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Timestamp:
02/16/09 10:02:08 (16 years ago)
Author:
smidl
Message:

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

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1 modified

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  • doc/latex/classbdm_1_1MPF.tex

    r269 r270  
    33\label{classbdm_1_1MPF}\index{bdm::MPF@{bdm::MPF}} 
    44} 
    5 Marginalized Particle filter.   
    6  
    7  
    85{\tt \#include $<$libPF.h$>$} 
    96 
     
    1512\end{center} 
    1613\end{figure} 
    17 Collaboration diagram for bdm::MPF$<$ BM\_\-T $>$:\nopagebreak 
    18 \begin{figure}[H] 
    19 \begin{center} 
    20 \leavevmode 
    21 \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 
     19Marginalized Particle filter.  
     20 
     21Trivial 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} 
    2522\begin{CompactItemize} 
    2623\item  
     
    3330\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item  
    3431\hypertarget{classbdm_1_1MPF_2da4cbf7645da52ad5630ada411e3f9f}{ 
    35 const \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1MPF_2da4cbf7645da52ad5630ada411e3f9f}{\_\-epdf} () const } 
     32const \hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} () const } 
    3633\label{classbdm_1_1MPF_2da4cbf7645da52ad5630ada411e3f9f} 
    3734 
    38 \begin{CompactList}\small\item\em Returns a reference to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item  
     35\item  
    3936\hypertarget{classbdm_1_1MPF_1401874aa88a7a3f2593070646779af2}{ 
    40 const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1MPF_1401874aa88a7a3f2593070646779af2}{\_\-e} () const } 
     37const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \textbf{\_\-e} () const } 
    4138\label{classbdm_1_1MPF_1401874aa88a7a3f2593070646779af2} 
    4239 
    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}\item  
     40\item  
    4441\hypertarget{classbdm_1_1MPF_dcecdaf2acbbee51acf3018a70989a7e}{ 
    4542void \hyperlink{classbdm_1_1MPF_dcecdaf2acbbee51acf3018a70989a7e}{set\_\-est} (const \hyperlink{classbdm_1_1epdf}{epdf} \&epdf0)} 
     
    5653\label{classbdm_1_1PF_78a9f6809827be1d9bfe215d03b1c6ed} 
    5754 
    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  
     59virtual \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  
    5965\hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{ 
    6066virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)} 
     
    6975 
    7076\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}{ 
     78virtual \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}{ 
     83virtual \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  
    8191\hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{ 
    82 const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{\_\-drv} () const } 
     92const \hyperlink{classbdm_1_1RV}{RV} \& \textbf{\_\-drv} () const } 
    8393\label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c} 
    8494 
    85 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     95\item  
    8696\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})} 
     97void \textbf{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv)} 
    8898\label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96} 
    8999 
    90 \begin{CompactList}\small\item\em set drv \item\end{CompactList}\item  
     100\item  
    91101\hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{ 
    92 double \hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const } 
     102double \textbf{\_\-ll} () const } 
    93103\label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70} 
    94104 
    95 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     105\item  
    96106\hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{ 
    97 void \hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)} 
     107void \textbf{set\_\-evalll} (bool evl0)} 
    98108\label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f} 
    99109 
    100 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    101 virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-} (bool changerv=false) 
    102110\end{CompactItemize} 
     111\end{Indent} 
    103112\subsection*{Protected Attributes} 
    104113\begin{CompactItemize} 
     
    134143 
    135144\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}\item  
    141145\hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{ 
    142146\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}} 
     
    160164\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} 
    161165 
    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}).  
    169166 
    170167\subsection{Member Function Documentation} 
     
    187184Reimplemented from \hyperlink{classbdm_1_1PF_638946eea22d4964bf9350286bb4efd8}{bdm::PF}. 
    188185 
    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}{ 
     186References 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 
     193Copy 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 
     201Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}.\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 
    190202\index{bdm::MPF@{bdm::MPF}!logpred@{logpred}} 
    191203\index{logpred@{logpred}!bdm::MPF@{bdm::MPF}} 
     
    198210Reimplemented in \hyperlink{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}. 
    199211 
    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}. 
     212Referenced by bdm::BM::logpred\_\-m(). 
    210213 
    211214The documentation for this class was generated from the following file:\begin{CompactItemize}