1 | <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> |
---|
2 | <html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8"> |
---|
3 | <title>mixpp: bdm::MPF< BM_T > Class Template Reference</title> |
---|
4 | <link href="doxygen.css" rel="stylesheet" type="text/css"> |
---|
5 | <link href="tabs.css" rel="stylesheet" type="text/css"> |
---|
6 | </head><body> |
---|
7 | <!-- Generated by Doxygen 1.5.6 --> |
---|
8 | <div class="navigation" id="top"> |
---|
9 | <div class="tabs"> |
---|
10 | <ul> |
---|
11 | <li><a href="index.html"><span>Main Page</span></a></li> |
---|
12 | <li><a href="pages.html"><span>Related Pages</span></a></li> |
---|
13 | <li><a href="modules.html"><span>Modules</span></a></li> |
---|
14 | <li class="current"><a href="annotated.html"><span>Classes</span></a></li> |
---|
15 | <li><a href="files.html"><span>Files</span></a></li> |
---|
16 | </ul> |
---|
17 | </div> |
---|
18 | <div class="tabs"> |
---|
19 | <ul> |
---|
20 | <li><a href="annotated.html"><span>Class List</span></a></li> |
---|
21 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> |
---|
22 | <li><a href="functions.html"><span>Class Members</span></a></li> |
---|
23 | </ul> |
---|
24 | </div> |
---|
25 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1MPF.html">MPF</a> |
---|
26 | </div> |
---|
27 | </div> |
---|
28 | <div class="contents"> |
---|
29 | <h1>bdm::MPF< BM_T > Class Template Reference</h1><!-- doxytag: class="bdm::MPF" --><!-- doxytag: inherits="bdm::PF" -->Marginalized Particle filter. |
---|
30 | <a href="#_details">More...</a> |
---|
31 | <p> |
---|
32 | <code>#include <<a class="el" href="libPF_8h-source.html">libPF.h</a>></code> |
---|
33 | <p> |
---|
34 | <div class="dynheader"> |
---|
35 | Inheritance diagram for bdm::MPF< BM_T >:</div> |
---|
36 | <div class="dynsection"> |
---|
37 | <p><center><img src="classbdm_1_1MPF__inherit__graph.png" border="0" usemap="#bdm_1_1MPF_3_01BM__T_01_4__inherit__map" alt="Inheritance graph"></center> |
---|
38 | <map name="bdm_1_1MPF_3_01BM__T_01_4__inherit__map"> |
---|
39 | <area shape="rect" href="classbdm_1_1PF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="43,84,115,111"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="40,7,117,33"></map> |
---|
40 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
---|
41 | <div class="dynheader"> |
---|
42 | Collaboration diagram for bdm::MPF< BM_T >:</div> |
---|
43 | <div class="dynsection"> |
---|
44 | <p><center><img src="classbdm_1_1MPF__coll__graph.png" border="0" usemap="#bdm_1_1MPF_3_01BM__T_01_4__coll__map" alt="Collaboration graph"></center> |
---|
45 | <map name="bdm_1_1MPF_3_01BM__T_01_4__coll__map"> |
---|
46 | <area shape="rect" href="classbdm_1_1PF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="85,407,157,433"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,241,83,268"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="88,87,163,113"><area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="76,295,167,321"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="164,185,249,212"><area shape="rect" href="classbdm_1_1base.html" title="Root class of BDM objects." alt="" coords="132,7,220,33"><area shape="rect" href="classbdm_1_1eEmp.html" title="Weighted empirical density." alt="" coords="191,295,287,321"><area shape="rect" title="internal class for MPDF providing composition of eEmp with external components" alt="" coords="181,407,389,433"></map> |
---|
47 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
---|
48 | |
---|
49 | <p> |
---|
50 | <a href="classbdm_1_1MPF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
---|
51 | <tr><td></td></tr> |
---|
52 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
---|
53 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e2a00c2399599c3613ab632fc36a1f79"></a><!-- doxytag: member="bdm::MPF::MPF" ref="e2a00c2399599c3613ab632fc36a1f79" args="(const RV &rvlin, const RV &rvpf, mpdf &par0, mpdf &obs0, int n, const BM_T &BMcond0)" --> |
---|
54 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#e2a00c2399599c3613ab632fc36a1f79">MPF</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvlin, const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvpf, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &par0, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &obs0, int <a class="el" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a>, const BM_T &BMcond0)</td></tr> |
---|
55 | |
---|
56 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
---|
57 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#286d040770d08bd7ff416cea617b1b14">bayes</a> (const vec &dt)</td></tr> |
---|
58 | |
---|
59 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#286d040770d08bd7ff416cea617b1b14"></a><br></td></tr> |
---|
60 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2da4cbf7645da52ad5630ada411e3f9f"></a><!-- doxytag: member="bdm::MPF::_epdf" ref="2da4cbf7645da52ad5630ada411e3f9f" args="() const " --> |
---|
61 | const <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#2da4cbf7645da52ad5630ada411e3f9f">_epdf</a> () const </td></tr> |
---|
62 | |
---|
63 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a reference to the <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. <br></td></tr> |
---|
64 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1401874aa88a7a3f2593070646779af2"></a><!-- doxytag: member="bdm::MPF::_e" ref="1401874aa88a7a3f2593070646779af2" args="() const " --> |
---|
65 | const <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#1401874aa88a7a3f2593070646779af2">_e</a> () const </td></tr> |
---|
66 | |
---|
67 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the <a class="el" href="classbdm_1_1epdf.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> |
---|
68 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dcecdaf2acbbee51acf3018a70989a7e"></a><!-- doxytag: member="bdm::MPF::set_est" ref="dcecdaf2acbbee51acf3018a70989a7e" args="(const epdf &epdf0)" --> |
---|
69 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#dcecdaf2acbbee51acf3018a70989a7e">set_est</a> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &epdf0)</td></tr> |
---|
70 | |
---|
71 | <tr><td class="mdescLeft"> </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> |
---|
72 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="82b5a34d9ed0e78452f98d2ecbf1e93c"></a><!-- doxytag: member="bdm::MPF::_BM" ref="82b5a34d9ed0e78452f98d2ecbf1e93c" args="(int i)" --> |
---|
73 | <a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#82b5a34d9ed0e78452f98d2ecbf1e93c">_BM</a> (int i)</td></tr> |
---|
74 | |
---|
75 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access function. <br></td></tr> |
---|
76 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78a9f6809827be1d9bfe215d03b1c6ed"></a><!-- doxytag: member="bdm::MPF::__w" ref="78a9f6809827be1d9bfe215d03b1c6ed" args="()" --> |
---|
77 | vec * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#78a9f6809827be1d9bfe215d03b1c6ed">__w</a> ()</td></tr> |
---|
78 | |
---|
79 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
---|
80 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::MPF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
---|
81 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
---|
82 | |
---|
83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
---|
84 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> |
---|
85 | |
---|
86 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::MPF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> |
---|
87 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> |
---|
88 | |
---|
89 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> |
---|
90 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="710e7d69c0d8791fb41a7cd4683cca2c"></a><!-- doxytag: member="bdm::MPF::predictor" ref="710e7d69c0d8791fb41a7cd4683cca2c" args="(const RV &rv) const " --> |
---|
91 | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#710e7d69c0d8791fb41a7cd4683cca2c">predictor</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>) const </td></tr> |
---|
92 | |
---|
93 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr> |
---|
94 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="bdm::MPF::_rv" ref="40a3c891996391e3135518053a917793" args="() const " --> |
---|
95 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40a3c891996391e3135518053a917793">_rv</a> () const </td></tr> |
---|
96 | |
---|
97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
---|
98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MPF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> |
---|
99 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr> |
---|
100 | |
---|
101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
---|
102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::MPF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> |
---|
103 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr> |
---|
104 | |
---|
105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
---|
106 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_</a> (bool changerv=false)</td></tr> |
---|
107 | |
---|
108 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
---|
109 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::MPF::n" ref="eeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" --> |
---|
110 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr> |
---|
111 | |
---|
112 | <tr><td class="mdescLeft"> </td><td class="mdescRight">number of particles; <br></td></tr> |
---|
113 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::MPF::est" ref="dc049265b9086cad7071f98d00a2b9af" args="" --> |
---|
114 | <a class="el" href="classbdm_1_1eEmp.html">eEmp</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af">est</a></td></tr> |
---|
115 | |
---|
116 | <tr><td class="mdescLeft"> </td><td class="mdescRight">posterior density <br></td></tr> |
---|
117 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::MPF::_w" ref="f5149d5522d1095d39240c4c607f61a3" args="" --> |
---|
118 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3">_w</a></td></tr> |
---|
119 | |
---|
120 | <tr><td class="mdescLeft"> </td><td class="mdescRight">pointer into <code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr> |
---|
121 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::MPF::_samples" ref="914bd66025692c4018dbd482cb3c47c1" args="" --> |
---|
122 | Array< vec > & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr> |
---|
123 | |
---|
124 | <tr><td class="mdescLeft"> </td><td class="mdescRight">pointer into <code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr> |
---|
125 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf3a1b2a407012e47ac878e3aa2fbf34"></a><!-- doxytag: member="bdm::MPF::par" ref="cf3a1b2a407012e47ac878e3aa2fbf34" args="" --> |
---|
126 | <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#cf3a1b2a407012e47ac878e3aa2fbf34">par</a></td></tr> |
---|
127 | |
---|
128 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Parameter evolution model. <br></td></tr> |
---|
129 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c58b8fa634272c3f48845a9020ba55aa"></a><!-- doxytag: member="bdm::MPF::obs" ref="c58b8fa634272c3f48845a9020ba55aa" args="" --> |
---|
130 | <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#c58b8fa634272c3f48845a9020ba55aa">obs</a></td></tr> |
---|
131 | |
---|
132 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Observation model. <br></td></tr> |
---|
133 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18d6db4af8ee42077741d9e3618153ca"></a><!-- doxytag: member="bdm::MPF::rv" ref="18d6db4af8ee42077741d9e3618153ca" args="" --> |
---|
134 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a></td></tr> |
---|
135 | |
---|
136 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the posterior. <br></td></tr> |
---|
137 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MPF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> |
---|
138 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
---|
139 | |
---|
140 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
---|
141 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MPF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
---|
142 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
---|
143 | |
---|
144 | <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 computational time. <br></td></tr> |
---|
145 | <tr><td colspan="2"><br><h2>Classes</h2></td></tr> |
---|
146 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><b>mpfepdf</b></td></tr> |
---|
147 | |
---|
148 | <tr><td class="mdescLeft"> </td><td class="mdescRight">internal class for MPDF providing composition of <a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> with external components <br></td></tr> |
---|
149 | </table> |
---|
150 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
---|
151 | <h3>template<class BM_T><br> |
---|
152 | class bdm::MPF< BM_T ></h3> |
---|
153 | |
---|
154 | Marginalized Particle filter. |
---|
155 | <p> |
---|
156 | Trivial version: proposal = parameter evolution, observation model is not used. (it is assumed to be part of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a>). <hr><h2>Member Function Documentation</h2> |
---|
157 | <a class="anchor" name="286d040770d08bd7ff416cea617b1b14"></a><!-- doxytag: member="bdm::MPF::bayes" ref="286d040770d08bd7ff416cea617b1b14" args="(const vec &dt)" --> |
---|
158 | <div class="memitem"> |
---|
159 | <div class="memproto"> |
---|
160 | <div class="memtemplate"> |
---|
161 | template<class BM_T> </div> |
---|
162 | <table class="memname"> |
---|
163 | <tr> |
---|
164 | <td class="memname">void <a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>< BM_T >::bayes </td> |
---|
165 | <td>(</td> |
---|
166 | <td class="paramtype">const vec & </td> |
---|
167 | <td class="paramname"> <em>dt</em> </td> |
---|
168 | <td> ) </td> |
---|
169 | <td><code> [inline, virtual]</code></td> |
---|
170 | </tr> |
---|
171 | </table> |
---|
172 | </div> |
---|
173 | <div class="memdoc"> |
---|
174 | |
---|
175 | <p> |
---|
176 | Incremental Bayes rule. |
---|
177 | <p> |
---|
178 | <dl compact><dt><b>Parameters:</b></dt><dd> |
---|
179 | <table border="0" cellspacing="2" cellpadding="0"> |
---|
180 | <tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr> |
---|
181 | </table> |
---|
182 | </dl> |
---|
183 | |
---|
184 | <p>Reimplemented from <a class="el" href="classbdm_1_1PF.html#638946eea22d4964bf9350286bb4efd8">bdm::PF</a>.</p> |
---|
185 | |
---|
186 | <p>References <a class="el" href="libPF_8h-source.html#l00037">bdm::PF::_samples</a>, <a class="el" href="libPF_8h-source.html#l00035">bdm::PF::_w</a>, <a class="el" href="libPF_8h-source.html#l00033">bdm::PF::est</a>, <a class="el" href="libPF_8h-source.html#l00031">bdm::PF::n</a>, <a class="el" href="libPF_8h-source.html#l00039">bdm::PF::par</a>, <a class="el" href="libEF_8cpp-source.html#l00166">bdm::eEmp::resample()</a>, and <a class="el" href="libBM_8h-source.html#l00230">bdm::mpdf::samplecond()</a>.</p> |
---|
187 | |
---|
188 | </div> |
---|
189 | </div><p> |
---|
190 | <a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::MPF::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &dt) const " --> |
---|
191 | <div class="memitem"> |
---|
192 | <div class="memproto"> |
---|
193 | <table class="memname"> |
---|
194 | <tr> |
---|
195 | <td class="memname">virtual double bdm::BM::logpred </td> |
---|
196 | <td>(</td> |
---|
197 | <td class="paramtype">const vec & </td> |
---|
198 | <td class="paramname"> <em>dt</em> </td> |
---|
199 | <td> ) </td> |
---|
200 | <td> const<code> [inline, virtual, inherited]</code></td> |
---|
201 | </tr> |
---|
202 | </table> |
---|
203 | </div> |
---|
204 | <div class="memdoc"> |
---|
205 | |
---|
206 | <p> |
---|
207 | Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. |
---|
208 | <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p> |
---|
209 | |
---|
210 | <p>Referenced by <a class="el" href="libBM_8h-source.html#l00447">bdm::BM::logpred_m()</a>.</p> |
---|
211 | |
---|
212 | </div> |
---|
213 | </div><p> |
---|
214 | <a class="anchor" name="3efb3098172f1f67564a312fe732473e"></a><!-- doxytag: member="bdm::MPF::_copy_" ref="3efb3098172f1f67564a312fe732473e" args="(bool changerv=false)" --> |
---|
215 | <div class="memitem"> |
---|
216 | <div class="memproto"> |
---|
217 | <table class="memname"> |
---|
218 | <tr> |
---|
219 | <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_ </td> |
---|
220 | <td>(</td> |
---|
221 | <td class="paramtype">bool </td> |
---|
222 | <td class="paramname"> <em>changerv</em> = <code>false</code> </td> |
---|
223 | <td> ) </td> |
---|
224 | <td><code> [inline, virtual, inherited]</code></td> |
---|
225 | </tr> |
---|
226 | </table> |
---|
227 | </div> |
---|
228 | <div class="memdoc"> |
---|
229 | |
---|
230 | <p> |
---|
231 | Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.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="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_()</a>{<a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> Tmp*=new Tmp(this*); return Tmp; } |
---|
232 | <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#20ff2de8d862f28de7da83444d65bcdb">bdm::ARX</a>, and <a class="el" href="classbdm_1_1BMEF.html#5912dbcf28ae711e30b08c2fa766a3e6">bdm::BMEF</a>.</p> |
---|
233 | |
---|
234 | </div> |
---|
235 | </div><p> |
---|
236 | <hr>The documentation for this class was generated from the following file:<ul> |
---|
237 | <li>work/git/mixpp/bdm/estim/<a class="el" href="libPF_8h-source.html">libPF.h</a></ul> |
---|
238 | </div> |
---|
239 | <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jan 27 16:30:59 2009 for mixpp by |
---|
240 | <a href="http://www.doxygen.org/index.html"> |
---|
241 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
---|
242 | </body> |
---|
243 | </html> |
---|