Changeset 1064 for library/bdm/estim/particles.cpp

Timestamp:

06/09/10 14:00:40 (14 years ago)

Author:

mido

Message:

astyle applied all over the library

Files:

• library/bdm/estim/particles.cpp (modified) (14 diffs)

library/bdm/estim/particles.cpp

@@ -8 +8 @@
 void PF::bayes_weights() {
 //
-        double mlls = max ( lls );
-        // compute weights
-        for ( int  i = 0; i < n; i++ ) {
-                w ( i ) *= exp ( lls ( i ) - mlls ); // multiply w by likelihood
-        }
-
-        //renormalize
-        double sw = sum ( w );
-        if ( !std::isfinite ( sw ) ) {
-                for ( int i = 0; i < n; i++ ) {
-                        if ( !std::isfinite ( w ( i ) ) ) {
-                                w ( i ) = 0;
-                        }
-                }
-                sw = sum ( w );
-                if ( !std::isfinite ( sw ) || sw == 0.0 ) {
-                        bdm_error ( "Particle filter is lost; no particle is good enough." );
-                }
-        }
-        w /= sw;
+    double mlls = max ( lls );
+    // compute weights
+    for ( int  i = 0; i < n; i++ ) {
+        w ( i ) *= exp ( lls ( i ) - mlls ); // multiply w by likelihood
+    }
+
+    //renormalize
+    double sw = sum ( w );
+    if ( !std::isfinite ( sw ) ) {
+        for ( int i = 0; i < n; i++ ) {
+            if ( !std::isfinite ( w ( i ) ) ) {
+                w ( i ) = 0;
+            }
+        }
+        sw = sum ( w );
+        if ( !std::isfinite ( sw ) || sw == 0.0 ) {
+            bdm_error ( "Particle filter is lost; no particle is good enough." );
+        }
+    }
+    w /= sw;
 }
 
 void PF::bayes ( const vec &yt, const vec &cond ) {
 
-/*      if (auxiliary){
-                ...
-        }*/
-        // weight them - data step
-        for (int i = 0; i < n; i++ ) {
-                particles(i)->bayes(yt,cond);
-                lls ( i ) = particles(i)->_ll(); //+= because lls may have something from gensmp!
-        }
-
-        bayes_weights();
-
-        if ( do_resampling() ) { resample ( ); }
+    /*  if (auxiliary){
+                ...
+        }*/
+    // weight them - data step
+    for (int i = 0; i < n; i++ ) {
+        particles(i)->bayes(yt,cond);
+        lls ( i ) = particles(i)->_ll(); //+= because lls may have something from gensmp!
+    }
+
+    bayes_weights();
+
+    if ( do_resampling() ) {
+        resample ( );
+    }
 
 }
@@ -64 +66 @@
 //      return concat ( pf->posterior().mean(), pom );
 // }
-// 
+//
 // vec MPF::mpfepdf::variance() const {
 //      const vec &w = pf->posterior()._w();
-// 
+//
 //      vec pom = zeros ( BMs ( 0 )->posterior ().dimension() );
 //      vec pom2 = zeros ( BMs ( 0 )->posterior ().dimension() );
 //      vec mea;
-// 
+//
 //      for ( int i = 0; i < w.length(); i++ ) {
 //              // save current mean
@@ -81 +83 @@
 //      return concat ( pf->posterior().variance(), pom2 - pow ( pom, 2 ) );
 // }
-// 
+//
 // void MPF::mpfepdf::qbounds ( vec &lb, vec &ub, double perc ) const {
 //      //bounds on particles
@@ -87 +89 @@
 //      vec ubp;
 //      pf->posterior().qbounds ( lbp, ubp );
-// 
+//
 //      //bounds on Components
 //      int dimC = BMs ( 0 )->posterior().dimension();
@@ -99 +101 @@
 //      Lbc = std::numeric_limits<double>::infinity();
 //      Ubc = -std::numeric_limits<double>::infinity();
-// 
+//
 //      for ( int i = 0; i < BMs.length(); i++ ) {
 //              // check Coms
@@ -116 +118 @@
 //      ub = concat ( ubp, Ubc );
 // }
-// 
-// 
-// 
+//
+//
+//
 // void MPF::bayes ( const vec &yt, const vec &cond ) {
 //      // follows PF::bayes in most places!!!
@@ -125 +127 @@
 //      vec &lls = pf->_lls();
 //      Array<vec> &samples = pf->__samples();
-// 
+//
 //      // generate samples - time step
 //      pf->bayes_gensmp ( vec ( 0 ) );
@@ -137 +139 @@
 //              lls ( i ) += BMs ( i )->_ll();
 //      }
-// 
+//
 //      pf->bayes_weights();
-// 
+//
 //      ivec ind;
 //      if ( pf->do_resampling() ) {
 //              pf->resample ( ind );
-// 
+//
 // #pragma omp parallel for
 //              for ( i = 0; i < n; i++ ) {
@@ -153 +155 @@
 //      }
 // };
-// 
-// 
+//
+//
 // void MPF_ARXg::bayes ( const vec &yt, const vec &cond ) {
 //      // follows PF::bayes in most places!!!
@@ -161 +163 @@
 //      vec &lls = pf->_lls();
 //      Array<vec> &samples = pf->__samples();
-//      
+//
 //      // generate samples - time step
 //      for (int i =0;i<n; i++){
@@ -177 +179 @@
 //      ooo.set_parameters(zeros(2),0.1*eye(2));
 //      ooo.validate();
-//      
+//
 //      #pragma parallel for
 //      for ( i = 0; i < n; i++ ) {
@@ -187 +189 @@
 //              lls(i) = ooo.evallog_nn(yt);
 //      }
-//      
+//
 //      pf->bayes_weights();
-//      
+//
 //      ivec ind;
 //      if ( pf->do_resampling() ) {
 //              pf->resample ( ind );
-//              
+//
 //              #pragma omp parallel for
 //              for ( i = 0; i < n; i++ ) {
@@ -205 +207 @@
 //      }
 // };
-// 
+//
 // void MPF_ARXg::from_setting(const libconfig::Setting& set) {
 //      BM::from_setting(set);
-//      
+//
 //      pf = new PF;
 //      // prior must be set before BM
 //      pf->prior_from_set ( set );
 //      pf->resmethod_from_set ( set );
-//              
+//
 //      // read functions g and h
 //      g=UI::build<fnc>(set,"g");
 //      h=UI::build<fnc>(set,"h");
-//      
+//
 //      set_dim( g->dimension());
 //      dimy = h->dimension();
-//      
+//
 //      shared_ptr<ARX> arxo=UI::build<ARX>(set,"arxo");
 //      shared_ptr<ARX> arxp=UI::build<ARX>(set,"arxp");
@@ -230 +232 @@
 //              BMsp(i)=arxp->_copy();
 //      }
-//      
+//
 //      yrv = arxo->_yrv();
 //      //rvc = arxo->_rvc();
-//      
+//
 //      validate();
-//      
+//
 // }