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25 | <div class="contents"> |
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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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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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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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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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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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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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52 | |
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53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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54 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6606a656c1b28114f7384c25aaf80e8d"></a><!-- doxytag: member="eEmp::set_parameters" ref="6606a656c1b28114f7384c25aaf80e8d" args="(const vec &w0, epdf *pdf0)" --> |
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55 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#6606a656c1b28114f7384c25aaf80e8d">set_parameters</a> (const vec &w0, <a class="el" href="classepdf.html">epdf</a> *pdf0)</td></tr> |
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56 | |
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57 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set sample. <br></td></tr> |
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58 | <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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59 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b">_w</a> ()</td></tr> |
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60 | |
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61 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Potentially dangerous, use with care. <br></td></tr> |
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62 | <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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63 | Array< vec > & </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#31b747eca73b16f30370827ba4cc3575">_samples</a> ()</td></tr> |
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64 | |
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65 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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66 | <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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67 | 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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68 | |
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69 | <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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70 | <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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71 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#83f9283f92b805508d896479dc1ccf12">sample</a> () const </td></tr> |
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72 | |
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73 | <tr><td class="mdescLeft"> </td><td class="mdescRight">inherited operation : NOT implemneted <br></td></tr> |
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74 | <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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75 | 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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76 | |
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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="ba055c19038cc72628d98e25197e982d"></a><!-- doxytag: member="eEmp::mean" ref="ba055c19038cc72628d98e25197e982d" args="() const " --> |
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79 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#ba055c19038cc72628d98e25197e982d">mean</a> () const </td></tr> |
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80 | |
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81 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
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82 | <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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83 | 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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84 | |
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85 | <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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86 | <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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87 | 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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88 | |
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89 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr> |
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90 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6af383b6f1c6ea6fc5f6724dd03d8877"></a><!-- doxytag: member="eEmp::evalpdflog" ref="6af383b6f1c6ea6fc5f6724dd03d8877" args="(const mat &Val) const " --> |
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91 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#6af383b6f1c6ea6fc5f6724dd03d8877">evalpdflog</a> (const mat &Val) const </td></tr> |
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92 | |
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93 | <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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94 | <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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95 | 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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96 | |
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97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function, possibly dangerous! <br></td></tr> |
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98 | <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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99 | 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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100 | |
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101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">modifier function - useful when copying epdfs <br></td></tr> |
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102 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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103 | <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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104 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd">n</a></td></tr> |
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105 | |
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106 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Number of particles. <br></td></tr> |
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107 | <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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108 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#ae78d144404ddba843c93b171b215de8">w</a></td></tr> |
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109 | |
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110 | <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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111 | <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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112 | Array< vec > </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a">samples</a></td></tr> |
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113 | |
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114 | <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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115 | <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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116 | <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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117 | |
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118 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Identified of the random variable. <br></td></tr> |
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119 | </table> |
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120 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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121 | Weighted empirical density. |
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122 | <p> |
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123 | Used e.g. in particle filters. <hr>The documentation for this class was generated from the following files:<ul> |
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124 | <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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125 | </div> |
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126 | <hr size="1"><address style="text-align: right;"><small>Generated on Tue Sep 23 16:00:50 2008 for mixpp by |
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127 | <a href="http://www.doxygen.org/index.html"> |
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128 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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130 | </html> |
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