Changeset 661 for library/doc/html/classbdm_1_1EKFfull.html
- Timestamp:
- 10/15/09 00:10:19 (15 years ago)
- Files:
-
- 1 modified
Legend:
- Unmodified
- Added
- Removed
-
library/doc/html/classbdm_1_1EKFfull.html
r656 r661 96 96 <tr><td class="mdescLeft"> </td><td class="mdescRight">set estimates <br/></td></tr> 97 97 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad4f57cb8af64b06c530f528c32596d4d"></a><!-- doxytag: member="bdm::EKFfull::_R" ref="ad4f57cb8af64b06c530f528c32596d4d" args="()" --> 98 const mat </td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr> 98 const mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#ad4f57cb8af64b06c530f528c32596d4d">_R</a> ()</td></tr> 99 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> 99 100 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afa89558667ff0f44f470f1146aa4681c"></a><!-- doxytag: member="bdm::EKFfull::from_setting" ref="afa89558667ff0f44f470f1146aa4681c" args="(const Setting &set)" --> 100 101 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#afa89558667ff0f44f470f1146aa4681c">from_setting</a> (const Setting &set)</td></tr> 101 102 <tr><td class="mdescLeft"> </td><td class="mdescRight">load basic elements of <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> from structure <br/></td></tr> 102 103 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a167aa6b713df5cd2ce3df78ddcfd02a4"></a><!-- doxytag: member="bdm::EKFfull::validate" ref="a167aa6b713df5cd2ce3df78ddcfd02a4" args="()" --> 103 void </td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr> 104 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#a167aa6b713df5cd2ce3df78ddcfd02a4">validate</a> ()</td></tr> 105 <tr><td class="mdescLeft"> </td><td class="mdescRight">validate object <br/></td></tr> 104 106 <tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#ab77ade422273f60b8955122b81abf3c1">_copy_</a> () const </td></tr> 105 107 <tr><td class="mdescLeft"> </td><td class="mdescRight">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:. <a href="#ab77ade422273f60b8955122b81abf3c1"></a><br/></td></tr> 106 108 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a28cded9e5f44f654cd383503e4e9694c"></a><!-- doxytag: member="bdm::EKFfull::set_statistics" ref="a28cded9e5f44f654cd383503e4e9694c" args="(const vec &mu0, const fsqmat &P0)" --> 107 void </td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &mu0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &P0)</td></tr> 109 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a28cded9e5f44f654cd383503e4e9694c">set_statistics</a> (const vec &mu0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &P0)</td></tr> 110 <tr><td class="mdescLeft"> </td><td class="mdescRight">set statistics of the posterior <br/></td></tr> 108 111 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8b0c3db41eb292edb20b826832c9b5fa"></a><!-- doxytag: member="bdm::EKFfull::posterior" ref="a8b0c3db41eb292edb20b826832c9b5fa" args="() const" --> 109 112 const <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> > & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a8b0c3db41eb292edb20b826832c9b5fa">posterior</a> () const</td></tr> 110 <tr><td class="mdescLeft"> </td><td class="mdescRight"> posterior<br/></td></tr>113 <tr><td class="mdescLeft"> </td><td class="mdescRight">return correctly typed posterior (covariant return) <br/></td></tr> 111 114 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4da2fdd01e9b335b133def9814eb0620"></a><!-- doxytag: member="bdm::EKFfull::shared_posterior" ref="a4da2fdd01e9b335b133def9814eb0620" args="()" --> 112 115 <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1epdf.html">epdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a4da2fdd01e9b335b133def9814eb0620">shared_posterior</a> ()</td></tr> … … 119 122 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> 120 123 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7a053883a11a93a979c28c3e6792ce20"></a><!-- doxytag: member="bdm::EKFfull::set_parameters" ref="a7a053883a11a93a979c28c3e6792ce20" args="(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const fsqmat &Q0, const fsqmat &R0)" --> 121 void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &Q0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &R0)</td></tr> 124 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a7a053883a11a93a979c28c3e6792ce20">set_parameters</a> (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &Q0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &R0)</td></tr> 125 <tr><td class="mdescLeft"> </td><td class="mdescRight">set all matrix parameters <br/></td></tr> 122 126 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::EKFfull::_dimx" ref="ab1972e00d9b9dd22a0f983c7cb0b8b40" args="()" --> 123 127 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ab1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr> … … 164 168 <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> 165 169 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 166 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p>170 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> access function </p> 167 171 <br/><br/></div></td></tr> 168 172 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::EKFfull::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " --> 169 173 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 170 174 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::EKFfull::set_drv" ref="af135ae6dce7e9f30c9f88229c7930b96" args="(const RV &rv)" --> 171 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> 175 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> 176 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> 172 177 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::EKFfull::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &rv)" --> 173 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> 178 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> 179 <tr><td class="mdescLeft"> </td><td class="mdescRight">access to rv of the posterior <br/></td></tr> 174 180 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::EKFfull::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " --> 175 double </td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 181 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr> 182 <tr><td class="mdescLeft"> </td><td class="mdescRight">return internal log-likelihood of the last data vector <br/></td></tr> 176 183 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::EKFfull::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 177 void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 184 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr> 185 <tr><td class="mdescLeft"> </td><td class="mdescRight">switch evaluation of log-likelihood on/off <br/></td></tr> 178 186 <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> 179 187 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aee5bfb3f09dfa994596c5bc68306f7d6"></a><!-- doxytag: member="bdm::EKFfull::pfxu" ref="aee5bfb3f09dfa994596c5bc68306f7d6" args="" --> … … 286 294 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a40f01563651c1e4fe926189e41a6b8ab">bdm::BM</a>.</p> 287 295 288 <p>References <a class="el" href="kalman_8h_source.html#l00043">bdm::StateSpace< fsqmat >::A</a>, <a class="el" href="kalman_8h_source.html#l00045">bdm::StateSpace< fsqmat >::B</a>, <a class="el" href="kalman_8h_source.html#l00047">bdm::StateSpace< fsqmat >::C</a>, <a class="el" href="kalman_8h_source.html#l00049">bdm::StateSpace< fsqmat >::D</a>, <a class="el" href="kalman_8h_source.html#l0011 3">bdm::Kalman< fsqmat >::est</a>, <a class="el" href="kalman_8h_source.html#l00051">bdm::StateSpace< fsqmat >::Q</a>, and <a class="el" href="kalman_8h_source.html#l00053">bdm::StateSpace< fsqmat >::R</a>.</p>296 <p>References <a class="el" href="kalman_8h_source.html#l00043">bdm::StateSpace< fsqmat >::A</a>, <a class="el" href="kalman_8h_source.html#l00045">bdm::StateSpace< fsqmat >::B</a>, <a class="el" href="kalman_8h_source.html#l00047">bdm::StateSpace< fsqmat >::C</a>, <a class="el" href="kalman_8h_source.html#l00049">bdm::StateSpace< fsqmat >::D</a>, <a class="el" href="kalman_8h_source.html#l00116">bdm::Kalman< fsqmat >::est</a>, <a class="el" href="kalman_8h_source.html#l00051">bdm::StateSpace< fsqmat >::Q</a>, <a class="el" href="kalman_8h_source.html#l00053">bdm::StateSpace< fsqmat >::R</a>, <a class="el" href="kalman_8h_source.html#l00526">bdm::StateSpace< sq_T >::set_parameters()</a>, and <a class="el" href="kalman_8h_source.html#l00124">bdm::Kalman< sq_T >::set_statistics()</a>.</p> 289 297 290 298 </div> … … 311 319 <p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p> 312 320 313 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01 098">bdm::BM::logpred_m()</a>.</p>321 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01102">bdm::BM::logpred_m()</a>.</p> 314 322 315 323 </div> … … 320 328 </ul> 321 329 </div> 322 <hr size="1"/><address style="text-align: right;"><small>Generated on Mon Oct 12 19:37:212009 for mixpp by 330 <hr size="1"/><address style="text-align: right;"><small>Generated on Thu Oct 15 00:07:49 2009 for mixpp by 323 331 <a href="http://www.doxygen.org/index.html"> 324 332 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>