\hypertarget{classbdm_1_1eEmp}{ \section{bdm::eEmp Class Reference} \label{classbdm_1_1eEmp}\index{bdm::eEmp@{bdm::eEmp}} } Weighted empirical density. {\tt \#include $<$libEF.h$>$} Inheritance diagram for bdm::eEmp:\nopagebreak \begin{figure}[H] \begin{center} \leavevmode \includegraphics[width=64pt]{classbdm_1_1eEmp__inherit__graph} \end{center} \end{figure} Collaboration diagram for bdm::eEmp:\nopagebreak \begin{figure}[H] \begin{center} \leavevmode \includegraphics[width=75pt]{classbdm_1_1eEmp__coll__graph} \end{center} \end{figure} \subsection*{Public Member Functions} \begin{CompactItemize} \item \hypertarget{classbdm_1_1eEmp_47ee4feee19b3f3e2d371f8fc9f9a863}{ \hyperlink{classbdm_1_1eEmp_47ee4feee19b3f3e2d371f8fc9f9a863}{eEmp} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0, int n0)} \label{classbdm_1_1eEmp_47ee4feee19b3f3e2d371f8fc9f9a863} \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item \hypertarget{classbdm_1_1eEmp_82320074a9b0ad7e1bb33a6e885b65d7}{ void \hyperlink{classbdm_1_1eEmp_82320074a9b0ad7e1bb33a6e885b65d7}{set\_\-parameters} (const vec \&w0, const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$pdf0)} \label{classbdm_1_1eEmp_82320074a9b0ad7e1bb33a6e885b65d7} \begin{CompactList}\small\item\em Set samples and weights. \item\end{CompactList}\item \hypertarget{classbdm_1_1eEmp_b62d802b8ef39f7c4dcbeb366c90951a}{ void \hyperlink{classbdm_1_1eEmp_b62d802b8ef39f7c4dcbeb366c90951a}{set\_\-samples} (const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$pdf0)} \label{classbdm_1_1eEmp_b62d802b8ef39f7c4dcbeb366c90951a} \begin{CompactList}\small\item\em Set sample. \item\end{CompactList}\item \hypertarget{classbdm_1_1eEmp_dccd02eaa4c45e858a6351723686ac85}{ void \hyperlink{classbdm_1_1eEmp_dccd02eaa4c45e858a6351723686ac85}{set\_\-n} (int n0, bool copy=true)} \label{classbdm_1_1eEmp_dccd02eaa4c45e858a6351723686ac85} \begin{CompactList}\small\item\em Set sample. \item\end{CompactList}\item \hypertarget{classbdm_1_1eEmp_d7f83cc0415cd44ae7cc8b4bdad93aef}{ vec \& \hyperlink{classbdm_1_1eEmp_d7f83cc0415cd44ae7cc8b4bdad93aef}{\_\-w} ()} \label{classbdm_1_1eEmp_d7f83cc0415cd44ae7cc8b4bdad93aef} \begin{CompactList}\small\item\em Potentially dangerous, use with care. \item\end{CompactList}\item \hypertarget{classbdm_1_1eEmp_b7d7106f486e3fad38590914a693d714}{ const vec \& \hyperlink{classbdm_1_1eEmp_b7d7106f486e3fad38590914a693d714}{\_\-w} () const } \label{classbdm_1_1eEmp_b7d7106f486e3fad38590914a693d714} \begin{CompactList}\small\item\em Potentially dangerous, use with care. \item\end{CompactList}\item \hypertarget{classbdm_1_1eEmp_c24966b0aaeb767bc8a6b4fd60931be2}{ Array$<$ vec $>$ \& \hyperlink{classbdm_1_1eEmp_c24966b0aaeb767bc8a6b4fd60931be2}{\_\-samples} ()} \label{classbdm_1_1eEmp_c24966b0aaeb767bc8a6b4fd60931be2} \begin{CompactList}\small\item\em access function \item\end{CompactList}\item \hypertarget{classbdm_1_1eEmp_b59af0efdb009d98ea8ebfa965e74ae2}{ const Array$<$ vec $>$ \& \hyperlink{classbdm_1_1eEmp_b59af0efdb009d98ea8ebfa965e74ae2}{\_\-samples} () const } \label{classbdm_1_1eEmp_b59af0efdb009d98ea8ebfa965e74ae2} \begin{CompactList}\small\item\em access function \item\end{CompactList}\item \hypertarget{classbdm_1_1eEmp_f06ce255de5dbb2313f52ee51f82ba3d}{ ivec \hyperlink{classbdm_1_1eEmp_f06ce255de5dbb2313f52ee51f82ba3d}{resample} (\hyperlink{namespacebdm_33aac0be76ded31d2e3081c5a3f6c418}{RESAMPLING\_\-METHOD} method=SYSTEMATIC)} \label{classbdm_1_1eEmp_f06ce255de5dbb2313f52ee51f82ba3d} \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 \hypertarget{classbdm_1_1eEmp_97f1e07b5ae6eebc91c7365f0f88d270}{ vec \hyperlink{classbdm_1_1eEmp_97f1e07b5ae6eebc91c7365f0f88d270}{sample} () const } \label{classbdm_1_1eEmp_97f1e07b5ae6eebc91c7365f0f88d270} \begin{CompactList}\small\item\em inherited operation : NOT implemneted \item\end{CompactList}\item \hypertarget{classbdm_1_1eEmp_01654c014d3aa068f8d4ecba4be86d09}{ double \hyperlink{classbdm_1_1eEmp_01654c014d3aa068f8d4ecba4be86d09}{evallog} (const vec \&val) const } \label{classbdm_1_1eEmp_01654c014d3aa068f8d4ecba4be86d09} \begin{CompactList}\small\item\em inherited operation : NOT implemneted \item\end{CompactList}\item \hypertarget{classbdm_1_1eEmp_bbfcb4f868c7381298c281a256d8c4b9}{ vec \hyperlink{classbdm_1_1eEmp_bbfcb4f868c7381298c281a256d8c4b9}{mean} () const } \label{classbdm_1_1eEmp_bbfcb4f868c7381298c281a256d8c4b9} \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item \hypertarget{classbdm_1_1eEmp_05e9ebf467ede737cb6a3621d7fd3c87}{ vec \hyperlink{classbdm_1_1eEmp_05e9ebf467ede737cb6a3621d7fd3c87}{variance} () const } \label{classbdm_1_1eEmp_05e9ebf467ede737cb6a3621d7fd3c87} \begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item \hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{ virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const } \label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058} \begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item \hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{ virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const } \label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62} \begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item \hypertarget{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{ virtual \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 } \label{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77} \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 \hypertarget{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{ virtual \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 } \label{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1} \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 \hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{ const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const } \label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21} \begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item \hypertarget{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{ void \hyperlink{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{\_\-renewrv} (const \hyperlink{classbdm_1_1RV}{RV} \&in\_\-rv)} \label{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f} \begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize} \subsection*{Protected Attributes} \begin{CompactItemize} \item \hypertarget{classbdm_1_1eEmp_9798006271ca77629855113f1283a031}{ int \hyperlink{classbdm_1_1eEmp_9798006271ca77629855113f1283a031}{n}} \label{classbdm_1_1eEmp_9798006271ca77629855113f1283a031} \begin{CompactList}\small\item\em Number of particles. \item\end{CompactList}\item \hypertarget{classbdm_1_1eEmp_9d39241aab7c4bbeb07c6d516421c67d}{ vec \hyperlink{classbdm_1_1eEmp_9d39241aab7c4bbeb07c6d516421c67d}{w}} \label{classbdm_1_1eEmp_9d39241aab7c4bbeb07c6d516421c67d} \begin{CompactList}\small\item\em Sample weights $w$. \item\end{CompactList}\item \hypertarget{classbdm_1_1eEmp_73d819553a0f268b055a087d2d4486f3}{ Array$<$ vec $>$ \hyperlink{classbdm_1_1eEmp_73d819553a0f268b055a087d2d4486f3}{samples}} \label{classbdm_1_1eEmp_73d819553a0f268b055a087d2d4486f3} \begin{CompactList}\small\item\em Samples $x^{(i)}, i=1..n$. \item\end{CompactList}\item \hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{ \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}} \label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8} \begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize} \subsection{Detailed Description} Weighted empirical density. Used e.g. in particle filters. The documentation for this class was generated from the following files:\begin{CompactItemize} \item \hyperlink{libEF_8h}{libEF.h}\item libEF.cpp\end{CompactItemize}