Changeset 1085 for library

Timestamp:

06/11/10 14:34:12 (14 years ago)

Author:

smidl

Message:

doc

Location:

library/bdm

Files:

• estim/mixtures.h (modified) (1 diff)
• estim/particles.h (modified) (3 diffs)
• stat/merger.h (modified) (2 diffs)

library/bdm/estim/mixtures.h

@@ -201 +201 @@
 UIREGISTER ( MixEF );
 
-//! \brief TODO DOCUMENTATION IS MISSING HERE
+//! \brief Product of ARX models forming an ARX model with potentially reduced structure
 class ARXprod: public ProdBMBase {
     Array<shared_ptr<ARX> > arxs;

library/bdm/estim/particles.h

@@ -20 +20 @@
 namespace bdm {
 
-//! \brief Internal class used in PF
+//! \brief Abstract class for Marginalized Particles
 class MarginalizedParticleBase : public BM {
 protected:
@@ -89 +89 @@
 };
 
-//! \brief Internal class used in PF (surely?)
+//! \brief Particle with marginalized subspace, used in PF 
 class MarginalizedParticle : public MarginalizedParticleBase {
 protected:
@@ -345 +345 @@
     /*! configuration structure for basic PF
     \code
-    parameter_pdf   = pdf_class;         // parameter evolution pdf
-    observation_pdf = pdf_class;         // observation pdf
-    prior           = epdf_class;         // prior probability density
+    particle        = bdm::BootstrapParticle;       % one bayes rule for each point in the empirical support
+      - or -        = bdm::MarginalizedParticle;    % (in case of Marginalized Particle filtering
+    prior           = epdf_class;                   % prior probability density on the empirical variable
     --- optional ---
-    n               = 10;                 // number of particles
+    n               = 10;                           % number of particles
     resmethod       = 'systematic', or 'multinomial', or 'stratified'
-                                          // resampling method
-    res_threshold   = 0.5;                // resample when active particles drop below 50%
+                                                    % resampling method
+    res_threshold   = 0.5;                          % resample when active particles drop below 50%
     \endcode
     */

library/bdm/stat/merger.h

@@ -24 +24 @@
 enum MERGER_METHOD {ARITHMETIC = 1, GEOMETRIC = 2, LOGNORMAL = 3};
 
-/*!  Abstract common class for mergers
-
-It defines only common interface of access to sources and operation merge(); The result of merging is available via function epdf()
+/*!  \brief Abstract common class for mergers
+
+It defines only common interface of access to sources and operation merge(); The result of merging is available via function merger()
 */
 class MergerBase: public root{
@@ -64 +64 @@
 };
 
-//! Merger into normal density, max entropy approximator for 2 moments (mean+variance)
+//! \brief Merger into normal density, max entropy approximator for 2 moments (mean+variance)
 template<class sq_T>
 class ENormMerger: public MergerBase{