bdm::MultiModel Class Reference

(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness). More...

#include <kalman.h>

Inheritance diagram for bdm::MultiModel:

List of all members.

Public Member Functions
void	set_parameters (Array< EKFCh * > A, int pol0=1)
	set internal parameters
void	bayes (const vec &yt, const vec &cond=empty_vec)
const enorm< chmat > &	posterior () const
	return correctly typed posterior (covariant return)
void	from_setting (const Setting &set)
Protected Attributes
Array< EKFCh * >	Models
	List of models between which we switch.
vec	w
	vector of model weights
vec	_lls
	cache of model lls
int	policy
	type of switching policy [1=maximum,2=...]
enorm< chmat >	est
	internal statistics

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Detailed Description

(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness).

The statistics of the resulting density are merged using (geometric?) combination.

The next step is performed with the new statistics for all models.

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

• kalman.h
• kalman.cpp

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Generated on 2 Dec 2013 for mixpp by  1.4.7