root/tests/testPF.cpp @ 32

#include <itpp/itbase.h>
#include <estim/libPF.h>
#include <math/libDC.h>
#include <stat/libEF.h>

using namespace itpp;

//These lines are needed for use of cout and endl
using std::cout;
using std::endl;

int main() {

        RV x("1");
        RV xm=x; xm.t(-1);const
        RV y("2");
        
        mat A = "1";
        vec vR = "1";
        ldmat R(vR);
                
        eEmp emp(x,10);
        euni eun(x);
        eun.set_parameters("0","1");
        emp.set_parameters(ones(10),&eun);
        vec &v=emp._w();
        Array<vec> &S=emp._samples();
        
        for (int i=0;i<10;i++){ v(i) = exp(-0.5*sum(pow(S(i)-1,2.0))*10);}
        v/=sum(v);
        
        cout << "p:" << S << endl;
        cout << "w:" << v << endl;
        
        ivec ind = emp.resample();
        
        cout << ind << endl;
        
        //Exit program:
        return 0;

}