mixpp: bdm::ARXfrg Class Reference
bdm::ARXfrg

bdm::ARXfrg Class Reference

ARX model conditined by knowledge of the forgetting factor

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

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#include <arx.h>

Inheritance diagram for bdm::ARXfrg:

bdm::ARX bdm::BMEF bdm::BM bdm::root List of all members.

Public Member Functions

 ARXfrg (const ARXfrg &A0)
 copy constructor
virtual ARXfrg * _copy () const
void bayes (const vec &val, const vec &cond)
void validate ()

Detailed Description

ARX model conditined by knowledge of the forgetting factor

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

.

The symbol $ \phi $ is assumed to be the last of the conditioning variables.

The documentation for this class was generated from the following file:
Generated on 2 Dec 2013 for mixpp by  doxygen 1.4.7