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[261]1\hypertarget{classbdm_1_1eEmp}{
2\section{bdm::eEmp Class Reference}
3\label{classbdm_1_1eEmp}\index{bdm::eEmp@{bdm::eEmp}}
4}
5Weighted empirical density. 
6
7
8{\tt \#include $<$libEF.h$>$}
9
10Inheritance diagram for bdm::eEmp:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=64pt]{classbdm_1_1eEmp__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for bdm::eEmp:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[width=75pt]{classbdm_1_1eEmp__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27\hypertarget{classbdm_1_1eEmp_47ee4feee19b3f3e2d371f8fc9f9a863}{
28\hyperlink{classbdm_1_1eEmp_47ee4feee19b3f3e2d371f8fc9f9a863}{eEmp} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0, int n0)}
29\label{classbdm_1_1eEmp_47ee4feee19b3f3e2d371f8fc9f9a863}
30
31\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
32\hypertarget{classbdm_1_1eEmp_82320074a9b0ad7e1bb33a6e885b65d7}{
33void \hyperlink{classbdm_1_1eEmp_82320074a9b0ad7e1bb33a6e885b65d7}{set\_\-parameters} (const vec \&w0, const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$pdf0)}
34\label{classbdm_1_1eEmp_82320074a9b0ad7e1bb33a6e885b65d7}
35
36\begin{CompactList}\small\item\em Set samples and weights. \item\end{CompactList}\item 
37\hypertarget{classbdm_1_1eEmp_b62d802b8ef39f7c4dcbeb366c90951a}{
38void \hyperlink{classbdm_1_1eEmp_b62d802b8ef39f7c4dcbeb366c90951a}{set\_\-samples} (const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$pdf0)}
39\label{classbdm_1_1eEmp_b62d802b8ef39f7c4dcbeb366c90951a}
40
41\begin{CompactList}\small\item\em Set sample. \item\end{CompactList}\item 
42\hypertarget{classbdm_1_1eEmp_dccd02eaa4c45e858a6351723686ac85}{
43void \hyperlink{classbdm_1_1eEmp_dccd02eaa4c45e858a6351723686ac85}{set\_\-n} (int n0, bool copy=true)}
44\label{classbdm_1_1eEmp_dccd02eaa4c45e858a6351723686ac85}
45
46\begin{CompactList}\small\item\em Set sample. \item\end{CompactList}\item 
47\hypertarget{classbdm_1_1eEmp_d7f83cc0415cd44ae7cc8b4bdad93aef}{
48vec \& \hyperlink{classbdm_1_1eEmp_d7f83cc0415cd44ae7cc8b4bdad93aef}{\_\-w} ()}
49\label{classbdm_1_1eEmp_d7f83cc0415cd44ae7cc8b4bdad93aef}
50
51\begin{CompactList}\small\item\em Potentially dangerous, use with care. \item\end{CompactList}\item 
52\hypertarget{classbdm_1_1eEmp_b7d7106f486e3fad38590914a693d714}{
53const vec \& \hyperlink{classbdm_1_1eEmp_b7d7106f486e3fad38590914a693d714}{\_\-w} () const }
54\label{classbdm_1_1eEmp_b7d7106f486e3fad38590914a693d714}
55
56\begin{CompactList}\small\item\em Potentially dangerous, use with care. \item\end{CompactList}\item 
57\hypertarget{classbdm_1_1eEmp_c24966b0aaeb767bc8a6b4fd60931be2}{
58Array$<$ vec $>$ \& \hyperlink{classbdm_1_1eEmp_c24966b0aaeb767bc8a6b4fd60931be2}{\_\-samples} ()}
59\label{classbdm_1_1eEmp_c24966b0aaeb767bc8a6b4fd60931be2}
60
61\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
62\hypertarget{classbdm_1_1eEmp_b59af0efdb009d98ea8ebfa965e74ae2}{
63const Array$<$ vec $>$ \& \hyperlink{classbdm_1_1eEmp_b59af0efdb009d98ea8ebfa965e74ae2}{\_\-samples} () const }
64\label{classbdm_1_1eEmp_b59af0efdb009d98ea8ebfa965e74ae2}
65
66\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
67\hypertarget{classbdm_1_1eEmp_f06ce255de5dbb2313f52ee51f82ba3d}{
68ivec \hyperlink{classbdm_1_1eEmp_f06ce255de5dbb2313f52ee51f82ba3d}{resample} (\hyperlink{namespacebdm_33aac0be76ded31d2e3081c5a3f6c418}{RESAMPLING\_\-METHOD} method=SYSTEMATIC)}
69\label{classbdm_1_1eEmp_f06ce255de5dbb2313f52ee51f82ba3d}
70
71\begin{CompactList}\small\item\em 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. \item\end{CompactList}\item 
72\hypertarget{classbdm_1_1eEmp_97f1e07b5ae6eebc91c7365f0f88d270}{
73vec \hyperlink{classbdm_1_1eEmp_97f1e07b5ae6eebc91c7365f0f88d270}{sample} () const }
74\label{classbdm_1_1eEmp_97f1e07b5ae6eebc91c7365f0f88d270}
75
76\begin{CompactList}\small\item\em inherited operation : NOT implemneted \item\end{CompactList}\item 
77\hypertarget{classbdm_1_1eEmp_01654c014d3aa068f8d4ecba4be86d09}{
78double \hyperlink{classbdm_1_1eEmp_01654c014d3aa068f8d4ecba4be86d09}{evallog} (const vec \&val) const }
79\label{classbdm_1_1eEmp_01654c014d3aa068f8d4ecba4be86d09}
80
81\begin{CompactList}\small\item\em inherited operation : NOT implemneted \item\end{CompactList}\item 
82\hypertarget{classbdm_1_1eEmp_bbfcb4f868c7381298c281a256d8c4b9}{
83vec \hyperlink{classbdm_1_1eEmp_bbfcb4f868c7381298c281a256d8c4b9}{mean} () const }
84\label{classbdm_1_1eEmp_bbfcb4f868c7381298c281a256d8c4b9}
85
86\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item 
87\hypertarget{classbdm_1_1eEmp_05e9ebf467ede737cb6a3621d7fd3c87}{
88vec \hyperlink{classbdm_1_1eEmp_05e9ebf467ede737cb6a3621d7fd3c87}{variance} () const }
89\label{classbdm_1_1eEmp_05e9ebf467ede737cb6a3621d7fd3c87}
90
91\begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item 
92\hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{
93virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const }
94\label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}
95
96\begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item 
97\hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{
98virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const }
99\label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}
100
101\begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item 
102\hypertarget{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{
103virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{condition} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}) const }
104\label{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}
105
106\begin{CompactList}\small\item\em Return conditional density on the given \hyperlink{classbdm_1_1RV}{RV}, the remaining rvs will be in conditioning. \item\end{CompactList}\item 
107\hypertarget{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{
108virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{marginal} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}) const }
109\label{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}
110
111\begin{CompactList}\small\item\em Return marginal density on the given \hyperlink{classbdm_1_1RV}{RV}, the remainig rvs are intergrated out. \item\end{CompactList}\item 
112\hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{
113const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const }
114\label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}
115
116\begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item 
117\hypertarget{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{
118void \hyperlink{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{\_\-renewrv} (const \hyperlink{classbdm_1_1RV}{RV} \&in\_\-rv)}
119\label{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}
120
121\begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize}
122\subsection*{Protected Attributes}
123\begin{CompactItemize}
124\item 
125\hypertarget{classbdm_1_1eEmp_9798006271ca77629855113f1283a031}{
126int \hyperlink{classbdm_1_1eEmp_9798006271ca77629855113f1283a031}{n}}
127\label{classbdm_1_1eEmp_9798006271ca77629855113f1283a031}
128
129\begin{CompactList}\small\item\em Number of particles. \item\end{CompactList}\item 
130\hypertarget{classbdm_1_1eEmp_9d39241aab7c4bbeb07c6d516421c67d}{
131vec \hyperlink{classbdm_1_1eEmp_9d39241aab7c4bbeb07c6d516421c67d}{w}}
132\label{classbdm_1_1eEmp_9d39241aab7c4bbeb07c6d516421c67d}
133
134\begin{CompactList}\small\item\em Sample weights $w$. \item\end{CompactList}\item 
135\hypertarget{classbdm_1_1eEmp_73d819553a0f268b055a087d2d4486f3}{
136Array$<$ vec $>$ \hyperlink{classbdm_1_1eEmp_73d819553a0f268b055a087d2d4486f3}{samples}}
137\label{classbdm_1_1eEmp_73d819553a0f268b055a087d2d4486f3}
138
139\begin{CompactList}\small\item\em Samples $x^{(i)}, i=1..n$. \item\end{CompactList}\item 
140\hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{
141\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}}
142\label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}
143
144\begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize}
145
146
147\subsection{Detailed Description}
148Weighted empirical density.
149
150Used e.g. in particle filters.
151
152The documentation for this class was generated from the following files:\begin{CompactItemize}
153\item 
154\hyperlink{libEF_8h}{libEF.h}\item 
155libEF.cpp\end{CompactItemize}
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