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Timestamp:
02/16/09 10:02:08 (17 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_1PF.tex

    r269 r270  
    33\label{classbdm_1_1PF}\index{bdm::PF@{bdm::PF}} 
    44} 
    5 Trivial particle filter with proposal density equal to parameter evolution model.   
    6  
    7  
    85{\tt \#include $<$libPF.h$>$} 
    96 
    … …  
    1512\end{center} 
    1613\end{figure} 
    17 Collaboration diagram for bdm::PF:\nopagebreak 
    18 \begin{figure}[H] 
    19 \begin{center} 
    20 \leavevmode 
    21 \includegraphics[width=129pt]{classbdm_1_1PF__coll__graph} 
    22 \end{center} 
    23 \end{figure} 
    24 \subsection*{Public Member Functions} 
    25 \begin{CompactItemize} 
    26 \item  
    27 \hypertarget{classbdm_1_1PF_df9e7dc54dbe1c78a4aa503c42f7f8c4}{ 
    28 \hyperlink{classbdm_1_1PF_df9e7dc54dbe1c78a4aa503c42f7f8c4}{PF} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0, \hyperlink{classbdm_1_1mpdf}{mpdf} \&par0, \hyperlink{classbdm_1_1mpdf}{mpdf} \&obs0, int n0)} 
    29 \label{classbdm_1_1PF_df9e7dc54dbe1c78a4aa503c42f7f8c4} 
     14 
     15 
     16\subsection{Detailed Description} 
     17Trivial particle filter with proposal density equal to parameter evolution model.  
     18 
     19Posterior density is represented by a weighted empirical density ({\tt \hyperlink{classbdm_1_1eEmp}{eEmp}} ). \subsection*{Public Member Functions} 
     20\begin{CompactItemize} 
     21\item  
     22\hypertarget{classbdm_1_1PF_db2ed4517083f83de9d61750a87274de}{ 
     23\hyperlink{classbdm_1_1PF_db2ed4517083f83de9d61750a87274de}{PF} (\hyperlink{classbdm_1_1mpdf}{mpdf} \&par0, \hyperlink{classbdm_1_1mpdf}{mpdf} \&obs0, int n0)} 
     24\label{classbdm_1_1PF_db2ed4517083f83de9d61750a87274de} 
    3025 
    3126\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item  
    … …  
    4136\label{classbdm_1_1PF_78a9f6809827be1d9bfe215d03b1c6ed} 
    4237 
    43 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     38\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 
     39\begin{Indent}{\bf Constructors}\par 
     40\begin{CompactItemize} 
     41\item  
     42virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{\_\-copy\_\-} () 
     43\end{CompactItemize} 
     44\end{Indent} 
     45\begin{Indent}{\bf Mathematical operations}\par 
     46\begin{CompactItemize} 
     47\item  
    4448\hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{ 
    4549virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)} 
    … …  
    4751 
    4852\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item  
    49 \hypertarget{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{ 
    50 virtual const \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{\_\-epdf} () const =0} 
    51 \label{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef} 
    52  
    53 \begin{CompactList}\small\item\em Returns a reference to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item  
    54 \hypertarget{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{ 
    55 virtual const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{\_\-e} () const =0} 
    56 \label{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6} 
    57  
    58 \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  
    5953virtual double \hyperlink{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{logpred} (const vec \&dt) const  
    6054\item  
    … …  
    6458 
    6559\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item  
    66 \hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{ 
    67 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 } 
    68 \label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c} 
    69  
    70 \begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item  
    71 \hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{ 
    72 const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const } 
    73 \label{classbdm_1_1BM_40a3c891996391e3135518053a917793} 
    74  
    75 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     60\hypertarget{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{ 
     61virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{epredictor} () const } 
     62\label{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba} 
     63 
     64\begin{CompactList}\small\item\em Constructs a predictive density $ f(d_{t+1} |d_{t}, \ldots d_{0}) $. \item\end{CompactList}\item  
     65\hypertarget{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{ 
     66virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{predictor} () const } 
     67\label{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912} 
     68 
     69\begin{CompactList}\small\item\em Constructs a conditional density 1-step ahead predictor. \item\end{CompactList}\end{CompactItemize} 
     70\end{Indent} 
     71\begin{Indent}{\bf Access to attributes}\par 
     72\begin{CompactItemize} 
     73\item  
    7674\hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{ 
    77 const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{\_\-drv} () const } 
     75const \hyperlink{classbdm_1_1RV}{RV} \& \textbf{\_\-drv} () const } 
    7876\label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c} 
    7977 
    80 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     78\item  
    8179\hypertarget{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{ 
    82 void \hyperlink{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv})} 
     80void \textbf{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv)} 
    8381\label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96} 
    8482 
    85 \begin{CompactList}\small\item\em set drv \item\end{CompactList}\item  
     83\item  
    8684\hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{ 
    87 double \hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const } 
     85double \textbf{\_\-ll} () const } 
    8886\label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70} 
    8987 
    90 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     88\item  
    9189\hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{ 
    92 void \hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)} 
     90void \textbf{set\_\-evalll} (bool evl0)} 
    9391\label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f} 
    9492 
    95 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    96 virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-} (bool changerv=false) 
     93\item  
     94\hypertarget{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{ 
     95virtual const \hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} () const =0} 
     96\label{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef} 
     97 
     98\item  
     99\hypertarget{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{ 
     100virtual const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \textbf{\_\-e} () const =0} 
     101\label{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6} 
     102 
    97103\end{CompactItemize} 
     104\end{Indent} 
    98105\subsection*{Protected Attributes} 
    99106\begin{CompactItemize} 
    … …  
    129136 
    130137\begin{CompactList}\small\item\em Observation model. \item\end{CompactList}\item  
    131 \hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{ 
    132 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}} 
    133 \label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca} 
    134  
    135 \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item  
    136138\hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{ 
    137139\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}} 
    … …  
    150152\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} 
    151153 
    152  
    153 \subsection{Detailed Description} 
    154 Trivial particle filter with proposal density equal to parameter evolution model.  
    155  
    156 Posterior density is represented by a weighted empirical density ({\tt \hyperlink{classbdm_1_1eEmp}{eEmp}} ).  
    157154 
    158155\subsection{Member Function Documentation} 
    … …  
    177174Reimplemented in \hyperlink{classbdm_1_1MPF_286d040770d08bd7ff416cea617b1b14}{bdm::MPF$<$ BM\_\-T $>$}. 
    178175 
    179 References bdm::mpdf::\_\-e(), \_\-samples, \_\-w, est, bdm::epdf::evallog(), bdm::mpdf::evallogcond(), n, obs, par, bdm::eEmp::resample(), and bdm::mpdf::samplecond().\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 
     176References bdm::mpdf::\_\-e(), \_\-samples, \_\-w, est, bdm::epdf::evallog(), bdm::mpdf::evallogcond(), n, obs, par, bdm::eEmp::resample(), and bdm::mpdf::samplecond().\hypertarget{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{ 
     177\index{bdm::PF@{bdm::PF}!\_\-copy\_\-@{\_\-copy\_\-}} 
     178\index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::PF@{bdm::PF}} 
     179\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- ()\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}} 
     180\label{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff} 
     181 
     182 
     183Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype:  
     184 
     185\begin{Code}\begin{verbatim} BM* _copy_(){return new BM(*this);}  
     186\end{verbatim} 
     187\end{Code} 
     188 
     189  
     190 
     191Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}.\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 
    180192\index{bdm::PF@{bdm::PF}!logpred@{logpred}} 
    181193\index{logpred@{logpred}!bdm::PF@{bdm::PF}} 
    … …  
    188200Reimplemented in \hyperlink{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}. 
    189201 
    190 Referenced by bdm::BM::logpred\_\-m().\hypertarget{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{ 
    191 \index{bdm::PF@{bdm::PF}!\_\-copy\_\-@{\_\-copy\_\-}} 
    192 \index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::PF@{bdm::PF}} 
    193 \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{]}}}} 
    194 \label{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e} 
    195  
    196  
    197 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; \}  
    198  
    199 Reimplemented in \hyperlink{classbdm_1_1ARX_20ff2de8d862f28de7da83444d65bcdb}{bdm::ARX}, and \hyperlink{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{bdm::BMEF}. 
     202Referenced by bdm::BM::logpred\_\-m(). 
    200203 
    201204The documentation for this class was generated from the following files:\begin{CompactItemize}