KrisLibrary  1.0.0
Public Member Functions | Public Attributes | List of all members
Statistics::LinearProcessHMMRegression Class Reference

Public Member Functions

 LinearProcessHMMRegression (const LinearProcessHMM &joint)
 
void SetXIndices (const std::vector< int > &xindices)
 
void GetInitial (LinearProcessHMMState &s0) const
 
Real ProbabilityX (const LinearProcessHMMState &s, const Vector &x) const
 
void Update (const LinearProcessHMMState &s, const Vector &x, LinearProcessHMMState &sobs) const
 
void Predict (const LinearProcessHMMState &s0, LinearProcessHMMState &st) const
 
void Predict (const LinearProcessHMMState &s0, int numsteps, LinearProcessHMMState &st, int kmax=-1) const
 

Public Attributes

LinearProcessHMM joint
 
std::vector< int > xindices
 
std::vector< int > yindices
 
std::vector< Gaussian< Real > > xPriors
 
std::vector< LinearProcessyPriors
 
std::vector< LinearProcessxRegressions
 

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