#include <libPF.h>


Public Member Functions | |
| TrivialPF (mpdf &par, mpdf &obs, BM &prop, int n0) | |
| TrivialPF (mpdf &par, mpdf &obs, int n0) | |
| void | bayes (const vec &dt, bool evalll) |
| ivec | resample (RESAMPLING_METHOD method=SYSTEMATIC) |
| Returns indexes of particles that should be resampled. The ordering MUST guarantee inplace replacement. (Important for MPF.). | |
| virtual void | bayes (const vec &dt)=0 |
| Incremental Bayes rule. | |
| void | bayes (mat Dt) |
| Batch Bayes rule (columns of Dt are observations). | |
| epdf * | _epdf () |
| Returns a pointer to the epdf representing posterior density on parameters. Use with care! | |
Public Attributes | |
| double | ll |
| Logarithm of marginalized data likelihood. | |
| bool | evalll |
If true, the filter will compute likelihood of the data record and store it in ll . Set to false if you want to save time. | |
Protected Attributes | |
| int | n |
| vec | w |
| Uniform_RNG | URNG |
| virtual void BM::bayes | ( | const vec & | dt | ) | [pure virtual, inherited] |
Incremental Bayes rule.
| dt | vector of input data |
1.5.3