73 | | <h1>bdm::multiBM Class Reference</h1><!-- doxytag: class="bdm::multiBM" --><!-- doxytag: inherits="bdm::BMEF" --> |
74 | | <p>Estimator for Multinomial density. |
75 | | <a href="#_details">More...</a></p> |
76 | | <hr/><a name="_details"></a><h2>Detailed Description</h2> |
77 | | <p>Estimator for Multinomial density. </p> |
78 | | |
79 | | <p><code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code></p> |
80 | | |
81 | | <p><a href="classbdm_1_1multiBM-members.html">List of all members.</a></p> |
82 | | <table border="0" cellpadding="0" cellspacing="0"> |
83 | | <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> |
84 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4dd6d9522a8a605776d21bac9bd9daf"></a><!-- doxytag: member="bdm::multiBM::multiBM" ref="ac4dd6d9522a8a605776d21bac9bd9daf" args="()" --> |
85 | | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#ac4dd6d9522a8a605776d21bac9bd9daf">multiBM</a> ()</td></tr> |
86 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br/></td></tr> |
87 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4378cf8037f6bed29c74eea63344b31"></a><!-- doxytag: member="bdm::multiBM::multiBM" ref="ac4378cf8037f6bed29c74eea63344b31" args="(const multiBM &B)" --> |
88 | | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#ac4378cf8037f6bed29c74eea63344b31">multiBM</a> (const <a class="el" href="classbdm_1_1multiBM.html">multiBM</a> &B)</td></tr> |
89 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Copy constructor. <br/></td></tr> |
90 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adbe6b90d410dc062a233d1dc09eeba52"></a><!-- doxytag: member="bdm::multiBM::set_statistics" ref="adbe6b90d410dc062a233d1dc09eeba52" args="(const BM *mB0)" --> |
91 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#adbe6b90d410dc062a233d1dc09eeba52">set_statistics</a> (const <a class="el" href="classbdm_1_1BM.html">BM</a> *mB0)</td></tr> |
92 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Sets sufficient statistics to match that of givefrom mB0. <br/></td></tr> |
93 | | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#a1e4bf41b61937fd80f34049742e23f95">bayes</a> (const vec &dt)</td></tr> |
94 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a1e4bf41b61937fd80f34049742e23f95"></a><br/></td></tr> |
95 | | <tr><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#ae157b607c1e3fa91d42aeea44458e2bf">logpred</a> (const vec &dt) const </td></tr> |
96 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaaeb18c989088feb8d26d300e4971732"></a><!-- doxytag: member="bdm::multiBM::flatten" ref="aaaeb18c989088feb8d26d300e4971732" args="(const BMEF *B)" --> |
97 | | void </td><td class="memItemRight" valign="bottom"><b>flatten</b> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> |
98 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a31ff93f89473f099e489b9e1dc8d9513"></a><!-- doxytag: member="bdm::multiBM::posterior" ref="a31ff93f89473f099e489b9e1dc8d9513" args="() const " --> |
99 | | const <a class="el" href="classbdm_1_1eDirich.html">eDirich</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#a31ff93f89473f099e489b9e1dc8d9513">posterior</a> () const </td></tr> |
100 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">reimplemnetation of BM::posterior() <br/></td></tr> |
101 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7a480eace4446661bacca94c57499f01"></a><!-- doxytag: member="bdm::multiBM::set_parameters" ref="a7a480eace4446661bacca94c57499f01" args="(const vec &beta0)" --> |
102 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#a7a480eace4446661bacca94c57499f01">set_parameters</a> (const vec &beta0)</td></tr> |
103 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">constructor function <br/></td></tr> |
104 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::multiBM::set_statistics" ref="ad2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> |
105 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#ad2b528b7a41ca67163152142f5404051">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> |
106 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">get statistics from another model <br/></td></tr> |
107 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abf58deb99af2a6cc674f13ff90300de6"></a><!-- doxytag: member="bdm::multiBM::bayes" ref="abf58deb99af2a6cc674f13ff90300de6" args="(const vec &data, const double w)" --> |
108 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#abf58deb99af2a6cc674f13ff90300de6">bayes</a> (const vec &data, const double w)</td></tr> |
109 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br/></td></tr> |
110 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab2916a2e71a958665054473124d5e749"></a><!-- doxytag: member="bdm::multiBM::flatten" ref="ab2916a2e71a958665054473124d5e749" args="(const BMEF *B)" --> |
111 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#ab2916a2e71a958665054473124d5e749">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> |
112 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Flatten the posterior according to the given <a class="el" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (of the same type!). <br/></td></tr> |
113 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">_copy_</a> () const </td></tr> |
114 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a23c6a8f71f922023ab08dcb0487a86de"></a><!-- doxytag: member="bdm::multiBM::from_setting" ref="a23c6a8f71f922023ab08dcb0487a86de" args="(const Setting &set)" --> |
115 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">from_setting</a> (const Setting &set)</td></tr> |
116 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br/></td></tr> |
117 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::multiBM::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> |
118 | | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
119 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> |
120 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::multiBM::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
121 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
122 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> |
123 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::multiBM::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
124 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
125 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
| 70 | <h1>bdm::multiBM Class Reference</h1><!-- doxytag: class="bdm::multiBM" --><!-- doxytag: inherits="bdm::BMEF" -->Estimator for Multinomial density. |
| 71 | <a href="#_details">More...</a> |
| 72 | <p> |
| 73 | <code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code> |
| 74 | <p> |
| 75 | |
| 76 | <p> |
| 77 | <a href="classbdm_1_1multiBM-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="c4dd6d9522a8a605776d21bac9bd9daf"></a><!-- doxytag: member="bdm::multiBM::multiBM" ref="c4dd6d9522a8a605776d21bac9bd9daf" args="()" --> |
| 81 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#c4dd6d9522a8a605776d21bac9bd9daf">multiBM</a> ()</td></tr> |
| 82 | |
| 83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
| 84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4378cf8037f6bed29c74eea63344b31"></a><!-- doxytag: member="bdm::multiBM::multiBM" ref="c4378cf8037f6bed29c74eea63344b31" args="(const multiBM &B)" --> |
| 85 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#c4378cf8037f6bed29c74eea63344b31">multiBM</a> (const <a class="el" href="classbdm_1_1multiBM.html">multiBM</a> &B)</td></tr> |
| 86 | |
| 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Copy constructor. <br></td></tr> |
| 88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dbe6b90d410dc062a233d1dc09eeba52"></a><!-- doxytag: member="bdm::multiBM::set_statistics" ref="dbe6b90d410dc062a233d1dc09eeba52" args="(const BM *mB0)" --> |
| 89 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#dbe6b90d410dc062a233d1dc09eeba52">set_statistics</a> (const <a class="el" href="classbdm_1_1BM.html">BM</a> *mB0)</td></tr> |
| 90 | |
| 91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Sets sufficient statistics to match that of givefrom mB0. <br></td></tr> |
| 92 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95">bayes</a> (const vec &dt)</td></tr> |
| 93 | |
| 94 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#1e4bf41b61937fd80f34049742e23f95"></a><br></td></tr> |
| 95 | <tr><td class="memItemLeft" nowrap align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">logpred</a> (const vec &dt) const </td></tr> |
| 96 | |
| 97 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aaeb18c989088feb8d26d300e4971732"></a><!-- doxytag: member="bdm::multiBM::flatten" ref="aaeb18c989088feb8d26d300e4971732" args="(const BMEF *B)" --> |
| 98 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#aaeb18c989088feb8d26d300e4971732">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> |
| 99 | |
| 100 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Flatten the posterior according to the given <a class="el" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (of the same type!). <br></td></tr> |
| 101 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="31ff93f89473f099e489b9e1dc8d9513"></a><!-- doxytag: member="bdm::multiBM::posterior" ref="31ff93f89473f099e489b9e1dc8d9513" args="() const " --> |
| 102 | const <a class="el" href="classbdm_1_1eDirich.html">eDirich</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#31ff93f89473f099e489b9e1dc8d9513">posterior</a> () const </td></tr> |
| 103 | |
| 104 | <tr><td class="mdescLeft"> </td><td class="mdescRight">reimplemnetation of BM::posterior() <br></td></tr> |
| 105 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a480eace4446661bacca94c57499f01"></a><!-- doxytag: member="bdm::multiBM::set_parameters" ref="7a480eace4446661bacca94c57499f01" args="(const vec &beta0)" --> |
| 106 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#7a480eace4446661bacca94c57499f01">set_parameters</a> (const vec &beta0)</td></tr> |
| 107 | |
| 108 | <tr><td class="mdescLeft"> </td><td class="mdescRight">constructor function <br></td></tr> |
| 109 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::multiBM::set_statistics" ref="d2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> |
| 110 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> |
| 111 | |
| 112 | <tr><td class="mdescLeft"> </td><td class="mdescRight">get statistics from another model <br></td></tr> |
| 113 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf58deb99af2a6cc674f13ff90300de6"></a><!-- doxytag: member="bdm::multiBM::bayes" ref="bf58deb99af2a6cc674f13ff90300de6" args="(const vec &data, const double w)" --> |
| 114 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6">bayes</a> (const vec &data, const double w)</td></tr> |
| 115 | |
| 116 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr> |
| 117 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">_copy_</a> () const </td></tr> |
| 118 | |
| 119 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="23c6a8f71f922023ab08dcb0487a86de"></a><!-- doxytag: member="bdm::multiBM::from_setting" ref="23c6a8f71f922023ab08dcb0487a86de" args="(const Setting &set)" --> |
| 120 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#23c6a8f71f922023ab08dcb0487a86de">from_setting</a> (const Setting &set)</td></tr> |
| 121 | |
| 122 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr> |
| 123 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::multiBM::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> |
| 124 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
| 125 | |
| 126 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> |
| 127 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::multiBM::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
| 128 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
| 129 | |
| 130 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> |
| 131 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::multiBM::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
| 132 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
| 133 | |
| 134 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> |
127 | | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> |
128 | | <br/><br/></div></td></tr> |
129 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::multiBM::bayesB" ref="a1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
130 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
131 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br/></td></tr> |
132 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::multiBM::logpred_m" ref="a0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> |
133 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> |
134 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br/></td></tr> |
135 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::multiBM::epredictor" ref="a688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> |
136 | | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> |
137 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_20.png"/>. <br/></td></tr> |
138 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::multiBM::predictor" ref="a598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> |
139 | | virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> |
140 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png"/>. <br/></td></tr> |
| 136 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::multiBM::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
| 137 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
| 138 | |
| 139 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
| 140 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::multiBM::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> |
| 141 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> |
| 142 | |
| 143 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> |
| 144 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::multiBM::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> |
| 145 | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> |
| 146 | |
| 147 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_20.png">. <br></td></tr> |
| 148 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::multiBM::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> |
| 149 | virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> |
| 150 | |
| 151 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png">. <br></td></tr> |
154 | | <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> |
155 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9ecc6878abbd20eb8d8e43b6ab3f941a"></a><!-- doxytag: member="bdm::multiBM::est" ref="a9ecc6878abbd20eb8d8e43b6ab3f941a" args="" --> |
156 | | <a class="el" href="classbdm_1_1eDirich.html">eDirich</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a">est</a></td></tr> |
157 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Conjugate prior and posterior. <br/></td></tr> |
158 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a044263356944c92209eecd39a5187d25"></a><!-- doxytag: member="bdm::multiBM::beta" ref="a044263356944c92209eecd39a5187d25" args="" --> |
159 | | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25">beta</a></td></tr> |
160 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Pointer inside est to sufficient statistics. <br/></td></tr> |
161 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::multiBM::frg" ref="a1331865e10fb1ccef65bb4c47fa3be64" args="" --> |
162 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> |
163 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">forgetting factor <br/></td></tr> |
164 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::multiBM::last_lognc" ref="a06e7b3ac03e10017d4288c76888e2865" args="" --> |
165 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> |
166 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br/></td></tr> |
167 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::multiBM::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" --> |
168 | | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> |
169 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr> |
170 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::multiBM::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" --> |
171 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
172 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr> |
173 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::multiBM::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
174 | | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
175 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br/></td></tr> |
176 | | <tr><td colspan="2"><h2>Extension to conditional BM</h2></td></tr> |
177 | | <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> |
178 | | <br/><br/></td></tr> |
179 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::multiBM::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " --> |
180 | | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> |
181 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> |
182 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::multiBM::condition" ref="a6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &val)" --> |
183 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &val)</td></tr> |
184 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr> |
185 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::multiBM::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" --> |
186 | | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ade95c590d650b2db423d53992f0906cb">rvc</a></td></tr> |
187 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name of extension variable. <br/></td></tr> |
188 | | <tr><td colspan="2"><h2>Logging of results</h2></td></tr> |
189 | | <tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p> |
190 | | <br/><br/></td></tr> |
191 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aadb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::multiBM::set_options" ref="aadb539fa2585c8a2a91c54e5aebf330e" args="(const string &opt)" --> |
192 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &opt)</td></tr> |
193 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br/></td></tr> |
194 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::multiBM::log_add" ref="a2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &L, const string &name="")" --> |
195 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &L, const string &name="")</td></tr> |
196 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br/></td></tr> |
197 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::multiBM::logit" ref="ab517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &L)" --> |
| 167 | |
| 168 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
| 169 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ecc6878abbd20eb8d8e43b6ab3f941a"></a><!-- doxytag: member="bdm::multiBM::est" ref="9ecc6878abbd20eb8d8e43b6ab3f941a" args="" --> |
| 170 | <a class="el" href="classbdm_1_1eDirich.html">eDirich</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a">est</a></td></tr> |
| 171 | |
| 172 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Conjugate prior and posterior. <br></td></tr> |
| 173 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="044263356944c92209eecd39a5187d25"></a><!-- doxytag: member="bdm::multiBM::beta" ref="044263356944c92209eecd39a5187d25" args="" --> |
| 174 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25">beta</a></td></tr> |
| 175 | |
| 176 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Pointer inside est to sufficient statistics. <br></td></tr> |
| 177 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::multiBM::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" --> |
| 178 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> |
| 179 | |
| 180 | <tr><td class="mdescLeft"> </td><td class="mdescRight">forgetting factor <br></td></tr> |
| 181 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::multiBM::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" --> |
| 182 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> |
| 183 | |
| 184 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br></td></tr> |
| 185 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::multiBM::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> |
| 186 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> |
| 187 | |
| 188 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> |
| 189 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::multiBM::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> |
| 190 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
| 191 | |
| 192 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
| 193 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::multiBM::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
| 194 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
| 195 | |
| 196 | <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr> |
| 197 | <tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> |
| 198 | <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> |
| 199 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::multiBM::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " --> |
| 200 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> |
| 201 | |
| 202 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
| 203 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::multiBM::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &val)" --> |
| 204 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &val)</td></tr> |
| 205 | |
| 206 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> |
| 207 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::multiBM::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" --> |
| 208 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr> |
| 209 | |
| 210 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name of extension variable. <br></td></tr> |
| 211 | <tr><td colspan="2"><br><h2>Logging of results</h2></td></tr> |
| 212 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::multiBM::set_options" ref="adb539fa2585c8a2a91c54e5aebf330e" args="(const string &opt)" --> |
| 213 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#adb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &opt)</td></tr> |
| 214 | |
| 215 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br></td></tr> |
| 216 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::multiBM::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &L, const string &name="")" --> |
| 217 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &L, const string &name="")</td></tr> |
| 218 | |
| 219 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br></td></tr> |
| 220 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::multiBM::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &L)" --> |