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[641]3<title>mixpp: bdm::MPF Class 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">
[651]70<h1>bdm::MPF Class Reference</h1><!-- doxytag: class="bdm::MPF" --><!-- doxytag: inherits="bdm::BM" -->Marginalized Particle filter. 
71<a href="#_details">More...</a>
72<p>
73<code>#include &lt;<a class="el" href="particles_8h_source.html">particles.h</a>&gt;</code>
74<p>
[616]75
[651]76<p>
77<a href="classbdm_1_1MPF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
78<tr><td></td></tr>
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
[651]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>
83<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f45da512c659b40b21a74492a0c06853"></a><!-- doxytag: member="bdm::MPF::MPF" ref="f45da512c659b40b21a74492a0c06853" args="()" -->
85&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#f45da512c659b40b21a74492a0c06853">MPF</a> ()</td></tr>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cea07b8861bcd1a82b63cc9c7383fbfd"></a><!-- doxytag: member="bdm::MPF::set_parameters" ref="cea07b8861bcd1a82b63cc9c7383fbfd" args="(shared_ptr&lt; mpdf &gt; par0, shared_ptr&lt; mpdf &gt; obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)" -->
[641]89void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &gt; par0, <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &gt; obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)</td></tr>
[651]90
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c3ecf10c8f2e9114c7a57f122890aa9a"></a><!-- doxytag: member="bdm::MPF::set_BM" ref="c3ecf10c8f2e9114c7a57f122890aa9a" args="(const BM &amp;BMcond0)" -->
[641]92void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_BM</b> (const <a class="el" href="classbdm_1_1BM.html">BM</a> &amp;BMcond0)</td></tr>
[651]93
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#0fbe47b20c491f25030ef2875c148892">bayes</a> (const vec &amp;dt)</td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#0fbe47b20c491f25030ef2875c148892"></a><br></td></tr>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4f4cd8060351dc1a344974e86ffb876b"></a><!-- doxytag: member="bdm::MPF::posterior" ref="4f4cd8060351dc1a344974e86ffb876b" args="() const " -->
[271]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>
[651]99
100<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#ada1bdb117bc78035fbb49765fa7ef10">set_options</a> (const string &amp;opt)</td></tr>
101
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="71608a6986f57dcfb935e016b97c0637"></a><!-- doxytag: member="bdm::MPF::_BM" ref="71608a6986f57dcfb935e016b97c0637" args="(int i)" -->
103const <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#71608a6986f57dcfb935e016b97c0637">_BM</a> (int i)</td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access function. <br></td></tr>
106<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#9f74326b9ca3c888cb8eff1355ba3670">from_setting</a> (const Setting &amp;set)</td></tr>
107
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a91b588de1b9690ca475c945d0f10f08"></a><!-- doxytag: member="bdm::MPF::validate" ref="a91b588de1b9690ca475c945d0f10f08" args="()" -->
109void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#a91b588de1b9690ca475c945d0f10f08">validate</a> ()</td></tr>
110
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::MPF::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
113virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
114
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
116<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 " -->
117virtual 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>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
[270]120<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
[651]121<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>
122
[270]123<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
[651]124<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)" -->
125virtual 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>
126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
128<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>
129
130<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 " -->
131vec&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>
132
133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::MPF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
135virtual <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>
136
137<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}) $" src="form_20.png">. <br></td></tr>
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MPF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
139virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
140
141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png">. <br></td></tr>
[270]142<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[651]143<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]144const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
[651]145
146<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]147void&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>
[651]148
149<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)" -->
[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>
[651]151
152<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]153double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
[651]154
155<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]156void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
[651]157
158<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MPF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
160<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>
161
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MPF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
164double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
165
166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MPF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
168bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
169
170<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>
171<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr>
172<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>
173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::MPF::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " -->
174const <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>
175
176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
177<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)" -->
178virtual 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>
179
180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::MPF::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" -->
182<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>
183
184<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr>
185<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr>
186<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;)" -->
187virtual 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>
188
189<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>
190<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)" -->
[323]191virtual 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>
[651]192
193<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::MPF::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" -->
194ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
195
196<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>
197<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::MPF::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" -->
198ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr>
199
200<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]201</table>
[651]202<hr><a name="_details"></a><h2>Detailed Description</h2>
203Marginalized Particle filter.
204<p>
205A composition of particle filter with exact (or almost exact) bayesian models (BMs). The Bayesian models provide marginalized predictive density. Internaly this is achieved by virtual class MPFmpdf. <hr><h2>Member Function Documentation</h2>
206<a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::MPF::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " -->
[290]207<div class="memitem">
208<div class="memproto">
209      <table class="memname">
210        <tr>
[651]211          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
[290]212          <td>(</td>
[651]213          <td class="paramname">          </td>
[290]214          <td>&nbsp;)&nbsp;</td>
215          <td> const<code> [inline, virtual, inherited]</code></td>
216        </tr>
217      </table>
218</div>
219<div class="memdoc">
[651]220
221<p>
222Copy 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>);}
[290]223</pre></div> 
[651]224<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1ARXfrg.html#420f3f195d231723f2f2329ec900de60">bdm::ARXfrg</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]225
226</div>
[651]227</div><p>
228<a class="anchor" name="0fbe47b20c491f25030ef2875c148892"></a><!-- doxytag: member="bdm::MPF::bayes" ref="0fbe47b20c491f25030ef2875c148892" args="(const vec &amp;dt)" -->
[259]229<div class="memitem">
230<div class="memproto">
231      <table class="memname">
232        <tr>
[651]233          <td class="memname">void bdm::MPF::bayes           </td>
[259]234          <td>(</td>
235          <td class="paramtype">const vec &amp;&nbsp;</td>
[651]236          <td class="paramname"> <em>dt</em>          </td>
[259]237          <td>&nbsp;)&nbsp;</td>
[641]238          <td><code> [virtual]</code></td>
[259]239        </tr>
240      </table>
241</div>
242<div class="memdoc">
243
[651]244<p>
245Incremental Bayes rule.
246<p>
247<dl compact><dt><b>Parameters:</b></dt><dd>
[259]248  <table border="0" cellspacing="2" cellpadding="0">
249    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
250  </table>
251</dl>
252
[651]253<p>Implements <a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p>
[259]254
[641]255<p>References <a class="el" href="bdmbase_8h_source.html#l01131">bdm::BM::condition()</a>.</p>
[259]256
257</div>
[651]258</div><p>
259<a class="anchor" name="9f74326b9ca3c888cb8eff1355ba3670"></a><!-- doxytag: member="bdm::MPF::from_setting" ref="9f74326b9ca3c888cb8eff1355ba3670" args="(const Setting &amp;set)" -->
[641]260<div class="memitem">
261<div class="memproto">
262      <table class="memname">
263        <tr>
[651]264          <td class="memname">void bdm::MPF::from_setting           </td>
[641]265          <td>(</td>
266          <td class="paramtype">const Setting &amp;&nbsp;</td>
[651]267          <td class="paramname"> <em>set</em>          </td>
[641]268          <td>&nbsp;)&nbsp;</td>
269          <td><code> [inline, virtual]</code></td>
270        </tr>
271      </table>
272</div>
273<div class="memdoc">
[651]274
275<p>
276configuration structure for basic <a class="el" href="classbdm_1_1PF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> <div class="fragment"><pre class="fragment">        BM              = BM_class;           <span class="comment">// Bayesian filtr for analytical part of the model</span>
[641]277        parameter_pdf   = mpdf_class;         <span class="comment">// transitional pdf for non-parametric part of the model</span>
278        prior           = epdf_class;         <span class="comment">// prior probability density</span>
279        --- optional ---
280        n               = 10;                 <span class="comment">// number of particles</span>
[651]281        resmethod       = <span class="stringliteral">'systematic'</span>, or <span class="stringliteral">'multinomial'</span>, or <span class="stringliteral">'stratified'</span>
[641]282                                                                                  <span class="comment">// resampling method</span>
283</pre></div> 
[651]284<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p>
[641]285
286<p>References <a class="el" href="user__info_8h_source.html#l00451">bdm::UI::get()</a>, <a class="el" href="particles_8h_source.html#l00323">set_options()</a>, and <a class="el" href="particles_8h_source.html#l00367">validate()</a>.</p>
287
288</div>
[651]289</div><p>
290<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::MPF::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
[259]291<div class="memitem">
292<div class="memproto">
293      <table class="memname">
294        <tr>
[651]295          <td class="memname">virtual double bdm::BM::logpred           </td>
[259]296          <td>(</td>
[270]297          <td class="paramtype">const vec &amp;&nbsp;</td>
[651]298          <td class="paramname"> <em>dt</em>          </td>
[259]299          <td>&nbsp;)&nbsp;</td>
[270]300          <td> const<code> [inline, virtual, inherited]</code></td>
[259]301        </tr>
302      </table>
303</div>
304<div class="memdoc">
305
[651]306<p>
307Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
308<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]309
[591]310<p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p>
[270]311
[632]312<p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01098">bdm::BM::logpred_m()</a>.</p>
[590]313
[259]314</div>
[651]315</div><p>
316<a class="anchor" name="ada1bdb117bc78035fbb49765fa7ef10"></a><!-- doxytag: member="bdm::MPF::set_options" ref="ada1bdb117bc78035fbb49765fa7ef10" args="(const string &amp;opt)" -->
[641]317<div class="memitem">
318<div class="memproto">
319      <table class="memname">
320        <tr>
[651]321          <td class="memname">void bdm::MPF::set_options           </td>
[641]322          <td>(</td>
323          <td class="paramtype">const string &amp;&nbsp;</td>
[651]324          <td class="paramname"> <em>opt</em>          </td>
[641]325          <td>&nbsp;)&nbsp;</td>
326          <td><code> [inline, virtual]</code></td>
327        </tr>
328      </table>
329</div>
330<div class="memdoc">
[651]331
332<p>
333Extends options understood by <a class="el" href="classbdm_1_1BM.html#adb539fa2585c8a2a91c54e5aebf330e" title="Set boolean options from a string, recognized are: &quot;logbounds,logll&quot;.">BM::set_options</a> by option <ul>
[641]334<li>logmeans - meaning </li>
335</ul>
336
[651]337<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#adb539fa2585c8a2a91c54e5aebf330e">bdm::BM</a>.</p>
[641]338
339<p>Referenced by <a class="el" href="particles_8h_source.html#l00344">from_setting()</a>.</p>
340
341</div>
[651]342</div><p>
343<hr>The documentation for this class was generated from the following files:<ul>
344<li><a class="el" href="particles_8h_source.html">particles.h</a><li>particles.cpp</ul>
[641]345</div>
[651]346<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:47 2009 for mixpp by&nbsp;
[259]347<a href="http://www.doxygen.org/index.html">
[651]348<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>
[259]349</body>
350</html>
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