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  <compounddef id="classPF" kind="class" prot="public">
    <compoundname>PF</compoundname>
    <basecompoundref refid="classBM" prot="public" virt="non-virtual">BM</basecompoundref>
    <derivedcompoundref refid="classMPF" prot="public" virt="non-virtual">MPF&lt; BM_T &gt;</derivedcompoundref>
    <includes refid="libPF_8h" local="no">libPF.h</includes>
      <sectiondef kind="protected-attrib">
      <memberdef kind="variable" id="classPF_12c2f44ed7a4eaa42e07bdb58d503f280" prot="protected" static="no" mutable="no">
        <type>int</type>
        <definition>int PF::n</definition>
        <argsstring></argsstring>
        <name>n</name>
        <briefdescription>
<para>number of particles; </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <referencedby refid="classPF_104d38fbcc0348b558212f530d9ec183e" compoundref="libPF_8cpp" startline="35" endline="41">set_est</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classPF_11a0a09e309da997f63ae8e30d1e9806b" prot="protected" static="no" mutable="no">
        <type><ref refid="classeEmp" kindref="compound">eEmp</ref></type>
        <definition>eEmp PF::est</definition>
        <argsstring></argsstring>
        <name>est</name>
        <briefdescription>
<para>posterior density </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libPF.h" line="36" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libPF.h" bodystart="36" bodyend="-1"/>
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      </memberdef>
      <memberdef kind="variable" id="classPF_15c87aba508df321ff26536ced64dbb3a" prot="protected" static="no" mutable="no">
        <type>vec &amp;</type>
        <definition>vec&amp; PF::_w</definition>
        <argsstring></argsstring>
        <name>_w</name>
        <briefdescription>
<para>pointer into <computeroutput><ref refid="classeEmp" kindref="compound">eEmp</ref></computeroutput> </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      <memberdef kind="variable" id="classPF_1cf7dad75e31215780a746c30e71ad9c5" prot="protected" static="no" mutable="no">
        <type>Array&lt; vec &gt; &amp;</type>
        <definition>Array&lt;vec&gt;&amp; PF::_samples</definition>
        <argsstring></argsstring>
        <name>_samples</name>
        <briefdescription>
<para>pointer into <computeroutput><ref refid="classeEmp" kindref="compound">eEmp</ref></computeroutput> </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      <memberdef kind="variable" id="classPF_1d92ac103f88f8c21e197e90af5695a09" prot="protected" static="no" mutable="no">
        <type><ref refid="classmpdf" kindref="compound">mpdf</ref> &amp;</type>
        <definition>mpdf&amp; PF::par</definition>
        <argsstring></argsstring>
        <name>par</name>
        <briefdescription>
<para>Parameter evolution model. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      <memberdef kind="variable" id="classPF_1dd0a687a4515333d6809147335854e77" prot="protected" static="no" mutable="no">
        <type><ref refid="classmpdf" kindref="compound">mpdf</ref> &amp;</type>
        <definition>mpdf&amp; PF::obs</definition>
        <argsstring></argsstring>
        <name>obs</name>
        <briefdescription>
<para>Observation model. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      <memberdef kind="variable" id="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" static="no" mutable="no">
        <type><ref refid="classRV" kindref="compound">RV</ref></type>
        <definition>RV BM::rv</definition>
        <argsstring></argsstring>
        <name>rv</name>
        <briefdescription>
<para>Random variable of the posterior. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="264" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="264" bodyend="-1"/>
        <referencedby refid="classBM_1126bd2595c48e311fc2a7ab72876092a" compoundref="libBM_8h" startline="287" endline="287">BM::_rv</referencedby>
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        <referencedby refid="classEKFfull_1fc753106e0d4cf68e4f2160fd54458c0" compoundref="libKF_8cpp" startline="66" endline="84">EKFfull::set_parameters</referencedby>
        <referencedby refid="classARX_1130bb7336aac681ce14b027b8f1409fa" compoundref="bdm_2estim_2arx_8cpp" startline="82" endline="86">ARX::structure_est</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" static="no" mutable="no">
        <type>double</type>
        <definition>double BM::ll</definition>
        <argsstring></argsstring>
        <name>ll</name>
        <briefdescription>
<para>Logarithm of marginalized data likelihood. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <referencedby refid="classBM_187f4a547d2c29180be88175e5eab9c88" compoundref="libBM_8h" startline="289" endline="289">BM::_ll</referencedby>
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        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
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      </memberdef>
      <memberdef kind="variable" id="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" static="no" mutable="no">
        <type>bool</type>
        <definition>bool BM::evalll</definition>
        <argsstring></argsstring>
        <name>evalll</name>
        <briefdescription>
<para>If true, the filter will compute likelihood of the data record and store it in <computeroutput>ll</computeroutput> . Set to false if you want to save time. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
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      <sectiondef kind="public-func">
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        <type></type>
        <definition>PF::PF</definition>
        <argsstring>(const RV &amp;rv0, mpdf &amp;par0, mpdf &amp;obs0, int n0)</argsstring>
        <name>PF</name>
        <param>
          <type>const <ref refid="classRV" kindref="compound">RV</ref> &amp;</type>
          <declname>rv0</declname>
        </param>
        <param>
          <type><ref refid="classmpdf" kindref="compound">mpdf</ref> &amp;</type>
          <declname>par0</declname>
        </param>
        <param>
          <type><ref refid="classmpdf" kindref="compound">mpdf</ref> &amp;</type>
          <declname>obs0</declname>
        </param>
        <param>
          <type>int</type>
          <declname>n0</declname>
        </param>
        <briefdescription>
<para>Default constructor. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      <memberdef kind="function" id="classPF_104d38fbcc0348b558212f530d9ec183e" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type>void</type>
        <definition>void PF::set_est</definition>
        <argsstring>(const epdf &amp;epdf0)</argsstring>
        <name>set_est</name>
        <reimplementedby refid="classMPF_17c66e1c1c0e45fc4ae765133cb3a1553">set_est</reimplementedby>
        <param>
          <type>const <ref refid="classepdf" kindref="compound">epdf</ref> &amp;</type>
          <declname>epdf0</declname>
        </param>
        <briefdescription>
<para>Set posterior density by sampling from epdf0. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <references refid="classPF_1cf7dad75e31215780a746c30e71ad9c5" compoundref="libPF_8h" startline="40">_samples</references>
        <references refid="classPF_12c2f44ed7a4eaa42e07bdb58d503f280" compoundref="libPF_8h" startline="34">n</references>
        <references refid="classepdf_18019654e494bf5e458f6fb947e11b262">epdf::sample</references>
        <referencedby refid="classMPF_17c66e1c1c0e45fc4ae765133cb3a1553" compoundref="libPF_8h" startline="125" endline="130">MPF&lt; BM_T &gt;::set_est</referencedby>
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      <memberdef kind="function" id="classPF_164f636bbd63bea9efd778214e6b631d3" prot="public" static="no" const="no" explicit="no" inline="no" virt="virtual">
        <type>void</type>
        <definition>void PF::bayes</definition>
        <argsstring>(const vec &amp;dt)</argsstring>
        <name>bayes</name>
        <reimplements refid="classBM_1a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</reimplements>
        <reimplementedby refid="classMPF_155daf8e4b6553dd9f47c692de7931623">bayes</reimplementedby>
        <param>
          <type>const vec &amp;</type>
          <declname>dt</declname>
        </param>
        <briefdescription>
<para>Incremental Bayes rule. </para>        </briefdescription>
        <detaileddescription>
<para><parameterlist kind="param"><parameteritem>
<parameternamelist>
<parametername>dt</parametername>
</parameternamelist>
<parameterdescription>
<para>vector of input data </para></parameterdescription>
</parameteritem>
</parameterlist>
</para>        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <references refid="classPF_1cf7dad75e31215780a746c30e71ad9c5" compoundref="libPF_8h" startline="40">_samples</references>
        <references refid="classPF_15c87aba508df321ff26536ced64dbb3a" compoundref="libPF_8h" startline="38">_w</references>
        <references refid="classPF_11a0a09e309da997f63ae8e30d1e9806b" compoundref="libPF_8h" startline="36">est</references>
        <references refid="classmpdf_180b738ece5bd4f8c4edaee4b38906f91" compoundref="libBM_8h" startline="198" endline="198">mpdf::evalcond</references>
        <references refid="classPF_12c2f44ed7a4eaa42e07bdb58d503f280" compoundref="libPF_8h" startline="34">n</references>
        <references refid="classPF_1dd0a687a4515333d6809147335854e77" compoundref="libPF_8h" startline="44">obs</references>
        <references refid="classPF_1d92ac103f88f8c21e197e90af5695a09" compoundref="libPF_8h" startline="42">par</references>
        <references refid="classeEmp_177268292fc4465cb73ddbfb1f2932a59" compoundref="libEF_8cpp" startline="114" endline="197">eEmp::resample</references>
        <references refid="classmpdf_13f172b79ec4a5ebc87898a5381141f1b" compoundref="libBM_8h" startline="184" endline="186">mpdf::samplecond</references>
      </memberdef>
      <memberdef kind="function" id="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type>void</type>
        <definition>void BM::bayes</definition>
        <argsstring>(mat Dt)</argsstring>
        <name>bayes</name>
        <param>
          <type>mat</type>
          <declname>Dt</declname>
        </param>
        <briefdescription>
<para>Batch Bayes rule (columns of Dt are observations). </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      <memberdef kind="function" id="classBM_13dc45554556926bde996a267636abe55" prot="public" static="no" const="no" explicit="no" inline="no" virt="pure-virtual">
        <type><ref refid="classepdf" kindref="compound">epdf</ref> &amp;</type>
        <definition>virtual epdf&amp; BM::_epdf</definition>
        <argsstring>()=0</argsstring>
        <name>_epdf</name>
        <reimplementedby refid="classKalman_1a213c57aef55b2645e550bed81cfc0d4">_epdf</reimplementedby>
        <reimplementedby refid="classKalman_1a213c57aef55b2645e550bed81cfc0d4">_epdf</reimplementedby>
        <reimplementedby refid="classKalman_1a213c57aef55b2645e550bed81cfc0d4">_epdf</reimplementedby>
        <reimplementedby refid="classEKFfixed_1085cf16c573eda32d8d03619c6c4b518">_epdf</reimplementedby>
        <reimplementedby refid="classMPF_1549e08268a46a250f21a33d06f19276a">_epdf</reimplementedby>
        <reimplementedby refid="classEKFfull_14080d68f79dade36ccf547d57e64bdc2">_epdf</reimplementedby>
        <reimplementedby refid="classKalman_1a213c57aef55b2645e550bed81cfc0d4">_epdf</reimplementedby>
        <reimplementedby refid="classARX_19d8eff7a9df81786191a4c55b27e5b8a">_epdf</reimplementedby>
        <briefdescription>
<para>Returns a pointer to the <ref refid="classepdf" kindref="compound">epdf</ref> representing posterior density on parameters. Use with care! </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
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        <type>const <ref refid="classRV" kindref="compound">RV</ref> &amp;</type>
        <definition>const RV&amp; BM::_rv</definition>
        <argsstring>() const </argsstring>
        <name>_rv</name>
        <briefdescription>
<para>access function </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <references refid="classBM_1af00f0612fabe66241dd507188cdbf88" compoundref="libBM_8h" startline="264">BM::rv</references>
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      <memberdef kind="function" id="classBM_187f4a547d2c29180be88175e5eab9c88" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual">
        <type>double</type>
        <definition>double BM::_ll</definition>
        <argsstring>() const </argsstring>
        <name>_ll</name>
        <briefdescription>
<para>access function </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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<para>Trivial particle filter with proposal density equal to parameter evolution model. </para>    </briefdescription>
    <detaileddescription>
<para>Posterior density is represented by a weighted empirical density (<computeroutput><ref refid="classeEmp" kindref="compound">eEmp</ref></computeroutput> ). </para>    </detaileddescription>
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