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[259]5<title>mixpp: bdm::MPF&lt; BM_T &gt; Class Template Reference</title>
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[271]69  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1MPF.html">MPF</a>
[259]70  </div>
71</div>
72<div class="contents">
[591]73<h1>bdm::MPF&lt; BM_T &gt; Class Template Reference</h1><!-- doxytag: class="bdm::MPF" --><!-- doxytag: inherits="bdm::PF" -->
74<p>Marginalized Particle filter. 
75<a href="#_details">More...</a></p>
[270]76
[591]77<p><code>#include &lt;<a class="el" href="particles_8h_source.html">particles.h</a>&gt;</code></p>
[287]78
[591]79<p><a href="classbdm_1_1MPF-members.html">List of all members.</a></p>
80<table border="0" cellpadding="0" cellspacing="0">
81<tr><td colspan="2"><h2>Classes</h2></td></tr>
82<tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><b>mpfepdf</b></td></tr>
83<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>
84<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr>
85<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0068e7ca53d90fa5911eb31a0d657f26"></a><!-- doxytag: member="bdm::MPF::MPF" ref="a0068e7ca53d90fa5911eb31a0d657f26" args="()" -->
86&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#a0068e7ca53d90fa5911eb31a0d657f26">MPF</a> ()</td></tr>
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br/></td></tr>
88<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae082d7ea1694624644cedc837b067f22"></a><!-- doxytag: member="bdm::MPF::set_parameters" ref="ae082d7ea1694624644cedc837b067f22" args="(mpdf *par0, mpdf *obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)" -->
[287]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>
[591]90<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afe145d1b5f32b0c57b5202f264e48a4f"></a><!-- doxytag: member="bdm::MPF::set_statistics" ref="afe145d1b5f32b0c57b5202f264e48a4f" args="(const epdf &amp;epdf0, const BM_T *BMcond0)" -->
[538]91void&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>
[591]92<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#a286d040770d08bd7ff416cea617b1b14">bayes</a> (const vec &amp;dt)</td></tr>
93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a286d040770d08bd7ff416cea617b1b14"></a><br/></td></tr>
94<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a25d5dc30b1260b07edb6183bdd73ef16"></a><!-- doxytag: member="bdm::MPF::posterior" ref="a25d5dc30b1260b07edb6183bdd73ef16" args="() const " -->
[271]95const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr>
[591]96<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2e95498dec734088ab9f4878ff404144"></a><!-- doxytag: member="bdm::MPF::set_options" ref="a2e95498dec734088ab9f4878ff404144" args="(const string &amp;opt)" -->
97void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#a2e95498dec734088ab9f4878ff404144">set_options</a> (const string &amp;opt)</td></tr>
98<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>
99<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab6e7b094cbe32944b8ccde5df73cd839"></a><!-- doxytag: member="bdm::MPF::_BM" ref="ab6e7b094cbe32944b8ccde5df73cd839" args="(int i)" -->
100const <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#ab6e7b094cbe32944b8ccde5df73cd839">_BM</a> (int i)</td></tr>
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access function. <br/></td></tr>
102<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a78a9f6809827be1d9bfe215d03b1c6ed"></a><!-- doxytag: member="bdm::MPF::__w" ref="a78a9f6809827be1d9bfe215d03b1c6ed" args="()" -->
103vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a78a9f6809827be1d9bfe215d03b1c6ed">__w</a> ()</td></tr>
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
105<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a23c6a8f71f922023ab08dcb0487a86de"></a><!-- doxytag: member="bdm::MPF::from_setting" ref="a23c6a8f71f922023ab08dcb0487a86de" args="(const Setting &amp;set)" -->
106void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">from_setting</a> (const Setting &amp;set)</td></tr>
107<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>
108<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::MPF::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" -->
109virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr>
111<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::MPF::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
112virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr>
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr>
114<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::MPF::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
115virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br/></td></tr>
[270]117<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
[591]118<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p>
119<br/><br/></div></td></tr>
120<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac9a4df02d81ad3559caebeed74b16167"></a><!-- doxytag: member="bdm::MPF::set_statistics" ref="ac9a4df02d81ad3559caebeed74b16167" args="(const vec w0, const epdf &amp;epdf0)" -->
[538]121void&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]122<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
[591]123<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p>
124<br/><br/></div></td></tr>
125<tr><td class="memItemLeft" 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#a40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr>
[270]126<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
[591]127<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p>
128<br/><br/></div></td></tr>
129<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::MPF::bayesB" ref="a1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
130virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr>
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br/></td></tr>
132<tr><td class="memItemLeft" align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr>
133<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::MPF::logpred_m" ref="a0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
134vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr>
135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br/></td></tr>
136<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::MPF::epredictor" ref="a688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
137virtual <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#a688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr>
138<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}) $" src="form_14.png"/>. <br/></td></tr>
139<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MPF::predictor" ref="a598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
140virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_131.png"/>. <br/></td></tr>
[270]142<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[591]143<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p>
144<br/><br/></div></td></tr>
145<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MPF::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " -->
[270]146const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
[591]147<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::MPF::set_drv" ref="af135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
[270]148void&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>
[591]149<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::MPF::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
[271]150void&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>
[591]151<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MPF::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " -->
[270]152double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
[591]153<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::MPF::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
[270]154void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
[591]155<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr>
156<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::MPF::n" ref="aeeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" -->
157int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#aeeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr>
158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">number of particles; <br/></td></tr>
159<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::MPF::est" ref="adc049265b9086cad7071f98d00a2b9af" args="" -->
160<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#adc049265b9086cad7071f98d00a2b9af">est</a></td></tr>
161<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br/></td></tr>
162<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::MPF::_w" ref="af5149d5522d1095d39240c4c607f61a3" args="" -->
163vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#af5149d5522d1095d39240c4c607f61a3">_w</a></td></tr>
164<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>
165<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::MPF::_samples" ref="a914bd66025692c4018dbd482cb3c47c1" args="" -->
166Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr>
167<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>
168<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a521e9621d3b5e1274275f323691afdaf"></a><!-- doxytag: member="bdm::MPF::par" ref="a521e9621d3b5e1274275f323691afdaf" args="" -->
169<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#a521e9621d3b5e1274275f323691afdaf">par</a></td></tr>
170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Parameter evolution model. <br/></td></tr>
171<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad6e7a62fba1e0a0d73c9b87f4fb683ec"></a><!-- doxytag: member="bdm::MPF::obs" ref="ad6e7a62fba1e0a0d73c9b87f4fb683ec" args="" -->
172<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#ad6e7a62fba1e0a0d73c9b87f4fb683ec">obs</a></td></tr>
173<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation model. <br/></td></tr>
174<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9932c7c5865954ef9a438afcbe944e52"></a><!-- doxytag: member="bdm::MPF::resmethod" ref="a9932c7c5865954ef9a438afcbe944e52" args="" -->
175RESAMPLING_METHOD&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52">resmethod</a></td></tr>
176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">which resampling method will be used <br/></td></tr>
177<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MPF::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" -->
178<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#ac400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
179<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr>
180<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MPF::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" -->
181double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
182<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr>
183<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MPF::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" -->
184bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
185<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]186<tr><td colspan="2"><div class="groupHeader">Options</div></td></tr>
[591]187<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpdae8ace18bdcbcc6ae5aece263e14fe8"></a> </p>
188<br/><br/></div></td></tr>
189<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a98ef9ff80c394fafd28680b7a3f831b1"></a><!-- doxytag: member="bdm::MPF::opt_L_smp" ref="a98ef9ff80c394fafd28680b7a3f831b1" args="" -->
190bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a98ef9ff80c394fafd28680b7a3f831b1">opt_L_smp</a></td></tr>
191<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br/></td></tr>
192<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a49463a88ee80771a464861df845ff6"></a><!-- doxytag: member="bdm::MPF::opt_L_wei" ref="a5a49463a88ee80771a464861df845ff6" args="" -->
193bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a5a49463a88ee80771a464861df845ff6">opt_L_wei</a></td></tr>
194<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br/></td></tr>
195<tr><td colspan="2"><h2>Extension to conditional BM</h2></td></tr>
196<tr><td colspan="2"><p><a class="anchor" id="amgrp74e1db869c28ea37aac65bd658ff5da4"></a> 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 </p>
197<br/><br/></td></tr>
198<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::MPF::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " -->
199const <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#ab5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr>
200<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
201<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::MPF::condition" ref="a6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" -->
202virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr>
203<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr>
204<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::MPF::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" -->
205<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#ade95c590d650b2db423d53992f0906cb">rvc</a></td></tr>
206<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br/></td></tr>
207<tr><td colspan="2"><h2>Logging of results</h2></td></tr>
208<tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p>
209<br/><br/></td></tr>
210<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::MPF::log_add" ref="a2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" -->
211virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L, const string &amp;name=&quot;&quot;)</td></tr>
212<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>
213<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::MPF::logit" ref="ab517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" -->
[323]214virtual 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>
[591]215<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::MPF::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" -->
216ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
217<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>
218<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::MPF::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" -->
219ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr>
220<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]221</table>
[591]222<hr/><a name="_details"></a><h2>Detailed Description</h2>
223<h3>template&lt;class BM_T&gt;<br/>
[290]224 class bdm::MPF&lt; BM_T &gt;</h3>
225
[591]226<p>Marginalized Particle filter. </p>
227<p>Trivial 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>). </p>
228<hr/><h2>Member Function Documentation</h2>
229<a class="anchor" id="a40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::MPF::_copy_" ref="a40f01563651c1e4fe926189e41a6b8ab" args="() const " -->
[290]230<div class="memitem">
231<div class="memproto">
232      <table class="memname">
233        <tr>
[591]234          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_ </td>
[290]235          <td>(</td>
[591]236          <td class="paramname"></td>
[290]237          <td>&nbsp;)&nbsp;</td>
238          <td> const<code> [inline, virtual, inherited]</code></td>
239        </tr>
240      </table>
241</div>
242<div class="memdoc">
[591]243<p>Copy 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: </p>
244<div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#a40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}
[290]245</pre></div> 
[591]246<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#a24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFCh.html#a1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p>
[290]247
248</div>
[591]249</div>
250<a class="anchor" id="a286d040770d08bd7ff416cea617b1b14"></a><!-- doxytag: member="bdm::MPF::bayes" ref="a286d040770d08bd7ff416cea617b1b14" args="(const vec &amp;dt)" -->
[259]251<div class="memitem">
252<div class="memproto">
253<div class="memtemplate">
[290]254template&lt;class BM_T &gt; </div>
[259]255      <table class="memname">
256        <tr>
[591]257          <td class="memname">void <a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>&lt; BM_T &gt;::bayes </td>
[259]258          <td>(</td>
259          <td class="paramtype">const vec &amp;&nbsp;</td>
[591]260          <td class="paramname"> <em>dt</em></td>
[259]261          <td>&nbsp;)&nbsp;</td>
262          <td><code> [inline, virtual]</code></td>
263        </tr>
264      </table>
265</div>
266<div class="memdoc">
267
[591]268<p>Incremental Bayes rule. </p>
269<dl><dt><b>Parameters:</b></dt><dd>
[259]270  <table border="0" cellspacing="2" cellpadding="0">
271    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
272  </table>
[591]273  </dd>
[259]274</dl>
275
[591]276<p>Reimplemented from <a class="el" href="classbdm_1_1PF.html#a638946eea22d4964bf9350286bb4efd8">bdm::PF</a>.</p>
[259]277
[591]278<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]279
280</div>
[591]281</div>
282<a class="anchor" id="a50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::MPF::logpred" ref="a50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
[259]283<div class="memitem">
284<div class="memproto">
285      <table class="memname">
286        <tr>
[591]287          <td class="memname">virtual double bdm::BM::logpred </td>
[259]288          <td>(</td>
[270]289          <td class="paramtype">const vec &amp;&nbsp;</td>
[591]290          <td class="paramname"> <em>dt</em></td>
[259]291          <td>&nbsp;)&nbsp;</td>
[270]292          <td> const<code> [inline, virtual, inherited]</code></td>
[259]293        </tr>
294      </table>
295</div>
296<div class="memdoc">
[591]297<p>Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. </p>
[259]298
[591]299<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#a080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#ada724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#ae157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p>
[259]300
[591]301<p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p>
[270]302
[591]303<p>Referenced by <a class="el" href="bdmbase_8h_source.html#l00885">bdm::BM::logpred_m()</a>.</p>
[590]304
[259]305</div>
[397]306</div>
[591]307<hr/>The documentation for this class was generated from the following file:<ul>
308<li><a class="el" href="particles_8h_source.html">particles.h</a></li>
309</ul>
310</div>
311<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:50 2009 for mixpp by&nbsp;
[259]312<a href="http://www.doxygen.org/index.html">
[591]313<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
[259]314</body>
315</html>
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