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[259]3<title>mixpp: bdm::PF Class Reference</title>
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[271]66  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1PF.html">PF</a>
[259]67  </div>
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69<div class="contents">
[651]70<h1>bdm::PF Class Reference</h1><!-- doxytag: class="bdm::PF" --><!-- doxytag: inherits="bdm::BM" -->Trivial particle filter with proposal density equal to parameter evolution model. 
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>
[259]75
[651]76<p>
77<a href="classbdm_1_1PF-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>Public Member Functions</h2></td></tr>
80<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#bf104b869b5df8dd4a14bbe430d40488">set_options</a> (const string &amp;opt)</td></tr>
[259]81
[651]82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="63282dc111d1afb32c194c955d966a15"></a><!-- doxytag: member="bdm::PF::bayes_gensmp" ref="63282dc111d1afb32c194c955d966a15" args="()" -->
83virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#63282dc111d1afb32c194c955d966a15">bayes_gensmp</a> ()</td></tr>
84
85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">bayes I - generate samples and add their weights to lls <br></td></tr>
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec76b4d647ac7dc683d8c9a7b7611026"></a><!-- doxytag: member="bdm::PF::bayes_weights" ref="ec76b4d647ac7dc683d8c9a7b7611026" args="()" -->
87virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#ec76b4d647ac7dc683d8c9a7b7611026">bayes_weights</a> ()</td></tr>
88
89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">bayes II - compute weights of the <br></td></tr>
90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c3443faad7159e742ef3cb0674a92634"></a><!-- doxytag: member="bdm::PF::do_resampling" ref="c3443faad7159e742ef3cb0674a92634" args="()" -->
91virtual bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#c3443faad7159e742ef3cb0674a92634">do_resampling</a> ()</td></tr>
92
93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">important part of particle filtering - decide if it is time to perform resampling <br></td></tr>
94<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#638946eea22d4964bf9350286bb4efd8">bayes</a> (const vec &amp;dt)</td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#638946eea22d4964bf9350286bb4efd8"></a><br></td></tr>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="37cb95af19c7bd13eb3ec61f25923463"></a><!-- doxytag: member="bdm::PF::__w" ref="37cb95af19c7bd13eb3ec61f25923463" args="()" -->
98vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#37cb95af19c7bd13eb3ec61f25923463">__w</a> ()</td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="82d221d771cbc3c15a37cb358d759734"></a><!-- doxytag: member="bdm::PF::_lls" ref="82d221d771cbc3c15a37cb358d759734" args="()" -->
102vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#82d221d771cbc3c15a37cb358d759734">_lls</a> ()</td></tr>
103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4e4023b749c33fc6d6b97d805338721"></a><!-- doxytag: member="bdm::PF::_resmethod" ref="b4e4023b749c33fc6d6b97d805338721" args="() const " -->
[641]106RESAMPLING_METHOD&nbsp;</td><td class="memItemRight" valign="bottom"><b>_resmethod</b> () const </td></tr>
[651]107
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ee9553da1a05671f94f30e0e94ff42cd"></a><!-- doxytag: member="bdm::PF::posterior" ref="ee9553da1a05671f94f30e0e94ff42cd" args="() const " -->
109const <a class="el" href="classbdm_1_1eEmp.html">eEmp</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#ee9553da1a05671f94f30e0e94ff42cd">posterior</a> () const </td></tr>
110
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
112<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#40d74160df73d152a9bcf044eac25663">from_setting</a> (const Setting &amp;set)</td></tr>
113
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="30f6a71f3e56ce25e4e0ecafa0ffbd8d"></a><!-- doxytag: member="bdm::PF::resmethod_from_set" ref="30f6a71f3e56ce25e4e0ecafa0ffbd8d" args="(const Setting &amp;set)" -->
115void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#30f6a71f3e56ce25e4e0ecafa0ffbd8d">resmethod_from_set</a> (const Setting &amp;set)</td></tr>
116
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">auxiliary function reading parameter 'resmethod' from configuration file <br></td></tr>
118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8ac867d4b88c2c6c73ae29d47f37d0bb"></a><!-- doxytag: member="bdm::PF::prior_from_set" ref="8ac867d4b88c2c6c73ae29d47f37d0bb" args="(const Setting &amp;set)" -->
119void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#8ac867d4b88c2c6c73ae29d47f37d0bb">prior_from_set</a> (const Setting &amp;set)</td></tr>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">load prior information from set and set internal structures accordingly <br></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7ebbb12b5b01e8ac6985af0e04e0f0c2"></a><!-- doxytag: member="bdm::PF::validate" ref="7ebbb12b5b01e8ac6985af0e04e0f0c2" args="()" -->
123void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#7ebbb12b5b01e8ac6985af0e04e0f0c2">validate</a> ()</td></tr>
124
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="10fd6402c67ad3ee3a1a9a23fe91d7d7"></a><!-- doxytag: member="bdm::PF::resample" ref="10fd6402c67ad3ee3a1a9a23fe91d7d7" args="(ivec &amp;ind)" -->
127void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#10fd6402c67ad3ee3a1a9a23fe91d7d7">resample</a> (ivec &amp;ind)</td></tr>
128
129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">resample posterior density (from outside - see <a class="el" href="classbdm_1_1MPF.html" title="Marginalized Particle filter.">MPF</a>) <br></td></tr>
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::PF::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
131virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
132
133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::PF::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
135virtual 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>
136
137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
[270]138<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
[651]139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="297339fd48bc1cfd011d16603d54accb"></a><!-- doxytag: member="bdm::PF::PF" ref="297339fd48bc1cfd011d16603d54accb" args="()" -->
[271]140&nbsp;</td><td class="memItemRight" valign="bottom"><b>PF</b> ()</td></tr>
[651]141
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6b2a5ff7a9da0c881ecfc905e5643417"></a><!-- doxytag: member="bdm::PF::set_parameters" ref="6b2a5ff7a9da0c881ecfc905e5643417" args="(int n0, double res_th0=0.5, RESAMPLING_METHOD rm=SYSTEMATIC)" -->
[641]143void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int n0, double res_th0=0.5, RESAMPLING_METHOD rm=SYSTEMATIC)</td></tr>
[651]144
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9e37481febc4061d3ff0f58f3f560b8d"></a><!-- doxytag: member="bdm::PF::set_model" ref="9e37481febc4061d3ff0f58f3f560b8d" args="(shared_ptr&lt; mpdf &gt; par0, shared_ptr&lt; mpdf &gt; obs0)" -->
[641]146void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_model</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)</td></tr>
[651]147
148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c9a4df02d81ad3559caebeed74b16167"></a><!-- doxytag: member="bdm::PF::set_statistics" ref="c9a4df02d81ad3559caebeed74b16167" args="(const vec w0, const epdf &amp;epdf0)" -->
[538]149void&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>
[651]150
151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3027ebe66f806275e356eb7df9076173"></a><!-- doxytag: member="bdm::PF::set_statistics" ref="3027ebe66f806275e356eb7df9076173" args="(const eEmp &amp;epdf0)" -->
[641]152void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const <a class="el" href="classbdm_1_1eEmp.html">eEmp</a> &amp;epdf0)</td></tr>
[651]153
[271]154<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
[651]155<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>
156
[270]157<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
[651]158<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::PF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
159virtual 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>
160
161<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
162<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>
163
164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::PF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
165vec&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>
166
167<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::PF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
169virtual <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>
170
171<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}) $" src="form_20.png">. <br></td></tr>
172<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::PF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
173virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
174
175<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png">. <br></td></tr>
[270]176<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[651]177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::PF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
[270]178const <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]179
180<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::PF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
[270]181void&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]182
183<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::PF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
[271]184void&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]185
186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::PF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
[270]187double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
[651]188
189<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::PF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
[270]190void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
[651]191
192<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
193<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::PF::n" ref="eeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" -->
194int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr>
195
196<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">number of particles; <br></td></tr>
197<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::PF::est" ref="dc049265b9086cad7071f98d00a2b9af" args="" -->
198<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>
199
200<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br></td></tr>
201<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::PF::_w" ref="f5149d5522d1095d39240c4c607f61a3" args="" -->
202vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3">_w</a></td></tr>
203
204<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>
205<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::PF::_samples" ref="914bd66025692c4018dbd482cb3c47c1" args="" -->
206Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr>
207
208<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>
209<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b7ffedb2051161df6c102881afe41ff"></a><!-- doxytag: member="bdm::PF::par" ref="0b7ffedb2051161df6c102881afe41ff" args="" -->
210<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#0b7ffedb2051161df6c102881afe41ff">par</a></td></tr>
211
212<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Parameter evolution model. <br></td></tr>
213<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="77ed889e1b993df253e93059933d227d"></a><!-- doxytag: member="bdm::PF::obs" ref="77ed889e1b993df253e93059933d227d" args="" -->
214<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#77ed889e1b993df253e93059933d227d">obs</a></td></tr>
215
216<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation model. <br></td></tr>
217<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="08cffd22d6e9501f283972245aeff8cd"></a><!-- doxytag: member="bdm::PF::lls" ref="08cffd22d6e9501f283972245aeff8cd" args="" -->
218vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#08cffd22d6e9501f283972245aeff8cd">lls</a></td></tr>
219
220<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal structure storing loglikelihood of predictions <br></td></tr>
221<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9932c7c5865954ef9a438afcbe944e52"></a><!-- doxytag: member="bdm::PF::resmethod" ref="9932c7c5865954ef9a438afcbe944e52" args="" -->
222RESAMPLING_METHOD&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52">resmethod</a></td></tr>
223
224<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">which resampling method will be used <br></td></tr>
225<tr><td class="memItemLeft" nowrap align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#b16816e20f97f9bec993d1f25fc3d711">res_threshold</a></td></tr>
226
227<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::PF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
228<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>
229
230<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
231<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::PF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
232double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
233
234<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
235<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::PF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
236bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
237
238<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]239<tr><td colspan="2"><div class="groupHeader">Options</div></td></tr>
[651]240<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98ef9ff80c394fafd28680b7a3f831b1"></a><!-- doxytag: member="bdm::PF::opt_L_smp" ref="98ef9ff80c394fafd28680b7a3f831b1" args="" -->
241bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#98ef9ff80c394fafd28680b7a3f831b1">opt_L_smp</a></td></tr>
242
243<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br></td></tr>
244<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a49463a88ee80771a464861df845ff6"></a><!-- doxytag: member="bdm::PF::opt_L_wei" ref="5a49463a88ee80771a464861df845ff6" args="" -->
245bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#5a49463a88ee80771a464861df845ff6">opt_L_wei</a></td></tr>
246
247<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br></td></tr>
248<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr>
249<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>
250<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::PF::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " -->
251const <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>
252
253<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
254<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::PF::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" -->
255virtual 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>
256
257<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
258<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::PF::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" -->
259<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>
260
261<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr>
262<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr>
263<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::PF::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" -->
264virtual 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>
265
266<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>
267<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::PF::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" -->
[323]268virtual 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]269
270<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::PF::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" -->
271ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
272
273<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>
274<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::PF::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" -->
275ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr>
276
277<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]278</table>
[651]279<hr><a name="_details"></a><h2>Detailed Description</h2>
280Trivial particle filter with proposal density equal to parameter evolution model.
281<p>
282Posterior density is represented by a weighted empirical density (<code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> ). <hr><h2>Member Function Documentation</h2>
283<a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::PF::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " -->
[271]284<div class="memitem">
285<div class="memproto">
286      <table class="memname">
287        <tr>
[651]288          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
[271]289          <td>(</td>
[651]290          <td class="paramname">          </td>
[271]291          <td>&nbsp;)&nbsp;</td>
[290]292          <td> const<code> [inline, virtual, inherited]</code></td>
[271]293        </tr>
294      </table>
295</div>
296<div class="memdoc">
[651]297
298<p>
299Copy 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]300</pre></div> 
[651]301<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>
[271]302
303</div>
[651]304</div><p>
305<a class="anchor" name="638946eea22d4964bf9350286bb4efd8"></a><!-- doxytag: member="bdm::PF::bayes" ref="638946eea22d4964bf9350286bb4efd8" args="(const vec &amp;dt)" -->
[259]306<div class="memitem">
307<div class="memproto">
308      <table class="memname">
309        <tr>
[651]310          <td class="memname">void bdm::PF::bayes           </td>
[259]311          <td>(</td>
312          <td class="paramtype">const vec &amp;&nbsp;</td>
[651]313          <td class="paramname"> <em>dt</em>          </td>
[259]314          <td>&nbsp;)&nbsp;</td>
315          <td><code> [virtual]</code></td>
316        </tr>
317      </table>
318</div>
319<div class="memdoc">
320
[651]321<p>
322Incremental Bayes rule.
323<p>
324<dl compact><dt><b>Parameters:</b></dt><dd>
[259]325  <table border="0" cellspacing="2" cellpadding="0">
326    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
327  </table>
328</dl>
329
[651]330<p>Implements <a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p>
[259]331
[641]332<p>References <a class="el" href="particles_8h_source.html#l00036">_samples</a>, <a class="el" href="particles_8cpp_source.html#l00007">bayes_gensmp()</a>, <a class="el" href="particles_8cpp_source.html#l00015">bayes_weights()</a>, <a class="el" href="particles_8h_source.html#l00099">do_resampling()</a>, <a class="el" href="particles_8h_source.html#l00032">est</a>, <a class="el" href="particles_8h_source.html#l00042">lls</a>, <a class="el" href="particles_8h_source.html#l00030">n</a>, <a class="el" href="particles_8h_source.html#l00040">obs</a>, <a class="el" href="exp__family_8cpp_source.html#l00265">bdm::eEmp::resample()</a>, and <a class="el" href="particles_8h_source.html#l00045">resmethod</a>.</p>
[259]333
[641]334</div>
[651]335</div><p>
336<a class="anchor" name="40d74160df73d152a9bcf044eac25663"></a><!-- doxytag: member="bdm::PF::from_setting" ref="40d74160df73d152a9bcf044eac25663" args="(const Setting &amp;set)" -->
[641]337<div class="memitem">
338<div class="memproto">
339      <table class="memname">
340        <tr>
[651]341          <td class="memname">void bdm::PF::from_setting           </td>
[641]342          <td>(</td>
343          <td class="paramtype">const Setting &amp;&nbsp;</td>
[651]344          <td class="paramname"> <em>set</em>          </td>
[641]345          <td>&nbsp;)&nbsp;</td>
346          <td><code> [inline, virtual]</code></td>
347        </tr>
348      </table>
349</div>
350<div class="memdoc">
[651]351
352<p>
353configuration 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">        parameter_pdf   = mpdf_class;         <span class="comment">// parameter evolution pdf</span>
[641]354        observation_pdf = mpdf_class;         <span class="comment">// observation pdf</span>
355        prior           = epdf_class;         <span class="comment">// prior probability density</span>
356        --- optional ---
357        n               = 10;                 <span class="comment">// number of particles</span>
[651]358        <a class="code" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>       = <span class="stringliteral">'systematic'</span>, or <span class="stringliteral">'multinomial'</span>, or <span class="stringliteral">'stratified'</span>
[641]359                                                                                  <span class="comment">// resampling method</span>
[651]360        <a class="code" href="classbdm_1_1PF.html#b16816e20f97f9bec993d1f25fc3d711">res_threshold</a>   = 0.5;                <span class="comment">// resample when active particles drop below 50%</span>
[641]361</pre></div> 
[651]362<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p>
[259]363
[641]364<p>References <a class="el" href="bdmbase_8cpp_source.html#l00101">bdm::RV::add()</a>, <a class="el" href="particles_8h_source.html#l00040">obs</a>, <a class="el" href="particles_8h_source.html#l00038">par</a>, <a class="el" href="particles_8h_source.html#l00166">prior_from_set()</a>, and <a class="el" href="particles_8h_source.html#l00142">resmethod_from_set()</a>.</p>
365
[259]366</div>
[651]367</div><p>
368<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::PF::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
[259]369<div class="memitem">
370<div class="memproto">
371      <table class="memname">
372        <tr>
[651]373          <td class="memname">virtual double bdm::BM::logpred           </td>
[259]374          <td>(</td>
[290]375          <td class="paramtype">const vec &amp;&nbsp;</td>
[651]376          <td class="paramname"> <em>dt</em>          </td>
[259]377          <td>&nbsp;)&nbsp;</td>
[287]378          <td> const<code> [inline, virtual, inherited]</code></td>
[259]379        </tr>
380      </table>
381</div>
382<div class="memdoc">
383
[651]384<p>
385Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
386<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]387
[591]388<p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p>
[290]389
[632]390<p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01098">bdm::BM::logpred_m()</a>.</p>
[590]391
[259]392</div>
[651]393</div><p>
394<a class="anchor" name="bf104b869b5df8dd4a14bbe430d40488"></a><!-- doxytag: member="bdm::PF::set_options" ref="bf104b869b5df8dd4a14bbe430d40488" args="(const string &amp;opt)" -->
[259]395<div class="memitem">
396<div class="memproto">
397      <table class="memname">
398        <tr>
[651]399          <td class="memname">void bdm::PF::set_options           </td>
[259]400          <td>(</td>
[290]401          <td class="paramtype">const string &amp;&nbsp;</td>
[651]402          <td class="paramname"> <em>opt</em>          </td>
[259]403          <td>&nbsp;)&nbsp;</td>
[353]404          <td><code> [inline, virtual]</code></td>
[259]405        </tr>
406      </table>
407</div>
408<div class="memdoc">
[651]409
410<p>
411Set posterior density by sampling from epdf0 Extends original <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 two more options: <ul>
[641]412<li>logweights - meaning that all weightes will be logged </li>
413<li>logsamples - all samples will be also logged </li>
414</ul>
[259]415
[651]416<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#adb539fa2585c8a2a91c54e5aebf330e">bdm::BM</a>.</p>
[259]417
[641]418<p>References <a class="el" href="particles_8h_source.html#l00054">opt_L_smp</a>, and <a class="el" href="particles_8h_source.html#l00056">opt_L_wei</a>.</p>
[270]419
[641]420</div>
[651]421</div><p>
422<hr><h2>Member Data Documentation</h2>
423<a class="anchor" name="b16816e20f97f9bec993d1f25fc3d711"></a><!-- doxytag: member="bdm::PF::res_threshold" ref="b16816e20f97f9bec993d1f25fc3d711" args="" -->
[641]424<div class="memitem">
425<div class="memproto">
426      <table class="memname">
427        <tr>
[651]428          <td class="memname">double <a class="el" href="classbdm_1_1PF.html#b16816e20f97f9bec993d1f25fc3d711">bdm::PF::res_threshold</a><code> [protected]</code>          </td>
[641]429        </tr>
430      </table>
431</div>
432<div class="memdoc">
[290]433
[651]434<p>
435resampling threshold; in this case its meaning is minimum ratio of active particles For example, for 0.5 resampling is performed when the numebr of active aprticles drops belo 50%.
[641]436<p>Referenced by <a class="el" href="particles_8h_source.html#l00099">do_resampling()</a>, and <a class="el" href="particles_8h_source.html#l00142">resmethod_from_set()</a>.</p>
437
[259]438</div>
[651]439</div><p>
440<hr>The documentation for this class was generated from the following files:<ul>
441<li><a class="el" href="particles_8h_source.html">particles.h</a><li>particles.cpp</ul>
[397]442</div>
[651]443<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:47 2009 for mixpp by&nbsp;
[259]444<a href="http://www.doxygen.org/index.html">
[651]445<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>
[259]446</body>
447</html>
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