1 | \section{eEmp Class Reference} |
---|
2 | \label{classeEmp}\index{eEmp@{eEmp}} |
---|
3 | Weighted empirical density. |
---|
4 | |
---|
5 | |
---|
6 | {\tt \#include $<$libEF.h$>$} |
---|
7 | |
---|
8 | Inheritance diagram for eEmp:\nopagebreak |
---|
9 | \begin{figure}[H] |
---|
10 | \begin{center} |
---|
11 | \leavevmode |
---|
12 | \includegraphics[width=43pt]{classeEmp__inherit__graph} |
---|
13 | \end{center} |
---|
14 | \end{figure} |
---|
15 | Collaboration diagram for eEmp:\nopagebreak |
---|
16 | \begin{figure}[H] |
---|
17 | \begin{center} |
---|
18 | \leavevmode |
---|
19 | \includegraphics[width=43pt]{classeEmp__coll__graph} |
---|
20 | \end{center} |
---|
21 | \end{figure} |
---|
22 | \subsection*{Public Member Functions} |
---|
23 | \begin{CompactItemize} |
---|
24 | \item |
---|
25 | {\bf eEmp} (const {\bf RV} \&rv0, int n0)\label{classeEmp_0c04b073ecd0dae3d498e680ae27e9e4} |
---|
26 | |
---|
27 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
---|
28 | void {\bf set\_\-parameters} (const vec \&w0, {\bf epdf} $\ast$pdf0)\label{classeEmp_6606a656c1b28114f7384c25aaf80e8d} |
---|
29 | |
---|
30 | \begin{CompactList}\small\item\em Set sample. \item\end{CompactList}\item |
---|
31 | vec \& {\bf \_\-w} ()\label{classeEmp_31b2bfb73b72486a5c89f2ab850c7a9b} |
---|
32 | |
---|
33 | \begin{CompactList}\small\item\em Potentially dangerous, use with care. \item\end{CompactList}\item |
---|
34 | Array$<$ vec $>$ \& {\bf \_\-samples} ()\label{classeEmp_31b747eca73b16f30370827ba4cc3575} |
---|
35 | |
---|
36 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
---|
37 | ivec {\bf resample} ({\bf RESAMPLING\_\-METHOD} method=SYSTEMATIC)\label{classeEmp_77268292fc4465cb73ddbfb1f2932a59} |
---|
38 | |
---|
39 | \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 |
---|
40 | vec {\bf sample} () const \label{classeEmp_83f9283f92b805508d896479dc1ccf12} |
---|
41 | |
---|
42 | \begin{CompactList}\small\item\em inherited operation : NOT implemneted \item\end{CompactList}\item |
---|
43 | double {\bf evalpdflog} (const vec \&val) const \label{classeEmp_23e7358995400865ad2e278945922fb3} |
---|
44 | |
---|
45 | \begin{CompactList}\small\item\em inherited operation : NOT implemneted \item\end{CompactList}\item |
---|
46 | vec {\bf mean} () const \label{classeEmp_ba055c19038cc72628d98e25197e982d} |
---|
47 | |
---|
48 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
---|
49 | virtual double {\bf eval} (const vec \&val) const \label{classepdf_3ea597362e11a0040fe7c990269d072c} |
---|
50 | |
---|
51 | \begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\item |
---|
52 | {\bf RV} {\bf \_\-rv} () const \label{classepdf_b89143f12c9b49282e30841e4fb5f337} |
---|
53 | |
---|
54 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
---|
55 | \subsection*{Protected Attributes} |
---|
56 | \begin{CompactItemize} |
---|
57 | \item |
---|
58 | int {\bf n}\label{classeEmp_8c33034de0e35f03f8bb85d3d67438fd} |
---|
59 | |
---|
60 | \begin{CompactList}\small\item\em Number of particles. \item\end{CompactList}\item |
---|
61 | vec {\bf w}\label{classeEmp_ae78d144404ddba843c93b171b215de8} |
---|
62 | |
---|
63 | \begin{CompactList}\small\item\em Sample weights $w$. \item\end{CompactList}\item |
---|
64 | Array$<$ vec $>$ {\bf samples}\label{classeEmp_a4d6f4bbd6a6824fc39f14676701279a} |
---|
65 | |
---|
66 | \begin{CompactList}\small\item\em Samples $x^{(i)}, i=1..n$. \item\end{CompactList}\item |
---|
67 | {\bf RV} {\bf rv}\label{classepdf_74da992e3f5d598da8850b646b79b9d9} |
---|
68 | |
---|
69 | \begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize} |
---|
70 | |
---|
71 | |
---|
72 | \subsection{Detailed Description} |
---|
73 | Weighted empirical density. |
---|
74 | |
---|
75 | Used e.g. in particle filters. |
---|
76 | |
---|
77 | The documentation for this class was generated from the following files:\begin{CompactItemize} |
---|
78 | \item |
---|
79 | work/mixpp/bdm/stat/{\bf libEF.h}\item |
---|
80 | work/mixpp/bdm/stat/libEF.cpp\end{CompactItemize} |
---|