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  • doc/html/classbdm_1_1PF.html

    r270 r271  
    66</head><body> 
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    849<div class="navigation" id="top"> 
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    1051    <ul> 
    11       <li><a href="index.html"><span>Main&nbsp;Page</span></a></li> 
     52      <li><a href="main.html"><span>Main&nbsp;Page</span></a></li> 
    1253      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1354      <li><a href="modules.html"><span>Modules</span></a></li> 
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    1555      <li class="current"><a href="classes.html"><span>Classes</span></a></li> 
    1656      <li><a href="files.html"><span>Files</span></a></li> 
    … …  
    2565    </ul> 
    2666  </div> 
    27   <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1PF.html">PF</a> 
     67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1PF.html">PF</a> 
    2868  </div> 
    2969</div> 
    … …  
    3474Inheritance diagram for bdm::PF:</div> 
    3575<div class="dynsection"> 
    36 <p><center><img src="classbdm_1_1PF__inherit__graph.png" border="0" usemap="#bdm_1_1PF__inherit__map" alt="Inheritance graph"></center> 
    37 <map name="bdm_1_1PF__inherit__map"> 
    38 <area shape="rect" href="classbdm_1_1MPF.html" title="Marginalized Particle filter." alt="" coords="5,239,152,265"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities." alt="" coords="40,84,117,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="23,7,135,33"></map> 
    39 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
     76 
     77<p><center><img src="classbdm_1_1PF.png" usemap="#bdm::PF_map" border="0" alt=""></center> 
     78<map name="bdm::PF_map"> 
     79<area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="0,56,125,80"> 
     80<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,125,24"> 
     81<area href="classbdm_1_1MPF.html" alt="bdm::MPF< BM_T >" shape="rect" coords="0,168,125,192"> 
     82</map> 
     83</div> 
    4084 
    4185<p> 
    … …  
    4690<tr><td></td></tr> 
    4791<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    48 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="db2ed4517083f83de9d61750a87274de"></a><!-- doxytag: member="bdm::PF::PF" ref="db2ed4517083f83de9d61750a87274de" args="(mpdf &amp;par0, mpdf &amp;obs0, int n0)" --> 
    49 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#db2ed4517083f83de9d61750a87274de">PF</a> (<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &amp;par0, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &amp;obs0, int n0)</td></tr> 
    50  
    51 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
    52 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6f1988db4c3f602d187a6c15ec89cb1e"></a><!-- doxytag: member="bdm::PF::set_est" ref="6f1988db4c3f602d187a6c15ec89cb1e" args="(const epdf &amp;epdf0)" --> 
    53 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#6f1988db4c3f602d187a6c15ec89cb1e">set_est</a> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;epdf0)</td></tr> 
    54  
    55 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set posterior density by sampling from epdf0. <br></td></tr> 
     92<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#6f1988db4c3f602d187a6c15ec89cb1e">set_est</a> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;epdf0)</td></tr> 
     93 
    5694<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#638946eea22d4964bf9350286bb4efd8">bayes</a> (const vec &amp;dt)</td></tr> 
    5795 
    … …  
    6199 
    62100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     101<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
     102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="297339fd48bc1cfd011d16603d54accb"></a><!-- doxytag: member="bdm::PF::PF" ref="297339fd48bc1cfd011d16603d54accb" args="()" --> 
     103&nbsp;</td><td class="memItemRight" valign="bottom"><b>PF</b> ()</td></tr> 
     104 
     105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3b9fdf0d1e712392bfcad5a26c727d44"></a><!-- doxytag: member="bdm::PF::PF" ref="3b9fdf0d1e712392bfcad5a26c727d44" args="(mpdf *par0, mpdf *obs0, epdf *epdf0, int n0)" --> 
     106&nbsp;</td><td class="memItemRight" valign="bottom"><b>PF</b> (<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *par0, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *obs0, <a class="el" href="classbdm_1_1epdf.html">epdf</a> *epdf0, int n0)</td></tr> 
     107 
     108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e6d63c627cd1600eb0a88294d0ff6ca3"></a><!-- doxytag: member="bdm::PF::set_parameters" ref="e6d63c627cd1600eb0a88294d0ff6ca3" args="(mpdf *par0, mpdf *obs0, int n0)" --> 
     109void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *par0, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *obs0, int n0)</td></tr> 
     110 
     111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9830cb311f67e8276d3f2b167ab681b9"></a><!-- doxytag: member="bdm::PF::set_statistics" ref="9830cb311f67e8276d3f2b167ab681b9" args="(const vec w0, epdf *epdf0)" --> 
     112void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec w0, <a class="el" href="classbdm_1_1epdf.html">epdf</a> *epdf0)</td></tr> 
     113 
    63114<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    64115<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a> ()</td></tr> 
    … …  
    90141void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
    91142 
     143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::PF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
     144void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
     145 
    92146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::PF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    93147double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
    … …  
    96150void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
    97151 
    98 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="963258c4c2dd05be001003b19aceefef"></a><!-- doxytag: member="bdm::PF::_epdf" ref="963258c4c2dd05be001003b19aceefef" args="() const =0" --> 
    99 virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> () const =0</td></tr> 
     152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb7b0065d6cb722a66b371a8260121e1"></a><!-- doxytag: member="bdm::PF::posterior" ref="bb7b0065d6cb722a66b371a8260121e1" args="() const =0" --> 
     153virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const =0</td></tr> 
    100154 
    101155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed0f8b880e606316ae800f3a011c3a6"></a><!-- doxytag: member="bdm::PF::_e" ref="4ed0f8b880e606316ae800f3a011c3a6" args="() const =0" --> 
    … …  
    119173 
    120174<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer into <code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr> 
    121 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf3a1b2a407012e47ac878e3aa2fbf34"></a><!-- doxytag: member="bdm::PF::par" ref="cf3a1b2a407012e47ac878e3aa2fbf34" args="" --> 
    122 <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#cf3a1b2a407012e47ac878e3aa2fbf34">par</a></td></tr> 
     175<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="521e9621d3b5e1274275f323691afdaf"></a><!-- doxytag: member="bdm::PF::par" ref="521e9621d3b5e1274275f323691afdaf" args="" --> 
     176<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#521e9621d3b5e1274275f323691afdaf">par</a></td></tr> 
    123177 
    124178<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Parameter evolution model. <br></td></tr> 
    125 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c58b8fa634272c3f48845a9020ba55aa"></a><!-- doxytag: member="bdm::PF::obs" ref="c58b8fa634272c3f48845a9020ba55aa" args="" --> 
    126 <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#c58b8fa634272c3f48845a9020ba55aa">obs</a></td></tr> 
     179<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6e7a62fba1e0a0d73c9b87f4fb683ec"></a><!-- doxytag: member="bdm::PF::obs" ref="d6e7a62fba1e0a0d73c9b87f4fb683ec" args="" --> 
     180<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#d6e7a62fba1e0a0d73c9b87f4fb683ec">obs</a></td></tr> 
    127181 
    128182<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation model. <br></td></tr> 
    … …  
    141195</table> 
    142196<hr><h2>Member Function Documentation</h2> 
     197<a class="anchor" name="6f1988db4c3f602d187a6c15ec89cb1e"></a><!-- doxytag: member="bdm::PF::set_est" ref="6f1988db4c3f602d187a6c15ec89cb1e" args="(const epdf &amp;epdf0)" --> 
     198<div class="memitem"> 
     199<div class="memproto"> 
     200      <table class="memname"> 
     201        <tr> 
     202          <td class="memname">void bdm::PF::set_est           </td> 
     203          <td>(</td> 
     204          <td class="paramtype">const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td> 
     205          <td class="paramname"> <em>epdf0</em>          </td> 
     206          <td>&nbsp;)&nbsp;</td> 
     207          <td></td> 
     208        </tr> 
     209      </table> 
     210</div> 
     211<div class="memdoc"> 
     212 
     213<p> 
     214Set posterior density by sampling from epdf0  
     215<p>Reimplemented in <a class="el" href="classbdm_1_1MPF.html#dcecdaf2acbbee51acf3018a70989a7e">bdm::MPF&lt; BM_T &gt;</a>.</p> 
     216 
     217<p>References <a class="el" href="libPF_8h-source.html#l00036">_samples</a>, <a class="el" href="libPF_8h-source.html#l00030">n</a>, and <a class="el" href="libBM_8h-source.html#l00242">bdm::epdf::sample()</a>.</p> 
     218 
     219<p>Referenced by <a class="el" href="libPF_8h-source.html#l00136">bdm::MPF&lt; BM_T &gt;::set_est()</a>.</p> 
     220 
     221</div> 
     222</div><p> 
    143223<a class="anchor" name="638946eea22d4964bf9350286bb4efd8"></a><!-- doxytag: member="bdm::PF::bayes" ref="638946eea22d4964bf9350286bb4efd8" args="(const vec &amp;dt)" --> 
    144224<div class="memitem"> 
    … …  
    170250<p>Reimplemented in <a class="el" href="classbdm_1_1MPF.html#286d040770d08bd7ff416cea617b1b14">bdm::MPF&lt; BM_T &gt;</a>.</p> 
    171251 
    172 <p>References <a class="el" href="libBM_8h-source.html#l00333">bdm::mpdf::_e()</a>, <a class="el" href="libPF_8h-source.html#l00036">_samples</a>, <a class="el" href="libPF_8h-source.html#l00034">_w</a>, <a class="el" href="libPF_8h-source.html#l00032">est</a>, <a class="el" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3">bdm::epdf::evallog()</a>, <a class="el" href="libBM_8h-source.html#l00318">bdm::mpdf::evallogcond()</a>, <a class="el" href="libPF_8h-source.html#l00030">n</a>, <a class="el" href="libPF_8h-source.html#l00040">obs</a>, <a class="el" href="libPF_8h-source.html#l00038">par</a>, <a class="el" href="libEF_8cpp-source.html#l00184">bdm::eEmp::resample()</a>, and <a class="el" href="libBM_8h-source.html#l00302">bdm::mpdf::samplecond()</a>.</p> 
     252<p>References <a class="el" href="libBM_8h-source.html#l00342">bdm::mpdf::_e()</a>, <a class="el" href="libPF_8h-source.html#l00036">_samples</a>, <a class="el" href="libPF_8h-source.html#l00034">_w</a>, <a class="el" href="libPF_8h-source.html#l00032">est</a>, <a class="el" href="libBM_8h-source.html#l00246">bdm::epdf::evallog()</a>, <a class="el" href="libBM_8h-source.html#l00327">bdm::mpdf::evallogcond()</a>, <a class="el" href="libPF_8h-source.html#l00030">n</a>, <a class="el" href="libPF_8h-source.html#l00040">obs</a>, <a class="el" href="libPF_8h-source.html#l00038">par</a>, <a class="el" href="libEF_8cpp-source.html#l00185">bdm::eEmp::resample()</a>, and <a class="el" href="libBM_8h-source.html#l00311">bdm::mpdf::samplecond()</a>.</p> 
    173253 
    174254</div> 
    … …  
    216296<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p> 
    217297 
    218 <p>Referenced by <a class="el" href="libBM_8h-source.html#l00608">bdm::BM::logpred_m()</a>.</p> 
     298<p>Referenced by <a class="el" href="libBM_8h-source.html#l00628">bdm::BM::logpred_m()</a>.</p> 
    219299 
    220300</div> 
    … …  
    223303<li><a class="el" href="libPF_8h-source.html">libPF.h</a><li>libPF.cpp</ul> 
    224304</div> 
    225 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:02 2009 for mixpp by&nbsp; 
     305<hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 15 23:09:38 2009 for mixpp by&nbsp; 
    226306<a href="http://www.doxygen.org/index.html"> 
    227307<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>