73 | | <h1>bdm::BMEF Class Reference</h1><!-- doxytag: class="bdm::BMEF" --><!-- doxytag: inherits="bdm::BM" --> |
74 | | <p>Estimator for Exponential family. |
75 | | <a href="#_details">More...</a></p> |
76 | | <hr/><a name="_details"></a><h2>Detailed Description</h2> |
77 | | <p>Estimator for Exponential family. </p> |
78 | | |
79 | | <p><code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code></p> |
80 | | |
81 | | <p><a href="classbdm_1_1BMEF-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="a2def512872ed8a4fc3b702371ec0be55"></a><!-- doxytag: member="bdm::BMEF::BMEF" ref="a2def512872ed8a4fc3b702371ec0be55" args="(double frg0=1.0)" --> |
85 | | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a2def512872ed8a4fc3b702371ec0be55">BMEF</a> (double frg0=1.0)</td></tr> |
86 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor (=empty constructor). <br/></td></tr> |
87 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9662379513101405e159e76717104e62"></a><!-- doxytag: member="bdm::BMEF::BMEF" ref="a9662379513101405e159e76717104e62" args="(const BMEF &B)" --> |
88 | | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a9662379513101405e159e76717104e62">BMEF</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> &B)</td></tr> |
89 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Copy constructor. <br/></td></tr> |
90 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::BMEF::set_statistics" ref="ad2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> |
91 | | virtual void </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> |
92 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">get statistics from another model <br/></td></tr> |
93 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abf58deb99af2a6cc674f13ff90300de6"></a><!-- doxytag: member="bdm::BMEF::bayes" ref="abf58deb99af2a6cc674f13ff90300de6" args="(const vec &data, const double w)" --> |
94 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#abf58deb99af2a6cc674f13ff90300de6">bayes</a> (const vec &data, const double w)</td></tr> |
95 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br/></td></tr> |
96 | | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#ac287f4c0c1ea31b91572ec45351838f1">bayes</a> (const vec &dt)</td></tr> |
97 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#ac287f4c0c1ea31b91572ec45351838f1"></a><br/></td></tr> |
98 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab2916a2e71a958665054473124d5e749"></a><!-- doxytag: member="bdm::BMEF::flatten" ref="ab2916a2e71a958665054473124d5e749" args="(const BMEF *B)" --> |
99 | | virtual void </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> |
100 | | <tr><td class="mdescLeft"> </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> |
101 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">_copy_</a> () const </td></tr> |
102 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a23c6a8f71f922023ab08dcb0487a86de"></a><!-- doxytag: member="bdm::BMEF::from_setting" ref="a23c6a8f71f922023ab08dcb0487a86de" args="(const Setting &set)" --> |
103 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">from_setting</a> (const Setting &set)</td></tr> |
104 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br/></td></tr> |
105 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::BMEF::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> |
106 | | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
107 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> |
108 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::BMEF::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
109 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
110 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> |
111 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::BMEF::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
112 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
113 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
| 70 | <h1>bdm::BMEF Class Reference</h1><!-- doxytag: class="bdm::BMEF" --><!-- doxytag: inherits="bdm::BM" -->Estimator for Exponential family. |
| 71 | <a href="#_details">More...</a> |
| 72 | <p> |
| 73 | <code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code> |
| 74 | <p> |
| 75 | |
| 76 | <p> |
| 77 | <a href="classbdm_1_1BMEF-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="2def512872ed8a4fc3b702371ec0be55"></a><!-- doxytag: member="bdm::BMEF::BMEF" ref="2def512872ed8a4fc3b702371ec0be55" args="(double frg0=1.0)" --> |
| 81 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#2def512872ed8a4fc3b702371ec0be55">BMEF</a> (double frg0=1.0)</td></tr> |
| 82 | |
| 83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor (=empty constructor). <br></td></tr> |
| 84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9662379513101405e159e76717104e62"></a><!-- doxytag: member="bdm::BMEF::BMEF" ref="9662379513101405e159e76717104e62" args="(const BMEF &B)" --> |
| 85 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#9662379513101405e159e76717104e62">BMEF</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> &B)</td></tr> |
| 86 | |
| 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Copy constructor. <br></td></tr> |
| 88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::BMEF::set_statistics" ref="d2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> |
| 89 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> |
| 90 | |
| 91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">get statistics from another model <br></td></tr> |
| 92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf58deb99af2a6cc674f13ff90300de6"></a><!-- doxytag: member="bdm::BMEF::bayes" ref="bf58deb99af2a6cc674f13ff90300de6" args="(const vec &data, const double w)" --> |
| 93 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6">bayes</a> (const vec &data, const double w)</td></tr> |
| 94 | |
| 95 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr> |
| 96 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bayes</a> (const vec &dt)</td></tr> |
| 97 | |
| 98 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#c287f4c0c1ea31b91572ec45351838f1"></a><br></td></tr> |
| 99 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2916a2e71a958665054473124d5e749"></a><!-- doxytag: member="bdm::BMEF::flatten" ref="b2916a2e71a958665054473124d5e749" args="(const BMEF *B)" --> |
| 100 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#b2916a2e71a958665054473124d5e749">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> |
| 101 | |
| 102 | <tr><td class="mdescLeft"> </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> |
| 103 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">_copy_</a> () const </td></tr> |
| 104 | |
| 105 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="23c6a8f71f922023ab08dcb0487a86de"></a><!-- doxytag: member="bdm::BMEF::from_setting" ref="23c6a8f71f922023ab08dcb0487a86de" args="(const Setting &set)" --> |
| 106 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#23c6a8f71f922023ab08dcb0487a86de">from_setting</a> (const Setting &set)</td></tr> |
| 107 | |
| 108 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr> |
| 109 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::BMEF::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> |
| 110 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
| 111 | |
| 112 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> |
| 113 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::BMEF::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
| 114 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
| 115 | |
| 116 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> |
| 117 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::BMEF::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
| 118 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
| 119 | |
| 120 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> |
115 | | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> |
116 | | <br/><br/></div></td></tr> |
117 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::BMEF::bayesB" ref="a1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
118 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
119 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br/></td></tr> |
120 | | <tr><td class="memItemLeft" align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> |
121 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::BMEF::logpred_m" ref="a0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> |
122 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> |
123 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br/></td></tr> |
124 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::BMEF::epredictor" ref="a688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> |
125 | | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> |
126 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_20.png"/>. <br/></td></tr> |
127 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::BMEF::predictor" ref="a598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> |
128 | | virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> |
129 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png"/>. <br/></td></tr> |
| 122 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::BMEF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
| 123 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
| 124 | |
| 125 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
| 126 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> |
| 127 | |
| 128 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::BMEF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> |
| 129 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> |
| 130 | |
| 131 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> |
| 132 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::BMEF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> |
| 133 | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> |
| 134 | |
| 135 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_20.png">. <br></td></tr> |
| 136 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::BMEF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> |
| 137 | virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> |
| 138 | |
| 139 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png">. <br></td></tr> |
145 | | <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> |
146 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::BMEF::frg" ref="a1331865e10fb1ccef65bb4c47fa3be64" args="" --> |
147 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> |
148 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">forgetting factor <br/></td></tr> |
149 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::BMEF::last_lognc" ref="a06e7b3ac03e10017d4288c76888e2865" args="" --> |
150 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> |
151 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br/></td></tr> |
152 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::BMEF::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" --> |
153 | | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> |
154 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr> |
155 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::BMEF::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" --> |
156 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
157 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr> |
158 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::BMEF::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
159 | | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
160 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br/></td></tr> |
161 | | <tr><td colspan="2"><h2>Extension to conditional BM</h2></td></tr> |
162 | | <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> |
163 | | <br/><br/></td></tr> |
164 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::BMEF::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " --> |
165 | | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> |
166 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> |
167 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::BMEF::condition" ref="a6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &val)" --> |
168 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &val)</td></tr> |
169 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr> |
170 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::BMEF::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" --> |
171 | | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ade95c590d650b2db423d53992f0906cb">rvc</a></td></tr> |
172 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name of extension variable. <br/></td></tr> |
173 | | <tr><td colspan="2"><h2>Logging of results</h2></td></tr> |
174 | | <tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p> |
175 | | <br/><br/></td></tr> |
176 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aadb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::BMEF::set_options" ref="aadb539fa2585c8a2a91c54e5aebf330e" args="(const string &opt)" --> |
177 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &opt)</td></tr> |
178 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br/></td></tr> |
179 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::BMEF::log_add" ref="a2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &L, const string &name="")" --> |
180 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &L, const string &name="")</td></tr> |
181 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br/></td></tr> |
182 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::BMEF::logit" ref="ab517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &L)" --> |
| 158 | |
| 159 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
| 160 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::BMEF::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" --> |
| 161 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> |
| 162 | |
| 163 | <tr><td class="mdescLeft"> </td><td class="mdescRight">forgetting factor <br></td></tr> |
| 164 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::BMEF::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" --> |
| 165 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> |
| 166 | |
| 167 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br></td></tr> |
| 168 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::BMEF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> |
| 169 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> |
| 170 | |
| 171 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> |
| 172 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::BMEF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> |
| 173 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
| 174 | |
| 175 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
| 176 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::BMEF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
| 177 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
| 178 | |
| 179 | <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr> |
| 180 | <tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> |
| 181 | <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> |
| 182 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::BMEF::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " --> |
| 183 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> |
| 184 | |
| 185 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
| 186 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::BMEF::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &val)" --> |
| 187 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &val)</td></tr> |
| 188 | |
| 189 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> |
| 190 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::BMEF::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" --> |
| 191 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr> |
| 192 | |
| 193 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name of extension variable. <br></td></tr> |
| 194 | <tr><td colspan="2"><br><h2>Logging of results</h2></td></tr> |
| 195 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::BMEF::set_options" ref="adb539fa2585c8a2a91c54e5aebf330e" args="(const string &opt)" --> |
| 196 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#adb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &opt)</td></tr> |
| 197 | |
| 198 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br></td></tr> |
| 199 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::BMEF::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &L, const string &name="")" --> |
| 200 | virtual void </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> &L, const string &name="")</td></tr> |
| 201 | |
| 202 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br></td></tr> |
| 203 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::BMEF::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &L)" --> |