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3<title>mixpp: MPF&lt; BM_T &gt; Class Template Reference</title>
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[32]25</div>
[91]26<div class="contents">
[32]27<h1>MPF&lt; BM_T &gt; Class Template Reference</h1><!-- doxytag: class="MPF" --><!-- doxytag: inherits="PF" -->Marginalized Particle filter. 
28<a href="#_details">More...</a>
29<p>
30<code>#include &lt;<a class="el" href="libPF_8h-source.html">libPF.h</a>&gt;</code>
31<p>
32<div class="dynheader">
33Inheritance diagram for MPF&lt; BM_T &gt;:</div>
34<div class="dynsection">
35<p><center><img src="classMPF__inherit__graph.png" border="0" usemap="#MPF_3_01BM__T_01_4__inherit__map" alt="Inheritance graph"></center>
36<map name="MPF_3_01BM__T_01_4__inherit__map">
[91]37<area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="40,82,77,106"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="39,7,79,31"></map>
[32]38<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
39<div class="dynheader">
40Collaboration diagram for MPF&lt; BM_T &gt;:</div>
41<div class="dynsection">
42<p><center><img src="classMPF__coll__graph.png" border="0" usemap="#MPF_3_01BM__T_01_4__coll__map" alt="Collaboration graph"></center>
43<map name="MPF_3_01BM__T_01_4__coll__map">
[91]44<area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="68,302,105,326"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,148,45,172"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="68,6,105,30"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="61,198,112,222"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="135,96,180,120"><area shape="rect" href="classeEmp.html" title="Weighted empirical density." alt="" coords="136,198,192,222"><area shape="rect" title="internal class for MPDF providing composition of eEmp with external components" alt="" coords="129,302,292,326"></map>
[32]45<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
46
47<p>
48<a href="classMPF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
49<tr><td></td></tr>
50<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[33]51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fc5e11e11eec3195e3c6503937bf02bd"></a><!-- doxytag: member="MPF::MPF" ref="fc5e11e11eec3195e3c6503937bf02bd" args="(const RV &amp;rvlin, const RV &amp;rvpf, mpdf &amp;par0, mpdf &amp;obs0, int n, const BM_T &amp;BMcond0)" -->
52&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html#fc5e11e11eec3195e3c6503937bf02bd">MPF</a> (const <a class="el" href="classRV.html">RV</a> &amp;rvlin, const <a class="el" href="classRV.html">RV</a> &amp;rvpf, <a class="el" href="classmpdf.html">mpdf</a> &amp;par0, <a class="el" href="classmpdf.html">mpdf</a> &amp;obs0, int <a class="el" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">n</a>, const BM_T &amp;BMcond0)</td></tr>
[32]53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">bayes</a> (const vec &amp;dt)</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#55daf8e4b6553dd9f47c692de7931623"></a><br></td></tr>
[171]58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="992e01bb8f06c814cda036796e4a55ae"></a><!-- doxytag: member="MPF::_epdf" ref="992e01bb8f06c814cda036796e4a55ae" args="() const " -->
59const <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html#992e01bb8f06c814cda036796e4a55ae">_epdf</a> () const </td></tr>
[32]60
[210]61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a reference to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. <br></td></tr>
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="942a1eb28a57ef0f0239264e7b0b82eb"></a><!-- doxytag: member="MPF::_e" ref="942a1eb28a57ef0f0239264e7b0b82eb" args="() const " -->
63const <a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html#942a1eb28a57ef0f0239264e7b0b82eb">_e</a> () const </td></tr>
64
[32]65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr>
[33]66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c66e1c1c0e45fc4ae765133cb3a1553"></a><!-- doxytag: member="MPF::set_est" ref="7c66e1c1c0e45fc4ae765133cb3a1553" args="(const epdf &amp;epdf0)" -->
67void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html#7c66e1c1c0e45fc4ae765133cb3a1553">set_est</a> (const <a class="el" href="classepdf.html">epdf</a> &amp;epdf0)</td></tr>
[32]68
[33]69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set postrior of <code>rvc</code> to samples from epdf0. Statistics of Bms are not re-computed! Use only for initialization! <br></td></tr>
[171]70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0186270f75189677f390fe088a9947e9"></a><!-- doxytag: member="MPF::bayesB" ref="0186270f75189677f390fe088a9947e9" args="(const mat &amp;Dt)" -->
71virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &amp;Dt)</td></tr>
[32]72
73<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
[171]74<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">logpred</a> (const vec &amp;dt) const </td></tr>
75
[180]76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd0660f2a1a344b56ac39802708ff165"></a><!-- doxytag: member="MPF::logpred_m" ref="cd0660f2a1a344b56ac39802708ff165" args="(const mat &amp;dt) const " -->
77vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#cd0660f2a1a344b56ac39802708ff165">logpred_m</a> (const mat &amp;dt) const </td></tr>
78
79<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[210]80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5594d68ee9aa6fc8c1e79019da5c9d56"></a><!-- doxytag: member="MPF::predictor" ref="5594d68ee9aa6fc8c1e79019da5c9d56" args="(const RV &amp;rv) const " -->
81virtual <a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5594d68ee9aa6fc8c1e79019da5c9d56">predictor</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a>) const </td></tr>
[180]82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr>
[33]84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="MPF::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
85const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="MPF::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
89double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>
90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[171]92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1ffa9f23669aabecc3760c06c6987522"></a><!-- doxytag: member="MPF::set_evalll" ref="1ffa9f23669aabecc3760c06c6987522" args="(bool evl0)" -->
93void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classBM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">_copy_</a> (bool changerv=false)</td></tr>
97
[79]98<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="65b869f3cde2e8d3cfcc2752d14d1ca6"></a><!-- doxytag: member="MPF::SSAT" ref="65b869f3cde2e8d3cfcc2752d14d1ca6" args="" -->
100double&nbsp;</td><td class="memItemRight" valign="bottom"><b>SSAT</b></td></tr>
101
[32]102<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2f44ed7a4eaa42e07bdb58d503f280"></a><!-- doxytag: member="MPF::n" ref="2c2f44ed7a4eaa42e07bdb58d503f280" args="" -->
104int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">n</a></td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">number of particles; <br></td></tr>
[33]107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1a0a09e309da997f63ae8e30d1e9806b"></a><!-- doxytag: member="MPF::est" ref="1a0a09e309da997f63ae8e30d1e9806b" args="" -->
108<a class="el" href="classeEmp.html">eEmp</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b">est</a></td></tr>
[32]109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br></td></tr>
[33]111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c87aba508df321ff26536ced64dbb3a"></a><!-- doxytag: member="MPF::_w" ref="5c87aba508df321ff26536ced64dbb3a" args="" -->
112vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#5c87aba508df321ff26536ced64dbb3a">_w</a></td></tr>
[32]113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer into <code><a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr>
[33]115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf7dad75e31215780a746c30e71ad9c5"></a><!-- doxytag: member="MPF::_samples" ref="cf7dad75e31215780a746c30e71ad9c5" args="" -->
116Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5">_samples</a></td></tr>
[32]117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer into <code><a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d92ac103f88f8c21e197e90af5695a09"></a><!-- doxytag: member="MPF::par" ref="d92ac103f88f8c21e197e90af5695a09" args="" -->
120<a class="el" href="classmpdf.html">mpdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#d92ac103f88f8c21e197e90af5695a09">par</a></td></tr>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Parameter evolution model. <br></td></tr>
123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd0a687a4515333d6809147335854e77"></a><!-- doxytag: member="MPF::obs" ref="dd0a687a4515333d6809147335854e77" args="" -->
124<a class="el" href="classmpdf.html">mpdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#dd0a687a4515333d6809147335854e77">obs</a></td></tr>
125
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation model. <br></td></tr>
127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="MPF::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
128<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr>
129
130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="MPF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
132double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
133
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="MPF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
136bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
137
[171]138<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr>
[33]139<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
140<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><b>mpfepdf</b></td></tr>
141
142<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal class for MPDF providing composition of <a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a> with external components <br></td></tr>
[32]143</table>
144<hr><a name="_details"></a><h2>Detailed Description</h2>
145<h3>template&lt;class BM_T&gt;<br>
146 class MPF&lt; BM_T &gt;</h3>
147
[33]148Marginalized Particle filter.
149<p>
[99]150Trivial version: proposal = parameter evolution, observation model is not used. (it is assumed to be part of <a class="el" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a>). <hr><h2>Member Function Documentation</h2>
[32]151<a class="anchor" name="55daf8e4b6553dd9f47c692de7931623"></a><!-- doxytag: member="MPF::bayes" ref="55daf8e4b6553dd9f47c692de7931623" args="(const vec &amp;dt)" -->
152<div class="memitem">
153<div class="memproto">
154<div class="memtemplate">
155template&lt;class BM_T&gt; </div>
156      <table class="memname">
157        <tr>
158          <td class="memname">void <a class="el" href="classMPF.html">MPF</a>&lt; BM_T &gt;::bayes           </td>
159          <td>(</td>
160          <td class="paramtype">const vec &amp;&nbsp;</td>
161          <td class="paramname"> <em>dt</em>          </td>
162          <td>&nbsp;)&nbsp;</td>
[139]163          <td><code> [inline, virtual]</code></td>
[32]164        </tr>
165      </table>
166</div>
167<div class="memdoc">
168
169<p>
170Incremental Bayes rule.
171<p>
172<dl compact><dt><b>Parameters:</b></dt><dd>
173  <table border="0" cellspacing="2" cellpadding="0">
174    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
175  </table>
176</dl>
177
178<p>Reimplemented from <a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">PF</a>.</p>
179
[219]180<p>References <a class="el" href="libPF_8h-source.html#l00040">PF::_samples</a>, <a class="el" href="libPF_8h-source.html#l00038">PF::_w</a>, <a class="el" href="libPF_8h-source.html#l00036">PF::est</a>, <a class="el" href="libPF_8h-source.html#l00034">PF::n</a>, <a class="el" href="libPF_8h-source.html#l00042">PF::par</a>, <a class="el" href="libEF_8cpp-source.html#l00162">eEmp::resample()</a>, and <a class="el" href="libBM_8h-source.html#l00222">mpdf::samplecond()</a>.</p>
[91]181
[32]182</div>
183</div><p>
[171]184<a class="anchor" name="8a8ce6df431689964c41cc6c849cfd06"></a><!-- doxytag: member="MPF::logpred" ref="8a8ce6df431689964c41cc6c849cfd06" args="(const vec &amp;dt) const " -->
185<div class="memitem">
186<div class="memproto">
187      <table class="memname">
188        <tr>
189          <td class="memname">virtual double BM::logpred           </td>
190          <td>(</td>
191          <td class="paramtype">const vec &amp;&nbsp;</td>
192          <td class="paramname"> <em>dt</em>          </td>
193          <td>&nbsp;)&nbsp;</td>
194          <td> const<code> [inline, virtual, inherited]</code></td>
195        </tr>
196      </table>
197</div>
198<div class="memdoc">
199
200<p>
201Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
202<p>Reimplemented in <a class="el" href="classARX.html#e7f9e7823aec9bf7ddc3b42d9b3304c4">ARX</a>, <a class="el" href="classMixEF.html#424ca64f36d4e41de7a7e7ae921d35ea">MixEF</a>, and <a class="el" href="classmultiBM.html#13e26a61757278981fd8cac9a7ef91eb">multiBM</a>.</p>
203
[219]204<p>Referenced by <a class="el" href="libBM_8h-source.html#l00436">BM::logpred_m()</a>.</p>
[180]205
[171]206</div>
207</div><p>
208<a class="anchor" name="eb58c81d6a7b75b05fc6f276eed78887"></a><!-- doxytag: member="MPF::_copy_" ref="eb58c81d6a7b75b05fc6f276eed78887" args="(bool changerv=false)" -->
209<div class="memitem">
210<div class="memproto">
211      <table class="memname">
212        <tr>
213          <td class="memname">virtual <a class="el" href="classBM.html">BM</a>* BM::_copy_           </td>
214          <td>(</td>
215          <td class="paramtype">bool&nbsp;</td>
216          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td>
217          <td>&nbsp;)&nbsp;</td>
218          <td><code> [inline, virtual, inherited]</code></td>
219        </tr>
220      </table>
221</div>
222<div class="memdoc">
223
224<p>
225Copy function required in vectors, Arrays of <a class="el" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: BM* <a class="el" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">_copy_()</a>{<a class="el" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> Tmp*=new Tmp(this*); return Tmp; }
[210]226<p>Reimplemented in <a class="el" href="classARX.html#5de61fbd4f97fa3216760b1f733f5af0">ARX</a>, and <a class="el" href="classBMEF.html#97f5312efe4a5bedb86d2daec59d8651">BMEF</a>.</p>
[171]227
228</div>
229</div><p>
[32]230<hr>The documentation for this class was generated from the following file:<ul>
[145]231<li>work/git/mixpp/bdm/estim/<a class="el" href="libPF_8h-source.html">libPF.h</a></ul>
[91]232</div>
[219]233<hr size="1"><address style="text-align: right;"><small>Generated on Thu Dec 4 14:42:26 2008 for mixpp by&nbsp;
[32]234<a href="http://www.doxygen.org/index.html">
[139]235<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
[32]236</body>
237</html>
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