bdm::BM Class Reference

#include <libBM.h>

Inheritance diagram for bdm::BM:

[legend]

List of all members.

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Detailed Description

Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.

Public Member Functions
Constructors
	BM ()
	BM (const BM &B)
virtual BM *	_copy_ ()
Mathematical operations
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 double	logpred (const vec &dt) const
vec	logpred_m (const mat &dt) const
	Matrix version of logpred.
virtual epdf *	epredictor () const
	Constructs a predictive density .
virtual mpdf *	predictor () const
	Constructs a conditional density 1-step ahead predictor.
Access to attributes
const RV &	_drv () const
void	set_drv (const RV &rv)
double	_ll () const
void	set_evalll (bool evl0)
virtual const epdf &	_epdf () const =0
virtual const epdf *	_e () const =0
Protected Attributes
RV	drv
	Random variable of the data (optional).
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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Member Function Documentation

virtual BM* bdm::BM::_copy_

(

)

[inline, virtual]

Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually! Prototype:

 BM* _copy_(){return new BM(*this);} 

Reimplemented in bdm::ARX.

virtual void bdm::BM::bayes

(

const vec &

dt

)

[pure virtual]

Incremental Bayes rule.

Parameters:

dt

vector of input data

Implemented in bdm::ARX, bdm::Kalman< sq_T >, bdm::KalmanCh, bdm::EKFfull, bdm::EKF< sq_T >, bdm::EKFCh, bdm::PF, bdm::MPF< BM_T >, bdm::MixEF, bdm::BMEF, bdm::multiBM, bdm::Kalman< ldmat >, bdm::Kalman< chmat >, and bdm::Kalman< fsqmat >.

Referenced by bayesB().

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

Referenced by logpred_m().

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

• libBM.h
• libBM.cpp