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=44pt]{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=44pt]{classeEmp__coll__graph} |
---|
20 | \end{center} |
---|
21 | \end{figure} |
---|
22 | \subsection*{Public Member Functions} |
---|
23 | \begin{CompactItemize} |
---|
24 | \item |
---|
25 | \textbf{eEmp} (const {\bf RV} \&rv0)\label{classeEmp_0b7235ea451df276dd2c57aae207fe34} |
---|
26 | |
---|
27 | \item |
---|
28 | void \textbf{set\_\-parameters} (const vec \&w0, {\bf epdf} $\ast$pdf0)\label{classeEmp_6606a656c1b28114f7384c25aaf80e8d} |
---|
29 | |
---|
30 | \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 $>$ \& \textbf{\_\-samples} ()\label{classeEmp_31b747eca73b16f30370827ba4cc3575} |
---|
35 | |
---|
36 | \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} () |
---|
41 | \begin{CompactList}\small\item\em Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. \item\end{CompactList}\item |
---|
42 | vec {\bf mean} ()\label{classeEmp_de42454cb65a17fd8662d207dd59aacf} |
---|
43 | |
---|
44 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
---|
45 | virtual double {\bf eval} (const vec \&val)\label{classepdf_f333ceeb88ebc37d81fcd4cea4526bfc} |
---|
46 | |
---|
47 | \begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\item |
---|
48 | virtual double {\bf evalpdflog} (const vec \&val)\label{classepdf_113c76c61d20e3f2a24ba322a73dfc51} |
---|
49 | |
---|
50 | \begin{CompactList}\small\item\em Compute log-probability of argument {\tt val}. \item\end{CompactList}\end{CompactItemize} |
---|
51 | \subsection*{Protected Attributes} |
---|
52 | \begin{CompactItemize} |
---|
53 | \item |
---|
54 | int {\bf n}\label{classeEmp_8c33034de0e35f03f8bb85d3d67438fd} |
---|
55 | |
---|
56 | \begin{CompactList}\small\item\em Number of particles. \item\end{CompactList}\item |
---|
57 | vec \textbf{w}\label{classeEmp_ae78d144404ddba843c93b171b215de8} |
---|
58 | |
---|
59 | \item |
---|
60 | Array$<$ vec $>$ \textbf{samples}\label{classeEmp_a4d6f4bbd6a6824fc39f14676701279a} |
---|
61 | |
---|
62 | \item |
---|
63 | {\bf RV} \textbf{rv}\label{classepdf_74da992e3f5d598da8850b646b79b9d9} |
---|
64 | |
---|
65 | \end{CompactItemize} |
---|
66 | |
---|
67 | |
---|
68 | \subsection{Detailed Description} |
---|
69 | Weighted empirical density. |
---|
70 | |
---|
71 | Used e.g. in particle filters. |
---|
72 | |
---|
73 | \subsection{Member Function Documentation} |
---|
74 | \index{eEmp@{eEmp}!sample@{sample}} |
---|
75 | \index{sample@{sample}!eEmp@{eEmp}} |
---|
76 | \subsubsection{\setlength{\rightskip}{0pt plus 5cm}vec eEmp::sample ()\hspace{0.3cm}{\tt [inline, virtual]}}\label{classeEmp_c9b44099a400579b88aff9f5afaf9c13} |
---|
77 | |
---|
78 | |
---|
79 | Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. |
---|
80 | |
---|
81 | Returns a sample from the density, $x \sim epdf(rv)$ |
---|
82 | |
---|
83 | Implements {\bf epdf} \doxyref{}{p.}{classepdf_7f74d871d50b9ff360f1b3879092a9fa}. |
---|
84 | |
---|
85 | The documentation for this class was generated from the following files:\begin{CompactItemize} |
---|
86 | \item |
---|
87 | work/mixpp/bdm/stat/{\bf libEF.h}\item |
---|
88 | work/mixpp/bdm/stat/libEF.cpp\end{CompactItemize} |
---|