multiBM Class Reference

Estimator for Multinomial density. More...

#include <libEF.h>

Inheritance diagram for multiBM:

[legend]

Collaboration diagram for multiBM:

[legend]

List of all members.

Public Member Functions
	multiBM (const RV &rv, const vec beta0)
	Default constructor.
	multiBM (const multiBM &B)
	Copy constructor.
void	set_statistics (const BM *mB0)
void	bayes (const vec &dt)
	Incremental Bayes rule.
double	logpred (const vec &dt) const
void	flatten (BMEF *B)
	Flatten the posterior.
const epdf &	_epdf () const
	Returns a pointer to the epdf representing posterior density on parameters. Use with care!
virtual void	set_statistics (const BMEF *BM0)
	get statistics from another model
virtual void	bayes (const vec &data, const double w)
	Weighted update of sufficient statistics (Bayes rule).
virtual void	bayesB (const mat &Dt)
	Batch Bayes rule (columns of Dt are observations).
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
eDirich	est
	Conjugate prior and posterior.
vec &	beta
double	frg
	forgetting factor
double	last_lognc
	cached value of lognc() in the previous step (used in evaluation of ll )
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

Estimator for Multinomial density.

---

Member Function Documentation

void multiBM::bayes

(

const vec &

dt

)

[inline, virtual]

Incremental Bayes rule.

Parameters:

dt

vector of input data

Reimplemented from BMEF.

References est, BM::evalll, BMEF::frg, BMEF::last_lognc, BM::ll, and eDirich::lognc().

Referenced by MixEF::bayes().

double multiBM::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 from BM.

References eDirich::_beta(), est, BM::evalll, BMEF::frg, BMEF::last_lognc, and eDirich::lognc().

Referenced by MixEF::bayes().

virtual BM* BM::_copy_

(

bool

changerv = false

)

[inline, virtual, inherited]

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 file:

• work/git/mixpp/bdm/stat/libEF.h