Changeset 661 for library/doc/html/classbdm_1_1BM.html
- Timestamp:
- 10/15/09 00:10:19 (15 years ago)
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library/doc/html/classbdm_1_1BM.html
r656 r661 80 80 <img class="formulaDsp" alt="\[ f(\theta_t | d_1,\ldots,d_t) = \frac{f(y_t|\theta_t,\cdot) f(\theta_t|d_1,\ldots,d_{t-1})}{f(y_t|d_1,\ldots,d_{t-1})} \]" src="form_8.png"/> 81 81 </p> 82 <p>Access to the resulting posterior density is via function <code> posterior()</code>.</p>83 <p>As a "side-effect" it also evaluates log-likelihood of the data, which can be accessed via function _ll(). It can also evaluate predictors of future values of <img class="formulaInl" alt="$y_t$" src="form_9.png"/>, see functions <a class="el" href="classbdm_1_1BM.html#a688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor()</a> and <a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs conditional density of 1-step ahead predictor .">predictor()</a>.</p>82 <p>Access to the resulting posterior density is via function <code><a class="el" href="classbdm_1_1BM.html#abb7b0065d6cb722a66b371a8260121e1" title="return posterior density">posterior()</a></code>.</p> 83 <p>As a "side-effect" it also evaluates log-likelihood of the data, which can be accessed via function <a class="el" href="classbdm_1_1BM.html#a5be65d37dedfe33a3671e7065f523a70" title="return internal log-likelihood of the last data vector">_ll()</a>. It can also evaluate predictors of future values of <img class="formulaInl" alt="$y_t$" src="form_9.png"/>, see functions <a class="el" href="classbdm_1_1BM.html#a688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor()</a> and <a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs conditional density of 1-step ahead predictor .">predictor()</a>.</p> 84 84 <p>Alternatively, it can evaluate posterior density conditioned by a known constant, <img class="formulaInl" alt="$ c_t $" src="form_10.png"/>: </p> 85 85 <p class="formulaDsp"> … … 133 133 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png"/>. <br/></td></tr> 134 134 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 135 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p>135 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> access function </p> 136 136 <br/><br/></div></td></tr> 137 137 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::BM::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " --> 138 138 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 139 139 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::BM::set_drv" ref="af135ae6dce7e9f30c9f88229c7930b96" args="(const RV &rv)" --> 140 void </td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> 140 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#af135ae6dce7e9f30c9f88229c7930b96">set_drv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> 141 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> 141 142 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::BM::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &rv)" --> 142 void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> 143 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab38d92f17620813ad872d86e01a26e5e">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> 144 <tr><td class="mdescLeft"> </td><td class="mdescRight">access to rv of the posterior <br/></td></tr> 143 145 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::BM::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " --> 144 double </td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 146 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr> 147 <tr><td class="mdescLeft"> </td><td class="mdescRight">return internal log-likelihood of the last data vector <br/></td></tr> 145 148 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::BM::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 146 void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 149 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr> 150 <tr><td class="mdescLeft"> </td><td class="mdescRight">switch evaluation of log-likelihood on/off <br/></td></tr> 147 151 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abb7b0065d6cb722a66b371a8260121e1"></a><!-- doxytag: member="bdm::BM::posterior" ref="abb7b0065d6cb722a66b371a8260121e1" args="() const =0" --> 148 virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><b>posterior</b> () const =0</td></tr> 152 virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#abb7b0065d6cb722a66b371a8260121e1">posterior</a> () const =0</td></tr> 153 <tr><td class="mdescLeft"> </td><td class="mdescRight">return posterior density <br/></td></tr> 149 154 <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> 150 155 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::BM::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" --> … … 209 214 <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_1KalmanFull.html#ab77ade422273f60b8955122b81abf3c1">bdm::KalmanFull</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> 210 215 216 <p>Referenced by <a class="el" href="particles_8h_source.html#l00316">bdm::MPF::set_BM()</a>.</p> 217 211 218 </div> 212 219 </div> … … 262 269 <p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p> 263 270 264 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01 098">logpred_m()</a>.</p>271 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01102">logpred_m()</a>.</p> 265 272 266 273 </div> … … 271 278 </ul> 272 279 </div> 273 <hr size="1"/><address style="text-align: right;"><small>Generated on Mon Oct 12 19:37:212009 for mixpp by 280 <hr size="1"/><address style="text-align: right;"><small>Generated on Thu Oct 15 00:07:49 2009 for mixpp by 274 281 <a href="http://www.doxygen.org/index.html"> 275 282 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>