TrivialPF Class Reference

Trivial particle filter with proposal density that is not conditioned on the data. More...

#include <libPF.h>

Inheritance diagram for TrivialPF:

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Collaboration diagram for TrivialPF:

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List of all members.

Public Member Functions
	TrivialPF (mpdf &par, mpdf &obs, BM &prop, int n0)
	TrivialPF (mpdf &par, mpdf &obs, int n0)
void	bayes (const vec &dt, bool evalll)
ivec	resample (RESAMPLING_METHOD method=SYSTEMATIC)
	Returns indexes of particles that should be resampled. The ordering MUST guarantee inplace replacement. (Important for MPF.).
void	bayes (const vec &dt)
	Incremental Bayes rule.
void	bayes (mat Dt)
	Batch Bayes rule (columns of Dt are observations).
epdf *	_epdf ()
	Returns a pointer to the epdf representing posterior density on parameters. Use with care!
Public Attributes
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 time.
Protected Attributes
int	n
vec	w
Uniform_RNG	URNG

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Detailed Description

Trivial particle filter with proposal density that is not conditioned on the data.

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Member Function Documentation

void PF::bayes

(

const vec &

dt

)

[inline, virtual, inherited]

Incremental Bayes rule.

Parameters:

dt

vector of input data

Implements BM.

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

• work/mixpp/bdm/estim/libPF.h
• work/mixpp/bdm/estim/libPF.cpp

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