Changeset 172 for doc/latex/classMPF.tex

Timestamp:

09/24/08 13:31:03 (16 years ago)

Author:

smidl

Message:

Latex doc

Files:

• doc/latex/classMPF.tex (modified) (5 diffs)

doc/latex/classMPF.tex

@@ +1 @@
+\hypertarget{classMPF}{
 \section{MPF$<$ BM\_\-T $>$ Class Template Reference}
 \label{classMPF}\index{MPF@{MPF}}
+}
 Marginalized Particle filter.  
 
@@ -23 +25 @@
 \begin{CompactItemize}
 \item 
-{\bf MPF} (const {\bf RV} \&rvlin, const {\bf RV} \&rvpf, {\bf mpdf} \&par0, {\bf mpdf} \&obs0, int {\bf n}, const BM\_\-T \&BMcond0)\label{classMPF_fc5e11e11eec3195e3c6503937bf02bd}
+\hypertarget{classMPF_fc5e11e11eec3195e3c6503937bf02bd}{
+\hyperlink{classMPF_fc5e11e11eec3195e3c6503937bf02bd}{MPF} (const \hyperlink{classRV}{RV} \&rvlin, const \hyperlink{classRV}{RV} \&rvpf, \hyperlink{classmpdf}{mpdf} \&par0, \hyperlink{classmpdf}{mpdf} \&obs0, int \hyperlink{classPF_2c2f44ed7a4eaa42e07bdb58d503f280}{n}, const BM\_\-T \&BMcond0)}
+\label{classMPF_fc5e11e11eec3195e3c6503937bf02bd}
 
 \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
-void {\bf bayes} (const vec \&dt)
+void \hyperlink{classMPF_55daf8e4b6553dd9f47c692de7931623}{bayes} (const vec \&dt)
 \begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item 
-{\bf epdf} \& {\bf \_\-epdf} ()\label{classMPF_549e08268a46a250f21a33d06f19276a}
+\hypertarget{classMPF_992e01bb8f06c814cda036796e4a55ae}{
+const \hyperlink{classepdf}{epdf} \& \hyperlink{classMPF_992e01bb8f06c814cda036796e4a55ae}{\_\-epdf} () const }
+\label{classMPF_992e01bb8f06c814cda036796e4a55ae}
 
-\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item 
-void {\bf set\_\-est} (const {\bf epdf} \&epdf0)\label{classMPF_7c66e1c1c0e45fc4ae765133cb3a1553}
+\begin{CompactList}\small\item\em Returns a pointer to the \hyperlink{classepdf}{epdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item 
+\hypertarget{classMPF_7c66e1c1c0e45fc4ae765133cb3a1553}{
+void \hyperlink{classMPF_7c66e1c1c0e45fc4ae765133cb3a1553}{set\_\-est} (const \hyperlink{classepdf}{epdf} \&epdf0)}
+\label{classMPF_7c66e1c1c0e45fc4ae765133cb3a1553}
 
 \begin{CompactList}\small\item\em Set postrior of {\tt rvc} to samples from epdf0. Statistics of Bms are not re-computed! Use only for initialization! \item\end{CompactList}\item 
-void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9}
+\hypertarget{classBM_0186270f75189677f390fe088a9947e9}{
+virtual void \hyperlink{classBM_0186270f75189677f390fe088a9947e9}{bayesB} (const mat \&Dt)}
+\label{classBM_0186270f75189677f390fe088a9947e9}
 
 \begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
-const {\bf RV} \& {\bf \_\-rv} () const \label{classBM_126bd2595c48e311fc2a7ab72876092a}
+virtual double \hyperlink{classBM_8a8ce6df431689964c41cc6c849cfd06}{logpred} (const vec \&dt) const 
+\item 
+\hypertarget{classBM_126bd2595c48e311fc2a7ab72876092a}{
+const \hyperlink{classRV}{RV} \& \hyperlink{classBM_126bd2595c48e311fc2a7ab72876092a}{\_\-rv} () const }
+\label{classBM_126bd2595c48e311fc2a7ab72876092a}
 
 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
-double {\bf \_\-ll} () const \label{classBM_87f4a547d2c29180be88175e5eab9c88}
+\hypertarget{classBM_87f4a547d2c29180be88175e5eab9c88}{
+double \hyperlink{classBM_87f4a547d2c29180be88175e5eab9c88}{\_\-ll} () const }
+\label{classBM_87f4a547d2c29180be88175e5eab9c88}
 
-\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
+\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
+\hypertarget{classBM_1ffa9f23669aabecc3760c06c6987522}{
+void \hyperlink{classBM_1ffa9f23669aabecc3760c06c6987522}{set\_\-evalll} (bool evl0)}
+\label{classBM_1ffa9f23669aabecc3760c06c6987522}
+
+\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
+virtual \hyperlink{classBM}{BM} $\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-} (bool changerv=false)
+\end{CompactItemize}
 \subsection*{Public Attributes}
 \begin{CompactItemize}
 \item 
-double \textbf{SSAT}\label{classMPF_65b869f3cde2e8d3cfcc2752d14d1ca6}
+\hypertarget{classMPF_65b869f3cde2e8d3cfcc2752d14d1ca6}{
+double \textbf{SSAT}}
+\label{classMPF_65b869f3cde2e8d3cfcc2752d14d1ca6}
 
 \end{CompactItemize}
@@ -52 +77 @@
 \begin{CompactItemize}
 \item 
-int {\bf n}\label{classPF_2c2f44ed7a4eaa42e07bdb58d503f280}
+\hypertarget{classPF_2c2f44ed7a4eaa42e07bdb58d503f280}{
+int \hyperlink{classPF_2c2f44ed7a4eaa42e07bdb58d503f280}{n}}
+\label{classPF_2c2f44ed7a4eaa42e07bdb58d503f280}
 
 \begin{CompactList}\small\item\em number of particles; \item\end{CompactList}\item 
-{\bf eEmp} {\bf est}\label{classPF_1a0a09e309da997f63ae8e30d1e9806b}
+\hypertarget{classPF_1a0a09e309da997f63ae8e30d1e9806b}{
+\hyperlink{classeEmp}{eEmp} \hyperlink{classPF_1a0a09e309da997f63ae8e30d1e9806b}{est}}
+\label{classPF_1a0a09e309da997f63ae8e30d1e9806b}
 
 \begin{CompactList}\small\item\em posterior density \item\end{CompactList}\item 
-vec \& {\bf \_\-w}\label{classPF_5c87aba508df321ff26536ced64dbb3a}
+\hypertarget{classPF_5c87aba508df321ff26536ced64dbb3a}{
+vec \& \hyperlink{classPF_5c87aba508df321ff26536ced64dbb3a}{\_\-w}}
+\label{classPF_5c87aba508df321ff26536ced64dbb3a}
 
-\begin{CompactList}\small\item\em pointer into {\tt \doxyref{eEmp}{p.}{classeEmp}} \item\end{CompactList}\item 
-Array$<$ vec $>$ \& {\bf \_\-samples}\label{classPF_cf7dad75e31215780a746c30e71ad9c5}
+\begin{CompactList}\small\item\em pointer into {\tt \hyperlink{classeEmp}{eEmp}} \item\end{CompactList}\item 
+\hypertarget{classPF_cf7dad75e31215780a746c30e71ad9c5}{
+Array$<$ vec $>$ \& \hyperlink{classPF_cf7dad75e31215780a746c30e71ad9c5}{\_\-samples}}
+\label{classPF_cf7dad75e31215780a746c30e71ad9c5}
 
-\begin{CompactList}\small\item\em pointer into {\tt \doxyref{eEmp}{p.}{classeEmp}} \item\end{CompactList}\item 
-{\bf mpdf} \& {\bf par}\label{classPF_d92ac103f88f8c21e197e90af5695a09}
+\begin{CompactList}\small\item\em pointer into {\tt \hyperlink{classeEmp}{eEmp}} \item\end{CompactList}\item 
+\hypertarget{classPF_d92ac103f88f8c21e197e90af5695a09}{
+\hyperlink{classmpdf}{mpdf} \& \hyperlink{classPF_d92ac103f88f8c21e197e90af5695a09}{par}}
+\label{classPF_d92ac103f88f8c21e197e90af5695a09}
 
 \begin{CompactList}\small\item\em Parameter evolution model. \item\end{CompactList}\item 
-{\bf mpdf} \& {\bf obs}\label{classPF_dd0a687a4515333d6809147335854e77}
+\hypertarget{classPF_dd0a687a4515333d6809147335854e77}{
+\hyperlink{classmpdf}{mpdf} \& \hyperlink{classPF_dd0a687a4515333d6809147335854e77}{obs}}
+\label{classPF_dd0a687a4515333d6809147335854e77}
 
 \begin{CompactList}\small\item\em Observation model. \item\end{CompactList}\item 
-{\bf RV} {\bf rv}\label{classBM_af00f0612fabe66241dd507188cdbf88}
+\hypertarget{classBM_af00f0612fabe66241dd507188cdbf88}{
+\hyperlink{classRV}{RV} \hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}}
+\label{classBM_af00f0612fabe66241dd507188cdbf88}
 
 \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item 
-double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979}
+\hypertarget{classBM_5623fef6572a08c2b53b8c87b82dc979}{
+double \hyperlink{classBM_5623fef6572a08c2b53b8c87b82dc979}{ll}}
+\label{classBM_5623fef6572a08c2b53b8c87b82dc979}
 
 \begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
-bool {\bf evalll}\label{classBM_bf6fb59b30141074f8ee1e2f43d03129}
+\hypertarget{classBM_bf6fb59b30141074f8ee1e2f43d03129}{
+bool \hyperlink{classBM_bf6fb59b30141074f8ee1e2f43d03129}{evalll}}
+\label{classBM_bf6fb59b30141074f8ee1e2f43d03129}
 
-\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save time. \item\end{CompactList}\end{CompactItemize}
+\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save computational time. \item\end{CompactList}\end{CompactItemize}
 \subsection*{Classes}
 \begin{CompactItemize}
 \item 
 class \textbf{mpfepdf}
-\begin{CompactList}\small\item\em internal class for MPDF providing composition of \doxyref{eEmp}{p.}{classeEmp} with external components \item\end{CompactList}\end{CompactItemize}
+\begin{CompactList}\small\item\em internal class for MPDF providing composition of \hyperlink{classeEmp}{eEmp} with external components \item\end{CompactList}\end{CompactItemize}
 
 
@@ -91 +134 @@
 Marginalized Particle filter. 
 
-Trivial version: proposal = parameter evolution, observation model is not used. (it is assumed to be part of \doxyref{BM}{p.}{classBM}). 
+Trivial version: proposal = parameter evolution, observation model is not used. (it is assumed to be part of \hyperlink{classBM}{BM}). 
 
 \subsection{Member Function Documentation}
+\hypertarget{classMPF_55daf8e4b6553dd9f47c692de7931623}{
 \index{MPF@{MPF}!bayes@{bayes}}
 \index{bayes@{bayes}!MPF@{MPF}}
-\subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}template$<$class BM\_\-T$>$ void {\bf MPF}$<$ BM\_\-T $>$::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  [inline, virtual]}}\label{classMPF_55daf8e4b6553dd9f47c692de7931623}
+\subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}template$<$class BM\_\-T$>$ void {\bf MPF}$<$ BM\_\-T $>$::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
+\label{classMPF_55daf8e4b6553dd9f47c692de7931623}
 
 
@@ -108 +153 @@
 
 
-Reimplemented from {\bf PF} \doxyref{}{p.}{classPF_64f636bbd63bea9efd778214e6b631d3}.
+Reimplemented from \hyperlink{classPF_64f636bbd63bea9efd778214e6b631d3}{PF}.
 
-References PF::\_\-samples, PF::\_\-w, PF::est, PF::n, PF::par, eEmp::resample(), and mpdf::samplecond().
+References PF::\_\-samples, PF::\_\-w, PF::est, PF::n, PF::par, eEmp::resample(), and mpdf::samplecond().\hypertarget{classBM_8a8ce6df431689964c41cc6c849cfd06}{
+\index{MPF@{MPF}!logpred@{logpred}}
+\index{logpred@{logpred}!MPF@{MPF}}
+\subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}virtual double BM::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
+\label{classBM_8a8ce6df431689964c41cc6c849cfd06}
+
+
+Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. 
+
+Reimplemented in \hyperlink{classARX_e7f9e7823aec9bf7ddc3b42d9b3304c4}{ARX}, \hyperlink{classMixEF_424ca64f36d4e41de7a7e7ae921d35ea}{MixEF}, and \hyperlink{classmultiBM_13e26a61757278981fd8cac9a7ef91eb}{multiBM}.\hypertarget{classBM_eb58c81d6a7b75b05fc6f276eed78887}{
+\index{MPF@{MPF}!\_\-copy\_\-@{\_\-copy\_\-}}
+\index{\_\-copy\_\-@{\_\-copy\_\-}!MPF@{MPF}}
+\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ BM::\_\-copy\_\- (bool {\em changerv} = {\tt false})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
+\label{classBM_eb58c81d6a7b75b05fc6f276eed78887}
+
+
+Copy function required in vectors, Arrays of \hyperlink{classBM}{BM} etc. Have to be DELETED manually! Prototype: BM$\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-()}\{\hyperlink{classBM}{BM} Tmp$\ast$=new Tmp(this$\ast$); return Tmp; \} 
+
+Reimplemented in \hyperlink{classARX_d2751057811c6fb8f4ff86e1648bcddc}{ARX}.
+
+Referenced by MixEF::MixEF().
 
 The documentation for this class was generated from the following file:\begin{CompactItemize}
 \item 
-work/git/mixpp/bdm/estim/{\bf libPF.h}\end{CompactItemize}
+work/git/mixpp/bdm/estim/\hyperlink{libPF_8h}{libPF.h}\end{CompactItemize}