BMEF Class Reference

Estimator for Exponential family. More...

#include <libEF.h>

Inheritance diagram for BMEF:

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Collaboration diagram for BMEF:

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List of all members.

Public Member Functions
	BMEF (const RV &rv, double frg0=1.0)
	Default constructor.
	BMEF (const BMEF &B)
	Copy constructor.
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).
void	bayes (const vec &dt)
	Incremental Bayes rule.
virtual void	flatten (const BMEF *B)
	Flatten the posterior according to the given BMEF (of the same type!).
BMEF *	_copy_ (bool changerv=false)
	Flatten the posterior as if to keep nu0 data.
virtual void	bayesB (const mat &Dt)
	Batch Bayes rule (columns of Dt are observations).
virtual const epdf &	_epdf () const =0
	Returns a reference to the epdf representing posterior density on parameters.
virtual const epdf *	_e () 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) const
	Constructs a predictive density (marginal density on data).
const RV &	_rv () const
	access function
double	_ll () const
	access function
void	set_evalll (bool evl0)
	access function
Protected Attributes
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.

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Detailed Description

Estimator for Exponential family.

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Member Function Documentation

void BMEF::bayes

(

const vec &

dt

)

[virtual]

Incremental Bayes rule.

Parameters:

dt

vector of input data

Implements BM.

Reimplemented in ARX, MixEF, and multiBM.

References bayes().

virtual double BM::logpred

(

const vec &

dt

)

const [inline, virtual, inherited]

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 BM::logpred_m().

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

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