root/doc/latex/classeEmp.tex @ 181

\hypertarget{classeEmp}{
\section{eEmp Class Reference}
\label{classeEmp}\index{eEmp@{eEmp}}
}
Weighted empirical density.  


{\tt \#include $<$libEF.h$>$}

Inheritance diagram for eEmp:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=43pt]{classeEmp__inherit__graph}
\end{center}
\end{figure}
Collaboration diagram for eEmp:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=43pt]{classeEmp__coll__graph}
\end{center}
\end{figure}
\subsection*{Public Member Functions}
\begin{CompactItemize}
\item 
\hypertarget{classeEmp_0c04b073ecd0dae3d498e680ae27e9e4}{
\hyperlink{classeEmp_0c04b073ecd0dae3d498e680ae27e9e4}{eEmp} (const \hyperlink{classRV}{RV} \&rv0, int n0)}
\label{classeEmp_0c04b073ecd0dae3d498e680ae27e9e4}

\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
\hypertarget{classeEmp_eab03bd3381aaea11ce34d5a26556353}{
void \hyperlink{classeEmp_eab03bd3381aaea11ce34d5a26556353}{set\_\-parameters} (const vec \&w0, const \hyperlink{classepdf}{epdf} $\ast$pdf0)}
\label{classeEmp_eab03bd3381aaea11ce34d5a26556353}

\begin{CompactList}\small\item\em Set samples and weights. \item\end{CompactList}\item 
\hypertarget{classeEmp_e31bc9e6196173c3480b06a761a3e716}{
void \hyperlink{classeEmp_e31bc9e6196173c3480b06a761a3e716}{set\_\-samples} (const \hyperlink{classepdf}{epdf} $\ast$pdf0)}
\label{classeEmp_e31bc9e6196173c3480b06a761a3e716}

\begin{CompactList}\small\item\em Set sample. \item\end{CompactList}\item 
\hypertarget{classeEmp_31b2bfb73b72486a5c89f2ab850c7a9b}{
vec \& \hyperlink{classeEmp_31b2bfb73b72486a5c89f2ab850c7a9b}{\_\-w} ()}
\label{classeEmp_31b2bfb73b72486a5c89f2ab850c7a9b}

\begin{CompactList}\small\item\em Potentially dangerous, use with care. \item\end{CompactList}\item 
\hypertarget{classeEmp_31b747eca73b16f30370827ba4cc3575}{
Array$<$ vec $>$ \& \hyperlink{classeEmp_31b747eca73b16f30370827ba4cc3575}{\_\-samples} ()}
\label{classeEmp_31b747eca73b16f30370827ba4cc3575}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
\hypertarget{classeEmp_77268292fc4465cb73ddbfb1f2932a59}{
ivec \hyperlink{classeEmp_77268292fc4465cb73ddbfb1f2932a59}{resample} (\hyperlink{libEF_8h_99497a3ff630f761cf6bff7babd23212}{RESAMPLING\_\-METHOD} method=SYSTEMATIC)}
\label{classeEmp_77268292fc4465cb73ddbfb1f2932a59}

\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{classeEmp_83f9283f92b805508d896479dc1ccf12}{
vec \hyperlink{classeEmp_83f9283f92b805508d896479dc1ccf12}{sample} () const }
\label{classeEmp_83f9283f92b805508d896479dc1ccf12}

\begin{CompactList}\small\item\em inherited operation : NOT implemneted \item\end{CompactList}\item 
\hypertarget{classeEmp_23e7358995400865ad2e278945922fb3}{
double \hyperlink{classeEmp_23e7358995400865ad2e278945922fb3}{evalpdflog} (const vec \&val) const }
\label{classeEmp_23e7358995400865ad2e278945922fb3}

\begin{CompactList}\small\item\em inherited operation : NOT implemneted \item\end{CompactList}\item 
\hypertarget{classeEmp_ba055c19038cc72628d98e25197e982d}{
vec \hyperlink{classeEmp_ba055c19038cc72628d98e25197e982d}{mean} () const }
\label{classeEmp_ba055c19038cc72628d98e25197e982d}

\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item 
\hypertarget{classepdf_54d7dd53a641b618771cd9bee135181f}{
virtual mat \hyperlink{classepdf_54d7dd53a641b618771cd9bee135181f}{sampleN} (int N) const }
\label{classepdf_54d7dd53a641b618771cd9bee135181f}

\begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item 
\hypertarget{classepdf_3ea597362e11a0040fe7c990269d072c}{
virtual double \hyperlink{classepdf_3ea597362e11a0040fe7c990269d072c}{eval} (const vec \&val) const }
\label{classepdf_3ea597362e11a0040fe7c990269d072c}

\begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\item 
\hypertarget{classepdf_cebbdd7a85e6328f7358fc0ba8eee06c}{
virtual vec \hyperlink{classepdf_cebbdd7a85e6328f7358fc0ba8eee06c}{evalpdflog\_\-m} (const mat \&Val) const }
\label{classepdf_cebbdd7a85e6328f7358fc0ba8eee06c}

\begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item 
\hypertarget{classepdf_3ba08c0e788deff22134c049b9269666}{
\hyperlink{classmpdf}{mpdf} $\ast$ \hyperlink{classepdf_3ba08c0e788deff22134c049b9269666}{condition} (const \hyperlink{classRV}{RV} \&\hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv})}
\label{classepdf_3ba08c0e788deff22134c049b9269666}

\begin{CompactList}\small\item\em Return conditional density on the given \hyperlink{classRV}{RV}, the remaining rvs will be in conditioning. \item\end{CompactList}\item 
\hypertarget{classepdf_bc0c171b6dafacd78d26263913b1d0c0}{
\hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classepdf_bc0c171b6dafacd78d26263913b1d0c0}{marginal} (const \hyperlink{classRV}{RV} \&\hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv})}
\label{classepdf_bc0c171b6dafacd78d26263913b1d0c0}

\begin{CompactList}\small\item\em Return marginal density on the given \hyperlink{classRV}{RV}, the remainig rvs are intergrated out. \item\end{CompactList}\item 
\hypertarget{classepdf_ca0d32aabb4cbba347e0c37fe8607562}{
const \hyperlink{classRV}{RV} \& \hyperlink{classepdf_ca0d32aabb4cbba347e0c37fe8607562}{\_\-rv} () const }
\label{classepdf_ca0d32aabb4cbba347e0c37fe8607562}

\begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item 
\hypertarget{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}{
void \hyperlink{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}{\_\-renewrv} (const \hyperlink{classRV}{RV} \&in\_\-rv)}
\label{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}

\begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize}
\subsection*{Protected Attributes}
\begin{CompactItemize}
\item 
\hypertarget{classeEmp_8c33034de0e35f03f8bb85d3d67438fd}{
int \hyperlink{classeEmp_8c33034de0e35f03f8bb85d3d67438fd}{n}}
\label{classeEmp_8c33034de0e35f03f8bb85d3d67438fd}

\begin{CompactList}\small\item\em Number of particles. \item\end{CompactList}\item 
\hypertarget{classeEmp_ae78d144404ddba843c93b171b215de8}{
vec \hyperlink{classeEmp_ae78d144404ddba843c93b171b215de8}{w}}
\label{classeEmp_ae78d144404ddba843c93b171b215de8}

\begin{CompactList}\small\item\em Sample weights $w$. \item\end{CompactList}\item 
\hypertarget{classeEmp_a4d6f4bbd6a6824fc39f14676701279a}{
Array$<$ vec $>$ \hyperlink{classeEmp_a4d6f4bbd6a6824fc39f14676701279a}{samples}}
\label{classeEmp_a4d6f4bbd6a6824fc39f14676701279a}

\begin{CompactList}\small\item\em Samples $x^{(i)}, i=1..n$. \item\end{CompactList}\item 
\hypertarget{classepdf_74da992e3f5d598da8850b646b79b9d9}{
\hyperlink{classRV}{RV} \hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv}}
\label{classepdf_74da992e3f5d598da8850b646b79b9d9}

\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 
work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\item 
work/git/mixpp/bdm/stat/libEF.cpp\end{CompactItemize}