39 | | <area shape="rect" href="classPF.html" title="A Particle Filter prototype." alt="" coords="8,119,45,145"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,7,48,33"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="69,119,125,145"><area shape="rect" title="prop\nobs\npar" alt="" coords="89,143,97,151"><area shape="rect" title="prop\nobs\npar" alt="" coords="65,245,73,253"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="79,7,116,33"><area shape="rect" title="rv\nrvc" alt="" coords="93,31,101,39"><area shape="rect" title="rv\nrvc" alt="" coords="93,115,101,123"></map> |
| 40 | <area shape="rect" href="classPF.html" title="A Particle Filter prototype." alt="" coords="56,119,93,145"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="17,7,60,33"><area shape="rect" title="prop" alt="" coords="28,31,36,39"><area shape="rect" title="prop" alt="" coords="59,227,67,235"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="117,119,173,145"><area shape="rect" title="obs\npar" alt="" coords="132,143,140,151"><area shape="rect" title="obs\npar" alt="" coords="79,227,87,235"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="127,7,164,33"><area shape="rect" title="rv\nrvc" alt="" coords="141,31,149,39"><area shape="rect" title="rv\nrvc" alt="" coords="141,115,149,123"></map> |
46 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e6d9e3506da221a10a517bd5712b5a84"></a><!-- doxytag: member="TrivialPF::TrivialPF" ref="e6d9e3506da221a10a517bd5712b5a84" args="(mpdf &par, mpdf &obs, mpdf &prop, int n0)" --> |
47 | | </td><td class="memItemRight" valign="bottom"><b>TrivialPF</b> (<a class="el" href="classmpdf.html">mpdf</a> &par, <a class="el" href="classmpdf.html">mpdf</a> &obs, <a class="el" href="classmpdf.html">mpdf</a> &prop, int n0)</td></tr> |
| 47 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5a420747532e24b25cb0d835288795b"></a><!-- doxytag: member="TrivialPF::TrivialPF" ref="c5a420747532e24b25cb0d835288795b" args="(mpdf &par, mpdf &obs, BM &prop, int n0)" --> |
| 48 | </td><td class="memItemRight" valign="bottom"><b>TrivialPF</b> (<a class="el" href="classmpdf.html">mpdf</a> &par, <a class="el" href="classmpdf.html">mpdf</a> &obs, <a class="el" href="classBM.html">BM</a> &prop, int n0)</td></tr> |
54 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#77a92bf054d763f806d27fc37a058389"></a><br></td></tr> |
| 56 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a0e26b2f6a5884aca49122f3e4f0cf19"></a><!-- doxytag: member="TrivialPF::resample" ref="a0e26b2f6a5884aca49122f3e4f0cf19" args="(RESAMPLING_METHOD method=SYSTEMATIC)" --> |
| 57 | ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#a0e26b2f6a5884aca49122f3e4f0cf19">resample</a> (RESAMPLING_METHOD method=SYSTEMATIC)</td></tr> |
| 58 | |
| 59 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns indexes of particles that should be resampled. The ordering MUST guarantee inplace replacement. (Important for MPF.). <br></td></tr> |
| 60 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &dt)=0</td></tr> |
| 61 | |
| 62 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> |
| 63 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="TrivialPF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> |
| 64 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> |
| 65 | |
| 66 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
| 67 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="TrivialPF::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> |
| 68 | <a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr> |
| 69 | |
| 70 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> |
| 71 | <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> |
| 72 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="TrivialPF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> |
| 73 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> |
| 74 | |
| 75 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
| 76 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="TrivialPF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> |
| 77 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> |
| 78 | |
| 79 | <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> |
| 80 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
| 81 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2f44ed7a4eaa42e07bdb58d503f280"></a><!-- doxytag: member="TrivialPF::n" ref="2c2f44ed7a4eaa42e07bdb58d503f280" args="" --> |
| 82 | int </td><td class="memItemRight" valign="bottom"><b>n</b></td></tr> |
| 83 | |
| 84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6bc92f7979af4513b06b161497ba868"></a><!-- doxytag: member="TrivialPF::w" ref="f6bc92f7979af4513b06b161497ba868" args="" --> |
| 85 | vec </td><td class="memItemRight" valign="bottom"><b>w</b></td></tr> |
| 86 | |
| 87 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3568ca7c3b3175d98b548f496b4c34dd"></a><!-- doxytag: member="TrivialPF::URNG" ref="3568ca7c3b3175d98b548f496b4c34dd" args="" --> |
| 88 | Uniform_RNG </td><td class="memItemRight" valign="bottom"><b>URNG</b></td></tr> |
| 89 | |