multiBM Class Reference

Estimator for Multinomial density. More...

#include <libEF.h>

Inheritance diagram for multiBM:

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Collaboration diagram for multiBM:

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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:

Generated on Tue Sep 23 16:00:55 2008 for mixpp by  doxygen 1.5.6