root/doc/latex/classbdm_1_1eEmp.tex @ 270

Revision 270, 9.9 kB (checked in by smidl, 16 years ago)

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

RevLine 
[261]1\hypertarget{classbdm_1_1eEmp}{
2\section{bdm::eEmp Class Reference}
3\label{classbdm_1_1eEmp}\index{bdm::eEmp@{bdm::eEmp}}
4}
5{\tt \#include $<$libEF.h$>$}
6
7Inheritance diagram for bdm::eEmp:\nopagebreak
8\begin{figure}[H]
9\begin{center}
10\leavevmode
11\includegraphics[width=64pt]{classbdm_1_1eEmp__inherit__graph}
12\end{center}
13\end{figure}
[270]14
15
16\subsection{Detailed Description}
17Weighted empirical density.
18
19Used e.g. in particle filters. \subsection*{Public Member Functions}
[261]20\begin{CompactItemize}
21\item 
[270]22\hypertarget{classbdm_1_1eEmp_34d7f929fbab6c1e4ce318c56a6399c7}{
23\hyperlink{classbdm_1_1eEmp_34d7f929fbab6c1e4ce318c56a6399c7}{eEmp} (int n0)}
24\label{classbdm_1_1eEmp_34d7f929fbab6c1e4ce318c56a6399c7}
[261]25
26\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
27\hypertarget{classbdm_1_1eEmp_82320074a9b0ad7e1bb33a6e885b65d7}{
28void \hyperlink{classbdm_1_1eEmp_82320074a9b0ad7e1bb33a6e885b65d7}{set\_\-parameters} (const vec \&w0, const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$pdf0)}
29\label{classbdm_1_1eEmp_82320074a9b0ad7e1bb33a6e885b65d7}
30
31\begin{CompactList}\small\item\em Set samples and weights. \item\end{CompactList}\item 
32\hypertarget{classbdm_1_1eEmp_b62d802b8ef39f7c4dcbeb366c90951a}{
33void \hyperlink{classbdm_1_1eEmp_b62d802b8ef39f7c4dcbeb366c90951a}{set\_\-samples} (const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$pdf0)}
34\label{classbdm_1_1eEmp_b62d802b8ef39f7c4dcbeb366c90951a}
35
36\begin{CompactList}\small\item\em Set sample. \item\end{CompactList}\item 
37\hypertarget{classbdm_1_1eEmp_dccd02eaa4c45e858a6351723686ac85}{
38void \hyperlink{classbdm_1_1eEmp_dccd02eaa4c45e858a6351723686ac85}{set\_\-n} (int n0, bool copy=true)}
39\label{classbdm_1_1eEmp_dccd02eaa4c45e858a6351723686ac85}
40
41\begin{CompactList}\small\item\em Set sample. \item\end{CompactList}\item 
42\hypertarget{classbdm_1_1eEmp_d7f83cc0415cd44ae7cc8b4bdad93aef}{
43vec \& \hyperlink{classbdm_1_1eEmp_d7f83cc0415cd44ae7cc8b4bdad93aef}{\_\-w} ()}
44\label{classbdm_1_1eEmp_d7f83cc0415cd44ae7cc8b4bdad93aef}
45
46\begin{CompactList}\small\item\em Potentially dangerous, use with care. \item\end{CompactList}\item 
47\hypertarget{classbdm_1_1eEmp_b7d7106f486e3fad38590914a693d714}{
48const vec \& \hyperlink{classbdm_1_1eEmp_b7d7106f486e3fad38590914a693d714}{\_\-w} () const }
49\label{classbdm_1_1eEmp_b7d7106f486e3fad38590914a693d714}
50
51\begin{CompactList}\small\item\em Potentially dangerous, use with care. \item\end{CompactList}\item 
52\hypertarget{classbdm_1_1eEmp_c24966b0aaeb767bc8a6b4fd60931be2}{
53Array$<$ vec $>$ \& \hyperlink{classbdm_1_1eEmp_c24966b0aaeb767bc8a6b4fd60931be2}{\_\-samples} ()}
54\label{classbdm_1_1eEmp_c24966b0aaeb767bc8a6b4fd60931be2}
55
56\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
57\hypertarget{classbdm_1_1eEmp_b59af0efdb009d98ea8ebfa965e74ae2}{
58const Array$<$ vec $>$ \& \hyperlink{classbdm_1_1eEmp_b59af0efdb009d98ea8ebfa965e74ae2}{\_\-samples} () const }
59\label{classbdm_1_1eEmp_b59af0efdb009d98ea8ebfa965e74ae2}
60
61\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
62\hypertarget{classbdm_1_1eEmp_f06ce255de5dbb2313f52ee51f82ba3d}{
63ivec \hyperlink{classbdm_1_1eEmp_f06ce255de5dbb2313f52ee51f82ba3d}{resample} (\hyperlink{namespacebdm_33aac0be76ded31d2e3081c5a3f6c418}{RESAMPLING\_\-METHOD} method=SYSTEMATIC)}
64\label{classbdm_1_1eEmp_f06ce255de5dbb2313f52ee51f82ba3d}
65
66\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 
67\hypertarget{classbdm_1_1eEmp_97f1e07b5ae6eebc91c7365f0f88d270}{
68vec \hyperlink{classbdm_1_1eEmp_97f1e07b5ae6eebc91c7365f0f88d270}{sample} () const }
69\label{classbdm_1_1eEmp_97f1e07b5ae6eebc91c7365f0f88d270}
70
71\begin{CompactList}\small\item\em inherited operation : NOT implemneted \item\end{CompactList}\item 
72\hypertarget{classbdm_1_1eEmp_01654c014d3aa068f8d4ecba4be86d09}{
73double \hyperlink{classbdm_1_1eEmp_01654c014d3aa068f8d4ecba4be86d09}{evallog} (const vec \&val) const }
74\label{classbdm_1_1eEmp_01654c014d3aa068f8d4ecba4be86d09}
75
76\begin{CompactList}\small\item\em inherited operation : NOT implemneted \item\end{CompactList}\item 
77\hypertarget{classbdm_1_1eEmp_bbfcb4f868c7381298c281a256d8c4b9}{
78vec \hyperlink{classbdm_1_1eEmp_bbfcb4f868c7381298c281a256d8c4b9}{mean} () const }
79\label{classbdm_1_1eEmp_bbfcb4f868c7381298c281a256d8c4b9}
80
81\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item 
82\hypertarget{classbdm_1_1eEmp_05e9ebf467ede737cb6a3621d7fd3c87}{
83vec \hyperlink{classbdm_1_1eEmp_05e9ebf467ede737cb6a3621d7fd3c87}{variance} () const }
84\label{classbdm_1_1eEmp_05e9ebf467ede737cb6a3621d7fd3c87}
85
[270]86\begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\end{CompactItemize}
87\begin{Indent}{\bf Matematical Operations}\par
88\begin{CompactItemize}
89\item 
[261]90\hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{
91virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const }
92\label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}
93
[270]94\begin{CompactList}\small\item\em Returns N samples, $ [x_1 , x_2 , \ldots \ $ from density $ f_x(rv)$. \item\end{CompactList}\item 
[261]95\hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{
96virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const }
97\label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}
98
99\begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item 
100\hypertarget{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{
101virtual \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 }
102\label{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}
103
104\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 
105\hypertarget{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{
106virtual \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 }
107\label{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}
108
[270]109\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}\end{CompactItemize}
110\end{Indent}
111\begin{Indent}{\bf Connection to other classes}\par
112{\em Description of the random quantity via attribute {\tt rv} is optional. For operations such as sampling {\tt rv} does not need to be set. However, for {\tt marginalization} and {\tt conditioning} {\tt rv} has to be set. NB: }\begin{CompactItemize}
113\item 
114\hypertarget{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{
115void \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)}
116\label{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}
117
118\begin{CompactList}\small\item\em Name its rv. \item\end{CompactList}\item 
119\hypertarget{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{
120bool \hyperlink{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{isnamed} () const }
121\label{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}
122
123\begin{CompactList}\small\item\em True if rv is assigned. \item\end{CompactList}\item 
[261]124\hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{
125const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const }
126\label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}
127
[270]128\begin{CompactList}\small\item\em Return name (fails when isnamed is false). \item\end{CompactList}\end{CompactItemize}
129\end{Indent}
130\begin{Indent}{\bf Access to attributes}\par
131\begin{CompactItemize}
132\item 
133\hypertarget{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}{
134bool \hyperlink{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}{dimension} () const }
135\label{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}
[261]136
[270]137\begin{CompactList}\small\item\em Size of the random variable. \item\end{CompactList}\end{CompactItemize}
138\end{Indent}
[261]139\subsection*{Protected Attributes}
140\begin{CompactItemize}
141\item 
142\hypertarget{classbdm_1_1eEmp_9798006271ca77629855113f1283a031}{
143int \hyperlink{classbdm_1_1eEmp_9798006271ca77629855113f1283a031}{n}}
144\label{classbdm_1_1eEmp_9798006271ca77629855113f1283a031}
145
146\begin{CompactList}\small\item\em Number of particles. \item\end{CompactList}\item 
147\hypertarget{classbdm_1_1eEmp_9d39241aab7c4bbeb07c6d516421c67d}{
148vec \hyperlink{classbdm_1_1eEmp_9d39241aab7c4bbeb07c6d516421c67d}{w}}
149\label{classbdm_1_1eEmp_9d39241aab7c4bbeb07c6d516421c67d}
150
151\begin{CompactList}\small\item\em Sample weights $w$. \item\end{CompactList}\item 
152\hypertarget{classbdm_1_1eEmp_73d819553a0f268b055a087d2d4486f3}{
153Array$<$ vec $>$ \hyperlink{classbdm_1_1eEmp_73d819553a0f268b055a087d2d4486f3}{samples}}
154\label{classbdm_1_1eEmp_73d819553a0f268b055a087d2d4486f3}
155
156\begin{CompactList}\small\item\em Samples $x^{(i)}, i=1..n$. \item\end{CompactList}\item 
[270]157\hypertarget{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{
158int \hyperlink{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{dim}}
159\label{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}
160
161\begin{CompactList}\small\item\em dimension of the random variable \item\end{CompactList}\item 
[261]162\hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{
163\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}}
164\label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}
165
[270]166\begin{CompactList}\small\item\em Description of the random variable. \item\end{CompactList}\end{CompactItemize}
[261]167
168
169The documentation for this class was generated from the following files:\begin{CompactItemize}
170\item 
171\hyperlink{libEF_8h}{libEF.h}\item 
172libEF.cpp\end{CompactItemize}
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