bdm::multiBM Class Reference

Estimator for Multinomial density. More...

#include <libEF.h>

List of all members.

Public Member Functions

 multiBM ()
 Default constructor.
 multiBM (const multiBM &B)
 Copy constructor.
void set_statistics (const BM *mB0)
 Sets sufficient statistics to match that of givefrom mB0.
void bayes (const vec &dt)
 Incremental Bayes rule.
double logpred (const vec &dt) const
void flatten (const BMEF *B)
 Flatten the posterior according to the given BMEF (of the same type!).
const epdfposterior () const
const eDirich_e () const
void set_parameters (const vec &beta0)
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).
BMEF_copy_ () const
 Flatten the posterior as if to keep nu0 data.
Mathematical operations
virtual void bayesB (const mat &Dt)
 Batch Bayes rule (columns of Dt are observations).
vec logpred_m (const mat &dt) const
 Matrix version of logpred.
virtual epdfepredictor () const
 Constructs a predictive density $ f(d_{t+1} |d_{t}, \ldots d_{0}) $.
virtual mpdfpredictor () 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)

Protected Attributes

eDirich est
 Conjugate prior and posterior.
vec & beta
 Pointer inside est to sufficient statistics.
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.

Extension to conditional BM

This extension is useful e.g. in Marginalized Particle Filter (bdm::MPF). Alternatively, it can be used for automated connection to DS when the condition is observed

const RV_rvc () const
 access function
virtual void condition (const vec &val)
 Substitute val for rvc.
RV rvc
 Name of extension variable.

Logging of results

void set_options (const string &opt)
 Set boolean options from a string.
void log_add (logger *L, const string &name="")
 Add all logged variables to a logger.
void logit (logger *L)
ivec LIDs
 IDs of storages in loggers.
bool opt_L_bounds
 Option for logging bounds.


Detailed Description

Estimator for Multinomial density.

Member Function Documentation

void bdm::multiBM::bayes ( const vec &  dt  )  [inline, virtual]

Incremental Bayes rule.

Parameters:
dt vector of input data

Reimplemented from bdm::BMEF.

References beta, est, bdm::BM::evalll, bdm::BMEF::frg, bdm::BMEF::last_lognc, bdm::BM::ll, and bdm::eDirich::lognc().

double bdm::multiBM::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 from bdm::BM.

References bdm::eDirich::_beta(), beta, est, bdm::BM::evalll, bdm::BMEF::frg, bdm::BMEF::last_lognc, and bdm::eDirich::lognc().


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

Generated on Wed Apr 8 16:13:13 2009 for mixpp by  doxygen 1.5.8