8h_source.html#l01163">bdm::BM::set_options()</a>, <a class="el" href="bdmbase_8h_source.html#l00414">bdm::epdf::set_rv()</a>, and <a class="el" href="arx_8h_source.html#l00169">validate()</a>.</p> 
    357  
    358 </div> 
    359 </div> 
    360 <a class="anchor" id="a080a7e531e3aa06694112863b15bc6a4"></a><!-- doxytag: member="bdm::ARX::logpred" ref="a080a7e531e3aa06694112863b15bc6a4" args="(const vec &amp;dt) const " --> 
     330<p>References <a class="el" href="arx_8h_source.html#l00061">bdm::ARX::_dt</a>, <a class="el" href="arx_8h_source.html#l00053">bdm::ARX::est</a>, <a class="el" href="exp__family_8h_source.html#l00084">bdm::BMEF::frg</a>, <a class="el" href="user__info_8h_source.html#l00451">bdm::UI::get()</a>, <a class="el" href="arx_8h_source.html#l00059">bdm::ARX::have_constant</a>, <a class="el" href="bdmbase_8h_source.html#l01163">bdm::BM::set_options()</a>, <a class="el" href="bdmbase_8h_source.html#l00414">bdm::epdf::set_rv()</a>, and <a class="el" href="arx_8h_source.html#l00173">bdm::ARX::validate()</a>.</p> 
     331 
     332</div> 
     333</div> 
     334<a class="anchor" id="a080a7e531e3aa06694112863b15bc6a4"></a><!-- doxytag: member="bdm::ARXfrg::logpred" ref="a080a7e531e3aa06694112863b15bc6a4" args="(const vec &amp;dt) const " --> 
    361335<div class="memitem"> 
    362336<div class="memproto"> 
    … …  
    368342          <td class="paramname"> <em>dt</em></td> 
    369343          <td>&nbsp;)&nbsp;</td> 
    370           <td> const<code> [virtual]</code></td> 
     344          <td> const<code> [virtual, inherited]</code></td> 
    371345        </tr> 
    372346      </table> 
    … …  
    377351<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 
    378352 
    379 <p>References <a class="el" href="arx_8h_source.html#l00053">est</a>, <a class="el" href="bdmbase_8h_source.html#l01063">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#l00064">bdm::egiw::lognc()</a>, <a class="el" href="arx_8h_source.html#l00057">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#l00237">bdm::egiw::pow()</a>, and <a class="el" href="arx_8h_source.html#l00055">V</a>.</p> 
    380  
    381 </div> 
    382 </div> 
    383 <a class="anchor" id="a16b02ae03316751664c22d59d90c1e34"></a><!-- doxytag: member="bdm::ARX::structure_est" ref="a16b02ae03316751664c22d59d90c1e34" args="(egiw Eg0)" --> 
     353<p>References <a class="el" href="arx_8h_source.html#l00053">bdm::ARX::est</a>, <a class="el" href="bdmbase_8h_source.html#l01063">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#l00064">bdm::egiw::lognc()</a>, <a class="el" href="arx_8h_source.html#l00057">bdm::ARX::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#l00237">bdm::egiw::pow()</a>, and <a class="el" href="arx_8h_source.html#l00055">bdm::ARX::V</a>.</p> 
     354 
     355</div> 
     356</div> 
     357<a class="anchor" id="a16b02ae03316751664c22d59d90c1e34"></a><!-- doxytag: member="bdm::ARXfrg::structure_est" ref="a16b02ae03316751664c22d59d90c1e34" args="(egiw Eg0)" --> 
    384358<div class="memitem"> 
    385359<div class="memproto"> 
    … …  
    391365          <td class="paramname"> <em>Eg0</em></td> 
    392366          <td>&nbsp;)&nbsp;</td> 
    393           <td></td> 
     367          <td><code> [inherited]</code></td> 
    394368        </tr> 
    395369      </table> 
    … …  
    400374<dl class="return"><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
    401375 
    402 <p>References <a class="el" href="bdmbase_8h_source.html#l00435">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h_source.html#l00053">est</a>, and <a class="el" href="exp__family_8cpp_source.html#l00064">bdm::egiw::lognc()</a>.</p> 
    403  
    404 </div> 
    405 </div> 
    406 <a class="anchor" id="a5d0f217ce270e6a8cb43a67b6c4b67fa"></a><!-- doxytag: member="bdm::ARX::structure_est_LT" ref="a5d0f217ce270e6a8cb43a67b6c4b67fa" args="(egiw Eg0)" --> 
     376<p>References <a class="el" href="bdmbase_8h_source.html#l00435">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h_source.html#l00053">bdm::ARX::est</a>, and <a class="el" href="exp__family_8cpp_source.html#l00064">bdm::egiw::lognc()</a>.</p> 
     377 
     378</div> 
     379</div> 
     380<a class="anchor" id="a5d0f217ce270e6a8cb43a67b6c4b67fa"></a><!-- doxytag: member="bdm::ARXfrg::structure_est_LT" ref="a5d0f217ce270e6a8cb43a67b6c4b67fa" args="(egiw Eg0)" --> 
    407381<div class="memitem"> 
    408382<div class="memproto"> 
    … …  
    414388          <td class="paramname"> <em>Eg0</em></td> 
    415389          <td>&nbsp;)&nbsp;</td> 
    416           <td></td> 
     390          <td><code> [inherited]</code></td> 
    417391        </tr> 
    418392      </table> 
    … …  
    426400</div> 
    427401<hr/><h2>Member Data Documentation</h2> 
    428 <a class="anchor" id="a363aaa55b2ab3eec602510cdf53e84ef"></a><!-- doxytag: member="bdm::ARX::_yrv" ref="a363aaa55b2ab3eec602510cdf53e84ef" args="" --> 
    429 <div class="memitem"> 
    430 <div class="memproto"> 
    431       <table class="memname"> 
    432         <tr> 
    433           <td class="memname"><a class="el" href="classbdm_1_1RV.html">RV</a> <a class="el" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">bdm::ARX::_yrv</a><code> [protected]</code></td> 
     402<a class="anchor" id="a363aaa55b2ab3eec602510cdf53e84ef"></a><!-- doxytag: member="bdm::ARXfrg::_yrv" ref="a363aaa55b2ab3eec602510cdf53e84ef" args="" --> 
     403<div class="memitem"> 
     404<div class="memproto"> 
     405      <table class="memname"> 
     406        <tr> 
     407          <td class="memname"><a class="el" href="classbdm_1_1RV.html">RV</a> <a class="el" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">bdm::ARX::_yrv</a><code> [protected, inherited]</code></td> 
    434408        </tr> 
    435409      </table> 
    … …  
    438412<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> 
    439413 
    440 <p>Referenced by <a class="el" href="arx_8h_source.html#l00169">validate()</a>.</p> 
    441  
    442 </div> 
    443 </div> 
    444 <hr/>The documentation for this class was generated from the following files:<ul> 
     414<p>Referenced by <a class="el" href="arx_8h_source.html#l00173">bdm::ARX::validate()</a>.</p> 
     415 
     416</div> 
     417</div> 
     418<hr/>The documentation for this class was generated from the following file:<ul> 
    445419<li><a class="el" href="arx_8h_source.html">arx.h</a></li> 
    446 <li>arx.cpp</li> 
    447420</ul> 
    448421</div> 
    449 <hr size="1"/><address style="text-align: right;"><small>Generated on Fri Sep 18 00:12:04 2009 for mixpp by&nbsp; 
     422<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 27 00:49:05 2009 for mixpp by&nbsp; 
    450423<a href="http://www.doxygen.org/index.html"> 
    451424<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>