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[261]1\hypertarget{classbdm_1_1PF}{
2\section{bdm::PF Class Reference}
3\label{classbdm_1_1PF}\index{bdm::PF@{bdm::PF}}
4}
5Trivial particle filter with proposal density equal to parameter evolution model. 
6
7
8{\tt \#include $<$libPF.h$>$}
9
10Inheritance diagram for bdm::PF:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=77pt]{classbdm_1_1PF__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for bdm::PF:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[width=129pt]{classbdm_1_1PF__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27\hypertarget{classbdm_1_1PF_df9e7dc54dbe1c78a4aa503c42f7f8c4}{
28\hyperlink{classbdm_1_1PF_df9e7dc54dbe1c78a4aa503c42f7f8c4}{PF} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0, \hyperlink{classbdm_1_1mpdf}{mpdf} \&par0, \hyperlink{classbdm_1_1mpdf}{mpdf} \&obs0, int n0)}
29\label{classbdm_1_1PF_df9e7dc54dbe1c78a4aa503c42f7f8c4}
30
31\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
32\hypertarget{classbdm_1_1PF_6f1988db4c3f602d187a6c15ec89cb1e}{
33void \hyperlink{classbdm_1_1PF_6f1988db4c3f602d187a6c15ec89cb1e}{set\_\-est} (const \hyperlink{classbdm_1_1epdf}{epdf} \&epdf0)}
34\label{classbdm_1_1PF_6f1988db4c3f602d187a6c15ec89cb1e}
35
36\begin{CompactList}\small\item\em Set posterior density by sampling from epdf0. \item\end{CompactList}\item 
37void \hyperlink{classbdm_1_1PF_638946eea22d4964bf9350286bb4efd8}{bayes} (const vec \&dt)
38\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item 
39\hypertarget{classbdm_1_1PF_78a9f6809827be1d9bfe215d03b1c6ed}{
40vec $\ast$ \hyperlink{classbdm_1_1PF_78a9f6809827be1d9bfe215d03b1c6ed}{\_\-\_\-w} ()}
41\label{classbdm_1_1PF_78a9f6809827be1d9bfe215d03b1c6ed}
42
43\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
44\hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{
45virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)}
46\label{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}
47
48\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
49\hypertarget{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{
50virtual const \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{\_\-epdf} () const =0}
51\label{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}
52
53\begin{CompactList}\small\item\em Returns a reference to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item 
54\hypertarget{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{
55virtual const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{\_\-e} () const =0}
56\label{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}
57
58\begin{CompactList}\small\item\em Returns a pointer to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item 
59virtual double \hyperlink{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{logpred} (const vec \&dt) const
60\item 
61\hypertarget{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{
62vec \hyperlink{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{logpred\_\-m} (const mat \&dt) const }
63\label{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}
64
65\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 
66\hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{
67virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{predictor} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}) const }
68\label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}
69
70\begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item 
71\hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{
72const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const }
73\label{classbdm_1_1BM_40a3c891996391e3135518053a917793}
74
75\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
76\hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{
77double \hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const }
78\label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}
79
80\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
81\hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{
82void \hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)}
83\label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}
84
85\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
86virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-} (bool changerv=false)
87\end{CompactItemize}
88\subsection*{Protected Attributes}
89\begin{CompactItemize}
90\item 
91\hypertarget{classbdm_1_1PF_eeafaf9b8ad75fe62ee9fd6369e3f7fe}{
92int \hyperlink{classbdm_1_1PF_eeafaf9b8ad75fe62ee9fd6369e3f7fe}{n}}
93\label{classbdm_1_1PF_eeafaf9b8ad75fe62ee9fd6369e3f7fe}
94
95\begin{CompactList}\small\item\em number of particles; \item\end{CompactList}\item 
96\hypertarget{classbdm_1_1PF_dc049265b9086cad7071f98d00a2b9af}{
97\hyperlink{classbdm_1_1eEmp}{eEmp} \hyperlink{classbdm_1_1PF_dc049265b9086cad7071f98d00a2b9af}{est}}
98\label{classbdm_1_1PF_dc049265b9086cad7071f98d00a2b9af}
99
100\begin{CompactList}\small\item\em posterior density \item\end{CompactList}\item 
101\hypertarget{classbdm_1_1PF_f5149d5522d1095d39240c4c607f61a3}{
102vec \& \hyperlink{classbdm_1_1PF_f5149d5522d1095d39240c4c607f61a3}{\_\-w}}
103\label{classbdm_1_1PF_f5149d5522d1095d39240c4c607f61a3}
104
105\begin{CompactList}\small\item\em pointer into {\tt \hyperlink{classbdm_1_1eEmp}{eEmp}} \item\end{CompactList}\item 
106\hypertarget{classbdm_1_1PF_914bd66025692c4018dbd482cb3c47c1}{
107Array$<$ vec $>$ \& \hyperlink{classbdm_1_1PF_914bd66025692c4018dbd482cb3c47c1}{\_\-samples}}
108\label{classbdm_1_1PF_914bd66025692c4018dbd482cb3c47c1}
109
110\begin{CompactList}\small\item\em pointer into {\tt \hyperlink{classbdm_1_1eEmp}{eEmp}} \item\end{CompactList}\item 
111\hypertarget{classbdm_1_1PF_cf3a1b2a407012e47ac878e3aa2fbf34}{
112\hyperlink{classbdm_1_1mpdf}{mpdf} \& \hyperlink{classbdm_1_1PF_cf3a1b2a407012e47ac878e3aa2fbf34}{par}}
113\label{classbdm_1_1PF_cf3a1b2a407012e47ac878e3aa2fbf34}
114
115\begin{CompactList}\small\item\em Parameter evolution model. \item\end{CompactList}\item 
116\hypertarget{classbdm_1_1PF_c58b8fa634272c3f48845a9020ba55aa}{
117\hyperlink{classbdm_1_1mpdf}{mpdf} \& \hyperlink{classbdm_1_1PF_c58b8fa634272c3f48845a9020ba55aa}{obs}}
118\label{classbdm_1_1PF_c58b8fa634272c3f48845a9020ba55aa}
119
120\begin{CompactList}\small\item\em Observation model. \item\end{CompactList}\item 
121\hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{
122\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}}
123\label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}
124
125\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item 
126\hypertarget{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{
127double \hyperlink{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{ll}}
128\label{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}
129
130\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
131\hypertarget{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{
132bool \hyperlink{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{evalll}}
133\label{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}
134
135\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save computational time. \item\end{CompactList}\end{CompactItemize}
136
137
138\subsection{Detailed Description}
139Trivial particle filter with proposal density equal to parameter evolution model.
140
141Posterior density is represented by a weighted empirical density ({\tt \hyperlink{classbdm_1_1eEmp}{eEmp}} ).
142
143\subsection{Member Function Documentation}
144\hypertarget{classbdm_1_1PF_638946eea22d4964bf9350286bb4efd8}{
145\index{bdm::PF@{bdm::PF}!bayes@{bayes}}
146\index{bayes@{bayes}!bdm::PF@{bdm::PF}}
147\subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}void bdm::PF::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  \mbox{[}virtual\mbox{]}}}}
148\label{classbdm_1_1PF_638946eea22d4964bf9350286bb4efd8}
149
150
151Incremental Bayes rule.
152
153\begin{Desc}
154\item[Parameters:]
155\begin{description}
156\item[{\em dt}]vector of input data \end{description}
157\end{Desc}
158
159
160Implements \hyperlink{classbdm_1_1BM_60b1779a577367c369a932cabd3a6188}{bdm::BM}.
161
162Reimplemented in \hyperlink{classbdm_1_1MPF_286d040770d08bd7ff416cea617b1b14}{bdm::MPF$<$ BM\_\-T $>$}.
163
164References \_\-samples, \_\-w, est, bdm::mpdf::evallogcond(), n, obs, par, bdm::eEmp::resample(), and bdm::mpdf::samplecond().\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{
165\index{bdm::PF@{bdm::PF}!logpred@{logpred}}
166\index{logpred@{logpred}!bdm::PF@{bdm::PF}}
167\subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}virtual double bdm::BM::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
168\label{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}
169
170
171Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
172
173Reimplemented in \hyperlink{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}.
174
175Referenced by bdm::BM::logpred\_\-m().\hypertarget{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{
176\index{bdm::PF@{bdm::PF}!\_\-copy\_\-@{\_\-copy\_\-}}
177\index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::PF@{bdm::PF}}
178\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- (bool {\em changerv} = {\tt false})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
179\label{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}
180
181
182Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype: BM$\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-()}\{\hyperlink{classbdm_1_1BM}{BM} Tmp$\ast$=new Tmp(this$\ast$); return Tmp; \} 
183
184Reimplemented in \hyperlink{classbdm_1_1ARX_20ff2de8d862f28de7da83444d65bcdb}{bdm::ARX}, and \hyperlink{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{bdm::BMEF}.
185
186The documentation for this class was generated from the following files:\begin{CompactItemize}
187\item 
188\hyperlink{libPF_8h}{libPF.h}\item 
189libPF.cpp\end{CompactItemize}
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