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    53<title>mixpp: bdm::ARXfrg Class Reference</title> 
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    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> 
    75 <p class="formulaDsp"> 
    76 <img class="formulaDsp" alt="\[ f(\theta| d_1 \ldots d_t , \phi_t) \]" src="form_187.png"/> 
    77 </p> 
    78   
    79 <p><code>#include &lt;<a class="el" href="arx_8h_source.html">arx.h</a>&gt;</code></p> 
    80  
    81 <p><a href="classbdm_1_1ARXfrg-members.html">List of all members.</a></p> 
    82 <table border="0" cellpadding="0" cellspacing="0"> 
    83 <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> 
    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)" --> 
     70<h1>bdm::ARXfrg Class Reference</h1><!-- doxytag: class="bdm::ARXfrg" --><!-- doxytag: inherits="bdm::ARX" --><code>#include &lt;<a class="el" href="arx_8h_source.html">arx.h</a>&gt;</code> 
     71<p> 
     72 
     73<p> 
     74<a href="classbdm_1_1ARXfrg-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 
     75<tr><td></td></tr> 
     76<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
     77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c82a973ffbeff15346c4b16d75f7cd00"></a><!-- doxytag: member="bdm::ARXfrg::ARXfrg" ref="c82a973ffbeff15346c4b16d75f7cd00" args="(const ARXfrg &amp;A0)" --> 
    8578&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)" --> 
    88 void&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)" --> 
    91 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> 
    92 <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)" --> 
    94 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> 
    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)" --> 
    97 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> 
    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> 
    99 <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> 
    100 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5b4ae27fa320a1b6e09777239210566d"></a><!-- doxytag: member="bdm::ARXfrg::validate" ref="a5b4ae27fa320a1b6e09777239210566d" args="()" --> 
    101 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a5b4ae27fa320a1b6e09777239210566d">validate</a> ()</td></tr> 
    102 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br/></td></tr> 
    103 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::ARXfrg::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> 
    104 virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
    105 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> 
    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 " --> 
    107 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> 
    108 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> 
     79 
     80<tr><td class="memItemLeft" nowrap 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#420f3f195d231723f2f2329ec900de60">_copy_</a> () const </td></tr> 
     81 
     82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2baaf50640620cbd4c089a608e0c41bb"></a><!-- doxytag: member="bdm::ARXfrg::condition" ref="2baaf50640620cbd4c089a608e0c41bb" args="(const vec &amp;val)" --> 
     83void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARXfrg.html#2baaf50640620cbd4c089a608e0c41bb">condition</a> (const vec &amp;val)</td></tr> 
     84 
     85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 
     86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="539f9d0127423c94b912708d390e67b8"></a><!-- doxytag: member="bdm::ARXfrg::set_statistics" ref="539f9d0127423c94b912708d390e67b8" args="(const BMEF *BM0)" --> 
     87void&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> 
     88 
     89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set sufficient statistics. <br></td></tr> 
     90<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> 
     91 
     92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b4ae27fa320a1b6e09777239210566d"></a><!-- doxytag: member="bdm::ARXfrg::validate" ref="5b4ae27fa320a1b6e09777239210566d" args="()" --> 
     93void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#5b4ae27fa320a1b6e09777239210566d">validate</a> ()</td></tr> 
     94 
     95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr> 
     96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::ARXfrg::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> 
     97virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
     98 
     99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> 
     100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::ARXfrg::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " --> 
     101virtual 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> 
     102 
     103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> 
    109104<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    110 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p> 
    111 <br/><br/></div></td></tr> 
    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)" --> 
     105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aef6fe827f15427d534e6fb2c220e04"></a><!-- doxytag: member="bdm::ARXfrg::set_parameters" ref="7aef6fe827f15427d534e6fb2c220e04" args="(double frg0)" --> 
    113106void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (double frg0)</td></tr> 
    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)" --> 
     107 
     108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e31eec34926437fe362b01ef7077d6f5"></a><!-- doxytag: member="bdm::ARXfrg::set_constant" ref="e31eec34926437fe362b01ef7077d6f5" args="(bool const0)" --> 
     109void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_constant</b> (bool const0)</td></tr> 
     110 
     111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f859f53eab269845a9064bbd92f841af"></a><!-- doxytag: member="bdm::ARXfrg::set_statistics" ref="f859f53eab269845a9064bbd92f841af" args="(int dimx0, const ldmat V0, double nu0=&#45;1.0)" --> 
    115112void&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> 
     113 
    116114<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    117 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> 
    118 <br/><br/></div></td></tr> 
    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)" --> 
    120 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> 
    121 <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> 
    122 <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> 
    123 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a8bdf2974052e8ce74eb0d4f3791c58a3"></a><br/></td></tr> 
    124 <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> 
    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)" --> 
    126 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> 
    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 " --> 
    128 <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> 
    129 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conditioned version of the predictor. <br/></td></tr> 
    130 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4cdf5e2a7d3480ec31f6247ed4289b15"></a><!-- doxytag: member="bdm::ARXfrg::epredictor" ref="a4cdf5e2a7d3480ec31f6247ed4289b15" args="() 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#a4cdf5e2a7d3480ec31f6247ed4289b15">epredictor</a> () const </td></tr> 
    132 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Predictor for empty regressor. <br/></td></tr> 
    133 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a74fe8ae2d88bee8639510fd0eaf73513"></a><!-- doxytag: member="bdm::ARXfrg::predictor" ref="a74fe8ae2d88bee8639510fd0eaf73513" args="() const " --> 
    134 <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> 
    135 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">conditional version of the predictor <br/></td></tr> 
    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 " --> 
     115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17e7fe14654ab3c449846c3f43e66169"></a><!-- doxytag: member="bdm::ARXfrg::bayes" ref="17e7fe14654ab3c449846c3f43e66169" args="(const vec &amp;dt, const double w)" --> 
     116void&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> 
     117 
     118<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> 
     119<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> 
     120 
     121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#8bdf2974052e8ce74eb0d4f3791c58a3"></a><br></td></tr> 
     122<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> 
     123 
     124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e86ab499b116b837d3163ec852961eca"></a><!-- doxytag: member="bdm::ARXfrg::flatten" ref="e86ab499b116b837d3163ec852961eca" args="(const BMEF *B)" --> 
     125void&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> 
     126 
     127<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> 
     128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="749827323c034f11bec61b6e2fc3d42a"></a><!-- doxytag: member="bdm::ARXfrg::epredictor" ref="749827323c034f11bec61b6e2fc3d42a" args="(const vec &amp;rgr) const " --> 
     129<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> 
     130 
     131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conditioned version of the predictor. <br></td></tr> 
     132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4cdf5e2a7d3480ec31f6247ed4289b15"></a><!-- doxytag: member="bdm::ARXfrg::epredictor" ref="4cdf5e2a7d3480ec31f6247ed4289b15" args="() const " --> 
     133<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> 
     134 
     135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Predictor for empty regressor. <br></td></tr> 
     136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74fe8ae2d88bee8639510fd0eaf73513"></a><!-- doxytag: member="bdm::ARXfrg::predictor" ref="74fe8ae2d88bee8639510fd0eaf73513" args="() const " --> 
     137<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> 
     138 
     139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">conditional version of the predictor <br></td></tr> 
     140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c6a2428a46407fe45b4c7a99069c0801"></a><!-- doxytag: member="bdm::ARXfrg::predictor_student" ref="c6a2428a46407fe45b4c7a99069c0801" args="() const " --> 
    137141<a class="el" href="classbdm_1_1mlstudent.html">mlstudent</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>predictor_student</b> () const </td></tr> 
    138 <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> 
    139 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Brute force structure estimation.  <a href="#a16b02ae03316751664c22d59d90c1e34"></a><br/></td></tr> 
    140 <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> 
    141 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Smarter structure estimation by Ludvik Tesar.  <a href="#a5d0f217ce270e6a8cb43a67b6c4b67fa"></a><br/></td></tr> 
     142 
     143<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> 
     144 
     145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Brute force structure estimation.  <a href="#16b02ae03316751664c22d59d90c1e34"></a><br></td></tr> 
     146<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> 
     147 
     148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Smarter structure estimation by Ludvik Tesar.  <a href="#5d0f217ce270e6a8cb43a67b6c4b67fa"></a><br></td></tr> 
    142149<tr><td colspan="2"><div class="groupHeader">Access attributes</div></td></tr> 
    143 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp8937227e303215af8852936dc1bf96ca"></a> </p> 
    144 <br/><br/></div></td></tr> 
    145 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a96a50d212648f049122a31d9553618"></a><!-- doxytag: member="bdm::ARXfrg::posterior" ref="a5a96a50d212648f049122a31d9553618" args="() const " --> 
     150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a96a50d212648f049122a31d9553618"></a><!-- doxytag: member="bdm::ARXfrg::posterior" ref="5a96a50d212648f049122a31d9553618" args="() const " --> 
    146151const <a class="el" href="classbdm_1_1egiw.html">egiw</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr> 
     152 
    147153<tr><td colspan="2"><div class="groupHeader">Connection</div></td></tr> 
    148 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpc2cc7082a89c1ad6631a2f66af5f00c0"></a> </p> 
    149 <br/><br/></div></td></tr> 
    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)" --> 
     154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f357c693b640fc0094e3bd56f180ff94"></a><!-- doxytag: member="bdm::ARXfrg::set_rv" ref="f357c693b640fc0094e3bd56f180ff94" args="(const RV &amp;yrv0, const RV &amp;rgrrv0)" --> 
    151155void&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> 
    152 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7b96872783ab72e135b7b9ee26ef0577"></a><!-- doxytag: member="bdm::ARXfrg::get_yrv" ref="a7b96872783ab72e135b7b9ee26ef0577" args="()" --> 
     156 
     157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b96872783ab72e135b7b9ee26ef0577"></a><!-- doxytag: member="bdm::ARXfrg::get_yrv" ref="7b96872783ab72e135b7b9ee26ef0577" args="()" --> 
    153158<a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>get_yrv</b> ()</td></tr> 
     159 
    154160<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)" --> 
     161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::ARXfrg::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
    158162void&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 " --> 
     163 
     164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::ARXfrg::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
    160165const <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)" --> 
     166 
     167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::ARXfrg::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
    162168void&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 " --> 
     169 
     170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::ARXfrg::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    164171double&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)" --> 
     172 
     173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::ARXfrg::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
    166174void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
     175 
    167176<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    168 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> 
    169 <br/><br/></div></td></tr> 
    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)" --> 
    171 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> 
    172 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br/></td></tr> 
    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 " --> 
    174 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> 
    175 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br/></td></tr> 
    176 <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> 
    177 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8e68db2a218d54b09304cad6c0a897d9"></a><!-- doxytag: member="bdm::ARXfrg::dimx" ref="a8e68db2a218d54b09304cad6c0a897d9" args="" --> 
    178 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a8e68db2a218d54b09304cad6c0a897d9">dimx</a></td></tr> 
    179 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">size of output variable (needed in regressors) <br/></td></tr> 
    180 <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> 
    181 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a320ac7b3b511bc4b26e8f8823026a453"></a><!-- doxytag: member="bdm::ARXfrg::rgrrv" ref="a320ac7b3b511bc4b26e8f8823026a453" args="" --> 
    182 <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> 
    183 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">rv of regressor <br/></td></tr> 
    184 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a11474a627367f81b76830cb8477cf026"></a><!-- doxytag: member="bdm::ARXfrg::est" ref="a11474a627367f81b76830cb8477cf026" args="" --> 
    185 <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> 
    186 <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> 
    187 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARXfrg::V" ref="ade5b7d83ff5d3f5af2f80068db0abdfd" args="" --> 
    188 <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> 
    189 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.V <br/></td></tr> 
    190 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a740b0582f180ba13cae91d66e9bdb67f"></a><!-- doxytag: member="bdm::ARXfrg::nu" ref="a740b0582f180ba13cae91d66e9bdb67f" args="" --> 
    191 double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a740b0582f180ba13cae91d66e9bdb67f">nu</a></td></tr> 
    192 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.nu <br/></td></tr> 
    193 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6dcf8458bdc25d831542c6da89961fbc"></a><!-- doxytag: member="bdm::ARXfrg::have_constant" ref="a6dcf8458bdc25d831542c6da89961fbc" args="" --> 
    194 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a6dcf8458bdc25d831542c6da89961fbc">have_constant</a></td></tr> 
    195 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">switch if constant is modelled or not <br/></td></tr> 
    196 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8f87c2958e5690610fed2992d6ffe5c0"></a><!-- doxytag: member="bdm::ARXfrg::_dt" ref="a8f87c2958e5690610fed2992d6ffe5c0" args="" --> 
    197 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a8f87c2958e5690610fed2992d6ffe5c0">_dt</a></td></tr> 
    198 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of data vector for have_constant =true <br/></td></tr> 
    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="" --> 
    203 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> 
    204 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br/></td></tr> 
    205 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::ARXfrg::last_lognc" ref="a06e7b3ac03e10017d4288c76888e2865" args="" --> 
    206 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> 
    207 <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> 
    208 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::ARXfrg::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" --> 
    209 <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> 
    210 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr> 
    211 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::ARXfrg::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" --> 
    212 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
    213 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr> 
    214 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::ARXfrg::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
    215 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
    216 <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> 
    217 <tr><td colspan="2"><h2>Extension to conditional BM</h2></td></tr> 
    218 <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> 
    219 <br/><br/></td></tr> 
    220 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::ARXfrg::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
    221 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> 
    222 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    223 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::ARXfrg::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" --> 
    224 <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> 
    225 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br/></td></tr> 
    226 <tr><td colspan="2"><h2>Logging of results</h2></td></tr> 
    227 <tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p> 
    228 <br/><br/></td></tr> 
    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)" --> 
    230 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> 
    231 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br/></td></tr> 
    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;)" --> 
    233 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> 
    234 <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> 
    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)" --> 
     177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::ARXfrg::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
     178virtual 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> 
     179 
     180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::ARXfrg::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
     182vec&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> 
     183 
     184<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
     185<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e68db2a218d54b09304cad6c0a897d9"></a><!-- doxytag: member="bdm::ARXfrg::dimx" ref="8e68db2a218d54b09304cad6c0a897d9" args="" --> 
     187int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8e68db2a218d54b09304cad6c0a897d9">dimx</a></td></tr> 
     188 
     189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">size of output variable (needed in regressors) <br></td></tr> 
     190<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> 
     191 
     192<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="320ac7b3b511bc4b26e8f8823026a453"></a><!-- doxytag: member="bdm::ARXfrg::rgrrv" ref="320ac7b3b511bc4b26e8f8823026a453" args="" --> 
     193<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> 
     194 
     195<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">rv of regressor <br></td></tr> 
     196<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11474a627367f81b76830cb8477cf026"></a><!-- doxytag: member="bdm::ARXfrg::est" ref="11474a627367f81b76830cb8477cf026" args="" --> 
     197<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> 
     198 
     199<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> 
     200<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARXfrg::V" ref="de5b7d83ff5d3f5af2f80068db0abdfd" args="" --> 
     201<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> 
     202 
     203<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.V <br></td></tr> 
     204<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="740b0582f180ba13cae91d66e9bdb67f"></a><!-- doxytag: member="bdm::ARXfrg::nu" ref="740b0582f180ba13cae91d66e9bdb67f" args="" --> 
     205double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#740b0582f180ba13cae91d66e9bdb67f">nu</a></td></tr> 
     206 
     207<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.nu <br></td></tr> 
     208<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6dcf8458bdc25d831542c6da89961fbc"></a><!-- doxytag: member="bdm::ARXfrg::have_constant" ref="6dcf8458bdc25d831542c6da89961fbc" args="" --> 
     209bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#6dcf8458bdc25d831542c6da89961fbc">have_constant</a></td></tr> 
     210 
     211<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">switch if constant is modelled or not <br></td></tr> 
     212<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f87c2958e5690610fed2992d6ffe5c0"></a><!-- doxytag: member="bdm::ARXfrg::_dt" ref="8f87c2958e5690610fed2992d6ffe5c0" args="" --> 
     213vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8f87c2958e5690610fed2992d6ffe5c0">_dt</a></td></tr> 
     214 
     215<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of data vector for have_constant =true <br></td></tr> 
     216<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a6b50507d9e7a56b38e549710ffb466d"></a><!-- doxytag: member="bdm::ARXfrg::alter_est" ref="a6b50507d9e7a56b38e549710ffb466d" args="" --> 
     217<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> 
     218 
     219<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Alternative estimate of parameters, used in stabilized forgetting, see [Kulhavy]. <br></td></tr> 
     220<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::ARXfrg::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" --> 
     221double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> 
     222 
     223<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr> 
     224<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::ARXfrg::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" --> 
     225double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> 
     226 
     227<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> 
     228<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::ARXfrg::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
     229<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> 
     230 
     231<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 
     232<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::ARXfrg::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 
     233double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
     234 
     235<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     236<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::ARXfrg::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
     237bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
     238 
     239<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> 
     240<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> 
     241<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> 
     242<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::ARXfrg::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
     243const <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> 
     244 
     245<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     246<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::ARXfrg::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" --> 
     247<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> 
     248 
     249<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr> 
     250<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr> 
     251<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::ARXfrg::set_options" ref="adb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" --> 
     252virtual 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> 
     253 
     254<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br></td></tr> 
     255<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::ARXfrg::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" --> 
     256virtual 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> 
     257 
     258<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> 
     259<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::ARXfrg::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" --> 
    236260virtual 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> 
    237 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::ARXfrg::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" --> 
    238 ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 
    239 <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> 
    240 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::ARXfrg::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" --> 
    241 ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> 
    242 <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> 
     261 
     262<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::ARXfrg::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" --> 
     263ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 
     264 
     265<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" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::ARXfrg::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" --> 
     267ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> 
     268 
     269<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> 
    243270</table> 
    244 <hr/><h2>Member Function Documentation</h2> 
    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> 
    251           <td>(</td> 
    252           <td class="paramname"></td> 
     271<hr><a name="_details"></a><h2>Detailed Description</h2> 
     272<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 class="formulaDsp"> 
     273<img class="formulaDsp" alt="\[ f(\theta| d_1 \ldots d_t , \phi_t) \]" src="form_187.png"> 
     274<p> 
     275 <hr><h2>Member Function Documentation</h2> 
     276<a class="anchor" name="420f3f195d231723f2f2329ec900de60"></a><!-- doxytag: member="bdm::ARXfrg::_copy_" ref="420f3f195d231723f2f2329ec900de60" args="() const " --> 
     277<div class="memitem"> 
     278<div class="memproto"> 
     279      <table class="memname"> 
     280        <tr> 
     281          <td class="memname"><a class="el" href="classbdm_1_1ARXfrg.html">ARXfrg</a>* bdm::ARXfrg::_copy_           </td> 
     282          <td>(</td> 
     283          <td class="paramname">          </td> 
    253284          <td>&nbsp;)&nbsp;</td> 
    254285          <td> const<code> [inline, virtual]</code></td> 
    … …  
    257288</div> 
    258289<div class="memdoc"> 
    259 <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> 
    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>);}  
     290 
     291<p> 
     292Copy 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_1ARXfrg.html#420f3f195d231723f2f2329ec900de60">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}  
    261293</pre></div>  
    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)" --> 
    267 <div class="memitem"> 
    268 <div class="memproto"> 
    269       <table class="memname"> 
    270         <tr> 
    271           <td class="memname">void bdm::ARX::bayes </td> 
     294<p>Reimplemented from <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>.</p> 
     295 
     296</div> 
     297</div><p> 
     298<a class="anchor" name="8bdf2974052e8ce74eb0d4f3791c58a3"></a><!-- doxytag: member="bdm::ARXfrg::bayes" ref="8bdf2974052e8ce74eb0d4f3791c58a3" args="(const vec &amp;dt)" --> 
     299<div class="memitem"> 
     300<div class="memproto"> 
     301      <table class="memname"> 
     302        <tr> 
     303          <td class="memname">void bdm::ARX::bayes           </td> 
    272304          <td>(</td> 
    273305          <td class="paramtype">const vec &amp;&nbsp;</td> 
    274           <td class="paramname"> <em>dt</em></td> 
     306          <td class="paramname"> <em>dt</em>          </td> 
    275307          <td>&nbsp;)&nbsp;</td> 
    276308          <td><code> [inline, virtual, inherited]</code></td> 
    … …  
    280312<div class="memdoc"> 
    281313 
    282 <p>Incremental Bayes rule. </p> 
    283 <dl><dt><b>Parameters:</b></dt><dd> 
     314<p> 
     315Incremental Bayes rule.  
     316<p> 
     317<dl compact><dt><b>Parameters:</b></dt><dd> 
    284318  <table border="0" cellspacing="2" cellpadding="0"> 
    285319    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr> 
    286320  </table> 
    287   </dd> 
    288321</dl> 
    289322 
    290 <p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#ac287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p> 
     323<p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p> 
    291324 
    292325<p>References <a class="el" href="arx_8cpp_source.html#l00004">bdm::ARX::bayes()</a>.</p> 
    293326 
    294327</div> 
    295 </div> 
    296 <a class="anchor" id="a9637412df898048bafaefee9dc7e9f6c"></a><!-- doxytag: member="bdm::ARXfrg::from_setting" ref="a9637412df898048bafaefee9dc7e9f6c" args="(const Setting &amp;set)" --> 
    297 <div class="memitem"> 
    298 <div class="memproto"> 
    299       <table class="memname"> 
    300         <tr> 
    301           <td class="memname">void bdm::ARX::from_setting </td> 
     328</div><p> 
     329<a class="anchor" name="9637412df898048bafaefee9dc7e9f6c"></a><!-- doxytag: member="bdm::ARXfrg::from_setting" ref="9637412df898048bafaefee9dc7e9f6c" args="(const Setting &amp;set)" --> 
     330<div class="memitem"> 
     331<div class="memproto"> 
     332      <table class="memname"> 
     333        <tr> 
     334          <td class="memname">void bdm::ARX::from_setting           </td> 
    302335          <td>(</td> 
    303336          <td class="paramtype">const Setting &amp;&nbsp;</td> 
    304           <td class="paramname"> <em>set</em></td> 
     337          <td class="paramname"> <em>set</em>          </td> 
    305338          <td>&nbsp;)&nbsp;</td> 
    306339          <td><code> [virtual, inherited]</code></td> 
    … …  
    309342</div> 
    310343<div class="memdoc"> 
    311 <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> 
    312 <div class="fragment"><pre class="fragment">        <span class="keyword">class </span>= &apos;ARX&apos;; 
     344 
     345<p> 
     346<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> 
     347<div class="fragment"><pre class="fragment">        <span class="keyword">class </span>= 'ARX'; 
    313348        rv    = RV({names_of_dt} )                 <span class="comment">// description of output variables</span> 
    314349        rgr   = RV({names_of_regressors}, [-1,-2]} <span class="comment">// description of regressor variables</span> 
    … …  
    321356                                                                                           <span class="comment">// default: 1e-3 for rv, 1e-5 for rgr</span> 
    322357        nu0 = 6;                                                   <span class="comment">// initial value of nu, default: rgrlen + 2</span> 
    323         <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> 
     358        <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> 
    324359 
    325360        rv_param   = RV({names_of_parameters}}     <span class="comment">// description of parametetr names </span> 
    326                                                                                            <span class="comment">// default: [&quot;theta_i&quot; and &quot;r_i&quot;]</span> 
     361                                                                                           <span class="comment">// default: ["theta_i" and "r_i"]</span> 
    327362</pre></div>  
    328 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p> 
    329  
    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 " --> 
    335 <div class="memitem"> 
    336 <div class="memproto"> 
    337       <table class="memname"> 
    338         <tr> 
    339           <td class="memname">double bdm::ARX::logpred </td> 
     363<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p> 
     364 
     365<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#l00176">bdm::ARX::validate()</a>.</p> 
     366 
     367</div> 
     368</div><p> 
     369<a class="anchor" name="080a7e531e3aa06694112863b15bc6a4"></a><!-- doxytag: member="bdm::ARXfrg::logpred" ref="080a7e531e3aa06694112863b15bc6a4" args="(const vec &amp;dt) const " --> 
     370<div class="memitem"> 
     371<div class="memproto"> 
     372      <table class="memname"> 
     373        <tr> 
     374          <td class="memname">double bdm::ARX::logpred           </td> 
    340375          <td>(</td> 
    341376          <td class="paramtype">const vec &amp;&nbsp;</td> 
    342           <td class="paramname"> <em>dt</em></td> 
     377          <td class="paramname"> <em>dt</em>          </td> 
    343378          <td>&nbsp;)&nbsp;</td> 
    344379          <td> const<code> [virtual, inherited]</code></td> 
    … …  
    347382</div> 
    348383<div class="memdoc"> 
    349 <p>Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. </p> 
    350  
    351 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 
     384 
     385<p> 
     386Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.  
     387<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 
    352388 
    353389<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> 
    354390 
    355391</div> 
    356 </div> 
    357 <a class="anchor" id="a16b02ae03316751664c22d59d90c1e34"></a><!-- doxytag: member="bdm::ARXfrg::structure_est" ref="a16b02ae03316751664c22d59d90c1e34" args="(egiw Eg0)" --> 
    358 <div class="memitem"> 
    359 <div class="memproto"> 
    360       <table class="memname"> 
    361         <tr> 
    362           <td class="memname">ivec bdm::ARX::structure_est </td> 
     392</div><p> 
     393<a class="anchor" name="16b02ae03316751664c22d59d90c1e34"></a><!-- doxytag: member="bdm::ARXfrg::structure_est" ref="16b02ae03316751664c22d59d90c1e34" args="(egiw Eg0)" --> 
     394<div class="memitem"> 
     395<div class="memproto"> 
     396      <table class="memname"> 
     397        <tr> 
     398          <td class="memname">ivec bdm::ARX::structure_est           </td> 
    363399          <td>(</td> 
    364400          <td class="paramtype"><a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td> 
    365           <td class="paramname"> <em>Eg0</em></td> 
     401          <td class="paramname"> <em>Eg0</em>          </td> 
    366402          <td>&nbsp;)&nbsp;</td> 
    367403          <td><code> [inherited]</code></td> 
    … …  
    371407<div class="memdoc"> 
    372408 
    373 <p>Brute force structure estimation. </p> 
    374 <dl class="return"><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
     409<p> 
     410Brute force structure estimation.  
     411<p> 
     412<dl class="return" compact><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
    375413 
    376414<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> 
    377415 
    378416</div> 
    379 </div> 
    380 <a class="anchor" id="a5d0f217ce270e6a8cb43a67b6c4b67fa"></a><!-- doxytag: member="bdm::ARXfrg::structure_est_LT" ref="a5d0f217ce270e6a8cb43a67b6c4b67fa" args="(egiw Eg0)" --> 
    381 <div class="memitem"> 
    382 <div class="memproto"> 
    383       <table class="memname"> 
    384         <tr> 
    385           <td class="memname">ivec bdm::ARX::structure_est_LT </td> 
     417</div><p> 
     418<a class="anchor" name="5d0f217ce270e6a8cb43a67b6c4b67fa"></a><!-- doxytag: member="bdm::ARXfrg::structure_est_LT" ref="5d0f217ce270e6a8cb43a67b6c4b67fa" args="(egiw Eg0)" --> 
     419<div class="memitem"> 
     420<div class="memproto"> 
     421      <table class="memname"> 
     422        <tr> 
     423          <td class="memname">ivec bdm::ARX::structure_est_LT           </td> 
    386424          <td>(</td> 
    387425          <td class="paramtype"><a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td> 
    388           <td class="paramname"> <em>Eg0</em></td> 
     426          <td class="paramname"> <em>Eg0</em>          </td> 
    389427          <td>&nbsp;)&nbsp;</td> 
    390428          <td><code> [inherited]</code></td> 
    … …  
    394432<div class="memdoc"> 
    395433 
    396 <p>Smarter structure estimation by Ludvik Tesar. </p> 
    397 <dl class="return"><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
    398  
    399 </div> 
    400 </div> 
    401 <hr/><h2>Member Data Documentation</h2> 
    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> 
    408         </tr> 
    409       </table> 
    410 </div> 
    411 <div class="memdoc"> 
    412 <p>description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_6.png"/> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>. </p> 
    413  
    414 <p>Referenced by <a class="el" href="arx_8h_source.html#l00173">bdm::ARX::validate()</a>.</p> 
    415  
    416 </div> 
    417 </div> 
    418 <hr/>The documentation for this class was generated from the following file:<ul> 
    419 <li><a class="el" href="arx_8h_source.html">arx.h</a></li> 
    420 </ul> 
    421 </div> 
    422 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 27 00:49:05 2009 for mixpp by&nbsp; 
     434<p> 
     435Smarter structure estimation by Ludvik Tesar.  
     436<p> 
     437<dl class="return" compact><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
     438 
     439</div> 
     440</div><p> 
     441<hr><h2>Member Data Documentation</h2> 
     442<a class="anchor" name="363aaa55b2ab3eec602510cdf53e84ef"></a><!-- doxytag: member="bdm::ARXfrg::_yrv" ref="363aaa55b2ab3eec602510cdf53e84ef" args="" --> 
     443<div class="memitem"> 
     444<div class="memproto"> 
     445      <table class="memname"> 
     446        <tr> 
     447          <td class="memname"><a class="el" href="classbdm_1_1RV.html">RV</a> <a class="el" href="classbdm_1_1ARX.html#363aaa55b2ab3eec602510cdf53e84ef">bdm::ARX::_yrv</a><code> [protected, inherited]</code>          </td> 
     448        </tr> 
     449      </table> 
     450</div> 
     451<div class="memdoc"> 
     452 
     453<p> 
     454description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_6.png"> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>.  
     455<p>Referenced by <a class="el" href="arx_8h_source.html#l00176">bdm::ARX::validate()</a>.</p> 
     456 
     457</div> 
     458</div><p> 
     459<hr>The documentation for this class was generated from the following file:<ul> 
     460<li><a class="el" href="arx_8h_source.html">arx.h</a></ul> 
     461</div> 
     462<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:46 2009 for mixpp by&nbsp; 
    423463<a href="http://www.doxygen.org/index.html"> 
    424 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> 
     464<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
    425465</body> 
    426466</html>