eEmp Class Reference

Weighted empirical density. More...

#include <libEF.h>

Inheritance diagram for eEmp:

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Collaboration diagram for eEmp:

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List of all members.

Public Member Functions
	eEmp (const RV &rv0, int n0)
	Default constructor.
void	set_parameters (const vec &w0, epdf *pdf0)
	Set sample.
vec &	_w ()
	Potentially dangerous, use with care.
Array< vec > &	_samples ()
	access function
ivec	resample (RESAMPLING_METHOD method=SYSTEMATIC)
	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.
vec	sample () const
	inherited operation : NOT implemneted
double	evalpdflog (const vec &val) const
	inherited operation : NOT implemneted
vec	mean () const
	return expected value
virtual double	eval (const vec &val) const
	Compute probability of argument val.
RV	_rv () const
	access function
Protected Attributes
int	n
	Number of particles.
vec	w
	Sample weights $w$.
Array< vec >	samples
	Samples .
RV	rv
	Identified of the random variable.

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Detailed Description

Weighted empirical density.

Used e.g. in particle filters.

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The documentation for this class was generated from the following files:

• work/mixpp/bdm/stat/libEF.h
• work/mixpp/bdm/stat/libEF.cpp

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