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3<title>mixpp: bdm::MPF&lt; BM_T &gt; Class Template Reference</title>
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[271]66  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1MPF.html">MPF</a>
[259]67  </div>
68</div>
69<div class="contents">
[290]70<h1>bdm::MPF&lt; BM_T &gt; Class Template Reference</h1><!-- doxytag: class="bdm::MPF" --><!-- doxytag: inherits="bdm::PF" -->Marginalized Particle filter. 
71<a href="#_details">More...</a>
[259]72<p>
[538]73<code>#include &lt;<a class="el" href="particles_8h-source.html">particles.h</a>&gt;</code>
[259]74<p>
[270]75
76<p>
[290]77<a href="classbdm_1_1MPF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
[259]78<tr><td></td></tr>
[290]79<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
80<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><b>mpfepdf</b></td></tr>
[287]81
[290]82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal class for MPDF providing composition of <a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> with external components <br></td></tr>
[259]83<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[287]84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0068e7ca53d90fa5911eb31a0d657f26"></a><!-- doxytag: member="bdm::MPF::MPF" ref="0068e7ca53d90fa5911eb31a0d657f26" args="()" -->
85&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#0068e7ca53d90fa5911eb31a0d657f26">MPF</a> ()</td></tr>
[259]86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
[287]88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e082d7ea1694624644cedc837b067f22"></a><!-- doxytag: member="bdm::MPF::set_parameters" ref="e082d7ea1694624644cedc837b067f22" args="(mpdf *par0, mpdf *obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)" -->
89void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *par0, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)</td></tr>
90
[538]91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fe145d1b5f32b0c57b5202f264e48a4f"></a><!-- doxytag: member="bdm::MPF::set_statistics" ref="fe145d1b5f32b0c57b5202f264e48a4f" args="(const epdf &amp;epdf0, const BM_T *BMcond0)" -->
92void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;epdf0, const BM_T *BMcond0)</td></tr>
[287]93
[259]94<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#286d040770d08bd7ff416cea617b1b14">bayes</a> (const vec &amp;dt)</td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#286d040770d08bd7ff416cea617b1b14"></a><br></td></tr>
[271]97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="25d5dc30b1260b07edb6183bdd73ef16"></a><!-- doxytag: member="bdm::MPF::posterior" ref="25d5dc30b1260b07edb6183bdd73ef16" args="() const " -->
98const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr>
[259]99
[287]100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2e95498dec734088ab9f4878ff404144"></a><!-- doxytag: member="bdm::MPF::set_options" ref="2e95498dec734088ab9f4878ff404144" args="(const string &amp;opt)" -->
101void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#2e95498dec734088ab9f4878ff404144">set_options</a> (const string &amp;opt)</td></tr>
[259]102
[287]103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set postrior of <code>rvc</code> to samples from epdf0. Statistics of BMs are not re-computed! Use only for initialization! <br></td></tr>
[538]104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b6e7b094cbe32944b8ccde5df73cd839"></a><!-- doxytag: member="bdm::MPF::_BM" ref="b6e7b094cbe32944b8ccde5df73cd839" args="(int i)" -->
105const <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#b6e7b094cbe32944b8ccde5df73cd839">_BM</a> (int i)</td></tr>
[259]106
107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access function. <br></td></tr>
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78a9f6809827be1d9bfe215d03b1c6ed"></a><!-- doxytag: member="bdm::MPF::__w" ref="78a9f6809827be1d9bfe215d03b1c6ed" args="()" -->
109vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#78a9f6809827be1d9bfe215d03b1c6ed">__w</a> ()</td></tr>
110
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[590]112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="23c6a8f71f922023ab08dcb0487a86de"></a><!-- doxytag: member="bdm::MPF::from_setting" ref="23c6a8f71f922023ab08dcb0487a86de" args="(const Setting &amp;set)" -->
113void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#23c6a8f71f922023ab08dcb0487a86de">from_setting</a> (const Setting &amp;set)</td></tr>
114
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr>
[396]116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::MPF::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
117virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
[353]118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
[396]120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::MPF::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
121virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr>
[353]122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
[396]124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::MPF::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
125virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
[368]126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
[270]128<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
[538]129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c9a4df02d81ad3559caebeed74b16167"></a><!-- doxytag: member="bdm::MPF::set_statistics" ref="c9a4df02d81ad3559caebeed74b16167" args="(const vec w0, const epdf &amp;epdf0)" -->
130void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec w0, const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;epdf0)</td></tr>
[271]131
132<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
[287]133<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr>
[270]134
135<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
[259]136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::MPF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
137virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr>
138
139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
140<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr>
141
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::MPF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
143vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr>
144
145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[270]146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::MPF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
147virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr>
[259]148
[397]149<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_14.png">. <br></td></tr>
[270]150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MPF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
151virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
[259]152
[538]153<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_131.png">. <br></td></tr>
[270]154<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[269]155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MPF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
[270]156const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
[269]157
158<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::MPF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
[270]159void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
[269]160
[271]161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::MPF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
162void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
163
[259]164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MPF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
[270]165double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
[259]166
167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::MPF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
[270]168void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
[259]169
170<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::MPF::n" ref="eeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" -->
172int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr>
173
174<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">number of particles; <br></td></tr>
175<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::MPF::est" ref="dc049265b9086cad7071f98d00a2b9af" args="" -->
176<a class="el" href="classbdm_1_1eEmp.html">eEmp</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af">est</a></td></tr>
177
178<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br></td></tr>
179<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::MPF::_w" ref="f5149d5522d1095d39240c4c607f61a3" args="" -->
180vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3">_w</a></td></tr>
181
182<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer into <code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr>
183<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::MPF::_samples" ref="914bd66025692c4018dbd482cb3c47c1" args="" -->
[354]184Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr>
[259]185
186<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer into <code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr>
[271]187<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="521e9621d3b5e1274275f323691afdaf"></a><!-- doxytag: member="bdm::MPF::par" ref="521e9621d3b5e1274275f323691afdaf" args="" -->
188<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#521e9621d3b5e1274275f323691afdaf">par</a></td></tr>
[259]189
190<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Parameter evolution model. <br></td></tr>
[271]191<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6e7a62fba1e0a0d73c9b87f4fb683ec"></a><!-- doxytag: member="bdm::MPF::obs" ref="d6e7a62fba1e0a0d73c9b87f4fb683ec" args="" -->
192<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#d6e7a62fba1e0a0d73c9b87f4fb683ec">obs</a></td></tr>
[259]193
194<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation model. <br></td></tr>
[287]195<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9932c7c5865954ef9a438afcbe944e52"></a><!-- doxytag: member="bdm::MPF::resmethod" ref="9932c7c5865954ef9a438afcbe944e52" args="" -->
196RESAMPLING_METHOD&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52">resmethod</a></td></tr>
197
198<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">which resampling method will be used <br></td></tr>
[269]199<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MPF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
200<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
201
202<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
[259]203<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MPF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
204double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
205
206<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
207<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MPF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
208bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
209
210<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr>
[287]211<tr><td colspan="2"><div class="groupHeader">Options</div></td></tr>
212<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98ef9ff80c394fafd28680b7a3f831b1"></a><!-- doxytag: member="bdm::MPF::opt_L_smp" ref="98ef9ff80c394fafd28680b7a3f831b1" args="" -->
213bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#98ef9ff80c394fafd28680b7a3f831b1">opt_L_smp</a></td></tr>
214
215<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br></td></tr>
216<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a49463a88ee80771a464861df845ff6"></a><!-- doxytag: member="bdm::MPF::opt_L_wei" ref="5a49463a88ee80771a464861df845ff6" args="" -->
217bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#5a49463a88ee80771a464861df845ff6">opt_L_wei</a></td></tr>
218
219<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br></td></tr>
[290]220<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr>
221<tr><td colspan="2">This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> when the condition is observed <br><br></td></tr>
222<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::MPF::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " -->
223const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr>
[259]224
[290]225<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
226<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::MPF::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" -->
227virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr>
228
229<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
230<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::MPF::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" -->
231<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr>
232
233<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr>
234<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr>
[323]235<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::MPF::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" -->
236virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L, const string &amp;name=&quot;&quot;)</td></tr>
[290]237
238<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br></td></tr>
[323]239<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::MPF::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" -->
240virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L)</td></tr>
[290]241
242<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::MPF::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" -->
243ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
244
[353]245<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll]. <br></td></tr>
246<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::MPF::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" -->
247ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr>
[290]248
[353]249<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flags for logging - same size as LIDs, each entry correspond to the same in LIDs. <br></td></tr>
[259]250</table>
[290]251<hr><a name="_details"></a><h2>Detailed Description</h2>
252<h3>template&lt;class BM_T&gt;<br>
253 class bdm::MPF&lt; BM_T &gt;</h3>
254
255Marginalized Particle filter.
256<p>
257Trivial version: proposal = parameter evolution, observation model is not used. (it is assumed to be part of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>). <hr><h2>Member Function Documentation</h2>
258<a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::MPF::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " -->
259<div class="memitem">
260<div class="memproto">
261      <table class="memname">
262        <tr>
263          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
264          <td>(</td>
265          <td class="paramname">          </td>
266          <td>&nbsp;)&nbsp;</td>
267          <td> const<code> [inline, virtual, inherited]</code></td>
268        </tr>
269      </table>
270</div>
271<div class="memdoc">
272
273<p>
274Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}
275</pre></div> 
[590]276<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p>
[290]277
278</div>
279</div><p>
[259]280<a class="anchor" name="286d040770d08bd7ff416cea617b1b14"></a><!-- doxytag: member="bdm::MPF::bayes" ref="286d040770d08bd7ff416cea617b1b14" args="(const vec &amp;dt)" -->
281<div class="memitem">
282<div class="memproto">
283<div class="memtemplate">
[290]284template&lt;class BM_T &gt; </div>
[259]285      <table class="memname">
286        <tr>
287          <td class="memname">void <a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>&lt; BM_T &gt;::bayes           </td>
288          <td>(</td>
289          <td class="paramtype">const vec &amp;&nbsp;</td>
290          <td class="paramname"> <em>dt</em>          </td>
291          <td>&nbsp;)&nbsp;</td>
292          <td><code> [inline, virtual]</code></td>
293        </tr>
294      </table>
295</div>
296<div class="memdoc">
297
298<p>
299Incremental Bayes rule.
300<p>
301<dl compact><dt><b>Parameters:</b></dt><dd>
302  <table border="0" cellspacing="2" cellpadding="0">
303    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
304  </table>
305</dl>
306
307<p>Reimplemented from <a class="el" href="classbdm_1_1PF.html#638946eea22d4964bf9350286bb4efd8">bdm::PF</a>.</p>
308
[590]309<p>References <a class="el" href="particles_8h-source.html#l00036">bdm::PF::_samples</a>, <a class="el" href="particles_8h-source.html#l00034">bdm::PF::_w</a>, <a class="el" href="particles_8h-source.html#l00032">bdm::PF::est</a>, <a class="el" href="bdmbase_8h-source.html#l00442">bdm::mpdf::evallogcond()</a>, <a class="el" href="particles_8h-source.html#l00038">bdm::PF::par</a>, <a class="el" href="exp__family_8cpp-source.html#l00222">bdm::eEmp::resample()</a>, <a class="el" href="particles_8h-source.html#l00043">bdm::PF::resmethod</a>, and <a class="el" href="bdmbase_8h-source.html#l00433">bdm::mpdf::samplecond()</a>.</p>
[259]310
311</div>
312</div><p>
[270]313<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::MPF::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
[259]314<div class="memitem">
315<div class="memproto">
316      <table class="memname">
317        <tr>
[270]318          <td class="memname">virtual double bdm::BM::logpred           </td>
[259]319          <td>(</td>
[270]320          <td class="paramtype">const vec &amp;&nbsp;</td>
321          <td class="paramname"> <em>dt</em>          </td>
[259]322          <td>&nbsp;)&nbsp;</td>
[270]323          <td> const<code> [inline, virtual, inherited]</code></td>
[259]324        </tr>
325      </table>
326</div>
327<div class="memdoc">
328
329<p>
[270]330Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
331<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p>
[259]332
[590]333<p>References <a class="el" href="bdmerror_8h-source.html#l00051">bdm_error</a>.</p>
[270]334
[590]335<p>Referenced by <a class="el" href="bdmbase_8h-source.html#l00885">bdm::BM::logpred_m()</a>.</p>
336
[259]337</div>
338</div><p>
339<hr>The documentation for this class was generated from the following file:<ul>
[538]340<li><a class="el" href="particles_8h-source.html">particles.h</a></ul>
[397]341</div>
[590]342<hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 29 20:49:46 2009 for mixpp by&nbsp;
[259]343<a href="http://www.doxygen.org/index.html">
[538]344<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
[259]345</body>
346</html>
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