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67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1MPF.html">MPF</a>
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71<h1>bdm::MPF&lt; BM_T &gt; Class Template Reference</h1><!-- doxytag: class="bdm::MPF" --><!-- doxytag: inherits="bdm::PF" --><code>#include &lt;<a class="el" href="libPF_8h-source.html">libPF.h</a>&gt;</code>
72<p>
73<div class="dynheader">
74Inheritance diagram for bdm::MPF&lt; BM_T &gt;:</div>
75<div class="dynsection">
76
77<p><center><img src="classbdm_1_1MPF.png" usemap="#bdm::MPF< BM_T >_map" border="0" alt=""></center>
78<map name="bdm::MPF< BM_T >_map">
79<area href="classbdm_1_1PF.html" alt="bdm::PF" shape="rect" coords="0,112,125,136">
80<area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="0,56,125,80">
81<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,125,24">
82</map>
83</div>
84
85<p>
86<a href="classbdm_1_1MPF-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
87<h3>template&lt;class BM_T&gt;<br>
88 class bdm::MPF&lt; BM_T &gt;</h3>
89
90Marginalized Particle filter.
91<p>
92Trivial 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 a system, i.e. all uncertainty is modeled by probabilities.">BM</a>). <table border="0" cellpadding="0" cellspacing="0">
93<tr><td></td></tr>
94<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr>
95<tr><td colspan="2">This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> when the condition is observed <br><br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::MPF::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " -->
97const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::MPF::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" -->
101virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr>
102
103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::MPF::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" -->
105<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr>
106
107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr>
108<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr>
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aa5d1f7e638db229403e3917bf155ee3"></a><!-- doxytag: member="bdm::MPF::log_add" ref="aa5d1f7e638db229403e3917bf155ee3" args="(logger *L, const string &amp;name=&quot;&quot;)" -->
110void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#aa5d1f7e638db229403e3917bf155ee3">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> *L, const string &amp;name=&quot;&quot;)</td></tr>
111
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0647606eefbf294623bf664971c7d461"></a><!-- doxytag: member="bdm::MPF::logit" ref="0647606eefbf294623bf664971c7d461" args="(logger *L)" -->
114void&nbsp;</td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> *L)</td></tr>
115
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::MPF::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" -->
117ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">IDs of storages in loggers. <br></td></tr>
120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5e0000d2c9df99b029eceff222f7d77"></a><!-- doxytag: member="bdm::MPF::opt_L_bounds" ref="a5e0000d2c9df99b029eceff222f7d77" args="" -->
121bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77">opt_L_bounds</a></td></tr>
122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Option for logging bounds. <br></td></tr>
124<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0068e7ca53d90fa5911eb31a0d657f26"></a><!-- doxytag: member="bdm::MPF::MPF" ref="0068e7ca53d90fa5911eb31a0d657f26" args="()" -->
126&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#0068e7ca53d90fa5911eb31a0d657f26">MPF</a> ()</td></tr>
127
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e082d7ea1694624644cedc837b067f22"></a><!-- doxytag: member="bdm::MPF::set_parameters" ref="e082d7ea1694624644cedc837b067f22" args="(mpdf *par0, mpdf *obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)" -->
130void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *par0, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)</td></tr>
131
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1e847a14175a92bac8f9c552080da6c"></a><!-- doxytag: member="bdm::MPF::set_statistics" ref="b1e847a14175a92bac8f9c552080da6c" args="(epdf *epdf0, const BM_T *BMcond0)" -->
133void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (<a class="el" href="classbdm_1_1epdf.html">epdf</a> *epdf0, const BM_T *BMcond0)</td></tr>
134
135<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#286d040770d08bd7ff416cea617b1b14">bayes</a> (const vec &amp;dt)</td></tr>
136
137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#286d040770d08bd7ff416cea617b1b14"></a><br></td></tr>
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="25d5dc30b1260b07edb6183bdd73ef16"></a><!-- doxytag: member="bdm::MPF::posterior" ref="25d5dc30b1260b07edb6183bdd73ef16" args="() const " -->
139const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr>
140
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1401874aa88a7a3f2593070646779af2"></a><!-- doxytag: member="bdm::MPF::_e" ref="1401874aa88a7a3f2593070646779af2" args="() const " -->
142const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr>
143
144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2e95498dec734088ab9f4878ff404144"></a><!-- doxytag: member="bdm::MPF::set_options" ref="2e95498dec734088ab9f4878ff404144" args="(const string &amp;opt)" -->
145void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#2e95498dec734088ab9f4878ff404144">set_options</a> (const string &amp;opt)</td></tr>
146
147<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>
148<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)" -->
149<a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#82b5a34d9ed0e78452f98d2ecbf1e93c">_BM</a> (int i)</td></tr>
150
151<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access function. <br></td></tr>
152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78a9f6809827be1d9bfe215d03b1c6ed"></a><!-- doxytag: member="bdm::MPF::__w" ref="78a9f6809827be1d9bfe215d03b1c6ed" args="()" -->
153vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#78a9f6809827be1d9bfe215d03b1c6ed">__w</a> ()</td></tr>
154
155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
156<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9830cb311f67e8276d3f2b167ab681b9"></a><!-- doxytag: member="bdm::MPF::set_statistics" ref="9830cb311f67e8276d3f2b167ab681b9" args="(const vec w0, epdf *epdf0)" -->
158void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec w0, <a class="el" href="classbdm_1_1epdf.html">epdf</a> *epdf0)</td></tr>
159
160<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
161<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr>
162
163<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
164<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 &amp;Dt)" -->
165virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr>
166
167<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
168<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr>
169
170<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 &amp;dt) const " -->
171vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr>
172
173<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
174<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::MPF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
175virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr>
176
177<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_49.png">. <br></td></tr>
178<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MPF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
179virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
180
181<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>
182<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
183<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MPF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
184const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
185
186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::MPF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
187void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
188
189<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::MPF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
190void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
191
192<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MPF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
193double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
194
195<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)" -->
196void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
197
198<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
199<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::MPF::n" ref="eeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" -->
200int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr>
201
202<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">number of particles; <br></td></tr>
203<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::MPF::est" ref="dc049265b9086cad7071f98d00a2b9af" args="" -->
204<a class="el" href="classbdm_1_1eEmp.html">eEmp</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af">est</a></td></tr>
205
206<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br></td></tr>
207<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::MPF::_w" ref="f5149d5522d1095d39240c4c607f61a3" args="" -->
208vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3">_w</a></td></tr>
209
210<tr><td class="mdescLeft">&nbsp;</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>
211<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::MPF::_samples" ref="914bd66025692c4018dbd482cb3c47c1" args="" -->
212Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr>
213
214<tr><td class="mdescLeft">&nbsp;</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>
215<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="521e9621d3b5e1274275f323691afdaf"></a><!-- doxytag: member="bdm::MPF::par" ref="521e9621d3b5e1274275f323691afdaf" args="" -->
216<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#521e9621d3b5e1274275f323691afdaf">par</a></td></tr>
217
218<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Parameter evolution model. <br></td></tr>
219<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6e7a62fba1e0a0d73c9b87f4fb683ec"></a><!-- doxytag: member="bdm::MPF::obs" ref="d6e7a62fba1e0a0d73c9b87f4fb683ec" args="" -->
220<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#d6e7a62fba1e0a0d73c9b87f4fb683ec">obs</a></td></tr>
221
222<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation model. <br></td></tr>
223<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9932c7c5865954ef9a438afcbe944e52"></a><!-- doxytag: member="bdm::MPF::resmethod" ref="9932c7c5865954ef9a438afcbe944e52" args="" -->
224RESAMPLING_METHOD&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52">resmethod</a></td></tr>
225
226<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">which resampling method will be used <br></td></tr>
227<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MPF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
228<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
229
230<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
231<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MPF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
232double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
233
234<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
235<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MPF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
236bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
237
238<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>
239<tr><td colspan="2"><div class="groupHeader">Options</div></td></tr>
240<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98ef9ff80c394fafd28680b7a3f831b1"></a><!-- doxytag: member="bdm::MPF::opt_L_smp" ref="98ef9ff80c394fafd28680b7a3f831b1" args="" -->
241bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#98ef9ff80c394fafd28680b7a3f831b1">opt_L_smp</a></td></tr>
242
243<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br></td></tr>
244<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a49463a88ee80771a464861df845ff6"></a><!-- doxytag: member="bdm::MPF::opt_L_wei" ref="5a49463a88ee80771a464861df845ff6" args="" -->
245bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#5a49463a88ee80771a464861df845ff6">opt_L_wei</a></td></tr>
246
247<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br></td></tr>
248<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
249<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><b>mpfepdf</b></td></tr>
250
251<tr><td class="mdescLeft">&nbsp;</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>
252</table>
253<hr><h2>Member Function Documentation</h2>
254<a class="anchor" name="286d040770d08bd7ff416cea617b1b14"></a><!-- doxytag: member="bdm::MPF::bayes" ref="286d040770d08bd7ff416cea617b1b14" args="(const vec &amp;dt)" -->
255<div class="memitem">
256<div class="memproto">
257<div class="memtemplate">
258template&lt;class BM_T&gt; </div>
259      <table class="memname">
260        <tr>
261          <td class="memname">void <a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>&lt; BM_T &gt;::bayes           </td>
262          <td>(</td>
263          <td class="paramtype">const vec &amp;&nbsp;</td>
264          <td class="paramname"> <em>dt</em>          </td>
265          <td>&nbsp;)&nbsp;</td>
266          <td><code> [inline, virtual]</code></td>
267        </tr>
268      </table>
269</div>
270<div class="memdoc">
271
272<p>
273Incremental Bayes rule.
274<p>
275<dl compact><dt><b>Parameters:</b></dt><dd>
276  <table border="0" cellspacing="2" cellpadding="0">
277    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
278  </table>
279</dl>
280
281<p>Reimplemented from <a class="el" href="classbdm_1_1PF.html#638946eea22d4964bf9350286bb4efd8">bdm::PF</a>.</p>
282
283<p>References <a class="el" href="libBM_8h-source.html#l00347">bdm::mpdf::_e()</a>, <a class="el" href="libPF_8h-source.html#l00036">bdm::PF::_samples</a>, <a class="el" href="libPF_8h-source.html#l00034">bdm::PF::_w</a>, <a class="el" href="libPF_8h-source.html#l00032">bdm::PF::est</a>, <a class="el" href="libBM_8h-source.html#l00246">bdm::epdf::evallog()</a>, <a class="el" href="libPF_8h-source.html#l00038">bdm::PF::par</a>, <a class="el" href="libEF_8cpp-source.html#l00185">bdm::eEmp::resample()</a>, <a class="el" href="libPF_8h-source.html#l00043">bdm::PF::resmethod</a>, and <a class="el" href="libBM_8h-source.html#l00316">bdm::mpdf::samplecond()</a>.</p>
284
285</div>
286</div><p>
287<a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::MPF::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " -->
288<div class="memitem">
289<div class="memproto">
290      <table class="memname">
291        <tr>
292          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
293          <td>(</td>
294          <td class="paramname">          </td>
295          <td>&nbsp;)&nbsp;</td>
296          <td> const<code> [inline, virtual, inherited]</code></td>
297        </tr>
298      </table>
299</div>
300<div class="memdoc">
301
302<p>
303Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}
304</pre></div> 
305<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKF.html#fe9b2e227255ad32dc73df316b7318f4">bdm::EKF&lt; sq_T &gt;</a>, and <a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>.</p>
306
307</div>
308</div><p>
309<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::MPF::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
310<div class="memitem">
311<div class="memproto">
312      <table class="memname">
313        <tr>
314          <td class="memname">virtual double bdm::BM::logpred           </td>
315          <td>(</td>
316          <td class="paramtype">const vec &amp;&nbsp;</td>
317          <td class="paramname"> <em>dt</em>          </td>
318          <td>&nbsp;)&nbsp;</td>
319          <td> const<code> [inline, virtual, inherited]</code></td>
320        </tr>
321      </table>
322</div>
323<div class="memdoc">
324
325<p>
326Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
327<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>
328
329<p>Referenced by <a class="el" href="libBM_8h-source.html#l00650">bdm::BM::logpred_m()</a>.</p>
330
331</div>
332</div><p>
333<hr>The documentation for this class was generated from the following file:<ul>
334<li><a class="el" href="libPF_8h-source.html">libPF.h</a></ul>
335</div>
336<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:20 2009 for mixpp by&nbsp;
337<a href="http://www.doxygen.org/index.html">
338<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
339</body>
340</html>
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