root/library/doc/html/classbdm_1_1PF.html @ 591

Revision 591, 29.9 kB (checked in by smidl, 15 years ago)

doc

Line 
1<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
2<html xmlns="http://www.w3.org/1999/xhtml">
3<head>
4<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
5<title>mixpp: bdm::PF Class Reference</title>
6<link href="tabs.css" rel="stylesheet" type="text/css"/>
7<link href="doxygen.css" rel="stylesheet" type="text/css"/>
8</head>
9<body>
10<!-- Generated by Doxygen 1.6.1 -->
11<script type="text/javascript">
12<!--
13function changeDisplayState (e){
14  var num=this.id.replace(/[^[0-9]/g,'');
15  var button=this.firstChild;
16  var sectionDiv=document.getElementById('dynsection'+num);
17  if (sectionDiv.style.display=='none'||sectionDiv.style.display==''){
18    sectionDiv.style.display='block';
19    button.src='open.gif';
20  }else{
21    sectionDiv.style.display='none';
22    button.src='closed.gif';
23  }
24}
25function initDynSections(){
26  var divs=document.getElementsByTagName('div');
27  var sectionCounter=1;
28  for(var i=0;i<divs.length-1;i++){
29    if(divs[i].className=='dynheader'&&divs[i+1].className=='dynsection'){
30      var header=divs[i];
31      var section=divs[i+1];
32      var button=header.firstChild;
33      if (button!='IMG'){
34        divs[i].insertBefore(document.createTextNode(' '),divs[i].firstChild);
35        button=document.createElement('img');
36        divs[i].insertBefore(button,divs[i].firstChild);
37      }
38      header.style.cursor='pointer';
39      header.onclick=changeDisplayState;
40      header.id='dynheader'+sectionCounter;
41      button.src='closed.gif';
42      section.id='dynsection'+sectionCounter;
43      section.style.display='none';
44      section.style.marginLeft='14px';
45      sectionCounter++;
46    }
47  }
48}
49window.onload = initDynSections;
50-->
51</script>
52<div class="navigation" id="top">
53  <div class="tabs">
54    <ul>
55      <li><a href="main.html"><span>Main&nbsp;Page</span></a></li>
56      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
57      <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
58      <li><a href="files.html"><span>Files</span></a></li>
59    </ul>
60  </div>
61  <div class="tabs">
62    <ul>
63      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
64      <li><a href="classes.html"><span>Class&nbsp;Index</span></a></li>
65      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
66      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
67    </ul>
68  </div>
69  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1PF.html">PF</a>
70  </div>
71</div>
72<div class="contents">
73<h1>bdm::PF Class Reference</h1><!-- doxytag: class="bdm::PF" --><!-- doxytag: inherits="bdm::BM" -->
74<p>Trivial particle filter with proposal density equal to parameter evolution model. 
75<a href="#_details">More...</a></p>
76
77<p><code>#include &lt;<a class="el" href="particles_8h_source.html">particles.h</a>&gt;</code></p>
78
79<p><a href="classbdm_1_1PF-members.html">List of all members.</a></p>
80<table border="0" cellpadding="0" cellspacing="0">
81<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr>
82<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#abf104b869b5df8dd4a14bbe430d40488">set_options</a> (const string &amp;opt)</td></tr>
83<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a638946eea22d4964bf9350286bb4efd8">bayes</a> (const vec &amp;dt)</td></tr>
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a638946eea22d4964bf9350286bb4efd8"></a><br/></td></tr>
85<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a78a9f6809827be1d9bfe215d03b1c6ed"></a><!-- doxytag: member="bdm::PF::__w" ref="a78a9f6809827be1d9bfe215d03b1c6ed" args="()" -->
86vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a78a9f6809827be1d9bfe215d03b1c6ed">__w</a> ()</td></tr>
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
88<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a23c6a8f71f922023ab08dcb0487a86de"></a><!-- doxytag: member="bdm::PF::from_setting" ref="a23c6a8f71f922023ab08dcb0487a86de" args="(const Setting &amp;set)" -->
89void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">from_setting</a> (const Setting &amp;set)</td></tr>
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br/></td></tr>
91<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::PF::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" -->
92virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr>
94<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::PF::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
95virtual 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>
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr>
97<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::PF::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
98virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br/></td></tr>
100<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
101<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p>
102<br/><br/></div></td></tr>
103<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a297339fd48bc1cfd011d16603d54accb"></a><!-- doxytag: member="bdm::PF::PF" ref="a297339fd48bc1cfd011d16603d54accb" args="()" -->
104&nbsp;</td><td class="memItemRight" valign="bottom"><b>PF</b> ()</td></tr>
105<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a80b9b6b0506797c41b50b9bd236bc856"></a><!-- doxytag: member="bdm::PF::set_parameters" ref="a80b9b6b0506797c41b50b9bd236bc856" args="(mpdf *par0, mpdf *obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)" -->
106void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *par0, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)</td></tr>
107<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac9a4df02d81ad3559caebeed74b16167"></a><!-- doxytag: member="bdm::PF::set_statistics" ref="ac9a4df02d81ad3559caebeed74b16167" args="(const vec w0, const epdf &amp;epdf0)" -->
108void&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>
109<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
110<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p>
111<br/><br/></div></td></tr>
112<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>
113<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
114<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p>
115<br/><br/></div></td></tr>
116<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::PF::bayesB" ref="a1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
117virtual 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>
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br/></td></tr>
119<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>
120<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::PF::logpred_m" ref="a0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
121vec&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>
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br/></td></tr>
123<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::PF::epredictor" ref="a688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
124virtual <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>
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_14.png"/>. <br/></td></tr>
126<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::PF::predictor" ref="a598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
127virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_131.png"/>. <br/></td></tr>
129<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
130<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p>
131<br/><br/></div></td></tr>
132<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::PF::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " -->
133const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
134<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::PF::set_drv" ref="af135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
135void&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>
136<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::PF::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
137void&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>
138<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::PF::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " -->
139double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
140<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::PF::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
141void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
142<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abb7b0065d6cb722a66b371a8260121e1"></a><!-- doxytag: member="bdm::PF::posterior" ref="abb7b0065d6cb722a66b371a8260121e1" args="() const =0" -->
143virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const =0</td></tr>
144<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr>
145<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::PF::n" ref="aeeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" -->
146int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#aeeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr>
147<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">number of particles; <br/></td></tr>
148<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::PF::est" ref="adc049265b9086cad7071f98d00a2b9af" args="" -->
149<a class="el" href="classbdm_1_1eEmp.html">eEmp</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af">est</a></td></tr>
150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br/></td></tr>
151<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::PF::_w" ref="af5149d5522d1095d39240c4c607f61a3" args="" -->
152vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#af5149d5522d1095d39240c4c607f61a3">_w</a></td></tr>
153<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>
154<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::PF::_samples" ref="a914bd66025692c4018dbd482cb3c47c1" args="" -->
155Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr>
156<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>
157<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a521e9621d3b5e1274275f323691afdaf"></a><!-- doxytag: member="bdm::PF::par" ref="a521e9621d3b5e1274275f323691afdaf" args="" -->
158<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a521e9621d3b5e1274275f323691afdaf">par</a></td></tr>
159<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Parameter evolution model. <br/></td></tr>
160<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad6e7a62fba1e0a0d73c9b87f4fb683ec"></a><!-- doxytag: member="bdm::PF::obs" ref="ad6e7a62fba1e0a0d73c9b87f4fb683ec" args="" -->
161<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#ad6e7a62fba1e0a0d73c9b87f4fb683ec">obs</a></td></tr>
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation model. <br/></td></tr>
163<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9932c7c5865954ef9a438afcbe944e52"></a><!-- doxytag: member="bdm::PF::resmethod" ref="a9932c7c5865954ef9a438afcbe944e52" args="" -->
164RESAMPLING_METHOD&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52">resmethod</a></td></tr>
165<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">which resampling method will be used <br/></td></tr>
166<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::PF::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" -->
167<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>
168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr>
169<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::PF::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" -->
170double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
171<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr>
172<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::PF::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" -->
173bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
174<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>
175<tr><td colspan="2"><div class="groupHeader">Options</div></td></tr>
176<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpdae8ace18bdcbcc6ae5aece263e14fe8"></a> </p>
177<br/><br/></div></td></tr>
178<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a98ef9ff80c394fafd28680b7a3f831b1"></a><!-- doxytag: member="bdm::PF::opt_L_smp" ref="a98ef9ff80c394fafd28680b7a3f831b1" args="" -->
179bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a98ef9ff80c394fafd28680b7a3f831b1">opt_L_smp</a></td></tr>
180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br/></td></tr>
181<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a49463a88ee80771a464861df845ff6"></a><!-- doxytag: member="bdm::PF::opt_L_wei" ref="a5a49463a88ee80771a464861df845ff6" args="" -->
182bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a5a49463a88ee80771a464861df845ff6">opt_L_wei</a></td></tr>
183<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br/></td></tr>
184<tr><td colspan="2"><h2>Extension to conditional BM</h2></td></tr>
185<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>
186<br/><br/></td></tr>
187<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::PF::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " -->
188const <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>
189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
190<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::PF::condition" ref="a6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" -->
191virtual 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>
192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr>
193<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::PF::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" -->
194<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>
195<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br/></td></tr>
196<tr><td colspan="2"><h2>Logging of results</h2></td></tr>
197<tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p>
198<br/><br/></td></tr>
199<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::PF::log_add" ref="a2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" -->
200virtual 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>
201<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>
202<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::PF::logit" ref="ab517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" -->
203virtual 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>
204<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::PF::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" -->
205ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
206<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>
207<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::PF::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" -->
208ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr>
209<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>
210</table>
211<hr/><a name="_details"></a><h2>Detailed Description</h2>
212<p>Trivial particle filter with proposal density equal to parameter evolution model. </p>
213<p>Posterior density is represented by a weighted empirical density (<code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> ). </p>
214<hr/><h2>Member Function Documentation</h2>
215<a class="anchor" id="a40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::PF::_copy_" ref="a40f01563651c1e4fe926189e41a6b8ab" args="() const " -->
216<div class="memitem">
217<div class="memproto">
218      <table class="memname">
219        <tr>
220          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_ </td>
221          <td>(</td>
222          <td class="paramname"></td>
223          <td>&nbsp;)&nbsp;</td>
224          <td> const<code> [inline, virtual, inherited]</code></td>
225        </tr>
226      </table>
227</div>
228<div class="memdoc">
229<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>
230<div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#a40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}
231</pre></div> 
232<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#a24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFCh.html#a1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p>
233
234</div>
235</div>
236<a class="anchor" id="a638946eea22d4964bf9350286bb4efd8"></a><!-- doxytag: member="bdm::PF::bayes" ref="a638946eea22d4964bf9350286bb4efd8" args="(const vec &amp;dt)" -->
237<div class="memitem">
238<div class="memproto">
239      <table class="memname">
240        <tr>
241          <td class="memname">void bdm::PF::bayes </td>
242          <td>(</td>
243          <td class="paramtype">const vec &amp;&nbsp;</td>
244          <td class="paramname"> <em>dt</em></td>
245          <td>&nbsp;)&nbsp;</td>
246          <td><code> [virtual]</code></td>
247        </tr>
248      </table>
249</div>
250<div class="memdoc">
251
252<p>Incremental Bayes rule. </p>
253<dl><dt><b>Parameters:</b></dt><dd>
254  <table border="0" cellspacing="2" cellpadding="0">
255    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
256  </table>
257  </dd>
258</dl>
259
260<p>Implements <a class="el" href="classbdm_1_1BM.html#a60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p>
261
262<p>Reimplemented in <a class="el" href="classbdm_1_1MPF.html#a286d040770d08bd7ff416cea617b1b14">bdm::MPF&lt; BM_T &gt;</a>.</p>
263
264<p>References <a class="el" href="particles_8h_source.html#l00036">_samples</a>, <a class="el" href="particles_8h_source.html#l00034">_w</a>, <a class="el" href="particles_8h_source.html#l00032">est</a>, <a class="el" href="bdmbase_8h_source.html#l00442">bdm::mpdf::evallogcond()</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="particles_8h_source.html#l00038">par</a>, <a class="el" href="exp__family_8cpp_source.html#l00222">bdm::eEmp::resample()</a>, <a class="el" href="particles_8h_source.html#l00043">resmethod</a>, and <a class="el" href="bdmbase_8h_source.html#l00433">bdm::mpdf::samplecond()</a>.</p>
265
266</div>
267</div>
268<a class="anchor" id="a50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::PF::logpred" ref="a50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
269<div class="memitem">
270<div class="memproto">
271      <table class="memname">
272        <tr>
273          <td class="memname">virtual double bdm::BM::logpred </td>
274          <td>(</td>
275          <td class="paramtype">const vec &amp;&nbsp;</td>
276          <td class="paramname"> <em>dt</em></td>
277          <td>&nbsp;)&nbsp;</td>
278          <td> const<code> [inline, virtual, inherited]</code></td>
279        </tr>
280      </table>
281</div>
282<div class="memdoc">
283<p>Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. </p>
284
285<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>
286
287<p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p>
288
289<p>Referenced by <a class="el" href="bdmbase_8h_source.html#l00885">bdm::BM::logpred_m()</a>.</p>
290
291</div>
292</div>
293<a class="anchor" id="abf104b869b5df8dd4a14bbe430d40488"></a><!-- doxytag: member="bdm::PF::set_options" ref="abf104b869b5df8dd4a14bbe430d40488" args="(const string &amp;opt)" -->
294<div class="memitem">
295<div class="memproto">
296      <table class="memname">
297        <tr>
298          <td class="memname">void bdm::PF::set_options </td>
299          <td>(</td>
300          <td class="paramtype">const string &amp;&nbsp;</td>
301          <td class="paramname"> <em>opt</em></td>
302          <td>&nbsp;)&nbsp;</td>
303          <td><code> [inline, virtual]</code></td>
304        </tr>
305      </table>
306</div>
307<div class="memdoc">
308<p>Set posterior density by sampling from epdf0 </p>
309
310<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e">bdm::BM</a>.</p>
311
312<p>Reimplemented in <a class="el" href="classbdm_1_1MPF.html#a2e95498dec734088ab9f4878ff404144">bdm::MPF&lt; BM_T &gt;</a>.</p>
313
314<p>References <a class="el" href="particles_8h_source.html#l00049">opt_L_smp</a>, and <a class="el" href="particles_8h_source.html#l00051">opt_L_wei</a>.</p>
315
316</div>
317</div>
318<hr/>The documentation for this class was generated from the following files:<ul>
319<li><a class="el" href="particles_8h_source.html">particles.h</a></li>
320<li>particles.cpp</li>
321</ul>
322</div>
323<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:50 2009 for mixpp by&nbsp;
324<a href="http://www.doxygen.org/index.html">
325<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
326</body>
327</html>
Note: See TracBrowser for help on using the browser.