mixpp: arx.h File Reference

arx.h File Reference

Bayesian Filtering for generalized autoregressive (ARX) model. More...

#include "../math/functions.h"
#include "../stat/exp_family.h"
#include "../base/user_info.h"
#include "arx_straux.h"

Go to the source code of this file.


Namespaces

namespace  bdm

Classes

class  bdm::ARX
 Linear Autoregressive model with Gaussian noise. More...
class  bdm::ARXls
 ARX moidel with parameters in LS form. More...
class  bdm::ARXfrg
 ARX model conditined by knowledge of the forgetting factor

\[ f( heta| d_1 \ldots d_t , \phi_t) \]

. More...

class  bdm::ARXmaxent
 ARX model with fixed maxent forgetting on increments,

\[ f( heta| d_1 \ldots d_t , \phi_t) \]

. More...

class  bdm::ARXwin
 ARX model with fixed-length window - old entries are removed

\[ f( heta| d_1 \ldots d_t) \]

. More...


Functions

 bdm::UIREGISTER (ARX)
 bdm::SHAREDPTR (ARX)
 bdm::UIREGISTER (ARXfrg)
 bdm::UIREGISTER (ARXmaxent)
 bdm::UIREGISTER (ARXwin)

Detailed Description

Bayesian Filtering for generalized autoregressive (ARX) model.

Author:
Vaclav Smidl.
----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty

Using IT++ for numerical operations -----------------------------------

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