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# ARX Class Reference

Ligear-Gaussian autoregressive model. More...

`#include <arx.h>`

Inheritance diagram for ARX:

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Collaboration diagram for ARX:

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List of all members.

## Public Member Functions
| ARX (const RV &rv0)
| Default constructor.
virtual void | bayes (const vec &dt)=0
| Incremental Bayes rule.
void | bayes (mat Dt)
| Batch Bayes rule (columns of Dt are observations).
virtual epdf & | _epdf ()=0
| Returns a pointer to the epdf representing posterior density on parameters. Use with care!
const RV & | _rv () const
| access function
double | _ll () const
| access function
## Protected Attributes
mat | V
| Sufficient statistics.
egiw | epdf
RV | rv
| Random variable of the posterior.
double | ll
| Logarithm of marginalized data likelihood.
bool | evalll
| If true, the filter will compute likelihood of the data record and store it in `ll` . Set to false if you want to save time.

## Detailed Description

Ligear-Gaussian autoregressive model.

## Member Function Documentation

virtual void ARX::bayes | ( | const vec & | dt | ) | `[pure virtual]`

Incremental Bayes rule.

Parameters:

  | dt | vector of input data

Implements BM.

The documentation for this class was generated from the following file:

- work/mixpp/bdm/stat/arx.h