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[32] | 24 | </div> |
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[91] | 25 | <div class="contents"> |
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[32] | 26 | <h1>eEmp Class Reference</h1><!-- doxytag: class="eEmp" --><!-- doxytag: inherits="epdf" -->Weighted empirical density. |
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| 27 | <a href="#_details">More...</a> |
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| 28 | <p> |
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| 29 | <code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
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| 30 | <p> |
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| 31 | <div class="dynheader"> |
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| 32 | Inheritance diagram for eEmp:</div> |
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| 33 | <div class="dynsection"> |
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| 34 | <p><center><img src="classeEmp__inherit__graph.png" border="0" usemap="#eEmp__inherit__map" alt="Inheritance graph"></center> |
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| 35 | <map name="eEmp__inherit__map"> |
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[91] | 36 | <area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="11,7,56,31"></map> |
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[32] | 37 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 38 | <div class="dynheader"> |
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| 39 | Collaboration diagram for eEmp:</div> |
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| 40 | <div class="dynsection"> |
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| 41 | <p><center><img src="classeEmp__coll__graph.png" border="0" usemap="#eEmp__coll__map" alt="Collaboration graph"></center> |
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| 42 | <map name="eEmp__coll__map"> |
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[91] | 43 | <area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="11,95,56,119"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="15,7,52,31"></map> |
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[32] | 44 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 45 | |
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| 46 | <p> |
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| 47 | <a href="classeEmp-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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| 48 | <tr><td></td></tr> |
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| 49 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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[33] | 50 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c04b073ecd0dae3d498e680ae27e9e4"></a><!-- doxytag: member="eEmp::eEmp" ref="0c04b073ecd0dae3d498e680ae27e9e4" args="(const RV &rv0, int n0)" --> |
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| 51 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#0c04b073ecd0dae3d498e680ae27e9e4">eEmp</a> (const <a class="el" href="classRV.html">RV</a> &rv0, int n0)</td></tr> |
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[32] | 52 | |
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[33] | 53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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[180] | 54 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eab03bd3381aaea11ce34d5a26556353"></a><!-- doxytag: member="eEmp::set_parameters" ref="eab03bd3381aaea11ce34d5a26556353" args="(const vec &w0, const epdf *pdf0)" --> |
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| 55 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#eab03bd3381aaea11ce34d5a26556353">set_parameters</a> (const vec &w0, const <a class="el" href="classepdf.html">epdf</a> *pdf0)</td></tr> |
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[32] | 56 | |
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[180] | 57 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set samples and weights. <br></td></tr> |
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| 58 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e31bc9e6196173c3480b06a761a3e716"></a><!-- doxytag: member="eEmp::set_samples" ref="e31bc9e6196173c3480b06a761a3e716" args="(const epdf *pdf0)" --> |
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| 59 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#e31bc9e6196173c3480b06a761a3e716">set_samples</a> (const <a class="el" href="classepdf.html">epdf</a> *pdf0)</td></tr> |
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| 60 | |
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[33] | 61 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set sample. <br></td></tr> |
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[32] | 62 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="31b2bfb73b72486a5c89f2ab850c7a9b"></a><!-- doxytag: member="eEmp::_w" ref="31b2bfb73b72486a5c89f2ab850c7a9b" args="()" --> |
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| 63 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b">_w</a> ()</td></tr> |
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| 64 | |
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| 65 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Potentially dangerous, use with care. <br></td></tr> |
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| 66 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="31b747eca73b16f30370827ba4cc3575"></a><!-- doxytag: member="eEmp::_samples" ref="31b747eca73b16f30370827ba4cc3575" args="()" --> |
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[33] | 67 | Array< vec > & </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#31b747eca73b16f30370827ba4cc3575">_samples</a> ()</td></tr> |
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[32] | 68 | |
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[33] | 69 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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[32] | 70 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="77268292fc4465cb73ddbfb1f2932a59"></a><!-- doxytag: member="eEmp::resample" ref="77268292fc4465cb73ddbfb1f2932a59" args="(RESAMPLING_METHOD method=SYSTEMATIC)" --> |
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| 71 | ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#77268292fc4465cb73ddbfb1f2932a59">resample</a> (<a class="el" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212">RESAMPLING_METHOD</a> method=SYSTEMATIC)</td></tr> |
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| 72 | |
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| 73 | <tr><td class="mdescLeft"> </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> |
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[33] | 74 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="83f9283f92b805508d896479dc1ccf12"></a><!-- doxytag: member="eEmp::sample" ref="83f9283f92b805508d896479dc1ccf12" args="() const " --> |
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| 75 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#83f9283f92b805508d896479dc1ccf12">sample</a> () const </td></tr> |
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[32] | 76 | |
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[33] | 77 | <tr><td class="mdescLeft"> </td><td class="mdescRight">inherited operation : NOT implemneted <br></td></tr> |
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| 78 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="23e7358995400865ad2e278945922fb3"></a><!-- doxytag: member="eEmp::evalpdflog" ref="23e7358995400865ad2e278945922fb3" args="(const vec &val) const " --> |
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| 79 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#23e7358995400865ad2e278945922fb3">evalpdflog</a> (const vec &val) const </td></tr> |
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[32] | 80 | |
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[33] | 81 | <tr><td class="mdescLeft"> </td><td class="mdescRight">inherited operation : NOT implemneted <br></td></tr> |
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| 82 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba055c19038cc72628d98e25197e982d"></a><!-- doxytag: member="eEmp::mean" ref="ba055c19038cc72628d98e25197e982d" args="() const " --> |
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| 83 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#ba055c19038cc72628d98e25197e982d">mean</a> () const </td></tr> |
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| 84 | |
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[32] | 85 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
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[139] | 86 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="54d7dd53a641b618771cd9bee135181f"></a><!-- doxytag: member="eEmp::sampleN" ref="54d7dd53a641b618771cd9bee135181f" args="(int N) const " --> |
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| 87 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#54d7dd53a641b618771cd9bee135181f">sampleN</a> (int N) const </td></tr> |
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[106] | 88 | |
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| 89 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr> |
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[33] | 90 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3ea597362e11a0040fe7c990269d072c"></a><!-- doxytag: member="eEmp::eval" ref="3ea597362e11a0040fe7c990269d072c" args="(const vec &val) const " --> |
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| 91 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#3ea597362e11a0040fe7c990269d072c">eval</a> (const vec &val) const </td></tr> |
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[32] | 92 | |
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| 93 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr> |
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[180] | 94 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cebbdd7a85e6328f7358fc0ba8eee06c"></a><!-- doxytag: member="eEmp::evalpdflog_m" ref="cebbdd7a85e6328f7358fc0ba8eee06c" args="(const mat &Val) const " --> |
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| 95 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#cebbdd7a85e6328f7358fc0ba8eee06c">evalpdflog_m</a> (const mat &Val) const </td></tr> |
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[32] | 96 | |
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[171] | 97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> |
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[181] | 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3ba08c0e788deff22134c049b9269666"></a><!-- doxytag: member="eEmp::condition" ref="3ba08c0e788deff22134c049b9269666" args="(const RV &rv)" --> |
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| 99 | <a class="el" href="classmpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#3ba08c0e788deff22134c049b9269666">condition</a> (const <a class="el" href="classRV.html">RV</a> &<a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>)</td></tr> |
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| 100 | |
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| 101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return conditional density on the given <a class="el" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr> |
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| 102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bc0c171b6dafacd78d26263913b1d0c0"></a><!-- doxytag: member="eEmp::marginal" ref="bc0c171b6dafacd78d26263913b1d0c0" args="(const RV &rv)" --> |
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| 103 | <a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#bc0c171b6dafacd78d26263913b1d0c0">marginal</a> (const <a class="el" href="classRV.html">RV</a> &<a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>)</td></tr> |
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| 104 | |
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| 105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return marginal density on the given <a class="el" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr> |
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[171] | 106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0d32aabb4cbba347e0c37fe8607562"></a><!-- doxytag: member="eEmp::_rv" ref="ca0d32aabb4cbba347e0c37fe8607562" args="() const " --> |
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| 107 | const <a class="el" href="classRV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#ca0d32aabb4cbba347e0c37fe8607562">_rv</a> () const </td></tr> |
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| 108 | |
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[162] | 109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function, possibly dangerous! <br></td></tr> |
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[171] | 110 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fb94ce90d1ac7077d29f7d6a6c3e0a5"></a><!-- doxytag: member="eEmp::_renewrv" ref="7fb94ce90d1ac7077d29f7d6a6c3e0a5" args="(const RV &in_rv)" --> |
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| 111 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#7fb94ce90d1ac7077d29f7d6a6c3e0a5">_renewrv</a> (const <a class="el" href="classRV.html">RV</a> &in_rv)</td></tr> |
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| 112 | |
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| 113 | <tr><td class="mdescLeft"> </td><td class="mdescRight">modifier function - useful when copying epdfs <br></td></tr> |
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[32] | 114 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 115 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8c33034de0e35f03f8bb85d3d67438fd"></a><!-- doxytag: member="eEmp::n" ref="8c33034de0e35f03f8bb85d3d67438fd" args="" --> |
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| 116 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd">n</a></td></tr> |
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| 117 | |
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| 118 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Number of particles. <br></td></tr> |
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| 119 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae78d144404ddba843c93b171b215de8"></a><!-- doxytag: member="eEmp::w" ref="ae78d144404ddba843c93b171b215de8" args="" --> |
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[33] | 120 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#ae78d144404ddba843c93b171b215de8">w</a></td></tr> |
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[32] | 121 | |
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[91] | 122 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Sample weights <img class="formulaInl" alt="$w$" src="form_44.png">. <br></td></tr> |
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[32] | 123 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4d6f4bbd6a6824fc39f14676701279a"></a><!-- doxytag: member="eEmp::samples" ref="a4d6f4bbd6a6824fc39f14676701279a" args="" --> |
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[33] | 124 | Array< vec > </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a">samples</a></td></tr> |
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[32] | 125 | |
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[33] | 126 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Samples <img class="formulaInl" alt="$x^{(i)}, i=1..n$" src="form_9.png">. <br></td></tr> |
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[32] | 127 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="eEmp::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" --> |
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[33] | 128 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a></td></tr> |
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[32] | 129 | |
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[33] | 130 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Identified of the random variable. <br></td></tr> |
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[32] | 131 | </table> |
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| 132 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 133 | Weighted empirical density. |
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| 134 | <p> |
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[33] | 135 | Used e.g. in particle filters. <hr>The documentation for this class was generated from the following files:<ul> |
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[145] | 136 | <li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a><li>work/git/mixpp/bdm/stat/libEF.cpp</ul> |
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[91] | 137 | </div> |
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[181] | 138 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 15 15:57:13 2008 for mixpp by |
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[32] | 139 | <a href="http://www.doxygen.org/index.html"> |
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[139] | 140 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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[32] | 141 | </body> |
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| 142 | </html> |
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