mixpp: bdm::ARXmaxent Class Reference
bdm::ARXmaxent

bdm::ARXmaxent Class Reference

ARX model with fixed maxent forgetting on increments,

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

. More...

#include <arx.h>

Inheritance diagram for bdm::ARXmaxent:

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

Public Member Functions

 ARXmaxent (const ARXmaxent &A0)
 copy constructor
virtual ARXmaxent * _copy () const
void bayes (const vec &val, const vec &cond)
void from_setting (const Setting &set)

Protected Attributes

double maxent_frg

Detailed Description

ARX model with fixed maxent forgetting on increments,

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

.

The symbol $ \phi $ is not interpreted as exponentila forgetting but foreggting of incoming data!!

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