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  • library/doc/html/classbdm_1_1KalmanFull.html

    r656 r661  
    9191<tr><td class="mdescLeft">&nbsp;</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> 
    9292<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad9107617cd5482272ab046849cbfff49"></a><!-- doxytag: member="bdm::KalmanFull::set_statistics" ref="ad9107617cd5482272ab046849cbfff49" args="(const vec &amp;mu0, const mat &amp;P0)" --> 
    93 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &amp;mu0, const mat &amp;P0)</td></tr> 
     93void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#ad9107617cd5482272ab046849cbfff49">set_statistics</a> (const vec &amp;mu0, const mat &amp;P0)</td></tr> 
     94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set statistics of the posterior <br/></td></tr> 
    9495<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a28cded9e5f44f654cd383503e4e9694c"></a><!-- doxytag: member="bdm::KalmanFull::set_statistics" ref="a28cded9e5f44f654cd383503e4e9694c" args="(const vec &amp;mu0, const fsqmat &amp;P0)" --> 
    95 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &amp;mu0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &amp;P0)</td></tr> 
     96void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a28cded9e5f44f654cd383503e4e9694c">set_statistics</a> (const vec &amp;mu0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &amp;P0)</td></tr> 
     97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set statistics of the posterior <br/></td></tr> 
    9698<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8b0c3db41eb292edb20b826832c9b5fa"></a><!-- doxytag: member="bdm::KalmanFull::posterior" ref="a8b0c3db41eb292edb20b826832c9b5fa" args="() const" --> 
    9799const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a8b0c3db41eb292edb20b826832c9b5fa">posterior</a> () const</td></tr> 
    98 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior <br/></td></tr> 
     100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return correctly typed posterior (covariant return) <br/></td></tr> 
    99101<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4da2fdd01e9b335b133def9814eb0620"></a><!-- doxytag: member="bdm::KalmanFull::shared_posterior" ref="a4da2fdd01e9b335b133def9814eb0620" args="()" --> 
    100102<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1epdf.html">epdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a4da2fdd01e9b335b133def9814eb0620">shared_posterior</a> ()</td></tr> 
     
    104106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">load basic elements of Kalman from structure <br/></td></tr> 
    105107<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a34c508e3a9081be46e57634c2079bff4"></a><!-- doxytag: member="bdm::KalmanFull::validate" ref="a34c508e3a9081be46e57634c2079bff4" args="()" --> 
    106 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr> 
     108void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a34c508e3a9081be46e57634c2079bff4">validate</a> ()</td></tr> 
     109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">validate object <br/></td></tr> 
    107110<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::KalmanFull::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> 
    108111virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
     
    112115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> 
    113116<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7a053883a11a93a979c28c3e6792ce20"></a><!-- doxytag: member="bdm::KalmanFull::set_parameters" ref="a7a053883a11a93a979c28c3e6792ce20" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const fsqmat &amp;Q0, const fsqmat &amp;R0)" --> 
    114 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &amp;Q0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &amp;R0)</td></tr> 
     117void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a7a053883a11a93a979c28c3e6792ce20">set_parameters</a> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &amp;Q0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &amp;R0)</td></tr> 
     118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set all matrix parameters <br/></td></tr> 
    115119<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::KalmanFull::_dimx" ref="ab1972e00d9b9dd22a0f983c7cb0b8b40" args="()" --> 
    116120int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ab1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr> 
     
    157161<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> 
    158162<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    159 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> 
     163<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> access function </p> 
    160164<br/><br/></div></td></tr> 
    161165<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::KalmanFull::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
    162166const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
    163167<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::KalmanFull::set_drv" ref="af135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
    164 void&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> 
     168void&nbsp;</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> &amp;rv)</td></tr> 
     169<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    165170<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::KalmanFull::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
    166 void&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> 
     171void&nbsp;</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> &amp;rv)</td></tr> 
     172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access to rv of the posterior <br/></td></tr> 
    167173<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::KalmanFull::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    168 double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
     174double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr> 
     175<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return internal log-likelihood of the last data vector <br/></td></tr> 
    169176<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::KalmanFull::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
    170 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
     177void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr> 
     178<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">switch evaluation of log-likelihood on/off <br/></td></tr> 
    171179<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> 
    172180<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaac28e226fe6cbff5a9ae38d8d025d7a"></a><!-- doxytag: member="bdm::KalmanFull::yrv" ref="aaac28e226fe6cbff5a9ae38d8d025d7a" args="" --> 
     
    273281<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a40f01563651c1e4fe926189e41a6b8ab">bdm::BM</a>.</p> 
    274282 
    275 <p>References <a class="el" href="kalman_8h_source.html#l00043">bdm::StateSpace&lt; fsqmat &gt;::A</a>, <a class="el" href="kalman_8h_source.html#l00045">bdm::StateSpace&lt; fsqmat &gt;::B</a>, <a class="el" href="kalman_8h_source.html#l00047">bdm::StateSpace&lt; fsqmat &gt;::C</a>, <a class="el" href="kalman_8h_source.html#l00049">bdm::StateSpace&lt; fsqmat &gt;::D</a>, <a class="el" href="kalman_8h_source.html#l00113">bdm::Kalman&lt; fsqmat &gt;::est</a>, <a class="el" href="kalman_8h_source.html#l00051">bdm::StateSpace&lt; fsqmat &gt;::Q</a>, and <a class="el" href="kalman_8h_source.html#l00053">bdm::StateSpace&lt; fsqmat &gt;::R</a>.</p> 
     283<p>References <a class="el" href="kalman_8h_source.html#l00043">bdm::StateSpace&lt; fsqmat &gt;::A</a>, <a class="el" href="kalman_8h_source.html#l00045">bdm::StateSpace&lt; fsqmat &gt;::B</a>, <a class="el" href="kalman_8h_source.html#l00047">bdm::StateSpace&lt; fsqmat &gt;::C</a>, <a class="el" href="kalman_8h_source.html#l00049">bdm::StateSpace&lt; fsqmat &gt;::D</a>, <a class="el" href="kalman_8h_source.html#l00116">bdm::Kalman&lt; fsqmat &gt;::est</a>, <a class="el" href="kalman_8h_source.html#l00051">bdm::StateSpace&lt; fsqmat &gt;::Q</a>, <a class="el" href="kalman_8h_source.html#l00053">bdm::StateSpace&lt; fsqmat &gt;::R</a>, <a class="el" href="kalman_8h_source.html#l00526">bdm::StateSpace&lt; sq_T &gt;::set_parameters()</a>, and <a class="el" href="kalman_8h_source.html#l00124">bdm::Kalman&lt; sq_T &gt;::set_statistics()</a>.</p> 
    276284 
    277285</div> 
     
    298306<p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p> 
    299307 
    300 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01098">bdm::BM::logpred_m()</a>.</p> 
     308<p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01102">bdm::BM::logpred_m()</a>.</p> 
    301309 
    302310</div> 
     
    307315</ul> 
    308316</div> 
    309 <hr size="1"/><address style="text-align: right;"><small>Generated on Mon Oct 12 19:37:21 2009 for mixpp by&nbsp; 
     317<hr size="1"/><address style="text-align: right;"><small>Generated on Thu Oct 15 00:07:49 2009 for mixpp by&nbsp; 
    310318<a href="http://www.doxygen.org/index.html"> 
    311319<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>