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    53<title>mixpp: bdm::MultiModel Class Reference</title> 
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    73 <h1>bdm::MultiModel Class Reference</h1><!-- doxytag: class="bdm::MultiModel" --><!-- doxytag: inherits="bdm::BM" --> 
    74 <p>(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness).   
    75 <a href="#_details">More...</a></p> 
    76 <hr/><a name="_details"></a><h2>Detailed Description</h2> 
    77 <p>(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness). </p> 
    78 <p>The statistics of the resulting density are merged using (geometric?) combination.</p> 
    79 <p>The next step is performed with the new statistics for all models. </p> 
    80  
    81 <p><code>#include &lt;<a class="el" href="kalman_8h_source.html">kalman.h</a>&gt;</code></p> 
    82  
    83 <p><a href="classbdm_1_1MultiModel-members.html">List of all members.</a></p> 
    84 <table border="0" cellpadding="0" cellspacing="0"> 
    85 <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> 
    86 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad8784dd4aa94f13d8396f4988cf8c74b"></a><!-- doxytag: member="bdm::MultiModel::set_parameters" ref="ad8784dd4aa94f13d8396f4988cf8c74b" args="(Array&lt; EKFCh * &gt; A, int pol0=1)" --> 
     70<h1>bdm::MultiModel Class Reference</h1><!-- doxytag: class="bdm::MultiModel" --><!-- doxytag: inherits="bdm::BM" -->(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness).   
     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_1MultiModel-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="d8784dd4aa94f13d8396f4988cf8c74b"></a><!-- doxytag: member="bdm::MultiModel::set_parameters" ref="d8784dd4aa94f13d8396f4988cf8c74b" args="(Array&lt; EKFCh * &gt; A, int pol0=1)" --> 
    8781void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (Array&lt; <a class="el" href="classbdm_1_1EKFCh.html">EKFCh</a> * &gt; A, int pol0=1)</td></tr> 
    88 <tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#aa915deeddb0e94c337d02ebc0abe535e">bayes</a> (const vec &amp;dt)</td></tr> 
    89 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#aa915deeddb0e94c337d02ebc0abe535e"></a><br/></td></tr> 
    90 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2af3f8dc10dfdae0ddc8160a9f36aaee"></a><!-- doxytag: member="bdm::MultiModel::posterior" ref="a2af3f8dc10dfdae0ddc8160a9f36aaee" args="() const " --> 
    91 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_1MultiModel.html#a2af3f8dc10dfdae0ddc8160a9f36aaee">posterior</a> () const </td></tr> 
    92 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br/></td></tr> 
    93 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7bd320fa2540883749b3f83cf2261878"></a><!-- doxytag: member="bdm::MultiModel::from_setting" ref="a7bd320fa2540883749b3f83cf2261878" args="(const Setting &amp;set)" --> 
    94 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#a7bd320fa2540883749b3f83cf2261878">from_setting</a> (const Setting &amp;set)</td></tr> 
    95 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br/></td></tr> 
    96 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::MultiModel::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> 
    97 virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
    98 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> 
    99 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::MultiModel::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " --> 
    100 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> 
    101 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> 
    102 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::MultiModel::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> 
    103 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> 
    104 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br/></td></tr> 
     82 
     83<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#a915deeddb0e94c337d02ebc0abe535e">bayes</a> (const vec &amp;dt)</td></tr> 
     84 
     85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a915deeddb0e94c337d02ebc0abe535e"></a><br></td></tr> 
     86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2af3f8dc10dfdae0ddc8160a9f36aaee"></a><!-- doxytag: member="bdm::MultiModel::posterior" ref="2af3f8dc10dfdae0ddc8160a9f36aaee" args="() const " --> 
     87const <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_1MultiModel.html#2af3f8dc10dfdae0ddc8160a9f36aaee">posterior</a> () const </td></tr> 
     88 
     89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br></td></tr> 
     90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7bd320fa2540883749b3f83cf2261878"></a><!-- doxytag: member="bdm::MultiModel::from_setting" ref="7bd320fa2540883749b3f83cf2261878" args="(const Setting &amp;set)" --> 
     91void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#7bd320fa2540883749b3f83cf2261878">from_setting</a> (const Setting &amp;set)</td></tr> 
     92 
     93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr> 
     94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::MultiModel::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> 
     95virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
     96 
     97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> 
     98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::MultiModel::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " --> 
     99virtual 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> 
     100 
     101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> 
     102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::MultiModel::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> 
     103virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> 
     104 
     105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr> 
    105106<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    106 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p> 
    107 <br/><br/></div></td></tr> 
    108 <tr><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr> 
     107<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr> 
     108 
    109109<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    110 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> 
    111 <br/><br/></div></td></tr> 
    112 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::MultiModel::bayesB" ref="a1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
    113 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> 
    114 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br/></td></tr> 
    115 <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> 
    116 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::MultiModel::logpred_m" ref="a0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
    117 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> 
    118 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br/></td></tr> 
    119 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::MultiModel::epredictor" ref="a688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 
    120 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> 
    121 <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}) $" src="form_20.png"/>. <br/></td></tr> 
    122 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MultiModel::predictor" ref="a598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
    123 virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 
    124 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png"/>. <br/></td></tr> 
     110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::MultiModel::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
     111virtual 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> 
     112 
     113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     114<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> 
     115 
     116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::MultiModel::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
     117vec&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> 
     118 
     119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
     120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::MultiModel::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 
     121virtual <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> 
     122 
     123<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}) $" src="form_20.png">. <br></td></tr> 
     124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MultiModel::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
     125virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 
     126 
     127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png">. <br></td></tr> 
    125128<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    126 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> 
    127 <br/><br/></div></td></tr> 
    128 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MultiModel::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
     129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MultiModel::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
    129130const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
    130 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::MultiModel::set_drv" ref="af135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
     131 
     132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::MultiModel::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
    131133void&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> 
    132 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::MultiModel::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
     134 
     135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::MultiModel::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
    133136void&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> 
    134 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MultiModel::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
     137 
     138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MultiModel::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    135139double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
    136 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::MultiModel::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
     140 
     141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::MultiModel::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
    137142void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
    138 <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> 
    139 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a33de5d07ee774070632de8963b5d4c93"></a><!-- doxytag: member="bdm::MultiModel::Models" ref="a33de5d07ee774070632de8963b5d4c93" args="" --> 
    140 Array&lt; <a class="el" href="classbdm_1_1EKFCh.html">EKFCh</a> * &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#a33de5d07ee774070632de8963b5d4c93">Models</a></td></tr> 
    141 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">List of models between which we switch. <br/></td></tr> 
    142 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aef85ea61575bffa8beac8040869ee47a"></a><!-- doxytag: member="bdm::MultiModel::w" ref="aef85ea61575bffa8beac8040869ee47a" args="" --> 
    143 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#aef85ea61575bffa8beac8040869ee47a">w</a></td></tr> 
    144 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">vector of model weights <br/></td></tr> 
    145 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7b4012fc2208ce4ddd5c0d1fe69d7634"></a><!-- doxytag: member="bdm::MultiModel::_lls" ref="a7b4012fc2208ce4ddd5c0d1fe69d7634" args="" --> 
    146 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#a7b4012fc2208ce4ddd5c0d1fe69d7634">_lls</a></td></tr> 
    147 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of model lls <br/></td></tr> 
    148 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9b56bcde4664bd53f8995d7ee7ed415c"></a><!-- doxytag: member="bdm::MultiModel::policy" ref="a9b56bcde4664bd53f8995d7ee7ed415c" args="" --> 
    149 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#a9b56bcde4664bd53f8995d7ee7ed415c">policy</a></td></tr> 
    150 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">type of switching policy [1=maximum,2=...] <br/></td></tr> 
    151 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad665551d045b1a1055eeb9185558ff0b"></a><!-- doxytag: member="bdm::MultiModel::est" ref="ad665551d045b1a1055eeb9185558ff0b" args="" --> 
    152 <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_1MultiModel.html#ad665551d045b1a1055eeb9185558ff0b">est</a></td></tr> 
    153 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal statistics <br/></td></tr> 
    154 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MultiModel::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" --> 
    155 <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> 
    156 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr> 
    157 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MultiModel::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" --> 
    158 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
    159 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr> 
    160 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MultiModel::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
    161 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
    162 <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> 
    163 <tr><td colspan="2"><h2>Extension to conditional BM</h2></td></tr> 
    164 <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> 
    165 <br/><br/></td></tr> 
    166 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::MultiModel::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
    167 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> 
    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="a6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::MultiModel::condition" ref="a6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" --> 
    170 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> 
    171 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr> 
    172 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::MultiModel::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" --> 
    173 <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> 
    174 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br/></td></tr> 
    175 <tr><td colspan="2"><h2>Logging of results</h2></td></tr> 
    176 <tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p> 
    177 <br/><br/></td></tr> 
    178 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aadb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::MultiModel::set_options" ref="aadb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" --> 
    179 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> 
    180 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br/></td></tr> 
    181 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::MultiModel::log_add" ref="a2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" --> 
    182 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> 
    183 <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> 
    184 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::MultiModel::logit" ref="ab517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" --> 
     143 
     144<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="33de5d07ee774070632de8963b5d4c93"></a><!-- doxytag: member="bdm::MultiModel::Models" ref="33de5d07ee774070632de8963b5d4c93" args="" --> 
     146Array&lt; <a class="el" href="classbdm_1_1EKFCh.html">EKFCh</a> * &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#33de5d07ee774070632de8963b5d4c93">Models</a></td></tr> 
     147 
     148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">List of models between which we switch. <br></td></tr> 
     149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef85ea61575bffa8beac8040869ee47a"></a><!-- doxytag: member="bdm::MultiModel::w" ref="ef85ea61575bffa8beac8040869ee47a" args="" --> 
     150vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#ef85ea61575bffa8beac8040869ee47a">w</a></td></tr> 
     151 
     152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">vector of model weights <br></td></tr> 
     153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b4012fc2208ce4ddd5c0d1fe69d7634"></a><!-- doxytag: member="bdm::MultiModel::_lls" ref="7b4012fc2208ce4ddd5c0d1fe69d7634" args="" --> 
     154vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#7b4012fc2208ce4ddd5c0d1fe69d7634">_lls</a></td></tr> 
     155 
     156<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of model lls <br></td></tr> 
     157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b56bcde4664bd53f8995d7ee7ed415c"></a><!-- doxytag: member="bdm::MultiModel::policy" ref="9b56bcde4664bd53f8995d7ee7ed415c" args="" --> 
     158int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#9b56bcde4664bd53f8995d7ee7ed415c">policy</a></td></tr> 
     159 
     160<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">type of switching policy [1=maximum,2=...] <br></td></tr> 
     161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d665551d045b1a1055eeb9185558ff0b"></a><!-- doxytag: member="bdm::MultiModel::est" ref="d665551d045b1a1055eeb9185558ff0b" args="" --> 
     162<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_1MultiModel.html#d665551d045b1a1055eeb9185558ff0b">est</a></td></tr> 
     163 
     164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal statistics <br></td></tr> 
     165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MultiModel::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
     166<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> 
     167 
     168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 
     169<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MultiModel::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 
     170double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
     171 
     172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MultiModel::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
     174bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
     175 
     176<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> 
     177<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> 
     178<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> 
     179<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::MultiModel::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
     180const <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> 
     181 
     182<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     183<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::MultiModel::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" --> 
     184virtual 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> 
     185 
     186<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 
     187<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::MultiModel::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" --> 
     188<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> 
     189 
     190<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr> 
     191<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr> 
     192<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::MultiModel::set_options" ref="adb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" --> 
     193virtual 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> 
     194 
     195<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br></td></tr> 
     196<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::MultiModel::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" --> 
     197virtual 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> 
     198 
     199<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> 
     200<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::MultiModel::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" --> 
    185201virtual 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> 
    186 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::MultiModel::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" --> 
    187 ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 
    188 <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> 
    189 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::MultiModel::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" --> 
    190 ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> 
    191 <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> 
     202 
     203<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::MultiModel::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" --> 
     204ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 
     205 
     206<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> 
     207<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::MultiModel::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" --> 
     208ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> 
     209 
     210<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> 
    192211</table> 
    193 <hr/><h2>Member Function Documentation</h2> 
    194 <a class="anchor" id="a40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::MultiModel::_copy_" ref="a40f01563651c1e4fe926189e41a6b8ab" args="() const " --> 
     212<hr><a name="_details"></a><h2>Detailed Description</h2> 
     213(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness).  
     214<p> 
     215The statistics of the resulting density are merged using (geometric?) combination.<p> 
     216The next step is performed with the new statistics for all models. <hr><h2>Member Function Documentation</h2> 
     217<a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::MultiModel::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " --> 
    195218<div class="memitem"> 
    196219<div class="memproto"> 
    197220      <table class="memname"> 
    198221        <tr> 
    199           <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_ </td> 
     222          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td> 
    200223          <td>(</td> 
    201           <td class="paramname"></td> 
     224          <td class="paramname">          </td> 
    202225          <td>&nbsp;)&nbsp;</td> 
    203226          <td> const<code> [inline, virtual, inherited]</code></td> 
    … …  
    206229</div> 
    207230<div class="memdoc"> 
    208 <p>Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: </p> 
    209 <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#a40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}  
     231 
     232<p> 
     233Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}  
    210234</pre></div>  
    211 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1ARXfrg.html#a420f3f195d231723f2f2329ec900de60">bdm::ARXfrg</a>, <a class="el" href="classbdm_1_1KalmanCh.html#a24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFCh.html#a1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> 
    212  
    213 </div> 
    214 </div> 
    215 <a class="anchor" id="aa915deeddb0e94c337d02ebc0abe535e"></a><!-- doxytag: member="bdm::MultiModel::bayes" ref="aa915deeddb0e94c337d02ebc0abe535e" args="(const vec &amp;dt)" --> 
     235<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1ARXfrg.html#420f3f195d231723f2f2329ec900de60">bdm::ARXfrg</a>, <a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> 
     236 
     237</div> 
     238</div><p> 
     239<a class="anchor" name="a915deeddb0e94c337d02ebc0abe535e"></a><!-- doxytag: member="bdm::MultiModel::bayes" ref="a915deeddb0e94c337d02ebc0abe535e" args="(const vec &amp;dt)" --> 
    216240<div class="memitem"> 
    217241<div class="memproto"> 
    218242      <table class="memname"> 
    219243        <tr> 
    220           <td class="memname">void bdm::MultiModel::bayes </td> 
     244          <td class="memname">void bdm::MultiModel::bayes           </td> 
    221245          <td>(</td> 
    222246          <td class="paramtype">const vec &amp;&nbsp;</td> 
    223           <td class="paramname"> <em>dt</em></td> 
     247          <td class="paramname"> <em>dt</em>          </td> 
    224248          <td>&nbsp;)&nbsp;</td> 
    225249          <td><code> [inline, virtual]</code></td> 
    … …  
    229253<div class="memdoc"> 
    230254 
    231 <p>Incremental Bayes rule. </p> 
    232 <dl><dt><b>Parameters:</b></dt><dd> 
     255<p> 
     256Incremental Bayes rule.  
     257<p> 
     258<dl compact><dt><b>Parameters:</b></dt><dd> 
    233259  <table border="0" cellspacing="2" cellpadding="0"> 
    234260    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr> 
    235261  </table> 
    236   </dd> 
    237262</dl> 
    238263 
    239 <p>Implements <a class="el" href="classbdm_1_1BM.html#a60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p> 
     264<p>Implements <a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p> 
    240265 
    241266<p>References <a class="el" href="kalman_8h_source.html#l00298">_lls</a>, <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>, <a class="el" href="kalman_8h_source.html#l00302">est</a>, <a class="el" href="exp__family_8h_source.html#l00162">bdm::enorm&lt; sq_T &gt;::mean()</a>, <a class="el" href="kalman_8h_source.html#l00294">Models</a>, <a class="el" href="kalman_8h_source.html#l00300">policy</a>, and <a class="el" href="kalman_8h_source.html#l00296">w</a>.</p> 
    242267 
    243268</div> 
    244 </div> 
    245 <a class="anchor" id="a50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::MultiModel::logpred" ref="a50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " --> 
     269</div><p> 
     270<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::MultiModel::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " --> 
    246271<div class="memitem"> 
    247272<div class="memproto"> 
    248273      <table class="memname"> 
    249274        <tr> 
    250           <td class="memname">virtual double bdm::BM::logpred </td> 
     275          <td class="memname">virtual double bdm::BM::logpred           </td> 
    251276          <td>(</td> 
    252277          <td class="paramtype">const vec &amp;&nbsp;</td> 
    253           <td class="paramname"> <em>dt</em></td> 
     278          <td class="paramname"> <em>dt</em>          </td> 
    254279          <td>&nbsp;)&nbsp;</td> 
    255280          <td> const<code> [inline, virtual, inherited]</code></td> 
    … …  
    258283</div> 
    259284<div class="memdoc"> 
    260 <p>Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. </p> 
    261  
    262 <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> 
     285 
     286<p> 
     287Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.  
     288<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> 
    263289 
    264290<p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p> 
    … …  
    267293 
    268294</div> 
    269 </div> 
    270 <hr/>The documentation for this class was generated from the following files:<ul> 
    271 <li><a class="el" href="kalman_8h_source.html">kalman.h</a></li> 
    272 <li>kalman.cpp</li> 
    273 </ul> 
    274 </div> 
    275 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 27 00:49:06 2009 for mixpp by&nbsp; 
     295</div><p> 
     296<hr>The documentation for this class was generated from the following files:<ul> 
     297<li><a class="el" href="kalman_8h_source.html">kalman.h</a><li>kalman.cpp</ul> 
     298</div> 
     299<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:47 2009 for mixpp by&nbsp; 
    276300<a href="http://www.doxygen.org/index.html"> 
    277 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> 
     301<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
    278302</body> 
    279303</html>