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67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1eEmp.html">eEmp</a>
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70<div class="contents">
71<h1>bdm::eEmp Class Reference</h1><!-- doxytag: class="bdm::eEmp" --><!-- doxytag: inherits="bdm::epdf" -->Weighted empirical density. 
72<a href="#_details">More...</a>
73<p>
74<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
75<p>
76
77<p>
78<a href="classbdm_1_1eEmp-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
79<tr><td></td></tr>
80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7cfd383180b486fe4526bdf0179350c0"></a><!-- doxytag: member="bdm::eEmp::set_statistics" ref="7cfd383180b486fe4526bdf0179350c0" args="(const vec &amp;w0, const epdf *pdf0)" -->
82void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#7cfd383180b486fe4526bdf0179350c0">set_statistics</a> (const vec &amp;w0, const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *pdf0)</td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set samples and weights. <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cef74aa5f87d10d440b9b1e8bc78c1e7"></a><!-- doxytag: member="bdm::eEmp::set_statistics" ref="cef74aa5f87d10d440b9b1e8bc78c1e7" args="(const epdf *pdf0, int n)" -->
86void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#cef74aa5f87d10d440b9b1e8bc78c1e7">set_statistics</a> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *pdf0, int <a class="el" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031">n</a>)</td></tr>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set samples and weights. <br></td></tr>
89<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)" -->
90void&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>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set sample. <br></td></tr>
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c74c281d652356c19b6b079e42ca7ef1"></a><!-- doxytag: member="bdm::eEmp::set_parameters" ref="c74c281d652356c19b6b079e42ca7ef1" args="(int n0, bool copy=true)" -->
94void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1">set_parameters</a> (int n0, bool copy=true)</td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set sample. <br></td></tr>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d7f83cc0415cd44ae7cc8b4bdad93aef"></a><!-- doxytag: member="bdm::eEmp::_w" ref="d7f83cc0415cd44ae7cc8b4bdad93aef" args="()" -->
98vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef">_w</a> ()</td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Potentially dangerous, use with care. <br></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b7d7106f486e3fad38590914a693d714"></a><!-- doxytag: member="bdm::eEmp::_w" ref="b7d7106f486e3fad38590914a693d714" args="() const " -->
102const vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#b7d7106f486e3fad38590914a693d714">_w</a> () const </td></tr>
103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Potentially dangerous, use with care. <br></td></tr>
105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c24966b0aaeb767bc8a6b4fd60931be2"></a><!-- doxytag: member="bdm::eEmp::_samples" ref="c24966b0aaeb767bc8a6b4fd60931be2" args="()" -->
106Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2">_samples</a> ()</td></tr>
107
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b59af0efdb009d98ea8ebfa965e74ae2"></a><!-- doxytag: member="bdm::eEmp::_samples" ref="b59af0efdb009d98ea8ebfa965e74ae2" args="() const " -->
110const 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>
111
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
113<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)" -->
114ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#f06ce255de5dbb2313f52ee51f82ba3d">resample</a> (RESAMPLING_METHOD method=SYSTEMATIC)</td></tr>
115
116<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>
117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="97f1e07b5ae6eebc91c7365f0f88d270"></a><!-- doxytag: member="bdm::eEmp::sample" ref="97f1e07b5ae6eebc91c7365f0f88d270" args="() const " -->
118vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#97f1e07b5ae6eebc91c7365f0f88d270">sample</a> () const </td></tr>
119
120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">inherited operation : NOT implemneted <br></td></tr>
121<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 " -->
122double&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>
123
124<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">inherited operation : NOT implemneted <br></td></tr>
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bbfcb4f868c7381298c281a256d8c4b9"></a><!-- doxytag: member="bdm::eEmp::mean" ref="bbfcb4f868c7381298c281a256d8c4b9" args="() const " -->
126vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#bbfcb4f868c7381298c281a256d8c4b9">mean</a> () const </td></tr>
127
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e9ebf467ede737cb6a3621d7fd3c87"></a><!-- doxytag: member="bdm::eEmp::variance" ref="05e9ebf467ede737cb6a3621d7fd3c87" args="() const " -->
130vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#05e9ebf467ede737cb6a3621d7fd3c87">variance</a> () const </td></tr>
131
132<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
133<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1c9df656144edf79ba2d885613f661f"></a><!-- doxytag: member="bdm::eEmp::qbounds" ref="b1c9df656144edf79ba2d885613f661f" args="(vec &amp;lb, vec &amp;ub, double perc=0.95) const " -->
134void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#b1c9df656144edf79ba2d885613f661f">qbounds</a> (vec &amp;lb, vec &amp;ub, double perc=0.95) const </td></tr>
135
136<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">For this class, qbounds are minimum and maximum value of the population! <br></td></tr>
137<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc232a73b38c9f9688bc4f981eaa0312"></a><!-- doxytag: member="bdm::eEmp::eEmp" ref="dc232a73b38c9f9688bc4f981eaa0312" args="()" -->
139&nbsp;</td><td class="memItemRight" valign="bottom"><b>eEmp</b> ()</td></tr>
140
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a3daf6363455af099921715e1233c076"></a><!-- doxytag: member="bdm::eEmp::eEmp" ref="a3daf6363455af099921715e1233c076" args="(const eEmp &amp;e)" -->
142&nbsp;</td><td class="memItemRight" valign="bottom"><b>eEmp</b> (const <a class="el" href="classbdm_1_1eEmp.html">eEmp</a> &amp;e)</td></tr>
143
144<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
145<tr><td colspan="2"><div class="groupText">Construction of each <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> should support two types of constructors: <ul>
146<li>empty constructor, </li>
147<li>copy constructor,</li>
148</ul>
149The following constructors should be supported for convenience: <ul>
150<li>constructor followed by calling <code><a class="el" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1" title="Set sample.">set_parameters()</a></code> </li>
151<li>constructor accepting random variables calling <code><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv()</a></code> </li>
152</ul>
153All internal data structures are constructed as empty. Their values (including sizes) will be set by method <code><a class="el" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1" title="Set sample.">set_parameters()</a></code>. This way references can be initialized in constructors. <br><br></div></td></tr>
154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::eEmp::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" -->
155void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
156
157<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
158<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 " -->
159virtual 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>
160
161<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_44.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_45.png">. <br></td></tr>
162<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 " -->
163virtual 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>
164
165<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
166<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 " -->
167virtual <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>
168
169<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>
170<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 " -->
171virtual <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>
172
173<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>
174<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
175<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>
176<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)" -->
177void&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>
178
179<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
180<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::eEmp::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
181bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
182
183<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
184<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eEmp::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
185const <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>
186
187<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
188<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
189<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::eEmp::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
190int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
191
192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
193<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
194<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9798006271ca77629855113f1283a031"></a><!-- doxytag: member="bdm::eEmp::n" ref="9798006271ca77629855113f1283a031" args="" -->
195int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031">n</a></td></tr>
196
197<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Number of particles. <br></td></tr>
198<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9d39241aab7c4bbeb07c6d516421c67d"></a><!-- doxytag: member="bdm::eEmp::w" ref="9d39241aab7c4bbeb07c6d516421c67d" args="" -->
199vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d">w</a></td></tr>
200
201<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Sample weights <img class="formulaInl" alt="$w$" src="form_77.png">. <br></td></tr>
202<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="73d819553a0f268b055a087d2d4486f3"></a><!-- doxytag: member="bdm::eEmp::samples" ref="73d819553a0f268b055a087d2d4486f3" args="" -->
203Array&lt; vec &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3">samples</a></td></tr>
204
205<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Samples <img class="formulaInl" alt="$x^{(i)}, i=1..n$" src="form_78.png">. <br></td></tr>
206<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::eEmp::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
207int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
208
209<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
210<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eEmp::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
211<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>
212
213<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
214</table>
215<hr><a name="_details"></a><h2>Detailed Description</h2>
216Weighted empirical density.
217<p>
218Used e.g. in particle filters. <hr>The documentation for this class was generated from the following files:<ul>
219<li><a class="el" href="libEF_8h-source.html">libEF.h</a><li>libEF.cpp</ul>
220</div>
221<hr size="1"><address style="text-align: right;"><small>Generated on Wed Apr 8 16:13:13 2009 for mixpp by&nbsp;
222<a href="http://www.doxygen.org/index.html">
223<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
224</body>
225</html>
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