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02/16/09 10:03:13 (16 years ago)
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smidl
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  • doc/latex/classbdm_1_1PF.tex

    r270 r271  
    55{\tt \#include $<$libPF.h$>$} 
    66 
    7 Inheritance diagram for bdm::PF:\nopagebreak 
    8 \begin{figure}[H] 
     7Inheritance diagram for bdm::PF::\begin{figure}[H] 
    98\begin{center} 
    109\leavevmode 
    11 \includegraphics[width=77pt]{classbdm_1_1PF__inherit__graph} 
     10\includegraphics[height=4cm]{classbdm_1_1PF} 
    1211\end{center} 
    1312\end{figure} 
     
    2019\begin{CompactItemize} 
    2120\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} 
    25  
    26 \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item  
    27 \hypertarget{classbdm_1_1PF_6f1988db4c3f602d187a6c15ec89cb1e}{ 
    28 void \hyperlink{classbdm_1_1PF_6f1988db4c3f602d187a6c15ec89cb1e}{set\_\-est} (const \hyperlink{classbdm_1_1epdf}{epdf} \&epdf0)} 
    29 \label{classbdm_1_1PF_6f1988db4c3f602d187a6c15ec89cb1e} 
    30  
    31 \begin{CompactList}\small\item\em Set posterior density by sampling from epdf0. \item\end{CompactList}\item  
     21void \hyperlink{classbdm_1_1PF_6f1988db4c3f602d187a6c15ec89cb1e}{set\_\-est} (const \hyperlink{classbdm_1_1epdf}{epdf} \&epdf0) 
     22\item  
    3223void \hyperlink{classbdm_1_1PF_638946eea22d4964bf9350286bb4efd8}{bayes} (const vec \&dt) 
    3324\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item  
     
    4031\begin{CompactItemize} 
    4132\item  
     33\hypertarget{classbdm_1_1PF_297339fd48bc1cfd011d16603d54accb}{ 
     34\textbf{PF} ()} 
     35\label{classbdm_1_1PF_297339fd48bc1cfd011d16603d54accb} 
     36 
     37\item  
     38\hypertarget{classbdm_1_1PF_3b9fdf0d1e712392bfcad5a26c727d44}{ 
     39\textbf{PF} (\hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$par0, \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$obs0, \hyperlink{classbdm_1_1epdf}{epdf} $\ast$epdf0, int n0)} 
     40\label{classbdm_1_1PF_3b9fdf0d1e712392bfcad5a26c727d44} 
     41 
     42\item  
     43\hypertarget{classbdm_1_1PF_e6d63c627cd1600eb0a88294d0ff6ca3}{ 
     44void \textbf{set\_\-parameters} (\hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$par0, \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$obs0, int n0)} 
     45\label{classbdm_1_1PF_e6d63c627cd1600eb0a88294d0ff6ca3} 
     46 
     47\item  
     48\hypertarget{classbdm_1_1PF_9830cb311f67e8276d3f2b167ab681b9}{ 
     49void \textbf{set\_\-statistics} (const vec w0, \hyperlink{classbdm_1_1epdf}{epdf} $\ast$epdf0)} 
     50\label{classbdm_1_1PF_9830cb311f67e8276d3f2b167ab681b9} 
     51 
     52\end{CompactItemize} 
     53\end{Indent} 
     54\begin{Indent}{\bf Constructors}\par 
     55\begin{CompactItemize} 
     56\item  
    4257virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{\_\-copy\_\-} () 
    4358\end{CompactItemize} 
     
    8297 
    8398\item  
     99\hypertarget{classbdm_1_1BM_b38d92f17620813ad872d86e01a26e5e}{ 
     100void \textbf{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv)} 
     101\label{classbdm_1_1BM_b38d92f17620813ad872d86e01a26e5e} 
     102 
     103\item  
    84104\hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{ 
    85105double \textbf{\_\-ll} () const } 
     
    92112 
    93113\item  
    94 \hypertarget{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{ 
    95 virtual const \hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} () const =0} 
    96 \label{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef} 
     114\hypertarget{classbdm_1_1BM_bb7b0065d6cb722a66b371a8260121e1}{ 
     115virtual const \hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{posterior} () const =0} 
     116\label{classbdm_1_1BM_bb7b0065d6cb722a66b371a8260121e1} 
    97117 
    98118\item  
     
    126146 
    127147\begin{CompactList}\small\item\em pointer into {\tt \hyperlink{classbdm_1_1eEmp}{eEmp}} \item\end{CompactList}\item  
    128 \hypertarget{classbdm_1_1PF_cf3a1b2a407012e47ac878e3aa2fbf34}{ 
    129 \hyperlink{classbdm_1_1mpdf}{mpdf} \& \hyperlink{classbdm_1_1PF_cf3a1b2a407012e47ac878e3aa2fbf34}{par}} 
    130 \label{classbdm_1_1PF_cf3a1b2a407012e47ac878e3aa2fbf34} 
     148\hypertarget{classbdm_1_1PF_521e9621d3b5e1274275f323691afdaf}{ 
     149\hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1PF_521e9621d3b5e1274275f323691afdaf}{par}} 
     150\label{classbdm_1_1PF_521e9621d3b5e1274275f323691afdaf} 
    131151 
    132152\begin{CompactList}\small\item\em Parameter evolution model. \item\end{CompactList}\item  
    133 \hypertarget{classbdm_1_1PF_c58b8fa634272c3f48845a9020ba55aa}{ 
    134 \hyperlink{classbdm_1_1mpdf}{mpdf} \& \hyperlink{classbdm_1_1PF_c58b8fa634272c3f48845a9020ba55aa}{obs}} 
    135 \label{classbdm_1_1PF_c58b8fa634272c3f48845a9020ba55aa} 
     153\hypertarget{classbdm_1_1PF_d6e7a62fba1e0a0d73c9b87f4fb683ec}{ 
     154\hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1PF_d6e7a62fba1e0a0d73c9b87f4fb683ec}{obs}} 
     155\label{classbdm_1_1PF_d6e7a62fba1e0a0d73c9b87f4fb683ec} 
    136156 
    137157\begin{CompactList}\small\item\em Observation model. \item\end{CompactList}\item  
     
    154174 
    155175\subsection{Member Function Documentation} 
    156 \hypertarget{classbdm_1_1PF_638946eea22d4964bf9350286bb4efd8}{ 
     176\hypertarget{classbdm_1_1PF_6f1988db4c3f602d187a6c15ec89cb1e}{ 
     177\index{bdm::PF@{bdm::PF}!set\_\-est@{set\_\-est}} 
     178\index{set\_\-est@{set\_\-est}!bdm::PF@{bdm::PF}} 
     179\subsubsection[set\_\-est]{\setlength{\rightskip}{0pt plus 5cm}void bdm::PF::set\_\-est (const {\bf epdf} \& {\em epdf0})}} 
     180\label{classbdm_1_1PF_6f1988db4c3f602d187a6c15ec89cb1e} 
     181 
     182 
     183Set posterior density by sampling from epdf0  
     184 
     185Reimplemented in \hyperlink{classbdm_1_1MPF_dcecdaf2acbbee51acf3018a70989a7e}{bdm::MPF$<$ BM\_\-T $>$}. 
     186 
     187References \_\-samples, n, and bdm::epdf::sample(). 
     188 
     189Referenced by bdm::MPF$<$ BM\_\-T $>$::set\_\-est().\hypertarget{classbdm_1_1PF_638946eea22d4964bf9350286bb4efd8}{ 
    157190\index{bdm::PF@{bdm::PF}!bayes@{bayes}} 
    158191\index{bayes@{bayes}!bdm::PF@{bdm::PF}}