Show
Ignore:
Timestamp:
10/15/09 00:10:19 (15 years ago)
Author:
smidl
Message:

doc

Files:
1 modified

Legend:

Unmodified
Added
Removed

  • library/doc/html/arx_8h_source.html

    r656 r661  
    9494<a name="l00070"></a>00070                 <a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a> = A0.<a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a>; 
    9595<a name="l00071"></a>00071                 <a class="code" href="classbdm_1_1ARX.html#a320ac7b3b511bc4b26e8f8823026a453" title="rv of regressor">rgrrv</a> = A0.<a class="code" href="classbdm_1_1ARX.html#a320ac7b3b511bc4b26e8f8823026a453" title="rv of regressor">rgrrv</a>; 
    96 <a name="l00072"></a>00072                 set_drv(A0._drv()); 
     96<a name="l00072"></a>00072                 <a class="code" href="classbdm_1_1BM.html#af135ae6dce7e9f30c9f88229c7930b96" title="access function">set_drv</a>(A0._drv()); 
    9797<a name="l00073"></a>00073         }; 
    9898<a name="l00074"></a>00074         ARX* <a class="code" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106" title="Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually!...">_copy_</a>() <span class="keyword">const</span>; 
    … …  
    135135<a name="l00121"></a>00121         ivec <a class="code" href="classbdm_1_1ARX.html#a5d0f217ce270e6a8cb43a67b6c4b67fa" title="Smarter structure estimation by Ludvik Tesar.">structure_est_LT</a> ( <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> Eg0 ); 
    136136<a name="l00123"></a>00123  
    137 <a name="l00126"></a>00126         <span class="keyword">const</span> <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>&amp; posterior()<span class="keyword"> const </span>{ 
    138 <a name="l00127"></a>00127                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1ARX.html#a11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>; 
    139 <a name="l00128"></a>00128         } 
    140 <a name="l00130"></a>00130  
    141 <a name="l00133"></a>00133         <span class="keywordtype">void</span> set_rv ( <span class="keyword">const</span> RV &amp;yrv0 , <span class="keyword">const</span> RV &amp;rgrrv0 ) { 
    142 <a name="l00134"></a>00134                 <a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a> = yrv0; 
    143 <a name="l00135"></a>00135                 <a class="code" href="classbdm_1_1ARX.html#a320ac7b3b511bc4b26e8f8823026a453" title="rv of regressor">rgrrv</a>=rgrrv0; 
    144 <a name="l00136"></a>00136                 set_drv(concat(yrv0, <a class="code" href="classbdm_1_1ARX.html#a320ac7b3b511bc4b26e8f8823026a453" title="rv of regressor">rgrrv</a>)); 
    145 <a name="l00137"></a>00137         } 
    146 <a name="l00138"></a>00138  
    147 <a name="l00139"></a>00139         RV&amp; get_yrv() { 
    148 <a name="l00140"></a>00140                 <span class="comment">//if yrv is not ready create it</span> 
    149 <a name="l00141"></a>00141                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a>._dsize() != <a class="code" href="classbdm_1_1ARX.html#a8e68db2a218d54b09304cad6c0a897d9" title="size of output variable (needed in regressors)">dimx</a> ) { 
    150 <a name="l00142"></a>00142                         <span class="keywordtype">int</span> i = 0; 
    151 <a name="l00143"></a>00143                         <span class="keywordflow">while</span> ( <a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a>._dsize() &lt; <a class="code" href="classbdm_1_1ARX.html#a8e68db2a218d54b09304cad6c0a897d9" title="size of output variable (needed in regressors)">dimx</a> ) { 
    152 <a name="l00144"></a>00144                                 <a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a>.add ( <a class="code" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a> ( vec_1 ( i ) ) ); 
    153 <a name="l00145"></a>00145                                 i++; 
    154 <a name="l00146"></a>00146                         } 
    155 <a name="l00147"></a>00147                 } 
    156 <a name="l00148"></a>00148                 <span class="comment">//yrv should be ready by now</span> 
    157 <a name="l00149"></a>00149                 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a>._dsize() == <a class="code" href="classbdm_1_1ARX.html#a8e68db2a218d54b09304cad6c0a897d9" title="size of output variable (needed in regressors)">dimx</a>, <span class="stringliteral">&quot;incompatible drv&quot;</span> ); 
    158 <a name="l00150"></a>00150                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a>; 
    159 <a name="l00151"></a>00151         } 
    160 <a name="l00153"></a>00153  
    161 <a name="l00174"></a>00174         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ARX.html#a9637412df898048bafaefee9dc7e9f6c">from_setting</a> ( <span class="keyword">const</span> Setting &amp;<span class="keyword">set</span> ); 
    162 <a name="l00175"></a>00175  
    163 <a name="l00176"></a><a class="code" href="classbdm_1_1ARX.html#a5b4ae27fa320a1b6e09777239210566d">00176</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ARX.html#a5b4ae27fa320a1b6e09777239210566d" title="This method TODO.">validate</a>() { 
    164 <a name="l00177"></a>00177                 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(<a class="code" href="classbdm_1_1ARX.html#a8e68db2a218d54b09304cad6c0a897d9" title="size of output variable (needed in regressors)">dimx</a> == <a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), <span class="stringliteral">&quot;RVs of parameters and regressor do not match&quot;</span>); 
    165 <a name="l00178"></a>00178                  
    166 <a name="l00179"></a>00179         } 
    167 <a name="l00180"></a>00180 }; 
    168 <a name="l00181"></a>00181  
    169 <a name="l00182"></a>00182 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> ( ARX ); 
    170 <a name="l00183"></a>00183 SHAREDPTR ( ARX ); 
    171 <a name="l00184"></a>00184  
    172 <a name="l00188"></a><a class="code" href="classbdm_1_1ARXfrg.html">00188</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1ARXfrg.html">ARXfrg</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a>{ 
    173 <a name="l00189"></a>00189         <span class="keyword">public</span>: 
    174 <a name="l00190"></a>00190                 <a class="code" href="classbdm_1_1ARXfrg.html">ARXfrg</a>():<a class="code" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a>(){}; 
    175 <a name="l00191"></a>00191                 <a class="code" href="classbdm_1_1ARXfrg.html">ARXfrg</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1ARXfrg.html">ARXfrg</a> &amp;A0):<a class="code" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a>(A0){}; 
    176 <a name="l00192"></a><a class="code" href="classbdm_1_1ARXfrg.html#a420f3f195d231723f2f2329ec900de60">00192</a>                 <a class="code" href="classbdm_1_1ARXfrg.html">ARXfrg</a>* <a class="code" href="classbdm_1_1ARXfrg.html#a420f3f195d231723f2f2329ec900de60" title="Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually!...">_copy_</a>()<span class="keyword"> const </span>{<a class="code" href="classbdm_1_1ARXfrg.html">ARXfrg</a> *A = <span class="keyword">new</span> <a class="code" href="classbdm_1_1ARXfrg.html">ARXfrg</a>(*<span class="keyword">this</span>); <span class="keywordflow">return</span> A;} 
    177 <a name="l00193"></a><a class="code" href="classbdm_1_1ARXfrg.html#a2baaf50640620cbd4c089a608e0c41bb">00193</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ARXfrg.html#a2baaf50640620cbd4c089a608e0c41bb" title="Substitute val for rvc.">condition</a>(<span class="keyword">const</span> vec &amp;val){ 
    178 <a name="l00194"></a>00194                 <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> = val(0); 
    179 <a name="l00195"></a>00195         } 
    180 <a name="l00196"></a>00196 }; 
    181 <a name="l00197"></a>00197 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(ARXfrg); 
     137<a name="l00127"></a><a class="code" href="classbdm_1_1ARX.html#a5a96a50d212648f049122a31d9553618">00127</a>                 <span class="keyword">const</span> <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>&amp; <a class="code" href="classbdm_1_1ARX.html#a5a96a50d212648f049122a31d9553618" title="return correctly typed posterior (covariant return)">posterior</a>()<span class="keyword"> const </span>{ 
     138<a name="l00128"></a>00128                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1ARX.html#a11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>; 
     139<a name="l00129"></a>00129         } 
     140<a name="l00131"></a>00131  
     141<a name="l00134"></a>00134         <span class="keywordtype">void</span> set_rv ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;yrv0 , <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rgrrv0 ) { 
     142<a name="l00135"></a>00135                 <a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a> = yrv0; 
     143<a name="l00136"></a>00136                 <a class="code" href="classbdm_1_1ARX.html#a320ac7b3b511bc4b26e8f8823026a453" title="rv of regressor">rgrrv</a>=rgrrv0; 
     144<a name="l00137"></a>00137                 <a class="code" href="classbdm_1_1BM.html#af135ae6dce7e9f30c9f88229c7930b96" title="access function">set_drv</a>(concat(yrv0, <a class="code" href="classbdm_1_1ARX.html#a320ac7b3b511bc4b26e8f8823026a453" title="rv of regressor">rgrrv</a>)); 
     145<a name="l00138"></a>00138         } 
     146<a name="l00139"></a>00139  
     147<a name="l00140"></a>00140         RV&amp; get_yrv() { 
     148<a name="l00141"></a>00141                 <span class="comment">//if yrv is not ready create it</span> 
     149<a name="l00142"></a>00142                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a>._dsize() != <a class="code" href="classbdm_1_1ARX.html#a8e68db2a218d54b09304cad6c0a897d9" title="size of output variable (needed in regressors)">dimx</a> ) { 
     150<a name="l00143"></a>00143                         <span class="keywordtype">int</span> i = 0; 
     151<a name="l00144"></a>00144                         <span class="keywordflow">while</span> ( <a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a>._dsize() &lt; <a class="code" href="classbdm_1_1ARX.html#a8e68db2a218d54b09304cad6c0a897d9" title="size of output variable (needed in regressors)">dimx</a> ) { 
     152<a name="l00145"></a>00145                                 <a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a>.add ( <a class="code" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a> ( vec_1 ( i ) ) ); 
     153<a name="l00146"></a>00146                                 i++; 
     154<a name="l00147"></a>00147                         } 
     155<a name="l00148"></a>00148                 } 
     156<a name="l00149"></a>00149                 <span class="comment">//yrv should be ready by now</span> 
     157<a name="l00150"></a>00150                 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a>._dsize() == <a class="code" href="classbdm_1_1ARX.html#a8e68db2a218d54b09304cad6c0a897d9" title="size of output variable (needed in regressors)">dimx</a>, <span class="stringliteral">&quot;incompatible drv&quot;</span> ); 
     158<a name="l00151"></a>00151                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a>; 
     159<a name="l00152"></a>00152         } 
     160<a name="l00154"></a>00154  
     161<a name="l00175"></a>00175         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ARX.html#a9637412df898048bafaefee9dc7e9f6c">from_setting</a> ( <span class="keyword">const</span> Setting &amp;<span class="keyword">set</span> ); 
     162<a name="l00176"></a>00176  
     163<a name="l00177"></a><a class="code" href="classbdm_1_1ARX.html#a5b4ae27fa320a1b6e09777239210566d">00177</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ARX.html#a5b4ae27fa320a1b6e09777239210566d" title="This method TODO.">validate</a>() { 
     164<a name="l00178"></a>00178                 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(<a class="code" href="classbdm_1_1ARX.html#a8e68db2a218d54b09304cad6c0a897d9" title="size of output variable (needed in regressors)">dimx</a> == <a class="code" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), <span class="stringliteral">&quot;RVs of parameters and regressor do not match&quot;</span>); 
     165<a name="l00179"></a>00179                  
     166<a name="l00180"></a>00180         } 
     167<a name="l00181"></a>00181 }; 
     168<a name="l00182"></a>00182  
     169<a name="l00183"></a>00183 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> ( ARX ); 
     170<a name="l00184"></a>00184 SHAREDPTR ( ARX ); 
     171<a name="l00185"></a>00185  
     172<a name="l00189"></a><a class="code" href="classbdm_1_1ARXfrg.html">00189</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1ARXfrg.html">ARXfrg</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a>{ 
     173<a name="l00190"></a>00190         <span class="keyword">public</span>: 
     174<a name="l00191"></a>00191                 <a class="code" href="classbdm_1_1ARXfrg.html">ARXfrg</a>():<a class="code" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a>(){}; 
     175<a name="l00193"></a><a class="code" href="classbdm_1_1ARXfrg.html#ac82a973ffbeff15346c4b16d75f7cd00">00193</a>                 <a class="code" href="classbdm_1_1ARXfrg.html#ac82a973ffbeff15346c4b16d75f7cd00" title="copy constructor">ARXfrg</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1ARXfrg.html">ARXfrg</a> &amp;A0):<a class="code" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a>(A0){}; 
     176<a name="l00194"></a><a class="code" href="classbdm_1_1ARXfrg.html#a420f3f195d231723f2f2329ec900de60">00194</a>                 <a class="code" href="classbdm_1_1ARXfrg.html">ARXfrg</a>* <a class="code" href="classbdm_1_1ARXfrg.html#a420f3f195d231723f2f2329ec900de60" title="Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually!...">_copy_</a>()<span class="keyword"> const </span>{<a class="code" href="classbdm_1_1ARXfrg.html">ARXfrg</a> *A = <span class="keyword">new</span> <a class="code" href="classbdm_1_1ARXfrg.html">ARXfrg</a>(*<span class="keyword">this</span>); <span class="keywordflow">return</span> A;} 
     177<a name="l00195"></a><a class="code" href="classbdm_1_1ARXfrg.html#a2baaf50640620cbd4c089a608e0c41bb">00195</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ARXfrg.html#a2baaf50640620cbd4c089a608e0c41bb" title="Substitute val for rvc.">condition</a>(<span class="keyword">const</span> vec &amp;val){ 
     178<a name="l00196"></a>00196                 <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> = val(0); 
     179<a name="l00197"></a>00197         } 
    182180<a name="l00198"></a>00198 }; 
    183 <a name="l00199"></a>00199 <span class="preprocessor">#endif // AR_H</span> 
    184 <a name="l00200"></a>00200 <span class="preprocessor"></span> 
    185 <a name="l00201"></a>00201  
     181<a name="l00199"></a>00199 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(ARXfrg); 
     182<a name="l00200"></a>00200 }; 
     183<a name="l00201"></a>00201 <span class="preprocessor">#endif // AR_H</span> 
     184<a name="l00202"></a>00202 <span class="preprocessor"></span> 
     185<a name="l00203"></a>00203  
    186186</pre></div></div> 
    187 <hr size="1"/><address style="text-align: right;"><small>Generated on Mon Oct 12 19:37:18 2009 for mixpp by&nbsp; 
     187<hr size="1"/><address style="text-align: right;"><small>Generated on Thu Oct 15 00:07:48 2009 for mixpp by&nbsp; 
    188188<a href="http://www.doxygen.org/index.html"> 
    189189<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>