1 | \section{eEmp Class Reference} |
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2 | \label{classeEmp}\index{eEmp@{eEmp}} |
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3 | Weighted empirical density. |
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4 | |
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5 | |
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6 | {\tt \#include $<$libEF.h$>$} |
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7 | |
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8 | Inheritance diagram for eEmp:\nopagebreak |
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9 | \begin{figure}[H] |
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10 | \begin{center} |
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11 | \leavevmode |
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12 | \includegraphics[width=43pt]{classeEmp__inherit__graph} |
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13 | \end{center} |
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14 | \end{figure} |
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15 | Collaboration diagram for eEmp:\nopagebreak |
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16 | \begin{figure}[H] |
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17 | \begin{center} |
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18 | \leavevmode |
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19 | \includegraphics[width=43pt]{classeEmp__coll__graph} |
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20 | \end{center} |
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21 | \end{figure} |
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22 | \subsection*{Public Member Functions} |
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23 | \begin{CompactItemize} |
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24 | \item |
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25 | {\bf eEmp} (const {\bf RV} \&rv0, int n0)\label{classeEmp_0c04b073ecd0dae3d498e680ae27e9e4} |
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26 | |
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27 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
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28 | void {\bf set\_\-parameters} (const vec \&w0, {\bf epdf} $\ast$pdf0)\label{classeEmp_6606a656c1b28114f7384c25aaf80e8d} |
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29 | |
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30 | \begin{CompactList}\small\item\em Set sample. \item\end{CompactList}\item |
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31 | vec \& {\bf \_\-w} ()\label{classeEmp_31b2bfb73b72486a5c89f2ab850c7a9b} |
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32 | |
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33 | \begin{CompactList}\small\item\em Potentially dangerous, use with care. \item\end{CompactList}\item |
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34 | Array$<$ vec $>$ \& {\bf \_\-samples} ()\label{classeEmp_31b747eca73b16f30370827ba4cc3575} |
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35 | |
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36 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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37 | ivec {\bf resample} ({\bf RESAMPLING\_\-METHOD} method=SYSTEMATIC)\label{classeEmp_77268292fc4465cb73ddbfb1f2932a59} |
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38 | |
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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 |
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40 | vec {\bf sample} () const \label{classeEmp_83f9283f92b805508d896479dc1ccf12} |
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41 | |
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42 | \begin{CompactList}\small\item\em inherited operation : NOT implemneted \item\end{CompactList}\item |
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43 | double {\bf evalpdflog} (const vec \&val) const \label{classeEmp_23e7358995400865ad2e278945922fb3} |
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44 | |
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45 | \begin{CompactList}\small\item\em inherited operation : NOT implemneted \item\end{CompactList}\item |
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46 | vec {\bf mean} () const \label{classeEmp_ba055c19038cc72628d98e25197e982d} |
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47 | |
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48 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
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49 | virtual mat {\bf sampleN} (int N) const \label{classepdf_54d7dd53a641b618771cd9bee135181f} |
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50 | |
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51 | \begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item |
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52 | virtual double {\bf eval} (const vec \&val) const \label{classepdf_3ea597362e11a0040fe7c990269d072c} |
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53 | |
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54 | \begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\item |
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55 | {\bf RV} \& {\bf \_\-rv} ()\label{classepdf_4778ea61ef400813e47750e024e9fc2f} |
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56 | |
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57 | \begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\end{CompactItemize} |
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58 | \subsection*{Protected Attributes} |
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59 | \begin{CompactItemize} |
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60 | \item |
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61 | int {\bf n}\label{classeEmp_8c33034de0e35f03f8bb85d3d67438fd} |
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62 | |
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63 | \begin{CompactList}\small\item\em Number of particles. \item\end{CompactList}\item |
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64 | vec {\bf w}\label{classeEmp_ae78d144404ddba843c93b171b215de8} |
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65 | |
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66 | \begin{CompactList}\small\item\em Sample weights $w$. \item\end{CompactList}\item |
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67 | Array$<$ vec $>$ {\bf samples}\label{classeEmp_a4d6f4bbd6a6824fc39f14676701279a} |
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68 | |
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69 | \begin{CompactList}\small\item\em Samples $x^{(i)}, i=1..n$. \item\end{CompactList}\item |
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70 | {\bf RV} {\bf rv}\label{classepdf_74da992e3f5d598da8850b646b79b9d9} |
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71 | |
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72 | \begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize} |
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73 | |
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74 | |
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75 | \subsection{Detailed Description} |
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76 | Weighted empirical density. |
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77 | |
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78 | Used e.g. in particle filters. |
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79 | |
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80 | The documentation for this class was generated from the following files:\begin{CompactItemize} |
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81 | \item |
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82 | work/git/mixpp/bdm/stat/{\bf libEF.h}\item |
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83 | work/git/mixpp/bdm/stat/libEF.cpp\end{CompactItemize} |
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