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| 3 | <title>mixpp: MPF< BM_T > Class Template Reference</title> |
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| 23 | <h1>MPF< BM_T > Class Template Reference</h1><!-- doxytag: class="MPF" --><!-- doxytag: inherits="PF" -->Marginalized Particle filter. |
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| 24 | <a href="#_details">More...</a> |
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| 25 | <p> |
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| 26 | <code>#include <<a class="el" href="libPF_8h-source.html">libPF.h</a>></code> |
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| 27 | <p> |
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| 28 | <div class="dynheader"> |
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| 29 | Inheritance diagram for MPF< BM_T >:</div> |
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| 30 | <div class="dynsection"> |
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| 31 | <p><center><img src="classMPF__inherit__graph.png" border="0" usemap="#MPF_3_01BM__T_01_4__inherit__map" alt="Inheritance graph"></center> |
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| 32 | <map name="MPF_3_01BM__T_01_4__inherit__map"> |
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| 33 | <area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="44,84,81,111"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="41,7,84,33"></map> |
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| 34 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 35 | <div class="dynheader"> |
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| 36 | Collaboration diagram for MPF< BM_T >:</div> |
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| 37 | <div class="dynsection"> |
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| 38 | <p><center><img src="classMPF__coll__graph.png" border="0" usemap="#MPF_3_01BM__T_01_4__coll__map" alt="Collaboration graph"></center> |
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| 39 | <map name="MPF_3_01BM__T_01_4__coll__map"> |
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| 40 | <area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="109,327,147,353"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="41,161,84,188"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="76,7,113,33"><area shape="rect" title="rvc" alt="" coords="72,27,80,35"><area shape="rect" title="rvc" alt="" coords="116,424,124,432"><area shape="rect" title="rv" alt="" coords="88,31,96,39"><area shape="rect" title="rv" alt="" coords="61,157,69,165"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="100,215,156,241"><area shape="rect" title="rv\nrvc" alt="" coords="96,31,104,39"><area shape="rect" title="rv\nrvc" alt="" coords="123,211,131,219"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="176,105,227,132"><area shape="rect" title="rv" alt="" coords="111,31,119,39"><area shape="rect" title="rv" alt="" coords="185,101,193,109"><area shape="rect" title="obs\npar" alt="" coords="124,239,132,247"><area shape="rect" title="obs\npar" alt="" coords="124,323,132,331"><area shape="rect" title="ep" alt="" coords="188,129,196,137"><area shape="rect" title="ep" alt="" coords="133,211,141,219"><area shape="rect" href="classeEmp.html" title="Weighted empirical density." alt="" coords="180,215,239,241"><area shape="rect" href="classemix.html" title="Weighted mixture of epdfs with external owned components." alt="" coords="240,271,293,297"><area shape="rect" title="ePdf" alt="" coords="195,239,203,247"><area shape="rect" title="ePdf" alt="" coords="133,323,141,331"><area shape="rect" title="Bms" alt="" coords="249,351,257,359"><area shape="rect" title="Bms" alt="" coords="185,419,193,427"><area shape="rect" title="est" alt="" coords="236,293,244,301"><area shape="rect" title="est" alt="" coords="173,419,181,427"></map> |
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| 41 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 42 | |
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| 43 | <p> |
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| 44 | <a href="classMPF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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| 45 | <tr><td></td></tr> |
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| 46 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| 47 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="827a66609cf69a832535d52233f76fa0"></a><!-- doxytag: member="MPF::MPF" ref="827a66609cf69a832535d52233f76fa0" args="(const RV &rv0, mpdf &par0, mpdf &obs0, int n, const BM_T &BMcond0)" --> |
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| 48 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html#827a66609cf69a832535d52233f76fa0">MPF</a> (const <a class="el" href="classRV.html">RV</a> &rv0, <a class="el" href="classmpdf.html">mpdf</a> &par0, <a class="el" href="classmpdf.html">mpdf</a> &obs0, int <a class="el" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">n</a>, const BM_T &BMcond0)</td></tr> |
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| 49 | |
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| 50 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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| 51 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">bayes</a> (const vec &dt)</td></tr> |
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| 52 | |
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| 53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#55daf8e4b6553dd9f47c692de7931623"></a><br></td></tr> |
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| 54 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="549e08268a46a250f21a33d06f19276a"></a><!-- doxytag: member="MPF::_epdf" ref="549e08268a46a250f21a33d06f19276a" args="()" --> |
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| 55 | <a class="el" href="classepdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html#549e08268a46a250f21a33d06f19276a">_epdf</a> ()</td></tr> |
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| 56 | |
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| 57 | <tr><td class="mdescLeft"> </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> |
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| 58 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5caa2c15604338b773d7a8125e7a1b5"></a><!-- doxytag: member="MPF::set_est" ref="c5caa2c15604338b773d7a8125e7a1b5" args="(const epdf *&epdf0)" --> |
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| 59 | void </td><td class="memItemRight" valign="bottom"><b>set_est</b> (const <a class="el" href="classepdf.html">epdf</a> *&epdf0)</td></tr> |
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| 60 | |
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| 61 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="MPF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> |
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| 62 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> |
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| 63 | |
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| 64 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
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| 65 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 66 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2f44ed7a4eaa42e07bdb58d503f280"></a><!-- doxytag: member="MPF::n" ref="2c2f44ed7a4eaa42e07bdb58d503f280" args="" --> |
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| 67 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">n</a></td></tr> |
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| 68 | |
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| 69 | <tr><td class="mdescLeft"> </td><td class="mdescRight">number of particles; <br></td></tr> |
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| 70 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a2ac56d1e3ffbb4ff0b3f02e6399deb0"></a><!-- doxytag: member="MPF::ePdf" ref="a2ac56d1e3ffbb4ff0b3f02e6399deb0" args="" --> |
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| 71 | <a class="el" href="classeEmp.html">eEmp</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#a2ac56d1e3ffbb4ff0b3f02e6399deb0">ePdf</a></td></tr> |
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| 72 | |
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| 73 | <tr><td class="mdescLeft"> </td><td class="mdescRight">posterior density <br></td></tr> |
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| 74 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a97d12da4d1832c0b0c6ec5877f921f0"></a><!-- doxytag: member="MPF::w" ref="a97d12da4d1832c0b0c6ec5877f921f0" args="" --> |
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| 75 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#a97d12da4d1832c0b0c6ec5877f921f0">w</a></td></tr> |
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| 76 | |
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| 77 | <tr><td class="mdescLeft"> </td><td class="mdescRight">pointer into <code><a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr> |
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| 78 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="361743a0b5b89de1a29e91d1343b2565"></a><!-- doxytag: member="MPF::samples" ref="361743a0b5b89de1a29e91d1343b2565" args="" --> |
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| 79 | Array< vec > & </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#361743a0b5b89de1a29e91d1343b2565">samples</a></td></tr> |
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| 80 | |
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| 81 | <tr><td class="mdescLeft"> </td><td class="mdescRight">pointer into <code><a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr> |
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| 82 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d92ac103f88f8c21e197e90af5695a09"></a><!-- doxytag: member="MPF::par" ref="d92ac103f88f8c21e197e90af5695a09" args="" --> |
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| 83 | <a class="el" href="classmpdf.html">mpdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#d92ac103f88f8c21e197e90af5695a09">par</a></td></tr> |
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| 84 | |
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| 85 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Parameter evolution model. <br></td></tr> |
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| 86 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd0a687a4515333d6809147335854e77"></a><!-- doxytag: member="MPF::obs" ref="dd0a687a4515333d6809147335854e77" args="" --> |
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| 87 | <a class="el" href="classmpdf.html">mpdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#dd0a687a4515333d6809147335854e77">obs</a></td></tr> |
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| 88 | |
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| 89 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Observation model. <br></td></tr> |
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| 90 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="MPF::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" --> |
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| 91 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr> |
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| 92 | |
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| 93 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the posterior. <br></td></tr> |
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| 94 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="MPF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> |
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| 95 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> |
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| 96 | |
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| 97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
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| 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="MPF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> |
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| 99 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> |
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| 100 | |
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| 101 | <tr><td class="mdescLeft"> </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 time. <br></td></tr> |
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| 102 | </table> |
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| 103 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 104 | <h3>template<class BM_T><br> |
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| 105 | class MPF< BM_T ></h3> |
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| 106 | |
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| 107 | Marginalized Particle filter. <hr><h2>Member Function Documentation</h2> |
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| 108 | <a class="anchor" name="55daf8e4b6553dd9f47c692de7931623"></a><!-- doxytag: member="MPF::bayes" ref="55daf8e4b6553dd9f47c692de7931623" args="(const vec &dt)" --> |
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| 109 | <div class="memitem"> |
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| 110 | <div class="memproto"> |
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| 111 | <div class="memtemplate"> |
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| 112 | template<class BM_T> </div> |
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| 113 | <table class="memname"> |
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| 114 | <tr> |
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| 115 | <td class="memname">void <a class="el" href="classMPF.html">MPF</a>< BM_T >::bayes </td> |
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| 116 | <td>(</td> |
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| 117 | <td class="paramtype">const vec & </td> |
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| 118 | <td class="paramname"> <em>dt</em> </td> |
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| 119 | <td> ) </td> |
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| 120 | <td width="100%"><code> [inline, virtual]</code></td> |
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| 121 | </tr> |
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| 122 | </table> |
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| 123 | </div> |
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| 124 | <div class="memdoc"> |
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| 125 | |
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| 126 | <p> |
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| 127 | Incremental Bayes rule. |
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| 128 | <p> |
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| 129 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 130 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 131 | <tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr> |
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| 132 | </table> |
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| 133 | </dl> |
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| 134 | |
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| 135 | <p>Reimplemented from <a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">PF</a>.</p> |
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| 136 | |
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| 137 | </div> |
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| 138 | </div><p> |
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| 139 | <hr>The documentation for this class was generated from the following file:<ul> |
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| 140 | <li>work/mixpp/bdm/estim/<a class="el" href="libPF_8h-source.html">libPF.h</a></ul> |
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| 141 | <hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:55 2008 for mixpp by |
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| 142 | <a href="http://www.doxygen.org/index.html"> |
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| 143 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> |
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| 144 | </body> |
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| 145 | </html> |
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