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69  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1MPF.html">MPF</a>
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73<h1>bdm::MPF Class Reference</h1><!-- doxytag: class="bdm::MPF" --><!-- doxytag: inherits="bdm::BM" -->
74<p>Marginalized Particle filter. 
75<a href="#_details">More...</a></p>
76<hr/><a name="_details"></a><h2>Detailed Description</h2>
77<p>Marginalized Particle filter. </p>
78<p>A 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. </p>
79
80<p><code>#include &lt;<a class="el" href="particles_8h_source.html">particles.h</a>&gt;</code></p>
81
82<p><a href="classbdm_1_1MPF-members.html">List of all members.</a></p>
83<table border="0" cellpadding="0" cellspacing="0">
84<tr><td colspan="2"><h2>Classes</h2></td></tr>
85<tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF_1_1mpfepdf.html">mpfepdf</a></td></tr>
86<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  <a href="classbdm_1_1MPF_1_1mpfepdf.html#_details">More...</a><br/></td></tr>
87<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr>
88<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af45da512c659b40b21a74492a0c06853"></a><!-- doxytag: member="bdm::MPF::MPF" ref="af45da512c659b40b21a74492a0c06853" args="()" -->
89&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#af45da512c659b40b21a74492a0c06853">MPF</a> ()</td></tr>
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br/></td></tr>
91<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acea07b8861bcd1a82b63cc9c7383fbfd"></a><!-- doxytag: member="bdm::MPF::set_parameters" ref="acea07b8861bcd1a82b63cc9c7383fbfd" args="(shared_ptr&lt; mpdf &gt; par0, shared_ptr&lt; mpdf &gt; obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)" -->
92void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#acea07b8861bcd1a82b63cc9c7383fbfd">set_parameters</a> (<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>
93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set all parameters at once <br/></td></tr>
94<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac3ecf10c8f2e9114c7a57f122890aa9a"></a><!-- doxytag: member="bdm::MPF::set_BM" ref="ac3ecf10c8f2e9114c7a57f122890aa9a" args="(const BM &amp;BMcond0)" -->
95void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#ac3ecf10c8f2e9114c7a57f122890aa9a">set_BM</a> (const <a class="el" href="classbdm_1_1BM.html">BM</a> &amp;BMcond0)</td></tr>
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set a prototype 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>, copy it to as many times as there is particles in pf <br/></td></tr>
97<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#a0fbe47b20c491f25030ef2875c148892">bayes</a> (const vec &amp;dt)</td></tr>
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a0fbe47b20c491f25030ef2875c148892"></a><br/></td></tr>
99<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4f4cd8060351dc1a344974e86ffb876b"></a><!-- doxytag: member="bdm::MPF::posterior" ref="a4f4cd8060351dc1a344974e86ffb876b" args="() const " -->
100const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#a4f4cd8060351dc1a344974e86ffb876b">posterior</a> () const </td></tr>
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return posterior density <br/></td></tr>
102<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#aada1bdb117bc78035fbb49765fa7ef10">set_options</a> (const string &amp;opt)</td></tr>
103<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a71608a6986f57dcfb935e016b97c0637"></a><!-- doxytag: member="bdm::MPF::_BM" ref="a71608a6986f57dcfb935e016b97c0637" args="(int i)" -->
104const <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#a71608a6986f57dcfb935e016b97c0637">_BM</a> (int i)</td></tr>
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access function. <br/></td></tr>
106<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#a9f74326b9ca3c888cb8eff1355ba3670">from_setting</a> (const Setting &amp;set)</td></tr>
107<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa91b588de1b9690ca475c945d0f10f08"></a><!-- doxytag: member="bdm::MPF::validate" ref="aa91b588de1b9690ca475c945d0f10f08" args="()" -->
108void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#aa91b588de1b9690ca475c945d0f10f08">validate</a> ()</td></tr>
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br/></td></tr>
110<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::MPF::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" -->
111virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr>
113<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 " -->
114virtual 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>
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr>
116<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
117<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p>
118<br/><br/></div></td></tr>
119<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>
120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">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:.  <a href="#a40f01563651c1e4fe926189e41a6b8ab"></a><br/></td></tr>
121<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
122<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p>
123<br/><br/></div></td></tr>
124<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)" -->
125virtual 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>
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br/></td></tr>
127<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>
128<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 " -->
129vec&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>
130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br/></td></tr>
131<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::MPF::epredictor" ref="a688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
132virtual <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>
133<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}) $" src="form_20.png"/>. <br/></td></tr>
134<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MPF::predictor" ref="a598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
135virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
136<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png"/>. <br/></td></tr>
137<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
138<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> access function </p>
139<br/><br/></div></td></tr>
140<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MPF::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " -->
141const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
142<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)" -->
143void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#af135ae6dce7e9f30c9f88229c7930b96">set_drv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
144<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
145<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)" -->
146void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab38d92f17620813ad872d86e01a26e5e">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
147<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access to rv of the posterior <br/></td></tr>
148<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MPF::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " -->
149double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr>
150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return internal log-likelihood of the last data vector <br/></td></tr>
151<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)" -->
152void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr>
153<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">switch evaluation of log-likelihood on/off <br/></td></tr>
154<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr>
155<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3bfa12c5566a0a38f30fec3a9eca1563"></a><!-- doxytag: member="bdm::MPF::pf" ref="a3bfa12c5566a0a38f30fec3a9eca1563" args="" -->
156<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1PF.html">PF</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#a3bfa12c5566a0a38f30fec3a9eca1563">pf</a></td></tr>
157<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">particle filter on non-linear variable <br/></td></tr>
158<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad496b1378a6fd715ee64608b1dcb75ae"></a><!-- doxytag: member="bdm::MPF::BMs" ref="ad496b1378a6fd715ee64608b1dcb75ae" args="" -->
159Array&lt; <a class="el" href="classbdm_1_1BM.html">BM</a> * &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#ad496b1378a6fd715ee64608b1dcb75ae">BMs</a></td></tr>
160<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Array of Bayesian models. <br/></td></tr>
161<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af50fc7db1d6255a0b5517549f727c6bd"></a><!-- doxytag: member="bdm::MPF::jest" ref="af50fc7db1d6255a0b5517549f727c6bd" args="" -->
162<a class="el" href="classbdm_1_1MPF_1_1mpfepdf.html">mpfepdf</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#af50fc7db1d6255a0b5517549f727c6bd">jest</a></td></tr>
163<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Density joining <a class="el" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af" title="posterior density">PF.est</a> with conditional parts. <br/></td></tr>
164<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9e2a4b7abf06feeeaaa56ad695e284ac"></a><!-- doxytag: member="bdm::MPF::opt_L_mea" ref="a9e2a4b7abf06feeeaaa56ad695e284ac" args="" -->
165bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#a9e2a4b7abf06feeeaaa56ad695e284ac">opt_L_mea</a></td></tr>
166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log means of BMs. <br/></td></tr>
167<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MPF::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" -->
168<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>
169<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr>
170<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MPF::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" -->
171double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr>
173<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MPF::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" -->
174bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
175<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>
176<tr><td colspan="2"><h2>Extension to conditional BM</h2></td></tr>
177<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>
178<br/><br/></td></tr>
179<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::MPF::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " -->
180const <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>
181<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
182<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)" -->
183virtual 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>
184<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr>
185<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::MPF::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" -->
186<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>
187<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br/></td></tr>
188<tr><td colspan="2"><h2>Logging of results</h2></td></tr>
189<tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p>
190<br/><br/></td></tr>
191<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;)" -->
192virtual 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>
193<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>
194<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)" -->
195virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab517e1679eaa94e803ea4cd0b8efbcd7">logit</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L)</td></tr>
196<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Save results to the given <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>, details of what is stored is configured by <code>LIDs</code> and <code>options</code>. <br/></td></tr>
197<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::MPF::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" -->
198ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
199<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>
200<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::MPF::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" -->
201ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr>
202<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>
203</table>
204<hr/><h2>Member Function Documentation</h2>
205<a class="anchor" id="a40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::MPF::_copy_" ref="a40f01563651c1e4fe926189e41a6b8ab" args="() const " -->
206<div class="memitem">
207<div class="memproto">
208      <table class="memname">
209        <tr>
210          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_ </td>
211          <td>(</td>
212          <td class="paramname"></td>
213          <td>&nbsp;)&nbsp;</td>
214          <td> const<code> [inline, virtual, inherited]</code></td>
215        </tr>
216      </table>
217</div>
218<div class="memdoc">
219
220<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>
221<div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#a40f01563651c1e4fe926189e41a6b8ab" title="Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually!...">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}
222</pre></div> 
223<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1ARXfrg.html#a420f3f195d231723f2f2329ec900de60">bdm::ARXfrg</a>, <a class="el" href="classbdm_1_1KalmanFull.html#ab77ade422273f60b8955122b81abf3c1">bdm::KalmanFull</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>
224
225<p>Referenced by <a class="el" href="particles_8h_source.html#l00316">set_BM()</a>.</p>
226
227</div>
228</div>
229<a class="anchor" id="a0fbe47b20c491f25030ef2875c148892"></a><!-- doxytag: member="bdm::MPF::bayes" ref="a0fbe47b20c491f25030ef2875c148892" args="(const vec &amp;dt)" -->
230<div class="memitem">
231<div class="memproto">
232      <table class="memname">
233        <tr>
234          <td class="memname">void bdm::MPF::bayes </td>
235          <td>(</td>
236          <td class="paramtype">const vec &amp;&nbsp;</td>
237          <td class="paramname"> <em>dt</em></td>
238          <td>&nbsp;)&nbsp;</td>
239          <td><code> [virtual]</code></td>
240        </tr>
241      </table>
242</div>
243<div class="memdoc">
244
245<p>Incremental Bayes rule. </p>
246<dl><dt><b>Parameters:</b></dt><dd>
247  <table border="0" cellspacing="2" cellpadding="0">
248    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
249  </table>
250  </dd>
251</dl>
252
253<p>Implements <a class="el" href="classbdm_1_1BM.html#a60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p>
254
255<p>References <a class="el" href="particles_8h_source.html#l00210">BMs</a>, <a class="el" href="bdmbase_8h_source.html#l01135">bdm::BM::condition()</a>, and <a class="el" href="particles_8h_source.html#l00208">pf</a>.</p>
256
257</div>
258</div>
259<a class="anchor" id="a9f74326b9ca3c888cb8eff1355ba3670"></a><!-- doxytag: member="bdm::MPF::from_setting" ref="a9f74326b9ca3c888cb8eff1355ba3670" args="(const Setting &amp;set)" -->
260<div class="memitem">
261<div class="memproto">
262      <table class="memname">
263        <tr>
264          <td class="memname">void bdm::MPF::from_setting </td>
265          <td>(</td>
266          <td class="paramtype">const Setting &amp;&nbsp;</td>
267          <td class="paramname"> <em>set</em></td>
268          <td>&nbsp;)&nbsp;</td>
269          <td><code> [inline, virtual]</code></td>
270        </tr>
271      </table>
272</div>
273<div class="memdoc">
274<p>configuration 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> </p>
275<div class="fragment"><pre class="fragment">        BM              = BM_class;           <span class="comment">// Bayesian filtr for analytical part of the model</span>
276        parameter_pdf   = mpdf_class;         <span class="comment">// transitional pdf for non-parametric part of the model</span>
277        prior           = epdf_class;         <span class="comment">// prior probability density</span>
278        --- optional ---
279        n               = 10;                 <span class="comment">// number of particles</span>
280        resmethod       = <span class="stringliteral">&apos;systematic&apos;</span>, or <span class="stringliteral">&apos;multinomial&apos;</span>, or <span class="stringliteral">&apos;stratified&apos;</span>
281                                                                                  <span class="comment">// resampling method</span>
282</pre></div> 
283<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p>
284
285<p>References <a class="el" href="user__info_8h_source.html#l00451">bdm::UI::get()</a>, <a class="el" href="particles_8h_source.html#l00208">pf</a>, <a class="el" href="particles_8h_source.html#l00316">set_BM()</a>, <a class="el" href="bdmbase_8h_source.html#l01149">bdm::BM::set_drv()</a>, <a class="el" href="particles_8h_source.html#l00333">set_options()</a>, and <a class="el" href="particles_8h_source.html#l00377">validate()</a>.</p>
286
287</div>
288</div>
289<a class="anchor" id="a50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::MPF::logpred" ref="a50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
290<div class="memitem">
291<div class="memproto">
292      <table class="memname">
293        <tr>
294          <td class="memname">virtual double bdm::BM::logpred </td>
295          <td>(</td>
296          <td class="paramtype">const vec &amp;&nbsp;</td>
297          <td class="paramname"> <em>dt</em></td>
298          <td>&nbsp;)&nbsp;</td>
299          <td> const<code> [inline, virtual, inherited]</code></td>
300        </tr>
301      </table>
302</div>
303<div class="memdoc">
304<p>Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. </p>
305
306<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>
307
308<p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p>
309
310<p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01102">bdm::BM::logpred_m()</a>.</p>
311
312</div>
313</div>
314<a class="anchor" id="aada1bdb117bc78035fbb49765fa7ef10"></a><!-- doxytag: member="bdm::MPF::set_options" ref="aada1bdb117bc78035fbb49765fa7ef10" args="(const string &amp;opt)" -->
315<div class="memitem">
316<div class="memproto">
317      <table class="memname">
318        <tr>
319          <td class="memname">void bdm::MPF::set_options </td>
320          <td>(</td>
321          <td class="paramtype">const string &amp;&nbsp;</td>
322          <td class="paramname"> <em>opt</em></td>
323          <td>&nbsp;)&nbsp;</td>
324          <td><code> [inline, virtual]</code></td>
325        </tr>
326      </table>
327</div>
328<div class="memdoc">
329<p>Extends options understood by <a class="el" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e" title="Set boolean options from a string, recognized are: &quot;logbounds,logll&quot;.">BM::set_options</a> by option </p>
330<ul>
331<li>logmeans - meaning </li>
332</ul>
333
334<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e">bdm::BM</a>.</p>
335
336<p>References <a class="el" href="particles_8h_source.html#l00304">opt_L_mea</a>.</p>
337
338<p>Referenced by <a class="el" href="particles_8h_source.html#l00354">from_setting()</a>.</p>
339
340</div>
341</div>
342<hr/>The documentation for this class was generated from the following files:<ul>
343<li><a class="el" href="particles_8h_source.html">particles.h</a></li>
344<li>particles.cpp</li>
345</ul>
346</div>
347<hr size="1"/><address style="text-align: right;"><small>Generated on Thu Oct 15 00:07:49 2009 for mixpp by&nbsp;
348<a href="http://www.doxygen.org/index.html">
349<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
350</body>
351</html>
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