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    53<title>mixpp: bdm::ARX Class Reference</title> 
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    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> 
    79 <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"/> 
    81 </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> 
     70<h1>bdm::ARX Class Reference</h1><!-- doxytag: class="bdm::ARX" --><!-- doxytag: inherits="bdm::BMEF" -->Linear Autoregressive model with Gaussian noise.   
     71<a href="#_details">More...</a> 
     72<p> 
     73<code>#include &lt;<a class="el" href="arx_8h_source.html">arx.h</a>&gt;</code> 
     74<p> 
     75 
     76<p> 
     77<a href="classbdm_1_1ARX-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 
     78<tr><td></td></tr> 
     79<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
     80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="539f9d0127423c94b912708d390e67b8"></a><!-- doxytag: member="bdm::ARX::set_statistics" ref="539f9d0127423c94b912708d390e67b8" args="(const BMEF *BM0)" --> 
     81void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#539f9d0127423c94b912708d390e67b8">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> 
     82 
     83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set sufficient statistics. <br></td></tr> 
     84<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#9637412df898048bafaefee9dc7e9f6c">from_setting</a> (const Setting &amp;set)</td></tr> 
     85 
     86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b4ae27fa320a1b6e09777239210566d"></a><!-- doxytag: member="bdm::ARX::validate" ref="5b4ae27fa320a1b6e09777239210566d" args="()" --> 
     87void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#5b4ae27fa320a1b6e09777239210566d">validate</a> ()</td></tr> 
     88 
     89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr> 
     90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::ARX::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> 
     91virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
     92 
     93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> 
     94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::ARX::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " --> 
     95virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr> 
     96 
     97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> 
     98<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
     99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="43ed6114f04a3a8756fe2b42eaa35f98"></a><!-- doxytag: member="bdm::ARX::ARX" ref="43ed6114f04a3a8756fe2b42eaa35f98" args="(const double frg0=1.0)" --> 
     100&nbsp;</td><td class="memItemRight" valign="bottom"><b>ARX</b> (const double frg0=1.0)</td></tr> 
     101 
     102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="73a55a3d66bfbeeee4df6c2ae40920ed"></a><!-- doxytag: member="bdm::ARX::ARX" ref="73a55a3d66bfbeeee4df6c2ae40920ed" args="(const ARX &amp;A0)" --> 
     103&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> 
     104 
     105<tr><td class="memItemLeft" nowrap 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#ca0b54c0997cfd567f49377af5def106">_copy_</a> () const </td></tr> 
     106 
     107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aef6fe827f15427d534e6fb2c220e04"></a><!-- doxytag: member="bdm::ARX::set_parameters" ref="7aef6fe827f15427d534e6fb2c220e04" args="(double frg0)" --> 
     108void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (double frg0)</td></tr> 
     109 
     110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e31eec34926437fe362b01ef7077d6f5"></a><!-- doxytag: member="bdm::ARX::set_constant" ref="e31eec34926437fe362b01ef7077d6f5" args="(bool const0)" --> 
     111void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_constant</b> (bool const0)</td></tr> 
     112 
     113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f859f53eab269845a9064bbd92f841af"></a><!-- doxytag: member="bdm::ARX::set_statistics" ref="f859f53eab269845a9064bbd92f841af" args="(int dimx0, const ldmat V0, double nu0=&#45;1.0)" --> 
     114void&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> 
     115 
     116<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
     117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17e7fe14654ab3c449846c3f43e66169"></a><!-- doxytag: member="bdm::ARX::bayes" ref="17e7fe14654ab3c449846c3f43e66169" args="(const vec &amp;dt, const double w)" --> 
     118void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#17e7fe14654ab3c449846c3f43e66169">bayes</a> (const vec &amp;dt, const double w)</td></tr> 
     119 
     120<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> 
     121<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8bdf2974052e8ce74eb0d4f3791c58a3">bayes</a> (const vec &amp;dt)</td></tr> 
     122 
     123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#8bdf2974052e8ce74eb0d4f3791c58a3"></a><br></td></tr> 
     124<tr><td class="memItemLeft" nowrap align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">logpred</a> (const vec &amp;dt) const </td></tr> 
     125 
     126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e86ab499b116b837d3163ec852961eca"></a><!-- doxytag: member="bdm::ARX::flatten" ref="e86ab499b116b837d3163ec852961eca" args="(const BMEF *B)" --> 
     127void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#e86ab499b116b837d3163ec852961eca">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> 
     128 
     129<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> 
     130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="749827323c034f11bec61b6e2fc3d42a"></a><!-- doxytag: member="bdm::ARX::epredictor" ref="749827323c034f11bec61b6e2fc3d42a" args="(const vec &amp;rgr) const " --> 
     131<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#749827323c034f11bec61b6e2fc3d42a">epredictor</a> (const vec &amp;rgr) const </td></tr> 
     132 
     133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conditioned version of the predictor. <br></td></tr> 
     134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4cdf5e2a7d3480ec31f6247ed4289b15"></a><!-- doxytag: member="bdm::ARX::epredictor" ref="4cdf5e2a7d3480ec31f6247ed4289b15" args="() const " --> 
     135<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#4cdf5e2a7d3480ec31f6247ed4289b15">epredictor</a> () const </td></tr> 
     136 
     137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Predictor for empty regressor. <br></td></tr> 
     138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74fe8ae2d88bee8639510fd0eaf73513"></a><!-- doxytag: member="bdm::ARX::predictor" ref="74fe8ae2d88bee8639510fd0eaf73513" args="() const " --> 
     139<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#74fe8ae2d88bee8639510fd0eaf73513">predictor</a> () const </td></tr> 
     140 
     141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">conditional version of the predictor <br></td></tr> 
     142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c6a2428a46407fe45b4c7a99069c0801"></a><!-- doxytag: member="bdm::ARX::predictor_student" ref="c6a2428a46407fe45b4c7a99069c0801" args="() const " --> 
     143<a class="el" href="classbdm_1_1mlstudent.html">mlstudent</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>predictor_student</b> () const </td></tr> 
     144 
     145<tr><td class="memItemLeft" nowrap align="right" valign="top">ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#16b02ae03316751664c22d59d90c1e34">structure_est</a> (<a class="el" href="classbdm_1_1egiw.html">egiw</a> Eg0)</td></tr> 
     146 
     147<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Brute force structure estimation.  <a href="#16b02ae03316751664c22d59d90c1e34"></a><br></td></tr> 
     148<tr><td class="memItemLeft" nowrap align="right" valign="top">ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#5d0f217ce270e6a8cb43a67b6c4b67fa">structure_est_LT</a> (<a class="el" href="classbdm_1_1egiw.html">egiw</a> Eg0)</td></tr> 
     149 
     150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Smarter structure estimation by Ludvik Tesar.  <a href="#5d0f217ce270e6a8cb43a67b6c4b67fa"></a><br></td></tr> 
     151<tr><td colspan="2"><div class="groupHeader">Access attributes</div></td></tr> 
     152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a96a50d212648f049122a31d9553618"></a><!-- doxytag: member="bdm::ARX::posterior" ref="5a96a50d212648f049122a31d9553618" args="() const " --> 
     153const <a class="el" href="classbdm_1_1egiw.html">egiw</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr> 
     154 
     155<tr><td colspan="2"><div class="groupHeader">Connection</div></td></tr> 
     156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f357c693b640fc0094e3bd56f180ff94"></a><!-- doxytag: member="bdm::ARX::set_rv" ref="f357c693b640fc0094e3bd56f180ff94" args="(const RV &amp;yrv0, const RV &amp;rgrrv0)" --> 
     157void&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> 
     158 
     159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b96872783ab72e135b7b9ee26ef0577"></a><!-- doxytag: member="bdm::ARX::get_yrv" ref="7b96872783ab72e135b7b9ee26ef0577" args="()" --> 
     160<a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>get_yrv</b> ()</td></tr> 
     161 
     162<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
     163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::ARX::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
     164virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr> 
     165 
     166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::ARX::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
     168vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr> 
     169 
     170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
     171<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
     172<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::ARX::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
     173const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
     174 
     175<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::ARX::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
     176void&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> 
     177 
     178<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::ARX::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
     179void&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> 
     180 
     181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::ARX::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
     182double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
     183 
     184<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::ARX::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
     185void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
     186 
     187<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     188<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e68db2a218d54b09304cad6c0a897d9"></a><!-- doxytag: member="bdm::ARX::dimx" ref="8e68db2a218d54b09304cad6c0a897d9" args="" --> 
     189int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8e68db2a218d54b09304cad6c0a897d9">dimx</a></td></tr> 
     190 
     191<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">size of output variable (needed in regressors) <br></td></tr> 
     192<tr><td class="memItemLeft" nowrap 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#363aaa55b2ab3eec602510cdf53e84ef">_yrv</a></td></tr> 
     193 
     194<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="320ac7b3b511bc4b26e8f8823026a453"></a><!-- doxytag: member="bdm::ARX::rgrrv" ref="320ac7b3b511bc4b26e8f8823026a453" args="" --> 
     195<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#320ac7b3b511bc4b26e8f8823026a453">rgrrv</a></td></tr> 
     196 
     197<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">rv of regressor <br></td></tr> 
     198<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11474a627367f81b76830cb8477cf026"></a><!-- doxytag: member="bdm::ARX::est" ref="11474a627367f81b76830cb8477cf026" args="" --> 
     199<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#11474a627367f81b76830cb8477cf026">est</a></td></tr> 
     200 
     201<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> 
     202<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARX::V" ref="de5b7d83ff5d3f5af2f80068db0abdfd" args="" --> 
     203<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#de5b7d83ff5d3f5af2f80068db0abdfd">V</a></td></tr> 
     204 
     205<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.V <br></td></tr> 
     206<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="740b0582f180ba13cae91d66e9bdb67f"></a><!-- doxytag: member="bdm::ARX::nu" ref="740b0582f180ba13cae91d66e9bdb67f" args="" --> 
     207double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#740b0582f180ba13cae91d66e9bdb67f">nu</a></td></tr> 
     208 
     209<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.nu <br></td></tr> 
     210<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6dcf8458bdc25d831542c6da89961fbc"></a><!-- doxytag: member="bdm::ARX::have_constant" ref="6dcf8458bdc25d831542c6da89961fbc" args="" --> 
     211bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#6dcf8458bdc25d831542c6da89961fbc">have_constant</a></td></tr> 
     212 
     213<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">switch if constant is modelled or not <br></td></tr> 
     214<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f87c2958e5690610fed2992d6ffe5c0"></a><!-- doxytag: member="bdm::ARX::_dt" ref="8f87c2958e5690610fed2992d6ffe5c0" args="" --> 
     215vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8f87c2958e5690610fed2992d6ffe5c0">_dt</a></td></tr> 
     216 
     217<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of data vector for have_constant =true <br></td></tr> 
     218<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a6b50507d9e7a56b38e549710ffb466d"></a><!-- doxytag: member="bdm::ARX::alter_est" ref="a6b50507d9e7a56b38e549710ffb466d" args="" --> 
     219<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#a6b50507d9e7a56b38e549710ffb466d">alter_est</a></td></tr> 
     220 
     221<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Alternative estimate of parameters, used in stabilized forgetting, see [Kulhavy]. <br></td></tr> 
     222<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::ARX::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" --> 
     223double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> 
     224 
     225<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr> 
     226<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::ARX::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" --> 
     227double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> 
     228 
     229<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> 
     230<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::ARX::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
     231<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#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> 
     232 
     233<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 
     234<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::ARX::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 
     235double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
     236 
     237<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     238<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::ARX::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
     239bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
     240 
     241<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> 
     242<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> 
     243<tr><td colspan="2">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 <br><br></td></tr> 
     244<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::ARX::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
     245const <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#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> 
     246 
     247<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     248<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::ARX::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" --> 
     249virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr> 
     250 
     251<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 
     252<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::ARX::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" --> 
     253<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#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr> 
     254 
     255<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr> 
     256<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr> 
     257<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::ARX::set_options" ref="adb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" --> 
     258virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#adb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &amp;opt)</td></tr> 
     259 
     260<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br></td></tr> 
     261<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::ARX::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" --> 
     262virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L, const string &amp;name=&quot;&quot;)</td></tr> 
     263 
     264<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> 
     265<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::ARX::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" --> 
     266virtual 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> 
     267 
     268<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::ARX::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" --> 
     269ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 
     270 
     271<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> 
     272<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::ARX::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" --> 
     273ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> 
     274 
     275<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> 
     276</table> 
     277<hr><a name="_details"></a><h2>Detailed Description</h2> 
     278Linear Autoregressive model with Gaussian noise.  
     279<p> 
     280Regression of the following kind: <p class="formulaDsp"> 
     281<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"> 
     282<p> 
     283 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 class="formulaDsp"> 
     284<img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_33.png"> 
     285<p> 
     286<p> 
     287See <a class="el" href="tut_arx.html">Theory of ARX model estimation</a> for mathematical treatment.<p> 
     288The easiest way how to use the class is: <div class="fragment"><pre class="fragment"><span class="preprocessor">#include "<a class="code" href="arx_8h.html" title="Bayesian Filtering for generalized autoregressive (ARX) model.">estim/arx.h</a>"</span> 
    89289<span class="keyword">using namespace </span>bdm; 
    90290 
    … …  
    100300        Ar.bayesB ( Data ); 
    101301 
    102         cout &lt;&lt; <span class="stringliteral">&quot;Expected value of Theta is: &quot;</span> &lt;&lt; Ar.posterior().mean() &lt;&lt; endl; 
     302        cout &lt;&lt; <span class="stringliteral">"Expected value of Theta is: "</span> &lt;&lt; Ar.posterior().mean() &lt;&lt; endl; 
    103303} 
    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  
    106 <p><code>#include &lt;<a class="el" href="arx_8h_source.html">arx.h</a>&gt;</code></p> 
    107  
    108 <p><a href="classbdm_1_1ARX-members.html">List of all members.</a></p> 
    109 <table border="0" cellpadding="0" cellspacing="0"> 
    110 <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)" --> 
    112 void&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> 
    113 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set sufficient statistics. <br/></td></tr> 
    114 <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="()" --> 
    116 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a5b4ae27fa320a1b6e09777239210566d">validate</a> ()</td></tr> 
    117 <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="()" --> 
    125 virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
    126 <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 " --> 
    128 virtual 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> 
    129 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> 
    130 <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    131 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p> 
    132 <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)" --> 
    139 void&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)" --> 
    141 void&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> 
    142 <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    143 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> 
    144 <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)" --> 
    146 void&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> 
    147 <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> 
    148 <tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a8bdf2974052e8ce74eb0d4f3791c58a3">bayes</a> (const vec &amp;dt)</td></tr> 
    149 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a8bdf2974052e8ce74eb0d4f3791c58a3"></a><br/></td></tr> 
    150 <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)" --> 
    152 void&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 " --> 
    154 <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> 
    155 <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 " --> 
    157 <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> 
    158 <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 " --> 
    160 <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> 
    161 <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 " --> 
    163 <a class="el" href="classbdm_1_1mlstudent.html">mlstudent</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>predictor_student</b> () const </td></tr> 
    164 <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> 
    165 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Brute force structure estimation.  <a href="#a16b02ae03316751664c22d59d90c1e34"></a><br/></td></tr> 
    166 <tr><td class="memItemLeft" align="right" valign="top">ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a5d0f217ce270e6a8cb43a67b6c4b67fa">structure_est_LT</a> (<a class="el" href="classbdm_1_1egiw.html">egiw</a> Eg0)</td></tr> 
    167 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Smarter structure estimation by Ludvik Tesar.  <a href="#a5d0f217ce270e6a8cb43a67b6c4b67fa"></a><br/></td></tr> 
    168 <tr><td colspan="2"><div class="groupHeader">Access attributes</div></td></tr> 
    169 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp8937227e303215af8852936dc1bf96ca"></a> </p> 
    170 <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 " --> 
    172 const <a class="el" href="classbdm_1_1egiw.html">egiw</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr> 
    173 <tr><td colspan="2"><div class="groupHeader">Connection</div></td></tr> 
    174 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpc2cc7082a89c1ad6631a2f66af5f00c0"></a> </p> 
    175 <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)" --> 
    177 void&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="()" --> 
    179 <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>get_yrv</b> ()</td></tr> 
    180 <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    181 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> 
    182 <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)" --> 
    184 virtual 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> 
    185 <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 " --> 
    187 vec&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> 
    188 <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> 
    202 <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="" --> 
    204 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a8e68db2a218d54b09304cad6c0a897d9">dimx</a></td></tr> 
    205 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">size of output variable (needed in regressors) <br/></td></tr> 
    206 <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="" --> 
    208 <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> 
    209 <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="" --> 
    211 <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> 
    212 <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="" --> 
    214 <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> 
    215 <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="" --> 
    217 double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a740b0582f180ba13cae91d66e9bdb67f">nu</a></td></tr> 
    218 <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="" --> 
    220 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a6dcf8458bdc25d831542c6da89961fbc">have_constant</a></td></tr> 
    221 <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="" --> 
    223 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a8f87c2958e5690610fed2992d6ffe5c0">_dt</a></td></tr> 
    224 <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="aa6b50507d9e7a56b38e549710ffb466d"></a><!-- doxytag: member="bdm::ARX::alter_est" ref="aa6b50507d9e7a56b38e549710ffb466d" args="" --> 
    226 <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> 
    227 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Alternative estimate of parameters, used in stabilized forgetting, see [Kulhavy]. <br/></td></tr> 
    228 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::ARX::frg" ref="a1331865e10fb1ccef65bb4c47fa3be64" args="" --> 
    229 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> 
    230 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br/></td></tr> 
    231 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::ARX::last_lognc" ref="a06e7b3ac03e10017d4288c76888e2865" args="" --> 
    232 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> 
    233 <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> 
    234 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::ARX::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" --> 
    235 <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> 
    236 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr> 
    237 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::ARX::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" --> 
    238 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
    239 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr> 
    240 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::ARX::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
    241 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
    242 <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> 
    243 <tr><td colspan="2"><h2>Extension to conditional BM</h2></td></tr> 
    244 <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> 
    245 <br/><br/></td></tr> 
    246 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::ARX::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
    247 const <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> 
    248 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    249 <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)" --> 
    250 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> 
    251 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr> 
    252 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::ARX::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" --> 
    253 <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> 
    254 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br/></td></tr> 
    255 <tr><td colspan="2"><h2>Logging of results</h2></td></tr> 
    256 <tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p> 
    257 <br/><br/></td></tr> 
    258 <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)" --> 
    259 virtual 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> 
    260 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br/></td></tr> 
    261 <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;)" --> 
    262 virtual 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> 
    263 <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> 
    264 <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)" --> 
    265 virtual 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> 
    266 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::ARX::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" --> 
    267 ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 
    268 <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> 
    269 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::ARX::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" --> 
    270 ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> 
    271 <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> 
    272 </table> 
    273 <hr/><h2>Member Function Documentation</h2> 
    274 <a class="anchor" id="aca0b54c0997cfd567f49377af5def106"></a><!-- doxytag: member="bdm::ARX::_copy_" ref="aca0b54c0997cfd567f49377af5def106" args="() const " --> 
    275 <div class="memitem"> 
    276 <div class="memproto"> 
    277       <table class="memname"> 
    278         <tr> 
    279           <td class="memname"><a class="el" href="classbdm_1_1ARX.html">ARX</a> * bdm::ARX::_copy_ </td> 
    280           <td>(</td> 
    281           <td class="paramname"></td> 
     304</pre></div><p> 
     305<dl class="todo" compact><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> 
     306<hr><h2>Member Function Documentation</h2> 
     307<a class="anchor" name="ca0b54c0997cfd567f49377af5def106"></a><!-- doxytag: member="bdm::ARX::_copy_" ref="ca0b54c0997cfd567f49377af5def106" args="() const " --> 
     308<div class="memitem"> 
     309<div class="memproto"> 
     310      <table class="memname"> 
     311        <tr> 
     312          <td class="memname"><a class="el" href="classbdm_1_1ARX.html">ARX</a> * bdm::ARX::_copy_           </td> 
     313          <td>(</td> 
     314          <td class="paramname">          </td> 
    282315          <td>&nbsp;)&nbsp;</td> 
    283316          <td> const<code> [virtual]</code></td> 
    … …  
    286319</div> 
    287320<div class="memdoc"> 
    288 <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> 
    289 <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>);}  
     321 
     322<p> 
     323Copy 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: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}  
    290324</pre></div>  
    291 <p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> 
    292  
    293 <p>Reimplemented in <a class="el" href="classbdm_1_1ARXfrg.html#a420f3f195d231723f2f2329ec900de60">bdm::ARXfrg</a>.</p> 
    294  
    295 </div> 
    296 </div> 
    297 <a class="anchor" id="a8bdf2974052e8ce74eb0d4f3791c58a3"></a><!-- doxytag: member="bdm::ARX::bayes" ref="a8bdf2974052e8ce74eb0d4f3791c58a3" args="(const vec &amp;dt)" --> 
    298 <div class="memitem"> 
    299 <div class="memproto"> 
    300       <table class="memname"> 
    301         <tr> 
    302           <td class="memname">void bdm::ARX::bayes </td> 
     325<p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> 
     326 
     327<p>Reimplemented in <a class="el" href="classbdm_1_1ARXfrg.html#420f3f195d231723f2f2329ec900de60">bdm::ARXfrg</a>.</p> 
     328 
     329</div> 
     330</div><p> 
     331<a class="anchor" name="8bdf2974052e8ce74eb0d4f3791c58a3"></a><!-- doxytag: member="bdm::ARX::bayes" ref="8bdf2974052e8ce74eb0d4f3791c58a3" args="(const vec &amp;dt)" --> 
     332<div class="memitem"> 
     333<div class="memproto"> 
     334      <table class="memname"> 
     335        <tr> 
     336          <td class="memname">void bdm::ARX::bayes           </td> 
    303337          <td>(</td> 
    304338          <td class="paramtype">const vec &amp;&nbsp;</td> 
    305           <td class="paramname"> <em>dt</em></td> 
     339          <td class="paramname"> <em>dt</em>          </td> 
    306340          <td>&nbsp;)&nbsp;</td> 
    307341          <td><code> [inline, virtual]</code></td> 
    … …  
    311345<div class="memdoc"> 
    312346 
    313 <p>Incremental Bayes rule. </p> 
    314 <dl><dt><b>Parameters:</b></dt><dd> 
     347<p> 
     348Incremental Bayes rule.  
     349<p> 
     350<dl compact><dt><b>Parameters:</b></dt><dd> 
    315351  <table border="0" cellspacing="2" cellpadding="0"> 
    316352    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr> 
    317353  </table> 
    318   </dd> 
    319354</dl> 
    320355 
    321 <p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#ac287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p> 
     356<p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p> 
    322357 
    323358<p>References <a class="el" href="arx_8cpp_source.html#l00004">bayes()</a>.</p> 
    324359 
    325360</div> 
    326 </div> 
    327 <a class="anchor" id="a9637412df898048bafaefee9dc7e9f6c"></a><!-- doxytag: member="bdm::ARX::from_setting" ref="a9637412df898048bafaefee9dc7e9f6c" args="(const Setting &amp;set)" --> 
    328 <div class="memitem"> 
    329 <div class="memproto"> 
    330       <table class="memname"> 
    331         <tr> 
    332           <td class="memname">void bdm::ARX::from_setting </td> 
     361</div><p> 
     362<a class="anchor" name="9637412df898048bafaefee9dc7e9f6c"></a><!-- doxytag: member="bdm::ARX::from_setting" ref="9637412df898048bafaefee9dc7e9f6c" args="(const Setting &amp;set)" --> 
     363<div class="memitem"> 
     364<div class="memproto"> 
     365      <table class="memname"> 
     366        <tr> 
     367          <td class="memname">void bdm::ARX::from_setting           </td> 
    333368          <td>(</td> 
    334369          <td class="paramtype">const Setting &amp;&nbsp;</td> 
    335           <td class="paramname"> <em>set</em></td> 
     370          <td class="paramname"> <em>set</em>          </td> 
    336371          <td>&nbsp;)&nbsp;</td> 
    337372          <td><code> [virtual]</code></td> 
    … …  
    340375</div> 
    341376<div class="memdoc"> 
    342 <p><a class="el" href="classbdm_1_1UI.html" title="UI is an abstract class which collects all the auxiliary functions useful to prepare...">UI</a> for <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> estimator</p> 
    343 <div class="fragment"><pre class="fragment">        <span class="keyword">class </span>= &apos;ARX&apos;; 
     377 
     378<p> 
     379<a class="el" href="classbdm_1_1UI.html" title="UI is an abstract class which collects all the auxiliary functions useful to prepare...">UI</a> for <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> estimator<p> 
     380<div class="fragment"><pre class="fragment">        <span class="keyword">class </span>= 'ARX'; 
    344381        rv    = RV({names_of_dt} )                 <span class="comment">// description of output variables</span> 
    345382        rgr   = RV({names_of_regressors}, [-1,-2]} <span class="comment">// description of regressor variables</span> 
    … …  
    352389                                                                                           <span class="comment">// default: 1e-3 for rv, 1e-5 for rgr</span> 
    353390        nu0 = 6;                                                   <span class="comment">// initial value of nu, default: rgrlen + 2</span> 
    354         <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> = 1.0;                                 <span class="comment">// forgetting, default frg=1.0</span> 
     391        <a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> = 1.0;                                 <span class="comment">// forgetting, default frg=1.0</span> 
    355392 
    356393        rv_param   = RV({names_of_parameters}}     <span class="comment">// description of parametetr names </span> 
    357                                                                                            <span class="comment">// default: [&quot;theta_i&quot; and &quot;r_i&quot;]</span> 
     394                                                                                           <span class="comment">// default: ["theta_i" and "r_i"]</span> 
    358395</pre></div>  
    359 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p> 
    360  
    361 <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#l00451">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#l00173">validate()</a>.</p> 
    362  
    363 </div> 
    364 </div> 
    365 <a class="anchor" id="a080a7e531e3aa06694112863b15bc6a4"></a><!-- doxytag: member="bdm::ARX::logpred" ref="a080a7e531e3aa06694112863b15bc6a4" args="(const vec &amp;dt) const " --> 
    366 <div class="memitem"> 
    367 <div class="memproto"> 
    368       <table class="memname"> 
    369         <tr> 
    370           <td class="memname">double bdm::ARX::logpred </td> 
     396<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p> 
     397 
     398<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#l00451">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#l00176">validate()</a>.</p> 
     399 
     400</div> 
     401</div><p> 
     402<a class="anchor" name="080a7e531e3aa06694112863b15bc6a4"></a><!-- doxytag: member="bdm::ARX::logpred" ref="080a7e531e3aa06694112863b15bc6a4" args="(const vec &amp;dt) const " --> 
     403<div class="memitem"> 
     404<div class="memproto"> 
     405      <table class="memname"> 
     406        <tr> 
     407          <td class="memname">double bdm::ARX::logpred           </td> 
    371408          <td>(</td> 
    372409          <td class="paramtype">const vec &amp;&nbsp;</td> 
    373           <td class="paramname"> <em>dt</em></td> 
     410          <td class="paramname"> <em>dt</em>          </td> 
    374411          <td>&nbsp;)&nbsp;</td> 
    375412          <td> const<code> [virtual]</code></td> 
    … …  
    378415</div> 
    379416<div class="memdoc"> 
    380 <p>Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. </p> 
    381  
    382 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 
     417 
     418<p> 
     419Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.  
     420<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 
    383421 
    384422<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> 
    385423 
    386424</div> 
    387 </div> 
    388 <a class="anchor" id="a16b02ae03316751664c22d59d90c1e34"></a><!-- doxytag: member="bdm::ARX::structure_est" ref="a16b02ae03316751664c22d59d90c1e34" args="(egiw Eg0)" --> 
    389 <div class="memitem"> 
    390 <div class="memproto"> 
    391       <table class="memname"> 
    392         <tr> 
    393           <td class="memname">ivec bdm::ARX::structure_est </td> 
     425</div><p> 
     426<a class="anchor" name="16b02ae03316751664c22d59d90c1e34"></a><!-- doxytag: member="bdm::ARX::structure_est" ref="16b02ae03316751664c22d59d90c1e34" args="(egiw Eg0)" --> 
     427<div class="memitem"> 
     428<div class="memproto"> 
     429      <table class="memname"> 
     430        <tr> 
     431          <td class="memname">ivec bdm::ARX::structure_est           </td> 
    394432          <td>(</td> 
    395433          <td class="paramtype"><a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td> 
    396           <td class="paramname"> <em>Eg0</em></td> 
     434          <td class="paramname"> <em>Eg0</em>          </td> 
    397435          <td>&nbsp;)&nbsp;</td> 
    398436          <td></td> 
    … …  
    402440<div class="memdoc"> 
    403441 
    404 <p>Brute force structure estimation. </p> 
    405 <dl class="return"><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
     442<p> 
     443Brute force structure estimation.  
     444<p> 
     445<dl class="return" compact><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
    406446 
    407447<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> 
    408448 
    409449</div> 
    410 </div> 
    411 <a class="anchor" id="a5d0f217ce270e6a8cb43a67b6c4b67fa"></a><!-- doxytag: member="bdm::ARX::structure_est_LT" ref="a5d0f217ce270e6a8cb43a67b6c4b67fa" args="(egiw Eg0)" --> 
    412 <div class="memitem"> 
    413 <div class="memproto"> 
    414       <table class="memname"> 
    415         <tr> 
    416           <td class="memname">ivec bdm::ARX::structure_est_LT </td> 
     450</div><p> 
     451<a class="anchor" name="5d0f217ce270e6a8cb43a67b6c4b67fa"></a><!-- doxytag: member="bdm::ARX::structure_est_LT" ref="5d0f217ce270e6a8cb43a67b6c4b67fa" args="(egiw Eg0)" --> 
     452<div class="memitem"> 
     453<div class="memproto"> 
     454      <table class="memname"> 
     455        <tr> 
     456          <td class="memname">ivec bdm::ARX::structure_est_LT           </td> 
    417457          <td>(</td> 
    418458          <td class="paramtype"><a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td> 
    419           <td class="paramname"> <em>Eg0</em></td> 
     459          <td class="paramname"> <em>Eg0</em>          </td> 
    420460          <td>&nbsp;)&nbsp;</td> 
    421461          <td></td> 
    … …  
    425465<div class="memdoc"> 
    426466 
    427 <p>Smarter structure estimation by Ludvik Tesar. </p> 
    428 <dl class="return"><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
    429  
    430 </div> 
    431 </div> 
    432 <hr/><h2>Member Data Documentation</h2> 
    433 <a class="anchor" id="a363aaa55b2ab3eec602510cdf53e84ef"></a><!-- doxytag: member="bdm::ARX::_yrv" ref="a363aaa55b2ab3eec602510cdf53e84ef" args="" --> 
    434 <div class="memitem"> 
    435 <div class="memproto"> 
    436       <table class="memname"> 
    437         <tr> 
    438           <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> 
    439         </tr> 
    440       </table> 
    441 </div> 
    442 <div class="memdoc"> 
    443 <p>description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_6.png"/> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>. </p> 
    444  
    445 <p>Referenced by <a class="el" href="arx_8h_source.html#l00173">validate()</a>.</p> 
    446  
    447 </div> 
    448 </div> 
    449 <hr/>The documentation for this class was generated from the following files:<ul> 
    450 <li><a class="el" href="arx_8h_source.html">arx.h</a></li> 
    451 <li>arx.cpp</li> 
    452 </ul> 
    453 </div> 
    454 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 27 00:49:05 2009 for mixpp by&nbsp; 
     467<p> 
     468Smarter structure estimation by Ludvik Tesar.  
     469<p> 
     470<dl class="return" compact><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
     471 
     472</div> 
     473</div><p> 
     474<hr><h2>Member Data Documentation</h2> 
     475<a class="anchor" name="363aaa55b2ab3eec602510cdf53e84ef"></a><!-- doxytag: member="bdm::ARX::_yrv" ref="363aaa55b2ab3eec602510cdf53e84ef" args="" --> 
     476<div class="memitem"> 
     477<div class="memproto"> 
     478      <table class="memname"> 
     479        <tr> 
     480          <td class="memname"><a class="el" href="classbdm_1_1RV.html">RV</a> <a class="el" href="classbdm_1_1ARX.html#363aaa55b2ab3eec602510cdf53e84ef">bdm::ARX::_yrv</a><code> [protected]</code>          </td> 
     481        </tr> 
     482      </table> 
     483</div> 
     484<div class="memdoc"> 
     485 
     486<p> 
     487description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_6.png"> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>.  
     488<p>Referenced by <a class="el" href="arx_8h_source.html#l00176">validate()</a>.</p> 
     489 
     490</div> 
     491</div><p> 
     492<hr>The documentation for this class was generated from the following files:<ul> 
     493<li><a class="el" href="arx_8h_source.html">arx.h</a><li>arx.cpp</ul> 
     494</div> 
     495<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:46 2009 for mixpp by&nbsp; 
    455496<a href="http://www.doxygen.org/index.html"> 
    456 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> 
     497<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
    457498</body> 
    458499</html>