root/libPF.cpp @ 8

#include "libPF.h"

using namespace itpp;

using std::endl;

ivec PF::resample( RESAMPLING_METHOD method ) {
        ivec ind( n );
        return ind;
}

TrivialPF::TrivialPF(mpdf &par0, mpdf &obs0, mpdf &prop0, int n0){
        is_proposal = true;
        prop = &prop0;
        par = &par0;
        obs = &obs0;
}
TrivialPF::TrivialPF(mpdf &par0, mpdf &obs0,  int n0){
        is_proposal = false;
        par = &par0;
        obs = &obs0;
}

void TrivialPF::bayes( const vec &dt , bool evalll) {
        int i;
        vec oldp;
        double ll, gl, sum=0.0;
        Sort<double> S;
        ivec ind, iw;
        /*
        //generate new samples
        for ( i=0;i<n;i++ ) {
                prop->evalcond( ptcls( i ), &prop_cond );
                ptcls( i ) = prop_cond.sample();
                gl = prop_cond.eval( ptcls( i ) );

                obs.evalcond( ptcls( i ), &obs_cond );
                ll = obs_cond.eval( dt );
                w( i ) *= ll/gl;
        }
        //renormalize
        for ( i=0;i<n;i++ ){sum+=w( i );};
        w( i ) /=sum; //?
        //
        ind = resample();
        iw = S.sort_index( 0,n-1,w ); // the first one in iw is the strongest

        for ( i=0;i<n;i++ ) {
                ptcls( i ) = ptcls( i ); //potentionally dangerous!
        }
        */
}