BM Class Reference

Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. More...

#include <libBM.h>

Inheritance diagram for BM:

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Collaboration diagram for BM:

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List of all members.

Public Member Functions

 BM (const RV &rv0, double ll0=0, bool evalll0=true)
 Default constructor.
 BM (const BM &B)
 Copy constructor.
virtual void bayes (const vec &dt)=0
 Incremental Bayes rule.
virtual void bayesB (const mat &Dt)
 Batch Bayes rule (columns of Dt are observations).
virtual const epdf_epdf () const =0
 Returns a pointer to the epdf representing posterior density on parameters. Use with care!
virtual double logpred (const vec &dt) const
virtual ~BM ()
 Destructor for future use;.
const RV_rv () const
 access function
double _ll () const
 access function
void set_evalll (bool evl0)
 access function
virtual BM_copy_ (bool changerv=false)

Protected Attributes

RV rv
 Random variable of the posterior.
double ll
 Logarithm of marginalized data likelihood.
bool evalll
 If true, the filter will compute likelihood of the data record and store it in ll . Set to false if you want to save computational time.


Detailed Description

Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.


Member Function Documentation

virtual void BM::bayes ( const vec &  dt  )  [pure virtual]

Incremental Bayes rule.

Parameters:
dt vector of input data

Implemented in ARX, Kalman< sq_T >, KalmanCh, EKFfull, EKF< sq_T >, EKFCh, PF, MPF< BM_T >, MixEF, BMEF, multiBM, EKFfixed, Kalman< ldmat >, Kalman< chmat >, and Kalman< fsqmat >.

Referenced by bayesB().

virtual double BM::logpred ( const vec &  dt  )  const [inline, virtual]

Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.

Reimplemented in ARX, MixEF, and multiBM.

virtual BM* BM::_copy_ ( bool  changerv = false  )  [inline, virtual]

Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually! Prototype: BM* _copy_(){BM Tmp*=new Tmp(this*); return Tmp; }

Reimplemented in ARX.

Referenced by MixEF::MixEF().


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

Generated on Tue Sep 23 16:00:49 2008 for mixpp by  doxygen 1.5.6