[172] | 1 | \hypertarget{classeEmp}{ |
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[30] | 2 | \section{eEmp Class Reference} |
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| 3 | \label{classeEmp}\index{eEmp@{eEmp}} |
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[172] | 4 | } |
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[30] | 5 | Weighted empirical density. |
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| 6 | |
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| 7 | |
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| 8 | {\tt \#include $<$libEF.h$>$} |
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| 9 | |
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| 10 | Inheritance diagram for eEmp:\nopagebreak |
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| 11 | \begin{figure}[H] |
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| 12 | \begin{center} |
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| 13 | \leavevmode |
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[91] | 14 | \includegraphics[width=43pt]{classeEmp__inherit__graph} |
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[30] | 15 | \end{center} |
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| 16 | \end{figure} |
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| 17 | Collaboration diagram for eEmp:\nopagebreak |
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| 18 | \begin{figure}[H] |
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| 19 | \begin{center} |
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| 20 | \leavevmode |
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[91] | 21 | \includegraphics[width=43pt]{classeEmp__coll__graph} |
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[30] | 22 | \end{center} |
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| 23 | \end{figure} |
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| 24 | \subsection*{Public Member Functions} |
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| 25 | \begin{CompactItemize} |
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| 26 | \item |
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[172] | 27 | \hypertarget{classeEmp_0c04b073ecd0dae3d498e680ae27e9e4}{ |
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| 28 | \hyperlink{classeEmp_0c04b073ecd0dae3d498e680ae27e9e4}{eEmp} (const \hyperlink{classRV}{RV} \&rv0, int n0)} |
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| 29 | \label{classeEmp_0c04b073ecd0dae3d498e680ae27e9e4} |
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[30] | 30 | |
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[33] | 31 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
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[172] | 32 | \hypertarget{classeEmp_6606a656c1b28114f7384c25aaf80e8d}{ |
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| 33 | void \hyperlink{classeEmp_6606a656c1b28114f7384c25aaf80e8d}{set\_\-parameters} (const vec \&w0, \hyperlink{classepdf}{epdf} $\ast$pdf0)} |
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| 34 | \label{classeEmp_6606a656c1b28114f7384c25aaf80e8d} |
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[30] | 35 | |
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[33] | 36 | \begin{CompactList}\small\item\em Set sample. \item\end{CompactList}\item |
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[172] | 37 | \hypertarget{classeEmp_31b2bfb73b72486a5c89f2ab850c7a9b}{ |
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| 38 | vec \& \hyperlink{classeEmp_31b2bfb73b72486a5c89f2ab850c7a9b}{\_\-w} ()} |
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| 39 | \label{classeEmp_31b2bfb73b72486a5c89f2ab850c7a9b} |
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[30] | 40 | |
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| 41 | \begin{CompactList}\small\item\em Potentially dangerous, use with care. \item\end{CompactList}\item |
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[172] | 42 | \hypertarget{classeEmp_31b747eca73b16f30370827ba4cc3575}{ |
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| 43 | Array$<$ vec $>$ \& \hyperlink{classeEmp_31b747eca73b16f30370827ba4cc3575}{\_\-samples} ()} |
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| 44 | \label{classeEmp_31b747eca73b16f30370827ba4cc3575} |
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[30] | 45 | |
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[33] | 46 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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[172] | 47 | \hypertarget{classeEmp_77268292fc4465cb73ddbfb1f2932a59}{ |
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| 48 | ivec \hyperlink{classeEmp_77268292fc4465cb73ddbfb1f2932a59}{resample} (\hyperlink{libEF_8h_99497a3ff630f761cf6bff7babd23212}{RESAMPLING\_\-METHOD} method=SYSTEMATIC)} |
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| 49 | \label{classeEmp_77268292fc4465cb73ddbfb1f2932a59} |
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[30] | 50 | |
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| 51 | \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 |
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[172] | 52 | \hypertarget{classeEmp_83f9283f92b805508d896479dc1ccf12}{ |
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| 53 | vec \hyperlink{classeEmp_83f9283f92b805508d896479dc1ccf12}{sample} () const } |
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| 54 | \label{classeEmp_83f9283f92b805508d896479dc1ccf12} |
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[30] | 55 | |
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[33] | 56 | \begin{CompactList}\small\item\em inherited operation : NOT implemneted \item\end{CompactList}\item |
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[172] | 57 | \hypertarget{classeEmp_23e7358995400865ad2e278945922fb3}{ |
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| 58 | double \hyperlink{classeEmp_23e7358995400865ad2e278945922fb3}{evalpdflog} (const vec \&val) const } |
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| 59 | \label{classeEmp_23e7358995400865ad2e278945922fb3} |
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[33] | 60 | |
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| 61 | \begin{CompactList}\small\item\em inherited operation : NOT implemneted \item\end{CompactList}\item |
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[172] | 62 | \hypertarget{classeEmp_ba055c19038cc72628d98e25197e982d}{ |
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| 63 | vec \hyperlink{classeEmp_ba055c19038cc72628d98e25197e982d}{mean} () const } |
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| 64 | \label{classeEmp_ba055c19038cc72628d98e25197e982d} |
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[33] | 65 | |
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[30] | 66 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
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[172] | 67 | \hypertarget{classepdf_54d7dd53a641b618771cd9bee135181f}{ |
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| 68 | virtual mat \hyperlink{classepdf_54d7dd53a641b618771cd9bee135181f}{sampleN} (int N) const } |
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| 69 | \label{classepdf_54d7dd53a641b618771cd9bee135181f} |
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[106] | 70 | |
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| 71 | \begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item |
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[172] | 72 | \hypertarget{classepdf_3ea597362e11a0040fe7c990269d072c}{ |
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| 73 | virtual double \hyperlink{classepdf_3ea597362e11a0040fe7c990269d072c}{eval} (const vec \&val) const } |
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| 74 | \label{classepdf_3ea597362e11a0040fe7c990269d072c} |
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[30] | 75 | |
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| 76 | \begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\item |
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[172] | 77 | \hypertarget{classepdf_6af383b6f1c6ea6fc5f6724dd03d8877}{ |
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| 78 | virtual vec \hyperlink{classepdf_6af383b6f1c6ea6fc5f6724dd03d8877}{evalpdflog} (const mat \&Val) const } |
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| 79 | \label{classepdf_6af383b6f1c6ea6fc5f6724dd03d8877} |
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[30] | 80 | |
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[172] | 81 | \begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item |
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| 82 | \hypertarget{classepdf_ca0d32aabb4cbba347e0c37fe8607562}{ |
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| 83 | const \hyperlink{classRV}{RV} \& \hyperlink{classepdf_ca0d32aabb4cbba347e0c37fe8607562}{\_\-rv} () const } |
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| 84 | \label{classepdf_ca0d32aabb4cbba347e0c37fe8607562} |
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| 85 | |
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| 86 | \begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item |
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| 87 | \hypertarget{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}{ |
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| 88 | void \hyperlink{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}{\_\-renewrv} (const \hyperlink{classRV}{RV} \&in\_\-rv)} |
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| 89 | \label{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5} |
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| 90 | |
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| 91 | \begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize} |
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[30] | 92 | \subsection*{Protected Attributes} |
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| 93 | \begin{CompactItemize} |
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| 94 | \item |
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[172] | 95 | \hypertarget{classeEmp_8c33034de0e35f03f8bb85d3d67438fd}{ |
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| 96 | int \hyperlink{classeEmp_8c33034de0e35f03f8bb85d3d67438fd}{n}} |
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| 97 | \label{classeEmp_8c33034de0e35f03f8bb85d3d67438fd} |
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[30] | 98 | |
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| 99 | \begin{CompactList}\small\item\em Number of particles. \item\end{CompactList}\item |
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[172] | 100 | \hypertarget{classeEmp_ae78d144404ddba843c93b171b215de8}{ |
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| 101 | vec \hyperlink{classeEmp_ae78d144404ddba843c93b171b215de8}{w}} |
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| 102 | \label{classeEmp_ae78d144404ddba843c93b171b215de8} |
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[30] | 103 | |
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[91] | 104 | \begin{CompactList}\small\item\em Sample weights $w$. \item\end{CompactList}\item |
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[172] | 105 | \hypertarget{classeEmp_a4d6f4bbd6a6824fc39f14676701279a}{ |
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| 106 | Array$<$ vec $>$ \hyperlink{classeEmp_a4d6f4bbd6a6824fc39f14676701279a}{samples}} |
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| 107 | \label{classeEmp_a4d6f4bbd6a6824fc39f14676701279a} |
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[30] | 108 | |
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[33] | 109 | \begin{CompactList}\small\item\em Samples $x^{(i)}, i=1..n$. \item\end{CompactList}\item |
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[172] | 110 | \hypertarget{classepdf_74da992e3f5d598da8850b646b79b9d9}{ |
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| 111 | \hyperlink{classRV}{RV} \hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv}} |
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| 112 | \label{classepdf_74da992e3f5d598da8850b646b79b9d9} |
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[30] | 113 | |
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[33] | 114 | \begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize} |
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[30] | 115 | |
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| 116 | |
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| 117 | \subsection{Detailed Description} |
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| 118 | Weighted empirical density. |
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| 119 | |
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| 120 | Used e.g. in particle filters. |
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| 121 | |
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| 122 | The documentation for this class was generated from the following files:\begin{CompactItemize} |
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| 123 | \item |
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[172] | 124 | work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\item |
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[145] | 125 | work/git/mixpp/bdm/stat/libEF.cpp\end{CompactItemize} |
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