bdm::BMEF Class Reference

Estimator for Exponential family. More...

#include <libEF.h>

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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 epdfpredictor (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.


Detailed Description

Estimator for Exponential family.

Member Function Documentation

void bdm::BMEF::bayes ( const vec &  dt  )  [virtual]

Incremental Bayes rule.

Parameters:
dt vector of input data

Implements bdm::BM.

Reimplemented in bdm::ARX, bdm::MixEF, and bdm::multiBM.

References bayes().

virtual double bdm::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 bdm::ARX, bdm::MixEF, and bdm::multiBM.

Referenced by bdm::BM::logpred_m().


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

Generated on Fri Feb 6 19:50:13 2009 for mixpp by  doxygen 1.5.6