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3<title>mixpp: bdm::PF Class Reference</title>
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[259]49<div class="navigation" id="top">
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[271]52      <li><a href="main.html"><span>Main&nbsp;Page</span></a></li>
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[271]67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1PF.html">PF</a>
[259]68  </div>
69</div>
70<div class="contents">
[290]71<h1>bdm::PF Class Reference</h1><!-- doxytag: class="bdm::PF" --><!-- doxytag: inherits="bdm::BM" -->Trivial particle filter with proposal density equal to parameter evolution model. 
72<a href="#_details">More...</a>
[259]73<p>
[290]74<code>#include &lt;<a class="el" href="libPF_8h-source.html">libPF.h</a>&gt;</code>
75<p>
[259]76
77<p>
[290]78<a href="classbdm_1_1PF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
[259]79<tr><td></td></tr>
80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[287]81<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#bf104b869b5df8dd4a14bbe430d40488">set_options</a> (const string &amp;opt)</td></tr>
[259]82
83<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#638946eea22d4964bf9350286bb4efd8">bayes</a> (const vec &amp;dt)</td></tr>
84
85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#638946eea22d4964bf9350286bb4efd8"></a><br></td></tr>
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78a9f6809827be1d9bfe215d03b1c6ed"></a><!-- doxytag: member="bdm::PF::__w" ref="78a9f6809827be1d9bfe215d03b1c6ed" args="()" -->
87vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#78a9f6809827be1d9bfe215d03b1c6ed">__w</a> ()</td></tr>
88
89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[270]90<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
[271]91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="297339fd48bc1cfd011d16603d54accb"></a><!-- doxytag: member="bdm::PF::PF" ref="297339fd48bc1cfd011d16603d54accb" args="()" -->
92&nbsp;</td><td class="memItemRight" valign="bottom"><b>PF</b> ()</td></tr>
93
[287]94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80b9b6b0506797c41b50b9bd236bc856"></a><!-- doxytag: member="bdm::PF::set_parameters" ref="80b9b6b0506797c41b50b9bd236bc856" args="(mpdf *par0, mpdf *obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)" -->
95void&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>
[271]96
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9830cb311f67e8276d3f2b167ab681b9"></a><!-- doxytag: member="bdm::PF::set_statistics" ref="9830cb311f67e8276d3f2b167ab681b9" args="(const vec w0, epdf *epdf0)" -->
98void&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>
99
100<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
[287]101<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>
[270]102
103<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
[259]104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::PF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
105virtual 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>
106
107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
108<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>
109
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::PF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
111vec&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>
112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[270]114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::PF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
115virtual <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>
[259]116
[323]117<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_53.png">. <br></td></tr>
[270]118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::PF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
119virtual <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>
[259]120
[270]121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>
122<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[269]123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::PF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
[270]124const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
[269]125
126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::PF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
[270]127void&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>
[269]128
[271]129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::PF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
130void&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>
131
[259]132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::PF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
[270]133double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
[259]134
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::PF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
[270]136void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
[259]137
[271]138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb7b0065d6cb722a66b371a8260121e1"></a><!-- doxytag: member="bdm::PF::posterior" ref="bb7b0065d6cb722a66b371a8260121e1" args="() const =0" -->
139virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const =0</td></tr>
[259]140
[270]141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed0f8b880e606316ae800f3a011c3a6"></a><!-- doxytag: member="bdm::PF::_e" ref="4ed0f8b880e606316ae800f3a011c3a6" args="() const =0" -->
142virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const =0</td></tr>
143
[259]144<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::PF::n" ref="eeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" -->
146int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr>
147
148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">number of particles; <br></td></tr>
149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::PF::est" ref="dc049265b9086cad7071f98d00a2b9af" args="" -->
150<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>
151
152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br></td></tr>
153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::PF::_w" ref="f5149d5522d1095d39240c4c607f61a3" args="" -->
154vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3">_w</a></td></tr>
155
156<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>
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::PF::_samples" ref="914bd66025692c4018dbd482cb3c47c1" args="" -->
158Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr>
159
160<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>
[271]161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="521e9621d3b5e1274275f323691afdaf"></a><!-- doxytag: member="bdm::PF::par" ref="521e9621d3b5e1274275f323691afdaf" args="" -->
162<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>
[259]163
164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Parameter evolution model. <br></td></tr>
[271]165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6e7a62fba1e0a0d73c9b87f4fb683ec"></a><!-- doxytag: member="bdm::PF::obs" ref="d6e7a62fba1e0a0d73c9b87f4fb683ec" args="" -->
166<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>
[259]167
168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation model. <br></td></tr>
[287]169<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9932c7c5865954ef9a438afcbe944e52"></a><!-- doxytag: member="bdm::PF::resmethod" ref="9932c7c5865954ef9a438afcbe944e52" args="" -->
170RESAMPLING_METHOD&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52">resmethod</a></td></tr>
171
172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">which resampling method will be used <br></td></tr>
[269]173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::PF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
174<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>
175
176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
[259]177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::PF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
178double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
179
180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::PF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
182bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
183
184<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>
[287]185<tr><td colspan="2"><div class="groupHeader">Options</div></td></tr>
186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98ef9ff80c394fafd28680b7a3f831b1"></a><!-- doxytag: member="bdm::PF::opt_L_smp" ref="98ef9ff80c394fafd28680b7a3f831b1" args="" -->
187bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#98ef9ff80c394fafd28680b7a3f831b1">opt_L_smp</a></td></tr>
188
189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br></td></tr>
190<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a49463a88ee80771a464861df845ff6"></a><!-- doxytag: member="bdm::PF::opt_L_wei" ref="5a49463a88ee80771a464861df845ff6" args="" -->
191bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#5a49463a88ee80771a464861df845ff6">opt_L_wei</a></td></tr>
192
193<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br></td></tr>
[290]194<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr>
195<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>
196<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::PF::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " -->
197const <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>
198
199<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
200<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::PF::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" -->
201virtual 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>
202
203<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
204<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::PF::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" -->
205<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>
206
207<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr>
208<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr>
[323]209<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::PF::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" -->
210virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L, const string &amp;name=&quot;&quot;)</td></tr>
[290]211
212<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>
[323]213<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::PF::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" -->
214virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L)</td></tr>
[290]215
216<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::PF::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" -->
217ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
218
219<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">IDs of storages in loggers. <br></td></tr>
220<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5e0000d2c9df99b029eceff222f7d77"></a><!-- doxytag: member="bdm::PF::opt_L_bounds" ref="a5e0000d2c9df99b029eceff222f7d77" args="" -->
221bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77">opt_L_bounds</a></td></tr>
222
223<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Option for logging bounds. <br></td></tr>
[259]224</table>
[290]225<hr><a name="_details"></a><h2>Detailed Description</h2>
226Trivial particle filter with proposal density equal to parameter evolution model.
227<p>
228Posterior density is represented by a weighted empirical density (<code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> ). <hr><h2>Member Function Documentation</h2>
229<a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::PF::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " -->
[271]230<div class="memitem">
231<div class="memproto">
232      <table class="memname">
233        <tr>
[290]234          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
[271]235          <td>(</td>
[290]236          <td class="paramname">          </td>
[271]237          <td>&nbsp;)&nbsp;</td>
[290]238          <td> const<code> [inline, virtual, inherited]</code></td>
[271]239        </tr>
240      </table>
241</div>
242<div class="memdoc">
243
244<p>
[290]245Copy 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>);}
246</pre></div> 
247<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>, <a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p>
[271]248
249</div>
250</div><p>
[259]251<a class="anchor" name="638946eea22d4964bf9350286bb4efd8"></a><!-- doxytag: member="bdm::PF::bayes" ref="638946eea22d4964bf9350286bb4efd8" args="(const vec &amp;dt)" -->
252<div class="memitem">
253<div class="memproto">
254      <table class="memname">
255        <tr>
256          <td class="memname">void bdm::PF::bayes           </td>
257          <td>(</td>
258          <td class="paramtype">const vec &amp;&nbsp;</td>
259          <td class="paramname"> <em>dt</em>          </td>
260          <td>&nbsp;)&nbsp;</td>
261          <td><code> [virtual]</code></td>
262        </tr>
263      </table>
264</div>
265<div class="memdoc">
266
267<p>
268Incremental Bayes rule.
269<p>
270<dl compact><dt><b>Parameters:</b></dt><dd>
271  <table border="0" cellspacing="2" cellpadding="0">
272    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
273  </table>
274</dl>
275
276<p>Implements <a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p>
277
278<p>Reimplemented in <a class="el" href="classbdm_1_1MPF.html#286d040770d08bd7ff416cea617b1b14">bdm::MPF&lt; BM_T &gt;</a>.</p>
279
[287]280<p>References <a class="el" href="libBM_8h-source.html#l00347">bdm::mpdf::_e()</a>, <a class="el" href="libPF_8h-source.html#l00036">_samples</a>, <a class="el" href="libPF_8h-source.html#l00034">_w</a>, <a class="el" href="libPF_8h-source.html#l00032">est</a>, <a class="el" href="libBM_8h-source.html#l00246">bdm::epdf::evallog()</a>, <a class="el" href="libBM_8h-source.html#l00332">bdm::mpdf::evallogcond()</a>, <a class="el" href="libPF_8h-source.html#l00030">n</a>, <a class="el" href="libPF_8h-source.html#l00040">obs</a>, <a class="el" href="libPF_8h-source.html#l00038">par</a>, <a class="el" href="libEF_8cpp-source.html#l00185">bdm::eEmp::resample()</a>, <a class="el" href="libPF_8h-source.html#l00043">resmethod</a>, and <a class="el" href="libBM_8h-source.html#l00316">bdm::mpdf::samplecond()</a>.</p>
[259]281
282</div>
283</div><p>
[290]284<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::PF::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
[259]285<div class="memitem">
286<div class="memproto">
287      <table class="memname">
288        <tr>
[290]289          <td class="memname">virtual double bdm::BM::logpred           </td>
[259]290          <td>(</td>
[290]291          <td class="paramtype">const vec &amp;&nbsp;</td>
292          <td class="paramname"> <em>dt</em>          </td>
[259]293          <td>&nbsp;)&nbsp;</td>
[287]294          <td> const<code> [inline, virtual, inherited]</code></td>
[259]295        </tr>
296      </table>
297</div>
298<div class="memdoc">
299
300<p>
[290]301Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
302<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>
[259]303
[302]304<p>Referenced by <a class="el" href="libBM_8h-source.html#l00662">bdm::BM::logpred_m()</a>.</p>
[290]305
[259]306</div>
307</div><p>
[290]308<a class="anchor" name="bf104b869b5df8dd4a14bbe430d40488"></a><!-- doxytag: member="bdm::PF::set_options" ref="bf104b869b5df8dd4a14bbe430d40488" args="(const string &amp;opt)" -->
[259]309<div class="memitem">
310<div class="memproto">
311      <table class="memname">
312        <tr>
[290]313          <td class="memname">void bdm::PF::set_options           </td>
[259]314          <td>(</td>
[290]315          <td class="paramtype">const string &amp;&nbsp;</td>
316          <td class="paramname"> <em>opt</em>          </td>
[259]317          <td>&nbsp;)&nbsp;</td>
[290]318          <td><code> [inline]</code></td>
[259]319        </tr>
320      </table>
321</div>
322<div class="memdoc">
323
324<p>
[290]325Set posterior density by sampling from epdf0
326<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#224dd68a83c1472b43163763fa93c477">bdm::BM</a>.</p>
[259]327
[290]328<p>Reimplemented in <a class="el" href="classbdm_1_1MPF.html#2e95498dec734088ab9f4878ff404144">bdm::MPF&lt; BM_T &gt;</a>.</p>
[270]329
[290]330<p>References <a class="el" href="libPF_8h-source.html#l00049">opt_L_smp</a>, and <a class="el" href="libPF_8h-source.html#l00051">opt_L_wei</a>.</p>
331
[259]332</div>
333</div><p>
334<hr>The documentation for this class was generated from the following files:<ul>
[261]335<li><a class="el" href="libPF_8h-source.html">libPF.h</a><li>libPF.cpp</ul>
[259]336</div>
[323]337<hr size="1"><address style="text-align: right;"><small>Generated on Thu Apr 23 21:06:45 2009 for mixpp by&nbsp;
[259]338<a href="http://www.doxygen.org/index.html">
[290]339<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
[259]340</body>
341</html>
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