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    53<title>mixpp: bdm::KalmanCh Class Reference</title> 
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    73 <h1>bdm::KalmanCh Class Reference</h1><!-- doxytag: class="bdm::KalmanCh" --><!-- doxytag: inherits="Kalman&lt; chmat &gt;" --> 
    74 <p><a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filter in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form.   
    75 <a href="#_details">More...</a></p> 
    76 <hr/><a name="_details"></a><h2>Detailed Description</h2> 
    77 <p><a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filter in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form. </p> 
    78 <p>Trivial example: </p> 
    79 <div class="fragment"><pre class="fragment"><span class="preprocessor">#include &quot;<a class="code" href="kalman_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.">estim/kalman.h</a>&quot;</span> 
     70<h1>bdm::KalmanCh Class Reference</h1><!-- doxytag: class="bdm::KalmanCh" --><!-- doxytag: inherits="Kalman&lt; chmat &gt;" --><a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filter in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form.   
     71<a href="#_details">More...</a> 
     72<p> 
     73<code>#include &lt;<a class="el" href="kalman_8h_source.html">kalman.h</a>&gt;</code> 
     74<p> 
     75 
     76<p> 
     77<a href="classbdm_1_1KalmanCh-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="24ce65bdaa538d4d5153d709a929b996"></a><!-- doxytag: member="bdm::KalmanCh::_copy_" ref="24ce65bdaa538d4d5153d709a929b996" args="() const " --> 
     81<a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">_copy_</a> () const </td></tr> 
     82 
     83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">copy constructor <br></td></tr> 
     84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="20a4d4c664e8ac8a3f1bb7b0d11c6d87"></a><!-- doxytag: member="bdm::KalmanCh::set_parameters" ref="20a4d4c664e8ac8a3f1bb7b0d11c6d87" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const chmat &amp;Q0, const chmat &amp;R0)" --> 
     85void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#20a4d4c664e8ac8a3f1bb7b0d11c6d87">set_parameters</a> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;Q0, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;R0)</td></tr> 
     86 
     87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set parameters for adapt from <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> <br></td></tr> 
     88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c983b1a2687312ab733d4c859cf83c1e"></a><!-- doxytag: member="bdm::KalmanCh::initialize" ref="c983b1a2687312ab733d4c859cf83c1e" args="()" --> 
     89void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#c983b1a2687312ab733d4c859cf83c1e">initialize</a> ()</td></tr> 
     90 
     91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">initialize internal parametetrs <br></td></tr> 
     92<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#b41fe5540548100b08e1684c3be767b6">bayes</a> (const vec &amp;dt)</td></tr> 
     93 
     94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions.  <a href="#b41fe5540548100b08e1684c3be767b6"></a><br></td></tr> 
     95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13f68cef5b14c8753012ad3ed695689d"></a><!-- doxytag: member="bdm::KalmanCh::from_setting" ref="13f68cef5b14c8753012ad3ed695689d" args="(const Setting &amp;set)" --> 
     96void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#13f68cef5b14c8753012ad3ed695689d">from_setting</a> (const Setting &amp;set)</td></tr> 
     97 
     98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">load basic elements of <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> from structure <br></td></tr> 
     99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d9107617cd5482272ab046849cbfff49"></a><!-- doxytag: member="bdm::KalmanCh::set_statistics" ref="d9107617cd5482272ab046849cbfff49" args="(const vec &amp;mu0, const mat &amp;P0)" --> 
     100void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &amp;mu0, const mat &amp;P0)</td></tr> 
     101 
     102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="28cded9e5f44f654cd383503e4e9694c"></a><!-- doxytag: member="bdm::KalmanCh::set_statistics" ref="28cded9e5f44f654cd383503e4e9694c" args="(const vec &amp;mu0, const chmat &amp;P0)" --> 
     103void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &amp;mu0, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;P0)</td></tr> 
     104 
     105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8b0c3db41eb292edb20b826832c9b5fa"></a><!-- doxytag: member="bdm::KalmanCh::posterior" ref="8b0c3db41eb292edb20b826832c9b5fa" args="() const" --> 
     106const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1chmat.html">chmat</a> &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#8b0c3db41eb292edb20b826832c9b5fa">posterior</a> () const</td></tr> 
     107 
     108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior <br></td></tr> 
     109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4da2fdd01e9b335b133def9814eb0620"></a><!-- doxytag: member="bdm::KalmanCh::shared_posterior" ref="4da2fdd01e9b335b133def9814eb0620" args="()" --> 
     110<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1epdf.html">epdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#4da2fdd01e9b335b133def9814eb0620">shared_posterior</a> ()</td></tr> 
     111 
     112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">shared posterior <br></td></tr> 
     113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34c508e3a9081be46e57634c2079bff4"></a><!-- doxytag: member="bdm::KalmanCh::validate" ref="34c508e3a9081be46e57634c2079bff4" args="()" --> 
     114void&nbsp;</td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr> 
     115 
     116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::KalmanCh::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> 
     117virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
     118 
     119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> 
     120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::KalmanCh::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " --> 
     121virtual 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> 
     122 
     123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> 
     124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::KalmanCh::_dimx" ref="b1972e00d9b9dd22a0f983c7cb0b8b40" args="()" --> 
     125int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#b1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr> 
     126 
     127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f3d83a4b39e05df9fb4246fd6ddc2a60"></a><!-- doxytag: member="bdm::KalmanCh::_dimy" ref="f3d83a4b39e05df9fb4246fd6ddc2a60" args="()" --> 
     129int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#f3d83a4b39e05df9fb4246fd6ddc2a60">_dimy</a> ()</td></tr> 
     130 
     131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a238842025a0eaade26d5d79a0e9000e"></a><!-- doxytag: member="bdm::KalmanCh::_dimu" ref="a238842025a0eaade26d5d79a0e9000e" args="()" --> 
     133int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</td></tr> 
     134 
     135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae0dd610bf28f52c4c7acec87e39ed5e"></a><!-- doxytag: member="bdm::KalmanCh::_A" ref="ae0dd610bf28f52c4c7acec87e39ed5e" args="() const" --> 
     137const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ae0dd610bf28f52c4c7acec87e39ed5e">_A</a> () const</td></tr> 
     138 
     139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="19cabf296793357c130778fe74df54a4"></a><!-- doxytag: member="bdm::KalmanCh::_B" ref="19cabf296793357c130778fe74df54a4" args="() const" --> 
     141const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#19cabf296793357c130778fe74df54a4">_B</a> () const</td></tr> 
     142 
     143<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5731f429df4a70dc0d0d1e6ea8e35125"></a><!-- doxytag: member="bdm::KalmanCh::_C" ref="5731f429df4a70dc0d0d1e6ea8e35125" args="() const" --> 
     145const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#5731f429df4a70dc0d0d1e6ea8e35125">_C</a> () const</td></tr> 
     146 
     147<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="286286acb308f9ee596cab9af503b252"></a><!-- doxytag: member="bdm::KalmanCh::_D" ref="286286acb308f9ee596cab9af503b252" args="() const" --> 
     149const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#286286acb308f9ee596cab9af503b252">_D</a> () const</td></tr> 
     150 
     151<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38a71e31f22f5459d10c3cbee1e4d977"></a><!-- doxytag: member="bdm::KalmanCh::_Q" ref="38a71e31f22f5459d10c3cbee1e4d977" args="() const" --> 
     153const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#38a71e31f22f5459d10c3cbee1e4d977">_Q</a> () const</td></tr> 
     154 
     155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="69ddac45b7a4efbf83b2232d0d5595ba"></a><!-- doxytag: member="bdm::KalmanCh::_R" ref="69ddac45b7a4efbf83b2232d0d5595ba" args="() const" --> 
     157const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#69ddac45b7a4efbf83b2232d0d5595ba">_R</a> () const</td></tr> 
     158 
     159<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     160<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
     161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::KalmanCh::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
     162virtual 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> 
     163 
     164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     165<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr> 
     166 
     167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::KalmanCh::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
     168vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr> 
     169 
     170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
     171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::KalmanCh::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 
     172virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 
     173 
     174<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_20.png">. <br></td></tr> 
     175<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::KalmanCh::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
     176virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 
     177 
     178<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png">. <br></td></tr> 
     179<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
     180<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::KalmanCh::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
     181const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
     182 
     183<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::KalmanCh::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
     184void&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> 
     185 
     186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::KalmanCh::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
     187void&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> 
     188 
     189<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::KalmanCh::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
     190double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
     191 
     192<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::KalmanCh::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
     193void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
     194 
     195<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     196<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aac28e226fe6cbff5a9ae38d8d025d7a"></a><!-- doxytag: member="bdm::KalmanCh::yrv" ref="aac28e226fe6cbff5a9ae38d8d025d7a" args="" --> 
     197<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#aac28e226fe6cbff5a9ae38d8d025d7a">yrv</a></td></tr> 
     198 
     199<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">id of output <br></td></tr> 
     200<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44d4a8ab05d5311286e1da78b831633e"></a><!-- doxytag: member="bdm::KalmanCh::urv" ref="44d4a8ab05d5311286e1da78b831633e" args="" --> 
     201<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#44d4a8ab05d5311286e1da78b831633e">urv</a></td></tr> 
     202 
     203<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">id of input <br></td></tr> 
     204<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bd69dfb802465f22dd84d73a180d5c92"></a><!-- doxytag: member="bdm::KalmanCh::_K" ref="bd69dfb802465f22dd84d73a180d5c92" args="" --> 
     205mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#bd69dfb802465f22dd84d73a180d5c92">_K</a></td></tr> 
     206 
     207<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Kalman gain. <br></td></tr> 
     208<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c83599f2541eb01de329f7b0bb35bf43"></a><!-- doxytag: member="bdm::KalmanCh::est" ref="c83599f2541eb01de329f7b0bb35bf43" args="" --> 
     209<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1chmat.html">chmat</a> &gt; &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c83599f2541eb01de329f7b0bb35bf43">est</a></td></tr> 
     210 
     211<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior <br></td></tr> 
     212<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba555c394c429f6831c9bbabfa2c944c"></a><!-- doxytag: member="bdm::KalmanCh::fy" ref="ba555c394c429f6831c9bbabfa2c944c" args="" --> 
     213<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1chmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#ba555c394c429f6831c9bbabfa2c944c">fy</a></td></tr> 
     214 
     215<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">marginal on data f(y|y) <br></td></tr> 
     216<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::KalmanCh::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
     217<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> 
     218 
     219<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 
     220<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::KalmanCh::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 
     221double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
     222 
     223<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     224<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::KalmanCh::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
     225bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
     226 
     227<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> 
     228<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c3120f1c9cd7c3a0ba9944e4a2381f21"></a><!-- doxytag: member="bdm::KalmanCh::dimx" ref="c3120f1c9cd7c3a0ba9944e4a2381f21" args="" --> 
     229int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21">dimx</a></td></tr> 
     230 
     231<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br></td></tr> 
     232<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3b784d85ca911866225a79193ae1441f"></a><!-- doxytag: member="bdm::KalmanCh::dimy" ref="3b784d85ca911866225a79193ae1441f" args="" --> 
     233int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f">dimy</a></td></tr> 
     234 
     235<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br></td></tr> 
     236<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="95bb59ffbfd34c55d03d4d7a2a9b4faf"></a><!-- doxytag: member="bdm::KalmanCh::dimu" ref="95bb59ffbfd34c55d03d4d7a2a9b4faf" args="" --> 
     237int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#95bb59ffbfd34c55d03d4d7a2a9b4faf">dimu</a></td></tr> 
     238 
     239<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br></td></tr> 
     240<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de7d828a8d06cbbd5ac45afeaf9f0c7b"></a><!-- doxytag: member="bdm::KalmanCh::A" ref="de7d828a8d06cbbd5ac45afeaf9f0c7b" args="" --> 
     241mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#de7d828a8d06cbbd5ac45afeaf9f0c7b">A</a></td></tr> 
     242 
     243<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br></td></tr> 
     244<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0cdaa906550290b759a1584d02b3ca51"></a><!-- doxytag: member="bdm::KalmanCh::B" ref="0cdaa906550290b759a1584d02b3ca51" args="" --> 
     245mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#0cdaa906550290b759a1584d02b3ca51">B</a></td></tr> 
     246 
     247<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br></td></tr> 
     248<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7ec82d2200c956cff6dff559bd32ff9"></a><!-- doxytag: member="bdm::KalmanCh::C" ref="c7ec82d2200c956cff6dff559bd32ff9" args="" --> 
     249mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#c7ec82d2200c956cff6dff559bd32ff9">C</a></td></tr> 
     250 
     251<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br></td></tr> 
     252<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5769a41b34eb518716120cf04dbc23f"></a><!-- doxytag: member="bdm::KalmanCh::D" ref="d5769a41b34eb518716120cf04dbc23f" args="" --> 
     253mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#d5769a41b34eb518716120cf04dbc23f">D</a></td></tr> 
     254 
     255<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br></td></tr> 
     256<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="66248c83836424f1cd7c1b5b9a92cf1f"></a><!-- doxytag: member="bdm::KalmanCh::Q" ref="66248c83836424f1cd7c1b5b9a92cf1f" args="" --> 
     257<a class="el" href="classbdm_1_1chmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f">Q</a></td></tr> 
     258 
     259<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr> 
     260<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11dd3493d62ec9329860386adb3e6084"></a><!-- doxytag: member="bdm::KalmanCh::R" ref="11dd3493d62ec9329860386adb3e6084" args="" --> 
     261<a class="el" href="classbdm_1_1chmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#11dd3493d62ec9329860386adb3e6084">R</a></td></tr> 
     262 
     263<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br></td></tr> 
     264<tr><td colspan="2"><div class="groupHeader">Internal storage - needs initialize()</div></td></tr> 
     265<tr><td colspan="2"><div class="groupText">pre array (triangular matrix) <br><br></div></td></tr> 
     266<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="48611c8582706cfa62e832be0972e75d"></a><!-- doxytag: member="bdm::KalmanCh::preA" ref="48611c8582706cfa62e832be0972e75d" args="" --> 
     267mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>preA</b></td></tr> 
     268 
     269<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bcbd68f51d4b57246e7784ca5900171f"></a><!-- doxytag: member="bdm::KalmanCh::postA" ref="bcbd68f51d4b57246e7784ca5900171f" args="" --> 
     270mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#bcbd68f51d4b57246e7784ca5900171f">postA</a></td></tr> 
     271 
     272<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">post array (triangular matrix) <br></td></tr> 
     273<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> 
     274<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> 
     275<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::KalmanCh::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
     276const <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> 
     277 
     278<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     279<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::KalmanCh::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" --> 
     280virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr> 
     281 
     282<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 
     283<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::KalmanCh::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" --> 
     284<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> 
     285 
     286<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr> 
     287<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr> 
     288<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::KalmanCh::set_options" ref="adb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" --> 
     289virtual 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> 
     290 
     291<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br></td></tr> 
     292<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::KalmanCh::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" --> 
     293virtual 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> 
     294 
     295<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> 
     296<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::KalmanCh::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" --> 
     297virtual 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> 
     298 
     299<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::KalmanCh::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" --> 
     300ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 
     301 
     302<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> 
     303<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::KalmanCh::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" --> 
     304ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> 
     305 
     306<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> 
     307</table> 
     308<hr><a name="_details"></a><h2>Detailed Description</h2> 
     309<a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filter in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form.  
     310<p> 
     311Trivial example: <div class="fragment"><pre class="fragment"><span class="preprocessor">#include "<a class="code" href="kalman_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.">estim/kalman.h</a>"</span> 
    80312<span class="keyword">using namespace </span>bdm; 
    81313 
    … …  
    103335        } 
    104336        <span class="comment">//print results</span> 
    105         cout &lt;&lt; <span class="stringliteral">&quot;Posterior estimate of x is: &quot;</span>  &lt;&lt; endl; 
    106         cout &lt;&lt; <span class="stringliteral">&quot;mean: &quot;</span> &lt;&lt; KF.posterior().mean() &lt;&lt; endl; 
    107         cout &lt;&lt; <span class="stringliteral">&quot;variance: &quot;</span> &lt;&lt; KF.posterior().variance() &lt;&lt; endl; 
     337        cout &lt;&lt; <span class="stringliteral">"Posterior estimate of x is: "</span>  &lt;&lt; endl; 
     338        cout &lt;&lt; <span class="stringliteral">"mean: "</span> &lt;&lt; KF.posterior().mean() &lt;&lt; endl; 
     339        cout &lt;&lt; <span class="stringliteral">"variance: "</span> &lt;&lt; KF.posterior().variance() &lt;&lt; endl; 
    108340} 
    109 </pre></div><p>Complete constructor: </p> 
    110  
    111 <p><code>#include &lt;<a class="el" href="kalman_8h_source.html">kalman.h</a>&gt;</code></p> 
    112  
    113 <p><a href="classbdm_1_1KalmanCh-members.html">List of all members.</a></p> 
    114 <table border="0" cellpadding="0" cellspacing="0"> 
    115 <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> 
    116 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a24ce65bdaa538d4d5153d709a929b996"></a><!-- doxytag: member="bdm::KalmanCh::_copy_" ref="a24ce65bdaa538d4d5153d709a929b996" args="() const " --> 
    117 <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#a24ce65bdaa538d4d5153d709a929b996">_copy_</a> () const </td></tr> 
    118 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">copy constructor <br/></td></tr> 
    119 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a20a4d4c664e8ac8a3f1bb7b0d11c6d87"></a><!-- doxytag: member="bdm::KalmanCh::set_parameters" ref="a20a4d4c664e8ac8a3f1bb7b0d11c6d87" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const chmat &amp;Q0, const chmat &amp;R0)" --> 
    120 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#a20a4d4c664e8ac8a3f1bb7b0d11c6d87">set_parameters</a> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;Q0, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;R0)</td></tr> 
    121 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set parameters for adapt from <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> <br/></td></tr> 
    122 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac983b1a2687312ab733d4c859cf83c1e"></a><!-- doxytag: member="bdm::KalmanCh::initialize" ref="ac983b1a2687312ab733d4c859cf83c1e" args="()" --> 
    123 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#ac983b1a2687312ab733d4c859cf83c1e">initialize</a> ()</td></tr> 
    124 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">initialize internal parametetrs <br/></td></tr> 
    125 <tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#ab41fe5540548100b08e1684c3be767b6">bayes</a> (const vec &amp;dt)</td></tr> 
    126 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions.  <a href="#ab41fe5540548100b08e1684c3be767b6"></a><br/></td></tr> 
    127 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a13f68cef5b14c8753012ad3ed695689d"></a><!-- doxytag: member="bdm::KalmanCh::from_setting" ref="a13f68cef5b14c8753012ad3ed695689d" args="(const Setting &amp;set)" --> 
    128 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#a13f68cef5b14c8753012ad3ed695689d">from_setting</a> (const Setting &amp;set)</td></tr> 
    129 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">load basic elements of <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> from structure <br/></td></tr> 
    130 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad9107617cd5482272ab046849cbfff49"></a><!-- doxytag: member="bdm::KalmanCh::set_statistics" ref="ad9107617cd5482272ab046849cbfff49" args="(const vec &amp;mu0, const mat &amp;P0)" --> 
    131 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &amp;mu0, const mat &amp;P0)</td></tr> 
    132 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a28cded9e5f44f654cd383503e4e9694c"></a><!-- doxytag: member="bdm::KalmanCh::set_statistics" ref="a28cded9e5f44f654cd383503e4e9694c" args="(const vec &amp;mu0, const chmat &amp;P0)" --> 
    133 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &amp;mu0, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;P0)</td></tr> 
    134 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8b0c3db41eb292edb20b826832c9b5fa"></a><!-- doxytag: member="bdm::KalmanCh::posterior" ref="a8b0c3db41eb292edb20b826832c9b5fa" args="() const" --> 
    135 const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1chmat.html">chmat</a> &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a8b0c3db41eb292edb20b826832c9b5fa">posterior</a> () const</td></tr> 
    136 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior <br/></td></tr> 
    137 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4da2fdd01e9b335b133def9814eb0620"></a><!-- doxytag: member="bdm::KalmanCh::shared_posterior" ref="a4da2fdd01e9b335b133def9814eb0620" args="()" --> 
    138 <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1epdf.html">epdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a4da2fdd01e9b335b133def9814eb0620">shared_posterior</a> ()</td></tr> 
    139 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">shared posterior <br/></td></tr> 
    140 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a34c508e3a9081be46e57634c2079bff4"></a><!-- doxytag: member="bdm::KalmanCh::validate" ref="a34c508e3a9081be46e57634c2079bff4" args="()" --> 
    141 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr> 
    142 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::KalmanCh::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> 
    143 virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
    144 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> 
    145 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::KalmanCh::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " --> 
    146 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> 
    147 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> 
    148 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::KalmanCh::_dimx" ref="ab1972e00d9b9dd22a0f983c7cb0b8b40" args="()" --> 
    149 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ab1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr> 
    150 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    151 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af3d83a4b39e05df9fb4246fd6ddc2a60"></a><!-- doxytag: member="bdm::KalmanCh::_dimy" ref="af3d83a4b39e05df9fb4246fd6ddc2a60" args="()" --> 
    152 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#af3d83a4b39e05df9fb4246fd6ddc2a60">_dimy</a> ()</td></tr> 
    153 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    154 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa238842025a0eaade26d5d79a0e9000e"></a><!-- doxytag: member="bdm::KalmanCh::_dimu" ref="aa238842025a0eaade26d5d79a0e9000e" args="()" --> 
    155 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aa238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</td></tr> 
    156 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    157 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aae0dd610bf28f52c4c7acec87e39ed5e"></a><!-- doxytag: member="bdm::KalmanCh::_A" ref="aae0dd610bf28f52c4c7acec87e39ed5e" args="() const" --> 
    158 const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aae0dd610bf28f52c4c7acec87e39ed5e">_A</a> () const</td></tr> 
    159 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    160 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a19cabf296793357c130778fe74df54a4"></a><!-- doxytag: member="bdm::KalmanCh::_B" ref="a19cabf296793357c130778fe74df54a4" args="() const" --> 
    161 const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a19cabf296793357c130778fe74df54a4">_B</a> () const</td></tr> 
    162 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    163 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5731f429df4a70dc0d0d1e6ea8e35125"></a><!-- doxytag: member="bdm::KalmanCh::_C" ref="a5731f429df4a70dc0d0d1e6ea8e35125" args="() const" --> 
    164 const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a5731f429df4a70dc0d0d1e6ea8e35125">_C</a> () const</td></tr> 
    165 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    166 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a286286acb308f9ee596cab9af503b252"></a><!-- doxytag: member="bdm::KalmanCh::_D" ref="a286286acb308f9ee596cab9af503b252" args="() const" --> 
    167 const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a286286acb308f9ee596cab9af503b252">_D</a> () const</td></tr> 
    168 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    169 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a38a71e31f22f5459d10c3cbee1e4d977"></a><!-- doxytag: member="bdm::KalmanCh::_Q" ref="a38a71e31f22f5459d10c3cbee1e4d977" args="() const" --> 
    170 const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a38a71e31f22f5459d10c3cbee1e4d977">_Q</a> () const</td></tr> 
    171 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    172 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a69ddac45b7a4efbf83b2232d0d5595ba"></a><!-- doxytag: member="bdm::KalmanCh::_R" ref="a69ddac45b7a4efbf83b2232d0d5595ba" args="() const" --> 
    173 const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a69ddac45b7a4efbf83b2232d0d5595ba">_R</a> () const</td></tr> 
    174 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    175 <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    176 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> 
    177 <br/><br/></div></td></tr> 
    178 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::KalmanCh::bayesB" ref="a1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
    179 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> 
    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" align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr> 
    182 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::KalmanCh::logpred_m" ref="a0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
    183 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> 
    184 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br/></td></tr> 
    185 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::KalmanCh::epredictor" ref="a688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 
    186 virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 
    187 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_20.png"/>. <br/></td></tr> 
    188 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::KalmanCh::predictor" ref="a598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
    189 virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 
    190 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png"/>. <br/></td></tr> 
    191 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    192 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> 
    193 <br/><br/></div></td></tr> 
    194 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::KalmanCh::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
    195 const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
    196 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::KalmanCh::set_drv" ref="af135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
    197 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
    198 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::KalmanCh::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
    199 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
    200 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::KalmanCh::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    201 double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
    202 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::KalmanCh::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
    203 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
    204 <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> 
    205 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaac28e226fe6cbff5a9ae38d8d025d7a"></a><!-- doxytag: member="bdm::KalmanCh::yrv" ref="aaac28e226fe6cbff5a9ae38d8d025d7a" args="" --> 
    206 <a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#aaac28e226fe6cbff5a9ae38d8d025d7a">yrv</a></td></tr> 
    207 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">id of output <br/></td></tr> 
    208 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a44d4a8ab05d5311286e1da78b831633e"></a><!-- doxytag: member="bdm::KalmanCh::urv" ref="a44d4a8ab05d5311286e1da78b831633e" 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_1Kalman.html#a44d4a8ab05d5311286e1da78b831633e">urv</a></td></tr> 
    210 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">id of input <br/></td></tr> 
    211 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abd69dfb802465f22dd84d73a180d5c92"></a><!-- doxytag: member="bdm::KalmanCh::_K" ref="abd69dfb802465f22dd84d73a180d5c92" args="" --> 
    212 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#abd69dfb802465f22dd84d73a180d5c92">_K</a></td></tr> 
    213 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Kalman gain. <br/></td></tr> 
    214 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac83599f2541eb01de329f7b0bb35bf43"></a><!-- doxytag: member="bdm::KalmanCh::est" ref="ac83599f2541eb01de329f7b0bb35bf43" args="" --> 
    215 <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1chmat.html">chmat</a> &gt; &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#ac83599f2541eb01de329f7b0bb35bf43">est</a></td></tr> 
    216 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior <br/></td></tr> 
    217 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aba555c394c429f6831c9bbabfa2c944c"></a><!-- doxytag: member="bdm::KalmanCh::fy" ref="aba555c394c429f6831c9bbabfa2c944c" args="" --> 
    218 <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1chmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#aba555c394c429f6831c9bbabfa2c944c">fy</a></td></tr> 
    219 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">marginal on data f(y|y) <br/></td></tr> 
    220 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::KalmanCh::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" --> 
    221 <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> 
    222 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr> 
    223 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::KalmanCh::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" --> 
    224 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
    225 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr> 
    226 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::KalmanCh::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
    227 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
    228 <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> 
    229 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac3120f1c9cd7c3a0ba9944e4a2381f21"></a><!-- doxytag: member="bdm::KalmanCh::dimx" ref="ac3120f1c9cd7c3a0ba9944e4a2381f21" args="" --> 
    230 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21">dimx</a></td></tr> 
    231 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br/></td></tr> 
    232 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3b784d85ca911866225a79193ae1441f"></a><!-- doxytag: member="bdm::KalmanCh::dimy" ref="a3b784d85ca911866225a79193ae1441f" args="" --> 
    233 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f">dimy</a></td></tr> 
    234 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br/></td></tr> 
    235 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a95bb59ffbfd34c55d03d4d7a2a9b4faf"></a><!-- doxytag: member="bdm::KalmanCh::dimu" ref="a95bb59ffbfd34c55d03d4d7a2a9b4faf" args="" --> 
    236 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a95bb59ffbfd34c55d03d4d7a2a9b4faf">dimu</a></td></tr> 
    237 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br/></td></tr> 
    238 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade7d828a8d06cbbd5ac45afeaf9f0c7b"></a><!-- doxytag: member="bdm::KalmanCh::A" ref="ade7d828a8d06cbbd5ac45afeaf9f0c7b" args="" --> 
    239 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ade7d828a8d06cbbd5ac45afeaf9f0c7b">A</a></td></tr> 
    240 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br/></td></tr> 
    241 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0cdaa906550290b759a1584d02b3ca51"></a><!-- doxytag: member="bdm::KalmanCh::B" ref="a0cdaa906550290b759a1584d02b3ca51" args="" --> 
    242 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a0cdaa906550290b759a1584d02b3ca51">B</a></td></tr> 
    243 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br/></td></tr> 
    244 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac7ec82d2200c956cff6dff559bd32ff9"></a><!-- doxytag: member="bdm::KalmanCh::C" ref="ac7ec82d2200c956cff6dff559bd32ff9" args="" --> 
    245 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ac7ec82d2200c956cff6dff559bd32ff9">C</a></td></tr> 
    246 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br/></td></tr> 
    247 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad5769a41b34eb518716120cf04dbc23f"></a><!-- doxytag: member="bdm::KalmanCh::D" ref="ad5769a41b34eb518716120cf04dbc23f" args="" --> 
    248 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ad5769a41b34eb518716120cf04dbc23f">D</a></td></tr> 
    249 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br/></td></tr> 
    250 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a66248c83836424f1cd7c1b5b9a92cf1f"></a><!-- doxytag: member="bdm::KalmanCh::Q" ref="a66248c83836424f1cd7c1b5b9a92cf1f" args="" --> 
    251 <a class="el" href="classbdm_1_1chmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f">Q</a></td></tr> 
    252 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br/></td></tr> 
    253 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a11dd3493d62ec9329860386adb3e6084"></a><!-- doxytag: member="bdm::KalmanCh::R" ref="a11dd3493d62ec9329860386adb3e6084" args="" --> 
    254 <a class="el" href="classbdm_1_1chmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a11dd3493d62ec9329860386adb3e6084">R</a></td></tr> 
    255 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br/></td></tr> 
    256 <tr><td colspan="2"><div class="groupHeader">Internal storage - needs initialize()</div></td></tr> 
    257 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp8e7cc8660ce5a5290690101f4a487179"></a> pre array (triangular matrix) </p> 
    258 <br/><br/></div></td></tr> 
    259 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a48611c8582706cfa62e832be0972e75d"></a><!-- doxytag: member="bdm::KalmanCh::preA" ref="a48611c8582706cfa62e832be0972e75d" args="" --> 
    260 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>preA</b></td></tr> 
    261 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abcbd68f51d4b57246e7784ca5900171f"></a><!-- doxytag: member="bdm::KalmanCh::postA" ref="abcbd68f51d4b57246e7784ca5900171f" args="" --> 
    262 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#abcbd68f51d4b57246e7784ca5900171f">postA</a></td></tr> 
    263 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">post array (triangular matrix) <br/></td></tr> 
    264 <tr><td colspan="2"><h2>Extension to conditional BM</h2></td></tr> 
    265 <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> 
    266 <br/><br/></td></tr> 
    267 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::KalmanCh::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
    268 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> 
    269 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    270 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::KalmanCh::condition" ref="a6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" --> 
    271 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr> 
    272 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr> 
    273 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::KalmanCh::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" --> 
    274 <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> 
    275 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br/></td></tr> 
    276 <tr><td colspan="2"><h2>Logging of results</h2></td></tr> 
    277 <tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p> 
    278 <br/><br/></td></tr> 
    279 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aadb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::KalmanCh::set_options" ref="aadb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" --> 
    280 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> 
    281 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br/></td></tr> 
    282 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::KalmanCh::log_add" ref="a2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" --> 
    283 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> 
    284 <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> 
    285 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::KalmanCh::logit" ref="ab517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" --> 
    286 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L)</td></tr> 
    287 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::KalmanCh::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" --> 
    288 ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 
    289 <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> 
    290 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::KalmanCh::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" --> 
    291 ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> 
    292 <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> 
    293 </table> 
    294 <hr/><h2>Member Function Documentation</h2> 
    295 <a class="anchor" id="ab41fe5540548100b08e1684c3be767b6"></a><!-- doxytag: member="bdm::KalmanCh::bayes" ref="ab41fe5540548100b08e1684c3be767b6" args="(const vec &amp;dt)" --> 
     341</pre></div><p> 
     342Complete constructor: <hr><h2>Member Function Documentation</h2> 
     343<a class="anchor" name="b41fe5540548100b08e1684c3be767b6"></a><!-- doxytag: member="bdm::KalmanCh::bayes" ref="b41fe5540548100b08e1684c3be767b6" args="(const vec &amp;dt)" --> 
    296344<div class="memitem"> 
    297345<div class="memproto"> 
    298346      <table class="memname"> 
    299347        <tr> 
    300           <td class="memname">void bdm::KalmanCh::bayes </td> 
     348          <td class="memname">void bdm::KalmanCh::bayes           </td> 
    301349          <td>(</td> 
    302350          <td class="paramtype">const vec &amp;&nbsp;</td> 
    303           <td class="paramname"> <em>dt</em></td> 
     351          <td class="paramname"> <em>dt</em>          </td> 
    304352          <td>&nbsp;)&nbsp;</td> 
    305353          <td><code> [virtual]</code></td> 
    … …  
    309357<div class="memdoc"> 
    310358 
    311 <p>Here dt = [yt;ut] of appropriate dimensions. </p> 
    312 <p>The following equality hold::</p> 
    313 <p class="formulaDsp"> 
    314 <img class="formulaDsp" alt="\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' &amp; P_{t|t-1}^{0.5}CA'\\ &amp; Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} &amp; KA'\\ &amp; P_{t+1|t}^{0.5}\\ \\\end{array}\right]\]" src="form_39.png"/> 
    315 </p> 
    316 <p>Thus this object evaluates only predictors! Not filtering densities. </p> 
    317  
    318 <p>Implements <a class="el" href="classbdm_1_1BM.html#a60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p> 
    319  
    320 <p>Reimplemented in <a class="el" href="classbdm_1_1EKFCh.html#a4c8609c37290b158f88a31dae4047225">bdm::EKFCh</a>.</p> 
     359<p> 
     360Here dt = [yt;ut] of appropriate dimensions.  
     361<p> 
     362The following equality hold::<p class="formulaDsp"> 
     363<img class="formulaDsp" alt="\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' &amp; P_{t|t-1}^{0.5}CA'\\ &amp; Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} &amp; KA'\\ &amp; P_{t+1|t}^{0.5}\\ \\\end{array}\right]\]" src="form_39.png"> 
     364<p> 
     365<p> 
     366Thus this object evaluates only predictors! Not filtering densities.  
     367<p>Implements <a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p> 
     368 
     369<p>Reimplemented in <a class="el" href="classbdm_1_1EKFCh.html#4c8609c37290b158f88a31dae4047225">bdm::EKFCh</a>.</p> 
    321370 
    322371<p>References <a class="el" href="chmat_8h_source.html#l00090">bdm::chmat::_Ch()</a>, <a class="el" href="kalman_8h_source.html#l00110">bdm::Kalman&lt; chmat &gt;::_K</a>, <a class="el" href="kalman_8h_source.html#l00043">bdm::StateSpace&lt; chmat &gt;::A</a>, <a class="el" href="kalman_8h_source.html#l00045">bdm::StateSpace&lt; chmat &gt;::B</a>, <a class="el" href="bdmerror_8h_source.html#l00059">bdm_warning</a>, <a class="el" href="kalman_8h_source.html#l00047">bdm::StateSpace&lt; chmat &gt;::C</a>, <a class="el" href="kalman_8h_source.html#l00049">bdm::StateSpace&lt; chmat &gt;::D</a>, <a class="el" href="kalman_8h_source.html#l00041">bdm::StateSpace&lt; chmat &gt;::dimu</a>, <a class="el" href="kalman_8h_source.html#l00037">bdm::StateSpace&lt; chmat &gt;::dimx</a>, <a class="el" href="kalman_8h_source.html#l00039">bdm::StateSpace&lt; chmat &gt;::dimy</a>, <a class="el" href="kalman_8h_source.html#l00112">bdm::Kalman&lt; chmat &gt;::est</a>, <a class="el" href="bdmbase_8h_source.html#l01063">bdm::BM::evalll</a>, <a class="el" href="exp__family_8h_source.html#l00054">bdm::eEF::evallog()</a>, <a class="el" href="kalman_8h_source.html#l00114">bdm::Kalman&lt; chmat &gt;::fy</a>, <a class="el" href="bdmbase_8h_source.html#l01061">bdm::BM::ll</a>, and <a class="el" href="kalman_8h_source.html#l00172">postA</a>.</p> 
    323372 
    324373</div> 
    325 </div> 
    326 <a class="anchor" id="a50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::KalmanCh::logpred" ref="a50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " --> 
     374</div><p> 
     375<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::KalmanCh::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " --> 
    327376<div class="memitem"> 
    328377<div class="memproto"> 
    329378      <table class="memname"> 
    330379        <tr> 
    331           <td class="memname">virtual double bdm::BM::logpred </td> 
     380          <td class="memname">virtual double bdm::BM::logpred           </td> 
    332381          <td>(</td> 
    333382          <td class="paramtype">const vec &amp;&nbsp;</td> 
    334           <td class="paramname"> <em>dt</em></td> 
     383          <td class="paramname"> <em>dt</em>          </td> 
    335384          <td>&nbsp;)&nbsp;</td> 
    336385          <td> const<code> [inline, virtual, inherited]</code></td> 
    … …  
    339388</div> 
    340389<div class="memdoc"> 
    341 <p>Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. </p> 
    342  
    343 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#a080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#ada724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#ae157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p> 
     390 
     391<p> 
     392Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.  
     393<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p> 
    344394 
    345395<p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p> 
    … …  
    348398 
    349399</div> 
    350 </div> 
    351 <hr/>The documentation for this class was generated from the following files:<ul> 
    352 <li><a class="el" href="kalman_8h_source.html">kalman.h</a></li> 
    353 <li>kalman.cpp</li> 
    354 </ul> 
    355 </div> 
    356 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 27 00:49:06 2009 for mixpp by&nbsp; 
     400</div><p> 
     401<hr>The documentation for this class was generated from the following files:<ul> 
     402<li><a class="el" href="kalman_8h_source.html">kalman.h</a><li>kalman.cpp</ul> 
     403</div> 
     404<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:47 2009 for mixpp by&nbsp; 
    357405<a href="http://www.doxygen.org/index.html"> 
    358 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> 
     406<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
    359407</body> 
    360408</html>