root/doc/html/classbdm_1_1eEmp.html @ 270

Revision 270, 17.7 kB (checked in by smidl, 16 years ago)

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

RevLine 
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3<title>mixpp: bdm::eEmp Class Reference</title>
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[261]21      <li><a href="classes.html"><span>Alphabetical&nbsp;List</span></a></li>
[259]22      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
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[261]27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1eEmp.html">eEmp</a>
[259]28  </div>
29</div>
30<div class="contents">
[270]31<h1>bdm::eEmp Class Reference</h1><!-- doxytag: class="bdm::eEmp" --><!-- doxytag: inherits="bdm::epdf" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
[259]32<p>
33<div class="dynheader">
34Inheritance diagram for bdm::eEmp:</div>
35<div class="dynsection">
36<p><center><img src="classbdm_1_1eEmp__inherit__graph.png" border="0" usemap="#bdm_1_1eEmp__inherit__map" alt="Inheritance graph"></center>
37<map name="bdm_1_1eEmp__inherit__map">
[261]38<area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="19,84,104,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="5,7,117,33"></map>
[259]39<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
40
41<p>
[270]42<a href="classbdm_1_1eEmp-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
43Weighted empirical density.
44<p>
45Used e.g. in particle filters. <table border="0" cellpadding="0" cellspacing="0">
[259]46<tr><td></td></tr>
47<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[270]48<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34d7f929fbab6c1e4ce318c56a6399c7"></a><!-- doxytag: member="bdm::eEmp::eEmp" ref="34d7f929fbab6c1e4ce318c56a6399c7" args="(int n0)" -->
49&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#34d7f929fbab6c1e4ce318c56a6399c7">eEmp</a> (int n0)</td></tr>
[259]50
51<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
52<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="82320074a9b0ad7e1bb33a6e885b65d7"></a><!-- doxytag: member="bdm::eEmp::set_parameters" ref="82320074a9b0ad7e1bb33a6e885b65d7" args="(const vec &amp;w0, const epdf *pdf0)" -->
53void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#82320074a9b0ad7e1bb33a6e885b65d7">set_parameters</a> (const vec &amp;w0, const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *pdf0)</td></tr>
54
55<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set samples and weights. <br></td></tr>
56<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b62d802b8ef39f7c4dcbeb366c90951a"></a><!-- doxytag: member="bdm::eEmp::set_samples" ref="b62d802b8ef39f7c4dcbeb366c90951a" args="(const epdf *pdf0)" -->
57void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#b62d802b8ef39f7c4dcbeb366c90951a">set_samples</a> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *pdf0)</td></tr>
58
59<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set sample. <br></td></tr>
60<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dccd02eaa4c45e858a6351723686ac85"></a><!-- doxytag: member="bdm::eEmp::set_n" ref="dccd02eaa4c45e858a6351723686ac85" args="(int n0, bool copy=true)" -->
61void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#dccd02eaa4c45e858a6351723686ac85">set_n</a> (int n0, bool copy=true)</td></tr>
62
63<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set sample. <br></td></tr>
64<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d7f83cc0415cd44ae7cc8b4bdad93aef"></a><!-- doxytag: member="bdm::eEmp::_w" ref="d7f83cc0415cd44ae7cc8b4bdad93aef" args="()" -->
65vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef">_w</a> ()</td></tr>
66
67<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Potentially dangerous, use with care. <br></td></tr>
68<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b7d7106f486e3fad38590914a693d714"></a><!-- doxytag: member="bdm::eEmp::_w" ref="b7d7106f486e3fad38590914a693d714" args="() const " -->
69const vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#b7d7106f486e3fad38590914a693d714">_w</a> () const </td></tr>
70
71<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Potentially dangerous, use with care. <br></td></tr>
72<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c24966b0aaeb767bc8a6b4fd60931be2"></a><!-- doxytag: member="bdm::eEmp::_samples" ref="c24966b0aaeb767bc8a6b4fd60931be2" args="()" -->
73Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2">_samples</a> ()</td></tr>
74
75<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b59af0efdb009d98ea8ebfa965e74ae2"></a><!-- doxytag: member="bdm::eEmp::_samples" ref="b59af0efdb009d98ea8ebfa965e74ae2" args="() const " -->
77const Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#b59af0efdb009d98ea8ebfa965e74ae2">_samples</a> () const </td></tr>
78
79<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f06ce255de5dbb2313f52ee51f82ba3d"></a><!-- doxytag: member="bdm::eEmp::resample" ref="f06ce255de5dbb2313f52ee51f82ba3d" args="(RESAMPLING_METHOD method=SYSTEMATIC)" -->
[261]81ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#f06ce255de5dbb2313f52ee51f82ba3d">resample</a> (<a class="el" href="namespacebdm.html#33aac0be76ded31d2e3081c5a3f6c418">RESAMPLING_METHOD</a> method=SYSTEMATIC)</td></tr>
[259]82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Function performs resampling, i.e. removal of low-weight samples and duplication of high-weight samples such that the new samples represent the same density. <br></td></tr>
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="97f1e07b5ae6eebc91c7365f0f88d270"></a><!-- doxytag: member="bdm::eEmp::sample" ref="97f1e07b5ae6eebc91c7365f0f88d270" args="() const " -->
85vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#97f1e07b5ae6eebc91c7365f0f88d270">sample</a> () const </td></tr>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">inherited operation : NOT implemneted <br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="01654c014d3aa068f8d4ecba4be86d09"></a><!-- doxytag: member="bdm::eEmp::evallog" ref="01654c014d3aa068f8d4ecba4be86d09" args="(const vec &amp;val) const " -->
89double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#01654c014d3aa068f8d4ecba4be86d09">evallog</a> (const vec &amp;val) const </td></tr>
90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">inherited operation : NOT implemneted <br></td></tr>
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bbfcb4f868c7381298c281a256d8c4b9"></a><!-- doxytag: member="bdm::eEmp::mean" ref="bbfcb4f868c7381298c281a256d8c4b9" args="() const " -->
93vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#bbfcb4f868c7381298c281a256d8c4b9">mean</a> () const </td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e9ebf467ede737cb6a3621d7fd3c87"></a><!-- doxytag: member="bdm::eEmp::variance" ref="05e9ebf467ede737cb6a3621d7fd3c87" args="() const " -->
97vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#05e9ebf467ede737cb6a3621d7fd3c87">variance</a> () const </td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
[270]100<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
[259]101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::eEmp::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
102virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr>
103
[270]104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_108.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_109.png">. <br></td></tr>
[259]105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::eEmp::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &amp;Val) const " -->
106virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62">evallog_m</a> (const mat &amp;Val) const </td></tr>
107
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e584eac5579c1b6384947ecf66166c77"></a><!-- doxytag: member="bdm::eEmp::condition" ref="e584eac5579c1b6384947ecf66166c77" args="(const RV &amp;rv) const " -->
110virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#e584eac5579c1b6384947ecf66166c77">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
111
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fb2ece54f720b62ad325e61214fa0a1"></a><!-- doxytag: member="bdm::eEmp::marginal" ref="3fb2ece54f720b62ad325e61214fa0a1" args="(const RV &amp;rv) const " -->
114virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
115
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr>
[270]117<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
118<tr><td colspan="2"><div class="groupText">Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: <br><br></div></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::eEmp::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" -->
120void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0)</td></tr>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::eEmp::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
124bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
125
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
[259]127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eEmp::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
128const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr>
129
[270]130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
131<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46dfe100cd621716ee5c7ee25a20f24b"></a><!-- doxytag: member="bdm::eEmp::dimension" ref="46dfe100cd621716ee5c7ee25a20f24b" args="() const " -->
133bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#46dfe100cd621716ee5c7ee25a20f24b">dimension</a> () const </td></tr>
[259]134
[270]135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
[259]136<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9798006271ca77629855113f1283a031"></a><!-- doxytag: member="bdm::eEmp::n" ref="9798006271ca77629855113f1283a031" args="" -->
138int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031">n</a></td></tr>
139
140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Number of particles. <br></td></tr>
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9d39241aab7c4bbeb07c6d516421c67d"></a><!-- doxytag: member="bdm::eEmp::w" ref="9d39241aab7c4bbeb07c6d516421c67d" args="" -->
142vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d">w</a></td></tr>
143
144<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Sample weights <img class="formulaInl" alt="$w$" src="form_44.png">. <br></td></tr>
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="73d819553a0f268b055a087d2d4486f3"></a><!-- doxytag: member="bdm::eEmp::samples" ref="73d819553a0f268b055a087d2d4486f3" args="" -->
146Array&lt; vec &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3">samples</a></td></tr>
147
148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Samples <img class="formulaInl" alt="$x^{(i)}, i=1..n$" src="form_9.png">. <br></td></tr>
[270]149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::eEmp::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
150int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
151
152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
[259]153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eEmp::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
154<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr>
155
[270]156<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
[259]157</table>
[270]158<hr>The documentation for this class was generated from the following files:<ul>
[261]159<li><a class="el" href="libEF_8h-source.html">libEF.h</a><li>libEF.cpp</ul>
[259]160</div>
[270]161<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:07 2009 for mixpp by&nbsp;
[259]162<a href="http://www.doxygen.org/index.html">
163<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
164</body>
165</html>
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