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
vec	logpred_m (const mat &dt) const
	Matrix version of logpred.
virtual epdf *	predictor (const RV &rv)
	Constructs a predictive density (marginal density on data).
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.

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Detailed Description

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

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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.

Referenced by logpred_m().

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::init().

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

• work/git/mixpp/bdm/stat/libBM.h
• work/git/mixpp/bdm/stat/libBM.cpp