bdm::BMEF Class Reference

#include <libEF.h>

Inheritance diagram for bdm::BMEF:

Detailed Description

Estimator for Exponential family.


Public Member Functions
	BMEF (double frg0=1.0)
	Default constructor (=empty 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.
Constructors
virtual BM *	_copy_ ()
Mathematical operations
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 $f(d_{t+1} \|d_{t}, \ldots d_{0})$ .
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)
void	set_rv (const RV &rv)
double	_ll () const
void	set_evalll (bool evl0)
virtual const epdf &	posterior () const =0
virtual const epdf *	_e () const =0
Protected Attributes
double	frg
	forgetting factor
double	last_lognc
	cached value of lognc() in the previous step (used in evaluation of `ll` )
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.