mixpp: bdm::BMEF Class Reference
bdm::BMEF

bdm::BMEF Class Reference

Estimator for Exponential family. More...

#include <exp_family.h>

Inheritance diagram for bdm::BMEF:

bdm::BM bdm::root bdm::ARX bdm::ARXls bdm::MixEF bdm::multiBM bdm::ARXfrg bdm::ARXg bdm::ARXmaxent bdm::ARXwin List of all members.

Public Member Functions

 BMEF (double frg0=1.0)
 Default constructor (=empty constructor).
 BMEF (const BMEF &B)
 Copy constructor.
virtual void set_statistics (const BMEF *BM0) NOT_IMPLEMENTED_VOID
 get statistics from another model
virtual void bayes_weighted (const vec &data, const vec &cond=empty_vec, const double w=1.0)
 Weighted update of sufficient statistics (Bayes rule).
void bayes (const vec &yt, const vec &cond=empty_vec)
virtual void flatten (const BMEF *B, double weight=1.0) NOT_IMPLEMENTED_VOID
 Flatten the posterior according to the given BMEF (of the same type!).
void to_setting (Setting &set) const
void from_setting (const Setting &set)
void validate ()

Public Attributes

double frg
 forgetting factor

Protected Attributes

double last_lognc
 cached value of lognc() in the previous step (used in evaluation of ll )
double frg_sched_factor
 factor k = [0..1] for scheduling of forgetting factor: $ frg_t = (1-k) * frg_{t-1} + k $, default 0

Detailed Description

Estimator for Exponential family.

Member Function Documentation

void bdm::BMEF::from_setting ( const Setting &  set  )  [inline, virtual]

Create object from the following structure

    class = 'BMEF';
     --- optional fields ---
    frg = [];                   % forgetting factor
    frg_sched_factor = [];      % factor for scheduling of forgetting factor: a number from [0..1]
    --- inherited fields ---
    bdm::BM::from_setting
If the optional fields are not given, they will be filled as follows: 
    frg = 1;                    % default forgetting factor
    frg_sched_factor = 0;

Reimplemented from bdm::BM.

Reimplemented in bdm::ARX, bdm::ARXg, bdm::MixEF, and bdm::multiBM.

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