Changeset 270 for doc/latex/classbdm_1_1MPF.tex
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- 02/16/09 10:02:08 (16 years ago)
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doc/latex/classbdm_1_1MPF.tex
r269 r270 3 3 \label{classbdm_1_1MPF}\index{bdm::MPF@{bdm::MPF}} 4 4 } 5 Marginalized Particle filter.6 7 8 5 {\tt \#include $<$libPF.h$>$} 9 6 … … 15 12 \end{center} 16 13 \end{figure} 17 Collaboration diagram for bdm::MPF$<$ BM\_\-T $>$:\nopagebreak 18 \begin{figure}[H] 19 \ begin{center}20 \ leavevmode21 \includegraphics[height=400pt]{classbdm_1_1MPF__coll__graph} 22 \end{center} 23 \end{figure} 24 \subsection*{Public Member Functions}14 15 16 \subsection{Detailed Description} 17 \subsubsection*{template$<$class BM\_\-T$>$ class bdm::MPF$<$ BM\_\-T $>$} 18 19 Marginalized Particle filter. 20 21 Trivial version: proposal = parameter evolution, observation model is not used. (it is assumed to be part of \hyperlink{classbdm_1_1BM}{BM}). \subsection*{Public Member Functions} 25 22 \begin{CompactItemize} 26 23 \item … … 33 30 \begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item 34 31 \hypertarget{classbdm_1_1MPF_2da4cbf7645da52ad5630ada411e3f9f}{ 35 const \hyperlink{classbdm_1_1epdf}{epdf} \& \ hyperlink{classbdm_1_1MPF_2da4cbf7645da52ad5630ada411e3f9f}{\_\-epdf} () const }32 const \hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} () const } 36 33 \label{classbdm_1_1MPF_2da4cbf7645da52ad5630ada411e3f9f} 37 34 38 \ begin{CompactList}\small\item\em Returns a reference to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item35 \item 39 36 \hypertarget{classbdm_1_1MPF_1401874aa88a7a3f2593070646779af2}{ 40 const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \ hyperlink{classbdm_1_1MPF_1401874aa88a7a3f2593070646779af2}{\_\-e} () const }37 const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \textbf{\_\-e} () const } 41 38 \label{classbdm_1_1MPF_1401874aa88a7a3f2593070646779af2} 42 39 43 \ begin{CompactList}\small\item\em Returns a pointer to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item40 \item 44 41 \hypertarget{classbdm_1_1MPF_dcecdaf2acbbee51acf3018a70989a7e}{ 45 42 void \hyperlink{classbdm_1_1MPF_dcecdaf2acbbee51acf3018a70989a7e}{set\_\-est} (const \hyperlink{classbdm_1_1epdf}{epdf} \&epdf0)} … … 56 53 \label{classbdm_1_1PF_78a9f6809827be1d9bfe215d03b1c6ed} 57 54 58 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item 55 \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 56 \begin{Indent}{\bf Constructors}\par 57 \begin{CompactItemize} 58 \item 59 virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{\_\-copy\_\-} () 60 \end{CompactItemize} 61 \end{Indent} 62 \begin{Indent}{\bf Mathematical operations}\par 63 \begin{CompactItemize} 64 \item 59 65 \hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{ 60 66 virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)} … … 69 75 70 76 \begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 71 \hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{ 72 virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{predictor} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}) const } 73 \label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c} 74 75 \begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item 76 \hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{ 77 const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const } 78 \label{classbdm_1_1BM_40a3c891996391e3135518053a917793} 79 80 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item 77 \hypertarget{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{ 78 virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{epredictor} () const } 79 \label{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba} 80 81 \begin{CompactList}\small\item\em Constructs a predictive density $ f(d_{t+1} |d_{t}, \ldots d_{0}) $. \item\end{CompactList}\item 82 \hypertarget{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{ 83 virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{predictor} () const } 84 \label{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912} 85 86 \begin{CompactList}\small\item\em Constructs a conditional density 1-step ahead predictor. \item\end{CompactList}\end{CompactItemize} 87 \end{Indent} 88 \begin{Indent}{\bf Access to attributes}\par 89 \begin{CompactItemize} 90 \item 81 91 \hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{ 82 const \hyperlink{classbdm_1_1RV}{RV} \& \ hyperlink{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{\_\-drv} () const }92 const \hyperlink{classbdm_1_1RV}{RV} \& \textbf{\_\-drv} () const } 83 93 \label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c} 84 94 85 \ begin{CompactList}\small\item\em access function \item\end{CompactList}\item95 \item 86 96 \hypertarget{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{ 87 void \ hyperlink{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv})}97 void \textbf{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv)} 88 98 \label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96} 89 99 90 \ begin{CompactList}\small\item\em set drv \item\end{CompactList}\item100 \item 91 101 \hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{ 92 double \ hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const }102 double \textbf{\_\-ll} () const } 93 103 \label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70} 94 104 95 \ begin{CompactList}\small\item\em access function \item\end{CompactList}\item105 \item 96 106 \hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{ 97 void \ hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)}107 void \textbf{set\_\-evalll} (bool evl0)} 98 108 \label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f} 99 109 100 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item101 virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-} (bool changerv=false)102 110 \end{CompactItemize} 111 \end{Indent} 103 112 \subsection*{Protected Attributes} 104 113 \begin{CompactItemize} … … 134 143 135 144 \begin{CompactList}\small\item\em Observation model. \item\end{CompactList}\item 136 \hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{137 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}}138 \label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}139 140 \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item141 145 \hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{ 142 146 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}} … … 160 164 \begin{CompactList}\small\item\em internal class for MPDF providing composition of \hyperlink{classbdm_1_1eEmp}{eEmp} with external components \item\end{CompactList}\end{CompactItemize} 161 165 162 163 \subsection{Detailed Description}164 \subsubsection*{template$<$class BM\_\-T$>$ class bdm::MPF$<$ BM\_\-T $>$}165 166 Marginalized Particle filter.167 168 Trivial version: proposal = parameter evolution, observation model is not used. (it is assumed to be part of \hyperlink{classbdm_1_1BM}{BM}).169 166 170 167 \subsection{Member Function Documentation} … … 187 184 Reimplemented from \hyperlink{classbdm_1_1PF_638946eea22d4964bf9350286bb4efd8}{bdm::PF}. 188 185 189 References bdm::mpdf::\_\-e(), bdm::PF::\_\-samples, bdm::PF::\_\-w, bdm::PF::est, bdm::epdf::evallog(), bdm::PF::n, bdm::PF::par, bdm::eEmp::resample(), and bdm::mpdf::samplecond().\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 186 References bdm::mpdf::\_\-e(), bdm::PF::\_\-samples, bdm::PF::\_\-w, bdm::PF::est, bdm::epdf::evallog(), bdm::PF::n, bdm::PF::par, bdm::eEmp::resample(), and bdm::mpdf::samplecond().\hypertarget{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{ 187 \index{bdm::MPF@{bdm::MPF}!\_\-copy\_\-@{\_\-copy\_\-}} 188 \index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::MPF@{bdm::MPF}} 189 \subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- ()\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} 190 \label{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff} 191 192 193 Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype: 194 195 \begin{Code}\begin{verbatim} BM* _copy_(){return new BM(*this);} 196 \end{verbatim} 197 \end{Code} 198 199 200 201 Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}.\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 190 202 \index{bdm::MPF@{bdm::MPF}!logpred@{logpred}} 191 203 \index{logpred@{logpred}!bdm::MPF@{bdm::MPF}} … … 198 210 Reimplemented in \hyperlink{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}. 199 211 200 Referenced by bdm::BM::logpred\_\-m().\hypertarget{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{ 201 \index{bdm::MPF@{bdm::MPF}!\_\-copy\_\-@{\_\-copy\_\-}} 202 \index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::MPF@{bdm::MPF}} 203 \subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- (bool {\em changerv} = {\tt false})\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} 204 \label{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e} 205 206 207 Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype: BM$\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-()}\{\hyperlink{classbdm_1_1BM}{BM} Tmp$\ast$=new Tmp(this$\ast$); return Tmp; \} 208 209 Reimplemented in \hyperlink{classbdm_1_1ARX_20ff2de8d862f28de7da83444d65bcdb}{bdm::ARX}, and \hyperlink{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{bdm::BMEF}. 212 Referenced by bdm::BM::logpred\_\-m(). 210 213 211 214 The documentation for this class was generated from the following file:\begin{CompactItemize}