| 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 mat {\bf sampleN} (int N) const \label{classepdf_54d7dd53a641b618771cd9bee135181f} |
|---|
| 50 | |
|---|
| 51 | \begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item |
|---|
| 52 | virtual double {\bf eval} (const vec \&val) const \label{classepdf_3ea597362e11a0040fe7c990269d072c} |
|---|
| 53 | |
|---|
| 54 | \begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\item |
|---|
| 55 | {\bf RV} {\bf \_\-rv} () const \label{classepdf_b89143f12c9b49282e30841e4fb5f337} |
|---|
| 56 | |
|---|
| 57 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
|---|
| 58 | \subsection*{Protected Attributes} |
|---|
| 59 | \begin{CompactItemize} |
|---|
| 60 | \item |
|---|
| 61 | int {\bf n}\label{classeEmp_8c33034de0e35f03f8bb85d3d67438fd} |
|---|
| 62 | |
|---|
| 63 | \begin{CompactList}\small\item\em Number of particles. \item\end{CompactList}\item |
|---|
| 64 | vec {\bf w}\label{classeEmp_ae78d144404ddba843c93b171b215de8} |
|---|
| 65 | |
|---|
| 66 | \begin{CompactList}\small\item\em Sample weights $w$. \item\end{CompactList}\item |
|---|
| 67 | Array$<$ vec $>$ {\bf samples}\label{classeEmp_a4d6f4bbd6a6824fc39f14676701279a} |
|---|
| 68 | |
|---|
| 69 | \begin{CompactList}\small\item\em Samples $x^{(i)}, i=1..n$. \item\end{CompactList}\item |
|---|
| 70 | {\bf RV} {\bf rv}\label{classepdf_74da992e3f5d598da8850b646b79b9d9} |
|---|
| 71 | |
|---|
| 72 | \begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize} |
|---|
| 73 | |
|---|
| 74 | |
|---|
| 75 | \subsection{Detailed Description} |
|---|
| 76 | Weighted empirical density. |
|---|
| 77 | |
|---|
| 78 | Used e.g. in particle filters. |
|---|
| 79 | |
|---|
| 80 | The documentation for this class was generated from the following files:\begin{CompactItemize} |
|---|
| 81 | \item |
|---|
| 82 | work/git/mixpp/bdm/stat/{\bf libEF.h}\item |
|---|
| 83 | work/git/mixpp/bdm/stat/libEF.cpp\end{CompactItemize} |
|---|