| | 80 | <tr><td colspan="2"><br><h2>Classes</h2></td></tr> |
| | 81 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><b>mpfepdf</b></td></tr> |
| | 82 | |
| | 83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">internal class for MPDF providing composition of <a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> with external components <br></td></tr> |
| | 84 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
| | 85 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0068e7ca53d90fa5911eb31a0d657f26"></a><!-- doxytag: member="bdm::MPF::MPF" ref="0068e7ca53d90fa5911eb31a0d657f26" args="()" --> |
| | 86 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#0068e7ca53d90fa5911eb31a0d657f26">MPF</a> ()</td></tr> |
| | 87 | |
| | 88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
| | 89 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e082d7ea1694624644cedc837b067f22"></a><!-- doxytag: member="bdm::MPF::set_parameters" ref="e082d7ea1694624644cedc837b067f22" args="(mpdf *par0, mpdf *obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)" --> |
| | 90 | void </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, RESAMPLING_METHOD rm=SYSTEMATIC)</td></tr> |
| | 91 | |
| | 92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1e847a14175a92bac8f9c552080da6c"></a><!-- doxytag: member="bdm::MPF::set_statistics" ref="b1e847a14175a92bac8f9c552080da6c" args="(epdf *epdf0, const BM_T *BMcond0)" --> |
| | 93 | void </td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (<a class="el" href="classbdm_1_1epdf.html">epdf</a> *epdf0, const BM_T *BMcond0)</td></tr> |
| | 94 | |
| | 95 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#286d040770d08bd7ff416cea617b1b14">bayes</a> (const vec &dt)</td></tr> |
| | 96 | |
| | 97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#286d040770d08bd7ff416cea617b1b14"></a><br></td></tr> |
| | 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="25d5dc30b1260b07edb6183bdd73ef16"></a><!-- doxytag: member="bdm::MPF::posterior" ref="25d5dc30b1260b07edb6183bdd73ef16" args="() const " --> |
| | 99 | const <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr> |
| | 100 | |
| | 101 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1401874aa88a7a3f2593070646779af2"></a><!-- doxytag: member="bdm::MPF::_e" ref="1401874aa88a7a3f2593070646779af2" args="() const " --> |
| | 102 | const <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> |
| | 103 | |
| | 104 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2e95498dec734088ab9f4878ff404144"></a><!-- doxytag: member="bdm::MPF::set_options" ref="2e95498dec734088ab9f4878ff404144" args="(const string &opt)" --> |
| | 105 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#2e95498dec734088ab9f4878ff404144">set_options</a> (const string &opt)</td></tr> |
| | 106 | |
| | 107 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set postrior of <code>rvc</code> to samples from epdf0. Statistics of BMs are not re-computed! Use only for initialization! <br></td></tr> |
| | 108 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="82b5a34d9ed0e78452f98d2ecbf1e93c"></a><!-- doxytag: member="bdm::MPF::_BM" ref="82b5a34d9ed0e78452f98d2ecbf1e93c" args="(int i)" --> |
| | 109 | <a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#82b5a34d9ed0e78452f98d2ecbf1e93c">_BM</a> (int i)</td></tr> |
| | 110 | |
| | 111 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access function. <br></td></tr> |
| | 112 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78a9f6809827be1d9bfe215d03b1c6ed"></a><!-- doxytag: member="bdm::MPF::__w" ref="78a9f6809827be1d9bfe215d03b1c6ed" args="()" --> |
| | 113 | vec * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#78a9f6809827be1d9bfe215d03b1c6ed">__w</a> ()</td></tr> |
| | 114 | |
| | 115 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
| | 116 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
| | 117 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9830cb311f67e8276d3f2b167ab681b9"></a><!-- doxytag: member="bdm::MPF::set_statistics" ref="9830cb311f67e8276d3f2b167ab681b9" args="(const vec w0, epdf *epdf0)" --> |
| | 118 | void </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> |
| | 119 | |
| | 120 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
| | 121 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr> |
| | 122 | |
| | 123 | <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> |
| | 124 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::MPF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
| | 125 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
| | 126 | |
| | 127 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
| | 128 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> |
| | 129 | |
| | 130 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::MPF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> |
| | 131 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> |
| | 132 | |
| | 133 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> |
| | 134 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::MPF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> |
| | 135 | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> |
| | 136 | |
| | 137 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_49.png">. <br></td></tr> |
| | 138 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MPF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> |
| | 139 | virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> |
| | 140 | |
| | 141 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> |
| | 142 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
| | 143 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MPF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> |
| | 144 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> |
| | 145 | |
| | 146 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::MPF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &rv)" --> |
| | 147 | void </td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> |
| | 148 | |
| | 149 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::MPF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &rv)" --> |
| | 150 | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> |
| | 151 | |
| | 152 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MPF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> |
| | 153 | double </td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> |
| | 154 | |
| | 155 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::MPF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> |
| | 156 | void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> |
| | 157 | |
| | 158 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
| | 159 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::MPF::n" ref="eeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" --> |
| | 160 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr> |
| | 161 | |
| | 162 | <tr><td class="mdescLeft"> </td><td class="mdescRight">number of particles; <br></td></tr> |
| | 163 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::MPF::est" ref="dc049265b9086cad7071f98d00a2b9af" args="" --> |
| | 164 | <a class="el" href="classbdm_1_1eEmp.html">eEmp</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af">est</a></td></tr> |
| | 165 | |
| | 166 | <tr><td class="mdescLeft"> </td><td class="mdescRight">posterior density <br></td></tr> |
| | 167 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::MPF::_w" ref="f5149d5522d1095d39240c4c607f61a3" args="" --> |
| | 168 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3">_w</a></td></tr> |
| | 169 | |
| | 170 | <tr><td class="mdescLeft"> </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> |
| | 171 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::MPF::_samples" ref="914bd66025692c4018dbd482cb3c47c1" args="" --> |
| | 172 | Array< vec > & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr> |
| | 173 | |
| | 174 | <tr><td class="mdescLeft"> </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> |
| | 175 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="521e9621d3b5e1274275f323691afdaf"></a><!-- doxytag: member="bdm::MPF::par" ref="521e9621d3b5e1274275f323691afdaf" args="" --> |
| | 176 | <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#521e9621d3b5e1274275f323691afdaf">par</a></td></tr> |
| | 177 | |
| | 178 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Parameter evolution model. <br></td></tr> |
| | 179 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6e7a62fba1e0a0d73c9b87f4fb683ec"></a><!-- doxytag: member="bdm::MPF::obs" ref="d6e7a62fba1e0a0d73c9b87f4fb683ec" args="" --> |
| | 180 | <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#d6e7a62fba1e0a0d73c9b87f4fb683ec">obs</a></td></tr> |
| | 181 | |
| | 182 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Observation model. <br></td></tr> |
| | 183 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9932c7c5865954ef9a438afcbe944e52"></a><!-- doxytag: member="bdm::MPF::resmethod" ref="9932c7c5865954ef9a438afcbe944e52" args="" --> |
| | 184 | RESAMPLING_METHOD </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52">resmethod</a></td></tr> |
| | 185 | |
| | 186 | <tr><td class="mdescLeft"> </td><td class="mdescRight">which resampling method will be used <br></td></tr> |
| | 187 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MPF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> |
| | 188 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> |
| | 189 | |
| | 190 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> |
| | 191 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MPF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> |
| | 192 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
| | 193 | |
| | 194 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
| | 195 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MPF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
| | 196 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
| | 197 | |
| | 198 | <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 computational time. <br></td></tr> |
| | 199 | <tr><td colspan="2"><div class="groupHeader">Options</div></td></tr> |
| | 200 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98ef9ff80c394fafd28680b7a3f831b1"></a><!-- doxytag: member="bdm::MPF::opt_L_smp" ref="98ef9ff80c394fafd28680b7a3f831b1" args="" --> |
| | 201 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#98ef9ff80c394fafd28680b7a3f831b1">opt_L_smp</a></td></tr> |
| | 202 | |
| | 203 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Log all samples. <br></td></tr> |
| | 204 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a49463a88ee80771a464861df845ff6"></a><!-- doxytag: member="bdm::MPF::opt_L_wei" ref="5a49463a88ee80771a464861df845ff6" args="" --> |
| | 205 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#5a49463a88ee80771a464861df845ff6">opt_L_wei</a></td></tr> |
| | 206 | |
| | 207 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Log all samples. <br></td></tr> |
| 124 | | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
| 125 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0068e7ca53d90fa5911eb31a0d657f26"></a><!-- doxytag: member="bdm::MPF::MPF" ref="0068e7ca53d90fa5911eb31a0d657f26" args="()" --> |
| 126 | | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#0068e7ca53d90fa5911eb31a0d657f26">MPF</a> ()</td></tr> |
| 127 | | |
| 128 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
| 129 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e082d7ea1694624644cedc837b067f22"></a><!-- doxytag: member="bdm::MPF::set_parameters" ref="e082d7ea1694624644cedc837b067f22" args="(mpdf *par0, mpdf *obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)" --> |
| 130 | | void </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, RESAMPLING_METHOD rm=SYSTEMATIC)</td></tr> |
| 131 | | |
| 132 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1e847a14175a92bac8f9c552080da6c"></a><!-- doxytag: member="bdm::MPF::set_statistics" ref="b1e847a14175a92bac8f9c552080da6c" args="(epdf *epdf0, const BM_T *BMcond0)" --> |
| 133 | | void </td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (<a class="el" href="classbdm_1_1epdf.html">epdf</a> *epdf0, const BM_T *BMcond0)</td></tr> |
| 134 | | |
| 135 | | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#286d040770d08bd7ff416cea617b1b14">bayes</a> (const vec &dt)</td></tr> |
| 136 | | |
| 137 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#286d040770d08bd7ff416cea617b1b14"></a><br></td></tr> |
| 138 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="25d5dc30b1260b07edb6183bdd73ef16"></a><!-- doxytag: member="bdm::MPF::posterior" ref="25d5dc30b1260b07edb6183bdd73ef16" args="() const " --> |
| 139 | | const <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr> |
| 140 | | |
| 141 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1401874aa88a7a3f2593070646779af2"></a><!-- doxytag: member="bdm::MPF::_e" ref="1401874aa88a7a3f2593070646779af2" args="() const " --> |
| 142 | | const <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> |
| 143 | | |
| 144 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2e95498dec734088ab9f4878ff404144"></a><!-- doxytag: member="bdm::MPF::set_options" ref="2e95498dec734088ab9f4878ff404144" args="(const string &opt)" --> |
| 145 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#2e95498dec734088ab9f4878ff404144">set_options</a> (const string &opt)</td></tr> |
| 146 | | |
| 147 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set postrior of <code>rvc</code> to samples from epdf0. Statistics of BMs are not re-computed! Use only for initialization! <br></td></tr> |
| 148 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="82b5a34d9ed0e78452f98d2ecbf1e93c"></a><!-- doxytag: member="bdm::MPF::_BM" ref="82b5a34d9ed0e78452f98d2ecbf1e93c" args="(int i)" --> |
| 149 | | <a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#82b5a34d9ed0e78452f98d2ecbf1e93c">_BM</a> (int i)</td></tr> |
| 150 | | |
| 151 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access function. <br></td></tr> |
| 152 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78a9f6809827be1d9bfe215d03b1c6ed"></a><!-- doxytag: member="bdm::MPF::__w" ref="78a9f6809827be1d9bfe215d03b1c6ed" args="()" --> |
| 153 | | vec * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#78a9f6809827be1d9bfe215d03b1c6ed">__w</a> ()</td></tr> |
| 154 | | |
| 155 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
| 156 | | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
| 157 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9830cb311f67e8276d3f2b167ab681b9"></a><!-- doxytag: member="bdm::MPF::set_statistics" ref="9830cb311f67e8276d3f2b167ab681b9" args="(const vec w0, epdf *epdf0)" --> |
| 158 | | void </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> |
| 159 | | |
| 160 | | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
| 161 | | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr> |
| 162 | | |
| 163 | | <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> |
| 164 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::MPF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
| 165 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
| 166 | | |
| 167 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
| 168 | | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> |
| 169 | | |
| 170 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::MPF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> |
| 171 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> |
| 172 | | |
| 173 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> |
| 174 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::MPF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> |
| 175 | | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> |
| 176 | | |
| 177 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_49.png">. <br></td></tr> |
| 178 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MPF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> |
| 179 | | virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> |
| 180 | | |
| 181 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> |
| 182 | | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
| 183 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MPF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> |
| 184 | | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> |
| 185 | | |
| 186 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::MPF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &rv)" --> |
| 187 | | void </td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> |
| 188 | | |
| 189 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::MPF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &rv)" --> |
| 190 | | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> |
| 191 | | |
| 192 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MPF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> |
| 193 | | double </td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> |
| 194 | | |
| 195 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::MPF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> |
| 196 | | void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> |
| 197 | | |
| 198 | | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
| 199 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::MPF::n" ref="eeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" --> |
| 200 | | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr> |
| 201 | | |
| 202 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">number of particles; <br></td></tr> |
| 203 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::MPF::est" ref="dc049265b9086cad7071f98d00a2b9af" args="" --> |
| 204 | | <a class="el" href="classbdm_1_1eEmp.html">eEmp</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af">est</a></td></tr> |
| 205 | | |
| 206 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">posterior density <br></td></tr> |
| 207 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::MPF::_w" ref="f5149d5522d1095d39240c4c607f61a3" args="" --> |
| 208 | | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3">_w</a></td></tr> |
| 209 | | |
| 210 | | <tr><td class="mdescLeft"> </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> |
| 211 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::MPF::_samples" ref="914bd66025692c4018dbd482cb3c47c1" args="" --> |
| 212 | | Array< vec > & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr> |
| 213 | | |
| 214 | | <tr><td class="mdescLeft"> </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> |
| 215 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="521e9621d3b5e1274275f323691afdaf"></a><!-- doxytag: member="bdm::MPF::par" ref="521e9621d3b5e1274275f323691afdaf" args="" --> |
| 216 | | <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#521e9621d3b5e1274275f323691afdaf">par</a></td></tr> |
| 217 | | |
| 218 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Parameter evolution model. <br></td></tr> |
| 219 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6e7a62fba1e0a0d73c9b87f4fb683ec"></a><!-- doxytag: member="bdm::MPF::obs" ref="d6e7a62fba1e0a0d73c9b87f4fb683ec" args="" --> |
| 220 | | <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#d6e7a62fba1e0a0d73c9b87f4fb683ec">obs</a></td></tr> |
| 221 | | |
| 222 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Observation model. <br></td></tr> |
| 223 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9932c7c5865954ef9a438afcbe944e52"></a><!-- doxytag: member="bdm::MPF::resmethod" ref="9932c7c5865954ef9a438afcbe944e52" args="" --> |
| 224 | | RESAMPLING_METHOD </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52">resmethod</a></td></tr> |
| 225 | | |
| 226 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">which resampling method will be used <br></td></tr> |
| 227 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MPF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> |
| 228 | | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> |
| 229 | | |
| 230 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> |
| 231 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MPF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> |
| 232 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
| 233 | | |
| 234 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
| 235 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MPF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
| 236 | | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
| 237 | | |
| 238 | | <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 computational time. <br></td></tr> |
| 239 | | <tr><td colspan="2"><div class="groupHeader">Options</div></td></tr> |
| 240 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98ef9ff80c394fafd28680b7a3f831b1"></a><!-- doxytag: member="bdm::MPF::opt_L_smp" ref="98ef9ff80c394fafd28680b7a3f831b1" args="" --> |
| 241 | | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#98ef9ff80c394fafd28680b7a3f831b1">opt_L_smp</a></td></tr> |
| 242 | | |
| 243 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Log all samples. <br></td></tr> |
| 244 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a49463a88ee80771a464861df845ff6"></a><!-- doxytag: member="bdm::MPF::opt_L_wei" ref="5a49463a88ee80771a464861df845ff6" args="" --> |
| 245 | | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#5a49463a88ee80771a464861df845ff6">opt_L_wei</a></td></tr> |
| 246 | | |
| 247 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Log all samples. <br></td></tr> |
| 248 | | <tr><td colspan="2"><br><h2>Classes</h2></td></tr> |
| 249 | | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><b>mpfepdf</b></td></tr> |
| 250 | | |
| 251 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">internal class for MPDF providing composition of <a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> with external components <br></td></tr> |