Changeset 1066 for library/bdm/estim

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Timestamp:
06/09/10 16:20:11 (14 years ago)
Author:
mido
Message:

another part - all conditional pdfs untill bdm::euni

Location:
library/bdm/estim
Files:
2 modified

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  • library/bdm/estim/mixtures.h

    r1064 r1066  
    5656    //aux 
    5757    friend class eprod_mix; 
    58     //!Posterior on component parameters 
     58 
     59    //! \brief Posterior on component parameters 
    5960    class eprod_mix: public eprod_base { 
    6061    protected: 
  • library/bdm/estim/particles.h

    r1064 r1066  
    2020namespace bdm { 
    2121 
    22 //! class used in PF 
     22//! \brief Internal class used in PF 
    2323class MarginalizedParticleBase : public BM { 
    2424protected: 
     
    2828    shared_ptr<BM> bm; 
    2929 
    30     //! custom posterior - product of empirical and exact part 
     30    // custom posterior - product of empirical and exact part 
    3131    class eprod_2:public eprod_base { 
    3232    protected: 
     
    301301        //est.set_statistics ( w0, epdf0 ); 
    302302    }; 
    303     /*  void set_statistics ( const eEmp &epdf0 ) { 
    304                 bdm_assert_debug ( epdf0._rv().equal ( par->_rv() ), "Incompatible input" ); 
    305                 est = epdf0; 
    306         };*/ 
     303    /*    void set_statistics ( const eEmp &epdf0 ) { 
     304            bdm_assert_debug ( epdf0._rv().equal ( par->_rv() ), "Incompatible input" ); 
     305            est = epdf0; 
     306        };*/ 
    307307    //!@} 
    308308 
     
    336336    n               = 10;                 // number of particles 
    337337    resmethod       = 'systematic', or 'multinomial', or 'stratified' 
    338                                                                           // resampling method 
     338                                          // resampling method 
    339339    res_threshold   = 0.5;                // resample when active particles drop below 50% 
    340340    \endcode 
     
    494494 
    495495\f{eqnarray*}{ 
    496         x_t &=& g(x_{t-1}) + v_t,\\ 
    497         y_t &\sim &fy(x_t), 
    498         \f} 
    499  
    500         This particle is a only a shell creating the residues calling internal estimator of their parameters. The internal estimator can be of any compatible type, e.g. ARX for Gaussian residues with unknown mean and variance. 
    501  
    502         */ 
     496    x_t &=& g(x_{t-1}) + v_t,\\ 
     497    y_t &\sim &fy(x_t), 
     498    \f} 
     499 
     500    This particle is a only a shell creating the residues calling internal estimator of their parameters. The internal estimator can be of any compatible type, e.g. ARX for Gaussian residues with unknown mean and variance. 
     501 
     502    */ 
    503503class NoiseParticleX : public MarginalizedParticleBase { 
    504504protected: 
     
    599599 
    600600\f{eqnarray*}{ 
    601         x_t &=& g(x_{t-1}) + v_t,\\ 
    602         z_t &= &h(x_{t-1}) + w_t, 
    603         \f} 
    604  
    605         This particle is a only a shell creating the residues calling internal estimator of their parameters. The internal estimator can be of any compatible type, e.g. ARX for Gaussian residues with unknown mean and variance. 
    606  
    607         */ 
     601    x_t &=& g(x_{t-1}) + v_t,\\ 
     602    z_t &= &h(x_{t-1}) + w_t, 
     603    \f} 
     604 
     605    This particle is a only a shell creating the residues calling internal estimator of their parameters. The internal estimator can be of any compatible type, e.g. ARX for Gaussian residues with unknown mean and variance. 
     606 
     607    */ 
    608608class NoiseParticle : public MarginalizedParticleBase { 
    609609protected: