Changeset 32

TabularUnified BDM.kdevelop ¶

r28	r32
5	5	<projectdirectory>/home/smidl/work/mixpp</projectdirectory>
6	6	<absoluteprojectpath>true</absoluteprojectpath>
7		<author/>
8		<email/>
	7	<author></author>
	8	<email></email>
9	9	<version>$VERSION$</version>
10	10	<primarylanguage>C++</primarylanguage>
…	…
14	14	</secondaryLanguages>
15	15	<projectname>BDM</projectname>
16		<description/>
17		<defaultencoding/>
	16	<description></description>
	17	<defaultencoding></defaultencoding>
18	18	<versioncontrol>kdevsubversion</versioncontrol>
19	19	</general>
…	…
21	21	<filelistdirectory>/home/smidl/work/mixpp</filelistdirectory>
22	22	<run>
23		<mainprogram>/home/smidl/work/mixpp/tests/testKF</mainprogram>
	23	<mainprogram>/home/smidl/work/mixpp/tests/testKF_QR</mainprogram>
24	24	<directoryradio>custom</directoryradio>
25	25	<customdirectory>/home/smidl/work/mixpp</customdirectory>
26		<programargs/>
	26	<programargs></programargs>
27	27	<terminal>false</terminal>
28	28	<autocompile>true</autocompile>
29	29	<envvars/>
30		<globaldebugarguments/>
	30	<globaldebugarguments></globaldebugarguments>
31	31	<globalcwd>/home/smidl/work/mixpp</globalcwd>
32	32	<useglobalprogram>false</useglobalprogram>
…	…
42	42	<numberofjobs>0</numberofjobs>
43	43	<dontact>false</dontact>
44		<makebin/>
	44	<makebin></makebin>
45	45	<selectedenvironment>default</selectedenvironment>
46	46	<environments>
…	…
48	48	</environments>
49	49	<prio>0</prio>
50		<defaulttarget/>
51		<makeoptions/>
	50	<defaulttarget></defaulttarget>
	51	<makeoptions></makeoptions>
52	52	</make>
53	53	<filetypes>
…	…
70	70	<other>
71	71	<prio>0</prio>
72		<otherbin/>
73		<defaulttarget/>
74		<otheroptions/>
	72	<otherbin></otherbin>
	73	<defaulttarget></defaulttarget>
	74	<otheroptions></otheroptions>
75	75	<selectedenvironment>default</selectedenvironment>
76	76	<environments>
…	…
144	144	</qt>
145	145	<creategettersetter>
146		<prefixGet/>
	146	<prefixGet></prefixGet>
147	147	<prefixSet>set</prefixSet>
148	148	<prefixVariable>m_,_</prefixVariable>
…	…
177	177	<projectdirectory>/home/smidl/work/mixpp</projectdirectory>
178	178	<absoluteprojectpath>true</absoluteprojectpath>
179		<gdbpath/>
180		<dbgshell/>
181		<configGdbScript/>
182		<runShellScript/>
183		<runGdbScript/>
	179	<gdbpath></gdbpath>
	180	<dbgshell></dbgshell>
	181	<configGdbScript></configGdbScript>
	182	<runShellScript></runShellScript>
	183	<runGdbScript></runGdbScript>
184	184	<breakonloadinglibs>true</breakonloadinglibs>
185	185	<separatetty>false</separatetty>

TabularUnified BDM.kdevelop.filelist ¶

r28	r32
1	1	CMakeLists.txt
	2	bdm
2	3	bdm/CMakeLists.txt
	4	bdm/estim
3	5	bdm/estim/libKF.cpp
4	6	bdm/estim/libKF.h
…	…
19	21	tests/CMakeLists.txt
20	22	tests/test0.cpp
	23	tests/testEpdf.cpp
21	24	tests/testKF.cpp
	25	tests/testKF_QR.cpp
22	26	tests/testPF.cpp
	27	tests/testResample.cpp
23	28	tests/testSmp.cpp

TabularUnified bdm/estim/libKF.cpp ¶

r28	r32
6	6	using std::endl;
7	7
8		KalmanFull::KalmanFull( mat A0, mat B0, mat C0, mat D0, mat R0, mat Q0, mat P0, vec mu0 ) {
	8	KalmanFull::KalmanFull ( mat A0, mat B0, mat C0, mat D0, mat R0, mat Q0, mat P0, vec mu0 ) {
9	9	dimx = A0.rows();
10	10	dimu = B0.cols();
11	11	dimy = C0.rows();
12	12
13		it_assert_debug~~( A0.cols()~~==dimx, "KalmanFull: A is not square" );
14		it_assert_debug~~( B0.rows()~~==dimx, "KalmanFull: B is not compatible" );
15		it_assert_debug~~( C0.cols()~~==dimx, "KalmanFull: C is not square" );
16		it_assert_debug~~(( D0.rows()==dimy ) \|\| ( D0.cols()~~==dimu ), "KalmanFull: D is not compatible" );
17		it_assert_debug~~(( R0.cols()==dimy ) \|\| ( R0.rows()~~==dimy ), "KalmanFull: R is not compatible" );
18		it_assert_debug~~(( Q0.cols()==dimx ) \|\| ( Q0.rows()~~==dimx ), "KalmanFull: Q is not compatible" );
	13	it_assert_debug ( A0.cols() ==dimx, "KalmanFull: A is not square" );
	14	it_assert_debug ( B0.rows() ==dimx, "KalmanFull: B is not compatible" );
	15	it_assert_debug ( C0.cols() ==dimx, "KalmanFull: C is not square" );
	16	it_assert_debug ( ( D0.rows() ==dimy ) \|\| ( D0.cols() ==dimu ), "KalmanFull: D is not compatible" );
	17	it_assert_debug ( ( R0.cols() ==dimy ) \|\| ( R0.rows() ==dimy ), "KalmanFull: R is not compatible" );
	18	it_assert_debug ( ( Q0.cols() ==dimx ) \|\| ( Q0.rows() ==dimx ), "KalmanFull: Q is not compatible" );
19	19
20	20	A = A0;
…	…
28	28	}
29	29
30		void KalmanFull::bayes~~( const vec &dt~~) {
31		it_assert_debug~~( dt.length()==~~( dimy+dimu ),"KalmanFull::bayes wrong size of dt" );
	30	void KalmanFull::bayes ( const vec &dt ) {
	31	it_assert_debug ( dt.length() == ( dimy+dimu ),"KalmanFull::bayes wrong size of dt" );
32	32
33		vec u = dt.get( dimy,dimy+dimu-1 );
34		vec y = dt.get( 0,dimy-1 );
	33	vec u = dt.get ( dimy,dimy+dimu-1 );
	34	vec y = dt.get ( 0,dimy-1 );
35	35	//Time update
36	36	mu = Amu + Bu;
…	…
39	39	//Data update
40	40	_Ry = CPC.transpose() + R;
41		_iRy = inv( _Ry );
42		_K = PC.transpose()_iRy;
	41	_iRy = inv ( _Ry );
	42	_K = PC.transpose() _iRy;
43	43	P -= _KCP; // P = P -KCP;
44		mu += _K( y-Cmu-D*u );
	44	mu += _K* ( y-Cmu-Du );
45	45	};
46	46
…	…
50	50	}
51	51
	52	void KFcondQR::condition ( const vec &QR ) {
	53	it_assert_debug ( QR.length() == ( rvc.count() ),"KFcondRQ: conditioning by incompatible vector" );
	54
	55	Q.setD ( QR ( 0, dimx-1 ));
	56	R.setD ( QR ( dimx, -1 ));
	57	};
	58
	59	void KFcondR::condition ( const vec &R0 ) {
	60	it_assert_debug ( R0.length() == ( rvc.count() ),"KFcondR: conditioning by incompatible vector" );
	61
	62	R.setD ( R0 );
	63	};

TabularUnified bdm/estim/libKF.h ¶

r28	r32
24	24	* \brief Basic Kalman filter with full matrices (education purpose only)! Will be deleted soon!
25	25	*/
26		class KalmanFull : public BM {
	26
	27	class KalmanFull {
27	28	int dimx, dimy, dimu;
28	29	mat A, B, C, D, R, Q;
29
30		//cache
	30
	31	//cache
31	32	mat _Pp, _Ry, _iRy, _K;
32	33	public:
33		//posterior
	34	//posterior
34	35	//! Mean value of the posterior density
35	36	vec mu;
…	…
38	39
39	40	public:
40		//! Full constructor
41		KalmanFull ( mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0);
	41	//! Full constructor
	42	KalmanFull ( mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0 );
42	43	//! Here dt = [yt;ut] of appropriate dimensions
43		void bayes(const vec &dt);
44		epdf* _epdf(){return NULL;};
	44	void bayes ( const vec &dt );
45	45
46	46	friend std::ostream &operator<< ( std::ostream &os, const KalmanFull &kf );
…	…
53	53	*/
54	54	template<class sq_T>
55		class Kalman : public BM {
	55
	56	class Kalman : public BM {
56	57	protected:
	58	RV rvy;
	59	RV rvu;
57	60	int dimx, dimy, dimu;
58	61	mat A, B, C, D;
59		sq_T ~~R, Q~~;
60
61		//!posterior on $x_t$
	62	sq_T Q,R;
	63
	64	//!posterior density on $x_t$
62	65	enorm<sq_T> est;
63	66	//!preditive density on $y_t$
64	67	enorm<sq_T> fy;
65
	68
66	69	mat _K;
67	70	//cache of fy
68		vec* _yp;
	71	vec* _yp;
69	72	sq_T* _Ry,*_iRy;
70	73	//cache of est
71	74	vec* _mu;
72	75	sq_T* _P, *_iP;
73
	76
74	77	public:
75	78	//! Default constructor
76		Kalman (RV rvx0, RV rvy0, RV rvu0);
77		//! Set parameters with check of relevance
78		void set_parameters (const mat &A0,const mat &B0,const mat &C0,const mat &D0,const sq_T &R0,const sq_T &Q0);
	79	Kalman ( RV rvx0, RV rvy0, RV rvu0 );
	80	//! Copy constructor
	81	Kalman ( const Kalman<sq_T> &K0 );
	82	//! Set parameters with check of relevance
	83	void set_parameters ( const mat &A0,const mat &B0,const mat &C0,const mat &D0,const sq_T &R0,const sq_T &Q0 );
79	84	//! Set estimate values, used e.g. in initialization.
80		void set_est(const vec &mu0, const sq_T &P0 ){est.set_parameters(mu0,P0);};
	85
	86	void set_est ( const vec &mu0, const sq_T &P0 ) {
	87	sq_T pom(dimy);
	88	est.set_parameters ( mu0,P0 );
	89	P0.mult_sym(C,pom);
	90	fy.set_parameters ( C*mu0, pom );
	91	};
	92
81	93	//! Here dt = [yt;ut] of appropriate dimensions
82		void bayes(const vec &dt);
	94	void bayes ( const vec &dt );
	95	epdf& _epdf() {return est;}
83	96
84	97	// friend std::ostream &operator<< ( std::ostream &os, const Kalman<sq_T> &kf );
85	98
86	99	//!access functions
87		enorm<sq_T>* _epdf(){return &est;}
88		};
89
90		/*!
91		\brief Extended Kalman Filter
	100	};
	101
	102	/*!
	103	\brief Extended Kalman Filter
92	104
93	105	An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean.
94	106	*/
95	107	template<class sq_T>
	108
96	109	class EKF : public Kalman<ldmat> {
97	110	//! Internal Model f(x,u)
…	…
99	112	//! Observation Model h(x,u)
100	113	diffbifn* phxu;
101		public:
	114	public:
102	115	//! Default constructor
103		EKF (~~RV rvx, RV rvy, RV rvu~~);
104		void set_parameters~~(diffbifn* pfxu, diffbifn* phxu, const sq_T Q0, const sq_T R0~~);
	116	EKF ( RV rvx, RV rvy, RV rvu );
	117	void set_parameters ( diffbifn* pfxu, diffbifn* phxu, const sq_T Q0, const sq_T R0 );
105	118	//! Here dt = [yt;ut] of appropriate dimensions
106		void bayes(const vec &dt);
	119	void bayes ( const vec &dt );
	120	};
	121
	122	/*!
	123	\brief Kalman Filter with conditional diagonal matrices R and Q.
	124	*/
	125
	126	class KFcondQR : public Kalman<ldmat>, public BMcond {
	127	//protected:
	128	public:
	129	KFcondQR ( RV rvx, RV rvy, RV rvu, RV rvRQ ) : Kalman<ldmat> ( rvx, rvy,rvu ),BMcond ( rvRQ ) {};
	130
	131	void condition ( const vec &RQ );
	132	};
	133
	134	/*!
	135	\brief Kalman Filter with conditional diagonal matrices R and Q.
	136	*/
	137
	138	class KFcondR : public Kalman<ldmat>, public BMcond {
	139	//protected:
	140	public:
	141	KFcondR ( RV rvx, RV rvy, RV rvu, RV rvR ) : Kalman<ldmat> ( rvx, rvy,rvu ),BMcond ( rvR ) {};
	142
	143	void condition ( const vec &R );
107	144	};
108	145
…	…
110	147
111	148	template<class sq_T>
112		Kalman<sq_T>::Kalman(RV rvx, RV rvy, RV rvu): BM(),
113		dimx(rvx.count()), dimy(rvy.count()),dimu(rvu.count()),
114		A(dimx,dimx), B(dimx,dimu), C(dimy,dimx), D(dimy,dimu), est(rvx), fy(rvy){
	149	Kalman<sq_T>::Kalman ( const Kalman<sq_T> &K0 ) : BM ( K0.rv ),rvy ( K0.rvy ),rvu ( K0.rvu ),
	150	dimx ( rv.count() ), dimy ( rvy.count() ),dimu ( rvu.count() ),
	151	A ( dimx,dimx ), B ( dimx,dimu ), C ( dimy,dimx ), D ( dimy,dimu ),est ( rv ), fy ( rvy ) {
	152
	153	this->set_parameters ( K0.A, K0.B, K0.C, K0.D, K0.R, K0.Q );
	154
	155	//establish pointers
	156	_mu = est._mu();
	157	est._R ( _P,_iP );
	158
	159	//fy
	160	_yp = fy._mu();
	161	fy._R ( _Ry,_iRy );
	162
	163	//reset copy values in pointers
	164	_mu = K0._mu;
	165	_P = K0._P;
	166	_iP = K0._iP;
	167	_yp = K0._yp;
	168	_iRy = K0._iRy;
	169	_Ry = K0._Ry;
	170
	171	}
	172
	173	template<class sq_T>
	174	Kalman<sq_T>::Kalman ( RV rvx, RV rvy0, RV rvu0 ) : BM ( rvx ),rvy ( rvy0 ),rvu ( rvu0 ),
	175	dimx ( rvx.count() ), dimy ( rvy.count() ),dimu ( rvu.count() ),
	176	A ( dimx,dimx ), B ( dimx,dimu ), C ( dimy,dimx ), D ( dimy,dimu ),
	177	Q(dimx), R (dimy),
	178	est ( rvx ), fy ( rvy ) {
115	179	//assign cache
116	180	//est
117		_mu = est._mu();
118		~~est._R(_P,_iP~~);
	181	_mu = est._mu();
	182	est._R ( _P,_iP );
119	183
120	184	//fy
121		_yp = fy._mu();
122		~~fy._R(_Ry,_iRy~~);
123		};
124
125		template<class sq_T>
126		void Kalman<sq_T>::set_parameters~~(const mat &A0,const mat &B0, const mat &C0, const mat &D0, const sq_T &R0, const sq_T &Q0~~) {
127		it_assert_debug~~( A0.cols()~~==dimx, "Kalman: A is not square" );
128		it_assert_debug~~( B0.rows()~~==dimx, "Kalman: B is not compatible" );
129		it_assert_debug~~( C0.cols()~~==dimx, "Kalman: C is not square" );
130		it_assert_debug~~(( D0.rows()==dimy ) \|\| ( D0.cols()~~==dimu ), "Kalman: D is not compatible" );
131		it_assert_debug~~(( R0.cols()==dimy ) \|\| ( R0.rows()~~==dimy ), "Kalman: R is not compatible" );
132		it_assert_debug~~(( Q0.cols()==dimx ) \|\| ( Q0.rows()~~==dimx ), "Kalman: Q is not compatible" );
	185	_yp = fy._mu();
	186	fy._R ( _Ry,_iRy );
	187	};
	188
	189	template<class sq_T>
	190	void Kalman<sq_T>::set_parameters ( const mat &A0,const mat &B0, const mat &C0, const mat &D0, const sq_T &R0, const sq_T &Q0 ) {
	191	it_assert_debug ( A0.cols() ==dimx, "Kalman: A is not square" );
	192	it_assert_debug ( B0.rows() ==dimx, "Kalman: B is not compatible" );
	193	it_assert_debug ( C0.cols() ==dimx, "Kalman: C is not square" );
	194	it_assert_debug ( ( D0.rows() ==dimy ) \|\| ( D0.cols() ==dimu ), "Kalman: D is not compatible" );
	195	it_assert_debug ( ( R0.cols() ==dimy ) \|\| ( R0.rows() ==dimy ), "Kalman: R is not compatible" );
	196	it_assert_debug ( ( Q0.cols() ==dimx ) \|\| ( Q0.rows() ==dimx ), "Kalman: Q is not compatible" );
133	197
134	198	A = A0;
…	…
137	201	D = D0;
138	202	R = R0;
139		Q = Q0;
	203	Q = Q0;
140	204	}
141	205
142	206	template<class sq_T>
143		void Kalman<sq_T>::bayes~~( const vec &dt~~) {
144		it_assert_debug~~( dt.length()==~~( dimy+dimu ),"KalmanFull::bayes wrong size of dt" );
145
146		vec u = dt.get( dimy,dimy+dimu-1 );
147		vec y = dt.get( 0,dimy-1 );
	207	void Kalman<sq_T>::bayes ( const vec &dt ) {
	208	it_assert_debug ( dt.length() == ( dimy+dimu ),"KalmanFull::bayes wrong size of dt" );
	209
	210	vec u = dt.get ( dimy,dimy+dimu-1 );
	211	vec y = dt.get ( 0,dimy-1 );
148	212	//Time update
149		_mu = A~~(_mu~~) + Bu;
	213	_mu = A ( _mu ) + Bu;
150	214	//P = APA.transpose() + Q; in sq_T
151		_P->mult_sym( A );
152		(*_P)+=Q;
	215	_P->mult_sym ( A );
	216	( *_P ) +=Q;
153	217
154	218	//Data update
155	219	//_Ry = CPC.transpose() + R; in sq_T
156		_P->mult_sym~~( C, *_Ry~~);
157		(*_Ry)+=R;
	220	_P->mult_sym ( C, *_Ry );
	221	( *_Ry ) +=R;
158	222
159	223	mat Pfull = _P->to_mat();
160
161		_Ry->inv( *_iRy ); // result is in _iRy;
162		_K = PfullC.transpose()(_iRy->to_mat());
163
164		sq_T pom((int)Pfull.rows());
165		_iRy->mult_sym_t(C*Pfull,pom);
166		(_P) -= pom; // P = P -PC'iRyCP;
167		(_yp) = C(_mu)+Du; //y prediction
168		(_mu) += _K( y-(*_yp) );
169
170		if (evalll==true) {
171		ll+=fy.evalpdflog(*_yp);
	224
	225	_Ry->inv ( *_iRy ); // result is in _iRy;
	226	fy._cached ( true );
	227	_K = PfullC.transpose() ( _iRy->to_mat() );
	228
	229	sq_T pom ( ( int ) Pfull.rows() );
	230	_iRy->mult_sym_t ( C*Pfull,pom );
	231	( _P ) -= pom; // P = P -PC'iRyCP;
	232	( _yp ) = C ( _mu ) +Du; //y prediction
	233	( _mu ) += _K ( y- ( *_yp ) );
	234
	235
	236	if ( evalll==true ) { //likelihood of observation y
	237	ll=fy.evalpdflog ( y );
172	238	}
	239
	240	//cout << "y: " << y-(*_yp) <<" R: " << _Ry->to_mat() << " iR: " << _iRy->to_mat() << " ll: " << ll <<endl;
	241
173	242	};
174	243
…	…
176	245
177	246	template<class sq_T>
178		EKF<sq_T>::EKF~~(RV rvx0, RV rvy0, RV rvu0): Kalman<ldmat>(rvx0,rvy0,rvu0)~~{}
179
180		template<class sq_T>
181		void EKF<sq_T>::set_parameters~~(diffbifn* pfxu0, diffbifn* phxu0,const sq_T Q0,const sq_T R0~~) {
182		pfxu = pfxu0;
183		phxu = phxu0;
184
185		//initialize matrices A C, later, these will be only updated!
186		~~pfxu->dfdx_cond(*_mu,zeros(dimu),A,true~~);
187		~~pfxu->dfdu_cond(*_mu,zeros(dimu),B,true~~);
188		~~phxu->dfdx_cond(*_mu,zeros(dimu),C,true~~);
189		~~phxu->dfdu_cond(*_mu,zeros(dimu),D,true~~);
190
191		R = R0;
192		Q = Q0;
	247	EKF<sq_T>::EKF ( RV rvx0, RV rvy0, RV rvu0 ) : Kalman<ldmat> ( rvx0,rvy0,rvu0 ) {}
	248
	249	template<class sq_T>
	250	void EKF<sq_T>::set_parameters ( diffbifn* pfxu0, diffbifn* phxu0,const sq_T Q0,const sq_T R0 ) {
	251	pfxu = pfxu0;
	252	phxu = phxu0;
	253
	254	//initialize matrices A C, later, these will be only updated!
	255	pfxu->dfdx_cond ( *_mu,zeros ( dimu ),A,true );
	256	pfxu->dfdu_cond ( *_mu,zeros ( dimu ),B,true );
	257	phxu->dfdx_cond ( *_mu,zeros ( dimu ),C,true );
	258	phxu->dfdu_cond ( *_mu,zeros ( dimu ),D,true );
	259
	260	R = R0;
	261	Q = Q0;
193	262
194	263	using std::cout;
…	…
201	270
202	271	template<class sq_T>
203		void EKF<sq_T>::bayes~~( const vec &dt~~) {
204		it_assert_debug~~( dt.length()==~~( dimy+dimu ),"KalmanFull::bayes wrong size of dt" );
205
206		vec u = dt.get( dimy,dimy+dimu-1 );
207		vec y = dt.get( 0,dimy-1 );
	272	void EKF<sq_T>::bayes ( const vec &dt ) {
	273	it_assert_debug ( dt.length() == ( dimy+dimu ),"KalmanFull::bayes wrong size of dt" );
	274
	275	vec u = dt.get ( dimy,dimy+dimu-1 );
	276	vec y = dt.get ( 0,dimy-1 );
208	277	//Time update
209		_mu = pfxu->eval~~(_mu, u~~);
210		pfxu->dfdx_cond~~(*_mu,u,A,false~~); //update A by a derivative of fx
211
	278	_mu = pfxu->eval ( _mu, u );
	279	pfxu->dfdx_cond ( *_mu,u,A,false ); //update A by a derivative of fx
	280
212	281	//P = APA.transpose() + Q; in sq_T
213		_P->mult_sym( A );
214		(*_P)+=Q;
	282	_P->mult_sym ( A );
	283	( *_P ) +=Q;
215	284
216	285	//Data update
217		phxu->dfdx_cond~~(*_mu,u,C,false~~); //update C by a derivative hx
	286	phxu->dfdx_cond ( *_mu,u,C,false ); //update C by a derivative hx
218	287	//_Ry = CPC.transpose() + R; in sq_T
219		_P->mult_sym~~( C, *_Ry~~);
220		(*_Ry)+=R;
	288	_P->mult_sym ( C, *_Ry );
	289	( *_Ry ) +=R;
221	290
222	291	mat Pfull = _P->to_mat();
223
224		_Ry->inv( *_iRy ); // result is in _iRy;
225		_K = PfullC.transpose()(_iRy->to_mat());
226		(_P) -= _KC*Pfull; // P = P -KCP;
227		_yp = phxu->eval(_mu,u); //y prediction
228		(_mu) += _K( y-*_yp );
229
230		if (evalll==true) {ll+=est.evalpdflog(y);}
	292
	293	_Ry->inv ( *_iRy ); // result is in _iRy;
	294	_K = PfullC.transpose() ( _iRy->to_mat() );
	295
	296	sq_T pom ( ( int ) Pfull.rows() );
	297	_iRy->mult_sym_t ( C*Pfull,pom );
	298	( _P ) -= pom; // P = P -PC'iRyCP;
	299	_yp = phxu->eval ( _mu,u ); //y prediction
	300	( _mu ) += _K ( y-*_yp );
	301
	302	if ( evalll==true ) {ll+=fy.evalpdflog ( y );}
231	303	};
232	304

TabularUnified bdm/estim/libPF.cpp ¶

r28	r32
5	5	using std::endl;
6	6
7		~~PF::PF(vec w0){w=w0/sum(w0); n=w.length();}~~
8	7
9		ivec PF::resample( RESAMPLING_METHOD method ) {
10		ivec ind=zeros_i( n );
11		ivec N_babies = zeros_i( n );
12		vec cumDist = cumsum( w );
13		vec u( n );
14		int i,j,parent;
15		double u0;
	8	void PF::bayes ( const vec &dt ) {
	9	int i;
	10	vec lls ( n );
	11	ivec ind;
	12	double mlls=-std::numeric_limits<double>::infinity(), sum=0.0;
16	13
17		switch ( method ) {
18		case MULTINOMIAL:
19		u( n - 1 ) = pow( URNG.sample(), 1.0 / n );
20		for ( i = n - 2;i >= 0;i-- ) {
21		u( i ) = u( i + 1 ) * pow( URNG.sample(), 1.0 / ( i + 1 ) );
22		}
23		break;
24		case STRATIFIED:
25		for ( i = 0;i < n;i++ ) {
26		u( i ) = ( i + URNG.sample() ) / n;
27		}
28		break;
29		case SYSTEMATIC:
30		u0 = URNG.sample();
31		for ( i = 0;i < n;i++ ) {
32		u( i ) = ( i + u0 ) / n;
33		}
34		break;
35		default:
36		it_error( "PF::resample(): Unknown resampling method" );
37		}
38
39		// // <<<<<<<<<<<
40		// using std::cout;
41		// cout << "resampling:" << endl;
42		// cout << w <<endl;
43		// cout << cumDist <<endl;
44		// cout << u <<endl;
	14	for ( i=0;i<n;i++ ) {
	15	//generate new samples from paramater evolution model;
	16	_samples ( i ) = par.samplecond ( _samples ( i ), lls ( i ) );
	17	lls ( i ) *= obs.evalcond ( dt,_samples ( i ) );
45	18
46		// U is now full
47		j = 0;
48		for ( i = 0;i < n;i++ ) {
49		while ( u( i ) > cumDist( j ) ) j++;
50		N_babies( j )++;
	19	if ( lls ( i ) >mlls ) mlls=lls ( i ); //find maximum
51	20	}
52	21
53		// // <<<<<<<<<<<
54		// cout << N_babies <<endl;
	22	// compute weights
	23	for ( i=0;i<n;i++ ) {
	24	_w ( i ) *= exp ( lls ( i ) - mlls ); // multiply w by likelihood
	25	}
55	26
56		// We have assigned new babies for each Particle
57		// Now, we fill the resulting index such that:
58		// * particles with at least one baby should not move *
59		// This assures that reassignment can be done inplace;
	27	//renormalize
	28	for ( i=0;i<n;i++ ) {sum+=_w ( i );};
60	29
61		// find the first parent;
62		parent=0; while(N_babies(parent)==0) parent++;
63		// Build index
64		for ( i = 0;i < n;i++ ) {
65		if ( N_babies( i ) > 0 ){
66		ind( i ) = i;
67		N_babies( i ) --; //this index was now replicated;
68		}
69		else {
70		// test if the parent has been fully replicated
71		// if yes, find the next one
72		while((N_babies(parent)==0) \|\| (N_babies(parent)==1 && parent>i) ) parent++;
73		// Replicate parent
74		ind (i) = parent;
75		N_babies( parent ) --; //this index was now replicated;
76		}
77		/* // <<<<<<<<<<<
78		cout <<ind << endl;*/
79		}
80		return ind;
	30	_w ( i ) /=sum; //?
	31
	32	ind = est.resample();
	33
81	34	}
82	35
83		TrivialPF::TrivialPF( mpdf &par0, mpdf &obs0, BM &prop0, int n0 ) : PF(1/n*ones(n)) {
84		is_proposal = true;
85		prop = &prop0;
86		par = &par0;
87		obs = &obs0;
88		}
89		TrivialPF::TrivialPF( mpdf &par0, mpdf &obs0, int n0 ) : PF(1/n*ones(n)) {
90		is_proposal = false;
91		par = &par0;
92		obs = &obs0;
	36	void PF::set_est ( const epdf &epdf0 ) {
	37	int i;
	38
	39	for ( i=0;i<n;i++ ) {
	40	_samples ( i ) = epdf0.sample();
	41	}
93	42	}
94	43
95		void TrivialPF::bayes( const vec &dt , bool evalll ) {
96		int i;
97		vec oldp;
98		double ll, gl, sum = 0.0;
99		Sort<double> S;
100		ivec ind, iw;
101
102		//generate new samples
103		for ( i=0;i<n;i++ ) {
104		if(is_proposal) {
105		epdf* prop_epdf;
106		// prop_epdf = prop._epdf();
107		prop->bayes(dt);
108		ptcls( i ) = prop_epdf->sample();
109		}
110		// gl = prop_cond.eval( ptcls( i ) );
111
112		// obs.evalcond( ptcls( i ), &obs_cond );
113		// ll = obs_cond.eval( dt );
114		w( i ) *= ll/gl;
115		}
116		//renormalize
117		for ( i=0;i<n;i++ ){sum+=w( i );};
118		w( i ) /=sum; //?
119
120		ind = resample();
121		iw = S.sort_index( 0,n-1,w ); // the first one in iw is the strongest
122
123		for ( i=0;i<n;i++ ) {
124		ptcls( i ) = ptcls( i ); //potentionally dangerous!
125		}
126
127		}
	44	//MPF::MPF:{}

TabularUnified bdm/estim/libPF.h ¶

r28	r32
15	15
16	16	#include <itpp/itbase.h>
17		#include "../stat/libBM.h"
	17	#include "../stat/libEF.h"
18	18	#include "../math/libDC.h"
19	19
20	20	using namespace itpp;
21	21
22		enum RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 };
	22	/*!
	23	* \brief Trivial particle filter with proposal density equal to parameter evolution model.
23	24
24		/*!
25		* ~~\brief A Particle Filter prototype~~
	25	Posterior density is represented by a weighted empirical density (\c eEmp ).
	26	*/
26	27
27		Bayesian Filtering equations hold.
28		*/
29		class PF : public BM {
	28	class PF : public BM {
30	29	protected:
31		int n; //number of particles
32		vec w; //particle weights
33		Uniform_RNG URNG; //used for resampling
34
	30	//!number of particles;
	31	int n;
	32	//!posterior density
	33	eEmp est;
	34	//! pointer into \c eEmp
	35	vec &_w;
	36	//! pointer into \c eEmp
	37	Array<vec> &_samples;
	38	//! Parameter evolution model
	39	mpdf &par;
	40	//! Observation model
	41	mpdf &obs;
35	42	public:
36		//! Returns indexes of particles that should be resampled. The ordering MUST guarantee inplace replacement. (Important for MPF.)
37		ivec resample(RESAMPLING_METHOD method = SYSTEMATIC);
38		PF (vec w);
	43	PF ( const RV &rv0, mpdf &par0, mpdf &obs0, int n0 ) :BM ( rv0 ),
	44	n ( n0 ),est ( rv0,n ),_w ( est._w() ),_samples ( est._samples() ),
	45	par ( par0 ), obs ( obs0 ) {};
	46
	47	// void set_parametres(mpdf &par0, mpdf &obs0) {par=&par0;obs=&obs0;};
	48	void set_est ( const epdf &epdf0 );
39	49	//TODO remove or implement bayes()!
40		void bayes(const vec &dt){};
41		epdf* _epdf(){return NULL;}
	50	void bayes ( const vec &dt );
42	51	};
43	52
44	53	/*!
45		* \brief Trivial particle filter with proposal density that is not conditioned on the data.
	54	\brief Marginalized Particle filter
46	55
47
	56	Trivial version: proposal $=$ parameter evolution, observation model is not used. (it is assumed to be part of BM).
48	57	*/
49	58
50		class TrivialPF : public PF {
51		Array<vec> ptcls;
52
53		bool is_proposal;
54		BM *prop;
55		mpdf *par;
56		mpdf *obs;
57
	59	template<class BM_T>
	60
	61	class MPF : public PF {
	62	BM_T* Bms[1000];
	63
	64	//! internal class for MPDF providing composition of eEmp with external components
	65
	66	class mpfepdf : public epdf {
	67	protected:
	68	eEmp &E;
	69	vec &_w;
	70	Array<epdf*> Coms;
58	71	public:
59		TrivialPF(mpdf &par, mpdf &obs, BM &prop, int n0);
60		TrivialPF(mpdf &par, mpdf &obs, int n0);
61		void bayes(const vec &dt, bool evalll);
	72	mpfepdf ( eEmp &E0, const RV &rvc ) :
	73	epdf ( RV( ) ), E ( E0 ), _w ( E._w() ),
	74	Coms ( _w.length() ) {
	75	rv.add ( E._rv() );
	76	rv.add ( rvc );
	77	};
	78
	79	void set_elements ( int &i, double wi, epdf* ep )
	80	{_w ( i ) =wi; Coms ( i ) =ep;};
	81
	82	vec mean() const {
	83	// ugly
	84	vec pom=zeros ( ( Coms ( 0 )->_rv() ).count() );
	85
	86	for ( int i=0; i<_w.length(); i++ ) {pom += Coms ( i )->mean() * _w ( i );}
	87
	88	return concat ( E.mean(),pom );
	89	}
	90
	91	vec sample() const {it_error ( "Not implemented" );return 0;}
	92
	93	double evalpdflog ( const vec &val ) const {it_error ( "not implemented" ); return 0.0;}
	94	};
	95
	96	//! estimate joining PF.est with conditional
	97	mpfepdf jest;
	98
	99	public:
	100	//! Default constructor.
	101	MPF ( const RV &rvlin, const RV &rvpf, mpdf &par0, mpdf &obs0, int n, const BM_T &BMcond0 ) : PF ( rvpf ,par0,obs0,n ),jest ( est,rvlin ) {
	102	//
	103	//TODO test if rv and BMcond.rv are compatible.
	104	rv.add ( rvlin );
	105	//
	106
	107	if ( n>1000 ) it_error ( "increase 1000 here!" );
	108
	109	for ( int i=0;i<n;i++ ) {
	110	Bms[i] = new BM_T ( BMcond0 ); //copy constructor
	111	epdf& pom=Bms[i]->_epdf();
	112	jest.set_elements ( i,1.0/n,&pom );
	113	}
	114	};
	115
	116	~MPF() {
	117	}
	118
	119	void bayes ( const vec &dt );
	120	epdf& _epdf() {return jest;}
	121
	122	void set_est ( const epdf& epdf0 ) {
	123	PF::set_est ( epdf0 ); // sample params in condition
	124	// copy conditions to BMs
	125
	126	for ( int i=0;i<n;i++ ) {Bms[i]->condition ( _samples ( i ) );}
	127	}
62	128	};
63	129
64		class MPF : public TrivialPF {
65		Array<BM> Bms;
66		public:
67		MPF(BM &B, BM &prop, mpdf &obs, mpdf &par);
68		void bayes(vec &dt);
69		};
	130	template<class BM_T>
	131	void MPF<BM_T>::bayes ( const vec &dt ) {
	132	int i;
	133	vec lls ( n );
	134	ivec ind;
	135	double mlls=-std::numeric_limits<double>::infinity();
	136	double sum=0.0;
	137
	138	for ( i=0;i<n;i++ ) {
	139	//generate new samples from paramater evolution model;
	140	_samples ( i ) = par.samplecond ( _samples ( i ), lls ( i ) );
	141	Bms[i]->condition ( _samples ( i ) );
	142	Bms[i]->bayes ( dt );
	143	lls ( i ) += Bms[i]->_ll();
	144
	145	if ( lls ( i ) >mlls ) mlls=lls ( i ); //find maximum likelihood (for numerical stability)
	146	}
	147
	148	// compute weights
	149	for ( i=0;i<n;i++ ) {
	150	_w ( i ) *= exp ( lls ( i ) - mlls ); // multiply w by likelihood
	151	}
	152
	153	//renormalize
	154	for ( i=0;i<n;i++ ) {sum+=_w ( i );};
	155
	156	_w /=sum; //?
	157
	158	if ( ( _w_w ) < ( 0.5n ) ) {
	159	ind = est.resample();
	160	// Resample Bms!
	161
	162	for ( i=0;i<n;i++ ) {
	163	if ( ind ( i ) !=i ) {//replace the current Bm by a new one
	164	//fixme this would require new assignment operator
	165	// Bms[i] = Bms[ind ( i ) ];
	166
	167	// poor-man's solution: replicate constructor here
	168	// copied from MPF::MPF
	169	delete Bms[i];
	170	Bms[i] = new BM_T ( *Bms[ind ( i ) ] ); //copy constructor
	171	epdf& pom=Bms[i]->_epdf();
	172	jest.set_elements ( i,1.0/n,&pom );
	173	}
	174	};
	175	}
	176	}
70	177
71	178	#endif // KF_H

TabularUnified bdm/itpp_ext.cpp ¶

r15	r32
12	12
13	13	#include <itpp/itbase.h>
	14	#include "itpp_ext.h"
14	15
15	16	namespace itpp {
…	…
23	24	}
24	25
25
	26	//Gamma
	27
	28	Gamma_RNG::Gamma_RNG(double a, double b)
	29	{
	30	setup(a,b);
	31	}
	32
	33	#define log std::log
	34	#define exp std::exp
	35	#define sqrt std::sqrt
	36	#define R_FINITE std::isfinite
	37
	38	double Gamma_RNG::sample()
	39	{
	40	//A copy of rgamma code from the R package!!
	41	//
	42
	43	/* Constants : */
	44	const static double sqrt32 = 5.656854;
	45	const static double exp_m1 = 0.36787944117144232159;/* exp(-1) = 1/e */
	46
	47	/* Coefficients q[k] - for q0 = sum(q[k]*a^(-k))
	48	* Coefficients a[k] - for q = q0+(tt/2)sum(a[k]*v^k)
	49	* Coefficients e[k] - for exp(q)-1 = sum(e[k]*q^k)
	50	*/
	51	const static double q1 = 0.04166669;
	52	const static double q2 = 0.02083148;
	53	const static double q3 = 0.00801191;
	54	const static double q4 = 0.00144121;
	55	const static double q5 = -7.388e-5;
	56	const static double q6 = 2.4511e-4;
	57	const static double q7 = 2.424e-4;
	58
	59	const static double a1 = 0.3333333;
	60	const static double a2 = -0.250003;
	61	const static double a3 = 0.2000062;
	62	const static double a4 = -0.1662921;
	63	const static double a5 = 0.1423657;
	64	const static double a6 = -0.1367177;
	65	const static double a7 = 0.1233795;
	66
	67	/* State variables [FIXME for threading!] :*/
	68	static double aa = 0.;
	69	static double aaa = 0.;
	70	static double s, s2, d; /* no. 1 (step 1) */
	71	static double q0, b, si, c;/* no. 2 (step 4) */
	72
	73	double e, p, q, r, t, u, v, w, x, ret_val;
	74	double a=alpha;
	75	double scale=1.0/beta;
	76
	77	if (!R_FINITE(a) \|\| !R_FINITE(scale) \|\| a < 0.0 \|\| scale <= 0.0)
	78	it_error("Gamma_RNG wrong parameters");
	79
	80	if (a < 1.) { /* GS algorithm for parameters a < 1 */
	81	if(a == 0)
	82	return 0.;
	83	e = 1.0 + exp_m1 * a;
	84	for(;;) { //VS repeat
	85	p = e * unif_rand();
	86	if (p >= 1.0) {
	87	x = -log((e - p) / a);
	88	if (exp_rand() >= (1.0 - a) * log(x))
	89	break;
	90	} else {
	91	x = exp(log(p) / a);
	92	if (exp_rand() >= x)
	93	break;
	94	}
	95	}
	96	return scale * x;
	97	}
	98
	99	/* --- a >= 1 : GD algorithm --- */
	100
	101	/* Step 1: Recalculations of s2, s, d if a has changed */
	102	if (a != aa) {
	103	aa = a;
	104	s2 = a - 0.5;
	105	s = sqrt(s2);
	106	d = sqrt32 - s * 12.0;
	107	}
	108	/* Step 2: t = standard normal deviate,
	109	x = (s,1/2) -normal deviate. */
	110
	111	/* immediate acceptance (i) */
	112	t = norm_rand();
	113	x = s + 0.5 * t;
	114	ret_val = x * x;
	115	if (t >= 0.0)
	116	return scale * ret_val;
	117
	118	/* Step 3: u = 0,1 - uniform sample. squeeze acceptance (s) */
	119	u = unif_rand();
	120	if ((d * u) <= (t * t * t))
	121	return scale * ret_val;
	122
	123	/* Step 4: recalculations of q0, b, si, c if necessary */
	124
	125	if (a != aaa) {
	126	aaa = a;
	127	r = 1.0 / a;
	128	q0 = ((((((q7 * r + q6) * r + q5) * r + q4) * r + q3) * r
	129	+ q2) * r + q1) * r;
	130
	131	/* Approximation depending on size of parameter a */
	132	/* The constants in the expressions for b, si and c */
	133	/* were established by numerical experiments */
	134
	135	if (a <= 3.686) {
	136	b = 0.463 + s + 0.178 * s2;
	137	si = 1.235;
	138	c = 0.195 / s - 0.079 + 0.16 * s;
	139	} else if (a <= 13.022) {
	140	b = 1.654 + 0.0076 * s2;
	141	si = 1.68 / s + 0.275;
	142	c = 0.062 / s + 0.024;
	143	} else {
	144	b = 1.77;
	145	si = 0.75;
	146	c = 0.1515 / s;
	147	}
	148	}
	149	/* Step 5: no quotient test if x not positive */
	150
	151	if (x > 0.0) {
	152	/* Step 6: calculation of v and quotient q */
	153	v = t / (s + s);
	154	if (fabs(v) <= 0.25)
	155	q = q0 + 0.5 * t * t * ((((((a7 * v + a6) * v + a5) * v + a4) * v
	156	+ a3) * v + a2) * v + a1) * v;
	157	else
	158	q = q0 - s * t + 0.25 * t * t + (s2 + s2) * log(1.0 + v);
	159
	160
	161	/* Step 7: quotient acceptance (q) */
	162	if (log(1.0 - u) <= q)
	163	return scale * ret_val;
	164	}
	165
	166	for(;;) { //VS repeat
	167	/* Step 8: e = standard exponential deviate
	168	* u = 0,1 -uniform deviate
	169	* t = (b,si)-double exponential (laplace) sample */
	170	e = exp_rand();
	171	u = unif_rand();
	172	u = u + u - 1.0;
	173	if (u < 0.0)
	174	t = b - si * e;
	175	else
	176	t = b + si * e;
	177	/* Step 9: rejection if t < tau(1) = -0.71874483771719 */
	178	if (t >= -0.71874483771719) {
	179	/* Step 10: calculation of v and quotient q */
	180	v = t / (s + s);
	181	if (fabs(v) <= 0.25)
	182	q = q0 + 0.5 * t * t *
	183	((((((a7 * v + a6) * v + a5) * v + a4) * v + a3) * v
	184	+ a2) * v + a1) * v;
	185	else
	186	q = q0 - s * t + 0.25 * t * t + (s2 + s2) * log(1.0 + v);
	187	/* Step 11: hat acceptance (h) */
	188	/* (if q not positive go to step 8) */
	189	if (q > 0.0) {
	190	w = expm1(q);
	191	/* ^^^^^ original code had approximation with rel.err < 2e-7 */
	192	/* if t is rejected sample again at step 8 */
	193	if ((c * fabs(u)) <= (w * exp(e - 0.5 * t * t)))
	194	break;
	195	}
	196	}
	197	} /* repeat .. until `t' is accepted */
	198	x = s + 0.5 * t;
	199	return scale * x * x;
26	200	}
	201
	202	}

TabularUnified bdm/itpp_ext.h ¶

r15	r32
12	12	#include <itpp/itbase.h>
13	13
	14	using std::cout;
	15	using std::endl;
	16
14	17	namespace itpp {
15	18	Array<int> to_Arr(const ivec &indices);
	19
	20	/*!
	21	\brief Gamma distribution
	22	\ingroup randgen
	23	*/
	24	class Gamma_RNG {
	25	public:
	26	//! constructor. Set lambda.
	27	Gamma_RNG(double a=1.0, double b=1.0);
	28	//! Set lambda
	29	void setup(double a0, double b0) { alpha=a0; beta=b0;}
	30	//! get lambda
	31	double get_setup() const;
	32	//! Get one sample.
	33	double operator()() { return sample(); }
	34	//! Get a sample vector.
	35	vec operator()(int n);
	36	//! Get a sample matrix.
	37	mat operator()(int h, int w);
	38	protected:
	39	private:
	40	//!
	41	double sample();
	42	//!
	43	double alpha;
	44	//!
	45	double beta;
	46	//!
	47	Random_Generator RNG;
	48	Normal_RNG NRNG;
	49	//! compatibility with R
	50	inline double exp_rand(){return -std::log(RNG.random_01());}
	51	inline double unif_rand(){return RNG.random_01();}
	52	inline double norm_rand(){return NRNG.sample();}
	53
	54	};
16	55	}

TabularUnified bdm/math/libDC.cpp ¶

r26	r32
17	17	void fsqmat::mult_sym ( const mat &C) {M=C MC.T();};
18	18	void fsqmat::mult_sym_t ( const mat &C) {M=C.T() MC;};
19		void fsqmat::mult_sym ( const mat &C, fsqmat &U) { U.M = ( C (MC.T()) );};
20		void fsqmat::mult_sym_t ( const mat &C, fsqmat &U) { U.M = ( C.T() (MC) );};
	19	void fsqmat::mult_sym ( const mat &C, fsqmat &U) const { U.M = ( C (MC.T()) );};
	20	void fsqmat::mult_sym_t ( const mat &C, fsqmat &U) const { U.M = ( C.T() (MC) );};
21	21	void fsqmat::inv ( fsqmat &Inv ) {mat IM = itpp::inv ( M ); Inv=IM;};
22	22	void fsqmat::clear() {M.clear();};
23		fsqmat::fsqmat ( const mat &M0 )
	23	fsqmat::fsqmat ( const mat &M0 ) : sqmat(M0.cols())
24	24	{
25	25	it_assert_debug ( ( M0.cols() ==M0.rows() ),"M0 must be square" );
26		M=M0;~~dim=M0.cols();~~
	26	M=M0;
27	27	};
28	28
29		fsqmat::fsqmat() {};
30
31		fsqmat::fsqmat(const int dim0): M(dim0,dim0) {};
32
33		std::ostream &operator<< ( std::ostream &os, fsqmat &ld ) {
	29	//fsqmat::fsqmat() {};
	30
	31	fsqmat::fsqmat(const int dim0): sqmat(dim0), M(dim0,dim0) {};
	32
	33	std::ostream &operator<< ( std::ostream &os, const fsqmat &ld ) {
34	34	os << ld.M << endl;
35	35	return os;
…	…
37	37
38	38
39		ldmat::ldmat( const mat &exL, const vec &exD ) {
	39	ldmat::ldmat( const mat &exL, const vec &exD ) : sqmat(exD.length()) {
40	40	D = exD;
41	41	L = exL;
42		dim = exD.length();
43		}
44
45		ldmat::ldmat() {
46		dim = 0;
47		}
48
49		ldmat::ldmat(const int dim0): D(dim0),L(dim0,dim0) {
50		dim = dim0;
51		}
52
53		ldmat::ldmat(const vec D0) {
	42	}
	43
	44	ldmat::ldmat() :sqmat(0) {}
	45
	46	ldmat::ldmat(const int dim0): sqmat(dim0), D(dim0),L(dim0,dim0) {}
	47
	48	ldmat::ldmat(const vec D0):sqmat(D0.length()) {
54	49	D = D0;
55		~~dim = D0.length();~~
56	50	L = eye(dim);
57	51	}
58	52
59		ldmat::ldmat( const mat &V ) {
	53	ldmat::ldmat( const mat &V ):sqmat(V.cols()) {
60	54	//TODO check if correct!! Based on heuristic observation of lu()
61	55
62		~~dim = V.cols();~~
63	56	it_assert_debug( dim == V.rows(),"ldmat::ldmat matrix V is not square!" );
64	57
…	…
86	79	}
87	80
88		std::ostream &operator<< ( std::ostream &os, ldmat &ld ) {
	81	std::ostream &operator<< ( std::ostream &os, const ldmat &ld ) {
89	82	os << "L:" << ld.L << endl;
90	83	os << "D:" << ld.D << endl;
…	…
130	123	void ldmat::clear(){L.clear(); for ( int i=0;i<L.cols();i++ ){L( i,i )=1;}; D.clear();}
131	124
132		void ldmat::inv( ldmat &Inv ) {
	125	void ldmat::inv( ldmat &Inv ) const {
133	126	int dim = D.length();
134	127	Inv.clear(); //Inv = zero in LD
…	…
152	145	}
153	146
154		void ldmat::mult_sym( const mat &C, ldmat &U) {
	147	void ldmat::mult_sym( const mat &C, ldmat &U) const {
155	148	mat A=L*C.T(); //could be done more efficiently using BLAS
156	149	U.ldform(A,D);
157	150	}
158	151
159		void ldmat::mult_sym_t( const mat &C, ldmat &U) {
	152	void ldmat::mult_sym_t( const mat &C, ldmat &U) const {
160	153	mat A=L*C;
161	154	/* vec nD=zeros(U.rows());
…	…
173	166	}
174	167
175		double ldmat::qform( const vec &v ) {
	168	double ldmat::qform( const vec &v ) const {
176	169	double x = 0.0, sum;
177	170	int i,j;
…	…
179	172	for ( i=0; i<D.length(); i++ ) { //rows of L
180	173	sum = 0.0;
181		for ( j=~~0; j<=i; j++ ){sum+=L( i,j )*v( j~~ );}
	174	for ( j=i; j<=i; j++ ){sum+=L( i,j )*v( i );}
182	175	x +=D( i )sumsum;
183	176	};
…	…
191	184	}
192	185
193		vec ldmat::sqrt_mult( const vec &x ) {
	186	vec ldmat::sqrt_mult( const vec &x ) const {
194	187	int i,j;
195	188	vec res( dim );
…	…
383	376	}
384	377	}
385
386

TabularUnified bdm/math/libDC.h ¶

r28	r32
61	61	Used e.g. in generating normal samples.
62	62	*/
63		virtual vec sqrt_mult (const vec &v ) =0;
	63	virtual vec sqrt_mult (const vec &v ) const =0;
64	64
65	65	/*!
…	…
67	67
68	68	*/
69		virtual double qform (const vec &v ) =0;
	69	virtual double qform (const vec &v ) const =0;
70	70
71	71	// //! easy version of the
…	…
83	83	//! Destructor for future use;
84	84	virtual ~sqmat(){};
	85	//! Default constructor
	86	sqmat(const int dim0): dim(dim0){};
85	87	protected:
86	88	int dim;
…	…
101	103	void mult_sym ( const mat &C);
102	104	void mult_sym_t ( const mat &C);
103		void mult_sym ( const mat &C, fsqmat &U);
104		void mult_sym_t ( const mat &C, fsqmat &U);
	105	void mult_sym ( const mat &C, fsqmat &U) const;
	106	void mult_sym_t ( const mat &C, fsqmat &U) const;
105	107	void clear();
106	108
…	…
124	126
125	127	double logdet() const {return log ( det ( M ) );};
126		double qform (const vec &v ) {return ( v* ( M*v ) );};
127		vec sqrt_mult (const vec &v ) {it_error ( "not implemented" );return v;};
	128	double qform (const vec &v ) const {return ( v* ( M*v ) );};
	129	vec sqrt_mult (const vec &v ) const {it_error ( "not implemented" );return v;};
128	130
129	131	fsqmat& operator += ( const fsqmat &A ) {M+=A.M;return *this;};
…	…
132	134	// fsqmat& operator = ( const fsqmat &A) {M=A.M; return *this;};
133	135
134		friend std::ostream &operator<< ( std::ostream &os, fsqmat &sq );
	136	friend std::ostream &operator<< ( std::ostream &os, const fsqmat &sq );
135	137
136	138	};
…	…
162	164	void add ( const ldmat &ld2, double w=1.0 );
163	165	double logdet() const;
164		double qform (const vec &v );
	166	double qform (const vec &v ) const;
165	167	// sqmat& operator -= ( const sqmat & ld2 );
166	168	void clear();
167	169	int cols() const;
168	170	int rows() const;
169		vec sqrt_mult ( const vec &v );
	171	vec sqrt_mult ( const vec &v ) const;
170	172
171	173	/*! \brief Matrix inversion preserving the chosen form.
…	…
174	176
175	177	*/
176		virtual void inv ( ldmat &Inv );
	178	virtual void inv ( ldmat &Inv ) const;
177	179
178	180	/*! \brief Symmetric multiplication of $U$ by a general matrix $C$, result of which is stored in the current class.
…	…
181	183
182	184	*/
183		void mult_sym ( const mat &C, ldmat &U);
	185	void mult_sym ( const mat &C, ldmat &U) const;
184	186
185	187	/*! \brief Symmetric multiplication of $U$ by a transpose of a general matrix $C$, result of which is stored in the current class.
…	…
188	190
189	191	*/
190		void mult_sym_t ( const mat &C, ldmat &U);
	192	void mult_sym_t ( const mat &C, ldmat &U) const;
191	193
192	194
…	…
200	202	*/
201	203	void ldform (const mat &A,const vec &D0 );
	204
	205	//! Access functions
	206	void setD (const vec &nD){D=nD;}
	207	void setL (const vec &nL){L=nL;}
202	208
203	209	ldmat& operator += ( const ldmat &ldA );
…	…
205	211	ldmat& operator *= ( double x );
206	212
207		friend std::ostream &operator<< ( std::ostream &os, ldmat &sq );
	213	friend std::ostream &operator<< ( std::ostream &os, const ldmat &sq );
	214
208	215
209	216	protected:

TabularUnified bdm/stat/libBM.cpp ¶

r27	r32
7	7	using std::cout;
8	8
9		void RV::init( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times~~, ivec in_obs~~ ) {
	9	void RV::init( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times ) {
10	10	//
11	11	int i;
…	…
16	16	( len != in_names.length() ) \|\| \
17	17	( len != in_sizes.length() ) \|\| \
18		( len != in_times.length() ) \|\| \
19		( len != in_obs.length() ) ) {
	18	( len != in_times.length() )) {
20	19	it_error( "RV::RV inconsistent length of input vectors." );
21	20	}
…	…
25	24	sizes = in_sizes;
26	25	times = in_times;
27		~~obs = in_obs;~~
28	26	size = 0;
29	27	for(i=0;i<len;i++){size+=sizes(i);}
30	28	};
31	29
32		RV::RV ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times~~, ivec in_obs~~ ) {
33		init ( in_ids, in_names, in_sizes, in_times~~, in_obs~~ );
	30	RV::RV ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times ) {
	31	init ( in_ids, in_names, in_sizes, in_times );
34	32	}
35	33
36		RV::RV () {};
	34	RV::RV () : size(0),len(0){};
	35
	36	void RV::add (const RV &rv2) {
	37	// TODO
	38	size+=rv2.size;
	39	len +=rv2.len;
	40	ids=concat(ids,rv2.ids);
	41	sizes=concat(sizes,rv2.sizes);
	42	times=concat(times,rv2.times);
	43	names=concat(names,rv2.names);
	44	// return *this;
	45	};
37	46
38	47	RV::RV ( ivec in_ids ) {
…	…
46	55	}
47	56
48		init ( in_ids, A, ones_i( len ), zeros_i( len )~~, zeros_i( len )~~ );
	57	init ( in_ids, A, ones_i( len ), zeros_i( len ) );
49	58	}
50	59
51	60	RV RV::subselect(ivec ind){
52		return RV(ids(ind), names(to_Arr(ind)), sizes(ind), times(ind)~~, obs(ind)~~);
	61	return RV(ids(ind), names(to_Arr(ind)), sizes(ind), times(ind));
53	62	}
54	63
…	…
56	65
57	66	RV RV::operator()(ivec ind){
58		return RV(ids(ind), names(to_Arr(ind)), sizes(ind), times(ind)~~, obs(ind)~~);
	67	return RV(ids(ind), names(to_Arr(ind)), sizes(ind), times(ind));
59	68	}
60	69
…	…
77	86	return indlist;
78	87	}
	88
	89	RV concat(const RV &rv1, const RV &rv2 ){
	90	RV pom = rv1;
	91	pom.add(rv2);
	92	return pom;
	93	}

TabularUnified bdm/stat/libBM.h ¶

r28	r32
24	24	* More?...
25	25	*/
	26
26	27	class RV {
	28	protected:
27	29	//! size = sum of sizes
28	30	int size;
…	…
36	38
37	39	private:
38		void init ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times~~, ivec in_obs~~ );
	40	void init ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times);
39	41	public:
40	42	//! Full constructor which is called by the others
41		RV ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times~~, ivec in_obs~~ );
	43	RV ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times);
42	44	//! default constructor
43	45	RV ( ivec ids );
44	46	//! Empty constructor will be set later
45	47	RV ();
46
	48
47	49	//! Printing output e.g. for debugging.
48	50	friend std::ostream &operator<< ( std::ostream &os, const RV &rv );
…	…
50	52	//! Return length (number of scalars) of the RV.
51	53	int count() const {return size;} ;
	54
52	55	//TODO why not inline and later??
53
	56
54	57	//! Find indexes of another rv in self
55		ivec find~~(RV rv2~~);
	58	ivec find ( RV rv2 );
56	59	//! Add (concat) another variable to the current one
57		RV add(RV rv2);
	60	void add (const RV &rv2 );
	61	//! Add (concat) another variable to the current one
	62	friend RV concat (const RV &rv1, const RV &rv2 );
58	63	//! Subtract another variable from the current one
59		RV subt~~(RV rv2~~);
	64	RV subt ( RV rv2 );
60	65	//! Select only variables at indeces ind
61		RV subselect~~(ivec ind~~);
	66	RV subselect ( ivec ind );
62	67	//! Select only variables at indeces ind
63		RV operator()~~(ivec ind~~);
	68	RV operator() ( ivec ind );
64	69	//! Generate new \c RV with \c time shifted by delta.
65		void t~~(int delta~~);
66		//! generate a list of indeces, i.e. which
	70	void t ( int delta );
	71	//! generate a list of indeces, i.e. which
67	72	ivec indexlist();
68	73	};
69	74
70	75
71
72
73	76	//! Class representing function $f(x)$ of variable $x$ represented by \c rv
	77
74	78	class fnc {
75	79	protected:
76	80	int dimy;
77		public:
	81	public:
78	82	//! function evaluates numerical value of $f(x)$ at $x=cond$
79		virtual vec eval(const vec &cond)
80		{
81		return vec(0);
	83	virtual vec eval ( const vec &cond ) {
	84	return vec ( 0 );
82	85	}; //Fixme: virtual?
83	86
84	87	//! access function
85		int _dimy()const{return dimy;}
86
87		//! Destructor for future use;
88		~~virtual ~fnc()~~{};
	88	int _dimy() const{return dimy;}
	89
	90	//! Destructor for future use;
	91	virtual ~fnc() {};
89	92	};
90	93
91	94
92	95	//! Probability density function with numerical statistics, e.g. posterior density.
	96
93	97	class epdf {
	98	protected:
94	99	RV rv;
95	100	public:
96	101	//!default constructor
97		epdf():rv(ivec(0)){};
	102	epdf() :rv ( ivec ( 0 ) ) {};
	103
	104	//!default constructor
	105	epdf ( const RV &rv0 ) :rv ( rv0 ) {};
	106
98	107	//! Returns the required moment of the epdf
99	108	// virtual vec moment ( const int order = 1 );
100	109	//! Returns a sample from the density, \f$x \sim epdf(rv)\f$
101		virtual vec sample ()=0;
	110	virtual vec sample () const =0;
102	111	//! Compute probability of argument \c val
103		virtual double eval(const vec &val){return 0.0;};
	112	virtual double eval ( const vec &val ) const {return exp(this->evalpdflog(val));};
	113
104	114	//! Compute log-probability of argument \c val
105		virtual double evalpdflog(const vec &val){return 0.0;};
106
107		//! Destructor for future use;
108		virtual ~epdf(){};
109		};
	115	virtual double evalpdflog ( const vec &val ) const =0;
	116
	117	//! return expected value
	118	virtual vec mean() const =0;
	119
	120	//! Destructor for future use;
	121	virtual ~epdf() {};
	122	//! access function
	123	RV _rv() const {return rv;}
	124	};
	125
110	126
111	127	//! Conditional probability density, e.g. modeling some dependencies.
	128	//TODO Samplecond can be generalized
	129
112	130	class mpdf {
	131	protected:
113	132	//! modeled random variable
114	133	RV rv;
115	134	//! random variable in condition
116	135	RV rvc;
	136	//! pointer to internal epdf
	137	epdf* ep;
117	138	public:
118	139
119	140	//! Returns the required moment of the epdf
120	141	// virtual fnc moment ( const int order = 1 );
121		//! Returns a sample from the density conditioned on \c cond, $x \sim epdf(rv\|cond)$
122		virtual vec samplecond (vec &cond, double lik){return vec(0);};
123		virtual void condition (vec &cond){};
124
125		//! Destructor for future use;
126		virtual ~mpdf(){};
	142	//! Returns a sample from the density conditioned on \c cond, $x \sim epdf(rv\|cond)$. \param ll is a return value of log-likelihood of the sample.
	143	virtual vec samplecond ( vec &cond, double &ll ) {this->condition(cond);vec temp= ep->sample();ll=ep->evalpdflog(temp);return temp;};
	144
	145	virtual void condition ( const vec &cond ) {};
	146
	147	virtual double evalcond (const vec &dt, const vec &cond ) {this->condition(cond);return ep->eval(dt);};
	148
	149	//! Destructor for future use;
	150	virtual ~mpdf() {};
	151
	152	//! Default constructor
	153	mpdf ( const RV &rv0, const RV &rvc0 ) :rv ( rv0 ),rvc ( rvc0 ) {};
	154	//! access function
	155	RV _rvc(){return rvc;}
	156	//!access function
	157	epdf& _epdf(){return *ep;}
127	158	};
128	159
…	…
133	164
134	165	*/
	166
135	167	class DS {
136	168	protected:
137	169	//!Observed variables, returned by \c getdata().
138		RV Drv;
	170	RV Drv;
139	171	//!Action variables, accepted by \c write().
140	172	RV Urv; //
141	173	public:
142		//! Returns full vector of observed data
143		void getdata~~(vec &dt~~);
	174	//! Returns full vector of observed data
	175	void getdata ( vec &dt );
144	176	//! Returns data records at indeces.
145		void getdata~~(vec &dt, ivec &indeces~~);
	177	void getdata ( vec &dt, ivec &indeces );
146	178	//! Accepts action variable and schedule it for application.
147		void write~~(vec &ut~~);
148		//! Accepts action variables at specific indeces
149		void write~~(vec &ut, ivec &indeces~~);
150		/*! \brief Method that assigns random variables to the datasource.
	179	void write ( vec &ut );
	180	//! Accepts action variables at specific indeces
	181	void write ( vec &ut, ivec &indeces );
	182	/*! \brief Method that assigns random variables to the datasource.
151	183	Typically, the datasource will be constructed without knowledge of random variables. This method will associate existing variables with RVs.
152
	184
153	185	(Inherited from m3k, may be deprecated soon).
154	186	*/
155		void linkrvs~~(RV &drv, RV &urv~~);
156
157		//! Moves from $t$ to $t+1$, i.e. perfroms the actions and reads response of the system.
	187	void linkrvs ( RV &drv, RV &urv );
	188
	189	//! Moves from $t$ to $t+1$, i.e. perfroms the actions and reads response of the system.
158	190	void step();
159
	191
160	192	};
161	193
162	194	/*! \brief Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.
163
164		*/
	195
	196	*/
	197
165	198	class BM {
166		public:
	199	protected:
	200	//!Random variable of the posterior
	201	RV rv;
167	202	//!Logarithm of marginalized data likelihood.
168		double ll;
	203	double ll;
169	204	//! If true, the filter will compute likelihood of the data record and store it in \c ll . Set to false if you want to save time.
170	205	bool evalll;
	206	public:
171	207
172	208	//!Default constructor
173		BM():ll(0),evalll(true){};
174
	209	BM(const RV &rv0) :rv(rv0), ll ( 0 ),evalll ( true ) {//Fixme: test rv
	210	};
	211
175	212	/*! \brief Incremental Bayes rule
176	213	@param dt vector of input data
177	214	*/
178		virtual void bayes ( const vec &dt) = 0;
	215	virtual void bayes ( const vec &dt ) = 0;
179	216	//! Batch Bayes rule (columns of Dt are observations)
180	217	void bayes ( mat Dt );
181	218	//! Returns a pointer to the epdf representing posterior density on parameters. Use with care!
182		virtual epdf* _epdf()=0;
183
184		//! Destructor for future use;
185		virtual ~BM(){};
	219	virtual epdf& _epdf()=0;
	220
	221	//! Destructor for future use;
	222	virtual ~BM() {};
	223	//!access function
	224	const RV& _rv() const {return rv;}
	225	//!access function
	226	double _ll() const {return ll;}
	227	};
	228
	229	/*!
	230	\brief Conditional Bayesian Filter
	231
	232	Evaluates conditional filtering density $f(rv\|rvc,data)$ for a given \c rvc which is specified in each step by calling function \c condition.
	233
	234	This is an interface class used to assure that certain BM has operation \c condition .
	235
	236	*/
	237
	238	class BMcond {
	239	protected:
	240	RV rvc;
	241	public:
	242	//! Substitute \c val for \c rvc.
	243	virtual void condition ( const vec &val ) =0;
	244	BMcond(RV &rv0):rvc(rv0){};
	245	virtual ~BMcond(){};
	246	const RV& _rvc() const {return rvc;}
186	247	};
187	248

TabularUnified bdm/stat/libEF.cpp ¶

r14	r32
1	1	#include <itpp/itbase.h>
	2	#include <itpp/base/bessel.h>
2	3	#include "libEF.h"
	4	#include <math.h>
3	5
4	6	using namespace itpp;
5	7
	8	Uniform_RNG UniRNG;
	9	Normal_RNG NorRNG;
	10	Gamma_RNG GamRNG;
	11
6	12	using std::cout;
7	13
	14	vec egamma::sample() const {
	15	vec smp ( rv.count() );
	16	int i;
	17
	18	for ( i=0; i<rv.count(); i++ ) {
	19	GamRNG.setup ( alpha ( i ),beta ( i ) );
	20	smp ( i ) = GamRNG();
	21	}
	22
	23	return smp;
	24	}
	25
	26	mat egamma::sample ( int N ) const {
	27	mat Smp ( rv.count(),N );
	28	int i,j;
	29
	30	for ( i=0; i<rv.count(); i++ ) {
	31	GamRNG.setup ( alpha ( i ),beta ( i ) );
	32
	33	for ( j=0; j<N; j++ ) {
	34	Smp ( i,j ) = GamRNG();
	35	}
	36	}
	37
	38	return Smp;
	39	}
	40
	41	double egamma::evalpdflog ( const vec &val ) const {
	42	double res = 0.0; //will be added
	43	int i;
	44
	45	for ( i=0; i<rv.count(); i++ ) {
	46	res += ( alpha ( i ) - 1 ) std::log ( val ( i ) ) + alpha ( i ) std::log ( beta ( i ) ) - beta ( i ) *val ( i ) - lgamma ( alpha ( i ) );
	47	}
	48
	49	return res;
	50	}
	51
	52	//MGamma
	53	mgamma::mgamma ( const RV &rv,const RV &rvc ) : mEF ( rv,rvc ), epdf ( rv ) {vec* tmp; epdf._param ( tmp,_beta );};
	54
	55	void mgamma::set_parameters ( double k0 ) {
	56	k=k0;
	57	ep = &epdf;
	58	epdf.set_parameters ( kones ( rv.count() ),_beta );
	59	};
	60
	61	vec mgamma::samplecond ( vec &cond, double &ll ) {
	62	*_beta=k / cond ;
	63	vec smp = epdf.sample();
	64	ll = epdf.evalpdflog ( smp );
	65	return smp;
	66	};
	67
	68	//Fixme repetition of mlnorm.samplecond.
	69	mat mgamma::samplecond ( vec &cond, vec &lik, int n ) {
	70	int i;
	71	int dim = rv.count();
	72	mat Smp ( dim,n );
	73	vec smp ( dim );
	74	this->condition ( cond );
	75
	76	for ( i=0; i<n; i++ ) {
	77	smp = epdf.sample();
	78	lik ( i ) = epdf.eval ( smp );
	79	Smp.set_col ( i ,smp );
	80	}
	81
	82	return Smp;
	83	};
	84
	85	ivec eEmp::resample ( RESAMPLING_METHOD method ) {
	86	ivec ind=zeros_i ( n );
	87	ivec N_babies = zeros_i ( n );
	88	vec cumDist = cumsum ( w );
	89	vec u ( n );
	90	int i,j,parent;
	91	double u0;
	92
	93	switch ( method ) {
	94	case MULTINOMIAL:
	95	u ( n - 1 ) = pow ( UniRNG.sample(), 1.0 / n );
	96
	97	for ( i = n - 2;i >= 0;i-- ) {
	98	u ( i ) = u ( i + 1 ) * pow ( UniRNG.sample(), 1.0 / ( i + 1 ) );
	99	}
	100
	101	break;
	102
	103	case STRATIFIED:
	104
	105	for ( i = 0;i < n;i++ ) {
	106	u ( i ) = ( i + UniRNG.sample() ) / n;
	107	}
	108
	109	break;
	110
	111	case SYSTEMATIC:
	112	u0 = UniRNG.sample();
	113
	114	for ( i = 0;i < n;i++ ) {
	115	u ( i ) = ( i + u0 ) / n;
	116	}
	117
	118	break;
	119
	120	default:
	121	it_error ( "PF::resample(): Unknown resampling method" );
	122	}
	123
	124	// U is now full
	125	j = 0;
	126
	127	for ( i = 0;i < n;i++ ) {
	128	while ( u ( i ) > cumDist ( j ) ) j++;
	129
	130	N_babies ( j ) ++;
	131	}
	132
	133	// We have assigned new babies for each Particle
	134	// Now, we fill the resulting index such that:
	135	// * particles with at least one baby should not move *
	136	// This assures that reassignment can be done inplace;
	137
	138	// find the first parent;
	139	parent=0; while ( N_babies ( parent ) ==0 ) parent++;
	140
	141	// Build index
	142	for ( i = 0;i < n;i++ ) {
	143	if ( N_babies ( i ) > 0 ) {
	144	ind ( i ) = i;
	145	N_babies ( i ) --; //this index was now replicated;
	146	} else {
	147	// test if the parent has been fully replicated
	148	// if yes, find the next one
	149	while ( ( N_babies ( parent ) ==0 ) \|\| ( N_babies ( parent ) ==1 && parent>i ) ) parent++;
	150
	151	// Replicate parent
	152	ind ( i ) = parent;
	153
	154	N_babies ( parent ) --; //this index was now replicated;
	155	}
	156
	157	}
	158
	159	// copy the internals according to ind
	160	for ( i=0;i<n;i++ ) {
	161	if ( ind ( i ) !=i ) {
	162	samples ( i ) =samples ( ind ( i ) );
	163	}
	164	w ( i ) = 1.0/n;
	165	}
	166
	167	return ind;
	168	}
	169
	170	void eEmp::set_parameters ( const vec &w0, epdf* epdf0 ) {
	171	//it_assert_debug(rv==epdf0->rv(),"Wrong epdf0");
	172	w=w0;
	173	w/=sum ( w0 );//renormalize
	174	n=w.length();
	175	samples.set_size ( n );
	176
	177	for ( int i=0;i<n;i++ ) {samples ( i ) =epdf0->sample();}
	178	}

TabularUnified bdm/stat/libEF.h ¶

r28	r32
17	17	#include "../math/libDC.h"
18	18	#include "libBM.h"
	19	#include "../itpp_ext.h"
19	20	//#include <std>
20	21
21	22	using namespace itpp;
22	23
	24
	25	//! Global Uniform_RNG
	26	extern Uniform_RNG UniRNG;
	27	extern Normal_RNG NorRNG;
	28	extern Gamma_RNG GamRNG;
	29
	30
23	31	/*!
24	32	* \brief General conjugate exponential family posterior density.
…	…
30	38
31	39	public:
	40	// eEF() :epdf() {};
32	41	//! default constructor
33		eEF~~() :epdf(~~) {};
	42	eEF ( const RV &rv ) :epdf ( rv ) {};
34	43
35	44	virtual void tupdate ( double phi, mat &vbar, double nubar ) {};
…	…
41	50
42	51	public:
43
	52	mEF ( const RV &rv0, const RV &rvc0 ) :mpdf ( rv0,rvc0 ) {};
44	53	};
45	54
…	…
61	70	//! indicator if \c _iR is chached
62	71	bool cached;
63		~~//! Random number generator for sampling; Fixme: what about static correct ?~~
64		~~Normal_RNG RNG;~~
65	72	//! dimension (redundant from rv.count() for easier coding )
66	73	int dim;
67	74	public:
68		enorm() :eEF() {};
	75	// enorm() :eEF() {};
69	76
70	77	enorm ( RV &rv );
…	…
74	81	void dupdate ( mat &v,double nu=1.0 );
75	82
76		vec sample();
77		mat sample ( int N );
78		double eval ( const vec &val );
79		double evalpdflog ( const vec &val );
	83	vec sample() const;
	84	mat sample ( int N ) const;
	85	double eval ( const vec &val ) const ;
	86	double evalpdflog ( const vec &val ) const;
	87	vec mean()const {return mu;}
80	88
81	89	//Access methods
…	…
94	102
95	103	/*!
96		\brief
97		*/
98		template<class sq_T>
99
	104	\brief Gamma posterior density
	105
	106	Multvariate Gamma density as product of independent univariate densities.
	107	\f[
	108	f(x\|a,b) = \prod f(x_i\|a_i,b_i)
	109	\f]
	110	*/
	111
	112	class egamma : public eEF {
	113	protected:
	114	vec alpha;
	115	vec beta;
	116	public :
	117	//! Default constructor
	118	egamma ( const RV &rv ) :eEF ( rv ) {};
	119	//! Sets parameters
	120	void set_parameters ( const vec &a, const vec &b ) {alpha=a,beta=b;};
	121	vec sample() const;
	122	mat sample ( int N ) const;
	123	double evalpdflog ( const vec &val ) const;
	124	//! Returns poiter to alpha and beta. Potentially dengerous: use with care!
	125	void _param ( vec* &a, vec* &b ) {a=αb=β};
	126	vec mean()const {vec pom(alpha); pom/=beta; return pom;}
	127	};
	128
	129	//! Weighted mixture of epdfs with external owned components.
	130	class emix : public epdf {
	131	protected:
	132	int n;
	133	vec &w;
	134	Array<epdf*> Coms;
	135	public:
	136	//! Default constructor
	137	emix ( const RV &rv, vec &w0): epdf(rv), n(w0.length()), w(w0), Coms(n) {};
	138	void set_parameters( int &i, double wi, epdf* ep){w(i)=wi;Coms(i)=ep;}
	139	vec mean(){vec pom; for(int i=0;i<n;i++){pom+=Coms(i)->mean()*w(i);} return pom;};
	140	vec sample() {it_error ( "Not implemented" );return 0;}
	141	};
	142
	143	//! Uniform distributed density on a rectangular support
	144
	145	class euni: public epdf {
	146	protected:
	147	//! lower bound on support
	148	vec low;
	149	//! upper bound on support
	150	vec high;
	151	//! internal
	152	vec distance;
	153	//! normalizing coefficients
	154	double nk,lnk;
	155	public:
	156	euni ( const RV rv ) :epdf ( rv ) {}
	157	double eval ( const vec &val ) const {return nk;}
	158	double evalpdflog ( const vec &val ) const {return lnk;}
	159	vec sample() const {
	160	vec smp ( rv.count() ); UniRNG.sample_vector ( rv.count(),smp );
	161	return low+distance*smp;
	162	}
	163	void set_parameters ( const vec &low0, const vec &high0 ) {
	164	distance = high0-low0;
	165	it_assert_debug ( min ( distance ) >0.0,"bad support" );
	166	low = low0;
	167	high = high0;
	168	nk = prod ( 1.0/distance );
	169	lnk = log ( nk );
	170	}
	171	vec mean() const {vec pom=high; pom-=low; pom/=2.0; return pom;}
	172	};
	173
	174
	175	/*!
	176	\brief Normal distributed linear function with linear function of mean value;
	177
	178	Mean value $mu=A*rvc$.
	179	*/
	180	template<class sq_T>
100	181	class mlnorm : public mEF {
101	182	enorm<sq_T> epdf;
	183	vec* _mu; //cached epdf.mu;
102	184	mat A;
103	185	public:
104	186	//! Constructor
105		mlnorm ( RV &rv,RV &rvc, mat &A, sq_T &R );
	187	mlnorm ( RV &rv,RV &rvc );
	188	void set_parameters ( const mat &A, const sq_T &R );
106	189	//!Generate one sample of the posterior
107	190	vec samplecond ( vec &cond, double &lik );
	191	//!Generate matrix of samples of the posterior
108	192	mat samplecond ( vec &cond, vec &lik, int n );
109	193	void condition ( vec &cond );
110	194	};
111	195
	196	/*!
	197	\brief Gamma random walk
	198
	199	Mean value, $\mu$, of this density is given by \c rvc .
	200	Standard deviation of the random walk is proportional to one $k$-th the mean.
	201	This is achieved by setting $\alpha=k$ and $\beta=k/\mu$.
	202
	203	The standard deviation of the walk is then: $\mu/\sqrt(k)$.
	204	*/
	205	class mgamma : public mEF {
	206	egamma epdf;
	207	double k;
	208	vec* _beta;
	209
	210	public:
	211	//! Constructor
	212	mgamma ( const RV &rv,const RV &rvc );
	213	void set_parameters ( double k );
	214	//!Generate one sample of the posterior
	215	vec samplecond ( vec &cond, double &lik );
	216	//!Generate matrix of samples of the posterior
	217	mat samplecond ( vec &cond, vec &lik, int n );
	218	void condition ( const vec &val ) {*_beta=k/val;};
	219	};
	220
	221	//! Switch between various resampling methods.
	222	enum RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 };
	223	/*!
	224	\brief Weighted empirical density
	225
	226	Used e.g. in particle filters.
	227	*/
	228	class eEmp: public epdf {
	229	protected :
	230	//! Number of particles
	231	int n;
	232	vec w;
	233	Array<vec> samples;
	234	public:
	235	eEmp ( const RV &rv0 ,int n0) :epdf ( rv0 ),n(n0),w(n),samples(n) {};
	236	void set_parameters ( const vec &w0, epdf* pdf0 );
	237	//! Potentially dangerous, use with care.
	238	vec& _w() {return w;};
	239	Array<vec>& _samples() {return samples;};
	240	//! Function performs resampling, i.e. removal of low-weight samples and duplication of high-weight samples such that the new samples represent the same density.
	241	ivec resample ( RESAMPLING_METHOD method = SYSTEMATIC );
	242	vec sample() const {it_error ( "Not implemented" );return 0;}
	243	double evalpdflog(const vec &val) const {it_error ( "Not implemented" );return 0.0;}
	244	vec mean()const {vec pom=zeros(rv.count());
	245	for (int i=0;i<n;i++){pom+=samples(i)*w(i);}
	246	return pom;
	247	}
	248	};
	249
	250
112	251	////////////////////////
113	252
114	253	template<class sq_T>
115		enorm<sq_T>::enorm ( RV &rv ) :eEF(~~), mu ( rv.count() ),R(rv.count()),_iR(rv.count()~~),cached ( false ),dim ( rv.count() ) {};
	254	enorm<sq_T>::enorm ( RV &rv ) :eEF(rv), mu ( rv.count() ),R ( rv.count() ),_iR ( rv.count() ),cached ( false ),dim ( rv.count() ) {};
116	255
117	256	template<class sq_T>
…	…
120	259	mu = mu0;
121	260	R = R0;
122		if~~(_iR.rows()!=R.rows()~~) _iR=R; // memory allocation!
	261	if ( _iR.rows() !=R.rows() ) _iR=R; // memory allocation!
123	262	R.inv ( _iR ); //update cache
124	263	cached=true;
…	…
136	275
137	276	template<class sq_T>
138		vec enorm<sq_T>::sample() {
	277	vec enorm<sq_T>::sample() const {
139	278	vec x ( dim );
140		RNG.sample_vector ( dim,x );
	279	NorRNG.sample_vector ( dim,x );
141	280	vec smp = R.sqrt_mult ( x );
142	281
…	…
146	285
147	286	template<class sq_T>
148		mat enorm<sq_T>::sample ( int N ) {
	287	mat enorm<sq_T>::sample ( int N )const {
149	288	mat X ( dim,N );
150	289	vec x ( dim );
…	…
153	292
154	293	for ( i=0;i<N;i++ ) {
155		RNG.sample_vector ( dim,x );
	294	NorRNG.sample_vector ( dim,x );
156	295	pom = R.sqrt_mult ( x );
157	296	pom +=mu;
…	…
163	302
164	303	template<class sq_T>
165		double enorm<sq_T>::eval ( const vec &val ) {
166		return exp ( evalpdflog ( val ) );
167		};
168
169		template<class sq_T>
170		double enorm<sq_T>::evalpdflog ( const vec &val ) {
171		if ( !cached ) {R.inv ( _iR );cached=true;}
172
173		return -0.5* ( R.cols() *0.79817986835811504957 +R.logdet() +_iR.qform ( mu-val ) );
174		};
175
176
177		template<class sq_T>
178		mlnorm<sq_T>::mlnorm ( RV &rv,RV &rvc, mat &A, sq_T &R ) {
179		int dim = rv.count();
180		vec mu ( dim );
181
182		epdf = enorm<sq_T> ( rv,mu,R );
	304	double enorm<sq_T>::eval ( const vec &val ) const {
	305	double pdfl,e;
	306	pdfl = evalpdflog ( val );
	307	e = exp ( pdfl );
	308	return e;
	309	};
	310
	311	template<class sq_T>
	312	double enorm<sq_T>::evalpdflog ( const vec &val ) const {
	313	if ( !cached ) {it_error("this should not happen, see cached");}
	314
	315	// 1.83787706640935 = log(2pi)
	316	return -0.5* ( R.cols() * 1.83787706640935 +R.logdet() +_iR.qform ( mu-val ) );
	317	};
	318
	319
	320	template<class sq_T>
	321	mlnorm<sq_T>::mlnorm ( RV &rv0,RV &rvc0 ) :mEF ( rv0,rvc0 ),epdf ( rv ),A ( rv0.count(),rv0.count() ) {
	322	_mu = epdf._mu();
	323	}
	324
	325	template<class sq_T>
	326	void mlnorm<sq_T>::set_parameters ( const mat &A0, const sq_T &R0 ) {
	327	epdf.set_parameters ( zeros ( rv.count() ),R0 );
	328	A = A0;
183	329	}
184	330
…	…
199	345	this->condition ( cond );
200	346
201		for ( i=0; i<~~dim~~; i++ ) {
	347	for ( i=0; i<n; i++ ) {
202	348	smp = epdf.sample();
203	349	lik ( i ) = epdf.eval ( smp );
…	…
210	356	template<class sq_T>
211	357	void mlnorm<sq_T>::condition ( vec &cond ) {
212		~~epdf.~~mu = A*cond;
	358	_mu = Acond;
213	359	//R is already assigned;
214	360	}
…	…
216	362	///////////
217	363
218		~~//#ifdef HAVE_EXTERN_TEMPLATE~~
219
220		~~// extern template class enorm<fsqmat>;~~
221		~~// extern template class enorm<ldmat>;~~
222		~~//#endif~~
223	364
224	365	#endif //EF_H

TabularUnified doc/html/annotated.html ¶

r28	r32
24	24	<tr><td class="indexkey"><a class="el" href="classbilinfn.html">bilinfn</a></td><td class="indexvalue">Class representing function $f(x,u) = Ax+Bu$ </td></tr>
25	25	<tr><td class="indexkey"><a class="el" href="classBM.html">BM</a></td><td class="indexvalue">Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities </td></tr>
	26	<tr><td class="indexkey"><a class="el" href="classBMcond.html">BMcond</a></td><td class="indexvalue">Conditional Bayesian Filter </td></tr>
26	27	<tr><td class="indexkey"><a class="el" href="classconstfn.html">constfn</a></td><td class="indexvalue">Class representing function $f(x) = a$, here rv is empty </td></tr>
27	28	<tr><td class="indexkey"><a class="el" href="classdiffbifn.html">diffbifn</a></td><td class="indexvalue">Class representing a differentiable function of two variables $f(x,u)$ </td></tr>
28	29	<tr><td class="indexkey"><a class="el" href="classDS.html">DS</a></td><td class="indexvalue">Abstract class for discrete-time sources of data </td></tr>
29	30	<tr><td class="indexkey"><a class="el" href="classeEF.html">eEF</a></td><td class="indexvalue">General conjugate exponential family posterior density </td></tr>
	31	<tr><td class="indexkey"><a class="el" href="classeEmp.html">eEmp</a></td><td class="indexvalue">Weighted empirical density </td></tr>
	32	<tr><td class="indexkey"><a class="el" href="classegamma.html">egamma</a></td><td class="indexvalue">Gamma posterior density </td></tr>
30	33	<tr><td class="indexkey"><a class="el" href="classEKF.html">EKF< sq_T ></a></td><td class="indexvalue">Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter </td></tr>
	34	<tr><td class="indexkey"><a class="el" href="classemix.html">emix</a></td><td class="indexvalue">Weighted mixture of epdfs with external owned components </td></tr>
31	35	<tr><td class="indexkey"><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td class="indexvalue">Gaussian density with positive definite (decomposed) covariance matrix </td></tr>
32	36	<tr><td class="indexkey"><a class="el" href="classepdf.html">epdf</a></td><td class="indexvalue">Probability density function with numerical statistics, e.g. posterior density </td></tr>
	37	<tr><td class="indexkey"><a class="el" href="classeuni.html">euni</a></td><td class="indexvalue">Uniform distributed density on a rectangular support </td></tr>
33	38	<tr><td class="indexkey"><a class="el" href="classfnc.html">fnc</a></td><td class="indexvalue">Class representing function $f(x)$ of variable $x$ represented by <code>rv</code> </td></tr>
34	39	<tr><td class="indexkey"><a class="el" href="classfsqmat.html">fsqmat</a></td><td class="indexvalue">Fake <a class="el" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>. This class maps <a class="el" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> operations to operations on full matrix </td></tr>
	40	<tr><td class="indexkey"><a class="el" href="classitpp_1_1Gamma__RNG.html">itpp::Gamma_RNG</a></td><td class="indexvalue">Gamma distribution </td></tr>
35	41	<tr><td class="indexkey"><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td class="indexvalue"><a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form </td></tr>
36	42	<tr><td class="indexkey"><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td class="indexvalue">Basic <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon! </td></tr>
	43	<tr><td class="indexkey"><a class="el" href="classKFcondQR.html">KFcondQR</a></td><td class="indexvalue"><a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q </td></tr>
37	44	<tr><td class="indexkey"><a class="el" href="classlinfn.html">linfn</a></td><td class="indexvalue">Class representing function $f(x) = Ax+B$ </td></tr>
38	45	<tr><td class="indexkey"><a class="el" href="classMemDS.html">MemDS</a></td><td class="indexvalue">Class representing off-line data stored in memory </td></tr>
	46	<tr><td class="indexkey"><a class="el" href="classmgamma.html">mgamma</a></td><td class="indexvalue">Gamma random walk </td></tr>
	47	<tr><td class="indexkey"><a class="el" href="classmlnorm.html">mlnorm< sq_T ></a></td><td class="indexvalue">Normal distributed linear function with linear function of mean value; </td></tr>
39	48	<tr><td class="indexkey"><a class="el" href="classmpdf.html">mpdf</a></td><td class="indexvalue">Conditional probability density, e.g. modeling some dependencies </td></tr>
40		<tr><td class="indexkey"><a class="el" href="classPF.html">PF</a></td><td class="indexvalue">A Particle Filter prototype </td></tr>
	49	<tr><td class="indexkey"><a class="el" href="classMPF.html">MPF< BM_T ></a></td><td class="indexvalue">Marginalized Particle filter </td></tr>
	50	<tr><td class="indexkey"><a class="el" href="classPF.html">PF</a></td><td class="indexvalue">Trivial particle filter with proposal density equal to parameter evolution model </td></tr>
41	51	<tr><td class="indexkey"><a class="el" href="classRV.html">RV</a></td><td class="indexvalue">Class representing variables, most often random variables </td></tr>
42	52	<tr><td class="indexkey"><a class="el" href="classsqmat.html">sqmat</a></td><td class="indexvalue">Virtual class for representation of double symmetric matrices in square-root form </td></tr>
43		~~<tr><td class="indexkey"><a class="el" href="classTrivialPF.html">TrivialPF</a></td><td class="indexvalue">Trivial particle filter with proposal density that is not conditioned on the data </td></tr>~~
44	53	</table>
45		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48~~:40 2008 for mixpp by
	54	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by
46	55	<a href="http://www.doxygen.org/index.html">
47	56	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classBM-members.html ¶

r28	r32
22	22	</div>
23	23	<h1>BM Member List</h1>This is the complete list of members for <a class="el" href="classBM.html">BM</a>, including all inherited members.<p><table>
24		<tr class="memlist"><td><a class="el" href="classBM.html#~~a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td~~></td></tr>
	24	<tr class="memlist"><td><a class="el" href="classBM.html#3dc45554556926bde996a267636abe55">_epdf</a>()=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr>
25	25	<tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a>(const vec &dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr>
26	26	<tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
27		<tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr>
28		<tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
29		<tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
30		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by
	27	<tr class="memlist"><td><a class="el" href="classBM.html#605d28b426adb677c86a57ddb525132a">BM</a>(const RV &rv0)</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr>
	28	<tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr>
	29	<tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr>
	30	<tr class="memlist"><td><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr>
	31	<tr class="memlist"><td><a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">~BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline, virtual]</code></td></tr>
	32	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:44 2008 for mixpp by
31	33	<a href="http://www.doxygen.org/index.html">
32	34	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classBM.html ¶

r28	r32
31	31	<p><center><img src="classBM__inherit__graph.png" border="0" usemap="#BM__inherit__map" alt="Inheritance graph"></center>
32	32	<map name="BM__inherit__map">
33		<area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="5,87,133,113"><area shape="rect" href="classKalman.html" title="Kalman\< fsqmat \>" alt="" coords="47,183,193,209"><area shape="rect" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="208,87,299,113"><area shape="rect" href="classPF.html" title="A Particle Filter prototype." alt="" coords="323,87,360,113"><area shape="rect" title="\< fsqmat \>" alt="" coords="64,111,72,119"><area shape="rect" title="\< fsqmat \>" alt="" coords="95,179,103,187"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="68,263,172,289"><area shape="rect" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data..." alt="" coords="305,183,377,209"></map>
	33	<area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="47,87,175,113"><area shape="rect" href="classKalman.html" title="Kalman\< ldmat \>" alt="" coords="49,183,185,209"><area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="249,87,287,113"><area shape="rect" title="\< ldmat \>" alt="" coords="108,111,116,119"><area shape="rect" title="\< ldmat \>" alt="" coords="112,179,120,187"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="5,263,109,289"><area shape="rect" href="classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="133,263,221,289"><area shape="rect" href="classMPF.html" title="Marginalized Particle filter." alt="" coords="211,183,325,209"></map>
	34	<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
	35	<div class="dynheader">
	36	Collaboration diagram for BM:</div>
	37	<div class="dynsection">
	38	<p><center><img src="classBM__coll__graph.png" border="0" usemap="#BM__coll__map" alt="Collaboration graph"></center>
	39	<map name="BM__coll__map">
	40	<area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="8,7,45,33"><area shape="rect" title="rv" alt="" coords="23,31,31,39"><area shape="rect" title="rv" alt="" coords="23,99,31,107"></map>
34	41	<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35	42
…	…
38	45	<tr><td></td></tr>
39	46	<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
40		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~ef32a12f4f89e4000bf5390ceda762ae"></a><!-- doxytag: member="BM::BM" ref="ef32a12f4f89e4000bf5390ceda762ae" args="(~~)" -->
41		</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#~~ef32a12f4f89e4000bf5390ceda762ae">BM</a> (~~)</td></tr>
	47	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="605d28b426adb677c86a57ddb525132a"></a><!-- doxytag: member="BM::BM" ref="605d28b426adb677c86a57ddb525132a" args="(const RV &rv0)" -->
	48	</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#605d28b426adb677c86a57ddb525132a">BM</a> (const <a class="el" href="classRV.html">RV</a> &rv0)</td></tr>
42	49
43	50	<tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr>
…	…
49	56
50	57	<tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
51		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="BM::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()~~" -->
52		~~<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>
	58	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3dc45554556926bde996a267636abe55"></a><!-- doxytag: member="BM::_epdf" ref="3dc45554556926bde996a267636abe55" args="()=0" -->
	59	virtual <a class="el" href="classepdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#3dc45554556926bde996a267636abe55">_epdf</a> ()=0</td></tr>
53	60
54	61	<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>
55		<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
	62	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0f02b3b4144e0895cc14f7e0374bdd"></a><!-- doxytag: member="BM::~BM" ref="ca0f02b3b4144e0895cc14f7e0374bdd" args="()" -->
	63	virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">~BM</a> ()</td></tr>
	64
	65	<tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor for future use;. <br></td></tr>
	66	<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
	67	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="BM::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
	68	<a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr>
	69
	70	<tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
56	71	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="BM::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
57	72	double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
…	…
90	105	</dl>
91	106
	107	<p>Implemented in <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman< sq_T ></a>, <a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">EKF< sq_T ></a>, <a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">PF</a>, <a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">MPF< BM_T ></a>, and <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman< ldmat ></a>.</p>
	108
92	109	</div>
93	110	</div><p>
94	111	<hr>The documentation for this class was generated from the following file:<ul>
95	112	<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
96		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:40~~ 2008 for mixpp by
	113	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:44 2008 for mixpp by
97	114	<a href="http://www.doxygen.org/index.html">
98	115	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classBMinheritgraph.map ¶

r23	r32
1		<area shape="rect" href="$classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="~~5,87,133~~,113">
2		<area shape="rect" href="$classKalman.html" title="Kalman\< ~~fsqmat \>" alt="" coords="47,183,193~~,209">
3		<area shape="rect" href="$class~~KalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="208,87,299~~,113">
4		<area shape="rect" ~~href="$classPF.html" title="A Particle Filter prototype." alt="" coords="323,87,360,113~~">
5		<area shape="rect" title="\< ~~fsqmat \>" alt="" coords="64,111,72,119~~">
6		<area shape="rect" ~~title="\< fsqmat \>" alt="" coords="95,179,103,187~~">
7		<area shape="rect" href="$class~~EKF.html" title="Extended Kalman Filter." alt="" coords="68,263,172~~,289">
8		<area shape="rect" href="$class~~TrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data..." alt="" coords="305,183,377~~,209">
	1	<area shape="rect" href="$classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="47,87,175,113">
	2	<area shape="rect" href="$classKalman.html" title="Kalman\< ldmat \>" alt="" coords="49,183,185,209">
	3	<area shape="rect" href="$classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="249,87,287,113">
	4	<area shape="rect" title="\< ldmat \>" alt="" coords="108,111,116,119">
	5	<area shape="rect" title="\< ldmat \>" alt="" coords="112,179,120,187">
	6	<area shape="rect" href="$classEKF.html" title="Extended Kalman Filter." alt="" coords="5,263,109,289">
	7	<area shape="rect" href="$classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="133,263,221,289">
	8	<area shape="rect" href="$classMPF.html" title="Marginalized Particle filter." alt="" coords="211,183,325,209">

TabularUnified doc/html/classBMinheritgraph.md5 ¶

r23	r32
1		09290a43928c25020995e8eec85fd9e3
	1	a493f13403a1fdc9e18ef6dd14c8788c

TabularUnified doc/html/classDS-members.html ¶

r28	r32
30	30	<tr class="memlist"><td><a class="el" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039">write</a>(vec &ut)</td><td><a class="el" href="classDS.html">DS</a></td><td></td></tr>
31	31	<tr class="memlist"><td><a class="el" href="classDS.html#f4ae51a3bc1267a6a52fc229973afe85">write</a>(vec &ut, ivec &indeces)</td><td><a class="el" href="classDS.html">DS</a></td><td></td></tr>
32		</table><hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:41~~ 2008 for mixpp by
	32	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:44 2008 for mixpp by
33	33	<a href="http://www.doxygen.org/index.html">
34	34	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classDS.html ¶

r28	r32
117	117	<hr>The documentation for this class was generated from the following file:<ul>
118	118	<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
119		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:41~~ 2008 for mixpp by
	119	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:44 2008 for mixpp by
120	120	<a href="http://www.doxygen.org/index.html">
121	121	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classEKF-members.html ¶

r28	r32
22	22	</div>
23	23	<h1>EKF< sq_T > Member List</h1>This is the complete list of members for <a class="el" href="classEKF.html">EKF< sq_T ></a>, including all inherited members.<p><table>
24		<tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
25		<tr bgcolor="#f0f0f0"><td><b>_iRy</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr>
26		<tr bgcolor="#f0f0f0"><td><b>_K</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr>
27		<tr bgcolor="#f0f0f0"><td><b>_Ry</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr>
28		<tr bgcolor="#f0f0f0"><td><b>_yp</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr>
29		<tr bgcolor="#f0f0f0"><td><b>A</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr>
30		<tr bgcolor="#f0f0f0"><td><b>B</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr>
31		<tr class="memlist"><td><a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">bayes</a>(const vec &dt, bool evalll=true)</td><td><a class="el" href="classEKF.html">EKF< sq_T ></a></td><td><code> [inline]</code></td></tr>
32		<tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr>
	24	<tr class="memlist"><td><a class="el" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">_epdf</a>()</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [inline, virtual]</code></td></tr>
	25	<tr bgcolor="#f0f0f0"><td><b>_iP</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	26	<tr bgcolor="#f0f0f0"><td><b>_iRy</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	27	<tr bgcolor="#f0f0f0"><td><b>_K</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	28	<tr bgcolor="#f0f0f0"><td><b>_mu</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	29	<tr bgcolor="#f0f0f0"><td><b>_P</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	30	<tr bgcolor="#f0f0f0"><td><b>_Ry</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	31	<tr bgcolor="#f0f0f0"><td><b>_yp</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	32	<tr bgcolor="#f0f0f0"><td><b>A</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	33	<tr bgcolor="#f0f0f0"><td><b>B</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	34	<tr class="memlist"><td><a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">bayes</a>(const vec &dt)</td><td><a class="el" href="classEKF.html">EKF< sq_T ></a></td><td><code> [inline, virtual]</code></td></tr>
33	35	<tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
34		<tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr>
35		<tr bgcolor="#f0f0f0"><td><b>C</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr>
36		<tr bgcolor="#f0f0f0"><td><b>D</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr>
37		<tr bgcolor="#f0f0f0"><td><b>dimu</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr>
38		<tr bgcolor="#f0f0f0"><td><b>dimx</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr>
39		<tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr>
40		<tr class="memlist"><td><a class="el" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">EKF</a>(diffbifn pfxu, diffbifn phxu, sq_T Q0, sq_T R0, vec mu0, mat P0)</td><td><a class="el" href="classEKF.html">EKF< sq_T ></a></td><td><code> [inline]</code></td></tr>
41		<tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
42		<tr class="memlist"><td><a class="el" href="classKalman.html#96958a5ebfa966d892137987f265083a">Kalman</a>(int dimx, int dimu, int dimy)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td></td></tr>
43		<tr class="memlist"><td><a class="el" href="classKalman.html#83118f4bd2ecbc70b03cfd573088ed6f">Kalman</a>(mat A0, mat B0, mat C0, mat D0, fsqmatR0, fsqmatQ0, fsqmatP0, vec mu0)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td></td></tr>
44		<tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
45		<tr class="memlist"><td><a class="el" href="classKalman.html#3063a3f58a74cea672ae889971012eed">mu</a></td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td></td></tr>
46		<tr bgcolor="#f0f0f0"><td><b>operator<<</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [friend]</code></td></tr>
47		<tr class="memlist"><td><a class="el" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3">P</a></td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td></td></tr>
48		<tr bgcolor="#f0f0f0"><td><b>Q</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr>
49		<tr bgcolor="#f0f0f0"><td><b>R</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr>
50		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:43 2008 for mixpp by
	36	<tr class="memlist"><td><a class="el" href="classBM.html#605d28b426adb677c86a57ddb525132a">BM</a>(const RV &rv0)</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr>
	37	<tr bgcolor="#f0f0f0"><td><b>C</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	38	<tr bgcolor="#f0f0f0"><td><b>D</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	39	<tr bgcolor="#f0f0f0"><td><b>dimu</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	40	<tr bgcolor="#f0f0f0"><td><b>dimx</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	41	<tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	42	<tr class="memlist"><td><a class="el" href="classEKF.html#ea4f3254cacf0a92d2a820b1201d049e">EKF</a>(RV rvx, RV rvy, RV rvu)</td><td><a class="el" href="classEKF.html">EKF< sq_T ></a></td><td><code> [inline]</code></td></tr>
	43	<tr class="memlist"><td><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	44	<tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr>
	45	<tr class="memlist"><td><a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">fy</a></td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	46	<tr class="memlist"><td><a class="el" href="classKalman.html#3d56b0a97b8c1e25fdd3b10eef3c2ad3">Kalman</a>(RV rvx0, RV rvy0, RV rvu0)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td></td></tr>
	47	<tr class="memlist"><td><a class="el" href="classKalman.html#ce38e31810aea4db45a83ad05eaba009">Kalman</a>(const Kalman< ldmat > &K0)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td></td></tr>
	48	<tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr>
	49	<tr bgcolor="#f0f0f0"><td><b>Q</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	50	<tr bgcolor="#f0f0f0"><td><b>R</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	51	<tr class="memlist"><td><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr>
	52	<tr bgcolor="#f0f0f0"><td><b>rvu</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	53	<tr bgcolor="#f0f0f0"><td><b>rvy</b> (defined in <a class="el" href="classKalman.html">Kalman< ldmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [protected]</code></td></tr>
	54	<tr class="memlist"><td><a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">set_est</a>(const vec &mu0, const ldmat &P0)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td><code> [inline]</code></td></tr>
	55	<tr bgcolor="#f0f0f0"><td><b>set_parameters</b>(diffbifn pfxu, diffbifn phxu, const sq_T Q0, const sq_T R0) (defined in <a class="el" href="classEKF.html">EKF< sq_T ></a>)</td><td><a class="el" href="classEKF.html">EKF< sq_T ></a></td><td><code> [inline]</code></td></tr>
	56	<tr class="memlist"><td><a class="el" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a">Kalman< ldmat >::set_parameters</a>(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const ldmat &R0, const ldmat &Q0)</td><td><a class="el" href="classKalman.html">Kalman< ldmat ></a></td><td></td></tr>
	57	<tr class="memlist"><td><a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">~BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline, virtual]</code></td></tr>
	58	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:47 2008 for mixpp by
51	59	<a href="http://www.doxygen.org/index.html">
52	60	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classEKF.html ¶

r28	r32
21	21	</ul>
22	22	</div>
23		<h1>EKF< sq_T > Class Template Reference</h1><!-- doxytag: class="EKF" --><!-- doxytag: inherits="Kalman< ~~fsq~~mat >" -->Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter.
	23	<h1>EKF< sq_T > Class Template Reference</h1><!-- doxytag: class="EKF" --><!-- doxytag: inherits="Kalman< ldmat >" -->Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter.
24	24	<a href="#_details">More...</a>
25	25	<p>
…	…
31	31	<p><center><img src="classEKF__inherit__graph.png" border="0" usemap="#EKF_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center>
32	32	<map name="EKF_3_01sq__T_01_4__inherit__map">
33		<area shape="rect" href="classKalman.html" title="Kalman\< fsqmat \>" alt="" coords="5,183,152,209"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="69,7,112,33"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="95,87,223,113"><area shape="rect" title="\< fsqmat \>" alt="" coords="143,111,151,119"><area shape="rect" title="\< fsqmat \>" alt="" coords="85,179,93,187"></map>
	33	<area shape="rect" href="classKalman.html" title="Kalman\< ldmat \>" alt="" coords="5,183,141,209"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="64,7,107,33"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="89,87,217,113"><area shape="rect" title="\< ldmat \>" alt="" coords="137,111,145,119"><area shape="rect" title="\< ldmat \>" alt="" coords="80,179,88,187"></map>
34	34	<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35	35	<div class="dynheader">
…	…
38	38	<p><center><img src="classEKF__coll__graph.png" border="0" usemap="#EKF_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center>
39	39	<map name="EKF_3_01sq__T_01_4__coll__map">
40		<area shape="rect" href="classKalman.html" title="Kalman\< fsqmat \>" alt="" coords="61,337,208,364"><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="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="48,172,176,199"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="200,172,267,199"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="229,196,237,204"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="164,333,172,341"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="203,7,264,33"><area shape="rect" title="\< fsqmat \>" alt="" coords="109,196,117,204"><area shape="rect" title="\< fsqmat \>" alt="" coords="127,333,135,341"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,31,116,39"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,168,116,176"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="277,337,344,364"><area shape="rect" title="pfxu\nphxu" alt="" coords="299,361,307,369"><area shape="rect" title="pfxu\nphxu" alt="" coords="252,445,260,453"><area shape="rect" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="291,172,331,199"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="355,172,392,199"><area shape="rect" title="rvu\nrvx" alt="" coords="365,196,373,204"><area shape="rect" title="rvu\nrvx" alt="" coords="313,333,321,341"></map>
	40	<area shape="rect" href="classKalman.html" title="Kalman\< ldmat \>" alt="" coords="300,636,436,663"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="339,231,381,257"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="201,412,329,439"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="344,7,381,33"><area shape="rect" title="rvu\nrvy" alt="" coords="372,31,380,39"><area shape="rect" title="rvu\nrvy" alt="" coords="375,632,383,640"><area shape="rect" title="rv" alt="" coords="359,31,367,39"><area shape="rect" title="rv" alt="" coords="356,227,364,235"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="177,119,228,145"><area shape="rect" title="rv" alt="" coords="340,21,348,29"><area shape="rect" title="rv" alt="" coords="208,115,216,123"><area shape="rect" title="rvu\nrvy" alt="" coords="356,31,364,39"><area shape="rect" title="rvu\nrvy" alt="" coords="268,408,276,416"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="456,119,523,145"><area shape="rect" title="rvu\nrvx" alt="" coords="379,24,387,32"><area shape="rect" title="rvu\nrvx" alt="" coords="477,115,485,123"><area shape="rect" href="classenorm.html" title="enorm\< ldmat \>" alt="" coords="85,524,216,551"><area shape="rect" title="est\nfy" alt="" coords="157,548,165,556"><area shape="rect" title="est\nfy" alt="" coords="296,635,304,643"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="140,231,185,257"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="5,412,125,439"><area shape="rect" title="\< ldmat \>" alt="" coords="60,436,68,444"><area shape="rect" title="\< ldmat \>" alt="" coords="105,520,113,528"><area shape="rect" title="_iR\nR" alt="" coords="225,255,233,263"><area shape="rect" title="_iR\nR" alt="" coords="93,408,101,416"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="235,255,243,263"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="259,408,267,416"><area shape="rect" title="\< ldmat \>" alt="" coords="261,436,269,444"><area shape="rect" title="\< ldmat \>" alt="" coords="347,632,355,640"><area shape="rect" title="pfxu\nphxu" alt="" coords="484,143,492,151"><area shape="rect" title="pfxu\nphxu" alt="" coords="451,712,459,720"><area shape="rect" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="484,7,524,33"></map>
41	41	<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42	42
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45	45	<tr><td></td></tr>
46	46	<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
47		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~003687c6cf2a01be90a00e2c99e3863e"></a><!-- doxytag: member="EKF::EKF" ref="003687c6cf2a01be90a00e2c99e3863e" args="(diffbifn pfxu, diffbifn phxu, sq_T Q0, sq_T R0, vec mu0, mat P0~~)" -->
48		</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#~~003687c6cf2a01be90a00e2c99e3863e">EKF</a> (<a class="el" href="classdiffbifn.html">diffbifn</a> pfxu, <a class="el" href="classdiffbifn.html">diffbifn</a> phxu, sq_T Q0, sq_T R0, vec mu0, mat P0~~)</td></tr>
	47	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ea4f3254cacf0a92d2a820b1201d049e"></a><!-- doxytag: member="EKF::EKF" ref="ea4f3254cacf0a92d2a820b1201d049e" args="(RV rvx, RV rvy, RV rvu)" -->
	48	</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#ea4f3254cacf0a92d2a820b1201d049e">EKF</a> (<a class="el" href="classRV.html">RV</a> rvx, <a class="el" href="classRV.html">RV</a> rvy, <a class="el" href="classRV.html">RV</a> rvu)</td></tr>
49	49
50	50	<tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr>
51		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb0a08463f14e5584344ea2df99fe747"></a><!-- doxytag: member="EKF::bayes" ref="fb0a08463f14e5584344ea2df99fe747" args="(const vec &dt, bool evalll=true)" -->
52		void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">bayes</a> (const vec &dt, bool <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a>=true)</td></tr>
	51	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="28d058ae4d24d992d2f055419a06ee66"></a><!-- doxytag: member="EKF::set_parameters" ref="28d058ae4d24d992d2f055419a06ee66" args="(diffbifn pfxu, diffbifn phxu, const sq_T Q0, const sq_T R0)" -->
	52	void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (<a class="el" href="classdiffbifn.html">diffbifn</a> pfxu, <a class="el" href="classdiffbifn.html">diffbifn</a> phxu, const sq_T Q0, const sq_T R0)</td></tr>
	53
	54	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c79c62c9b3e0b56b3aaa1b6f1d9a7af7"></a><!-- doxytag: member="EKF::bayes" ref="c79c62c9b3e0b56b3aaa1b6f1d9a7af7" args="(const vec &dt)" -->
	55	void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">bayes</a> (const vec &dt)</td></tr>
53	56
54	57	<tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
55		<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>
	58	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="239b28a0380946f5749b2f8d2807f93a"></a><!-- doxytag: member="EKF::set_parameters" ref="239b28a0380946f5749b2f8d2807f93a" args="(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const ldmat &R0, const ldmat &Q0)" -->
	59	void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a">set_parameters</a> (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const ldmat &R0, const ldmat &Q0)</td></tr>
56	60
57		<tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr>
	61	<tr><td class="mdescLeft"> </td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr>
	62	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80bcf29466d9a9dd2b8f74699807d0c0"></a><!-- doxytag: member="EKF::set_est" ref="80bcf29466d9a9dd2b8f74699807d0c0" args="(const vec &mu0, const ldmat &P0)" -->
	63	void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">set_est</a> (const vec &mu0, const ldmat &P0)</td></tr>
	64
	65	<tr><td class="mdescLeft"> </td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr>
58	66	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="EKF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" -->
59	67	void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>
60	68
61	69	<tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
62		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a~~5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="EKF::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077~~" args="()" -->
63		<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>
	70	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a213c57aef55b2645e550bed81cfc0d4"></a><!-- doxytag: member="EKF::_epdf" ref="a213c57aef55b2645e550bed81cfc0d4" args="()" -->
	71	<a class="el" href="classepdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">_epdf</a> ()</td></tr>
64	72
65	73	<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>
66		<tr><td colspan="2"><br><h2>P~~ublic~~ Attributes</h2></td></tr>
67		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~3063a3f58a74cea672ae889971012eed"></a><!-- doxytag: member="EKF::mu" ref="3063a3f58a74cea672ae889971012eed~~" args="" -->
68		~~vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#3063a3f58a74cea672ae889971012eed">mu</a~~></td></tr>
	74	<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
	75	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7501230c2fafa3655887d2da23b3184c"></a><!-- doxytag: member="EKF::rvy" ref="7501230c2fafa3655887d2da23b3184c" args="" -->
	76	<a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>rvy</b></td></tr>
69	77
70		<tr><td class="mdescLeft"> </td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>
71		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="188cd5ac1c9e496b1a371eb7c57c97d3"></a><!-- doxytag: member="EKF::P" ref="188cd5ac1c9e496b1a371eb7c57c97d3" args="" -->
72		<a class="el" href="classfsqmat.html">fsqmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3">P</a></td></tr>
	78	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44a16ffd5ac1e6e39bae34fea9e1e498"></a><!-- doxytag: member="EKF::rvu" ref="44a16ffd5ac1e6e39bae34fea9e1e498" args="" -->
	79	<a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>rvu</b></td></tr>
73	80
74		~~<tr><td class="mdescLeft"> </td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>~~
75		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="EKF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
76		~~double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>~~
77
78		~~<tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>~~
79		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="EKF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
80		~~bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>~~
81
82		<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>
83		~~<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>~~
84	81	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="39c8c403b46fa3b8c7da77cb2e3729eb"></a><!-- doxytag: member="EKF::dimx" ref="39c8c403b46fa3b8c7da77cb2e3729eb" args="" -->
85	82	int </td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
…	…
104	101
105	102	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11d171dc0e0ab111c56a70f98b97b3ec"></a><!-- doxytag: member="EKF::R" ref="11d171dc0e0ab111c56a70f98b97b3ec" args="" -->
106		~~<a class="el" href="classfsqmat.html">fsqmat</a>~~ </td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>
	103	ldmat </td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>
107	104
108	105	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b69015c800eb93f3ee49da23a6f55d9"></a><!-- doxytag: member="EKF::Q" ref="9b69015c800eb93f3ee49da23a6f55d9" args="" -->
109		~~<a class="el" href="classfsqmat.html">fsqmat</a>~~ </td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr>
	106	ldmat </td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr>
110	107
	108	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5568c74bac67ae6d3b1061dba60c9424"></a><!-- doxytag: member="EKF::est" ref="5568c74bac67ae6d3b1061dba60c9424" args="" -->
	109	<a class="el" href="classenorm.html">enorm</a>< ldmat > </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td></tr>
	110
	111	<tr><td class="mdescLeft"> </td><td class="mdescRight">posterior density on $x_t$ <br></td></tr>
	112	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e580ab06483952bd03f2e651763e184f"></a><!-- doxytag: member="EKF::fy" ref="e580ab06483952bd03f2e651763e184f" args="" -->
	113	<a class="el" href="classenorm.html">enorm</a>< ldmat > </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">fy</a></td></tr>
	114
	115	<tr><td class="mdescLeft"> </td><td class="mdescRight">preditive density on $y_t$ <br></td></tr>
111	116	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d422f51467c7a06174af2476d2826132"></a><!-- doxytag: member="EKF::_K" ref="d422f51467c7a06174af2476d2826132" args="" -->
112	117	mat </td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr>
113	118
114		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~30b7461989185d3d02cf42b8e2a37649"></a><!-- doxytag: member="EKF::_yp" ref="30b7461989185d3d02cf42b8e2a37649~~" args="" -->
115		vec </td><td class="memItemRight" valign="bottom"><b>_yp</b></td></tr>
	119	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5188eb0329f8561f0b357af329769bf8"></a><!-- doxytag: member="EKF::_yp" ref="5188eb0329f8561f0b357af329769bf8" args="" -->
	120	vec * </td><td class="memItemRight" valign="bottom"><b>_yp</b></td></tr>
116	121
117		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~477dca07d91ea1a1f41d51bb0229934f"></a><!-- doxytag: member="EKF::_Ry" ref="477dca07d91ea1a1f41d51bb0229934f~~" args="" -->
118		~~<a class="el" href="classfsqmat.html">fsqmat</a>~~ </td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
	122	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17dd745daa8a958035a334a56fa4674"></a><!-- doxytag: member="EKF::_Ry" ref="e17dd745daa8a958035a334a56fa4674" args="" -->
	123	ldmat * </td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
119	124
120		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~15f1a793210750a7e4642fcd948b24c5"></a><!-- doxytag: member="EKF::_iRy" ref="15f1a793210750a7e4642fcd948b24c5~~" args="" -->
121		~~<a class="el" href="classfsqmat.html">fsqmat</a>~~ </td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
	125	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fbbdf31365f5a5674099599200ea193b"></a><!-- doxytag: member="EKF::_iRy" ref="fbbdf31365f5a5674099599200ea193b" args="" -->
	126	ldmat * </td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
122	127
123		<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
124		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="EKF::operator<<" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &os, const KalmanFull &kf)" -->
125		std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &os, const <a class="el" href="classKalmanFull.html">KalmanFull</a> &kf)</td></tr>
	128	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d1f669b5b3421a070cc75d77b55ba734"></a><!-- doxytag: member="EKF::_mu" ref="d1f669b5b3421a070cc75d77b55ba734" args="" -->
	129	vec * </td><td class="memItemRight" valign="bottom"><b>_mu</b></td></tr>
126	130
	131	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3388218567128a797e69b109138271d"></a><!-- doxytag: member="EKF::_P" ref="b3388218567128a797e69b109138271d" args="" -->
	132	ldmat * </td><td class="memItemRight" valign="bottom"><b>_P</b></td></tr>
	133
	134	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b8bb7f870d69993493ba67ce40e7c3e9"></a><!-- doxytag: member="EKF::_iP" ref="b8bb7f870d69993493ba67ce40e7c3e9" args="" -->
	135	ldmat * </td><td class="memItemRight" valign="bottom"><b>_iP</b></td></tr>
	136
	137	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="EKF::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
	138	<a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr>
	139
	140	<tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
	141	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="EKF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
	142	double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
	143
	144	<tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
	145	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="EKF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
	146	bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
	147
	148	<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>
127	149	</table>
128	150	<hr><a name="_details"></a><h2>Detailed Description</h2>
…	…
132	154	Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter.
133	155	<p>
134		An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr><h2>Member Function Documentation</h2>
135		<a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="EKF::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &dt)=0" -->
136		<div class="memitem">
137		<div class="memproto">
138		<table class="memname">
139		<tr>
140		<td class="memname">virtual void BM::bayes </td>
141		<td>(</td>
142		<td class="paramtype">const vec & </td>
143		<td class="paramname"> <em>dt</em> </td>
144		<td> ) </td>
145		<td width="100%"><code> [pure virtual, inherited]</code></td>
146		</tr>
147		</table>
148		</div>
149		<div class="memdoc">
150
151		<p>
152		Incremental Bayes rule.
153		<p>
154		<dl compact><dt><b>Parameters:</b></dt><dd>
155		<table border="0" cellspacing="2" cellpadding="0">
156		<tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr>
157		</table>
158		</dl>
159
160		</div>
161		</div><p>
162		<hr>The documentation for this class was generated from the following file:<ul>
	156	An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr>The documentation for this class was generated from the following file:<ul>
163	157	<li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a></ul>
164		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:43~~ 2008 for mixpp by
	158	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:47 2008 for mixpp by
165	159	<a href="http://www.doxygen.org/index.html">
166	160	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

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TabularUnified doc/html/classEKFcollgraph.md5 ¶

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TabularUnified doc/html/classEKFinheritgraph.md5 ¶

r23	r32
1		77c3e69c7b4a245413e6ca3492286095
	1	6a3a1968ec11de621b52f5f8c31928f4

TabularUnified doc/html/classKalman-members.html ¶

r28	r32
22	22	</div>
23	23	<h1>Kalman< sq_T > Member List</h1>This is the complete list of members for <a class="el" href="classKalman.html">Kalman< sq_T ></a>, including all inherited members.<p><table>
24		<tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
	24	<tr class="memlist"><td><a class="el" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">_epdf</a>()</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [inline, virtual]</code></td></tr>
	25	<tr bgcolor="#f0f0f0"><td><b>_iP</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
25	26	<tr bgcolor="#f0f0f0"><td><b>_iRy</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
26	27	<tr bgcolor="#f0f0f0"><td><b>_K</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
	28	<tr bgcolor="#f0f0f0"><td><b>_mu</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
	29	<tr bgcolor="#f0f0f0"><td><b>_P</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
27	30	<tr bgcolor="#f0f0f0"><td><b>_Ry</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
28	31	<tr bgcolor="#f0f0f0"><td><b>_yp</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
29	32	<tr bgcolor="#f0f0f0"><td><b>A</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
30	33	<tr bgcolor="#f0f0f0"><td><b>B</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
31		<tr class="memlist"><td><a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">bayes</a>(const vec &dt, bool evalll=true)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [inline]</code></td></tr>
32		<tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr>
	34	<tr class="memlist"><td><a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">bayes</a>(const vec &dt)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [inline, virtual]</code></td></tr>
33	35	<tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
34		<tr class="memlist"><td><a class="el" href="classBM.html#~~ef32a12f4f89e4000bf5390ceda762ae">BM</a>(~~)</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr>
	36	<tr class="memlist"><td><a class="el" href="classBM.html#605d28b426adb677c86a57ddb525132a">BM</a>(const RV &rv0)</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr>
35	37	<tr bgcolor="#f0f0f0"><td><b>C</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
36	38	<tr bgcolor="#f0f0f0"><td><b>D</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
…	…
38	40	<tr bgcolor="#f0f0f0"><td><b>dimx</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
39	41	<tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
40		<tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
41		<tr class="memlist"><td><a class="el" href="classKalman.html#96958a5ebfa966d892137987f265083a">Kalman</a>(int dimx, int dimu, int dimy)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [inline]</code></td></tr>
42		<tr class="memlist"><td><a class="el" href="classKalman.html#83118f4bd2ecbc70b03cfd573088ed6f">Kalman</a>(mat A0, mat B0, mat C0, mat D0, sq_T R0, sq_T Q0, sq_T P0, vec mu0)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [inline]</code></td></tr>
43		<tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
44		<tr class="memlist"><td><a class="el" href="classKalman.html#3063a3f58a74cea672ae889971012eed">mu</a></td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td></td></tr>
45		<tr bgcolor="#f0f0f0"><td><b>operator<<</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [friend]</code></td></tr>
46		<tr class="memlist"><td><a class="el" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3">P</a></td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td></td></tr>
	42	<tr class="memlist"><td><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
	43	<tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr>
	44	<tr class="memlist"><td><a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">fy</a></td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
	45	<tr class="memlist"><td><a class="el" href="classKalman.html#3d56b0a97b8c1e25fdd3b10eef3c2ad3">Kalman</a>(RV rvx0, RV rvy0, RV rvu0)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [inline]</code></td></tr>
	46	<tr class="memlist"><td><a class="el" href="classKalman.html#ce38e31810aea4db45a83ad05eaba009">Kalman</a>(const Kalman< sq_T > &K0)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [inline]</code></td></tr>
	47	<tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr>
47	48	<tr bgcolor="#f0f0f0"><td><b>Q</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
48	49	<tr bgcolor="#f0f0f0"><td><b>R</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
49		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by
	50	<tr class="memlist"><td><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr>
	51	<tr bgcolor="#f0f0f0"><td><b>rvu</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
	52	<tr bgcolor="#f0f0f0"><td><b>rvy</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr>
	53	<tr class="memlist"><td><a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">set_est</a>(const vec &mu0, const sq_T &P0)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [inline]</code></td></tr>
	54	<tr class="memlist"><td><a class="el" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a">set_parameters</a>(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const sq_T &R0, const sq_T &Q0)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [inline]</code></td></tr>
	55	<tr class="memlist"><td><a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">~BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline, virtual]</code></td></tr>
	56	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:50 2008 for mixpp by
50	57	<a href="http://www.doxygen.org/index.html">
51	58	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classKalman.html ¶

r28	r32
31	31	<p><center><img src="classKalman__inherit__graph.png" border="0" usemap="#Kalman_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center>
32	32	<map name="Kalman_3_01sq__T_01_4__inherit__map">
33		<area shape="rect" href="classKalman.html" title="Kalman\< fsqmat \>" alt="" coords="5,183,152,209"><area shape="rect" title="\< fsqmat \>" alt="" coords="75,111,83,119"><area shape="rect" title="\< fsqmat \>" alt="" coords="75,179,83,187"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="57,7,100,33"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="27,263,131,289"></map>
	33	<area shape="rect" href="classKalman.html" title="Kalman\< ldmat \>" alt="" coords="49,183,185,209"><area shape="rect" title="\< ldmat \>" alt="" coords="113,111,121,119"><area shape="rect" title="\< ldmat \>" alt="" coords="113,179,121,187"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="96,7,139,33"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="5,263,109,289"><area shape="rect" href="classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="133,263,221,289"></map>
34	34	<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35	35	<div class="dynheader">
…	…
38	38	<p><center><img src="classKalman__coll__graph.png" border="0" usemap="#Kalman_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center>
39	39	<map name="Kalman_3_01sq__T_01_4__coll__map">
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	40	<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="48,105,91,132"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="11,7,48,33"><area shape="rect" title="rvu\nrvy" alt="" coords="23,31,31,39"><area shape="rect" title="rvu\nrvy" alt="" coords="57,285,65,293"><area shape="rect" title="rv" alt="" coords="32,31,40,39"><area shape="rect" title="rv" alt="" coords="60,101,68,109"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="131,129,139,137"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="72,285,80,293"></map>
41	41	<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42	42
…	…
45	45	<tr><td></td></tr>
46	46	<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
47		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~96958a5ebfa966d892137987f265083a"></a><!-- doxytag: member="Kalman::Kalman" ref="96958a5ebfa966d892137987f265083a" args="(int dimx, int dimu, int dimy~~)" -->
48		</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#~~96958a5ebfa966d892137987f265083a">Kalman</a> (int dimx, int dimu, int dimy~~)</td></tr>
	47	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d56b0a97b8c1e25fdd3b10eef3c2ad3"></a><!-- doxytag: member="Kalman::Kalman" ref="3d56b0a97b8c1e25fdd3b10eef3c2ad3" args="(RV rvx0, RV rvy0, RV rvu0)" -->
	48	</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#3d56b0a97b8c1e25fdd3b10eef3c2ad3">Kalman</a> (<a class="el" href="classRV.html">RV</a> rvx0, <a class="el" href="classRV.html">RV</a> rvy0, <a class="el" href="classRV.html">RV</a> rvu0)</td></tr>
49	49
50	50	<tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr>
51		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~83118f4bd2ecbc70b03cfd573088ed6f"></a><!-- doxytag: member="Kalman::Kalman" ref="83118f4bd2ecbc70b03cfd573088ed6f" args="(mat A0, mat B0, mat C0, mat D0, sq_T R0, sq_T Q0, sq_T P0, vec mu~~0)" -->
52		</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#~~83118f4bd2ecbc70b03cfd573088ed6f">Kalman</a> (mat A0, mat B0, mat C0, mat D0, sq_T R0, sq_T Q0, sq_T P0, vec mu~~0)</td></tr>
	51	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ce38e31810aea4db45a83ad05eaba009"></a><!-- doxytag: member="Kalman::Kalman" ref="ce38e31810aea4db45a83ad05eaba009" args="(const Kalman< sq_T > &K0)" -->
	52	</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#ce38e31810aea4db45a83ad05eaba009">Kalman</a> (const <a class="el" href="classKalman.html">Kalman</a>< sq_T > &K0)</td></tr>
53	53
54		<tr><td class="mdescLeft"> </td><td class="mdescRight">Full constructor. <br></td></tr>
55		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e945d9205ca14acbd83ba80ea6f72b8e"></a><!-- doxytag: member="Kalman::bayes" ref="e945d9205ca14acbd83ba80ea6f72b8e" args="(const vec &dt, bool evalll=true)" -->
56		void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">bayes</a> (const vec &dt, bool <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a>=true)</td></tr>
	54	<tr><td class="mdescLeft"> </td><td class="mdescRight">Copy constructor. <br></td></tr>
	55	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="239b28a0380946f5749b2f8d2807f93a"></a><!-- doxytag: member="Kalman::set_parameters" ref="239b28a0380946f5749b2f8d2807f93a" args="(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const sq_T &R0, const sq_T &Q0)" -->
	56	void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a">set_parameters</a> (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const sq_T &R0, const sq_T &Q0)</td></tr>
	57
	58	<tr><td class="mdescLeft"> </td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr>
	59	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80bcf29466d9a9dd2b8f74699807d0c0"></a><!-- doxytag: member="Kalman::set_est" ref="80bcf29466d9a9dd2b8f74699807d0c0" args="(const vec &mu0, const sq_T &P0)" -->
	60	void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">set_est</a> (const vec &mu0, const sq_T &P0)</td></tr>
	61
	62	<tr><td class="mdescLeft"> </td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr>
	63	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7750ffd73f261828a32c18aaeb65c75c"></a><!-- doxytag: member="Kalman::bayes" ref="7750ffd73f261828a32c18aaeb65c75c" args="(const vec &dt)" -->
	64	void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">bayes</a> (const vec &dt)</td></tr>
57	65
58	66	<tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
59		<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>
	67	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a213c57aef55b2645e550bed81cfc0d4"></a><!-- doxytag: member="Kalman::_epdf" ref="a213c57aef55b2645e550bed81cfc0d4" args="()" -->
	68	<a class="el" href="classepdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">_epdf</a> ()</td></tr>
60	69
61		<tr><td class="mdescLeft"> </td><td class="mdescRight">~~Incremental Bayes rule. <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a>~~<br></td></tr>
	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>
62	71	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="Kalman::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" -->
63	72	void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>
64	73
65	74	<tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
66		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="Kalman::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" -->
67		<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>
	75	<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
	76	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7501230c2fafa3655887d2da23b3184c"></a><!-- doxytag: member="Kalman::rvy" ref="7501230c2fafa3655887d2da23b3184c" args="" -->
	77	<a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>rvy</b></td></tr>
68	78
69		<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>
70		<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
71		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3063a3f58a74cea672ae889971012eed"></a><!-- doxytag: member="Kalman::mu" ref="3063a3f58a74cea672ae889971012eed" args="" -->
72		vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#3063a3f58a74cea672ae889971012eed">mu</a></td></tr>
	79	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44a16ffd5ac1e6e39bae34fea9e1e498"></a><!-- doxytag: member="Kalman::rvu" ref="44a16ffd5ac1e6e39bae34fea9e1e498" args="" -->
	80	<a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>rvu</b></td></tr>
73	81
74		~~<tr><td class="mdescLeft"> </td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>~~
75		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="188cd5ac1c9e496b1a371eb7c57c97d3"></a><!-- doxytag: member="Kalman::P" ref="188cd5ac1c9e496b1a371eb7c57c97d3" args="" -->
76		~~sq_T </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3">P</a></td></tr>~~
77
78		~~<tr><td class="mdescLeft"> </td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>~~
79		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="Kalman::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
80		~~double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>~~
81
82		~~<tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>~~
83		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="Kalman::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
84		~~bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>~~
85
86		<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>
87		~~<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>~~
88	82	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="39c8c403b46fa3b8c7da77cb2e3729eb"></a><!-- doxytag: member="Kalman::dimx" ref="39c8c403b46fa3b8c7da77cb2e3729eb" args="" -->
89	83	int </td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
…	…
113	107	sq_T </td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr>
114	108
	109	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5568c74bac67ae6d3b1061dba60c9424"></a><!-- doxytag: member="Kalman::est" ref="5568c74bac67ae6d3b1061dba60c9424" args="" -->
	110	<a class="el" href="classenorm.html">enorm</a>< sq_T > </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td></tr>
	111
	112	<tr><td class="mdescLeft"> </td><td class="mdescRight">posterior density on $x_t$ <br></td></tr>
	113	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e580ab06483952bd03f2e651763e184f"></a><!-- doxytag: member="Kalman::fy" ref="e580ab06483952bd03f2e651763e184f" args="" -->
	114	<a class="el" href="classenorm.html">enorm</a>< sq_T > </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">fy</a></td></tr>
	115
	116	<tr><td class="mdescLeft"> </td><td class="mdescRight">preditive density on $y_t$ <br></td></tr>
115	117	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d422f51467c7a06174af2476d2826132"></a><!-- doxytag: member="Kalman::_K" ref="d422f51467c7a06174af2476d2826132" args="" -->
116	118	mat </td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr>
117	119
118		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~30b7461989185d3d02cf42b8e2a37649"></a><!-- doxytag: member="Kalman::_yp" ref="30b7461989185d3d02cf42b8e2a37649~~" args="" -->
119		vec </td><td class="memItemRight" valign="bottom"><b>_yp</b></td></tr>
	120	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5188eb0329f8561f0b357af329769bf8"></a><!-- doxytag: member="Kalman::_yp" ref="5188eb0329f8561f0b357af329769bf8" args="" -->
	121	vec * </td><td class="memItemRight" valign="bottom"><b>_yp</b></td></tr>
120	122
121		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~477dca07d91ea1a1f41d51bb0229934f"></a><!-- doxytag: member="Kalman::_Ry" ref="477dca07d91ea1a1f41d51bb0229934f~~" args="" -->
122		sq_T </td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
	123	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17dd745daa8a958035a334a56fa4674"></a><!-- doxytag: member="Kalman::_Ry" ref="e17dd745daa8a958035a334a56fa4674" args="" -->
	124	sq_T * </td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
123	125
124		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~15f1a793210750a7e4642fcd948b24c5"></a><!-- doxytag: member="Kalman::_iRy" ref="15f1a793210750a7e4642fcd948b24c5~~" args="" -->
125		sq_T </td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
	126	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fbbdf31365f5a5674099599200ea193b"></a><!-- doxytag: member="Kalman::_iRy" ref="fbbdf31365f5a5674099599200ea193b" args="" -->
	127	sq_T * </td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
126	128
127		<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
128		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="Kalman::operator<<" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &os, const KalmanFull &kf)" -->
129		std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &os, const <a class="el" href="classKalmanFull.html">KalmanFull</a> &kf)</td></tr>
	129	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d1f669b5b3421a070cc75d77b55ba734"></a><!-- doxytag: member="Kalman::_mu" ref="d1f669b5b3421a070cc75d77b55ba734" args="" -->
	130	vec * </td><td class="memItemRight" valign="bottom"><b>_mu</b></td></tr>
130	131
	132	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3388218567128a797e69b109138271d"></a><!-- doxytag: member="Kalman::_P" ref="b3388218567128a797e69b109138271d" args="" -->
	133	sq_T * </td><td class="memItemRight" valign="bottom"><b>_P</b></td></tr>
	134
	135	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b8bb7f870d69993493ba67ce40e7c3e9"></a><!-- doxytag: member="Kalman::_iP" ref="b8bb7f870d69993493ba67ce40e7c3e9" args="" -->
	136	sq_T * </td><td class="memItemRight" valign="bottom"><b>_iP</b></td></tr>
	137
	138	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="Kalman::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
	139	<a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr>
	140
	141	<tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
	142	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="Kalman::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
	143	double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
	144
	145	<tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
	146	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="Kalman::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
	147	bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
	148
	149	<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>
131	150	</table>
132	151	<hr><a name="_details"></a><h2>Detailed Description</h2>
…	…
134	153	class Kalman< sq_T ></h3>
135	154
136		<a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form. <hr><h2>Member Function Documentation</h2>
137		<a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="Kalman::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &dt)=0" -->
138		<div class="memitem">
139		<div class="memproto">
140		<table class="memname">
141		<tr>
142		<td class="memname">virtual void BM::bayes </td>
143		<td>(</td>
144		<td class="paramtype">const vec & </td>
145		<td class="paramname"> <em>dt</em> </td>
146		<td> ) </td>
147		<td width="100%"><code> [pure virtual, inherited]</code></td>
148		</tr>
149		</table>
150		</div>
151		<div class="memdoc">
152
153		<p>
154		Incremental Bayes rule.
155		<p>
156		<dl compact><dt><b>Parameters:</b></dt><dd>
157		<table border="0" cellspacing="2" cellpadding="0">
158		<tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr>
159		</table>
160		</dl>
161
162		</div>
163		</div><p>
164		<hr>The documentation for this class was generated from the following file:<ul>
	155	<a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form. <hr>The documentation for this class was generated from the following file:<ul>
165	156	<li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a></ul>
166		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:44~~ 2008 for mixpp by
	157	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:50 2008 for mixpp by
167	158	<a href="http://www.doxygen.org/index.html">
168	159	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classKalmanFull-members.html ¶

r28	r32
22	22	</div>
23	23	<h1>KalmanFull Member List</h1>This is the complete list of members for <a class="el" href="classKalmanFull.html">KalmanFull</a>, including all inherited members.<p><table>
24		<tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
25		<tr class="memlist"><td><a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">bayes</a>(const vec &dt, bool evalll=true)</td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td></td></tr>
26		<tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr>
27		<tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
28		<tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr>
29		<tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
	24	<tr class="memlist"><td><a class="el" href="classKalmanFull.html#13a041cd98ff157703766be275a657bb">bayes</a>(const vec &dt)</td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td></td></tr>
30	25	<tr class="memlist"><td><a class="el" href="classKalmanFull.html#7197ab6e7380790006394eabd3b97043">KalmanFull</a>(mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0)</td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td></td></tr>
31		~~<tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>~~
32	26	<tr class="memlist"><td><a class="el" href="classKalmanFull.html#fb5aec635e2720cc5ac31bc01c18a68a">mu</a></td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td></td></tr>
33	27	<tr bgcolor="#f0f0f0"><td><b>operator<<</b> (defined in <a class="el" href="classKalmanFull.html">KalmanFull</a>)</td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td><code> [friend]</code></td></tr>
34	28	<tr class="memlist"><td><a class="el" href="classKalmanFull.html#b75dc059e84fa8ffc076203b30f926cc">P</a></td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td></td></tr>
35		</table><hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:44~~ 2008 for mixpp by
	29	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:50 2008 for mixpp by
36	30	<a href="http://www.doxygen.org/index.html">
37	31	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classKalmanFull.html ¶

r28	r32
21	21	</ul>
22	22	</div>
23		<h1>KalmanFull Class Reference</h1><!-- doxytag: class="KalmanFull" -->~~<!-- doxytag: inherits="BM" -->~~Basic <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon!
	23	<h1>KalmanFull Class Reference</h1><!-- doxytag: class="KalmanFull" -->Basic <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon!
24	24	<a href="#_details">More...</a>
25	25	<p>
26	26	<code>#include <<a class="el" href="libKF_8h-source.html">libKF.h</a>></code>
27	27	<p>
28		~~<div class="dynheader">~~
29		~~Inheritance diagram for KalmanFull:</div>~~
30		~~<div class="dynsection">~~
31		~~<p><center><img src="classKalmanFull__inherit__graph.png" border="0" usemap="#KalmanFull__inherit__map" alt="Inheritance graph"></center>~~
32		~~<map name="KalmanFull__inherit__map">~~
33		~~<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="29,7,72,33"></map>~~
34		~~<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>~~
35		~~<div class="dynheader">~~
36		~~Collaboration diagram for KalmanFull:</div>~~
37		~~<div class="dynsection">~~
38		~~<p><center><img src="classKalmanFull__coll__graph.png" border="0" usemap="#KalmanFull__coll__map" alt="Collaboration graph"></center>~~
39		~~<map name="KalmanFull__coll__map">~~
40		~~<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="29,7,72,33"></map>~~
41		~~<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>~~
42	28
43	29	<p>
…	…
49	35
50	36	<tr><td class="mdescLeft"> </td><td class="mdescRight">Full constructor. <br></td></tr>
51		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~048b13739b94c331cda08249b278552b"></a><!-- doxytag: member="KalmanFull::bayes" ref="048b13739b94c331cda08249b278552b" args="(const vec &dt, bool evalll=true~~)" -->
52		void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#~~048b13739b94c331cda08249b278552b">bayes</a> (const vec &dt, bool <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a>=true~~)</td></tr>
	37	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13a041cd98ff157703766be275a657bb"></a><!-- doxytag: member="KalmanFull::bayes" ref="13a041cd98ff157703766be275a657bb" args="(const vec &dt)" -->
	38	void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#13a041cd98ff157703766be275a657bb">bayes</a> (const vec &dt)</td></tr>
53	39
54	40	<tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
55		<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>
56
57		~~<tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr>~~
58		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="KalmanFull::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" -->
59		~~void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>~~
60
61		~~<tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>~~
62		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="KalmanFull::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" -->
63		~~<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>~~
64
65		<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>
66	41	<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
67	42	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb5aec635e2720cc5ac31bc01c18a68a"></a><!-- doxytag: member="KalmanFull::mu" ref="fb5aec635e2720cc5ac31bc01c18a68a" args="" -->
…	…
73	48
74	49	<tr><td class="mdescLeft"> </td><td class="mdescRight">Variance of the posterior density. <br></td></tr>
75		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="KalmanFull::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
76		~~double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>~~
77
78		~~<tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>~~
79		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="KalmanFull::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
80		~~bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>~~
81
82		<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>
83	50	<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
84	51	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="KalmanFull::operator<<" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &os, const KalmanFull &kf)" -->
…	…
87	54	</table>
88	55	<hr><a name="_details"></a><h2>Detailed Description</h2>
89		Basic <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon! <hr><h2>Member Function Documentation</h2>
90		<a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="KalmanFull::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &dt)=0" -->
91		<div class="memitem">
92		<div class="memproto">
93		<table class="memname">
94		<tr>
95		<td class="memname">virtual void BM::bayes </td>
96		<td>(</td>
97		<td class="paramtype">const vec & </td>
98		<td class="paramname"> <em>dt</em> </td>
99		<td> ) </td>
100		<td width="100%"><code> [pure virtual, inherited]</code></td>
101		</tr>
102		</table>
103		</div>
104		<div class="memdoc">
105
106		<p>
107		Incremental Bayes rule.
108		<p>
109		<dl compact><dt><b>Parameters:</b></dt><dd>
110		<table border="0" cellspacing="2" cellpadding="0">
111		<tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr>
112		</table>
113		</dl>
114
115		</div>
116		</div><p>
117		<hr>The documentation for this class was generated from the following files:<ul>
	56	Basic <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon! <hr>The documentation for this class was generated from the following files:<ul>
118	57	<li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a><li>work/mixpp/bdm/estim/libKF.cpp</ul>
119		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:44~~ 2008 for mixpp by
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121	60	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classKalmancollgraph.map ¶

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TabularUnified doc/html/classKalmancollgraph.md5 ¶

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1		311ac5634b4d73b2f2526f463aadb32a
	1	f6b55f1ef184b48187d2ae6c69a40dd1

TabularUnified doc/html/classKalmaninheritgraph.map ¶

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1		<area shape="rect" href="$classKalman.html" title="Kalman\< fsqmat \>" alt="" coords="5,183,152,209">
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TabularUnified doc/html/classKalmaninheritgraph.md5 ¶

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1		a793120a23be6e0a8083db15415045b3
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TabularUnified doc/html/classMemDS-members.html ¶

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31	31	<tr class="memlist"><td><a class="el" href="classMemDS.html#b120ed178f7c848f1227c928d8a79be8">write</a>(vec &ut)</td><td><a class="el" href="classMemDS.html">MemDS</a></td><td><code> [inline]</code></td></tr>
32	32	<tr class="memlist"><td><a class="el" href="classMemDS.html#6279bf18d44343750747ecc12e050f09">write</a>(vec &ut, ivec &indexes)</td><td><a class="el" href="classMemDS.html">MemDS</a></td><td><code> [inline]</code></td></tr>
33		</table><hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:44~~ 2008 for mixpp by
	33	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:53 2008 for mixpp by
34	34	<a href="http://www.doxygen.org/index.html">
35	35	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classMemDS.html ¶

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121	121	<hr>The documentation for this class was generated from the following files:<ul>
122	122	<li>work/mixpp/bdm/stat/<a class="el" href="libDS_8h-source.html">libDS.h</a><li>work/mixpp/bdm/stat/libDS.cpp</ul>
123		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:44~~ 2008 for mixpp by
	123	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:53 2008 for mixpp by
124	124	<a href="http://www.doxygen.org/index.html">
125	125	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classPF-members.html ¶

r28	r32
22	22	</div>
23	23	<h1>PF Member List</h1>This is the complete list of members for <a class="el" href="classPF.html">PF</a>, including all inherited members.<p><table>
24		<tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
25		<tr bgcolor="#f0f0f0"><td><b>bayes</b>(const vec &dt, bool evell) (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [inline]</code></td></tr>
26		<tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr>
	24	<tr class="memlist"><td><a class="el" href="classBM.html#3dc45554556926bde996a267636abe55">_epdf</a>()=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr>
	25	<tr class="memlist"><td><a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">bayes</a>(const vec &dt)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [virtual]</code></td></tr>
27	26	<tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
28		<tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr>
29		<tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
30		<tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
31		<tr bgcolor="#f0f0f0"><td><b>n</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr>
32		<tr bgcolor="#f0f0f0"><td><b>PF</b>(vec w) (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td></td></tr>
33		<tr class="memlist"><td><a class="el" href="classPF.html#a0e26b2f6a5884aca49122f3e4f0cf19">resample</a>(RESAMPLING_METHOD method=SYSTEMATIC)</td><td><a class="el" href="classPF.html">PF</a></td><td></td></tr>
34		<tr bgcolor="#f0f0f0"><td><b>URNG</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr>
35		<tr bgcolor="#f0f0f0"><td><b>w</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr>
36		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by
	27	<tr class="memlist"><td><a class="el" href="classBM.html#605d28b426adb677c86a57ddb525132a">BM</a>(const RV &rv0)</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr>
	28	<tr class="memlist"><td><a class="el" href="classPF.html#a2ac56d1e3ffbb4ff0b3f02e6399deb0">ePdf</a></td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr>
	29	<tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr>
	30	<tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr>
	31	<tr class="memlist"><td><a class="el" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">n</a></td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr>
	32	<tr class="memlist"><td><a class="el" href="classPF.html#dd0a687a4515333d6809147335854e77">obs</a></td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr>
	33	<tr class="memlist"><td><a class="el" href="classPF.html#d92ac103f88f8c21e197e90af5695a09">par</a></td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr>
	34	<tr bgcolor="#f0f0f0"><td><b>PF</b>(const RV &rv0, mpdf &par0, mpdf &obs0, int n) (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [inline]</code></td></tr>
	35	<tr class="memlist"><td><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr>
	36	<tr class="memlist"><td><a class="el" href="classPF.html#361743a0b5b89de1a29e91d1343b2565">samples</a></td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr>
	37	<tr bgcolor="#f0f0f0"><td><b>set_est</b>(const epdf *&epdf0) (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td></td></tr>
	38	<tr class="memlist"><td><a class="el" href="classPF.html#a97d12da4d1832c0b0c6ec5877f921f0">w</a></td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr>
	39	<tr class="memlist"><td><a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">~BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline, virtual]</code></td></tr>
	40	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:56 2008 for mixpp by
37	41	<a href="http://www.doxygen.org/index.html">
38	42	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classPF.html ¶

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21	21	</ul>
22	22	</div>
23		<h1>PF Class Reference</h1><!-- doxytag: class="PF" --><!-- doxytag: inherits="BM" -->~~A Particle Filter prototype~~.
	23	<h1>PF Class Reference</h1><!-- doxytag: class="PF" --><!-- doxytag: inherits="BM" -->Trivial particle filter with proposal density equal to parameter evolution model.
24	24	<a href="#_details">More...</a>
25	25	<p>
…	…
31	31	<p><center><img src="classPF__inherit__graph.png" border="0" usemap="#PF__inherit__map" alt="Inheritance graph"></center>
32	32	<map name="PF__inherit__map">
33		<area shape="rect" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data..." alt="" coords="5,161,77,188"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="20,7,63,33"></map>
	33	<area shape="rect" href="classMPF.html" title="Marginalized Particle filter." alt="" coords="5,161,120,188"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="41,7,84,33"></map>
34	34	<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35	35	<div class="dynheader">
…	…
38	38	<p><center><img src="classPF__coll__graph.png" border="0" usemap="#PF__coll__map" alt="Collaboration graph"></center>
39	39	<map name="PF__coll__map">
40		<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~~"></map>
	40	<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,161,48,188"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="72,7,109,33"><area shape="rect" title="rv" alt="" coords="72,31,80,39"><area shape="rect" title="rv" alt="" coords="24,157,32,165"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="64,215,120,241"><area shape="rect" title="rv\nrvc" alt="" coords="87,31,95,39"><area shape="rect" title="rv\nrvc" alt="" coords="88,211,96,219"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="135,105,185,132"><area shape="rect" title="rv" alt="" coords="97,31,105,39"><area shape="rect" title="rv" alt="" coords="147,101,155,109"><area shape="rect" title="obs\npar" alt="" coords="88,239,96,247"><area shape="rect" title="obs\npar" alt="" coords="88,323,96,331"><area shape="rect" title="ep" alt="" coords="147,129,155,137"><area shape="rect" title="ep" alt="" coords="96,211,104,219"><area shape="rect" href="classeEmp.html" title="Weighted empirical density." alt="" coords="144,215,203,241"><area shape="rect" title="ePdf" alt="" coords="159,239,167,247"><area shape="rect" title="ePdf" alt="" coords="97,323,105,331"></map>
41	41	<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42	42
…	…
45	45	<tr><td></td></tr>
46	46	<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
47		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~a0e26b2f6a5884aca49122f3e4f0cf19"></a><!-- doxytag: member="PF::resample" ref="a0e26b2f6a5884aca49122f3e4f0cf19" args="(RESAMPLING_METHOD method=SYSTEMATIC~~)" -->
48		~~ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#a0e26b2f6a5884aca49122f3e4f0cf19">resample</a> (RESAMPLING_METHOD method=SYSTEMATIC~~)</td></tr>
	47	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e9604b7fc87ff5e61da4de4a04210bfc"></a><!-- doxytag: member="PF::PF" ref="e9604b7fc87ff5e61da4de4a04210bfc" args="(const RV &rv0, mpdf &par0, mpdf &obs0, int n)" -->
	48	</td><td class="memItemRight" valign="bottom"><b>PF</b> (const <a class="el" href="classRV.html">RV</a> &rv0, <a class="el" href="classmpdf.html">mpdf</a> &par0, <a class="el" href="classmpdf.html">mpdf</a> &obs0, int <a class="el" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">n</a>)</td></tr>
49	49
50		<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>
51		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c37f95f0c1661c7f1e3fccb31d39de73"></a><!-- doxytag: member="PF::PF" ref="c37f95f0c1661c7f1e3fccb31d39de73" args="(vec w)" -->
52		</td><td class="memItemRight" valign="bottom"><b>PF</b> (vec w)</td></tr>
	50	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5caa2c15604338b773d7a8125e7a1b5"></a><!-- doxytag: member="PF::set_est" ref="c5caa2c15604338b773d7a8125e7a1b5" args="(const epdf *&epdf0)" -->
	51	void </td><td class="memItemRight" valign="bottom"><b>set_est</b> (const <a class="el" href="classepdf.html">epdf</a> *&epdf0)</td></tr>
53	52
54		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eb06bd7d4325f22f54233967295793b9"></a><!-- doxytag: member="PF::bayes" ref="eb06bd7d4325f22f54233967295793b9" args="(const vec &dt, bool evell)" -->
55		void </td><td class="memItemRight" valign="bottom"><b>bayes</b> (const vec &dt, bool evell)</td></tr>
	53	<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">bayes</a> (const vec &dt)</td></tr>
56	54
57		<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>
58
59		<tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr>
	55	<tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#64f636bbd63bea9efd778214e6b631d3"></a><br></td></tr>
60	56	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="PF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" -->
61	57	void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>
62	58
63	59	<tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
64		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="PF::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()~~" -->
65		~~<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>
	60	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3dc45554556926bde996a267636abe55"></a><!-- doxytag: member="PF::_epdf" ref="3dc45554556926bde996a267636abe55" args="()=0" -->
	61	virtual <a class="el" href="classepdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#3dc45554556926bde996a267636abe55">_epdf</a> ()=0</td></tr>
66	62
67	63	<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>
68		<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
	64	<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
	65	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2f44ed7a4eaa42e07bdb58d503f280"></a><!-- doxytag: member="PF::n" ref="2c2f44ed7a4eaa42e07bdb58d503f280" args="" -->
	66	int </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">n</a></td></tr>
	67
	68	<tr><td class="mdescLeft"> </td><td class="mdescRight">number of particles; <br></td></tr>
	69	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a2ac56d1e3ffbb4ff0b3f02e6399deb0"></a><!-- doxytag: member="PF::ePdf" ref="a2ac56d1e3ffbb4ff0b3f02e6399deb0" args="" -->
	70	<a class="el" href="classeEmp.html">eEmp</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#a2ac56d1e3ffbb4ff0b3f02e6399deb0">ePdf</a></td></tr>
	71
	72	<tr><td class="mdescLeft"> </td><td class="mdescRight">posterior density <br></td></tr>
	73	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a97d12da4d1832c0b0c6ec5877f921f0"></a><!-- doxytag: member="PF::w" ref="a97d12da4d1832c0b0c6ec5877f921f0" args="" -->
	74	vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#a97d12da4d1832c0b0c6ec5877f921f0">w</a></td></tr>
	75
	76	<tr><td class="mdescLeft"> </td><td class="mdescRight">pointer into <code><a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr>
	77	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="361743a0b5b89de1a29e91d1343b2565"></a><!-- doxytag: member="PF::samples" ref="361743a0b5b89de1a29e91d1343b2565" args="" -->
	78	Array< vec > & </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#361743a0b5b89de1a29e91d1343b2565">samples</a></td></tr>
	79
	80	<tr><td class="mdescLeft"> </td><td class="mdescRight">pointer into <code><a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr>
	81	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d92ac103f88f8c21e197e90af5695a09"></a><!-- doxytag: member="PF::par" ref="d92ac103f88f8c21e197e90af5695a09" args="" -->
	82	<a class="el" href="classmpdf.html">mpdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#d92ac103f88f8c21e197e90af5695a09">par</a></td></tr>
	83
	84	<tr><td class="mdescLeft"> </td><td class="mdescRight">Parameter evolution model. <br></td></tr>
	85	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd0a687a4515333d6809147335854e77"></a><!-- doxytag: member="PF::obs" ref="dd0a687a4515333d6809147335854e77" args="" -->
	86	<a class="el" href="classmpdf.html">mpdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#dd0a687a4515333d6809147335854e77">obs</a></td></tr>
	87
	88	<tr><td class="mdescLeft"> </td><td class="mdescRight">Observation model. <br></td></tr>
	89	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="PF::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
	90	<a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr>
	91
	92	<tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
69	93	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="PF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
70	94	double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
…	…
75	99
76	100	<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>
77		~~<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>~~
78		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2f44ed7a4eaa42e07bdb58d503f280"></a><!-- doxytag: member="PF::n" ref="2c2f44ed7a4eaa42e07bdb58d503f280" args="" -->
79		~~int </td><td class="memItemRight" valign="bottom"><b>n</b></td></tr>~~
80
81		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6bc92f7979af4513b06b161497ba868"></a><!-- doxytag: member="PF::w" ref="f6bc92f7979af4513b06b161497ba868" args="" -->
82		~~vec </td><td class="memItemRight" valign="bottom"><b>w</b></td></tr>~~
83
84		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3568ca7c3b3175d98b548f496b4c34dd"></a><!-- doxytag: member="PF::URNG" ref="3568ca7c3b3175d98b548f496b4c34dd" args="" -->
85		~~Uniform_RNG </td><td class="memItemRight" valign="bottom"><b>URNG</b></td></tr>~~
86
87	101	</table>
88	102	<hr><a name="_details"></a><h2>Detailed Description</h2>
89		~~A Particle Filter prototype~~.
	103	Trivial particle filter with proposal density equal to parameter evolution model.
90	104	<p>
91		~~Bayesian Filtering equations hold~~. <hr><h2>Member Function Documentation</h2>
92		<a class="anchor" name="~~a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="PF::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &dt)=0~~" -->
	105	Posterior density is represented by a weighted empirical density (<code><a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a></code> ). <hr><h2>Member Function Documentation</h2>
	106	<a class="anchor" name="64f636bbd63bea9efd778214e6b631d3"></a><!-- doxytag: member="PF::bayes" ref="64f636bbd63bea9efd778214e6b631d3" args="(const vec &dt)" -->
93	107	<div class="memitem">
94	108	<div class="memproto">
95	109	<table class="memname">
96	110	<tr>
97		<td class="memname">v~~irtual void BM~~::bayes </td>
	111	<td class="memname">void PF::bayes </td>
98	112	<td>(</td>
99	113	<td class="paramtype">const vec & </td>
100	114	<td class="paramname"> <em>dt</em> </td>
101	115	<td> ) </td>
102		<td width="100%"><code> [~~pure virtual, inherited~~]</code></td>
	116	<td width="100%"><code> [virtual]</code></td>
103	117	</tr>
104	118	</table>
…	…
115	129	</dl>
116	130
	131	<p>Implements <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a>.</p>
	132
	133	<p>Reimplemented in <a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">MPF< BM_T ></a>.</p>
	134
117	135	</div>
118	136	</div><p>
119	137	<hr>The documentation for this class was generated from the following files:<ul>
120	138	<li>work/mixpp/bdm/estim/<a class="el" href="libPF_8h-source.html">libPF.h</a><li>work/mixpp/bdm/estim/libPF.cpp</ul>
121		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:44~~ 2008 for mixpp by
	139	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:56 2008 for mixpp by
122	140	<a href="http://www.doxygen.org/index.html">
123	141	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classPFcollgraph.map ¶

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	4	<area shape="rect" title="rv" alt="" coords="24,157,32,165">
	5	<area shape="rect" href="$classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="64,215,120,241">
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	7	<area shape="rect" title="rv\nrvc" alt="" coords="88,211,96,219">
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	10	<area shape="rect" title="rv" alt="" coords="147,101,155,109">
	11	<area shape="rect" title="obs\npar" alt="" coords="88,239,96,247">
	12	<area shape="rect" title="obs\npar" alt="" coords="88,323,96,331">
	13	<area shape="rect" title="ep" alt="" coords="147,129,155,137">
	14	<area shape="rect" title="ep" alt="" coords="96,211,104,219">
	15	<area shape="rect" href="$classeEmp.html" title="Weighted empirical density." alt="" coords="144,215,203,241">
	16	<area shape="rect" title="ePdf" alt="" coords="159,239,167,247">
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TabularUnified doc/html/classPFcollgraph.md5 ¶

r23	r32
1		65c7526e0e83e6179c68c2ff1e032261
	1	e31b6f167e746dc075ed1135d9514c9e

TabularUnified doc/html/classPFinheritgraph.map ¶

r23	r32
1		<area shape="rect" href="$class~~TrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data..." alt="" coords="5,161,77~~,188">
2		<area shape="rect" href="$classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="~~20,7,63~~,33">
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TabularUnified doc/html/classPFinheritgraph.md5 ¶

r23	r32
1		56c339d57be27eb168d655762c7340cf
	1	1d95eb517c724597222e38b5557f51e1

TabularUnified doc/html/classRV-members.html ¶

r28	r32
22	22	</div>
23	23	<h1>RV Member List</h1>This is the complete list of members for <a class="el" href="classRV.html">RV</a>, including all inherited members.<p><table>
24		<tr class="memlist"><td><a class="el" href="classRV.html#~~f068a86abb5a6e46fcf76c939d2ed2ec">add</a>(RV~~ rv2)</td><td><a class="el" href="classRV.html">RV</a></td><td></td></tr>
	24	<tr class="memlist"><td><a class="el" href="classRV.html#18fa114b92017f7f80301a4f8d3a6382">add</a>(const RV &rv2)</td><td><a class="el" href="classRV.html">RV</a></td><td></td></tr>
25	25	<tr class="memlist"><td><a class="el" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0">count</a>() const </td><td><a class="el" href="classRV.html">RV</a></td><td><code> [inline]</code></td></tr>
26	26	<tr class="memlist"><td><a class="el" href="classRV.html#6b078b1086224aca3a9e5a203e647fb6">find</a>(RV rv2)</td><td><a class="el" href="classRV.html">RV</a></td><td></td></tr>
	27	<tr bgcolor="#f0f0f0"><td><b>ids</b> (defined in <a class="el" href="classRV.html">RV</a>)</td><td><a class="el" href="classRV.html">RV</a></td><td><code> [protected]</code></td></tr>
27	28	<tr class="memlist"><td><a class="el" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7">indexlist</a>()</td><td><a class="el" href="classRV.html">RV</a></td><td></td></tr>
	29	<tr class="memlist"><td><a class="el" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9">len</a></td><td><a class="el" href="classRV.html">RV</a></td><td><code> [protected]</code></td></tr>
	30	<tr bgcolor="#f0f0f0"><td><b>names</b> (defined in <a class="el" href="classRV.html">RV</a>)</td><td><a class="el" href="classRV.html">RV</a></td><td><code> [protected]</code></td></tr>
	31	<tr bgcolor="#f0f0f0"><td><b>obs</b> (defined in <a class="el" href="classRV.html">RV</a>)</td><td><a class="el" href="classRV.html">RV</a></td><td><code> [protected]</code></td></tr>
28	32	<tr class="memlist"><td><a class="el" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45">operator()</a>(ivec ind)</td><td><a class="el" href="classRV.html">RV</a></td><td></td></tr>
29	33	<tr class="memlist"><td><a class="el" href="classRV.html#cad6f15535d10437f6690cb4492176a8">operator<<</a>(std::ostream &os, const RV &rv)</td><td><a class="el" href="classRV.html">RV</a></td><td><code> [friend]</code></td></tr>
…	…
31	35	<tr class="memlist"><td><a class="el" href="classRV.html#cf911c3900214460ade1366b04058462">RV</a>(ivec ids)</td><td><a class="el" href="classRV.html">RV</a></td><td></td></tr>
32	36	<tr class="memlist"><td><a class="el" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e">RV</a>()</td><td><a class="el" href="classRV.html">RV</a></td><td></td></tr>
	37	<tr class="memlist"><td><a class="el" href="classRV.html#0cae53d262be90a775a99a198e17fa58">size</a></td><td><a class="el" href="classRV.html">RV</a></td><td><code> [protected]</code></td></tr>
	38	<tr bgcolor="#f0f0f0"><td><b>sizes</b> (defined in <a class="el" href="classRV.html">RV</a>)</td><td><a class="el" href="classRV.html">RV</a></td><td><code> [protected]</code></td></tr>
33	39	<tr class="memlist"><td><a class="el" href="classRV.html#2bf35b18a32aad419f0516273939628e">subselect</a>(ivec ind)</td><td><a class="el" href="classRV.html">RV</a></td><td></td></tr>
34	40	<tr class="memlist"><td><a class="el" href="classRV.html#4c5ec5e913fc598e242cb930ae8bdf4a">subt</a>(RV rv2)</td><td><a class="el" href="classRV.html">RV</a></td><td></td></tr>
35	41	<tr class="memlist"><td><a class="el" href="classRV.html#e0a158d53ab9430627241f844f4c9a60">t</a>(int delta)</td><td><a class="el" href="classRV.html">RV</a></td><td></td></tr>
36		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:45 2008 for mixpp by
	42	<tr bgcolor="#f0f0f0"><td><b>times</b> (defined in <a class="el" href="classRV.html">RV</a>)</td><td><a class="el" href="classRV.html">RV</a></td><td><code> [protected]</code></td></tr>
	43	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:56 2008 for mixpp by
37	44	<a href="http://www.doxygen.org/index.html">
38	45	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classRV.html ¶

r28	r32
51	51
52	52	<tr><td class="mdescLeft"> </td><td class="mdescRight">Find indexes of another rv in self. <br></td></tr>
53		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~f068a86abb5a6e46fcf76c939d2ed2ec"></a><!-- doxytag: member="RV::add" ref="f068a86abb5a6e46fcf76c939d2ed2ec" args="(RV~~ rv2)" -->
54		<a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#~~f068a86abb5a6e46fcf76c939d2ed2ec">add</a> (<a class="el" href="classRV.html">RV</a>~~ rv2)</td></tr>
	53	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18fa114b92017f7f80301a4f8d3a6382"></a><!-- doxytag: member="RV::add" ref="18fa114b92017f7f80301a4f8d3a6382" args="(const RV &rv2)" -->
	54	<a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#18fa114b92017f7f80301a4f8d3a6382">add</a> (const <a class="el" href="classRV.html">RV</a> &rv2)</td></tr>
55	55
56	56	<tr><td class="mdescLeft"> </td><td class="mdescRight">Add (concat) another variable to the current one. <br></td></tr>
…	…
75	75
76	76	<tr><td class="mdescLeft"> </td><td class="mdescRight">generate a list of indeces, i.e. which <br></td></tr>
	77	<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
	78	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0cae53d262be90a775a99a198e17fa58"></a><!-- doxytag: member="RV::size" ref="0cae53d262be90a775a99a198e17fa58" args="" -->
	79	int </td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#0cae53d262be90a775a99a198e17fa58">size</a></td></tr>
	80
	81	<tr><td class="mdescLeft"> </td><td class="mdescRight">size = sum of sizes <br></td></tr>
	82	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0d7b36e2bbccf880c8fcf1e8cc43c1a9"></a><!-- doxytag: member="RV::len" ref="0d7b36e2bbccf880c8fcf1e8cc43c1a9" args="" -->
	83	int </td><td class="memItemRight" valign="bottom"><a class="el" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9">len</a></td></tr>
	84
	85	<tr><td class="mdescLeft"> </td><td class="mdescRight">len = number of individual rvs <br></td></tr>
	86	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1bd7165140f4b880a7f344bbb1c433f9"></a><!-- doxytag: member="RV::ids" ref="1bd7165140f4b880a7f344bbb1c433f9" args="" -->
	87	ivec </td><td class="memItemRight" valign="bottom"><b>ids</b></td></tr>
	88
	89	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c878aab13f34b420e1eb5b485563682b"></a><!-- doxytag: member="RV::sizes" ref="c878aab13f34b420e1eb5b485563682b" args="" -->
	90	ivec </td><td class="memItemRight" valign="bottom"><b>sizes</b></td></tr>
	91
	92	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="646e530c47a2dd38254b778d9f11ac89"></a><!-- doxytag: member="RV::times" ref="646e530c47a2dd38254b778d9f11ac89" args="" -->
	93	ivec </td><td class="memItemRight" valign="bottom"><b>times</b></td></tr>
	94
	95	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2999743deec9b4cdb7ce51747bc53319"></a><!-- doxytag: member="RV::obs" ref="2999743deec9b4cdb7ce51747bc53319" args="" -->
	96	ivec </td><td class="memItemRight" valign="bottom"><b>obs</b></td></tr>
	97
	98	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="df5d0030b277a1db2f1fd5fb79152acb"></a><!-- doxytag: member="RV::names" ref="df5d0030b277a1db2f1fd5fb79152acb" args="" -->
	99	Array< std::string > </td><td class="memItemRight" valign="bottom"><b>names</b></td></tr>
	100
77	101	<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
78	102	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cad6f15535d10437f6690cb4492176a8"></a><!-- doxytag: member="RV::operator<<" ref="cad6f15535d10437f6690cb4492176a8" args="(std::ostream &os, const RV &rv)" -->
…	…
86	110	More?... <hr>The documentation for this class was generated from the following files:<ul>
87	111	<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a><li>work/mixpp/bdm/stat/libBM.cpp</ul>
88		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:45~~ 2008 for mixpp by
	112	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:56 2008 for mixpp by
89	113	<a href="http://www.doxygen.org/index.html">
90	114	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classTrivialPF-members.html ¶

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22	22	</div>
23	23	<h1>TrivialPF Member List</h1>This is the complete list of members for <a class="el" href="classTrivialPF.html">TrivialPF</a>, including all inherited members.<p><table>
24		<tr class="memlist"><td><a class="el" href="class~~BM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td~~></td></tr>
	24	<tr class="memlist"><td><a class="el" href="classPF.html#53b7cc5a0709b0d40fb68408437c0aa2">_epdf</a>()</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [inline, virtual]</code></td></tr>
25	25	<tr bgcolor="#f0f0f0"><td><b>bayes</b>(const vec &dt, bool evalll) (defined in <a class="el" href="classTrivialPF.html">TrivialPF</a>)</td><td><a class="el" href="classTrivialPF.html">TrivialPF</a></td><td></td></tr>
26		<tr class="memlist"><td><a class="el" href="class~~BM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure~~ virtual]</code></td></tr>
	26	<tr class="memlist"><td><a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">PF::bayes</a>(const vec &dt)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [inline, virtual]</code></td></tr>
27	27	<tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr>
28	28	<tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr>
…	…
36	36	<tr bgcolor="#f0f0f0"><td><b>URNG</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr>
37	37	<tr bgcolor="#f0f0f0"><td><b>w</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr>
38		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:46 2008 for mixpp by
	38	<tr class="memlist"><td><a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">~BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline, virtual]</code></td></tr>
	39	</table><hr size="1"><address style="text-align: right;"><small>Generated on Sat Feb 23 11:48:50 2008 for mixpp by
39	40	<a href="http://www.doxygen.org/index.html">
40	41	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classTrivialPF.html ¶

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58	58
59	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">v~~irtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &dt)=0~~</td></tr>
	60	<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">bayes</a> (const vec &dt)</td></tr>
61	61
62		<tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#~~a892eff438aab2dd1a9e2efcb7fb5bdf~~"></a><br></td></tr>
	62	<tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#64f636bbd63bea9efd778214e6b631d3"></a><br></td></tr>
63	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	64	void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>
65	65
66	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="class~~BM.html#a5b8f6c8a872738cfaa30ab010e8c077~~">_epdf</a> ()</td></tr>
	67	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="53b7cc5a0709b0d40fb68408437c0aa2"></a><!-- doxytag: member="TrivialPF::_epdf" ref="53b7cc5a0709b0d40fb68408437c0aa2" args="()" -->
	68	<a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#53b7cc5a0709b0d40fb68408437c0aa2">_epdf</a> ()</td></tr>
69	69
70	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>
…	…
91	91	<hr><a name="_details"></a><h2>Detailed Description</h2>
92	92	Trivial particle filter with proposal density that is not conditioned on the data. <hr><h2>Member Function Documentation</h2>
93		<a class="anchor" name="~~a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="TrivialPF::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &dt)=0~~" -->
	93	<a class="anchor" name="64f636bbd63bea9efd778214e6b631d3"></a><!-- doxytag: member="TrivialPF::bayes" ref="64f636bbd63bea9efd778214e6b631d3" args="(const vec &dt)" -->
94	94	<div class="memitem">
95	95	<div class="memproto">
96	96	<table class="memname">
97	97	<tr>
98		<td class="memname">v~~irtual void BM~~::bayes </td>
	98	<td class="memname">void PF::bayes </td>
99	99	<td>(</td>
100	100	<td class="paramtype">const vec & </td>
101	101	<td class="paramname"> <em>dt</em> </td>
102	102	<td> ) </td>
103		<td width="100%"><code> [~~pure~~ virtual, inherited]</code></td>
	103	<td width="100%"><code> [inline, virtual, inherited]</code></td>
104	104	</tr>
105	105	</table>
…	…
116	116	</dl>
117	117
	118	<p>Implements <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a>.</p>
	119
118	120	</div>
119	121	</div><p>
120	122	<hr>The documentation for this class was generated from the following files:<ul>
121	123	<li>work/mixpp/bdm/estim/<a class="el" href="libPF_8h-source.html">libPF.h</a><li>work/mixpp/bdm/estim/libPF.cpp</ul>
122		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:46~~ 2008 for mixpp by
	124	<hr size="1"><address style="text-align: right;"><small>Generated on Sat Feb 23 11:48:50 2008 for mixpp by
123	125	<a href="http://www.doxygen.org/index.html">
124	126	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classbilinfn-members.html ¶

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37	37	<tr bgcolor="#f0f0f0"><td><b>rvu</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr>
38	38	<tr bgcolor="#f0f0f0"><td><b>rvx</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr>
39		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by
	39	<tr class="memlist"><td><a class="el" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">~fnc</a>()</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline, virtual]</code></td></tr>
	40	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:41 2008 for mixpp by
40	41	<a href="http://www.doxygen.org/index.html">
41	42	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classbilinfn.html ¶

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199	199	<hr>The documentation for this class was generated from the following files:<ul>
200	200	<li>work/mixpp/bdm/stat/<a class="el" href="libFN_8h-source.html">libFN.h</a><li>work/mixpp/bdm/stat/libFN.cpp</ul>
201		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:40~~ 2008 for mixpp by
	201	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:41 2008 for mixpp by
202	202	<a href="http://www.doxygen.org/index.html">
203	203	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classconstfn-members.html ¶

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28	28	<tr bgcolor="#f0f0f0"><td><b>eval</b>(vec &cond) (defined in <a class="el" href="classconstfn.html">constfn</a>)</td><td><a class="el" href="classconstfn.html">constfn</a></td><td><code> [inline]</code></td></tr>
29	29	<tr class="memlist"><td><a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc::eval</a>(const vec &cond)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline, virtual]</code></td></tr>
30		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by
	30	<tr class="memlist"><td><a class="el" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">~fnc</a>()</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline, virtual]</code></td></tr>
	31	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:44 2008 for mixpp by
31	32	<a href="http://www.doxygen.org/index.html">
32	33	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classconstfn.html ¶

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71	71	class representing function $f(x) = a$, here rv is empty <hr>The documentation for this class was generated from the following file:<ul>
72	72	<li>work/mixpp/bdm/stat/<a class="el" href="libFN_8h-source.html">libFN.h</a></ul>
73		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:41~~ 2008 for mixpp by
	73	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:44 2008 for mixpp by
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75	75	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classdiffbifn-members.html ¶

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35	35	<tr bgcolor="#f0f0f0"><td><b>rvu</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr>
36	36	<tr bgcolor="#f0f0f0"><td><b>rvx</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr>
37		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by
	37	<tr class="memlist"><td><a class="el" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">~fnc</a>()</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline, virtual]</code></td></tr>
	38	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:44 2008 for mixpp by
38	39	<a href="http://www.doxygen.org/index.html">
39	40	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classdiffbifn.html ¶

r28	r32
199	199	<hr>The documentation for this class was generated from the following file:<ul>
200	200	<li>work/mixpp/bdm/stat/<a class="el" href="libFN_8h-source.html">libFN.h</a></ul>
201		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:41~~ 2008 for mixpp by
	201	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:44 2008 for mixpp by
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203	203	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classeEF-members.html ¶

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23	23	<h1>eEF Member List</h1>This is the complete list of members for <a class="el" href="classeEF.html">eEF</a>, including all inherited members.<p><table>
24	24	<tr bgcolor="#f0f0f0"><td><b>dupdate</b>(mat &v, double nu=1.0) (defined in <a class="el" href="classeEF.html">eEF</a>)</td><td><a class="el" href="classeEF.html">eEF</a></td><td><code> [inline, virtual]</code></td></tr>
	25	<tr class="memlist"><td><a class="el" href="classeEF.html#702e24158366430bc24d57c7f64e1e9e">eEF</a>()</td><td><a class="el" href="classeEF.html">eEF</a></td><td><code> [inline]</code></td></tr>
	26	<tr bgcolor="#f0f0f0"><td><b>eEF</b>(const RV &rv) (defined in <a class="el" href="classeEF.html">eEF</a>)</td><td><a class="el" href="classeEF.html">eEF</a></td><td><code> [inline]</code></td></tr>
	27	<tr class="memlist"><td><a class="el" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">epdf</a>()</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [inline]</code></td></tr>
	28	<tr class="memlist"><td><a class="el" href="classepdf.html#c95b1a27a8dd9507bb9a5a3cb2809c7a">epdf</a>(const RV &rv0)</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [inline]</code></td></tr>
25	29	<tr class="memlist"><td><a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">eval</a>(const vec &val)</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [inline, virtual]</code></td></tr>
	30	<tr class="memlist"><td><a class="el" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51">evalpdflog</a>(const vec &val)</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [inline, virtual]</code></td></tr>
	31	<tr class="memlist"><td><a class="el" href="classepdf.html#5b61fae74d370d2216576d598c1a74ef">mean</a>()=0</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [pure virtual]</code></td></tr>
	32	<tr bgcolor="#f0f0f0"><td><b>rv</b> (defined in <a class="el" href="classepdf.html">epdf</a>)</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [protected]</code></td></tr>
26	33	<tr class="memlist"><td><a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">sample</a>()=0</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [pure virtual]</code></td></tr>
27	34	<tr bgcolor="#f0f0f0"><td><b>tupdate</b>(double phi, mat &vbar, double nubar) (defined in <a class="el" href="classeEF.html">eEF</a>)</td><td><a class="el" href="classeEF.html">eEF</a></td><td><code> [inline, virtual]</code></td></tr>
28		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by
	35	<tr class="memlist"><td><a class="el" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">~epdf</a>()</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [inline, virtual]</code></td></tr>
	36	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:44 2008 for mixpp by
29	37	<a href="http://www.doxygen.org/index.html">
30	38	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classeEF.html ¶

r28	r32
31	31	<p><center><img src="classeEF__inherit__graph.png" border="0" usemap="#eEF__inherit__map" alt="Inheritance graph"></center>
32	32	<map name="eEF__inherit__map">
33		<area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="5,161,125,188"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="40,7,91,33"></map>
	33	<area shape="rect" href="classegamma.html" title="Gamma posterior density." alt="" coords="5,167,85,193"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="109,167,229,193"><area shape="rect" href="classenorm.html" title="enorm\< ldmat \>" alt="" coords="155,263,285,289"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="144,7,195,33"><area shape="rect" title="\< ldmat \>" alt="" coords="167,191,175,199"><area shape="rect" title="\< ldmat \>" alt="" coords="199,259,207,267"></map>
34	34	<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35	35	<div class="dynheader">
…	…
45	45	<tr><td></td></tr>
46	46	<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
	47	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="702e24158366430bc24d57c7f64e1e9e"></a><!-- doxytag: member="eEF::eEF" ref="702e24158366430bc24d57c7f64e1e9e" args="()" -->
	48	</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#702e24158366430bc24d57c7f64e1e9e">eEF</a> ()</td></tr>
	49
	50	<tr><td class="mdescLeft"> </td><td class="mdescRight">default constructor <br></td></tr>
	51	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7e3c63655e8375c76bf1f421245427a7"></a><!-- doxytag: member="eEF::eEF" ref="7e3c63655e8375c76bf1f421245427a7" args="(const RV &rv)" -->
	52	</td><td class="memItemRight" valign="bottom"><b>eEF</b> (const <a class="el" href="classRV.html">RV</a> &rv)</td></tr>
	53
47	54	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fd88bc35550ec8fe9281d358216d0fcf"></a><!-- doxytag: member="eEF::tupdate" ref="fd88bc35550ec8fe9281d358216d0fcf" args="(double phi, mat &vbar, double nubar)" -->
48	55	virtual void </td><td class="memItemRight" valign="bottom"><b>tupdate</b> (double phi, mat &vbar, double nubar)</td></tr>
…	…
58	65
59	66	<tr><td class="mdescLeft"> </td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr>
	67	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="113c76c61d20e3f2a24ba322a73dfc51"></a><!-- doxytag: member="eEF::evalpdflog" ref="113c76c61d20e3f2a24ba322a73dfc51" args="(const vec &val)" -->
	68	virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51">evalpdflog</a> (const vec &val)</td></tr>
	69
	70	<tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr>
	71	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b61fae74d370d2216576d598c1a74ef"></a><!-- doxytag: member="eEF::mean" ref="5b61fae74d370d2216576d598c1a74ef" args="()=0" -->
	72	virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#5b61fae74d370d2216576d598c1a74ef">mean</a> ()=0</td></tr>
	73
	74	<tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr>
	75	<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
	76	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="eEF::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" -->
	77	<a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>rv</b></td></tr>
	78
60	79	</table>
61	80	<hr><a name="_details"></a><h2>Detailed Description</h2>
…	…
82	101	<p>
83	102	Returns a sample from the density, <img class="formulaInl" alt="$x \sim epdf(rv)$" src="form_3.png">
84		<p>Implemented in <a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">enorm< sq_T ></a>.</p>
	103	<p>Implemented in <a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">enorm< sq_T ></a>, <a class="el" href="classegamma.html#0a2186a586432c2c3f22d09c5341890f">egamma</a>, <a class="el" href="classemix.html#3eb9a8e12ce1c5c8a3ddb245354b6941">emix</a>, <a class="el" href="classeuni.html#0f71562e3e919aba823cb7d9d420ad4c">euni</a>, <a class="el" href="classeEmp.html#c9b44099a400579b88aff9f5afaf9c13">eEmp</a>, and <a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">enorm< ldmat ></a>.</p>
85	104
86	105	</div>
…	…
88	107	<hr>The documentation for this class was generated from the following file:<ul>
89	108	<li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
90		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:41~~ 2008 for mixpp by
	109	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:44 2008 for mixpp by
91	110	<a href="http://www.doxygen.org/index.html">
92	111	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classeEFinheritgraph.map ¶

r23	r32
1		<area shape="rect" href="$classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="5,161,125,188">
2		<area shape="rect" href="$classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="40,7,91,33">
	1	<area shape="rect" href="$classegamma.html" title="Gamma posterior density." alt="" coords="5,167,85,193">
	2	<area shape="rect" href="$classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="109,167,229,193">
	3	<area shape="rect" href="$classenorm.html" title="enorm\< ldmat \>" alt="" coords="155,263,285,289">
	4	<area shape="rect" href="$classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="144,7,195,33">
	5	<area shape="rect" title="\< ldmat \>" alt="" coords="167,191,175,199">
	6	<area shape="rect" title="\< ldmat \>" alt="" coords="199,259,207,267">

TabularUnified doc/html/classeEFinheritgraph.md5 ¶

r23	r32
1		82b61acbe4ec3fc52032591427413f2c
	1	d73db8afd837987ace121c0c28affb22

TabularUnified doc/html/classenorm-members.html ¶

r28	r32
22	22	</div>
23	23	<h1>enorm< sq_T > Member List</h1>This is the complete list of members for <a class="el" href="classenorm.html">enorm< sq_T ></a>, including all inherited members.<p><table>
	24	<tr class="memlist"><td><a class="el" href="classenorm.html#c9ca4f2ca42568e40ca146168e7f3247">_cached</a>(bool what)</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [inline]</code></td></tr>
	25	<tr class="memlist"><td><a class="el" href="classenorm.html#82f39ac49911d7097f4bfe385deba355">_iR</a></td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [protected]</code></td></tr>
	26	<tr class="memlist"><td><a class="el" href="classenorm.html#3be0cb541ec9b88e5aa3f60307bbc753">_mu</a>()</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [inline]</code></td></tr>
	27	<tr class="memlist"><td><a class="el" href="classenorm.html#8725c534863c4fc2bddef0edfb95a740">_R</a>(sq_T &pR, sq_T &piR)</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [inline]</code></td></tr>
	28	<tr class="memlist"><td><a class="el" href="classenorm.html#ae12db77283a96e0f14a3eae93dc3bf1">cached</a></td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [protected]</code></td></tr>
	29	<tr class="memlist"><td><a class="el" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e">dim</a></td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [protected]</code></td></tr>
24	30	<tr bgcolor="#f0f0f0"><td><b>dupdate</b>(mat &v, double nu=1.0) (defined in <a class="el" href="classenorm.html">enorm< sq_T ></a>)</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [inline, virtual]</code></td></tr>
25		<tr class="memlist"><td><a class="el" href="classe~~norm.html#d1b0faf61260de09cf63bf823add5b32">dupdate</a>()</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td~~></td></tr>
26		<tr bgcolor="#f0f0f0"><td><b>e~~norm</b>(RV &rv, vec &mu, sq_T &R) (defined in <a class="el" href="classenorm.html">enorm< sq_T ></a>)</td><td><a class="el" href="classenorm.html">enorm< sq_T >~~</a></td><td><code> [inline]</code></td></tr>
	31	<tr class="memlist"><td><a class="el" href="classeEF.html#702e24158366430bc24d57c7f64e1e9e">eEF</a>()</td><td><a class="el" href="classeEF.html">eEF</a></td><td><code> [inline]</code></td></tr>
	32	<tr bgcolor="#f0f0f0"><td><b>eEF</b>(const RV &rv) (defined in <a class="el" href="classeEF.html">eEF</a>)</td><td><a class="el" href="classeEF.html">eEF</a></td><td><code> [inline]</code></td></tr>
27	33	<tr bgcolor="#f0f0f0"><td><b>enorm</b>() (defined in <a class="el" href="classenorm.html">enorm< sq_T ></a>)</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [inline]</code></td></tr>
	34	<tr bgcolor="#f0f0f0"><td><b>enorm</b>(RV &rv) (defined in <a class="el" href="classenorm.html">enorm< sq_T ></a>)</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [inline]</code></td></tr>
	35	<tr class="memlist"><td><a class="el" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">epdf</a>()</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [inline]</code></td></tr>
	36	<tr class="memlist"><td><a class="el" href="classepdf.html#c95b1a27a8dd9507bb9a5a3cb2809c7a">epdf</a>(const RV &rv0)</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [inline]</code></td></tr>
28	37	<tr class="memlist"><td><a class="el" href="classenorm.html#93107f05a8e9b34b64853767200121a4">eval</a>(const vec &val)</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [inline, virtual]</code></td></tr>
29		<tr bgcolor="#f0f0f0"><td><b>RNG</b> (defined in <a class="el" href="classenorm.html">enorm< sq_T ></a>)</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td></td></tr>
	38	<tr class="memlist"><td><a class="el" href="classenorm.html#9517594915e897584eaebbb057ed8881">evalpdflog</a>(const vec &val)</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [inline, virtual]</code></td></tr>
	39	<tr class="memlist"><td><a class="el" href="classenorm.html#191c1220c3ddd0c5f54e78f19b57ebd5">mean</a>()</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [inline, virtual]</code></td></tr>
	40	<tr class="memlist"><td><a class="el" href="classenorm.html#71fde0d54bba147e00f612577f95ad20">mu</a></td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [protected]</code></td></tr>
	41	<tr class="memlist"><td><a class="el" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1">R</a></td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [protected]</code></td></tr>
	42	<tr bgcolor="#f0f0f0"><td><b>rv</b> (defined in <a class="el" href="classepdf.html">epdf</a>)</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [protected]</code></td></tr>
30	43	<tr class="memlist"><td><a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">sample</a>()</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [inline, virtual]</code></td></tr>
31	44	<tr bgcolor="#f0f0f0"><td><b>sample</b>(int N) (defined in <a class="el" href="classenorm.html">enorm< sq_T ></a>)</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [inline]</code></td></tr>
	45	<tr bgcolor="#f0f0f0"><td><b>set_parameters</b>(const vec &mu, const sq_T &R) (defined in <a class="el" href="classenorm.html">enorm< sq_T ></a>)</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [inline]</code></td></tr>
32	46	<tr class="memlist"><td><a class="el" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a">tupdate</a>(double phi, mat &vbar, double nubar)</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [inline, virtual]</code></td></tr>
33		<tr class="memlist"><td><a class="el" href="classe~~norm.html#2a1a522504c7788dfd7fb733157ee39e">tupdate</a>()</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td~~></td></tr>
34		</table><hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:43~~ 2008 for mixpp by
	47	<tr class="memlist"><td><a class="el" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">~epdf</a>()</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [inline, virtual]</code></td></tr>
	48	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:48 2008 for mixpp by
35	49	<a href="http://www.doxygen.org/index.html">
36	50	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classenorm.html ¶

r28	r32
31	31	<p><center><img src="classenorm__inherit__graph.png" border="0" usemap="#enorm_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center>
32	32	<map name="enorm_3_01sq__T_01_4__inherit__map">
33		<area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="43,84,88,111"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="40,7,91,33"></map>
	33	<area shape="rect" href="classenorm.html" title="enorm\< ldmat \>" alt="" coords="5,263,136,289"><area shape="rect" title="\< ldmat \>" alt="" coords="67,191,75,199"><area shape="rect" title="\< ldmat \>" alt="" coords="67,259,75,267"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="48,87,93,113"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="45,7,96,33"></map>
34	34	<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35	35	<div class="dynheader">
…	…
38	38	<p><center><img src="classenorm__coll__graph.png" border="0" usemap="#enorm_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center>
39	39	<map name="enorm_3_01sq__T_01_4__coll__map">
40		<area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="8,183,53,209"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="5,103,56,129"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="12,7,49,33"><area shape="rect" title="rv" alt="" coords="27,31,35,39"><area shape="rect" title="rv" alt="" coords="27,99,35,107"><area shape="rect" title="~~R" alt="" coords="93,207,101,215"><area shape="rect" title="R" alt="" coords="77,275,85,283~~"></map>
	40	<area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="8,183,53,209"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="5,103,56,129"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="12,7,49,33"><area shape="rect" title="rv" alt="" coords="27,31,35,39"><area shape="rect" title="rv" alt="" coords="27,99,35,107"><area shape="rect" title="_iR\nR" alt="" coords="95,207,103,215"><area shape="rect" title="_iR\nR" alt="" coords="77,291,85,299"></map>
41	41	<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42	42
…	…
45	45	<tr><td></td></tr>
46	46	<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
47		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="183891111686898adef0f6ca292e600d"></a><!-- doxytag: member="enorm::enorm" ref="183891111686898adef0f6ca292e600d" args="(RV &rv, vec &mu, sq_T &R)" -->
48		</td><td class="memItemRight" valign="bottom"><b>enorm</b> (<a class="el" href="classRV.html">RV</a> &rv, vec &mu, sq_T &R)</td></tr>
	47	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b5cb487a2570e8109bfdc0df149aa06"></a><!-- doxytag: member="enorm::enorm" ref="7b5cb487a2570e8109bfdc0df149aa06" args="(RV &rv)" -->
	48	</td><td class="memItemRight" valign="bottom"><b>enorm</b> (<a class="el" href="classRV.html">RV</a> &rv)</td></tr>
	49
	50	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1394a65caa6e00d42e00cc99b12227af"></a><!-- doxytag: member="enorm::set_parameters" ref="1394a65caa6e00d42e00cc99b12227af" args="(const vec &mu, const sq_T &R)" -->
	51	void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &<a class="el" href="classenorm.html#71fde0d54bba147e00f612577f95ad20">mu</a>, const sq_T &<a class="el" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1">R</a>)</td></tr>
49	52
50	53	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b5fd142b6b17ea334597960e3fe126a"></a><!-- doxytag: member="enorm::tupdate" ref="5b5fd142b6b17ea334597960e3fe126a" args="(double phi, mat &vbar, double nubar)" -->
…	…
55	58	void </td><td class="memItemRight" valign="bottom"><b>dupdate</b> (mat &v, double nu=1.0)</td></tr>
56	59
57		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2a1a522504c7788dfd7fb733157ee39e"></a><!-- doxytag: member="enorm::tupdate" ref="2a1a522504c7788dfd7fb733157ee39e" args="()" -->
58		~~void </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#2a1a522504c7788dfd7fb733157ee39e">tupdate</a> ()</td></tr>~~
59
60		~~<tr><td class="mdescLeft"> </td><td class="mdescRight">tupdate used in KF <br></td></tr>~~
61		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d1b0faf61260de09cf63bf823add5b32"></a><!-- doxytag: member="enorm::dupdate" ref="d1b0faf61260de09cf63bf823add5b32" args="()" -->
62		~~double </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#d1b0faf61260de09cf63bf823add5b32">dupdate</a> ()</td></tr>~~
63
64		~~<tr><td class="mdescLeft"> </td><td class="mdescRight">dupdate used in KF <br></td></tr>~~
65	60	<tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">sample</a> ()</td></tr>
66	61
…	…
73	68
74	69	<tr><td class="mdescLeft"> </td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr>
75		<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
76		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4de82a0d7ba9eaf31206318ae35d0d5"></a><!-- doxytag: member="enorm::RNG" ref="a4de82a0d7ba9eaf31206318ae35d0d5" args="" -->
77		Normal_RNG </td><td class="memItemRight" valign="bottom"><b>RNG</b></td></tr>
	70	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9517594915e897584eaebbb057ed8881"></a><!-- doxytag: member="enorm::evalpdflog" ref="9517594915e897584eaebbb057ed8881" args="(const vec &val)" -->
	71	double </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#9517594915e897584eaebbb057ed8881">evalpdflog</a> (const vec &val)</td></tr>
	72
	73	<tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr>
	74	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="191c1220c3ddd0c5f54e78f19b57ebd5"></a><!-- doxytag: member="enorm::mean" ref="191c1220c3ddd0c5f54e78f19b57ebd5" args="()" -->
	75	vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#191c1220c3ddd0c5f54e78f19b57ebd5">mean</a> ()</td></tr>
	76
	77	<tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr>
	78	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3be0cb541ec9b88e5aa3f60307bbc753"></a><!-- doxytag: member="enorm::_mu" ref="3be0cb541ec9b88e5aa3f60307bbc753" args="()" -->
	79	vec * </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#3be0cb541ec9b88e5aa3f60307bbc753">_mu</a> ()</td></tr>
	80
	81	<tr><td class="mdescLeft"> </td><td class="mdescRight">returns a pointer to the internal mean value. Use with Care! <br></td></tr>
	82	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8725c534863c4fc2bddef0edfb95a740"></a><!-- doxytag: member="enorm::_R" ref="8725c534863c4fc2bddef0edfb95a740" args="(sq_T &pR, sq_T &piR)" -->
	83	void </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#8725c534863c4fc2bddef0edfb95a740">_R</a> (sq_T &pR, sq_T &piR)</td></tr>
	84
	85	<tr><td class="mdescLeft"> </td><td class="mdescRight">returns pointers to the internal variance and its inverse. Use with Care! <br></td></tr>
	86	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c9ca4f2ca42568e40ca146168e7f3247"></a><!-- doxytag: member="enorm::_cached" ref="c9ca4f2ca42568e40ca146168e7f3247" args="(bool what)" -->
	87	void </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#c9ca4f2ca42568e40ca146168e7f3247">_cached</a> (bool what)</td></tr>
	88
	89	<tr><td class="mdescLeft"> </td><td class="mdescRight">set cache as inconsistent <br></td></tr>
	90	<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
	91	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="71fde0d54bba147e00f612577f95ad20"></a><!-- doxytag: member="enorm::mu" ref="71fde0d54bba147e00f612577f95ad20" args="" -->
	92	vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#71fde0d54bba147e00f612577f95ad20">mu</a></td></tr>
	93
	94	<tr><td class="mdescLeft"> </td><td class="mdescRight">mean value <br></td></tr>
	95	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ccc8d8514d644ef1c98d8ab023748a1"></a><!-- doxytag: member="enorm::R" ref="4ccc8d8514d644ef1c98d8ab023748a1" args="" -->
	96	sq_T </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1">R</a></td></tr>
	97
	98	<tr><td class="mdescLeft"> </td><td class="mdescRight">Covariance matrix in decomposed form. <br></td></tr>
	99	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="82f39ac49911d7097f4bfe385deba355"></a><!-- doxytag: member="enorm::_iR" ref="82f39ac49911d7097f4bfe385deba355" args="" -->
	100	sq_T </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#82f39ac49911d7097f4bfe385deba355">_iR</a></td></tr>
	101
	102	<tr><td class="mdescLeft"> </td><td class="mdescRight">Cache: _iR = inv(R);. <br></td></tr>
	103	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae12db77283a96e0f14a3eae93dc3bf1"></a><!-- doxytag: member="enorm::cached" ref="ae12db77283a96e0f14a3eae93dc3bf1" args="" -->
	104	bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#ae12db77283a96e0f14a3eae93dc3bf1">cached</a></td></tr>
	105
	106	<tr><td class="mdescLeft"> </td><td class="mdescRight">indicator if <code>_iR</code> is chached <br></td></tr>
	107	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6938fc390a19cdaf6ad4503fcbaada4e"></a><!-- doxytag: member="enorm::dim" ref="6938fc390a19cdaf6ad4503fcbaada4e" args="" -->
	108	int </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e">dim</a></td></tr>
	109
	110	<tr><td class="mdescLeft"> </td><td class="mdescRight">dimension (redundant from rv.count() for easier coding ) <br></td></tr>
	111	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="enorm::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" -->
	112	<a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>rv</b></td></tr>
78	113
79	114	</table>
…	…
112	147	<hr>The documentation for this class was generated from the following file:<ul>
113	148	<li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
114		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:43~~ 2008 for mixpp by
	149	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:48 2008 for mixpp by
115	150	<a href="http://www.doxygen.org/index.html">
116	151	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classenormcollgraph.map ¶

r23	r32
4	4	<area shape="rect" title="rv" alt="" coords="27,31,35,39">
5	5	<area shape="rect" title="rv" alt="" coords="27,99,35,107">
6		<area shape="rect" title="~~R" alt="" coords="93,207,101~~,215">
7		<area shape="rect" title="~~R" alt="" coords="77,275,85,283~~">
	6	<area shape="rect" title="_iR\nR" alt="" coords="95,207,103,215">
	7	<area shape="rect" title="_iR\nR" alt="" coords="77,291,85,299">

TabularUnified doc/html/classenormcollgraph.md5 ¶

r23	r32
1		30bcd8762324b938e74004bb47d2edfe
	1	e13cae85b34037ab9a539a7c6bd2272f

TabularUnified doc/html/classenorminheritgraph.map ¶

r23	r32
1		<area shape="rect" href="$classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="43,84,88,111">
2		<area shape="rect" href="$classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="40,7,91,33">
	1	<area shape="rect" href="$classenorm.html" title="enorm\< ldmat \>" alt="" coords="5,263,136,289">
	2	<area shape="rect" title="\< ldmat \>" alt="" coords="67,191,75,199">
	3	<area shape="rect" title="\< ldmat \>" alt="" coords="67,259,75,267">
	4	<area shape="rect" href="$classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="48,87,93,113">
	5	<area shape="rect" href="$classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="45,7,96,33">

TabularUnified doc/html/classenorminheritgraph.md5 ¶

r23	r32
1		11dce2d22a9a02cd861d01ba8587e55e
	1	061248f424677ea931318b513f9bb052

TabularUnified doc/html/classepdf-members.html ¶

r28	r32
22	22	</div>
23	23	<h1>epdf Member List</h1>This is the complete list of members for <a class="el" href="classepdf.html">epdf</a>, including all inherited members.<p><table>
	24	<tr class="memlist"><td><a class="el" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">epdf</a>()</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [inline]</code></td></tr>
	25	<tr class="memlist"><td><a class="el" href="classepdf.html#c95b1a27a8dd9507bb9a5a3cb2809c7a">epdf</a>(const RV &rv0)</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [inline]</code></td></tr>
24	26	<tr class="memlist"><td><a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">eval</a>(const vec &val)</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [inline, virtual]</code></td></tr>
	27	<tr class="memlist"><td><a class="el" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51">evalpdflog</a>(const vec &val)</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [inline, virtual]</code></td></tr>
	28	<tr class="memlist"><td><a class="el" href="classepdf.html#5b61fae74d370d2216576d598c1a74ef">mean</a>()=0</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [pure virtual]</code></td></tr>
	29	<tr bgcolor="#f0f0f0"><td><b>rv</b> (defined in <a class="el" href="classepdf.html">epdf</a>)</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [protected]</code></td></tr>
25	30	<tr class="memlist"><td><a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">sample</a>()=0</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [pure virtual]</code></td></tr>
26		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by
	31	<tr class="memlist"><td><a class="el" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">~epdf</a>()</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [inline, virtual]</code></td></tr>
	32	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:49 2008 for mixpp by
27	33	<a href="http://www.doxygen.org/index.html">
28	34	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classepdf.html ¶

r28	r32
31	31	<p><center><img src="classepdf__inherit__graph.png" border="0" usemap="#epdf__inherit__map" alt="Inheritance graph"></center>
32	32	<map name="epdf__inherit__map">
33		<area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="~~43,84,88,111"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="5,161,125,188~~"></map>
	33	<area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="147,87,192,113"><area shape="rect" href="classeEmp.html" title="Weighted empirical density." alt="" coords="216,87,275,113"><area shape="rect" href="classemix.html" title="Weighted mixture of epdfs with external owned components." alt="" coords="299,87,352,113"><area shape="rect" href="classeuni.html" title="Uniform distributed density on a rectangular support." alt="" coords="376,87,424,113"><area shape="rect" href="classegamma.html" title="Gamma posterior density." alt="" coords="5,167,85,193"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="109,167,229,193"><area shape="rect" href="classenorm.html" title="enorm\< ldmat \>" alt="" coords="155,263,285,289"><area shape="rect" title="\< ldmat \>" alt="" coords="167,191,175,199"><area shape="rect" title="\< ldmat \>" alt="" coords="199,259,207,267"></map>
34	34	<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35	35	<div class="dynheader">
…	…
45	45	<tr><td></td></tr>
46	46	<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
	47	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d8eb760037b3bad5a0d64081606697cd"></a><!-- doxytag: member="epdf::epdf" ref="d8eb760037b3bad5a0d64081606697cd" args="()" -->
	48	</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">epdf</a> ()</td></tr>
	49
	50	<tr><td class="mdescLeft"> </td><td class="mdescRight">default constructor <br></td></tr>
	51	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c95b1a27a8dd9507bb9a5a3cb2809c7a"></a><!-- doxytag: member="epdf::epdf" ref="c95b1a27a8dd9507bb9a5a3cb2809c7a" args="(const RV &rv0)" -->
	52	</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#c95b1a27a8dd9507bb9a5a3cb2809c7a">epdf</a> (const <a class="el" href="classRV.html">RV</a> &rv0)</td></tr>
	53
	54	<tr><td class="mdescLeft"> </td><td class="mdescRight">default constructor <br></td></tr>
47	55	<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">sample</a> ()=0</td></tr>
48	56
…	…
52	60
53	61	<tr><td class="mdescLeft"> </td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr>
	62	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="113c76c61d20e3f2a24ba322a73dfc51"></a><!-- doxytag: member="epdf::evalpdflog" ref="113c76c61d20e3f2a24ba322a73dfc51" args="(const vec &val)" -->
	63	virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51">evalpdflog</a> (const vec &val)</td></tr>
	64
	65	<tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr>
	66	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b61fae74d370d2216576d598c1a74ef"></a><!-- doxytag: member="epdf::mean" ref="5b61fae74d370d2216576d598c1a74ef" args="()=0" -->
	67	virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#5b61fae74d370d2216576d598c1a74ef">mean</a> ()=0</td></tr>
	68
	69	<tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr>
	70	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a322dd106f04c0a2915e3d4f4227396"></a><!-- doxytag: member="epdf::~epdf" ref="0a322dd106f04c0a2915e3d4f4227396" args="()" -->
	71	virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">~epdf</a> ()</td></tr>
	72
	73	<tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor for future use;. <br></td></tr>
	74	<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
	75	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="epdf::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" -->
	76	<a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>rv</b></td></tr>
	77
54	78	</table>
55	79	<hr><a name="_details"></a><h2>Detailed Description</h2>
…	…
74	98	<p>
75	99	Returns a sample from the density, <img class="formulaInl" alt="$x \sim epdf(rv)$" src="form_3.png">
76		<p>Implemented in <a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">enorm< sq_T ></a>.</p>
	100	<p>Implemented in <a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">enorm< sq_T ></a>, <a class="el" href="classegamma.html#0a2186a586432c2c3f22d09c5341890f">egamma</a>, <a class="el" href="classemix.html#3eb9a8e12ce1c5c8a3ddb245354b6941">emix</a>, <a class="el" href="classeuni.html#0f71562e3e919aba823cb7d9d420ad4c">euni</a>, <a class="el" href="classeEmp.html#c9b44099a400579b88aff9f5afaf9c13">eEmp</a>, and <a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">enorm< ldmat ></a>.</p>
77	101
78	102	</div>
…	…
80	104	<hr>The documentation for this class was generated from the following file:<ul>
81	105	<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
82		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:43~~ 2008 for mixpp by
	106	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:49 2008 for mixpp by
83	107	<a href="http://www.doxygen.org/index.html">
84	108	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classepdfinheritgraph.map ¶

r23	r32
1		<area shape="rect" href="$classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="43,84,88,111">
2		<area shape="rect" href="$classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="5,161,125,188">
	1	<area shape="rect" href="$classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="147,87,192,113">
	2	<area shape="rect" href="$classeEmp.html" title="Weighted empirical density." alt="" coords="216,87,275,113">
	3	<area shape="rect" href="$classemix.html" title="Weighted mixture of epdfs with external owned components." alt="" coords="299,87,352,113">
	4	<area shape="rect" href="$classeuni.html" title="Uniform distributed density on a rectangular support." alt="" coords="376,87,424,113">
	5	<area shape="rect" href="$classegamma.html" title="Gamma posterior density." alt="" coords="5,167,85,193">
	6	<area shape="rect" href="$classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="109,167,229,193">
	7	<area shape="rect" href="$classenorm.html" title="enorm\< ldmat \>" alt="" coords="155,263,285,289">
	8	<area shape="rect" title="\< ldmat \>" alt="" coords="167,191,175,199">
	9	<area shape="rect" title="\< ldmat \>" alt="" coords="199,259,207,267">

TabularUnified doc/html/classepdfinheritgraph.md5 ¶

r23	r32
1		7be3800f050a429d545752f71af4def4
	1	cb4ef050c276391640ca78baae1d370e

TabularUnified doc/html/classfnc-members.html ¶

r28	r32
25	25	<tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classfnc.html">fnc</a>)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [protected]</code></td></tr>
26	26	<tr class="memlist"><td><a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">eval</a>(const vec &cond)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline, virtual]</code></td></tr>
27		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by
	27	<tr class="memlist"><td><a class="el" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">~fnc</a>()</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline, virtual]</code></td></tr>
	28	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:49 2008 for mixpp by
28	29	<a href="http://www.doxygen.org/index.html">
29	30	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classfnc.html ¶

r28	r32
46	46
47	47	<tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr>
	48	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17164c202f6feee3d708b8caab6306ab"></a><!-- doxytag: member="fnc::~fnc" ref="17164c202f6feee3d708b8caab6306ab" args="()" -->
	49	virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">~fnc</a> ()</td></tr>
	50
	51	<tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor for future use;. <br></td></tr>
48	52	<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
49	53	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="22d51d10a7901331167f64f80d1af8e9"></a><!-- doxytag: member="fnc::dimy" ref="22d51d10a7901331167f64f80d1af8e9" args="" -->
…	…
54	58	Class representing function $f(x)$ of variable $x$ represented by <code>rv</code>. <hr>The documentation for this class was generated from the following file:<ul>
55	59	<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
56		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:44~~ 2008 for mixpp by
	60	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:49 2008 for mixpp by
57	61	<a href="http://www.doxygen.org/index.html">
58	62	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classfsqmat-members.html ¶

r28	r32
25	25	<tr class="memlist"><td><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a>() const </td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [inline]</code></td></tr>
26	26	<tr bgcolor="#f0f0f0"><td><b>dim</b> (defined in <a class="el" href="classsqmat.html">sqmat</a>)</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [protected]</code></td></tr>
27		<tr bgcolor="#f0f0f0"><td><b>fsqmat</b>() (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr>
	27	<tr class="memlist"><td><a class="el" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940">fsqmat</a>()</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr>
	28	<tr class="memlist"><td><a class="el" href="classfsqmat.html#40eae99305e7c7240fa95cfec125b06f">fsqmat</a>(const int dim0)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr>
28	29	<tr class="memlist"><td><a class="el" href="classfsqmat.html#1929fbc9fe375f1d67f979d0d302336f">fsqmat</a>(const mat &M)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr>
29	30	<tr class="memlist"><td><a class="el" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1">inv</a>(fsqmat &Inv)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr>
30		<tr class="memlist"><td><a class="el" href="classfsqmat.html#~~bf212272ec195ad2706e2bf4d8e7c9b3">logdet</a>()~~</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr>
	31	<tr class="memlist"><td><a class="el" href="classfsqmat.html#eb0d1358f536e4453b5f99d0418ca1e5">logdet</a>() const </td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr>
31	32	<tr bgcolor="#f0f0f0"><td><b>M</b> (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [protected]</code></td></tr>
32		<tr class="memlist"><td><a class="el" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518">mult_sym</a>(const mat &C, bool trans=false)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr>
33		<tr bgcolor="#f0f0f0"><td><b>mult_sym</b>(const mat &C, fsqmat &U, bool trans=false) (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr>
	33	<tr class="memlist"><td><a class="el" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e">mult_sym</a>(const mat &C)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr>
	34	<tr bgcolor="#f0f0f0"><td><b>mult_sym</b>(const mat &C, fsqmat &U) (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr>
	35	<tr class="memlist"><td><a class="el" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89">mult_sym_t</a>(const mat &C)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr>
	36	<tr bgcolor="#f0f0f0"><td><b>mult_sym_t</b>(const mat &C, fsqmat &U) (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr>
34	37	<tr bgcolor="#f0f0f0"><td><b>operator *=</b>(double x) (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline]</code></td></tr>
35	38	<tr bgcolor="#f0f0f0"><td><b>operator+=</b>(const fsqmat &A) (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline]</code></td></tr>
36	39	<tr bgcolor="#f0f0f0"><td><b>operator-=</b>(const fsqmat &A) (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline]</code></td></tr>
	40	<tr bgcolor="#f0f0f0"><td><b>operator<<</b> (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [friend]</code></td></tr>
37	41	<tr class="memlist"><td><a class="el" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">opupdt</a>(const vec &v, double w)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr>
38		<tr class="memlist"><td><a class="el" href="classfsqmat.html#~~6d047b9f7a27dfc093303a13cc9b1fba">qform</a>(~~vec &v)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr>
	42	<tr class="memlist"><td><a class="el" href="classfsqmat.html#1eec8762a2299d83c7b7cd6bf6cbc1ad">qform</a>(const vec &v)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr>
39	43	<tr class="memlist"><td><a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">rows</a>() const </td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [inline]</code></td></tr>
40		<tr class="memlist"><td><a class="el" href="classfsqmat.html#~~6648dd4291b809cce14e8497d0433ad3">sqrt_mult</a>(~~vec &v)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr>
	44	<tr class="memlist"><td><a class="el" href="classfsqmat.html#2288389e2d47bd9df112815ef570c5c9">sqrt_mult</a>(const vec &v)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr>
41	45	<tr class="memlist"><td><a class="el" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8">to_mat</a>()</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr>
42		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by
	46	<tr class="memlist"><td><a class="el" href="classfsqmat.html#2a8f104e4befbc2aa90d8b11edfedb2e">~fsqmat</a>()</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr>
	47	<tr class="memlist"><td><a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">~sqmat</a>()</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [inline, virtual]</code></td></tr>
	48	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:49 2008 for mixpp by
43	49	<a href="http://www.doxygen.org/index.html">
44	50	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classfsqmat.html ¶

r28	r32
51	51
52	52	<tr><td class="mdescLeft"> </td><td class="mdescRight">Conversion to full matrix. <br></td></tr>
53		<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518">mult_sym</a> (const mat &C, bool trans=false)</td></tr>
54
55		<tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC'$. <a href="#acc5d2d0a243f1de6d0106065f01f518"></a><br></td></tr>
56		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ccf5ad8fb038f82e9d2201c0606b65fa"></a><!-- doxytag: member="fsqmat::mult_sym" ref="ccf5ad8fb038f82e9d2201c0606b65fa" args="(const mat &C, fsqmat &U, bool trans=false)" -->
57		void </td><td class="memItemRight" valign="bottom"><b>mult_sym</b> (const mat &C, <a class="el" href="classfsqmat.html">fsqmat</a> &U, bool trans=false)</td></tr>
	53	<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e">mult_sym</a> (const mat &C)</td></tr>
	54
	55	<tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC'$. <a href="#5530d2756b5d991de755e6121c9a452e"></a><br></td></tr>
	56	<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89">mult_sym_t</a> (const mat &C)</td></tr>
	57
	58	<tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'VC$. <a href="#92052a8adc2054b63e42d1373d145c89"></a><br></td></tr>
	59	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cfea3618d426e2b8232f09aa0070266f"></a><!-- doxytag: member="fsqmat::mult_sym" ref="cfea3618d426e2b8232f09aa0070266f" args="(const mat &C, fsqmat &U)" -->
	60	void </td><td class="memItemRight" valign="bottom"><b>mult_sym</b> (const mat &C, <a class="el" href="classfsqmat.html">fsqmat</a> &U)</td></tr>
	61
	62	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7ca865c68989d22903efe97045cb6c9a"></a><!-- doxytag: member="fsqmat::mult_sym_t" ref="7ca865c68989d22903efe97045cb6c9a" args="(const mat &C, fsqmat &U)" -->
	63	void </td><td class="memItemRight" valign="bottom"><b>mult_sym_t</b> (const mat &C, <a class="el" href="classfsqmat.html">fsqmat</a> &U)</td></tr>
58	64
59	65	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cfa4c359483d2322f32d1d50050f8ac4"></a><!-- doxytag: member="fsqmat::clear" ref="cfa4c359483d2322f32d1d50050f8ac4" args="()" -->
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61	67
62	68	<tr><td class="mdescLeft"> </td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr>
	69	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79e3f73e0ccd663c7f7e08083d272940"></a><!-- doxytag: member="fsqmat::fsqmat" ref="79e3f73e0ccd663c7f7e08083d272940" args="()" -->
	70	</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940">fsqmat</a> ()</td></tr>
	71
	72	<tr><td class="mdescLeft"> </td><td class="mdescRight">Default initialization. <br></td></tr>
	73	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40eae99305e7c7240fa95cfec125b06f"></a><!-- doxytag: member="fsqmat::fsqmat" ref="40eae99305e7c7240fa95cfec125b06f" args="(const int dim0)" -->
	74	</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#40eae99305e7c7240fa95cfec125b06f">fsqmat</a> (const int dim0)</td></tr>
	75
	76	<tr><td class="mdescLeft"> </td><td class="mdescRight">Default initialization with proper size. <br></td></tr>
63	77	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1929fbc9fe375f1d67f979d0d302336f"></a><!-- doxytag: member="fsqmat::fsqmat" ref="1929fbc9fe375f1d67f979d0d302336f" args="(const mat &M)" -->
64	78	</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#1929fbc9fe375f1d67f979d0d302336f">fsqmat</a> (const mat &M)</td></tr>
65	79
66	80	<tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor. <br></td></tr>
	81	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2a8f104e4befbc2aa90d8b11edfedb2e"></a><!-- doxytag: member="fsqmat::~fsqmat" ref="2a8f104e4befbc2aa90d8b11edfedb2e" args="()" -->
	82	virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#2a8f104e4befbc2aa90d8b11edfedb2e">~fsqmat</a> ()</td></tr>
	83
	84	<tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor for future use;. <br></td></tr>
67	85	<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1">inv</a> (<a class="el" href="classfsqmat.html">fsqmat</a> &Inv)</td></tr>
68	86
69	87	<tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix inversion preserving the chosen form. <a href="#9fa853e1ca28f2a1a1c43377e798ecb1"></a><br></td></tr>
70		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~bf212272ec195ad2706e2bf4d8e7c9b3"></a><!-- doxytag: member="fsqmat::logdet" ref="bf212272ec195ad2706e2bf4d8e7c9b3" args="()~~" -->
71		double </td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#~~bf212272ec195ad2706e2bf4d8e7c9b3">logdet</a> ()~~</td></tr>
	88	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eb0d1358f536e4453b5f99d0418ca1e5"></a><!-- doxytag: member="fsqmat::logdet" ref="eb0d1358f536e4453b5f99d0418ca1e5" args="() const " -->
	89	double </td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#eb0d1358f536e4453b5f99d0418ca1e5">logdet</a> () const </td></tr>
72	90
73	91	<tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of a determinant. <br></td></tr>
74		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~6d047b9f7a27dfc093303a13cc9b1fba"></a><!-- doxytag: member="fsqmat::qform" ref="6d047b9f7a27dfc093303a13cc9b1fba" args="(~~vec &v)" -->
75		double </td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#~~6d047b9f7a27dfc093303a13cc9b1fba">qform</a> (~~vec &v)</td></tr>
	92	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1eec8762a2299d83c7b7cd6bf6cbc1ad"></a><!-- doxytag: member="fsqmat::qform" ref="1eec8762a2299d83c7b7cd6bf6cbc1ad" args="(const vec &v)" -->
	93	double </td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#1eec8762a2299d83c7b7cd6bf6cbc1ad">qform</a> (const vec &v)</td></tr>
76	94
77	95	<tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates quadratic form $x= v'Vv$;. <br></td></tr>
78		<tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#~~6648dd4291b809cce14e8497d0433ad3">sqrt_mult</a> (~~vec &v)</td></tr>
79
80		<tr><td class="mdescLeft"> </td><td class="mdescRight">Multiplies square root of $V$ by vector $x$. <a href="#~~6648dd4291b809cce14e8497d0433ad3~~"></a><br></td></tr>
	96	<tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#2288389e2d47bd9df112815ef570c5c9">sqrt_mult</a> (const vec &v)</td></tr>
	97
	98	<tr><td class="mdescLeft"> </td><td class="mdescRight">Multiplies square root of $V$ by vector $x$. <a href="#2288389e2d47bd9df112815ef570c5c9"></a><br></td></tr>
81	99	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="514d1fdd8a382dbd6a774f2cf1ebd3de"></a><!-- doxytag: member="fsqmat::operator+=" ref="514d1fdd8a382dbd6a774f2cf1ebd3de" args="(const fsqmat &A)" -->
82	100	<a class="el" href="classfsqmat.html">fsqmat</a> & </td><td class="memItemRight" valign="bottom"><b>operator+=</b> (const <a class="el" href="classfsqmat.html">fsqmat</a> &A)</td></tr>
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103	121	int </td><td class="memItemRight" valign="bottom"><b>dim</b></td></tr>
104	122
	123	<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
	124	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e06aba54d61e807b41bd68b5ee6ac22f"></a><!-- doxytag: member="fsqmat::operator<<" ref="e06aba54d61e807b41bd68b5ee6ac22f" args="(std::ostream &os, const fsqmat &sq)" -->
	125	std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &os, const <a class="el" href="classfsqmat.html">fsqmat</a> &sq)</td></tr>
	126
105	127	</table>
106	128	<hr><a name="_details"></a><h2>Detailed Description</h2>
…	…
145	167	</div>
146	168	</div><p>
147		<a class="anchor" name="~~acc5d2d0a243f1de6d0106065f01f518"></a><!-- doxytag: member="fsqmat::mult_sym" ref="acc5d2d0a243f1de6d0106065f01f518" args="(const mat &C, bool trans=false~~)" -->
	169	<a class="anchor" name="5530d2756b5d991de755e6121c9a452e"></a><!-- doxytag: member="fsqmat::mult_sym" ref="5530d2756b5d991de755e6121c9a452e" args="(const mat &C)" -->
148	170	<div class="memitem">
149	171	<div class="memproto">
…	…
153	175	<td>(</td>
154	176	<td class="paramtype">const mat & </td>
155		<td class="paramname"> <em>C</em>, </td>
156		</tr>
157		<tr>
158		<td class="paramkey"></td>
159		<td></td>
160		<td class="paramtype">bool </td>
161		<td class="paramname"> <em>trans</em> = <code>false</code></td><td> </td>
162		</tr>
163		<tr>
164		<td></td>
165		<td>)</td>
166		<td></td><td></td><td width="100%"><code> [virtual]</code></td>
	177	<td class="paramname"> <em>C</em> </td>
	178	<td> ) </td>
	179	<td width="100%"><code> [virtual]</code></td>
167	180	</tr>
168	181	</table>
…	…
176	189	<table border="0" cellspacing="2" cellpadding="0">
177	190	<tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>multiplying matrix, </td></tr>
178		<tr><td valign="top"></td><td valign="top"><em>trans</em> </td><td>if true, product $V = C'VC$ will be computed instead; </td></tr>
179		</table>
180		</dl>
181
182		<p>Implements <a class="el" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157">sqmat</a>.</p>
	191	</table>
	192	</dl>
	193
	194	<p>Implements <a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">sqmat</a>.</p>
	195
	196	</div>
	197	</div><p>
	198	<a class="anchor" name="92052a8adc2054b63e42d1373d145c89"></a><!-- doxytag: member="fsqmat::mult_sym_t" ref="92052a8adc2054b63e42d1373d145c89" args="(const mat &C)" -->
	199	<div class="memitem">
	200	<div class="memproto">
	201	<table class="memname">
	202	<tr>
	203	<td class="memname">void fsqmat::mult_sym_t </td>
	204	<td>(</td>
	205	<td class="paramtype">const mat & </td>
	206	<td class="paramname"> <em>C</em> </td>
	207	<td> ) </td>
	208	<td width="100%"><code> [virtual]</code></td>
	209	</tr>
	210	</table>
	211	</div>
	212	<div class="memdoc">
	213
	214	<p>
	215	Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'VC$.
	216	<p>
	217	<dl compact><dt><b>Parameters:</b></dt><dd>
	218	<table border="0" cellspacing="2" cellpadding="0">
	219	<tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>multiplying matrix, </td></tr>
	220	</table>
	221	</dl>
	222
	223	<p>Implements <a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">sqmat</a>.</p>
183	224
184	225	</div>
…	…
211	252	</div>
212	253	</div><p>
213		<a class="anchor" name="~~6648dd4291b809cce14e8497d0433ad3"></a><!-- doxytag: member="fsqmat::sqrt_mult" ref="6648dd4291b809cce14e8497d0433ad3" args="(~~vec &v)" -->
	254	<a class="anchor" name="2288389e2d47bd9df112815ef570c5c9"></a><!-- doxytag: member="fsqmat::sqrt_mult" ref="2288389e2d47bd9df112815ef570c5c9" args="(const vec &v)" -->
214	255	<div class="memitem">
215	256	<div class="memproto">
…	…
218	259	<td class="memname">vec fsqmat::sqrt_mult </td>
219	260	<td>(</td>
220		<td class="paramtype">vec & </td>
	261	<td class="paramtype">const vec & </td>
221	262	<td class="paramname"> <em>v</em> </td>
222	263	<td> ) </td>
…	…
231	272	<p>
232	273	Used e.g. in generating normal samples.
233		<p>Implements <a class="el" href="classsqmat.html#~~b5236c8a050199e1a9d338b0da1a08d2~~">sqmat</a>.</p>
	274	<p>Implements <a class="el" href="classsqmat.html#975ddc7e8035d8d4e6cbd52dd99c248c">sqmat</a>.</p>
234	275
235	276	</div>
…	…
237	278	<hr>The documentation for this class was generated from the following files:<ul>
238	279	<li>work/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a><li>work/mixpp/bdm/math/libDC.cpp<li>work/mixpp/bdm/math/libDC_.cpp</ul>
239		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:44~~ 2008 for mixpp by
	280	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:49 2008 for mixpp by
240	281	<a href="http://www.doxygen.org/index.html">
241	282	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classlinfn-members.html ¶

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30	30	<tr bgcolor="#f0f0f0"><td><b>linfn</b>(const RV &rv0, const mat &A0) (defined in <a class="el" href="classlinfn.html">linfn</a>)</td><td><a class="el" href="classlinfn.html">linfn</a></td><td><code> [inline]</code></td></tr>
31	31	<tr bgcolor="#f0f0f0"><td><b>linfn</b>(const RV &rv0, const mat &A0, const vec &B0) (defined in <a class="el" href="classlinfn.html">linfn</a>)</td><td><a class="el" href="classlinfn.html">linfn</a></td><td><code> [inline]</code></td></tr>
32		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by
	32	<tr class="memlist"><td><a class="el" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">~fnc</a>()</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline, virtual]</code></td></tr>
	33	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:52 2008 for mixpp by
33	34	<a href="http://www.doxygen.org/index.html">
34	35	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classlinfn.html ¶

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76	76	Class representing function $f(x) = Ax+B$. <hr>The documentation for this class was generated from the following files:<ul>
77	77	<li>work/mixpp/bdm/stat/<a class="el" href="libFN_8h-source.html">libFN.h</a><li>work/mixpp/bdm/stat/libFN.cpp</ul>
78		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:44~~ 2008 for mixpp by
	78	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:52 2008 for mixpp by
79	79	<a href="http://www.doxygen.org/index.html">
80	80	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classmpdf-members.html ¶

r28	r32
22	22	</div>
23	23	<h1>mpdf Member List</h1>This is the complete list of members for <a class="el" href="classmpdf.html">mpdf</a>, including all inherited members.<p><table>
24		<tr bgcolor="#f0f0f0"><td><b>condition</b>(vec &cond) (defined in <a class="el" href="classmpdf.html">mpdf</a>)</td><td><a class="el" href="classmpdf.html">mpdf</a></td><td><code> [inline, virtual]</code></td></tr>
	24	<tr bgcolor="#f0f0f0"><td><b>condition</b>(const vec &cond) (defined in <a class="el" href="classmpdf.html">mpdf</a>)</td><td><a class="el" href="classmpdf.html">mpdf</a></td><td><code> [inline, virtual]</code></td></tr>
	25	<tr class="memlist"><td><a class="el" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">ep</a></td><td><a class="el" href="classmpdf.html">mpdf</a></td><td><code> [protected]</code></td></tr>
	26	<tr bgcolor="#f0f0f0"><td><b>evalcond</b>(const vec &dt, const vec &cond) (defined in <a class="el" href="classmpdf.html">mpdf</a>)</td><td><a class="el" href="classmpdf.html">mpdf</a></td><td><code> [inline, virtual]</code></td></tr>
	27	<tr class="memlist"><td><a class="el" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">mpdf</a>(const RV &rv0, const RV &rvc0)</td><td><a class="el" href="classmpdf.html">mpdf</a></td><td><code> [inline]</code></td></tr>
	28	<tr class="memlist"><td><a class="el" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">rv</a></td><td><a class="el" href="classmpdf.html">mpdf</a></td><td><code> [protected]</code></td></tr>
	29	<tr class="memlist"><td><a class="el" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">rvc</a></td><td><a class="el" href="classmpdf.html">mpdf</a></td><td><code> [protected]</code></td></tr>
25	30	<tr class="memlist"><td><a class="el" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">samplecond</a>(vec &cond, double lik)</td><td><a class="el" href="classmpdf.html">mpdf</a></td><td><code> [inline, virtual]</code></td></tr>
26		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by
	31	<tr class="memlist"><td><a class="el" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">~mpdf</a>()</td><td><a class="el" href="classmpdf.html">mpdf</a></td><td><code> [inline, virtual]</code></td></tr>
	32	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:53 2008 for mixpp by
27	33	<a href="http://www.doxygen.org/index.html">
28	34	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classmpdf.html ¶

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36	36	<p><center><img src="classmpdf__coll__graph.png" border="0" usemap="#mpdf__coll__map" alt="Collaboration graph"></center>
37	37	<map name="mpdf__coll__map">
38		<area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="~~15,7,52,33"><area shape="rect" title="rv\nrvc" alt="" coords="29,31,37,39"><area shape="rect" title="rv\nrvc" alt="" coords="29,115,37,123~~"></map>
	38	<area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="21,7,59,33"><area shape="rect" title="rv\nrvc" alt="" coords="32,31,40,39"><area shape="rect" title="rv\nrvc" alt="" coords="27,200,35,208"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="56,105,107,132"><area shape="rect" title="rv" alt="" coords="43,31,51,39"><area shape="rect" title="rv" alt="" coords="72,101,80,109"><area shape="rect" title="ep" alt="" coords="71,129,79,137"><area shape="rect" title="ep" alt="" coords="36,200,44,208"></map>
39	39	<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
40	40
…	…
46	46
47	47	<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. <a href="#c20c796f8d0a201f0897299150e45a41"></a><br></td></tr>
48		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~cfb3dffef7c03598622e414668bb0588"></a><!-- doxytag: member="mpdf::condition" ref="cfb3dffef7c03598622e414668bb0588" args="(~~vec &cond)" -->
49		virtual void </td><td class="memItemRight" valign="bottom"><b>condition</b> (vec &cond)</td></tr>
	48	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0f95a0cc6ab40611f46804682446ed83"></a><!-- doxytag: member="mpdf::condition" ref="0f95a0cc6ab40611f46804682446ed83" args="(const vec &cond)" -->
	49	virtual void </td><td class="memItemRight" valign="bottom"><b>condition</b> (const vec &cond)</td></tr>
50	50
	51	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80b738ece5bd4f8c4edaee4b38906f91"></a><!-- doxytag: member="mpdf::evalcond" ref="80b738ece5bd4f8c4edaee4b38906f91" args="(const vec &dt, const vec &cond)" -->
	52	virtual double </td><td class="memItemRight" valign="bottom"><b>evalcond</b> (const vec &dt, const vec &cond)</td></tr>
	53
	54	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6788be9f3a888796499c5293a318fcfb"></a><!-- doxytag: member="mpdf::~mpdf" ref="6788be9f3a888796499c5293a318fcfb" args="()" -->
	55	virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">~mpdf</a> ()</td></tr>
	56
	57	<tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor for future use;. <br></td></tr>
	58	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="581ecf362185d37c08bb31cb9d046d6f"></a><!-- doxytag: member="mpdf::mpdf" ref="581ecf362185d37c08bb31cb9d046d6f" args="(const RV &rv0, const RV &rvc0)" -->
	59	</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">mpdf</a> (const <a class="el" href="classRV.html">RV</a> &rv0, const <a class="el" href="classRV.html">RV</a> &rvc0)</td></tr>
	60
	61	<tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr>
	62	<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
	63	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6687c07ff07d47812dd565368ca59eb"></a><!-- doxytag: member="mpdf::rv" ref="f6687c07ff07d47812dd565368ca59eb" args="" -->
	64	<a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">rv</a></td></tr>
	65
	66	<tr><td class="mdescLeft"> </td><td class="mdescRight">modeled random variable <br></td></tr>
	67	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acb7dda792b3cd5576f39fa3129abbab"></a><!-- doxytag: member="mpdf::rvc" ref="acb7dda792b3cd5576f39fa3129abbab" args="" -->
	68	<a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">rvc</a></td></tr>
	69
	70	<tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr>
	71	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aa894208a32f3487827df6d5054424c"></a><!-- doxytag: member="mpdf::ep" ref="7aa894208a32f3487827df6d5054424c" args="" -->
	72	<a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">ep</a></td></tr>
	73
	74	<tr><td class="mdescLeft"> </td><td class="mdescRight">pointer to internal <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <br></td></tr>
51	75	</table>
52	76	<hr><a name="_details"></a><h2>Detailed Description</h2>
…	…
80	104	Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.
81	105	<p>
82		Returns a sample from the density conditioned on <code>cond</code>, $x <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>(rv\|cond)$
	106	Returns a sample from the density conditioned on <code>cond</code>, $x <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>(rv\|cond)$. <dl compact><dt><b>Parameters:</b></dt><dd>
	107	<table border="0" cellspacing="2" cellpadding="0">
	108	<tr><td valign="top"></td><td valign="top"><em>lik</em> </td><td>is a return value of likelihood of the sample. </td></tr>
	109	</table>
	110	</dl>
	111
83	112	</div>
84	113	</div><p>
85	114	<hr>The documentation for this class was generated from the following file:<ul>
86	115	<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
87		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:44~~ 2008 for mixpp by
	116	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:53 2008 for mixpp by
88	117	<a href="http://www.doxygen.org/index.html">
89	118	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classmpdfcollgraph.map ¶

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1		<area shape="rect" href="$classRV.html" title="Class representing variables, most often random variables." alt="" coords="15,7,52,33">
2		<area shape="rect" title="rv\nrvc" alt="" coords="29,31,37,39">
3		<area shape="rect" title="rv\nrvc" alt="" coords="29,115,37,123">
	1	<area shape="rect" href="$classRV.html" title="Class representing variables, most often random variables." alt="" coords="21,7,59,33">
	2	<area shape="rect" title="rv\nrvc" alt="" coords="32,31,40,39">
	3	<area shape="rect" title="rv\nrvc" alt="" coords="27,200,35,208">
	4	<area shape="rect" href="$classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="56,105,107,132">
	5	<area shape="rect" title="rv" alt="" coords="43,31,51,39">
	6	<area shape="rect" title="rv" alt="" coords="72,101,80,109">
	7	<area shape="rect" title="ep" alt="" coords="71,129,79,137">
	8	<area shape="rect" title="ep" alt="" coords="36,200,44,208">

TabularUnified doc/html/classmpdfcollgraph.md5 ¶

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1		6f3f8686fa33512cb157ef3d03b643be
	1	8c71f87af6165717b18383921af58e33

TabularUnified doc/html/classsqmat-members.html ¶

r28	r32
25	25	<tr class="memlist"><td><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a>() const </td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [inline]</code></td></tr>
26	26	<tr bgcolor="#f0f0f0"><td><b>dim</b> (defined in <a class="el" href="classsqmat.html">sqmat</a>)</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [protected]</code></td></tr>
27		<tr class="memlist"><td><a class="el" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547">logdet</a>()=0</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [pure virtual]</code></td></tr>
28		<tr class="memlist"><td><a class="el" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157">mult_sym</a>(const mat &C, bool trans=true)=0</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [pure virtual]</code></td></tr>
	27	<tr class="memlist"><td><a class="el" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45">logdet</a>() const =0</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [pure virtual]</code></td></tr>
	28	<tr class="memlist"><td><a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">mult_sym</a>(const mat &C)=0</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [pure virtual]</code></td></tr>
	29	<tr class="memlist"><td><a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">mult_sym_t</a>(const mat &C)=0</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [pure virtual]</code></td></tr>
29	30	<tr class="memlist"><td><a class="el" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a>(const vec &v, double w)=0</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [pure virtual]</code></td></tr>
30		<tr class="memlist"><td><a class="el" href="classsqmat.html#~~44e079468bc8bfccf634dc85b32ba6be">qform</a>(~~vec &v)=0</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [pure virtual]</code></td></tr>
	31	<tr class="memlist"><td><a class="el" href="classsqmat.html#90f97cdf9de08ead4f0648419b3aa4ce">qform</a>(const vec &v)=0</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [pure virtual]</code></td></tr>
31	32	<tr class="memlist"><td><a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">rows</a>() const </td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [inline]</code></td></tr>
32		<tr class="memlist"><td><a class="el" href="classsqmat.html#~~b5236c8a050199e1a9d338b0da1a08d2">sqrt_mult</a>(~~vec &v)=0</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [pure virtual]</code></td></tr>
	33	<tr class="memlist"><td><a class="el" href="classsqmat.html#975ddc7e8035d8d4e6cbd52dd99c248c">sqrt_mult</a>(const vec &v)=0</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [pure virtual]</code></td></tr>
33	34	<tr class="memlist"><td><a class="el" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc">to_mat</a>()=0</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [pure virtual]</code></td></tr>
34		</table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:45 2008 for mixpp by
	35	<tr class="memlist"><td><a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">~sqmat</a>()</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [inline, virtual]</code></td></tr>
	36	</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:56 2008 for mixpp by
35	37	<a href="http://www.doxygen.org/index.html">
36	38	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/classsqmat.html ¶

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44	44
45	45	<tr><td class="mdescLeft"> </td><td class="mdescRight">Conversion to full matrix. <br></td></tr>
46		<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157">mult_sym</a> (const mat &C, bool trans=true)=0</td></tr>
47
48		<tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC'$. <a href="#faa3bc90be142adde9cf74f573c70157"></a><br></td></tr>
49		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c852819589f74cdaefbd648c0ce8547"></a><!-- doxytag: member="sqmat::logdet" ref="5c852819589f74cdaefbd648c0ce8547" args="()=0" -->
50		virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547">logdet</a> ()=0</td></tr>
	46	<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">mult_sym</a> (const mat &C)=0</td></tr>
	47
	48	<tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC'$. <a href="#60fbbfa9e483b8187c135f787ee53afa"></a><br></td></tr>
	49	<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">mult_sym_t</a> (const mat &C)=0</td></tr>
	50
	51	<tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'VC$. <a href="#6909e906da17725b1b80f3cae7cf3325"></a><br></td></tr>
	52	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a772b396750eeeed85d69fa72478b45"></a><!-- doxytag: member="sqmat::logdet" ref="0a772b396750eeeed85d69fa72478b45" args="() const =0" -->
	53	virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45">logdet</a> () const =0</td></tr>
51	54
52	55	<tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of a determinant. <br></td></tr>
53		<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#~~b5236c8a050199e1a9d338b0da1a08d2">sqrt_mult</a> (~~vec &v)=0</td></tr>
54
55		<tr><td class="mdescLeft"> </td><td class="mdescRight">Multiplies square root of $V$ by vector $x$. <a href="#~~b5236c8a050199e1a9d338b0da1a08d2~~"></a><br></td></tr>
56		<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="~~44e079468bc8bfccf634dc85b32ba6be"></a><!-- doxytag: member="sqmat::qform" ref="44e079468bc8bfccf634dc85b32ba6be" args="(~~vec &v)=0" -->
57		virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#~~44e079468bc8bfccf634dc85b32ba6be">qform</a> (~~vec &v)=0</td></tr>
	56	<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#975ddc7e8035d8d4e6cbd52dd99c248c">sqrt_mult</a> (const vec &v)=0</td></tr>
	57
	58	<tr><td class="mdescLeft"> </td><td class="mdescRight">Multiplies square root of $V$ by vector $x$. <a href="#975ddc7e8035d8d4e6cbd52dd99c248c"></a><br></td></tr>
	59	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="90f97cdf9de08ead4f0648419b3aa4ce"></a><!-- doxytag: member="sqmat::qform" ref="90f97cdf9de08ead4f0648419b3aa4ce" args="(const vec &v)=0" -->
	60	virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#90f97cdf9de08ead4f0648419b3aa4ce">qform</a> (const vec &v)=0</td></tr>
58	61
59	62	<tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates quadratic form $x= v'Vv$;. <br></td></tr>
…	…
70	73
71	74	<tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplementing common functions of mat: <a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols()</a>. <br></td></tr>
	75	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0481f2067bb32aaea7e6d4f27e46b656"></a><!-- doxytag: member="sqmat::~sqmat" ref="0481f2067bb32aaea7e6d4f27e46b656" args="()" -->
	76	virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">~sqmat</a> ()</td></tr>
	77
	78	<tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor for future use;. <br></td></tr>
72	79	<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
73	80	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="sqmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" -->
…	…
116	123	</div>
117	124	</div><p>
118		<a class="anchor" name="~~faa3bc90be142adde9cf74f573c70157"></a><!-- doxytag: member="sqmat::mult_sym" ref="faa3bc90be142adde9cf74f573c70157" args="(const mat &C, bool trans=true~~)=0" -->
	125	<a class="anchor" name="60fbbfa9e483b8187c135f787ee53afa"></a><!-- doxytag: member="sqmat::mult_sym" ref="60fbbfa9e483b8187c135f787ee53afa" args="(const mat &C)=0" -->
119	126	<div class="memitem">
120	127	<div class="memproto">
…	…
124	131	<td>(</td>
125	132	<td class="paramtype">const mat & </td>
126		<td class="paramname"> <em>C</em>, </td>
127		</tr>
128		<tr>
129		<td class="paramkey"></td>
130		<td></td>
131		<td class="paramtype">bool </td>
132		<td class="paramname"> <em>trans</em> = <code>true</code></td><td> </td>
133		</tr>
134		<tr>
135		<td></td>
136		<td>)</td>
137		<td></td><td></td><td width="100%"><code> [pure virtual]</code></td>
	133	<td class="paramname"> <em>C</em> </td>
	134	<td> ) </td>
	135	<td width="100%"><code> [pure virtual]</code></td>
138	136	</tr>
139	137	</table>
…	…
147	145	<table border="0" cellspacing="2" cellpadding="0">
148	146	<tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>multiplying matrix, </td></tr>
149		~~<tr><td valign="top"></td><td valign="top"><em>trans</em> </td><td>if true, product $V = C'VC$ will be computed instead; </td></tr>~~
150	147	</table>
151	148	</dl>
152	149
153		<p>Implemented in <a class="el" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518">fsqmat</a>.</p>
154
155		</div>
156		</div><p>
157		<a class="anchor" name="b5236c8a050199e1a9d338b0da1a08d2"></a><!-- doxytag: member="sqmat::sqrt_mult" ref="b5236c8a050199e1a9d338b0da1a08d2" args="(vec &v)=0" -->
	150	<p>Implemented in <a class="el" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e">fsqmat</a>.</p>
	151
	152	</div>
	153	</div><p>
	154	<a class="anchor" name="6909e906da17725b1b80f3cae7cf3325"></a><!-- doxytag: member="sqmat::mult_sym_t" ref="6909e906da17725b1b80f3cae7cf3325" args="(const mat &C)=0" -->
	155	<div class="memitem">
	156	<div class="memproto">
	157	<table class="memname">
	158	<tr>
	159	<td class="memname">virtual void sqmat::mult_sym_t </td>
	160	<td>(</td>
	161	<td class="paramtype">const mat & </td>
	162	<td class="paramname"> <em>C</em> </td>
	163	<td> ) </td>
	164	<td width="100%"><code> [pure virtual]</code></td>
	165	</tr>
	166	</table>
	167	</div>
	168	<div class="memdoc">
	169
	170	<p>
	171	Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'VC$.
	172	<p>
	173	<dl compact><dt><b>Parameters:</b></dt><dd>
	174	<table border="0" cellspacing="2" cellpadding="0">
	175	<tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>multiplying matrix, </td></tr>
	176	</table>
	177	</dl>
	178
	179	<p>Implemented in <a class="el" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89">fsqmat</a>.</p>
	180
	181	</div>
	182	</div><p>
	183	<a class="anchor" name="975ddc7e8035d8d4e6cbd52dd99c248c"></a><!-- doxytag: member="sqmat::sqrt_mult" ref="975ddc7e8035d8d4e6cbd52dd99c248c" args="(const vec &v)=0" -->
158	184	<div class="memitem">
159	185	<div class="memproto">
…	…
162	188	<td class="memname">virtual vec sqmat::sqrt_mult </td>
163	189	<td>(</td>
164		<td class="paramtype">vec & </td>
	190	<td class="paramtype">const vec & </td>
165	191	<td class="paramname"> <em>v</em> </td>
166	192	<td> ) </td>
…	…
175	201	<p>
176	202	Used e.g. in generating normal samples.
177		<p>Implemented in <a class="el" href="classfsqmat.html#~~6648dd4291b809cce14e8497d0433ad3~~">fsqmat</a>.</p>
	203	<p>Implemented in <a class="el" href="classfsqmat.html#2288389e2d47bd9df112815ef570c5c9">fsqmat</a>.</p>
178	204
179	205	</div>
…	…
181	207	<hr>The documentation for this class was generated from the following file:<ul>
182	208	<li>work/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a></ul>
183		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:45~~ 2008 for mixpp by
	209	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:56 2008 for mixpp by
184	210	<a href="http://www.doxygen.org/index.html">
185	211	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/files.html ¶

r28	r32
14	14	</ul>
15	15	</div>
	16	<div class="tabs">
	17	<ul>
	18	<li class="current"><a href="files.html"><span>File List</span></a></li>
	19	<li><a href="globals.html"><span>File Members</span></a></li>
	20	</ul>
	21	</div>
16	22	<h1>mixpp File List</h1>Here is a list of all documented files with brief descriptions:<table>
17	23	<tr><td class="indexkey">work/mixpp/bdm/<b>itpp_ext.h</b> <a href="itpp__ext_8h-source.html">[code]</a></td><td class="indexvalue"></td></tr>
…	…
24	30	<tr><td class="indexkey">work/mixpp/bdm/stat/<b>libFN.h</b> <a href="libFN_8h-source.html">[code]</a></td><td class="indexvalue"></td></tr>
25	31	</table>
26		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:46~~ 2008 for mixpp by
	32	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:59 2008 for mixpp by
27	33	<a href="http://www.doxygen.org/index.html">
28	34	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/formula.repository ¶

r23	r32
3	3	\form#2:$A=\frac{d}{du}f(x,u)\|_{x0,u0}$
4	4	\form#3:$x \sim epdf(rv)$
	5	\form#4:\[ f(x\|a,b) = \prod f(x_i\|a_i,b_i) \]

TabularUnified doc/html/functions.html ¶

r28	r32
39	39	<li><a href="#index_f"><span>f</span></a></li>
40	40	<li><a href="#index_g"><span>g</span></a></li>
	41	<li><a href="#index_h"><span>h</span></a></li>
41	42	<li><a href="#index_i"><span>i</span></a></li>
42	43	<li><a href="#index_k"><span>k</span></a></li>
43	44	<li><a href="#index_l"><span>l</span></a></li>
44	45	<li><a href="#index_m"><span>m</span></a></li>
	46	<li><a href="#index_n"><span>n</span></a></li>
45	47	<li><a href="#index_o"><span>o</span></a></li>
46	48	<li><a href="#index_p"><span>p</span></a></li>
…	…
51	53	<li><a href="#index_u"><span>u</span></a></li>
52	54	<li><a href="#index_w"><span>w</span></a></li>
	55	<li><a href="#index_~"><span>~</span></a></li>
53	56	</ul>
54	57	</div>
…	…
58	61	<p>
59	62	<h3><a class="anchor" name="index__">- _ -</a></h3><ul>
	63	<li>_cached()
	64	: <a class="el" href="classenorm.html#c9ca4f2ca42568e40ca146168e7f3247">enorm< sq_T ></a>
60	65	<li>_dimu()
61	66	: <a class="el" href="classdiffbifn.html#fc8779acbff170611aff0ee70cee3879">diffbifn</a>
…	…
65	70	: <a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">fnc</a>
66	71	<li>_epdf()
67		: <a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">BM</a>
	72	: <a class="el" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">Kalman< sq_T ></a>
	73	, <a class="el" href="classMPF.html#549e08268a46a250f21a33d06f19276a">MPF< BM_T ></a>
	74	, <a class="el" href="classBM.html#3dc45554556926bde996a267636abe55">BM</a>
	75	<li>_iR
	76	: <a class="el" href="classenorm.html#82f39ac49911d7097f4bfe385deba355">enorm< sq_T ></a>
	77	<li>_mu()
	78	: <a class="el" href="classenorm.html#3be0cb541ec9b88e5aa3f60307bbc753">enorm< sq_T ></a>
	79	<li>_param()
	80	: <a class="el" href="classegamma.html#44445c56e60b91b377f207f8d5089790">egamma</a>
	81	<li>_R()
	82	: <a class="el" href="classenorm.html#8725c534863c4fc2bddef0edfb95a740">enorm< sq_T ></a>
	83	<li>_w()
	84	: <a class="el" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b">eEmp</a>
68	85	</ul>
69	86	<h3><a class="anchor" name="index_a">- a -</a></h3><ul>
70	87	<li>add()
71		: <a class="el" href="classRV.html#~~f068a86abb5a6e46fcf76c939d2ed2ec~~">RV</a>
	88	: <a class="el" href="classRV.html#18fa114b92017f7f80301a4f8d3a6382">RV</a>
72	89	</ul>
73	90	<h3><a class="anchor" name="index_b">- b -</a></h3><ul>
74	91	<li>bayes()
75		: <a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">KalmanFull</a>
76		, <a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">Kalman< sq_T ></a>
77		, <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a>
78		, <a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">EKF< sq_T ></a>
	92	: <a class="el" href="classKalmanFull.html#13a041cd98ff157703766be275a657bb">KalmanFull</a>
	93	, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman< sq_T ></a>
	94	, <a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">PF</a>
	95	, <a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM</a>
	96	, <a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">MPF< BM_T ></a>
	97	, <a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">EKF< sq_T ></a>
79	98	<li>bilinfn()
80	99	: <a class="el" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221">bilinfn</a>
81	100	<li>BM()
82		: <a class="el" href="classBM.html#~~ef32a12f4f89e4000bf5390ceda762ae~~">BM</a>
	101	: <a class="el" href="classBM.html#605d28b426adb677c86a57ddb525132a">BM</a>
83	102	</ul>
84	103	<h3><a class="anchor" name="index_c">- c -</a></h3><ul>
	104	<li>cached
	105	: <a class="el" href="classenorm.html#ae12db77283a96e0f14a3eae93dc3bf1">enorm< sq_T ></a>
85	106	<li>clear()
86	107	: <a class="el" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e">sqmat</a>
…	…
88	109	<li>cols()
89	110	: <a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">sqmat</a>
	111	<li>condition()
	112	: <a class="el" href="classKFcondQR.html#c9ecf292a85327aa6309c9fd70ceb606">KFcondQR</a>
	113	, <a class="el" href="classBMcond.html#3543cfe274c35f9033c24d8036a96c4d">BMcond</a>
90	114	<li>constfn()
91	115	: <a class="el" href="classconstfn.html#d08acd7fac0ef3edfa59bbe48403f2bc">constfn</a>
…	…
102	126	<li>diffbifn()
103	127	: <a class="el" href="classdiffbifn.html#0b33e1bfa23be5ed234d172eb4c0e4b5">diffbifn</a>
	128	<li>dim
	129	: <a class="el" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e">enorm< sq_T ></a>
	130	<li>distance
	131	: <a class="el" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4">euni</a>
104	132	<li>Drv
105	133	: <a class="el" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">DS</a>
106		~~<li>dupdate()~~
107		~~: <a class="el" href="classenorm.html#d1b0faf61260de09cf63bf823add5b32">enorm< sq_T ></a>~~
108	134	</ul>
109	135	<h3><a class="anchor" name="index_e">- e -</a></h3><ul>
	136	<li>eEF()
	137	: <a class="el" href="classeEF.html#702e24158366430bc24d57c7f64e1e9e">eEF</a>
	138	<li>egamma()
	139	: <a class="el" href="classegamma.html#4b1d34f3b244ea51a58ec10c468788c1">egamma</a>
110	140	<li>EKF()
111		: <a class="el" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">EKF< sq_T ></a>
	141	: <a class="el" href="classEKF.html#ea4f3254cacf0a92d2a820b1201d049e">EKF< sq_T ></a>
	142	<li>emix()
	143	: <a class="el" href="classemix.html#b0ac204af8919c22bce72816ed82019e">emix</a>
	144	<li>ep
	145	: <a class="el" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">mpdf</a>
	146	<li>ePdf
	147	: <a class="el" href="classPF.html#a2ac56d1e3ffbb4ff0b3f02e6399deb0">PF</a>
	148	<li>epdf()
	149	: <a class="el" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">epdf</a>
	150	<li>est
	151	: <a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">Kalman< sq_T ></a>
112	152	<li>eval()
113		: <a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc</a>
	153	: <a class="el" href="classeuni.html#95f29237feb32fcadf570a181d5a0918">euni</a>
	154	, <a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">epdf</a>
114	155	, <a class="el" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24">bilinfn</a>
115		, <a class="el" href="classdiffbifn.html#40d8a7eee45acc55cda33d43282faa03">diffbifn</a>
	156	, <a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc</a>
	157	, <a class="el" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632">diffbifn</a>
116	158	, <a class="el" href="classenorm.html#93107f05a8e9b34b64853767200121a4">enorm< sq_T ></a>
117		~~, <a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">epdf</a>~~
118	159	<li>evalll
119	160	: <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">BM</a>
	161	<li>evalpdflog()
	162	: <a class="el" href="classenorm.html#9517594915e897584eaebbb057ed8881">enorm< sq_T ></a>
	163	, <a class="el" href="classeuni.html#830fca2ffb6786530529c57eabc81666">euni</a>
	164	, <a class="el" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51">epdf</a>
120	165	</ul>
121	166	<h3><a class="anchor" name="index_f">- f -</a></h3><ul>
…	…
123	168	: <a class="el" href="classRV.html#6b078b1086224aca3a9e5a203e647fb6">RV</a>
124	169	<li>fsqmat()
125		: <a class="el" href="classfsqmat.html#1929fbc9fe375f1d67f979d0d302336f">fsqmat</a>
	170	: <a class="el" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940">fsqmat</a>
	171	<li>fy
	172	: <a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">Kalman< sq_T ></a>
126	173	</ul>
127	174	<h3><a class="anchor" name="index_g">- g -</a></h3><ul>
	175	<li>Gamma_RNG()
	176	: <a class="el" href="classitpp_1_1Gamma__RNG.html#e132860f825f427d63652edd02c25b54">itpp::Gamma_RNG</a>
	177	<li>get_setup()
	178	: <a class="el" href="classitpp_1_1Gamma__RNG.html#8e666953249038f262cece2d3ed952d6">itpp::Gamma_RNG</a>
128	179	<li>getdata()
129		: <a class="el" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1">DS</a>
	180	: <a class="el" href="classMemDS.html#23522b9e7dd0bb0c365cc9cde4c05449">MemDS</a>
	181	, <a class="el" href="classDS.html#4027575bc66ea358f9b03dd3be28fe1e">DS</a>
130	182	, <a class="el" href="classMemDS.html#900f1e1c9eb950f87e557c068628e60e">MemDS</a>
131		, <a class="el" href="classDS.html#4027575bc66ea358f9b03dd3be28fe1e">DS</a>
	183	</ul>
	184	<h3><a class="anchor" name="index_h">- h -</a></h3><ul>
	185	<li>high
	186	: <a class="el" href="classeuni.html#71b6d6b41aeb61a7f76f682b72119231">euni</a>
132	187	</ul>
133	188	<h3><a class="anchor" name="index_i">- i -</a></h3><ul>
…	…
139	194	<h3><a class="anchor" name="index_k">- k -</a></h3><ul>
140	195	<li>Kalman()
141		: <a class="el" href="classKalman.html#~~96958a5ebfa966d892137987f265083a~~">Kalman< sq_T ></a>
	196	: <a class="el" href="classKalman.html#3d56b0a97b8c1e25fdd3b10eef3c2ad3">Kalman< sq_T ></a>
142	197	<li>KalmanFull()
143	198	: <a class="el" href="classKalmanFull.html#7197ab6e7380790006394eabd3b97043">KalmanFull</a>
144	199	</ul>
145	200	<h3><a class="anchor" name="index_l">- l -</a></h3><ul>
	201	<li>len
	202	: <a class="el" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9">RV</a>
146	203	<li>linkrvs()
147	204	: <a class="el" href="classDS.html#9a35ca9c9321dce2bf63bf668f785b75">DS</a>
…	…
150	207	: <a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">BM</a>
151	208	<li>logdet()
152		: <a class="el" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547">sqmat</a>
153		, <a class="el" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3">fsqmat</a>
	209	: <a class="el" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45">sqmat</a>
	210	, <a class="el" href="classfsqmat.html#eb0d1358f536e4453b5f99d0418ca1e5">fsqmat</a>
	211	<li>low
	212	: <a class="el" href="classeuni.html#ef42cd8d7645422048d46c46ec5cdac1">euni</a>
154	213	</ul>
155	214	<h3><a class="anchor" name="index_m">- m -</a></h3><ul>
	215	<li>mean()
	216	: <a class="el" href="classepdf.html#5b61fae74d370d2216576d598c1a74ef">epdf</a>
	217	, <a class="el" href="classenorm.html#191c1220c3ddd0c5f54e78f19b57ebd5">enorm< sq_T ></a>
	218	, <a class="el" href="classemix.html#dcb3f927bf061eac6229850158ca1558">emix</a>
	219	, <a class="el" href="classeuni.html#34a2f2d23158c40b97b44dfe551a1b3d">euni</a>
	220	, <a class="el" href="classegamma.html#6617890ffa40767fc196876534d4119d">egamma</a>
	221	, <a class="el" href="classeEmp.html#de42454cb65a17fd8662d207dd59aacf">eEmp</a>
	222	<li>mgamma()
	223	: <a class="el" href="classmgamma.html#af43e61b86900c0398d5c0ffc83b94e6">mgamma</a>
	224	<li>mlnorm()
	225	: <a class="el" href="classmlnorm.html#f927203b3f31171c5c10ffc7caa797f5">mlnorm< sq_T ></a>
	226	<li>mpdf()
	227	: <a class="el" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">mpdf</a>
	228	<li>MPF()
	229	: <a class="el" href="classMPF.html#827a66609cf69a832535d52233f76fa0">MPF< BM_T ></a>
156	230	<li>mu
157	231	: <a class="el" href="classKalmanFull.html#fb5aec635e2720cc5ac31bc01c18a68a">KalmanFull</a>
158		, <a class="el" href="class~~Kalman.html#3063a3f58a74cea672ae889971012eed">Kalman~~< sq_T ></a>
	232	, <a class="el" href="classenorm.html#71fde0d54bba147e00f612577f95ad20">enorm< sq_T ></a>
159	233	<li>mult_sym()
160		: <a class="el" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157">sqmat</a>
161		, <a class="el" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518">fsqmat</a>
	234	: <a class="el" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e">fsqmat</a>
	235	, <a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">sqmat</a>
	236	<li>mult_sym_t()
	237	: <a class="el" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89">fsqmat</a>
	238	, <a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">sqmat</a>
	239	</ul>
	240	<h3><a class="anchor" name="index_n">- n -</a></h3><ul>
	241	<li>n
	242	: <a class="el" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">PF</a>
	243	, <a class="el" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd">eEmp</a>
	244	<li>nk
	245	: <a class="el" href="classeuni.html#63105490e946e43372d6187ad1bafdda">euni</a>
162	246	</ul>
163	247	<h3><a class="anchor" name="index_o">- o -</a></h3><ul>
	248	<li>obs
	249	: <a class="el" href="classPF.html#dd0a687a4515333d6809147335854e77">PF</a>
164	250	<li>operator()()
165		: <a class="el" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45">RV</a>
	251	: <a class="el" href="classitpp_1_1Gamma__RNG.html#98e2e65456bca33fca602b2bd607235e">itpp::Gamma_RNG</a>
	252	, <a class="el" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45">RV</a>
	253	, <a class="el" href="classitpp_1_1Gamma__RNG.html#d407bbcda8a39e3f07cac3fdf58ca430">itpp::Gamma_RNG</a>
166	254	<li>operator<<
167	255	: <a class="el" href="classRV.html#cad6f15535d10437f6690cb4492176a8">RV</a>
…	…
173	261	<li>P
174	262	: <a class="el" href="classKalmanFull.html#b75dc059e84fa8ffc076203b30f926cc">KalmanFull</a>
175		, <a class="el" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3">Kalman< sq_T ></a>
	263	<li>par
	264	: <a class="el" href="classPF.html#d92ac103f88f8c21e197e90af5695a09">PF</a>
176	265	</ul>
177	266	<h3><a class="anchor" name="index_q">- q -</a></h3><ul>
178	267	<li>qform()
179		: <a class="el" href="classsqmat.html#~~44e079468bc8bfccf634dc85b32ba6b~~e">sqmat</a>
180		, <a class="el" href="classfsqmat.html#~~6d047b9f7a27dfc093303a13cc9b1fba~~">fsqmat</a>
	268	: <a class="el" href="classsqmat.html#90f97cdf9de08ead4f0648419b3aa4ce">sqmat</a>
	269	, <a class="el" href="classfsqmat.html#1eec8762a2299d83c7b7cd6bf6cbc1ad">fsqmat</a>
181	270	</ul>
182	271	<h3><a class="anchor" name="index_r">- r -</a></h3><ul>
	272	<li>R
	273	: <a class="el" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1">enorm< sq_T ></a>
183	274	<li>resample()
184		: <a class="el" href="class~~PF.html#a0e26b2f6a5884aca49122f3e4f0cf19">PF~~</a>
	275	: <a class="el" href="classeEmp.html#77268292fc4465cb73ddbfb1f2932a59">eEmp</a>
185	276	<li>rows()
186	277	: <a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">sqmat</a>
187	278	<li>RV()
188	279	: <a class="el" href="classRV.html#cf911c3900214460ade1366b04058462">RV</a>
	280	<li>rv
	281	: <a class="el" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">mpdf</a>
	282	, <a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">BM</a>
	283	<li>RV()
	284	: <a class="el" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e">RV</a>
	285	<li>rvc
	286	: <a class="el" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">mpdf</a>
189	287	</ul>
190	288	<h3><a class="anchor" name="index_s">- s -</a></h3><ul>
…	…
192	290	: <a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">epdf</a>
193	291	, <a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">enorm< sq_T ></a>
	292	, <a class="el" href="classemix.html#3eb9a8e12ce1c5c8a3ddb245354b6941">emix</a>
	293	, <a class="el" href="classeuni.html#0f71562e3e919aba823cb7d9d420ad4c">euni</a>
	294	, <a class="el" href="classegamma.html#0a2186a586432c2c3f22d09c5341890f">egamma</a>
	295	, <a class="el" href="classeEmp.html#c9b44099a400579b88aff9f5afaf9c13">eEmp</a>
194	296	<li>samplecond()
195		: <a class="el" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">mpdf</a>
	297	: <a class="el" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18">mlnorm< sq_T ></a>
	298	, <a class="el" href="classmgamma.html#9f40dc43885085fad8e3d6652b79e139">mgamma</a>
	299	, <a class="el" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">mpdf</a>
	300	<li>samples
	301	: <a class="el" href="classPF.html#361743a0b5b89de1a29e91d1343b2565">PF</a>
	302	<li>set_est()
	303	: <a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">Kalman< sq_T ></a>
	304	<li>set_parameters()
	305	: <a class="el" href="classegamma.html#8e348b89be82b70471fe8c5630f61339">egamma</a>
	306	, <a class="el" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a">Kalman< sq_T ></a>
	307	<li>setup()
	308	: <a class="el" href="classitpp_1_1Gamma__RNG.html#dfaae19411e39aa87e1f72e409b6babe">itpp::Gamma_RNG</a>
	309	<li>size
	310	: <a class="el" href="classRV.html#0cae53d262be90a775a99a198e17fa58">RV</a>
196	311	<li>sqrt_mult()
197		: <a class="el" href="classsqmat.html#~~b5236c8a050199e1a9d338b0da1a08d2~~">sqmat</a>
198		, <a class="el" href="classfsqmat.html#~~6648dd4291b809cce14e8497d0433ad3~~">fsqmat</a>
	312	: <a class="el" href="classsqmat.html#975ddc7e8035d8d4e6cbd52dd99c248c">sqmat</a>
	313	, <a class="el" href="classfsqmat.html#2288389e2d47bd9df112815ef570c5c9">fsqmat</a>
199	314	<li>step()
200		: <a class="el" href="class~~MemDS.html#21916feb3e5ff960855c09b06a0d279b">Mem~~DS</a>
201		, <a class="el" href="class~~DS.html#470ba89e8e7c3c4d830803221b4e9be6">~~DS</a>
	315	: <a class="el" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6">DS</a>
	316	, <a class="el" href="classMemDS.html#21916feb3e5ff960855c09b06a0d279b">MemDS</a>
202	317	<li>subselect()
203	318	: <a class="el" href="classRV.html#2bf35b18a32aad419f0516273939628e">RV</a>
…	…
219	334	</ul>
220	335	<h3><a class="anchor" name="index_w">- w -</a></h3><ul>
	336	<li>w
	337	: <a class="el" href="classPF.html#a97d12da4d1832c0b0c6ec5877f921f0">PF</a>
221	338	<li>write()
222		: <a class="el" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039">DS</a>
223		, <a class="el" href="classMemDS.html#6279bf18d44343750747ecc12e050f09">MemDS</a>
	339	: <a class="el" href="classMemDS.html#6279bf18d44343750747ecc12e050f09">MemDS</a>
224	340	, <a class="el" href="classDS.html#f4ae51a3bc1267a6a52fc229973afe85">DS</a>
225	341	</ul>
226		<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by
	342	<h3><a class="anchor" name="index_~">- ~ -</a></h3><ul>
	343	<li>~BM()
	344	: <a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">BM</a>
	345	<li>~epdf()
	346	: <a class="el" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">epdf</a>
	347	<li>~fnc()
	348	: <a class="el" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">fnc</a>
	349	<li>~fsqmat()
	350	: <a class="el" href="classfsqmat.html#2a8f104e4befbc2aa90d8b11edfedb2e">fsqmat</a>
	351	<li>~mpdf()
	352	: <a class="el" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">mpdf</a>
	353	<li>~sqmat()
	354	: <a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">sqmat</a>
	355	</ul>
	356	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:41 2008 for mixpp by
227	357	<a href="http://www.doxygen.org/index.html">
228	358	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/functions_func.html ¶

r28	r32
49	49	<li><a href="#index_t"><span>t</span></a></li>
50	50	<li><a href="#index_w"><span>w</span></a></li>
	51	<li><a href="#index_~"><span>~</span></a></li>
51	52	</ul>
52	53	</div>
…	…
56	57	<p>
57	58	<h3><a class="anchor" name="index__">- _ -</a></h3><ul>
	59	<li>_cached()
	60	: <a class="el" href="classenorm.html#c9ca4f2ca42568e40ca146168e7f3247">enorm< sq_T ></a>
58	61	<li>_dimu()
59	62	: <a class="el" href="classdiffbifn.html#fc8779acbff170611aff0ee70cee3879">diffbifn</a>
…	…
63	66	: <a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">fnc</a>
64	67	<li>_epdf()
65		: <a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">BM</a>
	68	: <a class="el" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">Kalman< sq_T ></a>
	69	, <a class="el" href="classBM.html#3dc45554556926bde996a267636abe55">BM</a>
	70	, <a class="el" href="classMPF.html#549e08268a46a250f21a33d06f19276a">MPF< BM_T ></a>
	71	<li>_mu()
	72	: <a class="el" href="classenorm.html#3be0cb541ec9b88e5aa3f60307bbc753">enorm< sq_T ></a>
	73	<li>_param()
	74	: <a class="el" href="classegamma.html#44445c56e60b91b377f207f8d5089790">egamma</a>
	75	<li>_R()
	76	: <a class="el" href="classenorm.html#8725c534863c4fc2bddef0edfb95a740">enorm< sq_T ></a>
	77	<li>_w()
	78	: <a class="el" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b">eEmp</a>
66	79	</ul>
67	80	<h3><a class="anchor" name="index_a">- a -</a></h3><ul>
68	81	<li>add()
69		: <a class="el" href="classRV.html#~~f068a86abb5a6e46fcf76c939d2ed2ec~~">RV</a>
	82	: <a class="el" href="classRV.html#18fa114b92017f7f80301a4f8d3a6382">RV</a>
70	83	</ul>
71	84	<h3><a class="anchor" name="index_b">- b -</a></h3><ul>
72	85	<li>bayes()
73		: <a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">KalmanFull</a>
74		, <a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">Kalman< sq_T ></a>
75		, <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a>
76		, <a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">EKF< sq_T ></a>
	86	: <a class="el" href="classKalmanFull.html#13a041cd98ff157703766be275a657bb">KalmanFull</a>
	87	, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman< sq_T ></a>
	88	, <a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">PF</a>
	89	, <a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM</a>
	90	, <a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">MPF< BM_T ></a>
	91	, <a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">EKF< sq_T ></a>
77	92	<li>bilinfn()
78	93	: <a class="el" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221">bilinfn</a>
79	94	<li>BM()
80		: <a class="el" href="classBM.html#~~ef32a12f4f89e4000bf5390ceda762ae~~">BM</a>
	95	: <a class="el" href="classBM.html#605d28b426adb677c86a57ddb525132a">BM</a>
81	96	</ul>
82	97	<h3><a class="anchor" name="index_c">- c -</a></h3><ul>
…	…
86	101	<li>cols()
87	102	: <a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">sqmat</a>
	103	<li>condition()
	104	: <a class="el" href="classBMcond.html#3543cfe274c35f9033c24d8036a96c4d">BMcond</a>
	105	, <a class="el" href="classKFcondQR.html#c9ecf292a85327aa6309c9fd70ceb606">KFcondQR</a>
88	106	<li>constfn()
89	107	: <a class="el" href="classconstfn.html#d08acd7fac0ef3edfa59bbe48403f2bc">constfn</a>
…	…
100	118	<li>diffbifn()
101	119	: <a class="el" href="classdiffbifn.html#0b33e1bfa23be5ed234d172eb4c0e4b5">diffbifn</a>
102		~~<li>dupdate()~~
103		~~: <a class="el" href="classenorm.html#d1b0faf61260de09cf63bf823add5b32">enorm< sq_T ></a>~~
104	120	</ul>
105	121	<h3><a class="anchor" name="index_e">- e -</a></h3><ul>
	122	<li>eEF()
	123	: <a class="el" href="classeEF.html#702e24158366430bc24d57c7f64e1e9e">eEF</a>
	124	<li>egamma()
	125	: <a class="el" href="classegamma.html#4b1d34f3b244ea51a58ec10c468788c1">egamma</a>
106	126	<li>EKF()
107		: <a class="el" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">EKF< sq_T ></a>
	127	: <a class="el" href="classEKF.html#ea4f3254cacf0a92d2a820b1201d049e">EKF< sq_T ></a>
	128	<li>emix()
	129	: <a class="el" href="classemix.html#b0ac204af8919c22bce72816ed82019e">emix</a>
	130	<li>epdf()
	131	: <a class="el" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">epdf</a>
108	132	<li>eval()
109		: <a class="el" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24">bilinfn</a>
	133	: <a class="el" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632">diffbifn</a>
	134	, <a class="el" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24">bilinfn</a>
	135	, <a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">epdf</a>
	136	, <a class="el" href="classenorm.html#93107f05a8e9b34b64853767200121a4">enorm< sq_T ></a>
	137	, <a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc</a>
	138	, <a class="el" href="classeuni.html#95f29237feb32fcadf570a181d5a0918">euni</a>
110	139	, <a class="el" href="classdiffbifn.html#40d8a7eee45acc55cda33d43282faa03">diffbifn</a>
111		, <a class="el" href="classenorm.html#93107f05a8e9b34b64853767200121a4">enorm< sq_T ></a>
112		, <a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">epdf</a>
113		, <a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc</a>
	140	<li>evalpdflog()
	141	: <a class="el" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51">epdf</a>
	142	, <a class="el" href="classeuni.html#830fca2ffb6786530529c57eabc81666">euni</a>
	143	, <a class="el" href="classenorm.html#9517594915e897584eaebbb057ed8881">enorm< sq_T ></a>
114	144	</ul>
115	145	<h3><a class="anchor" name="index_f">- f -</a></h3><ul>
…	…
120	150	</ul>
121	151	<h3><a class="anchor" name="index_g">- g -</a></h3><ul>
	152	<li>Gamma_RNG()
	153	: <a class="el" href="classitpp_1_1Gamma__RNG.html#e132860f825f427d63652edd02c25b54">itpp::Gamma_RNG</a>
	154	<li>get_setup()
	155	: <a class="el" href="classitpp_1_1Gamma__RNG.html#8e666953249038f262cece2d3ed952d6">itpp::Gamma_RNG</a>
122	156	<li>getdata()
123		: <a class="el" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1">DS</a>
	157	: <a class="el" href="classMemDS.html#23522b9e7dd0bb0c365cc9cde4c05449">MemDS</a>
	158	, <a class="el" href="classDS.html#4027575bc66ea358f9b03dd3be28fe1e">DS</a>
124	159	, <a class="el" href="classMemDS.html#900f1e1c9eb950f87e557c068628e60e">MemDS</a>
125		~~, <a class="el" href="classDS.html#4027575bc66ea358f9b03dd3be28fe1e">DS</a>~~
126	160	</ul>
127	161	<h3><a class="anchor" name="index_i">- i -</a></h3><ul>
…	…
133	167	<h3><a class="anchor" name="index_k">- k -</a></h3><ul>
134	168	<li>Kalman()
135		: <a class="el" href="classKalman.html#~~96958a5ebfa966d892137987f265083a~~">Kalman< sq_T ></a>
	169	: <a class="el" href="classKalman.html#3d56b0a97b8c1e25fdd3b10eef3c2ad3">Kalman< sq_T ></a>
136	170	<li>KalmanFull()
137	171	: <a class="el" href="classKalmanFull.html#7197ab6e7380790006394eabd3b97043">KalmanFull</a>
…	…
142	176	, <a class="el" href="classMemDS.html#5f72b555e0e4a61de1440c457cf57007">MemDS</a>
143	177	<li>logdet()
144		: <a class="el" href="classsqmat.html#~~5c852819589f74cdaefbd648c0ce8547~~">sqmat</a>
145		, <a class="el" href="classfsqmat.html#~~bf212272ec195ad2706e2bf4d8e7c9b3~~">fsqmat</a>
	178	: <a class="el" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45">sqmat</a>
	179	, <a class="el" href="classfsqmat.html#eb0d1358f536e4453b5f99d0418ca1e5">fsqmat</a>
146	180	</ul>
147	181	<h3><a class="anchor" name="index_m">- m -</a></h3><ul>
	182	<li>mean()
	183	: <a class="el" href="classepdf.html#5b61fae74d370d2216576d598c1a74ef">epdf</a>
	184	, <a class="el" href="classenorm.html#191c1220c3ddd0c5f54e78f19b57ebd5">enorm< sq_T ></a>
	185	, <a class="el" href="classemix.html#dcb3f927bf061eac6229850158ca1558">emix</a>
	186	, <a class="el" href="classeuni.html#34a2f2d23158c40b97b44dfe551a1b3d">euni</a>
	187	, <a class="el" href="classegamma.html#6617890ffa40767fc196876534d4119d">egamma</a>
	188	, <a class="el" href="classeEmp.html#de42454cb65a17fd8662d207dd59aacf">eEmp</a>
	189	<li>mgamma()
	190	: <a class="el" href="classmgamma.html#af43e61b86900c0398d5c0ffc83b94e6">mgamma</a>
	191	<li>mlnorm()
	192	: <a class="el" href="classmlnorm.html#f927203b3f31171c5c10ffc7caa797f5">mlnorm< sq_T ></a>
	193	<li>mpdf()
	194	: <a class="el" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">mpdf</a>
	195	<li>MPF()
	196	: <a class="el" href="classMPF.html#827a66609cf69a832535d52233f76fa0">MPF< BM_T ></a>
148	197	<li>mult_sym()
149		: <a class="el" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157">sqmat</a>
150		, <a class="el" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518">fsqmat</a>
	198	: <a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">sqmat</a>
	199	, <a class="el" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e">fsqmat</a>
	200	<li>mult_sym_t()
	201	: <a class="el" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89">fsqmat</a>
	202	, <a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">sqmat</a>
151	203	</ul>
152	204	<h3><a class="anchor" name="index_o">- o -</a></h3><ul>
153	205	<li>operator()()
154		: <a class="el" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45">RV</a>
	206	: <a class="el" href="classitpp_1_1Gamma__RNG.html#98e2e65456bca33fca602b2bd607235e">itpp::Gamma_RNG</a>
	207	, <a class="el" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45">RV</a>
	208	, <a class="el" href="classitpp_1_1Gamma__RNG.html#7b82b9d6c35579ab04f1a86a17571b47">itpp::Gamma_RNG</a>
155	209	<li>opupdt()
156	210	: <a class="el" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">fsqmat</a>
…	…
159	213	<h3><a class="anchor" name="index_q">- q -</a></h3><ul>
160	214	<li>qform()
161		: <a class="el" href="classsqmat.html#~~44e079468bc8bfccf634dc85b32ba6b~~e">sqmat</a>
162		, <a class="el" href="classfsqmat.html#~~6d047b9f7a27dfc093303a13cc9b1fba~~">fsqmat</a>
	215	: <a class="el" href="classsqmat.html#90f97cdf9de08ead4f0648419b3aa4ce">sqmat</a>
	216	, <a class="el" href="classfsqmat.html#1eec8762a2299d83c7b7cd6bf6cbc1ad">fsqmat</a>
163	217	</ul>
164	218	<h3><a class="anchor" name="index_r">- r -</a></h3><ul>
165	219	<li>resample()
166		: <a class="el" href="class~~PF.html#a0e26b2f6a5884aca49122f3e4f0cf19">PF~~</a>
	220	: <a class="el" href="classeEmp.html#77268292fc4465cb73ddbfb1f2932a59">eEmp</a>
167	221	<li>rows()
168	222	: <a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">sqmat</a>
…	…
174	228	: <a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">epdf</a>
175	229	, <a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">enorm< sq_T ></a>
	230	, <a class="el" href="classemix.html#3eb9a8e12ce1c5c8a3ddb245354b6941">emix</a>
	231	, <a class="el" href="classeuni.html#0f71562e3e919aba823cb7d9d420ad4c">euni</a>
	232	, <a class="el" href="classegamma.html#0a2186a586432c2c3f22d09c5341890f">egamma</a>
	233	, <a class="el" href="classeEmp.html#c9b44099a400579b88aff9f5afaf9c13">eEmp</a>
176	234	<li>samplecond()
177		: <a class="el" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">mpdf</a>
	235	: <a class="el" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18">mlnorm< sq_T ></a>
	236	, <a class="el" href="classmgamma.html#9f40dc43885085fad8e3d6652b79e139">mgamma</a>
	237	, <a class="el" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">mpdf</a>
	238	<li>set_est()
	239	: <a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">Kalman< sq_T ></a>
	240	<li>set_parameters()
	241	: <a class="el" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a">Kalman< sq_T ></a>
	242	, <a class="el" href="classegamma.html#8e348b89be82b70471fe8c5630f61339">egamma</a>
	243	<li>setup()
	244	: <a class="el" href="classitpp_1_1Gamma__RNG.html#dfaae19411e39aa87e1f72e409b6babe">itpp::Gamma_RNG</a>
178	245	<li>sqrt_mult()
179		: <a class="el" href="classsqmat.html#~~b5236c8a050199e1a9d338b0da1a08d2~~">sqmat</a>
180		, <a class="el" href="classfsqmat.html#~~6648dd4291b809cce14e8497d0433ad3~~">fsqmat</a>
	246	: <a class="el" href="classsqmat.html#975ddc7e8035d8d4e6cbd52dd99c248c">sqmat</a>
	247	, <a class="el" href="classfsqmat.html#2288389e2d47bd9df112815ef570c5c9">fsqmat</a>
181	248	<li>step()
182	249	: <a class="el" href="classMemDS.html#21916feb3e5ff960855c09b06a0d279b">MemDS</a>
…	…
202	269	, <a class="el" href="classDS.html#f4ae51a3bc1267a6a52fc229973afe85">DS</a>
203	270	</ul>
204		<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by
	271	<h3><a class="anchor" name="index_~">- ~ -</a></h3><ul>
	272	<li>~BM()
	273	: <a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">BM</a>
	274	<li>~epdf()
	275	: <a class="el" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">epdf</a>
	276	<li>~fnc()
	277	: <a class="el" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">fnc</a>
	278	<li>~fsqmat()
	279	: <a class="el" href="classfsqmat.html#2a8f104e4befbc2aa90d8b11edfedb2e">fsqmat</a>
	280	<li>~mpdf()
	281	: <a class="el" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">mpdf</a>
	282	<li>~sqmat()
	283	: <a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">sqmat</a>
	284	</ul>
	285	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:41 2008 for mixpp by
205	286	<a href="http://www.doxygen.org/index.html">
206	287	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/functions_rela.html ¶

r28	r32
35	35	: <a class="el" href="classRV.html#cad6f15535d10437f6690cb4492176a8">RV</a>
36	36	</ul>
37		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:40~~ 2008 for mixpp by
	37	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:41 2008 for mixpp by
38	38	<a href="http://www.doxygen.org/index.html">
39	39	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/functions_vars.html ¶

r28	r32
32	32	<p>
33	33	<ul>
	34	<li>_iR
	35	: <a class="el" href="classenorm.html#82f39ac49911d7097f4bfe385deba355">enorm< sq_T ></a>
	36	<li>cached
	37	: <a class="el" href="classenorm.html#ae12db77283a96e0f14a3eae93dc3bf1">enorm< sq_T ></a>
	38	<li>dim
	39	: <a class="el" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e">enorm< sq_T ></a>
	40	<li>distance
	41	: <a class="el" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4">euni</a>
34	42	<li>Drv
35	43	: <a class="el" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">DS</a>
	44	<li>ep
	45	: <a class="el" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">mpdf</a>
	46	<li>ePdf
	47	: <a class="el" href="classPF.html#a2ac56d1e3ffbb4ff0b3f02e6399deb0">PF</a>
	48	<li>est
	49	: <a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">Kalman< sq_T ></a>
36	50	<li>evalll
37	51	: <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">BM</a>
	52	<li>fy
	53	: <a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">Kalman< sq_T ></a>
	54	<li>high
	55	: <a class="el" href="classeuni.html#71b6d6b41aeb61a7f76f682b72119231">euni</a>
	56	<li>len
	57	: <a class="el" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9">RV</a>
38	58	<li>ll
39	59	: <a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">BM</a>
	60	<li>low
	61	: <a class="el" href="classeuni.html#ef42cd8d7645422048d46c46ec5cdac1">euni</a>
40	62	<li>mu
41	63	: <a class="el" href="classKalmanFull.html#fb5aec635e2720cc5ac31bc01c18a68a">KalmanFull</a>
42		, <a class="el" href="classKalman.html#3063a3f58a74cea672ae889971012eed">Kalman< sq_T ></a>
	64	, <a class="el" href="classenorm.html#71fde0d54bba147e00f612577f95ad20">enorm< sq_T ></a>
	65	<li>n
	66	: <a class="el" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">PF</a>
	67	, <a class="el" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd">eEmp</a>
	68	<li>nk
	69	: <a class="el" href="classeuni.html#63105490e946e43372d6187ad1bafdda">euni</a>
	70	<li>obs
	71	: <a class="el" href="classPF.html#dd0a687a4515333d6809147335854e77">PF</a>
43	72	<li>P
44	73	: <a class="el" href="classKalmanFull.html#b75dc059e84fa8ffc076203b30f926cc">KalmanFull</a>
45		, <a class="el" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3">Kalman< sq_T ></a>
	74	<li>par
	75	: <a class="el" href="classPF.html#d92ac103f88f8c21e197e90af5695a09">PF</a>
	76	<li>R
	77	: <a class="el" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1">enorm< sq_T ></a>
	78	<li>rv
	79	: <a class="el" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">mpdf</a>
	80	, <a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">BM</a>
	81	<li>rvc
	82	: <a class="el" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">mpdf</a>
	83	<li>samples
	84	: <a class="el" href="classPF.html#361743a0b5b89de1a29e91d1343b2565">PF</a>
	85	<li>size
	86	: <a class="el" href="classRV.html#0cae53d262be90a775a99a198e17fa58">RV</a>
46	87	<li>Urv
47	88	: <a class="el" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">DS</a>
	89	<li>w
	90	: <a class="el" href="classPF.html#a97d12da4d1832c0b0c6ec5877f921f0">PF</a>
48	91	</ul>
49		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:40~~ 2008 for mixpp by
	92	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:41 2008 for mixpp by
50	93	<a href="http://www.doxygen.org/index.html">
51	94	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/graph_legend.html ¶

r28	r32
76	76	A yellow dashed arrow denotes a relation between a template instance and the template class it was instantiated from. The arrow is labeled with the template parameters of the instance. </li>
77	77	</ul>
78		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:46~~ 2008 for mixpp by
	78	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:59 2008 for mixpp by
79	79	<a href="http://www.doxygen.org/index.html">
80	80	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/hierarchy.html ¶

r28	r32
27	27	<ul>
28	28	<li><a class="el" href="classKalman.html">Kalman< sq_T ></a>
29		<li><a class="el" href="classKalman.html">Kalman< ~~fsq~~mat ></a>
	29	<li><a class="el" href="classKalman.html">Kalman< ldmat ></a>
30	30	<ul>
31	31	<li><a class="el" href="classEKF.html">EKF< sq_T ></a>
	32	<li><a class="el" href="classKFcondQR.html">KFcondQR</a>
32	33	</ul>
33		~~<li><a class="el" href="classKalmanFull.html">KalmanFull</a>~~
34	34	<li><a class="el" href="classPF.html">PF</a>
35	35	<ul>
36		<li><a class="el" href="class~~TrivialPF.html">TrivialPF~~</a>
	36	<li><a class="el" href="classMPF.html">MPF< BM_T ></a>
37	37	</ul>
	38	</ul>
	39	<li><a class="el" href="classBMcond.html">BMcond</a>
	40	<ul>
	41	<li><a class="el" href="classKFcondQR.html">KFcondQR</a>
38	42	</ul>
39	43	<li><a class="el" href="classDS.html">DS</a>
…	…
45	49	<li><a class="el" href="classeEF.html">eEF</a>
46	50	<ul>
	51	<li><a class="el" href="classegamma.html">egamma</a>
47	52	<li><a class="el" href="classenorm.html">enorm< sq_T ></a>
	53	<li><a class="el" href="classenorm.html">enorm< ldmat ></a>
48	54	</ul>
	55	<li><a class="el" href="classeEmp.html">eEmp</a>
	56	<li><a class="el" href="classemix.html">emix</a>
	57	<li><a class="el" href="classeuni.html">euni</a>
49	58	</ul>
50	59	<li><a class="el" href="classfnc.html">fnc</a>
…	…
57	66	<li><a class="el" href="classlinfn.html">linfn</a>
58	67	</ul>
	68	<li><a class="el" href="classitpp_1_1Gamma__RNG.html">itpp::Gamma_RNG</a>
	69	<li><a class="el" href="classKalmanFull.html">KalmanFull</a>
	70	<li><a class="el" href="classmgamma.html">mgamma</a>
	71	<li><a class="el" href="classmlnorm.html">mlnorm< sq_T ></a>
59	72	<li><a class="el" href="classmpdf.html">mpdf</a>
60	73	<li><a class="el" href="classRV.html">RV</a>
…	…
64	77	</ul>
65	78	</ul>
66		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48~~:40 2008 for mixpp by
	79	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by
67	80	<a href="http://www.doxygen.org/index.html">
68	81	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/index.html ¶

r28	r32
16	16	<h1>mixpp Documentation</h1>
17	17	<p>
18		<h3 align="center">1 </h3><hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48~~:39 2008 for mixpp by
	18	<h3 align="center">1 </h3><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:39 2008 for mixpp by
19	19	<a href="http://www.doxygen.org/index.html">
20	20	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/inheritgraph0.map ¶

r23	r32
1		<area shape="rect" href="$classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,81,48,108">
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3		<area shape="rect" href="$classKalman.html" title="Kalman\< fsqmat \>" alt="" coords="96,56,243,83">
4		<area shape="rect" href="$classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="124,107,215,133">
5		<area shape="rect" href="$classPF.html" title="A Particle Filter prototype." alt="" coords="151,157,188,184">
6		<area shape="rect" href="$classEKF.html" title="Extended Kalman Filter." alt="" coords="292,56,396,83">
7		<area shape="rect" href="$classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data..." alt="" coords="308,157,380,184">
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	5	<area shape="rect" href="$classEKF.html" title="Extended Kalman Filter." alt="" coords="288,56,392,83">
	6	<area shape="rect" href="$classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="296,107,384,133">
	7	<area shape="rect" href="$classMPF.html" title="Marginalized Particle filter." alt="" coords="283,157,397,184">
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TabularUnified doc/html/inheritgraph0.md5 ¶

r23	r32
1		6ddb55acb9fa25b72a34fb8e417f1176
	1	5a16a59059a7d5250d3ace922172c9c3

TabularUnified doc/html/inheritgraph2.map ¶

r23	r32
1		<area shape="rect" href="$classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="5,5,56,32">
2		<area shape="rect" href="$classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="105,5,151,32">
3		<area shape="rect" href="$classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="201,5,321,32">
	1	<area shape="rect" href="$classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="5,132,56,159">
	2	<area shape="rect" href="$classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="112,56,157,83">
	3	<area shape="rect" href="$classeEmp.html" title="Weighted empirical density." alt="" coords="105,107,164,133">
	4	<area shape="rect" href="$classemix.html" title="Weighted mixture of epdfs with external owned components." alt="" coords="108,157,161,184">
	5	<area shape="rect" href="$classeuni.html" title="Uniform distributed density on a rectangular support." alt="" coords="111,208,159,235">
	6	<area shape="rect" href="$classegamma.html" title="Gamma posterior density." alt="" coords="239,5,319,32">
	7	<area shape="rect" href="$classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="219,56,339,83">
	8	<area shape="rect" href="$classenorm.html" title="enorm\< ldmat \>" alt="" coords="213,107,344,133">

TabularUnified doc/html/inheritgraph2.md5 ¶

r23	r32
1		304615ef75d0480a4f0ff9a58219682d
	1	8d99e703fbd55fffd522f941456a35c3

TabularUnified doc/html/inheritgraph4.map ¶

r23	r32
1		<area shape="rect" href="$class~~mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="5,5,61~~,32">
	1	<area shape="rect" href="$classitpp_1_1Gamma__RNG.html" title="Gamma distribution." alt="" coords="5,5,149,32">

TabularUnified doc/html/inheritgraph4.md5 ¶

r23	r32
1		a3da0188ada230bb8cd4195d4472d1f8
	1	0a2d27a86fd18936a73bdff2f5d54587

TabularUnified doc/html/inheritgraph5.map ¶

r23	r32
1		<area shape="rect" href="$class~~RV.html" title="Class representing variables, most often random variables." alt="" coords="7,5,44~~,32">
	1	<area shape="rect" href="$classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="5,5,96,32">

TabularUnified doc/html/inheritgraph5.md5 ¶

r23	r32
1		4ec67ed9bfbeec9d7c9512621ecf6798
	1	7b75c696d6f003b2cd117eba359cd671

TabularUnified doc/html/inheritgraph6.map ¶

r23	r32
1		<area shape="rect" href="$classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="7,5,68,32">
2		<area shape="rect" href="$classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="119,5,185,32">
	1	<area shape="rect" href="$classmgamma.html" title="Gamma random walk." alt="" coords="5,5,91,32">

TabularUnified doc/html/inheritgraph6.md5 ¶

r23	r32
1		554ffcb41cff5d0ed282be0df9ae4801
	1	0fa673075ae47447cfbc35d3b13cd688

TabularUnified doc/html/inheritgraph7.map ¶

r23	r32
1		<area shape="rect" href="$classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="7,5,68,32">
2		<area shape="rect" href="$classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="119,5,185,32">
	1	<area shape="rect" href="$classmlnorm.html" title="Normal distributed linear function with linear function of mean value;." alt="" coords="7,5,135,32">

TabularUnified doc/html/inheritgraph7.md5 ¶

r23	r32
1		6~~2e586a60ab5d6ec2e62c8d35cc907c5~~
	1	6a326c49441ed1311f9b7f95165a796d

TabularUnified doc/html/inherits.html ¶

r28	r32
24	24	<p>
25	25	<table border="0" cellspacing="10" cellpadding="0">
26		<tr><td><img src="inherit__graph__0.png" border="0" alt="" usemap="#BM_map">
27		<map name="BM_map">
28		<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,81,48,108"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="105,5,233,32"><area shape="rect" href="classKalman.html" title="Kalman\< fsqmat \>" alt="" coords="96,56,243,83"><area shape="rect" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="124,107,215,133"><area shape="rect" href="classPF.html" title="A Particle Filter prototype." alt="" coords="151,157,188,184"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="292,56,396,83"><area shape="rect" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data..." alt="" coords="308,157,380,184"></map></td></tr>
	26	<tr><td><img src="inherit__graph__0.png" border="0" alt="" usemap="#BMcond_map">
	27	<map name="BMcond_map">
	28	<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,56,48,83"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="101,5,229,32"><area shape="rect" href="classKalman.html" title="Kalman\< ldmat \>" alt="" coords="97,56,233,83"><area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="147,157,184,184"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="288,56,392,83"><area shape="rect" href="classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="296,107,384,133"><area shape="rect" href="classMPF.html" title="Marginalized Particle filter." alt="" coords="283,157,397,184"><area shape="rect" href="classBMcond.html" title="Conditional Bayesian Filter." alt="" coords="129,107,201,133"></map></td></tr>
29	29	<tr><td><img src="inherit__graph__1.png" border="0" alt="" usemap="#DS_map">
30	30	<map name="DS_map">
…	…
32	32	<tr><td><img src="inherit__graph__2.png" border="0" alt="" usemap="#epdf_map">
33	33	<map name="epdf_map">
34		<area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="5,5,56,32"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="105,5,151,32"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="201,5,321,32"></map></td></tr>
	34	<area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="5,132,56,159"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="112,56,157,83"><area shape="rect" href="classeEmp.html" title="Weighted empirical density." alt="" coords="105,107,164,133"><area shape="rect" href="classemix.html" title="Weighted mixture of epdfs with external owned components." alt="" coords="108,157,161,184"><area shape="rect" href="classeuni.html" title="Uniform distributed density on a rectangular support." alt="" coords="111,208,159,235"><area shape="rect" href="classegamma.html" title="Gamma posterior density." alt="" coords="239,5,319,32"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="219,56,339,83"><area shape="rect" href="classenorm.html" title="enorm\< ldmat \>" alt="" coords="213,107,344,133"></map></td></tr>
35	35	<tr><td><img src="inherit__graph__3.png" border="0" alt="" usemap="#fnc_map">
36	36	<map name="fnc_map">
37	37	<area shape="rect" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="7,56,47,83"><area shape="rect" href="classconstfn.html" title="class representing function $f(x) = a$, here rv is empty" alt="" coords="96,5,165,32"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="97,56,164,83"><area shape="rect" href="classlinfn.html" title="Class representing function $f(x) = Ax+B$." alt="" coords="107,107,155,133"><area shape="rect" href="classbilinfn.html" title="Class representing function $f(x,u) = Ax+Bu$." alt="" coords="213,56,272,83"></map></td></tr>
38		<tr><td><img src="inherit__graph__4.png" border="0" alt="" usemap="#mpdf_map">
	38	<tr><td><img src="inherit__graph__4.png" border="0" alt="" usemap="#itpp_1_1Gamma__RNG_map">
	39	<map name="itpp_1_1Gamma__RNG_map">
	40	<area shape="rect" href="classitpp_1_1Gamma__RNG.html" title="Gamma distribution." alt="" coords="5,5,149,32"></map></td></tr>
	41	<tr><td><img src="inherit__graph__5.png" border="0" alt="" usemap="#KalmanFull_map">
	42	<map name="KalmanFull_map">
	43	<area shape="rect" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="5,5,96,32"></map></td></tr>
	44	<tr><td><img src="inherit__graph__6.png" border="0" alt="" usemap="#mgamma_map">
	45	<map name="mgamma_map">
	46	<area shape="rect" href="classmgamma.html" title="Gamma random walk." alt="" coords="5,5,91,32"></map></td></tr>
	47	<tr><td><img src="inherit__graph__7.png" border="0" alt="" usemap="#mlnorm_3_01sq__T_01_4_map">
	48	<map name="mlnorm_3_01sq__T_01_4_map">
	49	<area shape="rect" href="classmlnorm.html" title="Normal distributed linear function with linear function of mean value;." alt="" coords="7,5,135,32"></map></td></tr>
	50	<tr><td><img src="inherit__graph__8.png" border="0" alt="" usemap="#mpdf_map">
39	51	<map name="mpdf_map">
40	52	<area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="5,5,61,32"></map></td></tr>
41		<tr><td><img src="inherit__graph__5.png" border="0" alt="" usemap="#RV_map">
	53	<tr><td><img src="inherit__graph__9.png" border="0" alt="" usemap="#RV_map">
42	54	<map name="RV_map">
43	55	<area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="7,5,44,32"></map></td></tr>
44		<tr><td><img src="inherit__graph__6.png" border="0" alt="" usemap="#sqmat_map">
	56	<tr><td><img src="inherit__graph__10.png" border="0" alt="" usemap="#sqmat_map">
45	57	<map name="sqmat_map">
46	58	<area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="7,5,68,32"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="119,5,185,32"></map></td></tr>
47	59	</table>
48		<hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:46~~ 2008 for mixpp by
	60	<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:58 2008 for mixpp by
49	61	<a href="http://www.doxygen.org/index.html">
50	62	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/itpp__ext_8h-source.html ¶

r28	r32
27	27	<a name="l00012"></a>00012 <span class="preprocessor">#include <itpp/itbase.h></span>
28	28	<a name="l00013"></a>00013
29		<a name="l00014"></a>00014 <span class="keyword">namespace </span>itpp {
30		<a name="l00015"></a>00015 Array<int> to_Arr(<span class="keyword">const</span> ivec &indices);
31		<a name="l00016"></a>00016 }
32		</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by
	29	<a name="l00014"></a>00014 <span class="keyword">using</span> std::cout;
	30	<a name="l00015"></a>00015 <span class="keyword">using</span> std::endl;
	31	<a name="l00016"></a>00016
	32	<a name="l00017"></a>00017 <span class="keyword">namespace </span>itpp {
	33	<a name="l00018"></a>00018 Array<int> to_Arr(<span class="keyword">const</span> ivec &indices);
	34	<a name="l00019"></a>00019
	35	<a name="l00024"></a><a class="code" href="classitpp_1_1Gamma__RNG.html">00024</a> <span class="keyword">class </span><a class="code" href="classitpp_1_1Gamma__RNG.html" title="Gamma distribution.">Gamma_RNG</a> {
	36	<a name="l00025"></a>00025 <span class="keyword">public</span>:
	37	<a name="l00027"></a>00027 <a class="code" href="classitpp_1_1Gamma__RNG.html#e132860f825f427d63652edd02c25b54" title="constructor. Set lambda.">Gamma_RNG</a>(<span class="keywordtype">double</span> a=1.0, <span class="keywordtype">double</span> b=1.0);
	38	<a name="l00029"></a><a class="code" href="classitpp_1_1Gamma__RNG.html#dfaae19411e39aa87e1f72e409b6babe">00029</a> <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Gamma__RNG.html#dfaae19411e39aa87e1f72e409b6babe" title="Set lambda.">setup</a>(<span class="keywordtype">double</span> a0, <span class="keywordtype">double</span> b0) { alpha=a0; beta=b0;}
	39	<a name="l00031"></a>00031 <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Gamma__RNG.html#8e666953249038f262cece2d3ed952d6" title="get lambda">get_setup</a>() <span class="keyword">const</span>;
	40	<a name="l00033"></a><a class="code" href="classitpp_1_1Gamma__RNG.html#98e2e65456bca33fca602b2bd607235e">00033</a> <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Gamma__RNG.html#98e2e65456bca33fca602b2bd607235e" title="Get one sample.">operator()</a>() { <span class="keywordflow">return</span> sample(); }
	41	<a name="l00035"></a>00035 vec <a class="code" href="classitpp_1_1Gamma__RNG.html#98e2e65456bca33fca602b2bd607235e" title="Get one sample.">operator()</a>(<span class="keywordtype">int</span> n);
	42	<a name="l00037"></a>00037 mat <a class="code" href="classitpp_1_1Gamma__RNG.html#98e2e65456bca33fca602b2bd607235e" title="Get one sample.">operator()</a>(<span class="keywordtype">int</span> h, <span class="keywordtype">int</span> w);
	43	<a name="l00038"></a>00038 <span class="keyword">protected</span>:
	44	<a name="l00039"></a>00039 <span class="keyword">private</span>:
	45	<a name="l00041"></a>00041 <span class="keywordtype">double</span> sample();
	46	<a name="l00043"></a>00043 <span class="keywordtype">double</span> alpha;
	47	<a name="l00045"></a>00045 <span class="keywordtype">double</span> beta;
	48	<a name="l00047"></a>00047 Random_Generator RNG;
	49	<a name="l00048"></a>00048 Normal_RNG NRNG;
	50	<a name="l00050"></a>00050 <span class="keyword">inline</span> <span class="keywordtype">double</span> exp_rand(){<span class="keywordflow">return</span> -std::log(RNG.random_01());}
	51	<a name="l00051"></a>00051 <span class="keyword">inline</span> <span class="keywordtype">double</span> unif_rand(){<span class="keywordflow">return</span> RNG.random_01();}
	52	<a name="l00052"></a>00052 <span class="keyword">inline</span> <span class="keywordtype">double</span> norm_rand(){<span class="keywordflow">return</span> NRNG.sample();}
	53	<a name="l00053"></a>00053
	54	<a name="l00054"></a>00054 };
	55	<a name="l00055"></a>00055 }
	56	</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by
33	57	<a href="http://www.doxygen.org/index.html">
34	58	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/libBM_8h-source.html ¶

r28	r32
23	23	<a name="l00019"></a>00019 <span class="keyword">using namespace </span>itpp;
24	24	<a name="l00020"></a>00020
25		<a name="l00026"></a><a class="code" href="classRV.html">00026</a> <span class="keyword">class </span><a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> {
26		<a name="l00028"></a>00028 <span class="keywordtype">int</span> size;
27		<a name="l00030"></a>00030 <span class="keywordtype">int</span> len;
28		<a name="l00031"></a>00031 ivec ids;
29		<a name="l00032"></a>00032 ivec sizes;
30		<a name="l00033"></a>00033 ivec times;
31		<a name="l00034"></a>00034 ivec obs;
32		<a name="l00035"></a>00035 Array<std::string> names;
33		<a name="l00036"></a>00036
34		<a name="l00037"></a>00037 <span class="keyword">private</span>:
35		<a name="l00038"></a>00038 <span class="keywordtype">void</span> init ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times, ivec in_obs );
36		<a name="l00039"></a>00039 <span class="keyword">public</span>:
37		<a name="l00041"></a>00041 <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times, ivec in_obs );
38		<a name="l00043"></a>00043 <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ( ivec ids );
39		<a name="l00045"></a>00045 <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ();
40		<a name="l00046"></a>00046
41		<a name="l00048"></a>00048 <span class="keyword">friend</span> std::ostream &<a class="code" href="classRV.html#cad6f15535d10437f6690cb4492176a8" title="Printing output e.g. for debugging.">operator<< </a>( std::ostream &os, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv );
42		<a name="l00049"></a>00049
43		<a name="l00051"></a><a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0">00051</a> <span class="keywordtype">int</span> <a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> size;} ;
44		<a name="l00052"></a>00052 <span class="comment">//TODO why not inline and later??</span>
45		<a name="l00053"></a>00053
46		<a name="l00055"></a>00055 ivec <a class="code" href="classRV.html#6b078b1086224aca3a9e5a203e647fb6" title="Find indexes of another rv in self.">find</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2);
47		<a name="l00057"></a>00057 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <span class="keyword">add</span>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2);
48		<a name="l00059"></a>00059 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#4c5ec5e913fc598e242cb930ae8bdf4a" title="Subtract another variable from the current one.">subt</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2);
49		<a name="l00061"></a>00061 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#2bf35b18a32aad419f0516273939628e" title="Select only variables at indeces ind.">subselect</a>(ivec ind);
50		<a name="l00063"></a>00063 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45" title="Select only variables at indeces ind.">operator()</a>(ivec ind);
51		<a name="l00065"></a>00065 <span class="keywordtype">void</span> <a class="code" href="classRV.html#e0a158d53ab9430627241f844f4c9a60" title="Generate new RV with time shifted by delta.">t</a>(<span class="keywordtype">int</span> delta);
52		<a name="l00067"></a>00067 ivec <a class="code" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7" title="generate a list of indeces, i.e. which">indexlist</a>();
53		<a name="l00068"></a>00068 };
54		<a name="l00069"></a>00069
55		<a name="l00070"></a>00070
56		<a name="l00071"></a>00071
	25	<a name="l00027"></a><a class="code" href="classRV.html">00027</a> <span class="keyword">class </span><a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> {
	26	<a name="l00028"></a>00028 <span class="keyword">protected</span>:
	27	<a name="l00030"></a><a class="code" href="classRV.html#0cae53d262be90a775a99a198e17fa58">00030</a> <span class="keywordtype">int</span> <a class="code" href="classRV.html#0cae53d262be90a775a99a198e17fa58" title="size = sum of sizes">size</a>;
	28	<a name="l00032"></a><a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9">00032</a> <span class="keywordtype">int</span> <a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9" title="len = number of individual rvs">len</a>;
	29	<a name="l00033"></a>00033 ivec ids;
	30	<a name="l00034"></a>00034 ivec sizes;
	31	<a name="l00035"></a>00035 ivec times;
	32	<a name="l00036"></a>00036 ivec obs;
	33	<a name="l00037"></a>00037 Array<std::string> names;
	34	<a name="l00038"></a>00038
	35	<a name="l00039"></a>00039 <span class="keyword">private</span>:
	36	<a name="l00040"></a>00040 <span class="keywordtype">void</span> init ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times, ivec in_obs );
	37	<a name="l00041"></a>00041 <span class="keyword">public</span>:
	38	<a name="l00043"></a>00043 <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times, ivec in_obs );
	39	<a name="l00045"></a>00045 <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ( ivec ids );
	40	<a name="l00047"></a>00047 <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ();
	41	<a name="l00048"></a>00048
	42	<a name="l00050"></a>00050 <span class="keyword">friend</span> std::ostream &<a class="code" href="classRV.html#cad6f15535d10437f6690cb4492176a8" title="Printing output e.g. for debugging.">operator<< </a>( std::ostream &os, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv );
	43	<a name="l00051"></a>00051
	44	<a name="l00053"></a><a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0">00053</a> <span class="keywordtype">int</span> <a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classRV.html#0cae53d262be90a775a99a198e17fa58" title="size = sum of sizes">size</a>;} ;
	45	<a name="l00054"></a>00054
	46	<a name="l00055"></a>00055 <span class="comment">//TODO why not inline and later??</span>
	47	<a name="l00056"></a>00056
	48	<a name="l00058"></a>00058 ivec <a class="code" href="classRV.html#6b078b1086224aca3a9e5a203e647fb6" title="Find indexes of another rv in self.">find</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2 );
	49	<a name="l00060"></a>00060 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <span class="keyword">add</span> (<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv2 );
	50	<a name="l00062"></a>00062 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#4c5ec5e913fc598e242cb930ae8bdf4a" title="Subtract another variable from the current one.">subt</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2 );
	51	<a name="l00064"></a>00064 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#2bf35b18a32aad419f0516273939628e" title="Select only variables at indeces ind.">subselect</a> ( ivec ind );
	52	<a name="l00066"></a>00066 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45" title="Select only variables at indeces ind.">operator() </a>( ivec ind );
	53	<a name="l00068"></a>00068 <span class="keywordtype">void</span> <a class="code" href="classRV.html#e0a158d53ab9430627241f844f4c9a60" title="Generate new RV with time shifted by delta.">t</a> ( <span class="keywordtype">int</span> delta );
	54	<a name="l00070"></a>00070 ivec <a class="code" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7" title="generate a list of indeces, i.e. which">indexlist</a>();
	55	<a name="l00071"></a>00071 };
57	56	<a name="l00072"></a>00072
58		<a name="l00074"></a><a class="code" href="classfnc.html">00074</a> <span class="keyword">class </span><a class="code" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv.">fnc</a> {
59		<a name="l00075"></a>00075 <span class="keyword">protected</span>:
60		<a name="l00076"></a>00076 <span class="keywordtype">int</span> dimy;
61		<a name="l00077"></a>00077 <span class="keyword">public</span>:
62		<a name="l00079"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00079</a> <span class="keyword">virtual</span> vec <a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c" title="function evaluates numerical value of $f(x)$ at $x=cond$">eval</a>(<span class="keyword">const</span> vec &cond){}; <span class="comment">//Fixme: virtual?</span>
63		<a name="l00081"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00081</a> <span class="comment"></span> <span class="keywordtype">int</span> <a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298" title="access function">_dimy</a>()<span class="keyword">const</span>{<span class="keywordflow">return</span> dimy;}
64		<a name="l00082"></a>00082 };
	57	<a name="l00074"></a>00074
	58	<a name="l00075"></a><a class="code" href="classfnc.html">00075</a> <span class="keyword">class </span><a class="code" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv.">fnc</a> {
	59	<a name="l00076"></a>00076 <span class="keyword">protected</span>:
	60	<a name="l00077"></a>00077 <span class="keywordtype">int</span> dimy;
	61	<a name="l00078"></a>00078 <span class="keyword">public</span>:
	62	<a name="l00080"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00080</a> <span class="keyword">virtual</span> vec <a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c" title="function evaluates numerical value of $f(x)$ at $x=cond$">eval</a> ( <span class="keyword">const</span> vec &cond ) {
	63	<a name="l00081"></a>00081 <span class="keywordflow">return</span> vec ( 0 );
	64	<a name="l00082"></a>00082 }; <span class="comment">//Fixme: virtual?</span>
65	65	<a name="l00083"></a>00083
66		<a name="l00087"></a><a class="code" href="classBM.html">00087</a> <span class="keyword">class </span><a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> {
67		<a name="l00088"></a>00088 <span class="keyword">public</span>:
68		<a name="l00090"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00090</a> <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>;
69		<a name="l00092"></a><a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">00092</a> <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>;
	66	<a name="l00085"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00085</a> <span class="keywordtype">int</span> <a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298" title="access function">_dimy</a>()<span class="keyword"> const</span>{<span class="keywordflow">return</span> dimy;}
	67	<a name="l00086"></a>00086
	68	<a name="l00088"></a><a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">00088</a> <span class="keyword">virtual</span> <a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab" title="Destructor for future use;.">~fnc</a>() {};
	69	<a name="l00089"></a>00089 };
	70	<a name="l00090"></a>00090
	71	<a name="l00091"></a>00091
70	72	<a name="l00093"></a>00093
71		<a name="l00095"></a><a class="code" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">00095</a> <a class="code" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae" title="Default constructor.">BM</a>():<a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>(0),evall(true){};
72		<a name="l00096"></a>00096
73		<a name="l00100"></a>00100 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &dt) = 0;
74		<a name="l00102"></a>00102 <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( mat Dt );
75		<a name="l00104"></a>00104 <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>();
76		<a name="l00105"></a>00105 };
77		<a name="l00106"></a>00106
78		<a name="l00108"></a><a class="code" href="classepdf.html">00108</a> <span class="keyword">class </span><a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> {
79		<a name="l00109"></a>00109 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv;
80		<a name="l00110"></a>00110 <span class="keyword">public</span>:
81		<a name="l00112"></a>00112 <span class="comment">// virtual vec moment ( const int order = 1 );</span>
82		<a name="l00114"></a>00114 <span class="comment"></span> <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa" title="Returns the required moment of the epdf.">sample</a> ()=0;
83		<a name="l00116"></a><a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">00116</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc" title="Compute probability of argument val.">eval</a>(<span class="keyword">const</span> vec &val){};
84		<a name="l00117"></a>00117 };
85		<a name="l00118"></a>00118
86		<a name="l00120"></a><a class="code" href="classmpdf.html">00120</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
87		<a name="l00122"></a>00122 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv;
88		<a name="l00124"></a>00124 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvc;
89		<a name="l00125"></a>00125 <span class="keyword">public</span>:
90		<a name="l00126"></a>00126
91		<a name="l00128"></a>00128 <span class="comment">// virtual fnc moment ( const int order = 1 );</span>
92		<a name="l00130"></a><a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">00130</a> <span class="comment"></span> <span class="keyword">virtual</span> vec <a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41" title="Returns the required moment of the epdf.">samplecond</a> (vec &cond, <span class="keywordtype">double</span> lik){};
93		<a name="l00131"></a>00131 <span class="keyword">virtual</span> <span class="keywordtype">void</span> condition (vec &cond){};
94		<a name="l00132"></a>00132 };
95		<a name="l00133"></a>00133
96		<a name="l00140"></a><a class="code" href="classDS.html">00140</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> {
97		<a name="l00141"></a>00141 <span class="keyword">protected</span>:
98		<a name="l00143"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00143</a> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454" title="Observed variables, returned by getdata().">Drv</a>;
99		<a name="l00145"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00145</a> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629" title="Action variables, accepted by write().">Urv</a>; <span class="comment">//</span>
100		<a name="l00146"></a>00146 <span class="keyword">public</span>:
101		<a name="l00148"></a>00148 <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a>(vec &dt);
102		<a name="l00150"></a>00150 <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a>(vec &dt, ivec &indeces);
103		<a name="l00152"></a>00152 <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a>(vec &ut);
104		<a name="l00154"></a>00154 <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a>(vec &ut, ivec &indeces);
105		<a name="l00160"></a>00160 <span class="keywordtype">void</span> <a class="code" href="classDS.html#9a35ca9c9321dce2bf63bf668f785b75" title="Method that assigns random variables to the datasource. Typically, the datasource...">linkrvs</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &drv, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &urv);
106		<a name="l00161"></a>00161
107		<a name="l00163"></a>00163 <span class="keywordtype">void</span> <a class="code" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6" title="Moves from $t$ to $t+1$, i.e. perfroms the actions and reads response of the system...">step</a>();
108		<a name="l00164"></a>00164 };
109		<a name="l00165"></a>00165
110		<a name="l00166"></a>00166
111		<a name="l00167"></a>00167 <span class="preprocessor">#endif // BM_H</span>
112		</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by
	73	<a name="l00094"></a><a class="code" href="classepdf.html">00094</a> <span class="keyword">class </span><a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> {
	74	<a name="l00095"></a>00095 <span class="keyword">protected</span>:
	75	<a name="l00096"></a>00096 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv;
	76	<a name="l00097"></a>00097 <span class="keyword">public</span>:
	77	<a name="l00099"></a><a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">00099</a> <a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd" title="default constructor">epdf</a>() :rv ( ivec ( 0 ) ) {};
	78	<a name="l00100"></a>00100
	79	<a name="l00102"></a><a class="code" href="classepdf.html#c95b1a27a8dd9507bb9a5a3cb2809c7a">00102</a> <a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd" title="default constructor">epdf</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv0 ) :rv ( rv0 ) {};
	80	<a name="l00103"></a>00103
	81	<a name="l00105"></a>00105 <span class="comment">// virtual vec moment ( const int order = 1 );</span>
	82	<a name="l00107"></a>00107 <span class="comment"></span> <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa" title="Returns the required moment of the epdf.">sample</a> () =0;
	83	<a name="l00109"></a><a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">00109</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc" title="Compute probability of argument val.">eval</a> ( <span class="keyword">const</span> vec &val ) {<span class="keywordflow">return</span> 0.0;};
	84	<a name="l00110"></a>00110
	85	<a name="l00112"></a><a class="code" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51">00112</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &val ) {<span class="keywordflow">return</span> 0.0;};
	86	<a name="l00113"></a>00113
	87	<a name="l00115"></a>00115 <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#5b61fae74d370d2216576d598c1a74ef" title="return expected value">mean</a>()=0;
	88	<a name="l00116"></a>00116
	89	<a name="l00118"></a><a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">00118</a> <span class="keyword">virtual</span> <a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396" title="Destructor for future use;.">~epdf</a>() {};
	90	<a name="l00119"></a>00119 };
	91	<a name="l00120"></a>00120
	92	<a name="l00121"></a>00121
	93	<a name="l00123"></a>00123 <span class="comment">//TODO Samplecond can be generalized</span>
	94	<a name="l00124"></a>00124
	95	<a name="l00125"></a><a class="code" href="classmpdf.html">00125</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
	96	<a name="l00126"></a>00126 <span class="keyword">protected</span>:
	97	<a name="l00128"></a><a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">00128</a> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>;
	98	<a name="l00130"></a><a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">00130</a> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>;
	99	<a name="l00132"></a><a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">00132</a> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>;
	100	<a name="l00133"></a>00133 <span class="keyword">public</span>:
	101	<a name="l00134"></a>00134
	102	<a name="l00136"></a>00136 <span class="comment">// virtual fnc moment ( const int order = 1 );</span>
	103	<a name="l00138"></a><a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">00138</a> <span class="comment"></span> <span class="keyword">virtual</span> vec <a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41" title="Returns the required moment of the epdf.">samplecond</a> ( vec &cond, <span class="keywordtype">double</span> lik ) {<span class="keywordflow">return</span> vec ( 0 );};
	104	<a name="l00139"></a>00139
	105	<a name="l00140"></a>00140 <span class="keyword">virtual</span> <span class="keywordtype">void</span> condition ( <span class="keyword">const</span> vec &cond ) {};
	106	<a name="l00141"></a>00141
	107	<a name="l00142"></a>00142 <span class="keyword">virtual</span> <span class="keywordtype">double</span> evalcond (<span class="keyword">const</span> vec &dt, <span class="keyword">const</span> vec &cond ) {this->condition(cond);<span class="keywordflow">return</span> <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-><a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc" title="Compute probability of argument val.">eval</a>(dt);};
	108	<a name="l00143"></a>00143
	109	<a name="l00145"></a><a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">00145</a> <span class="keyword">virtual</span> <a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb" title="Destructor for future use;.">~mpdf</a>() {};
	110	<a name="l00146"></a>00146
	111	<a name="l00148"></a><a class="code" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">00148</a> <a class="code" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f" title="Default constructor.">mpdf</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvc0 ) :<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a> ( rv0 ),<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ( rvc0 ) {};
	112	<a name="l00149"></a>00149 };
	113	<a name="l00150"></a>00150
	114	<a name="l00158"></a><a class="code" href="classDS.html">00158</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> {
	115	<a name="l00159"></a>00159 <span class="keyword">protected</span>:
	116	<a name="l00161"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00161</a> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454" title="Observed variables, returned by getdata().">Drv</a>;
	117	<a name="l00163"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00163</a> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629" title="Action variables, accepted by write().">Urv</a>; <span class="comment">//</span>
	118	<a name="l00164"></a>00164 <span class="keyword">public</span>:
	119	<a name="l00166"></a>00166 <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &dt );
	120	<a name="l00168"></a>00168 <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &dt, ivec &indeces );
	121	<a name="l00170"></a>00170 <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a> ( vec &ut );
	122	<a name="l00172"></a>00172 <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a> ( vec &ut, ivec &indeces );
	123	<a name="l00178"></a>00178 <span class="keywordtype">void</span> <a class="code" href="classDS.html#9a35ca9c9321dce2bf63bf668f785b75" title="Method that assigns random variables to the datasource. Typically, the datasource...">linkrvs</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &drv, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &urv );
	124	<a name="l00179"></a>00179
	125	<a name="l00181"></a>00181 <span class="keywordtype">void</span> <a class="code" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6" title="Moves from $t$ to $t+1$, i.e. perfroms the actions and reads response of the system...">step</a>();
	126	<a name="l00182"></a>00182
	127	<a name="l00183"></a>00183 };
	128	<a name="l00184"></a>00184
	129	<a name="l00189"></a><a class="code" href="classBM.html">00189</a> <span class="keyword">class </span><a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> {
	130	<a name="l00190"></a>00190 <span class="keyword">protected</span>:
	131	<a name="l00192"></a><a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88">00192</a> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>;
	132	<a name="l00194"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00194</a> <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>;
	133	<a name="l00196"></a><a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">00196</a> <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>;
	134	<a name="l00197"></a>00197 <span class="keyword">public</span>:
	135	<a name="l00198"></a>00198
	136	<a name="l00200"></a><a class="code" href="classBM.html#605d28b426adb677c86a57ddb525132a">00200</a> <a class="code" href="classBM.html#605d28b426adb677c86a57ddb525132a" title="Default constructor.">BM</a>(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv0) :<a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>(rv0), <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a> ( 0 ),<a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( true ) {<span class="comment">//Fixme: test rv </span>
	137	<a name="l00201"></a>00201 };
	138	<a name="l00202"></a>00202
	139	<a name="l00206"></a>00206 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &dt ) = 0;
	140	<a name="l00208"></a>00208 <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( mat Dt );
	141	<a name="l00210"></a>00210 <span class="keyword">virtual</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>& <a class="code" href="classBM.html#3dc45554556926bde996a267636abe55" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>()=0;
	142	<a name="l00211"></a>00211
	143	<a name="l00213"></a><a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">00213</a> <span class="keyword">virtual</span> <a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd" title="Destructor for future use;.">~BM</a>() {};
	144	<a name="l00214"></a>00214 };
	145	<a name="l00215"></a>00215
	146	<a name="l00225"></a><a class="code" href="classBMcond.html">00225</a> <span class="keyword">class </span><a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> {
	147	<a name="l00226"></a>00226 <span class="keyword">protected</span>:
	148	<a name="l00227"></a>00227 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvc;
	149	<a name="l00228"></a>00228 <span class="keyword">public</span>:
	150	<a name="l00230"></a>00230 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBMcond.html#3543cfe274c35f9033c24d8036a96c4d" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &val ) =0;
	151	<a name="l00231"></a>00231 <span class="keyword">virtual</span> ~<a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a>(){};
	152	<a name="l00232"></a>00232 };
	153	<a name="l00233"></a>00233
	154	<a name="l00234"></a>00234 <span class="preprocessor">#endif // BM_H</span>
	155	</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by
113	156	<a href="http://www.doxygen.org/index.html">
114	157	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/libBM_8h.html ¶

r28	r32
33	33	<p><center><img src="libBM_8h__dep__incl.png" border="0" usemap="#work/mixpp/bdm/stat/libBM.hdep_map" alt=""></center>
34	34	<map name="work/mixpp/bdm/stat/libBM.hdep_map">
35		<area shape="rect" href="libFN_8h-source.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations." alt="" coords="9,84,215,111"><area shape="rect" href="libPF_8h.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations." alt="" coords="239,84,452,111"><area shape="rect" href="libDS_8h.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations." alt="" coords="476,84,684,111"><area shape="rect" href="libEF_8h.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations." alt="" coords="708,84,911,111"><area shape="rect" href="libKF_8h.html" title="work/mixpp/bdm/estim/libKF.h" alt="" coords="5,161,219,188"></map>
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36	36	</div>
37	37
…	…
46	46
47	47	<tr><td class="mdescLeft"> </td><td class="mdescRight">Class representing function $f(x)$ of variable $x$ represented by <code>rv</code>. <a href="classfnc.html#_details">More...</a><br></td></tr>
48		~~<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html">BM</a></td></tr>~~
49
50		~~<tr><td class="mdescLeft"> </td><td class="mdescRight">Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. <a href="classBM.html#_details">More...</a><br></td></tr>~~
51	48	<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html">epdf</a></td></tr>
52	49
…	…
58	55
59	56	<tr><td class="mdescLeft"> </td><td class="mdescRight">Abstract class for discrete-time sources of data. <a href="classDS.html#_details">More...</a><br></td></tr>
	57	<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html">BM</a></td></tr>
	58
	59	<tr><td class="mdescLeft"> </td><td class="mdescRight">Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. <a href="classBM.html#_details">More...</a><br></td></tr>
	60	<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classBMcond.html">BMcond</a></td></tr>
	61
	62	<tr><td class="mdescLeft"> </td><td class="mdescRight">Conditional Bayesian Filter. <a href="classBMcond.html#_details">More...</a><br></td></tr>
60	63	</table>
61	64	<hr><a name="_details"></a><h2>Detailed Description</h2>
…	…
64	67	<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl>
65	68	----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p>
66		Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48~~:40 2008 for mixpp by
	69	Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by
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68	71	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/libBM_8hdepincl.map ¶

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TabularUnified doc/html/libDC_8h-source.html ¶

r28	r32
29	29	<a name="l00039"></a>00039 <span class="keyword">virtual</span> mat <a class="code" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc" title="Conversion to full matrix.">to_mat</a>() =0;
30	30	<a name="l00040"></a>00040
31		<a name="l00045"></a>00045 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C, <span class="keywordtype">bool</span> trans=<span class="keyword">true</span> ) =0;
32		<a name="l00046"></a>00046
33		<a name="l00047"></a>00047
34		<a name="l00052"></a>00052 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547" title="Logarithm of a determinant.">logdet</a>() =0;
35		<a name="l00053"></a>00053
36		<a name="l00059"></a>00059 <span class="keyword">virtual</span> vec <a class="code" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> ( vec &v ) =0;
37		<a name="l00060"></a>00060
38		<a name="l00065"></a>00065 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#44e079468bc8bfccf634dc85b32ba6be" title="Evaluates quadratic form $x= v&#39;Vv$;.">qform</a> ( vec &v ) =0;
39		<a name="l00066"></a>00066
40		<a name="l00067"></a>00067 <span class="comment">// //! easy version of the</span>
41		<a name="l00068"></a>00068 <span class="comment">// sqmat inv();</span>
42		<a name="l00069"></a>00069
43		<a name="l00071"></a>00071 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e" title="Clearing matrix so that it corresponds to zeros.">clear</a>() =0;
44		<a name="l00072"></a>00072
45		<a name="l00074"></a><a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">00074</a> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> dim;};
46		<a name="l00075"></a>00075
47		<a name="l00077"></a><a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">00077</a> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> dim;};
48		<a name="l00078"></a>00078
49		<a name="l00079"></a>00079 <span class="keyword">protected</span>:
50		<a name="l00080"></a>00080 <span class="keywordtype">int</span> dim;
51		<a name="l00081"></a>00081 };
	31	<a name="l00044"></a>00044 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C ) =0;
	32	<a name="l00045"></a>00045
	33	<a name="l00049"></a>00049 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325" title="Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C&#39;VC$...">mult_sym_t</a> ( <span class="keyword">const</span> mat &C ) =0;
	34	<a name="l00050"></a>00050
	35	<a name="l00051"></a>00051
	36	<a name="l00056"></a>00056 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45" title="Logarithm of a determinant.">logdet</a>() <span class="keyword">const</span> =0;
	37	<a name="l00057"></a>00057
	38	<a name="l00063"></a>00063 <span class="keyword">virtual</span> vec <a class="code" href="classsqmat.html#975ddc7e8035d8d4e6cbd52dd99c248c" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> (<span class="keyword">const</span> vec &v ) =0;
	39	<a name="l00064"></a>00064
	40	<a name="l00069"></a>00069 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#90f97cdf9de08ead4f0648419b3aa4ce" title="Evaluates quadratic form $x= v&#39;Vv$;.">qform</a> (<span class="keyword">const</span> vec &v ) =0;
	41	<a name="l00070"></a>00070
	42	<a name="l00071"></a>00071 <span class="comment">// //! easy version of the</span>
	43	<a name="l00072"></a>00072 <span class="comment">// sqmat inv();</span>
	44	<a name="l00073"></a>00073
	45	<a name="l00075"></a>00075 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e" title="Clearing matrix so that it corresponds to zeros.">clear</a>() =0;
	46	<a name="l00076"></a>00076
	47	<a name="l00078"></a><a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">00078</a> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> dim;};
	48	<a name="l00079"></a>00079
	49	<a name="l00081"></a><a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">00081</a> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> dim;};
52	50	<a name="l00082"></a>00082
53		<a name="l00083"></a>00083
54		<a name="l00088"></a><a class="code" href="classfsqmat.html">00088</a> <span class="keyword">class </span><a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>: <span class="keyword">public</span> <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>
55		<a name="l00089"></a>00089 {
56		<a name="l00090"></a>00090 <span class="keyword">protected</span>:
57		<a name="l00091"></a>00091 mat M;
58		<a name="l00092"></a>00092 <span class="keyword">public</span>:
59		<a name="l00093"></a>00093 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">opupdt</a> ( <span class="keyword">const</span> vec &v, <span class="keywordtype">double</span> w );
60		<a name="l00094"></a>00094 mat <a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>() ;
61		<a name="l00095"></a>00095 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> );
62		<a name="l00096"></a>00096 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C, <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &U, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> );
63		<a name="l00097"></a>00097 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#cfa4c359483d2322f32d1d50050f8ac4" title="Clearing matrix so that it corresponds to zeros.">clear</a>();
64		<a name="l00098"></a>00098
65		<a name="l00099"></a>00099
66		<a name="l00100"></a>00100 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>(); <span class="comment">// mat will be initialized OK</span>
67		<a name="l00102"></a>00102 <span class="comment"></span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> ( <span class="keyword">const</span> mat &M );
68		<a name="l00103"></a>00103
69		<a name="l00109"></a>00109 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1" title="Matrix inversion preserving the chosen form.">inv</a> ( <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &Inv );
70		<a name="l00110"></a>00110
71		<a name="l00111"></a><a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3">00111</a> <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3" title="Logarithm of a determinant.">logdet</a>() {<span class="keywordflow">return</span> log ( det ( M ) );};
72		<a name="l00112"></a><a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba">00112</a> <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba" title="Evaluates quadratic form $x= v&#39;Vv$;.">qform</a> ( vec &v ) {<span class="keywordflow">return</span> ( v* ( M*v ) );};
73		<a name="l00113"></a><a class="code" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3">00113</a> vec <a class="code" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> ( vec &v ) {it_error ( <span class="stringliteral">"not implemented"</span> );<span class="keywordflow">return</span> v;};
74		<a name="l00114"></a>00114
75		<a name="l00115"></a>00115 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>& operator += ( <span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &A ) {M+=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;};
76		<a name="l00116"></a>00116 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>& operator -= ( <span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &A ) {M-=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;};
77		<a name="l00117"></a>00117 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>& operator = ( <span class="keywordtype">double</span> x ) {M=x;<span class="keywordflow">return</span> *<span class="keyword">this</span>;};
78		<a name="l00118"></a>00118 <span class="comment">// fsqmat& operator = ( const fsqmat &A) {M=A.M; return *this;};</span>
79		<a name="l00119"></a>00119 };
80		<a name="l00120"></a>00120
81		<a name="l00121"></a>00121 <span class="keyword">class </span>ldmat: <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>
82		<a name="l00122"></a>00122 {
83		<a name="l00123"></a>00123 <span class="keyword">public</span>:
	51	<a name="l00084"></a><a class="code" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">00084</a> <span class="keyword">virtual</span> <a class="code" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656" title="Destructor for future use;.">~sqmat</a>(){};
	52	<a name="l00085"></a>00085 <span class="keyword">protected</span>:
	53	<a name="l00086"></a>00086 <span class="keywordtype">int</span> dim;
	54	<a name="l00087"></a>00087 };
	55	<a name="l00088"></a>00088
	56	<a name="l00089"></a>00089
	57	<a name="l00094"></a><a class="code" href="classfsqmat.html">00094</a> <span class="keyword">class </span><a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>: <span class="keyword">public</span> <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>
	58	<a name="l00095"></a>00095 {
	59	<a name="l00096"></a>00096 <span class="keyword">protected</span>:
	60	<a name="l00097"></a>00097 mat M;
	61	<a name="l00098"></a>00098 <span class="keyword">public</span>:
	62	<a name="l00099"></a>00099 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">opupdt</a> ( <span class="keyword">const</span> vec &v, <span class="keywordtype">double</span> w );
	63	<a name="l00100"></a>00100 mat <a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>() ;
	64	<a name="l00101"></a>00101 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C);
	65	<a name="l00102"></a>00102 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89" title="Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C&#39;VC$...">mult_sym_t</a> ( <span class="keyword">const</span> mat &C);
	66	<a name="l00103"></a>00103 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C, <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &U);
	67	<a name="l00104"></a>00104 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89" title="Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C&#39;VC$...">mult_sym_t</a> ( <span class="keyword">const</span> mat &C, <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &U);
	68	<a name="l00105"></a>00105 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#cfa4c359483d2322f32d1d50050f8ac4" title="Clearing matrix so that it corresponds to zeros.">clear</a>();
	69	<a name="l00106"></a>00106
	70	<a name="l00108"></a>00108 <a class="code" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940" title="Default initialization.">fsqmat</a>(); <span class="comment">// mat will be initialized OK</span>
	71	<a name="l00110"></a>00110 <span class="comment"></span> <a class="code" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940" title="Default initialization.">fsqmat</a>(<span class="keyword">const</span> <span class="keywordtype">int</span> dim0); <span class="comment">// mat will be initialized OK</span>
	72	<a name="l00112"></a>00112 <span class="comment"></span> <a class="code" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940" title="Default initialization.">fsqmat</a> ( <span class="keyword">const</span> mat &M );
	73	<a name="l00113"></a>00113
	74	<a name="l00115"></a><a class="code" href="classfsqmat.html#2a8f104e4befbc2aa90d8b11edfedb2e">00115</a> <span class="keyword">virtual</span> <a class="code" href="classfsqmat.html#2a8f104e4befbc2aa90d8b11edfedb2e" title="Destructor for future use;.">~fsqmat</a>(){};
	75	<a name="l00116"></a>00116
	76	<a name="l00117"></a>00117
	77	<a name="l00123"></a>00123 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1" title="Matrix inversion preserving the chosen form.">inv</a> ( <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &Inv );
84	78	<a name="l00124"></a>00124
85		<a name="l00126"></a>00126 ldmat ( <span class="keyword">const</span> mat &L, <span class="keyword">const</span> vec &D );
86		<a name="l00128"></a>00128 ldmat ( mat V );
87		<a name="l00130"></a>00130 ldmat ( vec D0 );
88		<a name="l00131"></a>00131 ldmat ();
89		<a name="l00132"></a>00132
90		<a name="l00133"></a>00133 <span class="comment">// Reimplementation of compulsory operatios</span>
91		<a name="l00134"></a>00134
92		<a name="l00135"></a>00135 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a> ( <span class="keyword">const</span> vec &v, <span class="keywordtype">double</span> w );
93		<a name="l00136"></a>00136 mat <a class="code" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc" title="Conversion to full matrix.">to_mat</a>();
94		<a name="l00137"></a>00137 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> );
95		<a name="l00138"></a>00138 <span class="keywordtype">void</span> <span class="keyword">add</span> ( <span class="keyword">const</span> ldmat &ld2, <span class="keywordtype">double</span> w=1.0 );
96		<a name="l00139"></a>00139 <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547" title="Logarithm of a determinant.">logdet</a>();
97		<a name="l00140"></a>00140 <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#44e079468bc8bfccf634dc85b32ba6be" title="Evaluates quadratic form $x= v&#39;Vv$;.">qform</a> ( vec &v );
98		<a name="l00141"></a>00141 <span class="comment">// sqmat& operator -= ( const sqmat & ld2 );</span>
99		<a name="l00142"></a>00142 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e" title="Clearing matrix so that it corresponds to zeros.">clear</a>();
100		<a name="l00143"></a>00143 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>();
101		<a name="l00144"></a>00144 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>();
102		<a name="l00145"></a>00145 vec <a class="code" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> ( vec &v );
103		<a name="l00146"></a>00146
104		<a name="l00152"></a>00152 <span class="keyword">virtual</span> <span class="keywordtype">void</span> inv ( ldmat &Inv );
105		<a name="l00153"></a>00153
106		<a name="l00159"></a>00159 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C, ldmat &U, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> );
107		<a name="l00160"></a>00160
108		<a name="l00169"></a>00169 <span class="keywordtype">void</span> ldform ( mat &A, vec &D0 );
	79	<a name="l00125"></a><a class="code" href="classfsqmat.html#eb0d1358f536e4453b5f99d0418ca1e5">00125</a> <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#eb0d1358f536e4453b5f99d0418ca1e5" title="Logarithm of a determinant.">logdet</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> log ( det ( M ) );};
	80	<a name="l00126"></a><a class="code" href="classfsqmat.html#1eec8762a2299d83c7b7cd6bf6cbc1ad">00126</a> <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#1eec8762a2299d83c7b7cd6bf6cbc1ad" title="Evaluates quadratic form $x= v&#39;Vv$;.">qform</a> (<span class="keyword">const</span> vec &v ) {<span class="keywordflow">return</span> ( v* ( M*v ) );};
	81	<a name="l00127"></a><a class="code" href="classfsqmat.html#2288389e2d47bd9df112815ef570c5c9">00127</a> vec <a class="code" href="classfsqmat.html#2288389e2d47bd9df112815ef570c5c9" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> (<span class="keyword">const</span> vec &v ) {it_error ( <span class="stringliteral">"not implemented"</span> );<span class="keywordflow">return</span> v;};
	82	<a name="l00128"></a>00128
	83	<a name="l00129"></a>00129 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>& operator += ( <span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &A ) {M+=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;};
	84	<a name="l00130"></a>00130 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>& operator -= ( <span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &A ) {M-=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;};
	85	<a name="l00131"></a>00131 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>& operator = ( <span class="keywordtype">double</span> x ) {M=x;<span class="keywordflow">return</span> *<span class="keyword">this</span>;};
	86	<a name="l00132"></a>00132 <span class="comment">// fsqmat& operator = ( const fsqmat &A) {M=A.M; return *this;};</span>
	87	<a name="l00133"></a>00133
	88	<a name="l00134"></a>00134 <span class="keyword">friend</span> std::ostream &operator<< ( std::ostream &os, <span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &sq );
	89	<a name="l00135"></a>00135
	90	<a name="l00136"></a>00136 };
	91	<a name="l00137"></a>00137
	92	<a name="l00138"></a>00138 <span class="keyword">class </span>ldmat: <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>
	93	<a name="l00139"></a>00139 {
	94	<a name="l00140"></a>00140 <span class="keyword">public</span>:
	95	<a name="l00141"></a>00141
	96	<a name="l00143"></a>00143 ldmat ( <span class="keyword">const</span> mat &L, <span class="keyword">const</span> vec &D );
	97	<a name="l00145"></a>00145 ldmat (<span class="keyword">const</span> mat &V );
	98	<a name="l00147"></a>00147 ldmat ( vec D0 );
	99	<a name="l00149"></a>00149 ldmat ();
	100	<a name="l00151"></a>00151 ldmat(<span class="keyword">const</span> <span class="keywordtype">int</span> dim0);
	101	<a name="l00152"></a>00152
	102	<a name="l00154"></a>00154 <span class="keyword">virtual</span> ~ldmat(){};
	103	<a name="l00155"></a>00155
	104	<a name="l00156"></a>00156 <span class="comment">// Reimplementation of compulsory operatios</span>
	105	<a name="l00157"></a>00157
	106	<a name="l00158"></a>00158 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a> ( <span class="keyword">const</span> vec &v, <span class="keywordtype">double</span> w );
	107	<a name="l00159"></a>00159 mat <a class="code" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc" title="Conversion to full matrix.">to_mat</a>();
	108	<a name="l00160"></a>00160 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C);
	109	<a name="l00161"></a>00161 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325" title="Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C&#39;VC$...">mult_sym_t</a> ( <span class="keyword">const</span> mat &C);
	110	<a name="l00162"></a>00162 <span class="keywordtype">void</span> <span class="keyword">add</span> ( <span class="keyword">const</span> ldmat &ld2, <span class="keywordtype">double</span> w=1.0 );
	111	<a name="l00163"></a>00163 <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45" title="Logarithm of a determinant.">logdet</a>() <span class="keyword">const</span>;
	112	<a name="l00164"></a>00164 <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#90f97cdf9de08ead4f0648419b3aa4ce" title="Evaluates quadratic form $x= v&#39;Vv$;.">qform</a> (<span class="keyword">const</span> vec &v );
	113	<a name="l00165"></a>00165 <span class="comment">// sqmat& operator -= ( const sqmat & ld2 );</span>
	114	<a name="l00166"></a>00166 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e" title="Clearing matrix so that it corresponds to zeros.">clear</a>();
	115	<a name="l00167"></a>00167 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>() <span class="keyword">const</span>;
	116	<a name="l00168"></a>00168 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>() <span class="keyword">const</span>;
	117	<a name="l00169"></a>00169 vec <a class="code" href="classsqmat.html#975ddc7e8035d8d4e6cbd52dd99c248c" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> ( <span class="keyword">const</span> vec &v );
109	118	<a name="l00170"></a>00170
110		<a name="l00171"></a>00171 ldmat& operator += ( <span class="keyword">const</span> ldmat &ldA );
111		<a name="l00172"></a>00172 ldmat& operator -= ( <span class="keyword">const</span> ldmat &ldA );
112		<a name="l00173"></a>00173 ldmat& operator *= ( <span class="keywordtype">double</span> x );
113		<a name="l00174"></a>00174
114		<a name="l00175"></a>00175 <span class="keyword">friend</span> std::ostream &operator<< ( std::ostream &os, ldmat &sq );
115		<a name="l00176"></a>00176
116		<a name="l00177"></a>00177 <span class="keyword">protected</span>:
117		<a name="l00178"></a>00178 vec D;
118		<a name="l00179"></a>00179 mat L;
119		<a name="l00180"></a>00180
120		<a name="l00181"></a>00181 };
121		<a name="l00182"></a>00182
	119	<a name="l00176"></a>00176 <span class="keyword">virtual</span> <span class="keywordtype">void</span> inv ( ldmat &Inv );
	120	<a name="l00177"></a>00177
	121	<a name="l00183"></a>00183 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C, ldmat &U);
122	122	<a name="l00184"></a>00184
123		<a name="l00185"></a>00185 <span class="keyword">inline</span> ldmat& ldmat::operator += ( <span class="keyword">const</span> ldmat &ldA ) {this-><span class="keyword">add</span> ( ldA );<span class="keywordflow">return</span> *<span class="keyword">this</span>;}
124		<a name="l00186"></a>00186 <span class="keyword">inline</span> ldmat& ldmat::operator -= ( <span class="keyword">const</span> ldmat &ldA ) {this-><span class="keyword">add</span> ( ldA,-1.0 );<span class="keywordflow">return</span> *<span class="keyword">this</span>;}
125		<a name="l00187"></a>00187 <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">ldmat::cols</a>() {<span class="keywordflow">return</span> dim;}
126		<a name="l00188"></a>00188 <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">ldmat::rows</a>() {<span class="keywordflow">return</span> dim;}
127		<a name="l00189"></a>00189
128		<a name="l00190"></a>00190 <span class="preprocessor">#endif // DC_H</span>
129		</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by
	123	<a name="l00190"></a>00190 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325" title="Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C&#39;VC$...">mult_sym_t</a> ( <span class="keyword">const</span> mat &C, ldmat &U);
	124	<a name="l00191"></a>00191
	125	<a name="l00192"></a>00192
	126	<a name="l00201"></a>00201 <span class="keywordtype">void</span> ldform (<span class="keyword">const</span> mat &A,<span class="keyword">const</span> vec &D0 );
	127	<a name="l00202"></a>00202
	128	<a name="l00204"></a>00204 <span class="keywordtype">void</span> setD (<span class="keyword">const</span> vec &nD){D=nD;}
	129	<a name="l00205"></a>00205 <span class="keywordtype">void</span> setL (<span class="keyword">const</span> vec &nL){L=nL;}
	130	<a name="l00206"></a>00206
	131	<a name="l00207"></a>00207 ldmat& operator += ( <span class="keyword">const</span> ldmat &ldA );
	132	<a name="l00208"></a>00208 ldmat& operator -= ( <span class="keyword">const</span> ldmat &ldA );
	133	<a name="l00209"></a>00209 ldmat& operator *= ( <span class="keywordtype">double</span> x );
	134	<a name="l00210"></a>00210
	135	<a name="l00211"></a>00211 <span class="keyword">friend</span> std::ostream &operator<< ( std::ostream &os, <span class="keyword">const</span> ldmat &sq );
	136	<a name="l00212"></a>00212
	137	<a name="l00213"></a>00213
	138	<a name="l00214"></a>00214 <span class="keyword">protected</span>:
	139	<a name="l00215"></a>00215 vec D;
	140	<a name="l00216"></a>00216 mat L;
	141	<a name="l00217"></a>00217
	142	<a name="l00218"></a>00218 };
	143	<a name="l00219"></a>00219
	144	<a name="l00221"></a>00221
	145	<a name="l00222"></a>00222 <span class="keyword">inline</span> ldmat& ldmat::operator += ( <span class="keyword">const</span> ldmat &ldA ) {this-><span class="keyword">add</span> ( ldA );<span class="keywordflow">return</span> *<span class="keyword">this</span>;}
	146	<a name="l00223"></a>00223 <span class="keyword">inline</span> ldmat& ldmat::operator -= ( <span class="keyword">const</span> ldmat &ldA ) {this-><span class="keyword">add</span> ( ldA,-1.0 );<span class="keywordflow">return</span> *<span class="keyword">this</span>;}
	147	<a name="l00224"></a>00224 <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">ldmat::cols</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> dim;}
	148	<a name="l00225"></a>00225 <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">ldmat::rows</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> dim;}
	149	<a name="l00226"></a>00226
	150	<a name="l00227"></a>00227 <span class="preprocessor">#endif // DC_H</span>
	151	</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by
130	152	<a href="http://www.doxygen.org/index.html">
131	153	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/libDC_8h.html ¶

r28	r32
33	33	<p><center><img src="libDC_8h__dep__incl.png" border="0" usemap="#work/mixpp/bdm/math/libDC.hdep_map" alt=""></center>
34	34	<map name="work/mixpp/bdm/math/libDC.hdep_map">
35		<area shape="rect" href="libKF_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="5,84,219,111"><area shape="rect" href="libPF_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="243,84,456,111"><area shape="rect" href="libEF_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="480,84,683,111"></map>
	35	<area shape="rect" href="libEF_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="109,84,312,111"><area shape="rect" href="libPF_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="243,161,456,188"><area shape="rect" href="libKF_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="5,161,219,188"></map>
36	36	</div>
37	37
…	…
54	54	<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl>
55	55	----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p>
56		Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:39~~ 2008 for mixpp by
	56	Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by
57	57	<a href="http://www.doxygen.org/index.html">
58	58	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/libDC_8hdepincl.map ¶

r23	r32
1		<area shape="rect" href="$lib~~KF_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="5,84,219~~,111">
2		<area shape="rect" href="$libPF_8h.html" title="~~Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="243,84,456,111~~">
3		<area shape="rect" href="$lib~~EF_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="480,84,683,111~~">
	1	<area shape="rect" href="$libEF_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="109,84,312,111">
	2	<area shape="rect" href="$libPF_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="243,161,456,188">
	3	<area shape="rect" href="$libKF_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="5,161,219,188">

TabularUnified doc/html/libDC_8hdepincl.md5 ¶

r23	r32
1		c66b92351d16bb545936e84544bf9b08
	1	af1628bdb61076f77cc978dc7d907f6c

TabularUnified doc/html/libDS_8h-source.html ¶

r28	r32
42	42	<a name="l00045"></a>00045
43	43	<a name="l00046"></a>00046 <span class="preprocessor">#endif // DS_H</span>
44		</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:39~~ 2008 for mixpp by
	44	</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by
45	45	<a href="http://www.doxygen.org/index.html">
46	46	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/libDS_8h.html ¶

r28	r32
41	41	<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl>
42	42	----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p>
43		Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48~~:40 2008 for mixpp by
	43	Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by
44	44	<a href="http://www.doxygen.org/index.html">
45	45	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/libEF_8h-source.html ¶

r28	r32
21	21	<a name="l00017"></a>00017 <span class="preprocessor">#include "../math/libDC.h"</span>
22	22	<a name="l00018"></a>00018 <span class="preprocessor">#include "<a class="code" href="libBM_8h.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations.">libBM.h</a>"</span>
23		<a name="l00019"></a>00019 <span class="comment">//#include <std></span>
24		<a name="l00020"></a>00020
25		<a name="l00021"></a>00021 <span class="keyword">using namespace </span>itpp;
26		<a name="l00022"></a>00022
27		<a name="l00028"></a><a class="code" href="classeEF.html">00028</a> <span class="keyword">class </span><a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> : <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> {
	23	<a name="l00019"></a>00019 <span class="preprocessor">#include "../itpp_ext.h"</span>
	24	<a name="l00020"></a>00020 <span class="comment">//#include <std></span>
	25	<a name="l00021"></a>00021
	26	<a name="l00022"></a>00022 <span class="keyword">using namespace </span>itpp;
	27	<a name="l00023"></a>00023
	28	<a name="l00024"></a>00024
	29	<a name="l00026"></a>00026 <span class="keyword">extern</span> Uniform_RNG UniRNG;
	30	<a name="l00027"></a>00027 <span class="keyword">extern</span> Normal_RNG NorRNG;
	31	<a name="l00028"></a>00028 <span class="keyword">extern</span> <a class="code" href="classitpp_1_1Gamma__RNG.html" title="Gamma distribution.">Gamma_RNG</a> GamRNG;
28	32	<a name="l00029"></a>00029
29		<a name="l00030"></a>00030 <span class="keyword">public</span>:
30		<a name="l00031"></a>00031 <span class="keyword">virtual</span> <span class="keywordtype">void</span> tupdate( <span class="keywordtype">double</span> phi, mat &vbar, <span class="keywordtype">double</span> nubar ) {};
31		<a name="l00032"></a>00032 <span class="keyword">virtual</span> <span class="keywordtype">void</span> dupdate( mat &v,<span class="keywordtype">double</span> nu=1.0 ) {};
32		<a name="l00033"></a>00033 };
33		<a name="l00034"></a>00034
34		<a name="l00035"></a>00035 <span class="keyword">class </span>mEF : <span class="keyword">public</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
35		<a name="l00036"></a>00036
36		<a name="l00037"></a>00037 <span class="keyword">public</span>:
	33	<a name="l00030"></a>00030
	34	<a name="l00037"></a><a class="code" href="classeEF.html">00037</a> <span class="keyword">class </span><a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> : <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> {
37	35	<a name="l00038"></a>00038
38		<a name="l00039"></a>00039 };
39		<a name="l0004~~0"></a>00040~~
40		<a name="l0004~~6"></a>00046 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>~~
41		<a name="l00047"></a><a class="code" href="classenorm.html">00047</a> <span class="keyword">class </span><a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a> : <span class="keyword">public</span> <a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> {
42		<a name="l0004~~8"></a>00048 <span class="keywordtype">int</span> dim;~~
43		<a name="l0004~~9"></a>00049 vec mu~~;
44		<a name="l000~~50"></a>00050 sq_T R;~~
45		<a name="l000~~51"></a>00051 <span class="keyword">public</span>:~~
46		<a name="l00052"></a>00052 <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv, vec &mu, sq_T &R );
47		<a name="l000~~53"></a>00053 <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>();~~
48		<a name="l00055"></a>00055 <span class="keywordtype">void</span> <a class="code" href="classenorm.html#2a1a522504c7788dfd7fb733157ee39e" title="tupdate used in KF">tupdate</a>( <span class="keywordtype">double</span> phi, mat &vbar, <span class="keywordtype">double</span> nubar );
49		<a name="l00056"></a>00056 <span class="keywordtype">void</span> <a class="code" href="classenorm.html#d1b0faf61260de09cf63bf823add5b32" title="dupdate used in KF">dupdate</a>( mat &v,<span class="keywordtype">double</span> nu=1.0 );
50		<a name="l0005~~8"></a>00058 <span class="keywordtype">void</span> <a class="code" href="classenorm.html#2a1a522504c7788dfd7fb733157ee39e" title="tupdate used in KF">tupdate</a>();~~
51		<a name="l000~~60"></a>00060 <span class="keywordtype">double</span> <a class="code" href="classenorm.html#d1b0faf61260de09cf63bf823add5b32" title="dupdate used in KF">dupdate</a>()~~;
52		<a name="l000~~61"></a>00061~~
53		<a name="l000~~62"></a>00062 vec <a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023" title="Returns the required moment of the epdf.">sample</a>();~~
54		<a name="l00063"></a>00063 mat <a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023" title="Returns the required moment of the epdf.">sample</a>(<span class="keywordtype">int</span> N);
55		<a name="l00064"></a>00064 <span class="keywordtype">double</span> <a class="code" href="classenorm.html#93107f05a8e9b34b64853767200121a4" title="Compute probability of argument val.">eval</a>( <span class="keyword">const</span> vec &val );
56		<a name="l0006~~5"></a>00065 Normal_RNG RNG;~~
57		<a name="l0006~~6"></a>00066 };~~
58		<a name="l0006~~7"></a>00067~~
59		<a name="l000~~71"></a>00071 <span class="keyword">template</span><<span class="keyword">class</span> sq_T&gt~~;
60		<a name="l0007~~2"></a>00072 <span class="keyword">class </span>mlnorm : <span class="keyword">public</span> mEF {~~
61		<a name="l00073"></a>00073 <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T></a> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>;
62		<a name="l00074"></a>~~00074 mat A~~;
	36	<a name="l00039"></a>00039 <span class="keyword">public</span>:
	37	<a name="l00041"></a><a class="code" href="classeEF.html#702e24158366430bc24d57c7f64e1e9e">00041</a> <a class="code" href="classeEF.html#702e24158366430bc24d57c7f64e1e9e" title="default constructor">eEF</a>() :<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>() {};
	38	<a name="l00042"></a>00042
	39	<a name="l00043"></a>00043 <a class="code" href="classeEF.html#702e24158366430bc24d57c7f64e1e9e" title="default constructor">eEF</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv ) :<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv ) {};
	40	<a name="l00044"></a>00044
	41	<a name="l00045"></a>00045 <span class="keyword">virtual</span> <span class="keywordtype">void</span> tupdate ( <span class="keywordtype">double</span> phi, mat &vbar, <span class="keywordtype">double</span> nubar ) {};
	42	<a name="l00046"></a>00046
	43	<a name="l00047"></a>00047 <span class="keyword">virtual</span> <span class="keywordtype">void</span> dupdate ( mat &v,<span class="keywordtype">double</span> nu=1.0 ) {};
	44	<a name="l00048"></a>00048 };
	45	<a name="l00049"></a>00049
	46	<a name="l00050"></a>00050 <span class="keyword">class </span>mEF : <span class="keyword">public</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
	47	<a name="l00051"></a>00051
	48	<a name="l00052"></a>00052 <span class="keyword">public</span>:
	49	<a name="l00053"></a>00053 mEF ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvc0 ) :<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( rv0,rvc0 ) {};
	50	<a name="l00054"></a>00054 };
	51	<a name="l00055"></a>00055
	52	<a name="l00061"></a>00061 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	53	<a name="l00062"></a>00062
	54	<a name="l00063"></a><a class="code" href="classenorm.html">00063</a> <span class="keyword">class </span><a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a> : <span class="keyword">public</span> <a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> {
	55	<a name="l00064"></a>00064 <span class="keyword">protected</span>:
	56	<a name="l00066"></a><a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20">00066</a> vec <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>;
	57	<a name="l00068"></a><a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1">00068</a> sq_T <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>;
	58	<a name="l00070"></a><a class="code" href="classenorm.html#82f39ac49911d7097f4bfe385deba355">00070</a> sq_T <a class="code" href="classenorm.html#82f39ac49911d7097f4bfe385deba355" title="Cache: _iR = inv(R);.">_iR</a>;
	59	<a name="l00072"></a><a class="code" href="classenorm.html#ae12db77283a96e0f14a3eae93dc3bf1">00072</a> <span class="keywordtype">bool</span> <a class="code" href="classenorm.html#ae12db77283a96e0f14a3eae93dc3bf1" title="indicator if _iR is chached">cached</a>;
	60	<a name="l00074"></a><a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e">00074</a> <span class="keywordtype">int</span> <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a>;
63	61	<a name="l00075"></a>00075 <span class="keyword">public</span>:
64		<a name="l00077"></a>00077 mlnorm( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvc, mat &A, sq_T &R );
65		<a name="l00079"></a>00079 vec samplecond( vec &cond, <span class="keywordtype">double</span> &lik );
66		<a name="l00080"></a>00080 mat samplecond( vec &cond, vec &lik, <span class="keywordtype">int</span> n );
67		<a name="l00081"></a>00081 <span class="keywordtype">void</span> condition( vec &cond );
68		<a name="l00082"></a>00082 };
	62	<a name="l00076"></a>00076 <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>() :<a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a>() {};
	63	<a name="l00077"></a>00077
	64	<a name="l00078"></a>00078 <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv );
	65	<a name="l00079"></a>00079 <span class="keywordtype">void</span> set_parameters ( <span class="keyword">const</span> vec &<a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>,<span class="keyword">const</span> sq_T &<a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a> );
	66	<a name="l00081"></a>00081 <span class="keywordtype">void</span> <a class="code" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a" title="tupdate in exponential form (not really handy)">tupdate</a> ( <span class="keywordtype">double</span> phi, mat &vbar, <span class="keywordtype">double</span> nubar );
	67	<a name="l00082"></a>00082 <span class="keywordtype">void</span> dupdate ( mat &v,<span class="keywordtype">double</span> nu=1.0 );
69	68	<a name="l00083"></a>00083
70		<a name="l00085"></a>00085
71		<a name="l00086"></a>00086 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
72		<a name="l00087"></a>00087 <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T>::enorm</a>( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv, vec &mu0, sq_T &R0 ) {
73		<a name="l00088"></a>00088 dim = rv.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>();
74		<a name="l00089"></a>00089 mu = mu0;
75		<a name="l00090"></a>00090 R = R0;
76		<a name="l00091"></a>00091 };
77		<a name="l00092"></a>00092
78		<a name="l00093"></a>00093 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
79		<a name="l00094"></a>00094 <span class="keywordtype">void</span> <a class="code" href="classenorm.html#d1b0faf61260de09cf63bf823add5b32" title="dupdate used in KF">enorm<sq_T>::dupdate</a>( mat &v, <span class="keywordtype">double</span> nu ) {
80		<a name="l00095"></a>00095 <span class="comment">//</span>
81		<a name="l00096"></a>00096 };
82		<a name="l00097"></a>00097
83		<a name="l00098"></a>00098 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
84		<a name="l00099"></a><a class="code" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a">00099</a> <span class="keywordtype">void</span> <a class="code" href="classenorm.html#2a1a522504c7788dfd7fb733157ee39e" title="tupdate used in KF">enorm<sq_T>::tupdate</a>( <span class="keywordtype">double</span> phi, mat &vbar, <span class="keywordtype">double</span> nubar ) {
85		<a name="l00100"></a>00100 <span class="comment">//</span>
86		<a name="l00101"></a>00101 };
87		<a name="l00102"></a>00102
88		<a name="l00103"></a>00103 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
89		<a name="l00104"></a><a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">00104</a> vec <a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023" title="Returns the required moment of the epdf.">enorm<sq_T>::sample</a>() {
90		<a name="l00105"></a>00105 vec x( dim );
91		<a name="l00106"></a>00106 RNG.sample_vector( dim,x );
92		<a name="l00107"></a>00107 vec smp = R.sqrt_mult( x );
93		<a name="l00108"></a>00108
94		<a name="l00109"></a>00109 smp += mu;
95		<a name="l00110"></a>00110 <span class="keywordflow">return</span> smp;
96		<a name="l00111"></a>00111 };
97		<a name="l00112"></a>00112
98		<a name="l00113"></a>00113 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
99		<a name="l00114"></a>00114 mat <a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023" title="Returns the required moment of the epdf.">enorm<sq_T>::sample</a>( <span class="keywordtype">int</span> N ) {
100		<a name="l00115"></a>00115 mat X( dim,N );
101		<a name="l00116"></a>00116 vec x( dim );
102		<a name="l00117"></a>00117 vec pom;
103		<a name="l00118"></a>00118 <span class="keywordtype">int</span> i;
104		<a name="l00119"></a>00119 <span class="keywordflow">for</span> ( i=0;i<N;i++ ) {
105		<a name="l00120"></a>00120 RNG.sample_vector( dim,x );
106		<a name="l00121"></a>00121 pom = R.sqrt_mult( x );
107		<a name="l00122"></a>00122 pom +=mu;
108		<a name="l00123"></a>00123 X.set_col( i, pom);
109		<a name="l00124"></a>00124 }
110		<a name="l00125"></a>00125 <span class="keywordflow">return</span> X;
111		<a name="l00126"></a>00126 };
112		<a name="l00127"></a>00127
113		<a name="l00128"></a>00128 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
114		<a name="l00129"></a><a class="code" href="classenorm.html#93107f05a8e9b34b64853767200121a4">00129</a> <span class="keywordtype">double</span> <a class="code" href="classenorm.html#93107f05a8e9b34b64853767200121a4" title="Compute probability of argument val.">enorm<sq_T>::eval</a>( <span class="keyword">const</span> vec &val ) {
115		<a name="l00130"></a>00130 <span class="comment">//</span>
116		<a name="l00131"></a>00131 };
117		<a name="l00132"></a>00132
118		<a name="l00133"></a>00133
119		<a name="l00134"></a>00134 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
120		<a name="l00135"></a>00135 <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T>::enorm</a>() {};
121		<a name="l00136"></a>00136
122		<a name="l00137"></a>00137 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
123		<a name="l00138"></a>00138 mlnorm<sq_T>::mlnorm( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvc, mat &A, sq_T &R ) {
124		<a name="l00139"></a>00139 <span class="keywordtype">int</span> dim = rv.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>();
125		<a name="l00140"></a>00140 vec mu( dim );
126		<a name="l00141"></a>00141
127		<a name="l00142"></a>00142 <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> = <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T></a>( rv,mu,R );
128		<a name="l00143"></a>00143 }
129		<a name="l00144"></a>00144
130		<a name="l00145"></a>00145 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
131		<a name="l00146"></a>00146 vec mlnorm<sq_T>::samplecond( vec &cond, <span class="keywordtype">double</span> &lik ) {
132		<a name="l00147"></a>00147 this->condition( cond );
133		<a name="l00148"></a>00148 vec smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample();
134		<a name="l00149"></a>00149 lik = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval( smp );
135		<a name="l00150"></a>00150 <span class="keywordflow">return</span> smp;
136		<a name="l00151"></a>00151 }
137		<a name="l00152"></a>00152
138		<a name="l00153"></a>00153 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
139		<a name="l00154"></a>00154 mat mlnorm<sq_T>::samplecond( vec &cond, vec &lik, <span class="keywordtype">int</span> n ) {
140		<a name="l00155"></a>00155 <span class="keywordtype">int</span> i;
141		<a name="l00156"></a>00156 <span class="keywordtype">int</span> dim = rv.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>();
142		<a name="l00157"></a>00157 mat Smp( dim,n );
143		<a name="l00158"></a>00158 vec smp( dim );
144		<a name="l00159"></a>00159 this->condition( cond );
145		<a name="l00160"></a>00160 <span class="keywordflow">for</span> ( i=0; i<dim; i++ ) {
146		<a name="l00161"></a>00161 smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample();
147		<a name="l00162"></a>00162 lik( i ) = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval( smp );
148		<a name="l00163"></a>00163 Smp.set_col( i ,smp );
149		<a name="l00164"></a>00164 }
150		<a name="l00165"></a>00165 <span class="keywordflow">return</span> Smp;
151		<a name="l00166"></a>00166 }
152		<a name="l00167"></a>00167
153		<a name="l00168"></a>00168 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
154		<a name="l00169"></a>00169 <span class="keywordtype">void</span> mlnorm<sq_T>::condition( vec &cond ) {
155		<a name="l00170"></a>00170 <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.mu = A*cond;
156		<a name="l00171"></a>00171 <span class="comment">//R is already assigned;</span>
157		<a name="l00172"></a>00172 }
158		<a name="l00173"></a>00173
159		<a name="l00174"></a>00174 <span class="preprocessor">#endif //EF_H</span>
160		</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by
	69	<a name="l00084"></a>00084 vec <a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023" title="Returns the required moment of the epdf.">sample</a>();
	70	<a name="l00085"></a>00085 mat <a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023" title="Returns the required moment of the epdf.">sample</a> ( <span class="keywordtype">int</span> N );
	71	<a name="l00086"></a>00086 <span class="keywordtype">double</span> <a class="code" href="classenorm.html#93107f05a8e9b34b64853767200121a4" title="Compute probability of argument val.">eval</a> ( <span class="keyword">const</span> vec &val );
	72	<a name="l00087"></a>00087 <span class="keywordtype">double</span> <a class="code" href="classenorm.html#9517594915e897584eaebbb057ed8881" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &val );
	73	<a name="l00088"></a><a class="code" href="classenorm.html#191c1220c3ddd0c5f54e78f19b57ebd5">00088</a> vec <a class="code" href="classenorm.html#191c1220c3ddd0c5f54e78f19b57ebd5" title="return expected value">mean</a>(){<span class="keywordflow">return</span> <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>;}
	74	<a name="l00089"></a>00089
	75	<a name="l00090"></a>00090 <span class="comment">//Access methods</span>
	76	<a name="l00092"></a><a class="code" href="classenorm.html#3be0cb541ec9b88e5aa3f60307bbc753">00092</a> <span class="comment"></span> vec* <a class="code" href="classenorm.html#3be0cb541ec9b88e5aa3f60307bbc753" title="returns a pointer to the internal mean value. Use with Care!">_mu</a>() {<span class="keywordflow">return</span> &<a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>;}
	77	<a name="l00093"></a>00093
	78	<a name="l00095"></a><a class="code" href="classenorm.html#8725c534863c4fc2bddef0edfb95a740">00095</a> <span class="keywordtype">void</span> <a class="code" href="classenorm.html#8725c534863c4fc2bddef0edfb95a740" title="returns pointers to the internal variance and its inverse. Use with Care!">_R</a> ( sq_T* &pR, sq_T* &piR ) {
	79	<a name="l00096"></a>00096 pR=&<a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>;
	80	<a name="l00097"></a>00097 piR=&<a class="code" href="classenorm.html#82f39ac49911d7097f4bfe385deba355" title="Cache: _iR = inv(R);.">_iR</a>;
	81	<a name="l00098"></a>00098 }
	82	<a name="l00099"></a>00099
	83	<a name="l00101"></a><a class="code" href="classenorm.html#c9ca4f2ca42568e40ca146168e7f3247">00101</a> <span class="keywordtype">void</span> <a class="code" href="classenorm.html#c9ca4f2ca42568e40ca146168e7f3247" title="set cache as inconsistent">_cached</a> ( <span class="keywordtype">bool</span> what ) {<a class="code" href="classenorm.html#ae12db77283a96e0f14a3eae93dc3bf1" title="indicator if _iR is chached">cached</a>=what;}
	84	<a name="l00102"></a>00102 };
	85	<a name="l00103"></a>00103
	86	<a name="l00113"></a><a class="code" href="classegamma.html">00113</a> <span class="keyword">class </span><a class="code" href="classegamma.html" title="Gamma posterior density.">egamma</a> : <span class="keyword">public</span> <a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> {
	87	<a name="l00114"></a>00114 <span class="keyword">protected</span>:
	88	<a name="l00115"></a>00115 vec alpha;
	89	<a name="l00116"></a>00116 vec beta;
	90	<a name="l00117"></a>00117 <span class="keyword">public</span> :
	91	<a name="l00119"></a><a class="code" href="classegamma.html#4b1d34f3b244ea51a58ec10c468788c1">00119</a> <a class="code" href="classegamma.html#4b1d34f3b244ea51a58ec10c468788c1" title="Default constructor.">egamma</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv ) :<a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> ( rv ) {};
	92	<a name="l00121"></a><a class="code" href="classegamma.html#8e348b89be82b70471fe8c5630f61339">00121</a> <span class="keywordtype">void</span> <a class="code" href="classegamma.html#8e348b89be82b70471fe8c5630f61339" title="Sets parameters.">set_parameters</a> ( <span class="keyword">const</span> vec &a, <span class="keyword">const</span> vec &b ) {alpha=a,beta=b;};
	93	<a name="l00122"></a>00122 vec <a class="code" href="classegamma.html#0a2186a586432c2c3f22d09c5341890f" title="Returns the required moment of the epdf.">sample</a>();
	94	<a name="l00123"></a>00123 mat <a class="code" href="classegamma.html#0a2186a586432c2c3f22d09c5341890f" title="Returns the required moment of the epdf.">sample</a> ( <span class="keywordtype">int</span> N );
	95	<a name="l00124"></a>00124 <span class="keywordtype">double</span> evalpdflog ( <span class="keyword">const</span> vec val );
	96	<a name="l00126"></a><a class="code" href="classegamma.html#44445c56e60b91b377f207f8d5089790">00126</a> <span class="keywordtype">void</span> <a class="code" href="classegamma.html#44445c56e60b91b377f207f8d5089790" title="Returns poiter to alpha and beta. Potentially dengerous: use with care!">_param</a> ( vec* &a, vec* &b ) {a=&alpha;b=&beta;};
	97	<a name="l00127"></a><a class="code" href="classegamma.html#6617890ffa40767fc196876534d4119d">00127</a> vec <a class="code" href="classegamma.html#6617890ffa40767fc196876534d4119d" title="return expected value">mean</a>(){vec pom(alpha); pom/=beta; <span class="keywordflow">return</span> pom;}
	98	<a name="l00128"></a>00128 };
	99	<a name="l00129"></a>00129
	100	<a name="l00131"></a><a class="code" href="classemix.html">00131</a> <span class="keyword">class </span><a class="code" href="classemix.html" title="Weighted mixture of epdfs with external owned components.">emix</a> : <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> {
	101	<a name="l00132"></a>00132 <span class="keyword">protected</span>:
	102	<a name="l00133"></a>00133 <span class="keywordtype">int</span> n;
	103	<a name="l00134"></a>00134 vec &w;
	104	<a name="l00135"></a>00135 Array<epdf*> Coms;
	105	<a name="l00136"></a>00136 <span class="keyword">public</span>:
	106	<a name="l00138"></a><a class="code" href="classemix.html#b0ac204af8919c22bce72816ed82019e">00138</a> <a class="code" href="classemix.html#b0ac204af8919c22bce72816ed82019e" title="Default constructor.">emix</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv, vec &w0): <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>(rv), n(w0.length()), w(w0), Coms(n) {};
	107	<a name="l00139"></a>00139 <span class="keywordtype">void</span> set_parameters( <span class="keywordtype">int</span> &i, <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* ep){Coms(i)=ep;}
	108	<a name="l00140"></a><a class="code" href="classemix.html#dcb3f927bf061eac6229850158ca1558">00140</a> vec <a class="code" href="classemix.html#dcb3f927bf061eac6229850158ca1558" title="return expected value">mean</a>(){vec pom; <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i<n;i++){pom+=Coms(i)->mean()*w(i);} <span class="keywordflow">return</span> pom;};
	109	<a name="l00141"></a><a class="code" href="classemix.html#3eb9a8e12ce1c5c8a3ddb245354b6941">00141</a> vec <a class="code" href="classemix.html#3eb9a8e12ce1c5c8a3ddb245354b6941" title="Returns the required moment of the epdf.">sample</a>() {it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0;}
	110	<a name="l00142"></a>00142 };
	111	<a name="l00143"></a>00143
	112	<a name="l00145"></a>00145
	113	<a name="l00146"></a><a class="code" href="classeuni.html">00146</a> <span class="keyword">class </span><a class="code" href="classeuni.html" title="Uniform distributed density on a rectangular support.">euni</a>: <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> {
	114	<a name="l00147"></a>00147 <span class="keyword">protected</span>:
	115	<a name="l00149"></a><a class="code" href="classeuni.html#ef42cd8d7645422048d46c46ec5cdac1">00149</a> vec <a class="code" href="classeuni.html#ef42cd8d7645422048d46c46ec5cdac1" title="lower bound on support">low</a>;
	116	<a name="l00151"></a><a class="code" href="classeuni.html#71b6d6b41aeb61a7f76f682b72119231">00151</a> vec <a class="code" href="classeuni.html#71b6d6b41aeb61a7f76f682b72119231" title="upper bound on support">high</a>;
	117	<a name="l00153"></a><a class="code" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4">00153</a> vec <a class="code" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4" title="internal">distance</a>;
	118	<a name="l00155"></a><a class="code" href="classeuni.html#63105490e946e43372d6187ad1bafdda">00155</a> <span class="keywordtype">double</span> <a class="code" href="classeuni.html#63105490e946e43372d6187ad1bafdda" title="normalizing coefficients">nk</a>,lnk;
	119	<a name="l00156"></a>00156 <span class="keyword">public</span>:
	120	<a name="l00157"></a>00157 <a class="code" href="classeuni.html" title="Uniform distributed density on a rectangular support.">euni</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv ) :<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv ) {}
	121	<a name="l00158"></a><a class="code" href="classeuni.html#95f29237feb32fcadf570a181d5a0918">00158</a> <span class="keywordtype">double</span> <a class="code" href="classeuni.html#95f29237feb32fcadf570a181d5a0918" title="Compute probability of argument val.">eval</a> ( <span class="keyword">const</span> vec &val ) {<span class="keywordflow">return</span> <a class="code" href="classeuni.html#63105490e946e43372d6187ad1bafdda" title="normalizing coefficients">nk</a>;}
	122	<a name="l00159"></a><a class="code" href="classeuni.html#830fca2ffb6786530529c57eabc81666">00159</a> <span class="keywordtype">double</span> <a class="code" href="classeuni.html#830fca2ffb6786530529c57eabc81666" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &val ) {<span class="keywordflow">return</span> lnk;}
	123	<a name="l00160"></a><a class="code" href="classeuni.html#0f71562e3e919aba823cb7d9d420ad4c">00160</a> vec <a class="code" href="classeuni.html#0f71562e3e919aba823cb7d9d420ad4c" title="Returns the required moment of the epdf.">sample</a>() {
	124	<a name="l00161"></a>00161 vec smp ( rv.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>() ); UniRNG.sample_vector ( rv.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>(),smp );
	125	<a name="l00162"></a>00162 <span class="keywordflow">return</span> <a class="code" href="classeuni.html#ef42cd8d7645422048d46c46ec5cdac1" title="lower bound on support">low</a>+<a class="code" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4" title="internal">distance</a>*smp;
	126	<a name="l00163"></a>00163 }
	127	<a name="l00164"></a>00164 <span class="keywordtype">void</span> set_parameters ( <span class="keyword">const</span> vec &low0, <span class="keyword">const</span> vec &high0 ) {
	128	<a name="l00165"></a>00165 <a class="code" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4" title="internal">distance</a> = high0-low0;
	129	<a name="l00166"></a>00166 it_assert_debug ( min ( <a class="code" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4" title="internal">distance</a> ) >0.0,<span class="stringliteral">"bad support"</span> );
	130	<a name="l00167"></a>00167 <a class="code" href="classeuni.html#ef42cd8d7645422048d46c46ec5cdac1" title="lower bound on support">low</a> = low0;
	131	<a name="l00168"></a>00168 <a class="code" href="classeuni.html#71b6d6b41aeb61a7f76f682b72119231" title="upper bound on support">high</a> = high0;
	132	<a name="l00169"></a>00169 <a class="code" href="classeuni.html#63105490e946e43372d6187ad1bafdda" title="normalizing coefficients">nk</a> = prod ( 1.0/<a class="code" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4" title="internal">distance</a> );
	133	<a name="l00170"></a>00170 lnk = log ( <a class="code" href="classeuni.html#63105490e946e43372d6187ad1bafdda" title="normalizing coefficients">nk</a> );
	134	<a name="l00171"></a>00171 }
	135	<a name="l00172"></a><a class="code" href="classeuni.html#34a2f2d23158c40b97b44dfe551a1b3d">00172</a> vec <a class="code" href="classeuni.html#34a2f2d23158c40b97b44dfe551a1b3d" title="return expected value">mean</a>(){vec pom=<a class="code" href="classeuni.html#71b6d6b41aeb61a7f76f682b72119231" title="upper bound on support">high</a>; pom-=<a class="code" href="classeuni.html#ef42cd8d7645422048d46c46ec5cdac1" title="lower bound on support">low</a>; pom/=2.0; <span class="keywordflow">return</span> pom;}
	136	<a name="l00173"></a>00173 };
	137	<a name="l00174"></a>00174
	138	<a name="l00175"></a>00175
	139	<a name="l00181"></a>00181 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	140	<a name="l00182"></a><a class="code" href="classmlnorm.html">00182</a> <span class="keyword">class </span><a class="code" href="classmlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a> : <span class="keyword">public</span> mEF {
	141	<a name="l00183"></a>00183 <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T></a> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>;
	142	<a name="l00184"></a>00184 vec* _mu; <span class="comment">//cached epdf.mu;</span>
	143	<a name="l00185"></a>00185 mat A;
	144	<a name="l00186"></a>00186 <span class="keyword">public</span>:
	145	<a name="l00188"></a>00188 <a class="code" href="classmlnorm.html#f927203b3f31171c5c10ffc7caa797f5" title="Constructor.">mlnorm</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvc );
	146	<a name="l00189"></a>00189 <span class="keywordtype">void</span> set_parameters ( <span class="keyword">const</span> mat &A, <span class="keyword">const</span> sq_T &R );
	147	<a name="l00191"></a>00191 vec <a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18" title="Generate one sample of the posterior.">samplecond</a> ( vec &cond, <span class="keywordtype">double</span> &lik );
	148	<a name="l00193"></a>00193 mat <a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18" title="Generate one sample of the posterior.">samplecond</a> ( vec &cond, vec &lik, <span class="keywordtype">int</span> n );
	149	<a name="l00194"></a>00194 <span class="keywordtype">void</span> condition ( vec &cond );
	150	<a name="l00195"></a>00195 };
	151	<a name="l00196"></a>00196
	152	<a name="l00206"></a><a class="code" href="classmgamma.html">00206</a> <span class="keyword">class </span><a class="code" href="classmgamma.html" title="Gamma random walk.">mgamma</a> : <span class="keyword">public</span> mEF {
	153	<a name="l00207"></a>00207 <a class="code" href="classegamma.html" title="Gamma posterior density.">egamma</a> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>;
	154	<a name="l00208"></a>00208 <span class="keywordtype">double</span> k;
	155	<a name="l00209"></a>00209 vec* _beta;
	156	<a name="l00210"></a>00210
	157	<a name="l00211"></a>00211 <span class="keyword">public</span>:
	158	<a name="l00213"></a>00213 <a class="code" href="classmgamma.html#af43e61b86900c0398d5c0ffc83b94e6" title="Constructor.">mgamma</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv,<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvc );
	159	<a name="l00214"></a>00214 <span class="keywordtype">void</span> set_parameters ( <span class="keywordtype">double</span> k );
	160	<a name="l00216"></a>00216 vec <a class="code" href="classmgamma.html#9f40dc43885085fad8e3d6652b79e139" title="Generate one sample of the posterior.">samplecond</a> ( vec &cond, <span class="keywordtype">double</span> &lik );
	161	<a name="l00218"></a>00218 mat <a class="code" href="classmgamma.html#9f40dc43885085fad8e3d6652b79e139" title="Generate one sample of the posterior.">samplecond</a> ( vec &cond, vec &lik, <span class="keywordtype">int</span> n );
	162	<a name="l00219"></a>00219 <span class="keywordtype">void</span> condition ( <span class="keyword">const</span> vec &val ) {*_beta=k/val;};
	163	<a name="l00220"></a>00220 };
	164	<a name="l00221"></a>00221
	165	<a name="l00223"></a><a class="code" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212">00223</a> <span class="keyword">enum</span> <a class="code" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212" title="Switch between various resampling methods.">RESAMPLING_METHOD</a> { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 };
	166	<a name="l00229"></a><a class="code" href="classeEmp.html">00229</a> <span class="keyword">class </span><a class="code" href="classeEmp.html" title="Weighted empirical density.">eEmp</a>: <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> {
	167	<a name="l00230"></a>00230 <span class="keyword">protected</span> :
	168	<a name="l00232"></a><a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd">00232</a> <span class="keywordtype">int</span> <a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a>;
	169	<a name="l00233"></a>00233 vec w;
	170	<a name="l00234"></a>00234 Array<vec> samples;
	171	<a name="l00235"></a>00235 <span class="keyword">public</span>:
	172	<a name="l00236"></a>00236 <a class="code" href="classeEmp.html" title="Weighted empirical density.">eEmp</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv0 ) :<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv0 ) {};
	173	<a name="l00237"></a>00237 <span class="keywordtype">void</span> set_parameters ( <span class="keyword">const</span> vec &w0, <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* pdf0 );
	174	<a name="l00239"></a><a class="code" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b">00239</a> vec& <a class="code" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b" title="Potentially dangerous, use with care.">_w</a>() {<span class="keywordflow">return</span> w;};
	175	<a name="l00240"></a>00240 Array<vec>& _samples() {<span class="keywordflow">return</span> samples;};
	176	<a name="l00242"></a>00242 ivec <a class="code" href="classeEmp.html#77268292fc4465cb73ddbfb1f2932a59" title="Function performs resampling, i.e. removal of low-weight samples and duplication...">resample</a> ( <a class="code" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212" title="Switch between various resampling methods.">RESAMPLING_METHOD</a> method = SYSTEMATIC );
	177	<a name="l00243"></a><a class="code" href="classeEmp.html#c9b44099a400579b88aff9f5afaf9c13">00243</a> vec <a class="code" href="classeEmp.html#c9b44099a400579b88aff9f5afaf9c13" title="Returns the required moment of the epdf.">sample</a>() {it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0;}
	178	<a name="l00244"></a><a class="code" href="classeEmp.html#de42454cb65a17fd8662d207dd59aacf">00244</a> vec <a class="code" href="classeEmp.html#de42454cb65a17fd8662d207dd59aacf" title="return expected value">mean</a>(){vec pom;
	179	<a name="l00245"></a>00245 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i=0;i<<a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a>;i++){pom+=samples(i)*w(i);}
	180	<a name="l00246"></a>00246 <span class="keywordflow">return</span> pom;
	181	<a name="l00247"></a>00247 }
	182	<a name="l00248"></a>00248 };
	183	<a name="l00249"></a>00249
	184	<a name="l00250"></a>00250
	185	<a name="l00252"></a>00252
	186	<a name="l00253"></a>00253 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	187	<a name="l00254"></a>00254 <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T>::enorm</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv ) :<a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a>(), mu ( rv.count() ),R ( rv.count() ),_iR ( rv.count() ),cached ( false ),dim ( rv.count() ) {};
	188	<a name="l00255"></a>00255
	189	<a name="l00256"></a>00256 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	190	<a name="l00257"></a>00257 <span class="keywordtype">void</span> <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T>::set_parameters</a> ( <span class="keyword">const</span> vec &mu0, <span class="keyword">const</span> sq_T &R0 ) {
	191	<a name="l00258"></a>00258 <span class="comment">//Fixme test dimensions of mu0 and R0;</span>
	192	<a name="l00259"></a>00259 mu = mu0;
	193	<a name="l00260"></a>00260 R = R0;
	194	<a name="l00261"></a>00261 <span class="keywordflow">if</span> ( _iR.rows() !=R.rows() ) _iR=R; <span class="comment">// memory allocation!</span>
	195	<a name="l00262"></a>00262 R.inv ( _iR ); <span class="comment">//update cache</span>
	196	<a name="l00263"></a>00263 cached=<span class="keyword">true</span>;
	197	<a name="l00264"></a>00264 };
	198	<a name="l00265"></a>00265
	199	<a name="l00266"></a>00266 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	200	<a name="l00267"></a>00267 <span class="keywordtype">void</span> <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T>::dupdate</a> ( mat &v, <span class="keywordtype">double</span> nu ) {
	201	<a name="l00268"></a>00268 <span class="comment">//</span>
	202	<a name="l00269"></a>00269 };
	203	<a name="l00270"></a>00270
	204	<a name="l00271"></a>00271 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	205	<a name="l00272"></a><a class="code" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a">00272</a> <span class="keywordtype">void</span> <a class="code" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a" title="tupdate in exponential form (not really handy)">enorm<sq_T>::tupdate</a> ( <span class="keywordtype">double</span> phi, mat &vbar, <span class="keywordtype">double</span> nubar ) {
	206	<a name="l00273"></a>00273 <span class="comment">//</span>
	207	<a name="l00274"></a>00274 };
	208	<a name="l00275"></a>00275
	209	<a name="l00276"></a>00276 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	210	<a name="l00277"></a><a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">00277</a> vec <a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023" title="Returns the required moment of the epdf.">enorm<sq_T>::sample</a>() {
	211	<a name="l00278"></a>00278 vec x ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a> );
	212	<a name="l00279"></a>00279 NorRNG.sample_vector ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a>,x );
	213	<a name="l00280"></a>00280 vec smp = <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult ( x );
	214	<a name="l00281"></a>00281
	215	<a name="l00282"></a>00282 smp += <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>;
	216	<a name="l00283"></a>00283 <span class="keywordflow">return</span> smp;
	217	<a name="l00284"></a>00284 };
	218	<a name="l00285"></a>00285
	219	<a name="l00286"></a>00286 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	220	<a name="l00287"></a>00287 mat <a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023" title="Returns the required moment of the epdf.">enorm<sq_T>::sample</a> ( <span class="keywordtype">int</span> N ) {
	221	<a name="l00288"></a>00288 mat X ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a>,N );
	222	<a name="l00289"></a>00289 vec x ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a> );
	223	<a name="l00290"></a>00290 vec pom;
	224	<a name="l00291"></a>00291 <span class="keywordtype">int</span> i;
	225	<a name="l00292"></a>00292
	226	<a name="l00293"></a>00293 <span class="keywordflow">for</span> ( i=0;i<N;i++ ) {
	227	<a name="l00294"></a>00294 NorRNG.sample_vector ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a>,x );
	228	<a name="l00295"></a>00295 pom = <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult ( x );
	229	<a name="l00296"></a>00296 pom +=<a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>;
	230	<a name="l00297"></a>00297 X.set_col ( i, pom );
	231	<a name="l00298"></a>00298 }
	232	<a name="l00299"></a>00299
	233	<a name="l00300"></a>00300 <span class="keywordflow">return</span> X;
	234	<a name="l00301"></a>00301 };
	235	<a name="l00302"></a>00302
	236	<a name="l00303"></a>00303 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	237	<a name="l00304"></a><a class="code" href="classenorm.html#93107f05a8e9b34b64853767200121a4">00304</a> <span class="keywordtype">double</span> <a class="code" href="classenorm.html#93107f05a8e9b34b64853767200121a4" title="Compute probability of argument val.">enorm<sq_T>::eval</a> ( <span class="keyword">const</span> vec &val ) {
	238	<a name="l00305"></a>00305 <span class="keywordtype">double</span> pdfl,e;
	239	<a name="l00306"></a>00306 pdfl = <a class="code" href="classenorm.html#9517594915e897584eaebbb057ed8881" title="Compute log-probability of argument val.">evalpdflog</a> ( val );
	240	<a name="l00307"></a>00307 e = exp ( pdfl );
	241	<a name="l00308"></a>00308 <span class="keywordflow">return</span> e;
	242	<a name="l00309"></a>00309 };
	243	<a name="l00310"></a>00310
	244	<a name="l00311"></a>00311 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	245	<a name="l00312"></a><a class="code" href="classenorm.html#9517594915e897584eaebbb057ed8881">00312</a> <span class="keywordtype">double</span> <a class="code" href="classenorm.html#9517594915e897584eaebbb057ed8881" title="Compute log-probability of argument val.">enorm<sq_T>::evalpdflog</a> ( <span class="keyword">const</span> vec &val ) {
	246	<a name="l00313"></a>00313 <span class="keywordflow">if</span> ( !<a class="code" href="classenorm.html#ae12db77283a96e0f14a3eae93dc3bf1" title="indicator if _iR is chached">cached</a> ) {<a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.inv ( <a class="code" href="classenorm.html#82f39ac49911d7097f4bfe385deba355" title="Cache: _iR = inv(R);.">_iR</a> );<a class="code" href="classenorm.html#ae12db77283a96e0f14a3eae93dc3bf1" title="indicator if _iR is chached">cached</a>=<span class="keyword">true</span>;}
	247	<a name="l00314"></a>00314
	248	<a name="l00315"></a>00315 <span class="keywordflow">return</span> -0.5* ( <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.cols() *0.79817986835811504957 +<a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.logdet() +<a class="code" href="classenorm.html#82f39ac49911d7097f4bfe385deba355" title="Cache: _iR = inv(R);.">_iR</a>.qform ( <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>-val ) );
	249	<a name="l00316"></a>00316 };
	250	<a name="l00317"></a>00317
	251	<a name="l00318"></a>00318
	252	<a name="l00319"></a>00319 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	253	<a name="l00320"></a><a class="code" href="classmlnorm.html#f927203b3f31171c5c10ffc7caa797f5">00320</a> <a class="code" href="classmlnorm.html#f927203b3f31171c5c10ffc7caa797f5" title="Constructor.">mlnorm<sq_T>::mlnorm</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv0,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvc0 ) :mEF ( rv0,rvc0 ),<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv ),A ( rv0.count(),rv0.count() ) {
	254	<a name="l00321"></a>00321 _mu = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>._mu();
	255	<a name="l00322"></a>00322 }
	256	<a name="l00323"></a>00323
	257	<a name="l00324"></a>00324 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	258	<a name="l00325"></a>00325 <span class="keywordtype">void</span> <a class="code" href="classmlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm<sq_T>::set_parameters</a> ( <span class="keyword">const</span> mat &A0, <span class="keyword">const</span> sq_T &R0 ) {
	259	<a name="l00326"></a>00326 <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.set_parameters ( zeros ( rv.count() ),R0 );
	260	<a name="l00327"></a>00327 A = A0;
	261	<a name="l00328"></a>00328 }
	262	<a name="l00329"></a>00329
	263	<a name="l00330"></a>00330 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	264	<a name="l00331"></a><a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18">00331</a> vec <a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18" title="Generate one sample of the posterior.">mlnorm<sq_T>::samplecond</a> ( vec &cond, <span class="keywordtype">double</span> &lik ) {
	265	<a name="l00332"></a>00332 this->condition ( cond );
	266	<a name="l00333"></a>00333 vec smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample();
	267	<a name="l00334"></a>00334 lik = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval ( smp );
	268	<a name="l00335"></a>00335 <span class="keywordflow">return</span> smp;
	269	<a name="l00336"></a>00336 }
	270	<a name="l00337"></a>00337
	271	<a name="l00338"></a>00338 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	272	<a name="l00339"></a><a class="code" href="classmlnorm.html#215fb88cc8b95d64cdefd6849abdd1e8">00339</a> mat <a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18" title="Generate one sample of the posterior.">mlnorm<sq_T>::samplecond</a> ( vec &cond, vec &lik, <span class="keywordtype">int</span> n ) {
	273	<a name="l00340"></a>00340 <span class="keywordtype">int</span> i;
	274	<a name="l00341"></a>00341 <span class="keywordtype">int</span> dim = rv.count();
	275	<a name="l00342"></a>00342 mat Smp ( dim,n );
	276	<a name="l00343"></a>00343 vec smp ( dim );
	277	<a name="l00344"></a>00344 this->condition ( cond );
	278	<a name="l00345"></a>00345
	279	<a name="l00346"></a>00346 <span class="keywordflow">for</span> ( i=0; i<n; i++ ) {
	280	<a name="l00347"></a>00347 smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample();
	281	<a name="l00348"></a>00348 lik ( i ) = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval ( smp );
	282	<a name="l00349"></a>00349 Smp.set_col ( i ,smp );
	283	<a name="l00350"></a>00350 }
	284	<a name="l00351"></a>00351
	285	<a name="l00352"></a>00352 <span class="keywordflow">return</span> Smp;
	286	<a name="l00353"></a>00353 }
	287	<a name="l00354"></a>00354
	288	<a name="l00355"></a>00355 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	289	<a name="l00356"></a>00356 <span class="keywordtype">void</span> <a class="code" href="classmlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm<sq_T>::condition</a> ( vec &cond ) {
	290	<a name="l00357"></a>00357 _mu = Acond;
	291	<a name="l00358"></a>00358 <span class="comment">//R is already assigned;</span>
	292	<a name="l00359"></a>00359 }
	293	<a name="l00360"></a>00360
	294	<a name="l00362"></a>00362
	295	<a name="l00363"></a>00363
	296	<a name="l00364"></a>00364 <span class="preprocessor">#endif //EF_H</span>
	297	</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by
161	298	<a href="http://www.doxygen.org/index.html">
162	299	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/libEF_8h.html ¶

r28	r32
19	19	<code>#include "<a class="el" href="libDC_8h-source.html">../math/libDC.h</a>"</code><br>
20	20	<code>#include "<a class="el" href="libBM_8h-source.html">libBM.h</a>"</code><br>
	21	<code>#include "../itpp_ext.h"</code><br>
21	22
22	23	<p>
…	…
26	27	<p><center><img src="libEF_8h__incl.png" border="0" usemap="#work/mixpp/bdm/stat/libEF.h_map" alt=""></center>
27	28	<map name="work/mixpp/bdm/stat/libEF.h_map">
28		<area shape="rect" title="Probability distributions for Exponential Family models." alt="" coords="57,161,156,188"><area shape="rect" href="libDC_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="48,84,165,111"><area shape="rect" href="libBM_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="189,84,256,111"></map>
	29	<area shape="rect" title="Probability distributions for Exponential Family models." alt="" coords="105,161,204,188"><area shape="rect" href="libDC_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="39,84,156,111"><area shape="rect" href="libBM_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="180,84,247,111"><area shape="rect" href="itpp__ext_8h-source.html" title="Probability distributions for Exponential Family models." alt="" coords="271,84,367,111"></map>
	30	</div>
	31
	32	<p>
	33	<div class="dynheader">
	34	This graph shows which files directly or indirectly include this file:</div>
	35	<div class="dynsection">
	36	<p><center><img src="libEF_8h__dep__incl.png" border="0" usemap="#work/mixpp/bdm/stat/libEF.hdep_map" alt=""></center>
	37	<map name="work/mixpp/bdm/stat/libEF.hdep_map">
	38	<area shape="rect" href="libKF_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="5,84,219,111"><area shape="rect" href="libPF_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="243,84,456,111"></map>
29	39	</div>
30	40
…	…
41	51
42	52	<tr><td class="mdescLeft"> </td><td class="mdescRight">Gaussian density with positive definite (decomposed) covariance matrix. <a href="classenorm.html#_details">More...</a><br></td></tr>
43		<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><b>mlnorm< sq_T ></b></td></tr>
	53	<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html">egamma</a></td></tr>
	54
	55	<tr><td class="mdescLeft"> </td><td class="mdescRight">Gamma posterior density. <a href="classegamma.html#_details">More...</a><br></td></tr>
	56	<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classemix.html">emix</a></td></tr>
	57
	58	<tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted mixture of epdfs with external owned components. <a href="classemix.html#_details">More...</a><br></td></tr>
	59	<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classeuni.html">euni</a></td></tr>
	60
	61	<tr><td class="mdescLeft"> </td><td class="mdescRight">Uniform distributed density on a rectangular support. <a href="classeuni.html#_details">More...</a><br></td></tr>
	62	<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html">mlnorm< sq_T ></a></td></tr>
	63
	64	<tr><td class="mdescLeft"> </td><td class="mdescRight">Normal distributed linear function with linear function of mean value;. <a href="classmlnorm.html#_details">More...</a><br></td></tr>
	65	<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html">mgamma</a></td></tr>
	66
	67	<tr><td class="mdescLeft"> </td><td class="mdescRight">Gamma random walk. <a href="classmgamma.html#_details">More...</a><br></td></tr>
	68	<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEmp.html">eEmp</a></td></tr>
	69
	70	<tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted empirical density. <a href="classeEmp.html#_details">More...</a><br></td></tr>
	71	<tr><td colspan="2"><br><h2>Enumerations</h2></td></tr>
	72	<tr><td class="memItemLeft" nowrap align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><a class="el" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212">RESAMPLING_METHOD</a> { <b>MULTINOMIAL</b> = 0,
	73	<b>STRATIFIED</b> = 1,
	74	<b>SYSTEMATIC</b> = 3
	75	}</td></tr>
	76
	77	<tr><td class="mdescLeft"> </td><td class="mdescRight">Switch between various resampling methods. <br></td></tr>
	78	<tr><td colspan="2"><br><h2>Variables</h2></td></tr>
	79	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2ae7dcdfebede774dd1b1f16cad10dd9"></a><!-- doxytag: member="libEF.h::UniRNG" ref="2ae7dcdfebede774dd1b1f16cad10dd9" args="" -->
	80	Uniform_RNG </td><td class="memItemRight" valign="bottom"><a class="el" href="libEF_8h.html#2ae7dcdfebede774dd1b1f16cad10dd9">UniRNG</a></td></tr>
	81
	82	<tr><td class="mdescLeft"> </td><td class="mdescRight">Global Uniform_RNG. <br></td></tr>
	83	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="395c5925c8792aef3be4c360e91526c0"></a><!-- doxytag: member="libEF.h::NorRNG" ref="395c5925c8792aef3be4c360e91526c0" args="" -->
	84	Normal_RNG </td><td class="memItemRight" valign="bottom"><b>NorRNG</b></td></tr>
	85
	86	<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="884a8348c92a49725b78e2b6ab0bb802"></a><!-- doxytag: member="libEF.h::GamRNG" ref="884a8348c92a49725b78e2b6ab0bb802" args="" -->
	87	<a class="el" href="classitpp_1_1Gamma__RNG.html">Gamma_RNG</a> </td><td class="memItemRight" valign="bottom"><b>GamRNG</b></td></tr>
44	88
45	89	</table>
…	…
49	93	<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl>
50	94	----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p>
51		Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48~~:40 2008 for mixpp by
	95	Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by
52	96	<a href="http://www.doxygen.org/index.html">
53	97	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/libEF_8h__incl.map ¶

r23	r32
1		<area shape="rect" title="Probability distributions for Exponential Family models." alt="" coords="57,161,156,188">
2		<area shape="rect" href="$libDC_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="48,84,165,111">
3		<area shape="rect" href="$libBM_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="189,84,256,111">
	1	<area shape="rect" title="Probability distributions for Exponential Family models." alt="" coords="105,161,204,188">
	2	<area shape="rect" href="$libDC_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="39,84,156,111">
	3	<area shape="rect" href="$libBM_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="180,84,247,111">
	4	<area shape="rect" href="$itpp__ext_8h-source.html" title="Probability distributions for Exponential Family models." alt="" coords="271,84,367,111">

TabularUnified doc/html/libEF_8h__incl.md5 ¶

r23	r32
1		c1a5815749bd100c7f3b158f97453358
	1	ffbb543ddc54eeeeed9c27c6bb6e909f

TabularUnified doc/html/libFN_8h-source.html ¶

r28	r32
103	103	<a name="l00109"></a>00109 }
104	104	<a name="l00110"></a>00110 };
105		</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:39~~ 2008 for mixpp by
	105	</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by
106	106	<a href="http://www.doxygen.org/index.html">
107	107	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/libKF_8h-source.html ¶

r28	r32
20	20	<a name="l00016"></a>00016 <span class="preprocessor">#include <itpp/itbase.h></span>
21	21	<a name="l00017"></a>00017 <span class="preprocessor">#include "../stat/libFN.h"</span>
22		<a name="l00018"></a>00018 <span class="preprocessor">#include "../~~math/libDC~~.h"</span>
	22	<a name="l00018"></a>00018 <span class="preprocessor">#include "../stat/libEF.h"</span>
23	23	<a name="l00019"></a>00019
24	24	<a name="l00020"></a>00020
25	25	<a name="l00021"></a>00021 <span class="keyword">using namespace </span>itpp;
26	26	<a name="l00022"></a>00022
27		<a name="l00026"></a><a class="code" href="classKalmanFull.html">00026</a> <span class="keyword">class </span><a class="code" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted...">KalmanFull</a> ~~: <span class="keyword">public</span> <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a>~~ {
	27	<a name="l00026"></a><a class="code" href="classKalmanFull.html">00026</a> <span class="keyword">class </span><a class="code" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted...">KalmanFull</a> {
28	28	<a name="l00027"></a>00027 <span class="keywordtype">int</span> dimx, dimy, dimu;
29	29	<a name="l00028"></a>00028 mat A, B, C, D, R, Q;
…	…
38	38	<a name="l00039"></a>00039 <span class="keyword">public</span>:
39	39	<a name="l00041"></a>00041 <a class="code" href="classKalmanFull.html#7197ab6e7380790006394eabd3b97043" title="Full constructor.">KalmanFull</a> ( mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0);
40		<a name="l00043"></a>00043 <span class="keywordtype">void</span> <a class="code" href="classKalmanFull.html#048b13739b94c331cda08249b278552b" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>=<span class="keyword">true</span>);
	40	<a name="l00043"></a>00043 <span class="keywordtype">void</span> <a class="code" href="classKalmanFull.html#13a041cd98ff157703766be275a657bb" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &dt);
41	41	<a name="l00044"></a>00044
42	42	<a name="l00045"></a>00045 <span class="keyword">friend</span> std::ostream &operator<< ( std::ostream &os, <span class="keyword">const</span> <a class="code" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted...">KalmanFull</a> &kf );
…	…
48	48	<a name="l00054"></a><a class="code" href="classKalman.html">00054</a> <span class="keyword">class </span><a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> : <span class="keyword">public</span> <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> {
49	49	<a name="l00055"></a>00055 <span class="keyword">protected</span>:
50		<a name="l00056"></a>00056 <span class="keywordtype">int</span> dimx, dimy, dimu;
51		<a name="l00057"></a>00057 mat A, B, C, D;
52		<a name="l00058"></a>00058 sq_T R, Q;
53		<a name="l00059"></a>00059
54		<a name="l00060"></a>00060 <span class="comment">//cache</span>
55		<a name="l00061"></a>00061 mat _K;
56		<a name="l00062"></a>00062 vec _yp;
57		<a name="l00063"></a>00063 sq_T _Ry,_iRy;
58		<a name="l00064"></a>00064 <span class="keyword">public</span>:
59		<a name="l00065"></a>00065 <span class="comment">//posterior </span>
60		<a name="l00067"></a><a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed">00067</a> <span class="comment"></span> vec <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>;
61		<a name="l00069"></a><a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3">00069</a> sq_T <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>;
62		<a name="l00070"></a>00070
63		<a name="l00071"></a>00071 <span class="keyword">public</span>:
64		<a name="l00073"></a>00073 <a class="code" href="classKalman.html#96958a5ebfa966d892137987f265083a" title="Default constructor.">Kalman</a> (<span class="keywordtype">int</span> dimx, <span class="keywordtype">int</span> dimu, <span class="keywordtype">int</span> dimy);
65		<a name="l00075"></a>00075 <a class="code" href="classKalman.html#96958a5ebfa966d892137987f265083a" title="Default constructor.">Kalman</a> ( mat A0, mat B0, mat C0, mat D0, sq_T R0, sq_T Q0, sq_T P0, vec mu0 );
66		<a name="l00077"></a>00077 <span class="keywordtype">void</span> <a class="code" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>=<span class="keyword">true</span>);
67		<a name="l00078"></a>00078
68		<a name="l00079"></a>00079 <span class="keyword">friend</span> std::ostream &operator<< ( std::ostream &os, <span class="keyword">const</span> <a class="code" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted...">KalmanFull</a> &kf );
69		<a name="l00080"></a>00080
70		<a name="l00081"></a>00081 };
71		<a name="l00082"></a>00082
72		<a name="l00088"></a>00088 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
73		<a name="l00089"></a><a class="code" href="classEKF.html">00089</a> <span class="keyword">class </span><a class="code" href="classEKF.html" title="Extended Kalman Filter.">EKF</a> : <span class="keyword">public</span> <a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a><fsqmat> {
74		<a name="l00091"></a>00091 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu;
75		<a name="l00093"></a>00093 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu;
76		<a name="l00094"></a>00094 <span class="keyword">public</span>:
77		<a name="l00096"></a>00096 <a class="code" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e" title="Default constructor.">EKF</a> (<a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu, <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu, sq_T Q0, sq_T R0, vec mu0, mat P0);
78		<a name="l00098"></a>00098 <span class="keywordtype">void</span> <a class="code" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>=<span class="keyword">true</span>);
79		<a name="l00099"></a>00099 };
80		<a name="l00100"></a>00100
81		<a name="l00102"></a>00102
82		<a name="l00103"></a>00103 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
83		<a name="l00104"></a><a class="code" href="classKalman.html#96958a5ebfa966d892137987f265083a">00104</a> <a class="code" href="classKalman.html#96958a5ebfa966d892137987f265083a" title="Default constructor.">Kalman<sq_T>::Kalman</a>( <span class="keywordtype">int</span> dx, <span class="keywordtype">int</span> du, <span class="keywordtype">int</span> dy): <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a>(), dimx(dx),dimy(dy),dimu(du){
84		<a name="l00105"></a>00105 A = mat(dimx,dimx);
85		<a name="l00106"></a>00106 B = mat(dimx,dimu);
86		<a name="l00107"></a>00107 C = mat(dimy,dimx);
87		<a name="l00108"></a>00108 D = mat(dimy,dimu);
88		<a name="l00109"></a>00109
89		<a name="l00110"></a>00110 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> = vec(dimx);
90		<a name="l00111"></a>00111 <span class="comment">//TODO Initialize the rest?</span>
91		<a name="l00112"></a>00112 };
92		<a name="l00113"></a>00113
93		<a name="l00114"></a>00114 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
94		<a name="l00115"></a><a class="code" href="classKalman.html#83118f4bd2ecbc70b03cfd573088ed6f">00115</a> <a class="code" href="classKalman.html#96958a5ebfa966d892137987f265083a" title="Default constructor.">Kalman<sq_T>::Kalman</a>(<span class="keyword">const</span> mat A0,<span class="keyword">const</span> mat B0, <span class="keyword">const</span> mat C0, <span class="keyword">const</span> mat D0, <span class="keyword">const</span> sq_T R0, <span class="keyword">const</span> sq_T Q0, <span class="keyword">const</span> sq_T P0, <span class="keyword">const</span> vec mu0 ): <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a>() {
95		<a name="l00116"></a>00116 dimx = A0.rows();
96		<a name="l00117"></a>00117 dimu = B0.cols();
97		<a name="l00118"></a>00118 dimy = C0.rows();
98		<a name="l00119"></a>00119
99		<a name="l00120"></a>00120 it_assert_debug( A0.cols()==dimx, <span class="stringliteral">"Kalman: A is not square"</span> );
100		<a name="l00121"></a>00121 it_assert_debug( B0.rows()==dimx, <span class="stringliteral">"Kalman: B is not compatible"</span> );
101		<a name="l00122"></a>00122 it_assert_debug( C0.cols()==dimx, <span class="stringliteral">"Kalman: C is not square"</span> );
102		<a name="l00123"></a>00123 it_assert_debug(( D0.rows()==dimy ) \|\| ( D0.cols()==dimu ), <span class="stringliteral">"Kalman: D is not compatible"</span> );
103		<a name="l00124"></a>00124 it_assert_debug(( R0.cols()==dimy ) \|\| ( R0.rows()==dimy ), <span class="stringliteral">"Kalman: R is not compatible"</span> );
104		<a name="l00125"></a>00125 it_assert_debug(( Q0.cols()==dimx ) \|\| ( Q0.rows()==dimx ), <span class="stringliteral">"Kalman: Q is not compatible"</span> );
105		<a name="l00126"></a>00126
106		<a name="l00127"></a>00127 A = A0;
107		<a name="l00128"></a>00128 B = B0;
108		<a name="l00129"></a>00129 C = C0;
109		<a name="l00130"></a>00130 D = D0;
110		<a name="l00131"></a>00131 R = R0;
111		<a name="l00132"></a>00132 Q = Q0;
112		<a name="l00133"></a>00133 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> = mu0;
113		<a name="l00134"></a>00134 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a> = P0;
	50	<a name="l00056"></a>00056 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvy;
	51	<a name="l00057"></a>00057 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvu;
	52	<a name="l00058"></a>00058 <span class="keywordtype">int</span> dimx, dimy, dimu;
	53	<a name="l00059"></a>00059 mat A, B, C, D;
	54	<a name="l00060"></a>00060 sq_T R, Q;
	55	<a name="l00061"></a>00061
	56	<a name="l00063"></a><a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">00063</a> <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T></a> <a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424" title="posterior density on $x_t$">est</a>;
	57	<a name="l00065"></a><a class="code" href="classKalman.html#e580ab06483952bd03f2e651763e184f">00065</a> <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T></a> <a class="code" href="classKalman.html#e580ab06483952bd03f2e651763e184f" title="preditive density on $y_t$">fy</a>;
	58	<a name="l00066"></a>00066
	59	<a name="l00067"></a>00067 mat _K;
	60	<a name="l00068"></a>00068 <span class="comment">//cache of fy</span>
	61	<a name="l00069"></a>00069 vec* _yp;
	62	<a name="l00070"></a>00070 sq_T* _Ry,*_iRy;
	63	<a name="l00071"></a>00071 <span class="comment">//cache of est</span>
	64	<a name="l00072"></a>00072 vec* _mu;
	65	<a name="l00073"></a>00073 sq_T* _P, *_iP;
	66	<a name="l00074"></a>00074
	67	<a name="l00075"></a>00075 <span class="keyword">public</span>:
	68	<a name="l00077"></a>00077 <a class="code" href="classKalman.html#3d56b0a97b8c1e25fdd3b10eef3c2ad3" title="Default constructor.">Kalman</a> (<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvx0, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvy0, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvu0);
	69	<a name="l00079"></a>00079 <a class="code" href="classKalman.html#3d56b0a97b8c1e25fdd3b10eef3c2ad3" title="Default constructor.">Kalman</a> (<span class="keyword">const</span> <a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman<sq_T></a> &K0);
	70	<a name="l00081"></a>00081 <span class="keywordtype">void</span> <a class="code" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a" title="Set parameters with check of relevance.">set_parameters</a> (<span class="keyword">const</span> mat &A0,<span class="keyword">const</span> mat &B0,<span class="keyword">const</span> mat &C0,<span class="keyword">const</span> mat &D0,<span class="keyword">const</span> sq_T &R0,<span class="keyword">const</span> sq_T &Q0);
	71	<a name="l00083"></a><a class="code" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">00083</a> <span class="keywordtype">void</span> <a class="code" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0" title="Set estimate values, used e.g. in initialization.">set_est</a>(<span class="keyword">const</span> vec &mu0, <span class="keyword">const</span> sq_T &P0 ){<a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424" title="posterior density on $x_t$">est</a>.set_parameters(mu0,P0);};
	72	<a name="l00085"></a>00085 <span class="keywordtype">void</span> <a class="code" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &dt);
	73	<a name="l00086"></a><a class="code" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">00086</a> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>& <a class="code" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>(){<span class="keywordflow">return</span> <a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424" title="posterior density on $x_t$">est</a>;}
	74	<a name="l00087"></a>00087 <span class="comment">// friend std::ostream &operator<< ( std::ostream &os, const Kalman<sq_T> &kf );</span>
	75	<a name="l00088"></a>00088
	76	<a name="l00090"></a>00090 };
	77	<a name="l00091"></a>00091
	78	<a name="l00097"></a>00097 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	79	<a name="l00098"></a><a class="code" href="classEKF.html">00098</a> <span class="keyword">class </span><a class="code" href="classEKF.html" title="Extended Kalman Filter.">EKF</a> : <span class="keyword">public</span> <a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a><ldmat> {
	80	<a name="l00100"></a>00100 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu;
	81	<a name="l00102"></a>00102 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu;
	82	<a name="l00103"></a>00103 <span class="keyword">public</span>:
	83	<a name="l00105"></a>00105 <a class="code" href="classEKF.html#ea4f3254cacf0a92d2a820b1201d049e" title="Default constructor.">EKF</a> (<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvx, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvy, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvu);
	84	<a name="l00106"></a>00106 <span class="keywordtype">void</span> set_parameters(<a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu, <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu, <span class="keyword">const</span> sq_T Q0, <span class="keyword">const</span> sq_T R0);
	85	<a name="l00108"></a>00108 <span class="keywordtype">void</span> <a class="code" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &dt);
	86	<a name="l00109"></a>00109 };
	87	<a name="l00110"></a>00110
	88	<a name="l00114"></a><a class="code" href="classKFcondQR.html">00114</a> <span class="keyword">class </span><a class="code" href="classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q.">KFcondQR</a> : <span class="keyword">public</span> <a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a><ldmat>, <span class="keyword">public</span> <a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> {
	89	<a name="l00115"></a>00115 <span class="comment">//protected:</span>
	90	<a name="l00116"></a>00116 <span class="keyword">public</span>:
	91	<a name="l00117"></a>00117 <a class="code" href="classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q.">KFcondQR</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvx, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvy, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvu): <a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman<ldmat></a>(rvx, rvy,rvu){};
	92	<a name="l00118"></a>00118 <span class="keywordtype">void</span> <a class="code" href="classKFcondQR.html#c9ecf292a85327aa6309c9fd70ceb606" title="Substitute val for rvc.">condition</a>(<span class="keyword">const</span> vec &RQ);
	93	<a name="l00119"></a>00119 };
	94	<a name="l00120"></a>00120
	95	<a name="l00122"></a>00122
	96	<a name="l00123"></a>00123 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	97	<a name="l00124"></a><a class="code" href="classKalman.html#ce38e31810aea4db45a83ad05eaba009">00124</a> <a class="code" href="classKalman.html#3d56b0a97b8c1e25fdd3b10eef3c2ad3" title="Default constructor.">Kalman<sq_T>::Kalman</a>(<span class="keyword">const</span> <a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman<sq_T></a> &K0): <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a>(K0.rv),rvy(K0.rvy),rvu(K0.rvu),
	98	<a name="l00125"></a>00125 dimx(rv.count()), dimy(rvy.count()),dimu(rvu.count()),
	99	<a name="l00126"></a>00126 A(dimx,dimx), B(dimx,dimu), C(dimy,dimx), D(dimy,dimu),est(rv), fy(rvy){
	100	<a name="l00127"></a>00127 this-><a class="code" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a" title="Set parameters with check of relevance.">set_parameters</a>(K0.<a class="code" href="classKalman.html#5e02efe86ee91e9c74b93b425fe060b9">A</a>, K0.<a class="code" href="classKalman.html#dc87704284a6c0bca13bf51f4345a50a">B</a>, K0.<a class="code" href="classKalman.html#86a805cd6515872d1132ad0d6eb5dc13">C</a>, K0.<a class="code" href="classKalman.html#d69f774ba3335c970c1c5b1d182f4dd1">D</a>, K0.<a class="code" href="classKalman.html#11d171dc0e0ab111c56a70f98b97b3ec">R</a>, K0.<a class="code" href="classKalman.html#9b69015c800eb93f3ee49da23a6f55d9">Q</a>);
	101	<a name="l00128"></a>00128 <span class="comment">//reset copy values in pointers</span>
	102	<a name="l00129"></a>00129 _mu = K0.<a class="code" href="classKalman.html#d1f669b5b3421a070cc75d77b55ba734">_mu</a>;
	103	<a name="l00130"></a>00130 _P = K0.<a class="code" href="classKalman.html#b3388218567128a797e69b109138271d">_P</a>;
	104	<a name="l00131"></a>00131 _iP = K0.<a class="code" href="classKalman.html#b8bb7f870d69993493ba67ce40e7c3e9">_iP</a>;
	105	<a name="l00132"></a>00132 _yp = K0.<a class="code" href="classKalman.html#5188eb0329f8561f0b357af329769bf8">_yp</a>;
	106	<a name="l00133"></a>00133 _iRy = K0.<a class="code" href="classKalman.html#fbbdf31365f5a5674099599200ea193b">_iRy</a>;
	107	<a name="l00134"></a>00134 _Ry = K0.<a class="code" href="classKalman.html#e17dd745daa8a958035a334a56fa4674">_Ry</a>;
114	108	<a name="l00135"></a>00135
115		<a name="l00136"></a>00136 <span class="comment">//Fixme should we assign cache??</span>
116		<a name="l00137"></a>00137 _iRy = eye(dimy); <span class="comment">// needed in inv(_iRy)</span>
117		<a name="l00138"></a>00138 _Ry = eye(dimy); <span class="comment">// needed in inv(_iRy)</span>
118		<a name="l00139"></a>00139 }
119		<a name="l00140"></a>00140
120		<a name="l00141"></a>00141 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
121		<a name="l00142"></a><a class="code" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">00142</a> <span class="keywordtype">void</span> <a class="code" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e" title="Here dt = [yt;ut] of appropriate dimensions.">Kalman<sq_T>::bayes</a>( <span class="keyword">const</span> vec &dt , <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) {
122		<a name="l00143"></a>00143 it_assert_debug( dt.length()==( dimy+dimu ),<span class="stringliteral">"KalmanFull::bayes wrong size of dt"</span> );
123		<a name="l00144"></a>00144
124		<a name="l00145"></a>00145 vec u = dt.get( dimy,dimy+dimu-1 );
125		<a name="l00146"></a>00146 vec y = dt.get( 0,dimy-1 );
126		<a name="l00147"></a>00147 <span class="comment">//Time update</span>
127		<a name="l00148"></a>00148 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> = A<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> + Bu;
128		<a name="l00149"></a>00149 <span class="comment">//P = APA.transpose() + Q; in sq_T</span>
129		<a name="l00150"></a>00150 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.mult_sym( A );
130		<a name="l00151"></a>00151 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>+=Q;
131		<a name="l00152"></a>00152
132		<a name="l00153"></a>00153 <span class="comment">//Data update</span>
133		<a name="l00154"></a>00154 <span class="comment">//_Ry = CPC.transpose() + R; in sq_T</span>
134		<a name="l00155"></a>00155 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.mult_sym( C, _Ry);
135		<a name="l00156"></a>00156 _Ry+=R;
136		<a name="l00157"></a>00157
137		<a name="l00158"></a>00158 mat Pfull = <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.to_mat();
138		<a name="l00159"></a>00159
139		<a name="l00160"></a>00160 _Ry.inv( _iRy ); <span class="comment">// result is in _iRy;</span>
140		<a name="l00161"></a>00161 _K = PfullC.transpose()(_iRy.to_mat());
141		<a name="l00162"></a>00162 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a> -= _KCPfull; <span class="comment">// P = P -KCP;</span>
142		<a name="l00163"></a>00163 _yp = y-C<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>-Du; <span class="comment">//y prediction</span>
143		<a name="l00164"></a>00164 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> += _K*( _yp );
144		<a name="l00165"></a>00165
145		<a name="l00166"></a>00166 <span class="keywordflow">if</span> (evalll==<span class="keyword">true</span>) {
146		<a name="l00167"></a>00167 <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>+= -0.5(_Ry.cols()0.79817986835811504957 \
147		<a name="l00168"></a>00168 +_Ry.logdet() +_iRy.qform(_yp));
148		<a name="l00169"></a>00169 }
149		<a name="l00170"></a>00170 };
150		<a name="l00171"></a>00171
151		<a name="l00172"></a>00172 <span class="comment">//TODO why not const pointer??</span>
152		<a name="l00173"></a>00173
153		<a name="l00174"></a>00174 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
154		<a name="l00175"></a><a class="code" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">00175</a> <a class="code" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e" title="Default constructor.">EKF<sq_T>::EKF</a>( <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu0, <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu0, sq_T Q0, sq_T R0, vec mu0, mat P0): pfxu(pfxu0), phxu(phxu0), <a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a><<a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>>(pfxu0->_dimx(),pfxu0->_dimu(),phxu0->_dimy()) {
155		<a name="l00176"></a>00176
156		<a name="l00177"></a>00177 <span class="comment">//initialize matrices A C, later, these will be only updated!</span>
157		<a name="l00178"></a>00178 pfxu-><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),A,<span class="keyword">true</span>);
158		<a name="l00179"></a>00179 pfxu-><a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0" title="Evaluates and writes result into A .">dfdu_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),B,<span class="keyword">true</span>);
159		<a name="l00180"></a>00180 phxu-><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),C,<span class="keyword">true</span>);
160		<a name="l00181"></a>00181 phxu-><a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0" title="Evaluates and writes result into A .">dfdu_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),D,<span class="keyword">true</span>);
161		<a name="l00182"></a>00182
162		<a name="l00183"></a>00183
163		<a name="l00184"></a>00184 R = R0;
164		<a name="l00185"></a>00185 Q = Q0;
165		<a name="l00186"></a>00186 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> = mu0;
166		<a name="l00187"></a>00187 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a> = P0;
167		<a name="l00188"></a>00188
168		<a name="l00189"></a>00189 <span class="keyword">using</span> std::cout;
169		<a name="l00190"></a>00190 cout<<A<<std::endl;
170		<a name="l00191"></a>00191 cout<<B<<std::endl;
171		<a name="l00192"></a>00192 cout<<C<<std::endl;
172		<a name="l00193"></a>00193 cout<<D<<std::endl;
173		<a name="l00194"></a>00194
174		<a name="l00195"></a>00195 }
175		<a name="l00196"></a>00196
176		<a name="l00197"></a>00197 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
177		<a name="l00198"></a><a class="code" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">00198</a> <span class="keywordtype">void</span> <a class="code" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747" title="Here dt = [yt;ut] of appropriate dimensions.">EKF<sq_T>::bayes</a>( <span class="keyword">const</span> vec &dt , <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) {
178		<a name="l00199"></a>00199 it_assert_debug( dt.length()==( dimy+dimu ),<span class="stringliteral">"KalmanFull::bayes wrong size of dt"</span> );
179		<a name="l00200"></a>00200
180		<a name="l00201"></a>00201 vec u = dt.get( dimy,dimy+dimu-1 );
181		<a name="l00202"></a>00202 vec y = dt.get( 0,dimy-1 );
182		<a name="l00203"></a>00203 <span class="comment">//Time update</span>
183		<a name="l00204"></a>00204 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> = pfxu-><a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>, u);
184		<a name="l00205"></a>00205 pfxu-><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,u,A,<span class="keyword">false</span>); <span class="comment">//update A by a derivative of fx</span>
185		<a name="l00206"></a>00206
186		<a name="l00207"></a>00207 <span class="comment">//P = APA.transpose() + Q; in sq_T</span>
187		<a name="l00208"></a>00208 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.<a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC&#39;$.">mult_sym</a>( A );
188		<a name="l00209"></a>00209 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>+=Q;
189		<a name="l00210"></a>00210
190		<a name="l00211"></a>00211 <span class="comment">//Data update</span>
191		<a name="l00212"></a>00212 phxu-><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,u,C,<span class="keyword">false</span>); <span class="comment">//update C by a derivative hx</span>
192		<a name="l00213"></a>00213 <span class="comment">//_Ry = CPC.transpose() + R; in sq_T</span>
193		<a name="l00214"></a>00214 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.<a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = CVC&#39;$.">mult_sym</a>( C, _Ry);
194		<a name="l00215"></a>00215 _Ry+=R;
195		<a name="l00216"></a>00216
196		<a name="l00217"></a>00217 mat Pfull = <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.<a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>();
197		<a name="l00218"></a>00218
198		<a name="l00219"></a>00219 _Ry.<a class="code" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1" title="Matrix inversion preserving the chosen form.">inv</a>( _iRy ); <span class="comment">// result is in _iRy;</span>
199		<a name="l00220"></a>00220 _K = PfullC.transpose()(_iRy.<a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>());
200		<a name="l00221"></a>00221 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a> -= _KCPfull; <span class="comment">// P = P -KCP;</span>
201		<a name="l00222"></a>00222 _yp = y-phxu-><a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,u); <span class="comment">//y prediction</span>
202		<a name="l00223"></a>00223 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> += _K*( _yp );
203		<a name="l00224"></a>00224
204		<a name="l00225"></a>00225 <span class="keywordflow">if</span> (evalll==<span class="keyword">true</span>) {
205		<a name="l00226"></a>00226 <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>+= -0.5(_Ry.<a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>()0.79817986835811504957 \
206		<a name="l00227"></a>00227 +_Ry.<a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3" title="Logarithm of a determinant.">logdet</a>() +_iRy.<a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba" title="Evaluates quadratic form $x= v&#39;Vv$;.">qform</a>(_yp));
207		<a name="l00228"></a>00228 }
208		<a name="l00229"></a>00229 };
209		<a name="l00230"></a>00230
210		<a name="l00231"></a>00231
211		<a name="l00232"></a>00232 <span class="preprocessor">#endif // KF_H</span>
212		<a name="l00233"></a>00233 <span class="preprocessor"></span>
213		<a name="l00234"></a>00234
214		</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by
	109	<a name="l00136"></a>00136 }
	110	<a name="l00137"></a>00137
	111	<a name="l00138"></a>00138 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	112	<a name="l00139"></a><a class="code" href="classKalman.html#3d56b0a97b8c1e25fdd3b10eef3c2ad3">00139</a> <a class="code" href="classKalman.html#3d56b0a97b8c1e25fdd3b10eef3c2ad3" title="Default constructor.">Kalman<sq_T>::Kalman</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvx, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvy0, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvu0): <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a>(rvx),rvy(rvy0),rvu(rvu0),
	113	<a name="l00140"></a>00140 dimx(rvx.count()), dimy(rvy.count()),dimu(rvu.count()),
	114	<a name="l00141"></a>00141 A(dimx,dimx), B(dimx,dimu), C(dimy,dimx), D(dimy,dimu),<a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424" title="posterior density on $x_t$">est</a>(rvx), <a class="code" href="classKalman.html#e580ab06483952bd03f2e651763e184f" title="preditive density on $y_t$">fy</a>(rvy){
	115	<a name="l00142"></a>00142 <span class="comment">//assign cache</span>
	116	<a name="l00143"></a>00143 <span class="comment">//est</span>
	117	<a name="l00144"></a>00144 _mu = <a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424" title="posterior density on $x_t$">est</a>._mu();
	118	<a name="l00145"></a>00145 <a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424" title="posterior density on $x_t$">est</a>._R(_P,_iP);
	119	<a name="l00146"></a>00146
	120	<a name="l00147"></a>00147 <span class="comment">//fy</span>
	121	<a name="l00148"></a>00148 _yp = <a class="code" href="classKalman.html#e580ab06483952bd03f2e651763e184f" title="preditive density on $y_t$">fy</a>._mu();
	122	<a name="l00149"></a>00149 <a class="code" href="classKalman.html#e580ab06483952bd03f2e651763e184f" title="preditive density on $y_t$">fy</a>._R(_Ry,_iRy);
	123	<a name="l00150"></a>00150 };
	124	<a name="l00151"></a>00151
	125	<a name="l00152"></a>00152 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	126	<a name="l00153"></a><a class="code" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a">00153</a> <span class="keywordtype">void</span> <a class="code" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a" title="Set parameters with check of relevance.">Kalman<sq_T>::set_parameters</a>(<span class="keyword">const</span> mat &A0,<span class="keyword">const</span> mat &B0, <span class="keyword">const</span> mat &C0, <span class="keyword">const</span> mat &D0, <span class="keyword">const</span> sq_T &R0, <span class="keyword">const</span> sq_T &Q0) {
	127	<a name="l00154"></a>00154 it_assert_debug( A0.cols()==dimx, <span class="stringliteral">"Kalman: A is not square"</span> );
	128	<a name="l00155"></a>00155 it_assert_debug( B0.rows()==dimx, <span class="stringliteral">"Kalman: B is not compatible"</span> );
	129	<a name="l00156"></a>00156 it_assert_debug( C0.cols()==dimx, <span class="stringliteral">"Kalman: C is not square"</span> );
	130	<a name="l00157"></a>00157 it_assert_debug(( D0.rows()==dimy ) \|\| ( D0.cols()==dimu ), <span class="stringliteral">"Kalman: D is not compatible"</span> );
	131	<a name="l00158"></a>00158 it_assert_debug(( R0.cols()==dimy ) \|\| ( R0.rows()==dimy ), <span class="stringliteral">"Kalman: R is not compatible"</span> );
	132	<a name="l00159"></a>00159 it_assert_debug(( Q0.cols()==dimx ) \|\| ( Q0.rows()==dimx ), <span class="stringliteral">"Kalman: Q is not compatible"</span> );
	133	<a name="l00160"></a>00160
	134	<a name="l00161"></a>00161 A = A0;
	135	<a name="l00162"></a>00162 B = B0;
	136	<a name="l00163"></a>00163 C = C0;
	137	<a name="l00164"></a>00164 D = D0;
	138	<a name="l00165"></a>00165 R = R0;
	139	<a name="l00166"></a>00166 Q = Q0;
	140	<a name="l00167"></a>00167 }
	141	<a name="l00168"></a>00168
	142	<a name="l00169"></a>00169 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	143	<a name="l00170"></a><a class="code" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">00170</a> <span class="keywordtype">void</span> <a class="code" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c" title="Here dt = [yt;ut] of appropriate dimensions.">Kalman<sq_T>::bayes</a>( <span class="keyword">const</span> vec &dt) {
	144	<a name="l00171"></a>00171 it_assert_debug( dt.length()==( dimy+dimu ),<span class="stringliteral">"KalmanFull::bayes wrong size of dt"</span> );
	145	<a name="l00172"></a>00172
	146	<a name="l00173"></a>00173 vec u = dt.get( dimy,dimy+dimu-1 );
	147	<a name="l00174"></a>00174 vec y = dt.get( 0,dimy-1 );
	148	<a name="l00175"></a>00175 <span class="comment">//Time update</span>
	149	<a name="l00176"></a>00176 _mu = A(_mu) + Bu;
	150	<a name="l00177"></a>00177 <span class="comment">//P = APA.transpose() + Q; in sq_T</span>
	151	<a name="l00178"></a>00178 _P->mult_sym( A );
	152	<a name="l00179"></a>00179 (*_P)+=Q;
	153	<a name="l00180"></a>00180
	154	<a name="l00181"></a>00181 <span class="comment">//Data update</span>
	155	<a name="l00182"></a>00182 <span class="comment">//_Ry = CPC.transpose() + R; in sq_T</span>
	156	<a name="l00183"></a>00183 _P->mult_sym( C, *_Ry);
	157	<a name="l00184"></a>00184 (*_Ry)+=R;
	158	<a name="l00185"></a>00185
	159	<a name="l00186"></a>00186 mat Pfull = _P->to_mat();
	160	<a name="l00187"></a>00187
	161	<a name="l00188"></a>00188 _Ry->inv( *_iRy ); <span class="comment">// result is in _iRy;</span>
	162	<a name="l00189"></a>00189 _K = PfullC.transpose()(_iRy->to_mat());
	163	<a name="l00190"></a>00190
	164	<a name="l00191"></a>00191 sq_T pom((<span class="keywordtype">int</span>)Pfull.rows());
	165	<a name="l00192"></a>00192 _iRy->mult_sym_t(C*Pfull,pom);
	166	<a name="l00193"></a>00193 (_P) -= pom; <span class="comment">// P = P -PC'iRyCP;</span>
	167	<a name="l00194"></a>00194 (_yp) = C(_mu)+Du; <span class="comment">//y prediction</span>
	168	<a name="l00195"></a>00195 (_mu) += _K( y-(*_yp) );
	169	<a name="l00196"></a>00196
	170	<a name="l00197"></a>00197 <span class="keywordflow">if</span> (<a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>==<span class="keyword">true</span>) {
	171	<a name="l00198"></a>00198 <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>+=<a class="code" href="classKalman.html#e580ab06483952bd03f2e651763e184f" title="preditive density on $y_t$">fy</a>.evalpdflog(*_yp);
	172	<a name="l00199"></a>00199 }
	173	<a name="l00200"></a>00200 };
	174	<a name="l00201"></a>00201
	175	<a name="l00202"></a>00202 <span class="comment">//TODO why not const pointer??</span>
	176	<a name="l00203"></a>00203
	177	<a name="l00204"></a>00204 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	178	<a name="l00205"></a><a class="code" href="classEKF.html#ea4f3254cacf0a92d2a820b1201d049e">00205</a> <a class="code" href="classEKF.html#ea4f3254cacf0a92d2a820b1201d049e" title="Default constructor.">EKF<sq_T>::EKF</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvx0, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvy0, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvu0): <a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a><ldmat>(rvx0,rvy0,rvu0){}
	179	<a name="l00206"></a>00206
	180	<a name="l00207"></a>00207 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	181	<a name="l00208"></a>00208 <span class="keywordtype">void</span> <a class="code" href="classEKF.html" title="Extended Kalman Filter.">EKF<sq_T>::set_parameters</a>(<a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu0, <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu0,<span class="keyword">const</span> sq_T Q0,<span class="keyword">const</span> sq_T R0) {
	182	<a name="l00209"></a>00209 pfxu = pfxu0;
	183	<a name="l00210"></a>00210 phxu = phxu0;
	184	<a name="l00211"></a>00211
	185	<a name="l00212"></a>00212 <span class="comment">//initialize matrices A C, later, these will be only updated!</span>
	186	<a name="l00213"></a>00213 pfxu-><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(*_mu,zeros(dimu),A,<span class="keyword">true</span>);
	187	<a name="l00214"></a>00214 pfxu-><a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0" title="Evaluates and writes result into A .">dfdu_cond</a>(*_mu,zeros(dimu),B,<span class="keyword">true</span>);
	188	<a name="l00215"></a>00215 phxu-><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(*_mu,zeros(dimu),C,<span class="keyword">true</span>);
	189	<a name="l00216"></a>00216 phxu-><a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0" title="Evaluates and writes result into A .">dfdu_cond</a>(*_mu,zeros(dimu),D,<span class="keyword">true</span>);
	190	<a name="l00217"></a>00217
	191	<a name="l00218"></a>00218 R = R0;
	192	<a name="l00219"></a>00219 Q = Q0;
	193	<a name="l00220"></a>00220
	194	<a name="l00221"></a>00221 <span class="keyword">using</span> std::cout;
	195	<a name="l00222"></a>00222 cout<<A<<std::endl;
	196	<a name="l00223"></a>00223 cout<<B<<std::endl;
	197	<a name="l00224"></a>00224 cout<<C<<std::endl;
	198	<a name="l00225"></a>00225 cout<<D<<std::endl;
	199	<a name="l00226"></a>00226
	200	<a name="l00227"></a>00227 }
	201	<a name="l00228"></a>00228
	202	<a name="l00229"></a>00229 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
	203	<a name="l00230"></a><a class="code" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">00230</a> <span class="keywordtype">void</span> <a class="code" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7" title="Here dt = [yt;ut] of appropriate dimensions.">EKF<sq_T>::bayes</a>( <span class="keyword">const</span> vec &dt) {
	204	<a name="l00231"></a>00231 it_assert_debug( dt.length()==( dimy+dimu ),<span class="stringliteral">"KalmanFull::bayes wrong size of dt"</span> );
	205	<a name="l00232"></a>00232
	206	<a name="l00233"></a>00233 vec u = dt.get( dimy,dimy+dimu-1 );
	207	<a name="l00234"></a>00234 vec y = dt.get( 0,dimy-1 );
	208	<a name="l00235"></a>00235 <span class="comment">//Time update</span>
	209	<a name="l00236"></a>00236 _mu = pfxu-><a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a>(_mu, u);
	210	<a name="l00237"></a>00237 pfxu-><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(*_mu,u,A,<span class="keyword">false</span>); <span class="comment">//update A by a derivative of fx</span>
	211	<a name="l00238"></a>00238
	212	<a name="l00239"></a>00239 <span class="comment">//P = APA.transpose() + Q; in sq_T</span>
	213	<a name="l00240"></a>00240 _P->mult_sym( A );
	214	<a name="l00241"></a>00241 (*_P)+=Q;
	215	<a name="l00242"></a>00242
	216	<a name="l00243"></a>00243 <span class="comment">//Data update</span>
	217	<a name="l00244"></a>00244 phxu-><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(*_mu,u,C,<span class="keyword">false</span>); <span class="comment">//update C by a derivative hx</span>
	218	<a name="l00245"></a>00245 <span class="comment">//_Ry = CPC.transpose() + R; in sq_T</span>
	219	<a name="l00246"></a>00246 _P->mult_sym( C, *_Ry);
	220	<a name="l00247"></a>00247 (*_Ry)+=R;
	221	<a name="l00248"></a>00248
	222	<a name="l00249"></a>00249 mat Pfull = _P->to_mat();
	223	<a name="l00250"></a>00250
	224	<a name="l00251"></a>00251 _Ry->inv( *_iRy ); <span class="comment">// result is in _iRy;</span>
	225	<a name="l00252"></a>00252 _K = PfullC.transpose()(_iRy->to_mat());
	226	<a name="l00253"></a>00253
	227	<a name="l00254"></a>00254 sq_T pom((<span class="keywordtype">int</span>)Pfull.rows());
	228	<a name="l00255"></a>00255 _iRy->mult_sym_t(C*Pfull,pom);
	229	<a name="l00256"></a>00256 (_P) -= pom; <span class="comment">// P = P -PC'iRyCP;</span>
	230	<a name="l00257"></a>00257 _yp = phxu-><a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a>(_mu,u); <span class="comment">//y prediction</span>
	231	<a name="l00258"></a>00258 (_mu) += _K( y-*_yp );
	232	<a name="l00259"></a>00259
	233	<a name="l00260"></a>00260 <span class="keywordflow">if</span> (<a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>==<span class="keyword">true</span>) {<a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>+=<a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424" title="posterior density on $x_t$">est</a>.<a class="code" href="classenorm.html#9517594915e897584eaebbb057ed8881" title="Compute log-probability of argument val.">evalpdflog</a>(y);}
	234	<a name="l00261"></a>00261 };
	235	<a name="l00262"></a>00262
	236	<a name="l00263"></a>00263
	237	<a name="l00264"></a>00264 <span class="preprocessor">#endif // KF_H</span>
	238	<a name="l00265"></a>00265 <span class="preprocessor"></span>
	239	<a name="l00266"></a>00266
	240	</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:39 2008 for mixpp by
215	241	<a href="http://www.doxygen.org/index.html">
216	242	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/libKF_8h.html ¶

r28	r32
18	18	<code>#include <itpp/itbase.h></code><br>
19	19	<code>#include "../stat/libFN.h"</code><br>
20		<code>#include "<a class="el" href="lib~~DC_8h-source.html">../math/libDC~~.h</a>"</code><br>
	20	<code>#include "<a class="el" href="libEF_8h-source.html">../stat/libEF.h</a>"</code><br>
21	21
22	22	<p>
…	…
26	26	<p><center><img src="libKF_8h__incl.png" border="0" usemap="#work/mixpp/bdm/estim/libKF.h_map" alt=""></center>
27	27	<map name="work/mixpp/bdm/estim/libKF.h_map">
28		<area shape="rect" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="44,239,143,265"><area shape="rect" href="libFN_8h-source.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="59,84,165,111"><area shape="rect" href="libDC_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="187,161,304,188"><area shape="rect" href="libBM_8h.html" title="libBM.h" alt="" coords="96,161,163,188"></map>
	28	<area shape="rect" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="128,239,227,265"><area shape="rect" href="libFN_8h-source.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="59,84,165,111"><area shape="rect" href="libEF_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="189,84,291,111"><area shape="rect" href="libBM_8h.html" title="libBM.h" alt="" coords="109,161,176,188"><area shape="rect" href="libDC_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="251,161,368,188"><area shape="rect" href="itpp__ext_8h-source.html" title="Probability distributions for Exponential Family models." alt="" coords="392,161,488,188"></map>
29	29	</div>
30	30
…	…
42	42
43	43	<tr><td class="mdescLeft"> </td><td class="mdescRight">Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter. <a href="classEKF.html#_details">More...</a><br></td></tr>
	44	<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classKFcondQR.html">KFcondQR</a></td></tr>
	45
	46	<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q. <a href="classKFcondQR.html#_details">More...</a><br></td></tr>
44	47	</table>
45	48	<hr><a name="_details"></a><h2>Detailed Description</h2>
…	…
48	51	<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl>
49	52	----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p>
50		Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:39~~ 2008 for mixpp by
	53	Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by
51	54	<a href="http://www.doxygen.org/index.html">
52	55	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/libKF_8h__incl.map ¶

r23	r32
1		<area shape="rect" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="~~44,239,143~~,265">
	1	<area shape="rect" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="128,239,227,265">
2	2	<area shape="rect" href="$libFN_8h-source.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="59,84,165,111">
3		<area shape="rect" href="$libDC_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="187,161,304,188">
4		<area shape="rect" href="$libBM_8h.html" title="libBM.h" alt="" coords="96,161,163,188">
	3	<area shape="rect" href="$libEF_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="189,84,291,111">
	4	<area shape="rect" href="$libBM_8h.html" title="libBM.h" alt="" coords="109,161,176,188">
	5	<area shape="rect" href="$libDC_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="251,161,368,188">
	6	<area shape="rect" href="$itpp__ext_8h-source.html" title="Probability distributions for Exponential Family models." alt="" coords="392,161,488,188">

TabularUnified doc/html/libKF_8h__incl.md5 ¶

r23	r32
1		60d5f9757a0e782891a97a13b81bee62
	1	01eaba2003c36d4e3ad3a3f82c883e36

TabularUnified doc/html/libPF_8h-source.html ¶

r28	r32
19	19	<a name="l00015"></a>00015 <span class="preprocessor"></span>
20	20	<a name="l00016"></a>00016 <span class="preprocessor">#include <itpp/itbase.h></span>
21		<a name="l00017"></a>00017 <span class="preprocessor">#include "../stat/libBM.h"</span>
	21	<a name="l00017"></a>00017 <span class="preprocessor">#include "../stat/libEF.h"</span>
22	22	<a name="l00018"></a>00018 <span class="preprocessor">#include "../math/libDC.h"</span>
23	23	<a name="l00019"></a>00019
24	24	<a name="l00020"></a>00020 <span class="keyword">using namespace </span>itpp;
25	25	<a name="l00021"></a>00021
26		<a name="l00022"></a>00022 <span class="keyword">enum</span> RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 };
27		<a name="l00023"></a>00023
28		<a name="l00029"></a><a class="code" href="classPF.html">00029</a> <span class="keyword">class </span><a class="code" href="classPF.html" title="A Particle Filter prototype.">PF</a> : <span class="keyword">public</span> <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> {
29		<a name="l00030"></a>00030 <span class="keyword">protected</span>:
30		<a name="l00031"></a>00031 <span class="keywordtype">int</span> n; <span class="comment">//number of particles</span>
31		<a name="l00032"></a>00032 vec w; <span class="comment">//particle weights</span>
32		<a name="l00033"></a>00033 Uniform_RNG URNG; <span class="comment">//used for resampling</span>
33		<a name="l00034"></a>00034
34		<a name="l00035"></a>00035 <span class="keyword">public</span>:
35		<a name="l00037"></a>00037 ivec <a class="code" href="classPF.html#a0e26b2f6a5884aca49122f3e4f0cf19" title="Returns indexes of particles that should be resampled. The ordering MUST guarantee...">resample</a>(RESAMPLING_METHOD method = SYSTEMATIC);
36		<a name="l00038"></a>00038 <a class="code" href="classPF.html" title="A Particle Filter prototype.">PF</a> (vec w);
37		<a name="l00039"></a>00039 <span class="comment">//TODO remove or implement bayes()!</span>
38		<a name="l00040"></a>00040 <span class="keywordtype">void</span> bayes(<span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> evell){};
39		<a name="l00041"></a>00041 };
40		<a name="l00042"></a>00042
41		<a name="l00049"></a><a class="code" href="classTrivialPF.html">00049</a> <span class="keyword">class </span><a class="code" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data...">TrivialPF</a> : <span class="keyword">public</span> <a class="code" href="classPF.html" title="A Particle Filter prototype.">PF</a> {
42		<a name="l00050"></a>00050 Array<vec> ptcls;
43		<a name="l00051"></a>00051
44		<a name="l00052"></a>00052 <span class="keywordtype">bool</span> is_proposal;
45		<a name="l00053"></a>00053 <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> *prop;
46		<a name="l00054"></a>00054 <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> *par;
47		<a name="l00055"></a>00055 <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> *obs;
48		<a name="l00056"></a>00056
49		<a name="l00057"></a>00057 <span class="keyword">public</span>:
50		<a name="l00058"></a>00058 <a class="code" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data...">TrivialPF</a>(<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &par, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &obs, <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> &prop, <span class="keywordtype">int</span> n0);
51		<a name="l00059"></a>00059 <a class="code" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data...">TrivialPF</a>(<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &par, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &obs, <span class="keywordtype">int</span> n0);
52		<a name="l00060"></a>00060 <span class="keywordtype">void</span> bayes(<span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>);
53		<a name="l00061"></a>00061 };
54		<a name="l00062"></a>00062
55		<a name="l00063"></a>00063 <span class="keyword">class </span>MPF : <span class="keyword">public</span> <a class="code" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data...">TrivialPF</a> {
56		<a name="l00064"></a>00064 Array<BM> Bms;
57		<a name="l00065"></a>00065 <span class="keyword">public</span>:
58		<a name="l00066"></a>00066 MPF(<a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> &B, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &prop, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &obs, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &par);
59		<a name="l00067"></a>00067 <span class="keywordtype">void</span> bayes(vec &dt);
60		<a name="l00068"></a>00068 };
61		<a name="l00069"></a>00069
62		<a name="l00070"></a>00070 <span class="preprocessor">#endif // KF_H</span>
63		<a name="l00071"></a>00071 <span class="preprocessor"></span>
64		<a name="l00072"></a>00072
65		</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by
	26	<a name="l00027"></a><a class="code" href="classPF.html">00027</a> <span class="keyword">class </span><a class="code" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> : <span class="keyword">public</span> <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> {
	27	<a name="l00028"></a>00028 <span class="keyword">protected</span>:
	28	<a name="l00030"></a><a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">00030</a> <span class="keywordtype">int</span> <a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a>;
	29	<a name="l00032"></a><a class="code" href="classPF.html#a2ac56d1e3ffbb4ff0b3f02e6399deb0">00032</a> <a class="code" href="classeEmp.html" title="Weighted empirical density.">eEmp</a> <a class="code" href="classPF.html#a2ac56d1e3ffbb4ff0b3f02e6399deb0" title="posterior density">ePdf</a>;
	30	<a name="l00034"></a><a class="code" href="classPF.html#a97d12da4d1832c0b0c6ec5877f921f0">00034</a> vec &<a class="code" href="classPF.html#a97d12da4d1832c0b0c6ec5877f921f0" title="pointer into eEmp ">w</a>;
	31	<a name="l00036"></a><a class="code" href="classPF.html#361743a0b5b89de1a29e91d1343b2565">00036</a> Array<vec> &<a class="code" href="classPF.html#361743a0b5b89de1a29e91d1343b2565" title="pointer into eEmp ">samples</a>;
	32	<a name="l00038"></a><a class="code" href="classPF.html#d92ac103f88f8c21e197e90af5695a09">00038</a> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &<a class="code" href="classPF.html#d92ac103f88f8c21e197e90af5695a09" title="Parameter evolution model.">par</a>;
	33	<a name="l00040"></a><a class="code" href="classPF.html#dd0a687a4515333d6809147335854e77">00040</a> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &<a class="code" href="classPF.html#dd0a687a4515333d6809147335854e77" title="Observation model.">obs</a>;
	34	<a name="l00041"></a>00041 <span class="keyword">public</span>:
	35	<a name="l00042"></a>00042 <a class="code" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv0, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &par0, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &obs0, <span class="keywordtype">int</span> <a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a> ) :<a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a>(rv0),
	36	<a name="l00043"></a>00043 n ( 1 ),<a class="code" href="classPF.html#a2ac56d1e3ffbb4ff0b3f02e6399deb0" title="posterior density">ePdf</a> ( rv0 ),<a class="code" href="classPF.html#a97d12da4d1832c0b0c6ec5877f921f0" title="pointer into eEmp ">w</a> ( <a class="code" href="classPF.html#a2ac56d1e3ffbb4ff0b3f02e6399deb0" title="posterior density">ePdf</a>._w() ),<a class="code" href="classPF.html#361743a0b5b89de1a29e91d1343b2565" title="pointer into eEmp ">samples</a> ( <a class="code" href="classPF.html#a2ac56d1e3ffbb4ff0b3f02e6399deb0" title="posterior density">ePdf</a>._samples() ),
	37	<a name="l00044"></a>00044 <a class="code" href="classPF.html#d92ac103f88f8c21e197e90af5695a09" title="Parameter evolution model.">par</a> ( par0 ), <a class="code" href="classPF.html#dd0a687a4515333d6809147335854e77" title="Observation model.">obs</a> ( obs0 ) {};
	38	<a name="l00045"></a>00045 <span class="comment">// void set_parametres(mpdf &par0, mpdf &obs0) {par=&par0;obs=&obs0;};</span>
	39	<a name="l00046"></a>00046 <span class="keywordtype">void</span> set_est ( <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* &epdf0 );
	40	<a name="l00047"></a>00047 <span class="comment">//TODO remove or implement bayes()!</span>
	41	<a name="l00048"></a>00048 <span class="keywordtype">void</span> <a class="code" href="classPF.html#64f636bbd63bea9efd778214e6b631d3" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &dt );
	42	<a name="l00049"></a>00049 };
	43	<a name="l00050"></a>00050
	44	<a name="l00057"></a>00057 <span class="keyword">template</span><<span class="keyword">class</span> BM_T>
	45	<a name="l00058"></a><a class="code" href="classMPF.html">00058</a> <span class="keyword">class </span><a class="code" href="classMPF.html" title="Marginalized Particle filter.">MPF</a> : <span class="keyword">public</span> <a class="code" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> {
	46	<a name="l00059"></a>00059 BM_T* Bms[1000];
	47	<a name="l00060"></a>00060 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvc;
	48	<a name="l00061"></a>00061 <a class="code" href="classemix.html" title="Weighted mixture of epdfs with external owned components.">emix</a> est;
	49	<a name="l00062"></a>00062 <span class="keyword">public</span>:
	50	<a name="l00064"></a><a class="code" href="classMPF.html#827a66609cf69a832535d52233f76fa0">00064</a> <a class="code" href="classMPF.html#827a66609cf69a832535d52233f76fa0" title="Default constructor.">MPF</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv0, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &par0, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &obs0, <span class="keywordtype">int</span> <a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a>, <span class="keyword">const</span> BM_T &BMcond0 ) :
	51	<a name="l00065"></a>00065 <a class="code" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> ( rv0,par0,obs0,n ), est(rv0,<a class="code" href="classPF.html#a97d12da4d1832c0b0c6ec5877f921f0" title="pointer into eEmp ">w</a>) {
	52	<a name="l00066"></a>00066 <span class="comment">//</span>
	53	<a name="l00067"></a>00067 <span class="keywordflow">if</span> (n>1000) it_error(<span class="stringliteral">"increase 1000 here!"</span>);
	54	<a name="l00068"></a>00068 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<n;i++ ) {
	55	<a name="l00069"></a>00069 Bms[i] = <span class="keyword">new</span> BM_T(BMcond0); <span class="comment">//copy constructor</span>
	56	<a name="l00070"></a>00070 <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>& pom=Bms[i]->_epdf();
	57	<a name="l00071"></a>00071 est.<a class="code" href="classemix.html#599366d678152cfb0703da697b6b1de1">set_parameters</a>(i,&pom);
	58	<a name="l00072"></a>00072 }
	59	<a name="l00073"></a>00073 };
	60	<a name="l00074"></a>00074 ~<a class="code" href="classMPF.html" title="Marginalized Particle filter.">MPF</a>() {
	61	<a name="l00075"></a>00075 }
	62	<a name="l00076"></a>00076 <span class="keywordtype">void</span> <a class="code" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623" title="Incremental Bayes rule.">bayes</a> (<span class="keyword">const</span> vec &dt );
	63	<a name="l00077"></a><a class="code" href="classMPF.html#549e08268a46a250f21a33d06f19276a">00077</a> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>& <a class="code" href="classMPF.html#549e08268a46a250f21a33d06f19276a" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>(){<span class="keywordflow">return</span> est;}
	64	<a name="l00078"></a>00078 };
	65	<a name="l00079"></a>00079
	66	<a name="l00080"></a>00080 <span class="keyword">template</span><<span class="keyword">class</span> BM_T>
	67	<a name="l00081"></a><a class="code" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">00081</a> <span class="keywordtype">void</span> <a class="code" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623" title="Incremental Bayes rule.">MPF<BM_T>::bayes</a>( <span class="keyword">const</span> vec &dt) {
	68	<a name="l00082"></a>00082 <span class="keywordtype">int</span> i;
	69	<a name="l00083"></a>00083 vec lls(<a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a>);
	70	<a name="l00084"></a>00084 ivec ind;
	71	<a name="l00085"></a>00085 <span class="keywordtype">double</span> mlls=-std::numeric_limits<double>::infinity(), sum=0.0;
	72	<a name="l00086"></a>00086
	73	<a name="l00087"></a>00087 <span class="keywordflow">for</span> ( i=0;i<<a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a>;i++ ) {
	74	<a name="l00088"></a>00088 <span class="comment">//generate new samples from paramater evolution model;</span>
	75	<a name="l00089"></a>00089 <a class="code" href="classPF.html#361743a0b5b89de1a29e91d1343b2565" title="pointer into eEmp ">samples</a>(i) = <a class="code" href="classPF.html#d92ac103f88f8c21e197e90af5695a09" title="Parameter evolution model.">par</a>.<a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41" title="Returns the required moment of the epdf.">samplecond</a>( <a class="code" href="classPF.html#361743a0b5b89de1a29e91d1343b2565" title="pointer into eEmp ">samples</a>( i ), lls(i) );
	76	<a name="l00090"></a>00090 <span class="keywordflow">if</span> (lls(i)>mlls) mlls=lls(i); <span class="comment">//find maximum</span>
	77	<a name="l00091"></a>00091 }
	78	<a name="l00092"></a>00092 <span class="comment">// compute weights </span>
	79	<a name="l00093"></a>00093 <span class="keywordflow">for</span> ( i=0;i<n;i++ ) {
	80	<a name="l00094"></a>00094 <a class="code" href="classPF.html#a97d12da4d1832c0b0c6ec5877f921f0" title="pointer into eEmp ">w</a>(i) *= exp( lls(i) - mlls); <span class="comment">// multiply w by likelihood</span>
	81	<a name="l00095"></a>00095 }
	82	<a name="l00096"></a>00096 <span class="comment">//renormalize</span>
	83	<a name="l00097"></a>00097 <span class="keywordflow">for</span> ( i=0;i<n;i++ ){sum+=<a class="code" href="classPF.html#a97d12da4d1832c0b0c6ec5877f921f0" title="pointer into eEmp ">w</a>( i );};
	84	<a name="l00098"></a>00098 <a class="code" href="classPF.html#a97d12da4d1832c0b0c6ec5877f921f0" title="pointer into eEmp ">w</a>( i ) /=sum; <span class="comment">//?</span>
	85	<a name="l00099"></a>00099
	86	<a name="l00100"></a>00100 ind = <a class="code" href="classPF.html#a2ac56d1e3ffbb4ff0b3f02e6399deb0" title="posterior density">ePdf</a>.<a class="code" href="classeEmp.html#77268292fc4465cb73ddbfb1f2932a59" title="Function performs resampling, i.e. removal of low-weight samples and duplication...">resample</a>();
	87	<a name="l00101"></a>00101
	88	<a name="l00102"></a>00102 }
	89	<a name="l00103"></a>00103
	90	<a name="l00104"></a>00104 <span class="preprocessor">#endif // KF_H</span>
	91	<a name="l00105"></a>00105 <span class="preprocessor"></span>
	92	<a name="l00106"></a>00106
	93	</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by
66	94	<a href="http://www.doxygen.org/index.html">
67	95	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/libPF_8h.html ¶

r28	r32
17	17	<p>
18	18	<code>#include <itpp/itbase.h></code><br>
19		<code>#include "<a class="el" href="lib~~BM_8h-source.html">../stat/libBM~~.h</a>"</code><br>
	19	<code>#include "<a class="el" href="libEF_8h-source.html">../stat/libEF.h</a>"</code><br>
20	20	<code>#include "<a class="el" href="libDC_8h-source.html">../math/libDC.h</a>"</code><br>
21	21
…	…
26	26	<p><center><img src="libPF_8h__incl.png" border="0" usemap="#work/mixpp/bdm/estim/libPF.h_map" alt=""></center>
27	27	<map name="work/mixpp/bdm/estim/libPF.h_map">
28		<area shape="rect" title="Bayesian Filtering using stochastic sampling (Particle Filters)." alt="" coords="63,161,161,188"><area shape="rect" href="libBM_8h.html" title="Bayesian Filtering using stochastic sampling (Particle Filters)." alt="" coords="57,84,167,111"><area shape="rect" href="libDC_8h.html" title="Bayesian Filtering using stochastic sampling (Particle Filters)." alt="" coords="191,84,308,111"></map>
	28	<area shape="rect" title="Bayesian Filtering using stochastic sampling (Particle Filters)." alt="" coords="159,239,257,265"><area shape="rect" href="libEF_8h.html" title="Bayesian Filtering using stochastic sampling (Particle Filters)." alt="" coords="157,84,259,111"><area shape="rect" href="libDC_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="53,161,171,188"><area shape="rect" href="libBM_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="245,161,312,188"><area shape="rect" href="itpp__ext_8h-source.html" title="Probability distributions for Exponential Family models." alt="" coords="336,161,432,188"></map>
29	29	</div>
30	30
…	…
35	35	<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html">PF</a></td></tr>
36	36
37		<tr><td class="mdescLeft"> </td><td class="mdescRight">~~A Particle Filter prototype~~. <a href="classPF.html#_details">More...</a><br></td></tr>
38		<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class~~TrivialPF.html">TrivialPF~~</a></td></tr>
	37	<tr><td class="mdescLeft"> </td><td class="mdescRight">Trivial particle filter with proposal density equal to parameter evolution model. <a href="classPF.html#_details">More...</a><br></td></tr>
	38	<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html">MPF< BM_T ></a></td></tr>
39	39
40		<tr><td class="mdescLeft"> </td><td class="mdescRight">Trivial particle filter with proposal density that is not conditioned on the data. <a href="classTrivialPF.html#_details">More...</a><br></td></tr>
41		<tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><b>MPF</b></td></tr>
42
43		<tr><td colspan="2"><br><h2>Enumerations</h2></td></tr>
44		<tr><td class="memItemLeft" nowrap align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><b>RESAMPLING_METHOD</b> { <b>MULTINOMIAL</b> = 0,
45		<b>STRATIFIED</b> = 1,
46		<b>SYSTEMATIC</b> = 3
47		}</td></tr>
48
	40	<tr><td class="mdescLeft"> </td><td class="mdescRight">Marginalized Particle filter. <a href="classMPF.html#_details">More...</a><br></td></tr>
49	41	</table>
50	42	<hr><a name="_details"></a><h2>Detailed Description</h2>
…	…
53	45	<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl>
54	46	----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p>
55		Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on ~~Mon Feb 18 21:48:39~~ 2008 for mixpp by
	47	Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by
56	48	<a href="http://www.doxygen.org/index.html">
57	49	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>

TabularUnified doc/html/libPF_8h__incl.map ¶

r23	r32
1		<area shape="rect" title="Bayesian Filtering using stochastic sampling (Particle Filters)." alt="" coords="63,161,161,188">
2		<area shape="rect" href="$libBM_8h.html" title="Bayesian Filtering using stochastic sampling (Particle Filters)." alt="" coords="57,84,167,111">
3		<area shape="rect" href="$libDC_8h.html" title="Bayesian Filtering using stochastic sampling (Particle Filters)." alt="" coords="191,84,308,111">
	1	<area shape="rect" title="Bayesian Filtering using stochastic sampling (Particle Filters)." alt="" coords="159,239,257,265">
	2	<area shape="rect" href="$libEF_8h.html" title="Bayesian Filtering using stochastic sampling (Particle Filters)." alt="" coords="157,84,259,111">
	3	<area shape="rect" href="$libDC_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="53,161,171,188">
	4	<area shape="rect" href="$libBM_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="245,161,312,188">
	5	<area shape="rect" href="$itpp__ext_8h-source.html" title="Probability distributions for Exponential Family models." alt="" coords="336,161,432,188">

TabularUnified doc/html/libPF_8h__incl.md5 ¶

r23	r32
1		a432bbc2bee5b8f6e1ea2af8334adcb3
	1	49de3bc2d5fcf3e66c14dac34f0a5e69

TabularUnified doc/latex/annotated.tex ¶

r22	r32
3	3	\item\contentsline{section}{{\bf bilinfn} (Class representing function \$f(x,u) = Ax+Bu\$ )}{\pageref{classbilinfn}}{}
4	4	\item\contentsline{section}{{\bf BM} (Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities )}{\pageref{classBM}}{}
	5	\item\contentsline{section}{{\bf BMcond} (Conditional Bayesian Filter )}{\pageref{classBMcond}}{}
5	6	\item\contentsline{section}{{\bf constfn} (Class representing function \$f(x) = a\$, here rv is empty )}{\pageref{classconstfn}}{}
6	7	\item\contentsline{section}{{\bf diffbifn} (Class representing a differentiable function of two variables \$f(x,u)\$ )}{\pageref{classdiffbifn}}{}
7	8	\item\contentsline{section}{{\bf DS} (Abstract class for discrete-time sources of data )}{\pageref{classDS}}{}
8	9	\item\contentsline{section}{{\bf eEF} (General conjugate exponential family posterior density )}{\pageref{classeEF}}{}
	10	\item\contentsline{section}{{\bf eEmp} (Weighted empirical density )}{\pageref{classeEmp}}{}
	11	\item\contentsline{section}{{\bf egamma} (Gamma posterior density )}{\pageref{classegamma}}{}
9	12	\item\contentsline{section}{{\bf EKF$<$ sq\_\-T $>$} (Extended \doxyref{Kalman}{p.}{classKalman} Filter )}{\pageref{classEKF}}{}
	13	\item\contentsline{section}{{\bf emix} (Weighted mixture of epdfs with external owned components )}{\pageref{classemix}}{}
10	14	\item\contentsline{section}{{\bf enorm$<$ sq\_\-T $>$} (Gaussian density with positive definite (decomposed) covariance matrix )}{\pageref{classenorm}}{}
11	15	\item\contentsline{section}{{\bf epdf} (Probability density function with numerical statistics, e.g. posterior density )}{\pageref{classepdf}}{}
	16	\item\contentsline{section}{{\bf euni} (Uniform distributed density on a rectangular support )}{\pageref{classeuni}}{}
12	17	\item\contentsline{section}{{\bf fnc} (Class representing function \$f(x)\$ of variable \$x\$ represented by {\tt rv} )}{\pageref{classfnc}}{}
13	18	\item\contentsline{section}{{\bf fsqmat} (Fake \doxyref{sqmat}{p.}{classsqmat}. This class maps \doxyref{sqmat}{p.}{classsqmat} operations to operations on full matrix )}{\pageref{classfsqmat}}{}
	19	\item\contentsline{section}{{\bf itpp::Gamma\_\-RNG} (Gamma distribution )}{\pageref{classitpp_1_1Gamma__RNG}}{}
14	20	\item\contentsline{section}{{\bf Kalman$<$ sq\_\-T $>$} (\doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form )}{\pageref{classKalman}}{}
15	21	\item\contentsline{section}{{\bf KalmanFull} (Basic \doxyref{Kalman}{p.}{classKalman} filter with full matrices (education purpose only)! Will be deleted soon! )}{\pageref{classKalmanFull}}{}
	22	\item\contentsline{section}{{\bf KFcondQR} (\doxyref{Kalman}{p.}{classKalman} Filter with conditional diagonal matrices R and Q )}{\pageref{classKFcondQR}}{}
16	23	\item\contentsline{section}{{\bf linfn} (Class representing function \$f(x) = Ax+B\$ )}{\pageref{classlinfn}}{}
17	24	\item\contentsline{section}{{\bf MemDS} (Class representing off-line data stored in memory )}{\pageref{classMemDS}}{}
	25	\item\contentsline{section}{{\bf mgamma} (Gamma random walk )}{\pageref{classmgamma}}{}
	26	\item\contentsline{section}{{\bf mlnorm$<$ sq\_\-T $>$} (Normal distributed linear function with linear function of mean value; )}{\pageref{classmlnorm}}{}
18	27	\item\contentsline{section}{{\bf mpdf} (Conditional probability density, e.g. modeling some dependencies )}{\pageref{classmpdf}}{}
19		\item\contentsline{section}{{\bf PF} (A Particle Filter prototype )}{\pageref{classPF}}{}
	28	\item\contentsline{section}{{\bf MPF$<$ BM\_\-T $>$} (Marginalized Particle filter )}{\pageref{classMPF}}{}
	29	\item\contentsline{section}{{\bf PF} (Trivial particle filter with proposal density equal to parameter evolution model )}{\pageref{classPF}}{}
20	30	\item\contentsline{section}{{\bf RV} (Class representing variables, most often random variables )}{\pageref{classRV}}{}
21	31	\item\contentsline{section}{{\bf sqmat} (Virtual class for representation of double symmetric matrices in square-root form )}{\pageref{classsqmat}}{}
22		~~\item\contentsline{section}{{\bf TrivialPF} (Trivial particle filter with proposal density that is not conditioned on the data )}{\pageref{classTrivialPF}}{}~~
23	32	\end{CompactList}

TabularUnified doc/latex/classBM.tex ¶

r28	r32
10	10	\begin{center}
11	11	\leavevmode
12		\includegraphics[width=161pt]{classBM__inherit__graph}
	12	\includegraphics[width=142pt]{classBM__inherit__graph}
	13	\end{center}
	14	\end{figure}
	15	Collaboration diagram for BM:\nopagebreak
	16	\begin{figure}[H]
	17	\begin{center}
	18	\leavevmode
	19	\includegraphics[width=38pt]{classBM__coll__graph}
13	20	\end{center}
14	21	\end{figure}
…	…
16	23	\begin{CompactItemize}
17	24	\item
18		{\bf BM} (~~)\label{classBM_ef32a12f4f89e4000bf5390ceda762ae~~}
	25	{\bf BM} (const {\bf RV} \&rv0)\label{classBM_605d28b426adb677c86a57ddb525132a}
19	26
20	27	\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item
…	…
24	31
25	32	\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item
26		~~{\bf epdf} $\ast$ {\bf \_\-epdf} ()\label{classBM_a5b8f6c8a872738cfaa30ab010e8c077~~}
	33	virtual {\bf epdf} \& {\bf \_\-epdf} ()=0\label{classBM_3dc45554556926bde996a267636abe55}
27	34
28		\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\end{CompactItemize}
29		\subsection*{Public Attributes}
	35	\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item
	36	virtual {\bf $\sim$BM} ()\label{classBM_ca0f02b3b4144e0895cc14f7e0374bdd}
	37
	38	\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\end{CompactItemize}
	39	\subsection*{Protected Attributes}
30	40	\begin{CompactItemize}
31	41	\item
	42	{\bf RV} {\bf rv}\label{classBM_af00f0612fabe66241dd507188cdbf88}
	43
	44	\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item
32	45	double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979}
33	46
…	…
56	69
57	70
	71	Implemented in {\bf Kalman$<$ sq\_\-T $>$} \doxyref{}{p.}{classKalman_7750ffd73f261828a32c18aaeb65c75c}, {\bf EKF$<$ sq\_\-T $>$} \doxyref{}{p.}{classEKF_c79c62c9b3e0b56b3aaa1b6f1d9a7af7}, {\bf PF} \doxyref{}{p.}{classPF_64f636bbd63bea9efd778214e6b631d3}, {\bf MPF$<$ BM\_\-T $>$} \doxyref{}{p.}{classMPF_55daf8e4b6553dd9f47c692de7931623}, and {\bf Kalman$<$ ldmat $>$} \doxyref{}{p.}{classKalman_7750ffd73f261828a32c18aaeb65c75c}.
	72
58	73	The documentation for this class was generated from the following file:\begin{CompactItemize}
59	74	\item

TabularUnified doc/latex/classKalman.tex ¶

r28	r32
10	10	\begin{center}
11	11	\leavevmode
12		\includegraphics[width=77pt]{classKalman__inherit__graph}
	12	\includegraphics[width=103pt]{classKalman__inherit__graph}
13	13	\end{center}
14	14	\end{figure}
…	…
17	17	\begin{center}
18	18	\leavevmode
19		\includegraphics[width=70pt]{classKalman__coll__graph}
	19	\includegraphics[width=81pt]{classKalman__coll__graph}
20	20	\end{center}
21	21	\end{figure}
…	…
23	23	\begin{CompactItemize}
24	24	\item
25		{\bf Kalman} (~~int dimx, int dimu, int dimy)\label{classKalman_96958a5ebfa966d892137987f265083a~~}
	25	{\bf Kalman} ({\bf RV} rvx0, {\bf RV} rvy0, {\bf RV} rvu0)\label{classKalman_3d56b0a97b8c1e25fdd3b10eef3c2ad3}
26	26
27	27	\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item
28		{\bf Kalman} (~~mat A0, mat B0, mat C0, mat D0, sq\_\-T R0, sq\_\-T Q0, sq\_\-T P0, vec mu0)\label{classKalman_83118f4bd2ecbc70b03cfd573088ed6f~~}
	28	{\bf Kalman} (const {\bf Kalman}$<$ sq\_\-T $>$ \&K0)\label{classKalman_ce38e31810aea4db45a83ad05eaba009}
29	29
30		\begin{CompactList}\small\item\em Full constructor. \item\end{CompactList}\item
31		void {\bf bayes} (const vec \&dt, bool {\bf evalll}=true)\label{classKalman_e945d9205ca14acbd83ba80ea6f72b8e}
	30	\begin{CompactList}\small\item\em Copy constructor. \item\end{CompactList}\item
	31	void {\bf set\_\-parameters} (const mat \&A0, const mat \&B0, const mat \&C0, const mat \&D0, const sq\_\-T \&R0, const sq\_\-T \&Q0)\label{classKalman_239b28a0380946f5749b2f8d2807f93a}
	32
	33	\begin{CompactList}\small\item\em Set parameters with check of relevance. \item\end{CompactList}\item
	34	void {\bf set\_\-est} (const vec \&mu0, const sq\_\-T \&P0)\label{classKalman_80bcf29466d9a9dd2b8f74699807d0c0}
	35
	36	\begin{CompactList}\small\item\em Set estimate values, used e.g. in initialization. \item\end{CompactList}\item
	37	void {\bf bayes} (const vec \&dt)\label{classKalman_7750ffd73f261828a32c18aaeb65c75c}
32	38
33	39	\begin{CompactList}\small\item\em Here dt = [yt;ut] of appropriate dimensions. \item\end{CompactList}\item
34		virtual void {\bf bayes} (const vec \&dt)=0
35		\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item
	40	{\bf epdf} \& {\bf \_\-epdf} ()\label{classKalman_a213c57aef55b2645e550bed81cfc0d4}
	41
	42	\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item
36	43	void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9}
37	44
38		\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item
39		{\bf epdf} $\ast$ {\bf \_\-epdf} ()\label{classBM_a5b8f6c8a872738cfaa30ab010e8c077}
40
41		\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\end{CompactItemize}
42		\subsection*{Public Attributes}
	45	\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\end{CompactItemize}
	46	\subsection*{Protected Attributes}
43	47	\begin{CompactItemize}
44	48	\item
45		~~vec {\bf mu}\label{classKalman_3063a3f58a74cea672ae889971012eed~~}
	49	{\bf RV} \textbf{rvy}\label{classKalman_7501230c2fafa3655887d2da23b3184c}
46	50
47		\~~begin{CompactList}\small\item\em Mean value of the posterior density. \item\end{CompactList}\~~item
48		~~sq\_\-T {\bf P}\label{classKalman_188cd5ac1c9e496b1a371eb7c57c97d3~~}
	51	\item
	52	{\bf RV} \textbf{rvu}\label{classKalman_44a16ffd5ac1e6e39bae34fea9e1e498}
49	53
50		~~\begin{CompactList}\small\item\em Mean value of the posterior density. \item\end{CompactList}\item~~
51		~~double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979}~~
52
53		~~\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item~~
54		~~bool {\bf evalll}\label{classBM_bf6fb59b30141074f8ee1e2f43d03129}~~
55
56		\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save time. \item\end{CompactList}\end{CompactItemize}
57		~~\subsection*{Protected Attributes}~~
58		~~\begin{CompactItemize}~~
59	54	\item
60	55	int \textbf{dimx}\label{classKalman_39c8c403b46fa3b8c7da77cb2e3729eb}
…	…
85	80
86	81	\item
	82	{\bf enorm}$<$ sq\_\-T $>$ {\bf est}\label{classKalman_5568c74bac67ae6d3b1061dba60c9424}
	83
	84	\begin{CompactList}\small\item\em posterior density on \$x\_\-t\$ \item\end{CompactList}\item
	85	{\bf enorm}$<$ sq\_\-T $>$ {\bf fy}\label{classKalman_e580ab06483952bd03f2e651763e184f}
	86
	87	\begin{CompactList}\small\item\em preditive density on \$y\_\-t\$ \item\end{CompactList}\item
87	88	mat \textbf{\_\-K}\label{classKalman_d422f51467c7a06174af2476d2826132}
88	89
89	90	\item
90		vec ~~\textbf{\_\-yp}\label{classKalman_30b7461989185d3d02cf42b8e2a37649~~}
	91	vec $\ast$ \textbf{\_\-yp}\label{classKalman_5188eb0329f8561f0b357af329769bf8}
91	92
92	93	\item
93		sq\_\-T ~~\textbf{\_\-Ry}\label{classKalman_477dca07d91ea1a1f41d51bb0229934f~~}
	94	sq\_\-T $\ast$ \textbf{\_\-Ry}\label{classKalman_e17dd745daa8a958035a334a56fa4674}
94	95
95	96	\item
96		sq\_\-T ~~\textbf{\_\-iRy}\label{classKalman_15f1a793210750a7e4642fcd948b24c5~~}
	97	sq\_\-T $\ast$ \textbf{\_\-iRy}\label{classKalman_fbbdf31365f5a5674099599200ea193b}
97	98
98		~~\end{CompactItemize}~~
99		~~\subsection*{Friends}~~
100		~~\begin{CompactItemize}~~
101	99	\item
102		~~std::ostream \& \textbf{operator$<$$<$} (std::ostream \&os, const {\bf KalmanFull} \&kf)\label{classKalman_86ba216243ed95bb46d80d88775d16af~~}
	100	vec $\ast$ \textbf{\_\-mu}\label{classKalman_d1f669b5b3421a070cc75d77b55ba734}
103	101
104		\end{CompactItemize}
	102	\item
	103	sq\_\-T $\ast$ \textbf{\_\-P}\label{classKalman_b3388218567128a797e69b109138271d}
	104
	105	\item
	106	sq\_\-T $\ast$ \textbf{\_\-iP}\label{classKalman_b8bb7f870d69993493ba67ce40e7c3e9}
	107
	108	\item
	109	{\bf RV} {\bf rv}\label{classBM_af00f0612fabe66241dd507188cdbf88}
	110
	111	\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item
	112	double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979}
	113
	114	\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item
	115	bool {\bf evalll}\label{classBM_bf6fb59b30141074f8ee1e2f43d03129}
	116
	117	\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save time. \item\end{CompactList}\end{CompactItemize}
105	118
106	119
…	…
110	123	\doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form.
111	124
112		~~\subsection{Member Function Documentation}~~
113		~~\index{Kalman@{Kalman}!bayes@{bayes}}~~
114		~~\index{bayes@{bayes}!Kalman@{Kalman}}~~
115		~~\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void BM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt [pure virtual, inherited]}}\label{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf}~~
116
117
118		~~Incremental Bayes rule.~~
119
120		~~\begin{Desc}~~
121		~~\item[Parameters:]~~
122		~~\begin{description}~~
123		~~\item[{\em dt}]vector of input data \end{description}~~
124		~~\end{Desc}~~
125
126
127	125	The documentation for this class was generated from the following file:\begin{CompactItemize}
128	126	\item

TabularUnified doc/latex/classKalmanFull.tex ¶

r28	r32
6	6	{\tt \#include $<$libKF.h$>$}
7	7
8		~~Inheritance diagram for KalmanFull:\nopagebreak~~
9		~~\begin{figure}[H]~~
10		~~\begin{center}~~
11		~~\leavevmode~~
12		~~\includegraphics[width=56pt]{classKalmanFull__inherit__graph}~~
13		~~\end{center}~~
14		~~\end{figure}~~
15		~~Collaboration diagram for KalmanFull:\nopagebreak~~
16		~~\begin{figure}[H]~~
17		~~\begin{center}~~
18		~~\leavevmode~~
19		~~\includegraphics[width=56pt]{classKalmanFull__coll__graph}~~
20		~~\end{center}~~
21		~~\end{figure}~~
22	8	\subsection*{Public Member Functions}
23	9	\begin{CompactItemize}
…	…
26	12
27	13	\begin{CompactList}\small\item\em Full constructor. \item\end{CompactList}\item
28		void {\bf bayes} (const vec \&dt~~, bool {\bf evalll}=true)\label{classKalmanFull_048b13739b94c331cda08249b278552~~b}
	14	void {\bf bayes} (const vec \&dt)\label{classKalmanFull_13a041cd98ff157703766be275a657bb}
29	15
30		\begin{CompactList}\small\item\em Here dt = [yt;ut] of appropriate dimensions. \item\end{CompactList}\item
31		virtual void {\bf bayes} (const vec \&dt)=0
32		\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item
33		void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9}
34
35		\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item
36		{\bf epdf} $\ast$ {\bf \_\-epdf} ()\label{classBM_a5b8f6c8a872738cfaa30ab010e8c077}
37
38		\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\end{CompactItemize}
	16	\begin{CompactList}\small\item\em Here dt = [yt;ut] of appropriate dimensions. \item\end{CompactList}\end{CompactItemize}
39	17	\subsection*{Public Attributes}
40	18	\begin{CompactItemize}
…	…
45	23	mat {\bf P}\label{classKalmanFull_b75dc059e84fa8ffc076203b30f926cc}
46	24
47		\begin{CompactList}\small\item\em Variance of the posterior density. \item\end{CompactList}\item
48		double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979}
49
50		\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item
51		bool {\bf evalll}\label{classBM_bf6fb59b30141074f8ee1e2f43d03129}
52
53		\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save time. \item\end{CompactList}\end{CompactItemize}
	25	\begin{CompactList}\small\item\em Variance of the posterior density. \item\end{CompactList}\end{CompactItemize}
54	26	\subsection*{Friends}
55	27	\begin{CompactItemize}
…	…
63	35	Basic \doxyref{Kalman}{p.}{classKalman} filter with full matrices (education purpose only)! Will be deleted soon!
64	36
65		~~\subsection{Member Function Documentation}~~
66		~~\index{KalmanFull@{KalmanFull}!bayes@{bayes}}~~
67		~~\index{bayes@{bayes}!KalmanFull@{KalmanFull}}~~
68		~~\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void BM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt [pure virtual, inherited]}}\label{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf}~~
69
70
71		~~Incremental Bayes rule.~~
72
73		~~\begin{Desc}~~
74		~~\item[Parameters:]~~
75		~~\begin{description}~~
76		~~\item[{\em dt}]vector of input data \end{description}~~
77		~~\end{Desc}~~
78
79
80	37	The documentation for this class was generated from the following files:\begin{CompactItemize}
81	38	\item

TabularUnified doc/latex/classPF.tex ¶

r28	r32
1	1	\section{PF Class Reference}
2	2	\label{classPF}\index{PF@{PF}}
3		~~A Particle Filter prototype~~.
	3	Trivial particle filter with proposal density equal to parameter evolution model.
4	4
5	5
…	…
10	10	\begin{center}
11	11	\leavevmode
12		\includegraphics[width=49pt]{classPF__inherit__graph}
	12	\includegraphics[width=65pt]{classPF__inherit__graph}
13	13	\end{center}
14	14	\end{figure}
…	…
17	17	\begin{center}
18	18	\leavevmode
19		\includegraphics[width=38pt]{classPF__coll__graph}
	19	\includegraphics[width=96pt]{classPF__coll__graph}
20	20	\end{center}
21	21	\end{figure}
…	…
23	23	\begin{CompactItemize}
24	24	\item
25		ivec {\bf resample} (RESAMPLING\_\-METHOD method=SYSTEMATIC)\label{classPF_a0e26b2f6a5884aca49122f3e4f0cf19}
26
27		\begin{CompactList}\small\item\em Returns indexes of particles that should be resampled. The ordering MUST guarantee inplace replacement. (Important for MPF.). \item\end{CompactList}\item
28		\textbf{PF} (vec w)\label{classPF_c37f95f0c1661c7f1e3fccb31d39de73}
	25	\textbf{PF} (const {\bf RV} \&rv0, {\bf mpdf} \&par0, {\bf mpdf} \&obs0, int {\bf n})\label{classPF_e9604b7fc87ff5e61da4de4a04210bfc}
29	26
30	27	\item
31		void \textbf{~~bayes} (const vec \&dt, bool evell)\label{classPF_eb06bd7d4325f22f54233967295793b9~~}
	28	void \textbf{set\_\-est} (const {\bf epdf} $\ast$\&epdf0)\label{classPF_c5caa2c15604338b773d7a8125e7a1b5}
32	29
33	30	\item
34		v~~irtual void {\bf bayes} (const vec \&dt)=0~~
	31	void {\bf bayes} (const vec \&dt)
35	32	\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item
36	33	void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9}
37	34
38	35	\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item
39		~~{\bf epdf} $\ast$ {\bf \_\-epdf} ()\label{classBM_a5b8f6c8a872738cfaa30ab010e8c077~~}
	36	virtual {\bf epdf} \& {\bf \_\-epdf} ()=0\label{classBM_3dc45554556926bde996a267636abe55}
40	37
41	38	\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\end{CompactItemize}
42		\subsection*{P~~ublic~~ Attributes}
	39	\subsection*{Protected Attributes}
43	40	\begin{CompactItemize}
44	41	\item
	42	int {\bf n}\label{classPF_2c2f44ed7a4eaa42e07bdb58d503f280}
	43
	44	\begin{CompactList}\small\item\em number of particles; \item\end{CompactList}\item
	45	{\bf eEmp} {\bf ePdf}\label{classPF_a2ac56d1e3ffbb4ff0b3f02e6399deb0}
	46
	47	\begin{CompactList}\small\item\em posterior density \item\end{CompactList}\item
	48	vec \& {\bf w}\label{classPF_a97d12da4d1832c0b0c6ec5877f921f0}
	49
	50	\begin{CompactList}\small\item\em pointer into {\tt \doxyref{eEmp}{p.}{classeEmp}} \item\end{CompactList}\item
	51	Array$<$ vec $>$ \& {\bf samples}\label{classPF_361743a0b5b89de1a29e91d1343b2565}
	52
	53	\begin{CompactList}\small\item\em pointer into {\tt \doxyref{eEmp}{p.}{classeEmp}} \item\end{CompactList}\item
	54	{\bf mpdf} \& {\bf par}\label{classPF_d92ac103f88f8c21e197e90af5695a09}
	55
	56	\begin{CompactList}\small\item\em Parameter evolution model. \item\end{CompactList}\item
	57	{\bf mpdf} \& {\bf obs}\label{classPF_dd0a687a4515333d6809147335854e77}
	58
	59	\begin{CompactList}\small\item\em Observation model. \item\end{CompactList}\item
	60	{\bf RV} {\bf rv}\label{classBM_af00f0612fabe66241dd507188cdbf88}
	61
	62	\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item
45	63	double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979}
46	64
…	…
49	67
50	68	\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save time. \item\end{CompactList}\end{CompactItemize}
51		~~\subsection*{Protected Attributes}~~
52		~~\begin{CompactItemize}~~
53		~~\item~~
54		~~int \textbf{n}\label{classPF_2c2f44ed7a4eaa42e07bdb58d503f280}~~
55
56		~~\item~~
57		~~vec \textbf{w}\label{classPF_f6bc92f7979af4513b06b161497ba868}~~
58
59		~~\item~~
60		~~Uniform\_\-RNG \textbf{URNG}\label{classPF_3568ca7c3b3175d98b548f496b4c34dd}~~
61
62		~~\end{CompactItemize}~~
63	69
64	70
65	71	\subsection{Detailed Description}
66		~~A Particle Filter prototype~~.
	72	Trivial particle filter with proposal density equal to parameter evolution model.
67	73
68		~~Bayesian Filtering equations hold~~.
	74	Posterior density is represented by a weighted empirical density ({\tt \doxyref{eEmp}{p.}{classeEmp}} ).
69	75
70	76	\subsection{Member Function Documentation}
71	77	\index{PF@{PF}!bayes@{bayes}}
72	78	\index{bayes@{bayes}!PF@{PF}}
73		\subsubsection{\setlength{\rightskip}{0pt plus 5cm}v~~irtual void BM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt [pure virtual, inherited]}}\label{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf~~}
	79	\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void PF::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt [virtual]}}\label{classPF_64f636bbd63bea9efd778214e6b631d3}
74	80
75	81
…	…
83	89
84	90
	91	Implements {\bf BM} \doxyref{}{p.}{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf}.
	92
	93	Reimplemented in {\bf MPF$<$ BM\_\-T $>$} \doxyref{}{p.}{classMPF_55daf8e4b6553dd9f47c692de7931623}.
	94
85	95	The documentation for this class was generated from the following files:\begin{CompactItemize}
86	96	\item

TabularUnified doc/latex/classRV.tex ¶

r22	r32
24	24
25	25	\begin{CompactList}\small\item\em Find indexes of another rv in self. \item\end{CompactList}\item
26		{\bf RV} {\bf add} (~~{\bf RV} rv2)\label{classRV_f068a86abb5a6e46fcf76c939d2ed2ec~~}
	26	{\bf RV} {\bf add} (const {\bf RV} \&rv2)\label{classRV_18fa114b92017f7f80301a4f8d3a6382}
27	27
28	28	\begin{CompactList}\small\item\em Add (concat) another variable to the current one. \item\end{CompactList}\item
…	…
42	42
43	43	\begin{CompactList}\small\item\em generate a list of indeces, i.e. which \item\end{CompactList}\end{CompactItemize}
	44	\subsection*{Protected Attributes}
	45	\begin{CompactItemize}
	46	\item
	47	int {\bf size}\label{classRV_0cae53d262be90a775a99a198e17fa58}
	48
	49	\begin{CompactList}\small\item\em size = sum of sizes \item\end{CompactList}\item
	50	int {\bf len}\label{classRV_0d7b36e2bbccf880c8fcf1e8cc43c1a9}
	51
	52	\begin{CompactList}\small\item\em len = number of individual rvs \item\end{CompactList}\item
	53	ivec \textbf{ids}\label{classRV_1bd7165140f4b880a7f344bbb1c433f9}
	54
	55	\item
	56	ivec \textbf{sizes}\label{classRV_c878aab13f34b420e1eb5b485563682b}
	57
	58	\item
	59	ivec \textbf{times}\label{classRV_646e530c47a2dd38254b778d9f11ac89}
	60
	61	\item
	62	ivec \textbf{obs}\label{classRV_2999743deec9b4cdb7ce51747bc53319}
	63
	64	\item
	65	Array$<$ std::string $>$ \textbf{names}\label{classRV_df5d0030b277a1db2f1fd5fb79152acb}
	66
	67	\end{CompactItemize}
44	68	\subsection*{Friends}
45	69	\begin{CompactItemize}

TabularUnified doc/latex/classTrivialPF.tex ¶

r28	r32
35	35
36	36	\begin{CompactList}\small\item\em Returns indexes of particles that should be resampled. The ordering MUST guarantee inplace replacement. (Important for MPF.). \item\end{CompactList}\item
37		v~~irtual void {\bf bayes} (const vec \&dt)=0~~
	37	void {\bf bayes} (const vec \&dt)
38	38	\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item
39	39	void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9}
40	40
41	41	\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item
42		{\bf epdf} $\ast$ {\bf \_\-epdf} ()\label{class~~BM_a5b8f6c8a872738cfaa30ab010e8c077~~}
	42	{\bf epdf} $\ast$ {\bf \_\-epdf} ()\label{classPF_53b7cc5a0709b0d40fb68408437c0aa2}
43	43
44	44	\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\end{CompactItemize}
…	…
72	72	\index{TrivialPF@{TrivialPF}!bayes@{bayes}}
73	73	\index{bayes@{bayes}!TrivialPF@{TrivialPF}}
74		\subsubsection{\setlength{\rightskip}{0pt plus 5cm}v~~irtual void BM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt [pure virtual, inherited]}}\label{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf~~}
	74	\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void PF::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt [inline, virtual, inherited]}}\label{classPF_64f636bbd63bea9efd778214e6b631d3}
75	75
76	76
…	…
84	84
85	85
	86	Implements {\bf BM} \doxyref{}{p.}{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf}.
	87
86	88	The documentation for this class was generated from the following files:\begin{CompactItemize}
87	89	\item

TabularUnified doc/latex/classeEF.tex ¶

r28	r32
10	10	\begin{center}
11	11	\leavevmode
12		\includegraphics[width=67pt]{classeEF__inherit__graph}
	12	\includegraphics[width=127pt]{classeEF__inherit__graph}
13	13	\end{center}
14	14	\end{figure}
…	…
23	23	\begin{CompactItemize}
24	24	\item
	25	{\bf eEF} ()\label{classeEF_702e24158366430bc24d57c7f64e1e9e}
	26
	27	\begin{CompactList}\small\item\em default constructor \item\end{CompactList}\item
	28	\textbf{eEF} (const {\bf RV} \&rv)\label{classeEF_7e3c63655e8375c76bf1f421245427a7}
	29
	30	\item
25	31	virtual void \textbf{tupdate} (double phi, mat \&vbar, double nubar)\label{classeEF_fd88bc35550ec8fe9281d358216d0fcf}
26	32
…	…
33	39	virtual double {\bf eval} (const vec \&val)\label{classepdf_f333ceeb88ebc37d81fcd4cea4526bfc}
34	40
35		\begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\end{CompactItemize}
	41	\begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\item
	42	virtual double {\bf evalpdflog} (const vec \&val)\label{classepdf_113c76c61d20e3f2a24ba322a73dfc51}
	43
	44	\begin{CompactList}\small\item\em Compute log-probability of argument {\tt val}. \item\end{CompactList}\item
	45	virtual vec {\bf mean} ()=0\label{classepdf_5b61fae74d370d2216576d598c1a74ef}
	46
	47	\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\end{CompactItemize}
	48	\subsection*{Protected Attributes}
	49	\begin{CompactItemize}
	50	\item
	51	{\bf RV} \textbf{rv}\label{classepdf_74da992e3f5d598da8850b646b79b9d9}
	52
	53	\end{CompactItemize}
36	54
37	55
…	…
51	69	Returns a sample from the density, $x \sim epdf(rv)$
52	70
53		Implemented in {\bf enorm$<$ sq\_\-T $>$} \doxyref{}{p.}{classenorm_6020bcd89db2c9584bd8871001bd2023}.
	71	Implemented in {\bf enorm$<$ sq\_\-T $>$} \doxyref{}{p.}{classenorm_6020bcd89db2c9584bd8871001bd2023}, {\bf egamma} \doxyref{}{p.}{classegamma_0a2186a586432c2c3f22d09c5341890f}, {\bf emix} \doxyref{}{p.}{classemix_3eb9a8e12ce1c5c8a3ddb245354b6941}, {\bf euni} \doxyref{}{p.}{classeuni_0f71562e3e919aba823cb7d9d420ad4c}, {\bf eEmp} \doxyref{}{p.}{classeEmp_c9b44099a400579b88aff9f5afaf9c13}, and {\bf enorm$<$ ldmat $>$} \doxyref{}{p.}{classenorm_6020bcd89db2c9584bd8871001bd2023}.
54	72
55	73	The documentation for this class was generated from the following file:\begin{CompactItemize}

TabularUnified doc/latex/classenorm.tex ¶

r22	r32
10	10	\begin{center}
11	11	\leavevmode
12		\includegraphics[width=67pt]{classenorm__inherit__graph}
	12	\includegraphics[width=71pt]{classenorm__inherit__graph}
13	13	\end{center}
14	14	\end{figure}
…	…
23	23	\begin{CompactItemize}
24	24	\item
25		\textbf{enorm} ({\bf RV} \&rv, vec \&mu, sq\_\-T \&R)\label{classenorm_183891111686898adef0f6ca292e600d}
	25	\textbf{enorm} ({\bf RV} \&rv)\label{classenorm_7b5cb487a2570e8109bfdc0df149aa06}
	26
	27	\item
	28	void \textbf{set\_\-parameters} (const vec \&{\bf mu}, const sq\_\-T \&{\bf R})\label{classenorm_1394a65caa6e00d42e00cc99b12227af}
26	29
27	30	\item
…	…
32	35
33	36	\item
34		~~void {\bf tupdate} ()\label{classenorm_2a1a522504c7788dfd7fb733157ee39e}~~
35
36		~~\begin{CompactList}\small\item\em tupdate used in KF \item\end{CompactList}\item~~
37		~~double {\bf dupdate} ()\label{classenorm_d1b0faf61260de09cf63bf823add5b32}~~
38
39		~~\begin{CompactList}\small\item\em dupdate used in KF \item\end{CompactList}\item~~
40	37	vec {\bf sample} ()
41	38	\begin{CompactList}\small\item\em Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. \item\end{CompactList}\item
…	…
45	42	double {\bf eval} (const vec \&val)\label{classenorm_93107f05a8e9b34b64853767200121a4}
46	43
47		\begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\end{CompactItemize}
48		\subsection*{Public Attributes}
	44	\begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\item
	45	double {\bf evalpdflog} (const vec \&val)\label{classenorm_9517594915e897584eaebbb057ed8881}
	46
	47	\begin{CompactList}\small\item\em Compute log-probability of argument {\tt val}. \item\end{CompactList}\item
	48	vec {\bf mean} ()\label{classenorm_191c1220c3ddd0c5f54e78f19b57ebd5}
	49
	50	\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item
	51	vec $\ast$ {\bf \_\-mu} ()\label{classenorm_3be0cb541ec9b88e5aa3f60307bbc753}
	52
	53	\begin{CompactList}\small\item\em returns a pointer to the internal mean value. Use with Care! \item\end{CompactList}\item
	54	void {\bf \_\-R} (sq\_\-T $\ast$\&pR, sq\_\-T $\ast$\&piR)\label{classenorm_8725c534863c4fc2bddef0edfb95a740}
	55
	56	\begin{CompactList}\small\item\em returns pointers to the internal variance and its inverse. Use with Care! \item\end{CompactList}\item
	57	void {\bf \_\-cached} (bool what)\label{classenorm_c9ca4f2ca42568e40ca146168e7f3247}
	58
	59	\begin{CompactList}\small\item\em set cache as inconsistent \item\end{CompactList}\end{CompactItemize}
	60	\subsection*{Protected Attributes}
49	61	\begin{CompactItemize}
50	62	\item
51		Normal\_\-RNG \textbf{RNG}\label{classenorm_a4de82a0d7ba9eaf31206318ae35d0d5}
	63	vec {\bf mu}\label{classenorm_71fde0d54bba147e00f612577f95ad20}
	64
	65	\begin{CompactList}\small\item\em mean value \item\end{CompactList}\item
	66	sq\_\-T {\bf R}\label{classenorm_4ccc8d8514d644ef1c98d8ab023748a1}
	67
	68	\begin{CompactList}\small\item\em Covariance matrix in decomposed form. \item\end{CompactList}\item
	69	sq\_\-T {\bf \_\-iR}\label{classenorm_82f39ac49911d7097f4bfe385deba355}
	70
	71	\begin{CompactList}\small\item\em Cache: \_\-iR = inv(R);. \item\end{CompactList}\item
	72	bool {\bf cached}\label{classenorm_ae12db77283a96e0f14a3eae93dc3bf1}
	73
	74	\begin{CompactList}\small\item\em indicator if {\tt \_\-iR} is chached \item\end{CompactList}\item
	75	int {\bf dim}\label{classenorm_6938fc390a19cdaf6ad4503fcbaada4e}
	76
	77	\begin{CompactList}\small\item\em dimension (redundant from rv.count() for easier coding ) \item\end{CompactList}\item
	78	{\bf RV} \textbf{rv}\label{classepdf_74da992e3f5d598da8850b646b79b9d9}
52	79
53	80	\end{CompactItemize}

TabularUnified doc/latex/classepdf.tex ¶

r22	r32
10	10	\begin{center}
11	11	\leavevmode
12		\includegraphics[width=67pt]{classepdf__inherit__graph}
	12	\includegraphics[width=179pt]{classepdf__inherit__graph}
13	13	\end{center}
14	14	\end{figure}
…	…
23	23	\begin{CompactItemize}
24	24	\item
	25	{\bf epdf} ()\label{classepdf_d8eb760037b3bad5a0d64081606697cd}
	26
	27	\begin{CompactList}\small\item\em default constructor \item\end{CompactList}\item
	28	{\bf epdf} (const {\bf RV} \&rv0)\label{classepdf_c95b1a27a8dd9507bb9a5a3cb2809c7a}
	29
	30	\begin{CompactList}\small\item\em default constructor \item\end{CompactList}\item
25	31	virtual vec {\bf sample} ()=0
26	32	\begin{CompactList}\small\item\em Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. \item\end{CompactList}\item
27	33	virtual double {\bf eval} (const vec \&val)\label{classepdf_f333ceeb88ebc37d81fcd4cea4526bfc}
28	34
29		\begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\end{CompactItemize}
	35	\begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\item
	36	virtual double {\bf evalpdflog} (const vec \&val)\label{classepdf_113c76c61d20e3f2a24ba322a73dfc51}
	37
	38	\begin{CompactList}\small\item\em Compute log-probability of argument {\tt val}. \item\end{CompactList}\item
	39	virtual vec {\bf mean} ()=0\label{classepdf_5b61fae74d370d2216576d598c1a74ef}
	40
	41	\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item
	42	virtual {\bf $\sim$epdf} ()\label{classepdf_0a322dd106f04c0a2915e3d4f4227396}
	43
	44	\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\end{CompactItemize}
	45	\subsection*{Protected Attributes}
	46	\begin{CompactItemize}
	47	\item
	48	{\bf RV} \textbf{rv}\label{classepdf_74da992e3f5d598da8850b646b79b9d9}
	49
	50	\end{CompactItemize}
30	51
31	52
…	…
43	64	Returns a sample from the density, $x \sim epdf(rv)$
44	65
45		Implemented in {\bf enorm$<$ sq\_\-T $>$} \doxyref{}{p.}{classenorm_6020bcd89db2c9584bd8871001bd2023}.
	66	Implemented in {\bf enorm$<$ sq\_\-T $>$} \doxyref{}{p.}{classenorm_6020bcd89db2c9584bd8871001bd2023}, {\bf egamma} \doxyref{}{p.}{classegamma_0a2186a586432c2c3f22d09c5341890f}, {\bf emix} \doxyref{}{p.}{classemix_3eb9a8e12ce1c5c8a3ddb245354b6941}, {\bf euni} \doxyref{}{p.}{classeuni_0f71562e3e919aba823cb7d9d420ad4c}, {\bf eEmp} \doxyref{}{p.}{classeEmp_c9b44099a400579b88aff9f5afaf9c13}, and {\bf enorm$<$ ldmat $>$} \doxyref{}{p.}{classenorm_6020bcd89db2c9584bd8871001bd2023}.
46	67
47	68	The documentation for this class was generated from the following file:\begin{CompactItemize}

TabularUnified doc/latex/classfnc.tex ¶

r28	r32
21	21	int {\bf \_\-dimy} () const \label{classfnc_a8891973d0ca48ce38e1886df45ca298}
22	22
23		\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
	23	\begin{CompactList}\small\item\em access function \item\end{CompactList}\item
	24	virtual {\bf $\sim$fnc} ()\label{classfnc_17164c202f6feee3d708b8caab6306ab}
	25
	26	\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\end{CompactItemize}
24	27	\subsection*{Protected Attributes}
25	28	\begin{CompactItemize}

TabularUnified doc/latex/classfsqmat.tex ¶

r28	r32
28	28
29	29	\begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item
30		void {\bf mult\_\-sym} (const mat \&C~~, bool trans=false~~)
	30	void {\bf mult\_\-sym} (const mat \&C)
31	31	\begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE matrix \$C\$, i.e. \$V = C$\ast$V$\ast$C'\$. \item\end{CompactList}\item
32		void \textbf{mult\_\-sym} (const mat \&C, {\bf fsqmat} \&U, bool trans=false)\label{classfsqmat_ccf5ad8fb038f82e9d2201c0606b65fa}
	32	void {\bf mult\_\-sym\_\-t} (const mat \&C)
	33	\begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE transpose of matrix \$C\$, i.e. \$V = C'$\ast$V$\ast$C\$. \item\end{CompactList}\item
	34	void \textbf{mult\_\-sym} (const mat \&C, {\bf fsqmat} \&U)\label{classfsqmat_cfea3618d426e2b8232f09aa0070266f}
	35
	36	\item
	37	void \textbf{mult\_\-sym\_\-t} (const mat \&C, {\bf fsqmat} \&U)\label{classfsqmat_7ca865c68989d22903efe97045cb6c9a}
33	38
34	39	\item
…	…
36	41
37	42	\begin{CompactList}\small\item\em Clearing matrix so that it corresponds to zeros. \item\end{CompactList}\item
	43	{\bf fsqmat} ()\label{classfsqmat_79e3f73e0ccd663c7f7e08083d272940}
	44
	45	\begin{CompactList}\small\item\em Default initialization. \item\end{CompactList}\item
	46	{\bf fsqmat} (const int dim0)\label{classfsqmat_40eae99305e7c7240fa95cfec125b06f}
	47
	48	\begin{CompactList}\small\item\em Default initialization with proper size. \item\end{CompactList}\item
38	49	{\bf fsqmat} (const mat \&M)\label{classfsqmat_1929fbc9fe375f1d67f979d0d302336f}
39	50
40	51	\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item
	52	virtual {\bf $\sim$fsqmat} ()\label{classfsqmat_2a8f104e4befbc2aa90d8b11edfedb2e}
	53
	54	\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\item
41	55	virtual void {\bf inv} ({\bf fsqmat} \&Inv)
42	56	\begin{CompactList}\small\item\em Matrix inversion preserving the chosen form. \item\end{CompactList}\item
43		double {\bf logdet} ()~~\label{classfsqmat_bf212272ec195ad2706e2bf4d8e7c9b3~~}
	57	double {\bf logdet} () const \label{classfsqmat_eb0d1358f536e4453b5f99d0418ca1e5}
44	58
45	59	\begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item
46		double {\bf qform} (~~vec \&v)\label{classfsqmat_6d047b9f7a27dfc093303a13cc9b1fba~~}
	60	double {\bf qform} (const vec \&v)\label{classfsqmat_1eec8762a2299d83c7b7cd6bf6cbc1ad}
47	61
48	62	\begin{CompactList}\small\item\em Evaluates quadratic form \$x= v'$\ast$V$\ast$v\$;. \item\end{CompactList}\item
49		vec {\bf sqrt\_\-mult} (vec \&v)
	63	vec {\bf sqrt\_\-mult} (const vec \&v)
50	64	\begin{CompactList}\small\item\em Multiplies square root of \$V\$ by vector \$x\$. \item\end{CompactList}\item
51	65	{\bf fsqmat} \& \textbf{operator+=} (const {\bf fsqmat} \&A)\label{classfsqmat_514d1fdd8a382dbd6a774f2cf1ebd3de}
…	…
73	87
74	88	\end{CompactItemize}
	89	\subsection*{Friends}
	90	\begin{CompactItemize}
	91	\item
	92	std::ostream \& \textbf{operator$<$$<$} (std::ostream \&os, const {\bf fsqmat} \&sq)\label{classfsqmat_e06aba54d61e807b41bd68b5ee6ac22f}
	93
	94	\end{CompactItemize}
75	95
76	96
…	…
95	115	Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_b223484796661f2dadb5607a86ce0581}.\index{fsqmat@{fsqmat}!mult_sym@{mult\_\-sym}}
96	116	\index{mult_sym@{mult\_\-sym}!fsqmat@{fsqmat}}
97		\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::mult\_\-sym (const mat \& {\em C}~~, bool {\em trans} = {\tt false})\hspace{0.3cm}{\tt [virtual]}}\label{classfsqmat_acc5d2d0a243f1de6d0106065f01f518~~}
	117	\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::mult\_\-sym (const mat \& {\em C})\hspace{0.3cm}{\tt [virtual]}}\label{classfsqmat_5530d2756b5d991de755e6121c9a452e}
98	118
99	119
…	…
103	123	\item[Parameters:]
104	124	\begin{description}
105		\item[{\em C}]multiplying matrix, \~~item[{\em trans}]if true, product \$V = C'$\ast$V$\ast$C\$ will be computed instead; \~~end{description}
	125	\item[{\em C}]multiplying matrix, \end{description}
106	126	\end{Desc}
107	127
108	128
109		Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_faa3bc90be142adde9cf74f573c70157}.\index{fsqmat@{fsqmat}!inv@{inv}}
	129	Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_60fbbfa9e483b8187c135f787ee53afa}.\index{fsqmat@{fsqmat}!mult_sym_t@{mult\_\-sym\_\-t}}
	130	\index{mult_sym_t@{mult\_\-sym\_\-t}!fsqmat@{fsqmat}}
	131	\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::mult\_\-sym\_\-t (const mat \& {\em C})\hspace{0.3cm}{\tt [virtual]}}\label{classfsqmat_92052a8adc2054b63e42d1373d145c89}
	132
	133
	134	Inplace symmetric multiplication by a SQUARE transpose of matrix \$C\$, i.e. \$V = C'$\ast$V$\ast$C\$.
	135
	136	\begin{Desc}
	137	\item[Parameters:]
	138	\begin{description}
	139	\item[{\em C}]multiplying matrix, \end{description}
	140	\end{Desc}
	141
	142
	143	Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_6909e906da17725b1b80f3cae7cf3325}.\index{fsqmat@{fsqmat}!inv@{inv}}
110	144	\index{inv@{inv}!fsqmat@{fsqmat}}
111	145	\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::inv ({\bf fsqmat} \& {\em Inv})\hspace{0.3cm}{\tt [virtual]}}\label{classfsqmat_9fa853e1ca28f2a1a1c43377e798ecb1}
…	…
121	155	\index{fsqmat@{fsqmat}!sqrt_mult@{sqrt\_\-mult}}
122	156	\index{sqrt_mult@{sqrt\_\-mult}!fsqmat@{fsqmat}}
123		\subsubsection{\setlength{\rightskip}{0pt plus 5cm}vec fsqmat::sqrt\_\-mult (~~vec \& {\em v})\hspace{0.3cm}{\tt [inline, virtual]}}\label{classfsqmat_6648dd4291b809cce14e8497d0433ad3~~}
	157	\subsubsection{\setlength{\rightskip}{0pt plus 5cm}vec fsqmat::sqrt\_\-mult (const vec \& {\em v})\hspace{0.3cm}{\tt [inline, virtual]}}\label{classfsqmat_2288389e2d47bd9df112815ef570c5c9}
124	158
125	159
…	…
128	162	Used e.g. in generating normal samples.
129	163
130		Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_~~b5236c8a050199e1a9d338b0da1a08d2~~}.
	164	Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_975ddc7e8035d8d4e6cbd52dd99c248c}.
131	165
132	166	The documentation for this class was generated from the following files:\begin{CompactItemize}

TabularUnified doc/latex/classmpdf.tex ¶

r19	r32
17	17	\begin{center}
18	18	\leavevmode
19		\includegraphics[width=43pt]{classmpdf__coll__graph}
	19	\includegraphics[width=60pt]{classmpdf__coll__graph}
20	20	\end{center}
21	21	\end{figure}
…	…
25	25	virtual vec {\bf samplecond} (vec \&cond, double lik)
26	26	\begin{CompactList}\small\item\em Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. \item\end{CompactList}\item
27		virtual void \textbf{condition} (~~vec \&cond)\label{classmpdf_cfb3dffef7c03598622e414668bb0588~~}
	27	virtual void \textbf{condition} (const vec \&cond)\label{classmpdf_0f95a0cc6ab40611f46804682446ed83}
28	28
29		\end{CompactItemize}
	29	\item
	30	virtual double \textbf{evalcond} (const vec \&dt, const vec \&cond)\label{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}
	31
	32	\item
	33	virtual {\bf $\sim$mpdf} ()\label{classmpdf_6788be9f3a888796499c5293a318fcfb}
	34
	35	\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\item
	36	{\bf mpdf} (const {\bf RV} \&rv0, const {\bf RV} \&rvc0)\label{classmpdf_581ecf362185d37c08bb31cb9d046d6f}
	37
	38	\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\end{CompactItemize}
	39	\subsection*{Protected Attributes}
	40	\begin{CompactItemize}
	41	\item
	42	{\bf RV} {\bf rv}\label{classmpdf_f6687c07ff07d47812dd565368ca59eb}
	43
	44	\begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item
	45	{\bf RV} {\bf rvc}\label{classmpdf_acb7dda792b3cd5576f39fa3129abbab}
	46
	47	\begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item
	48	{\bf epdf} $\ast$ {\bf ep}\label{classmpdf_7aa894208a32f3487827df6d5054424c}
	49
	50	\begin{CompactList}\small\item\em pointer to internal \doxyref{epdf}{p.}{classepdf} \item\end{CompactList}\end{CompactItemize}
30	51
31	52
…	…
41	62	Returns the required moment of the \doxyref{epdf}{p.}{classepdf}.
42	63
43		Returns a sample from the density conditioned on {\tt cond}, \$x \doxyref{epdf}{p.}{classepdf}(rv$\|$cond)\$
	64	Returns a sample from the density conditioned on {\tt cond}, \$x \doxyref{epdf}{p.}{classepdf}(rv$\|$cond)\$. \begin{Desc}
	65	\item[Parameters:]
	66	\begin{description}
	67	\item[{\em lik}]is a return value of likelihood of the sample. \end{description}
	68	\end{Desc}
	69
44	70
45	71	The documentation for this class was generated from the following file:\begin{CompactItemize}

TabularUnified doc/latex/classsqmat.tex ¶

r22	r32
21	21
22	22	\begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item
23		virtual void {\bf mult\_\-sym} (const mat \&C~~, bool trans=true~~)=0
	23	virtual void {\bf mult\_\-sym} (const mat \&C)=0
24	24	\begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE matrix \$C\$, i.e. \$V = C$\ast$V$\ast$C'\$. \item\end{CompactList}\item
25		virtual double {\bf logdet} ()=0\label{classsqmat_5c852819589f74cdaefbd648c0ce8547}
	25	virtual void {\bf mult\_\-sym\_\-t} (const mat \&C)=0
	26	\begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE transpose of matrix \$C\$, i.e. \$V = C'$\ast$V$\ast$C\$. \item\end{CompactList}\item
	27	virtual double {\bf logdet} () const =0\label{classsqmat_0a772b396750eeeed85d69fa72478b45}
26	28
27	29	\begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item
28		virtual vec {\bf sqrt\_\-mult} (vec \&v)=0
	30	virtual vec {\bf sqrt\_\-mult} (const vec \&v)=0
29	31	\begin{CompactList}\small\item\em Multiplies square root of \$V\$ by vector \$x\$. \item\end{CompactList}\item
30		virtual double {\bf qform} (~~vec \&v)=0\label{classsqmat_44e079468bc8bfccf634dc85b32ba6b~~e}
	32	virtual double {\bf qform} (const vec \&v)=0\label{classsqmat_90f97cdf9de08ead4f0648419b3aa4ce}
31	33
32	34	\begin{CompactList}\small\item\em Evaluates quadratic form \$x= v'$\ast$V$\ast$v\$;. \item\end{CompactList}\item
…	…
39	41	int {\bf rows} () const \label{classsqmat_071e80ced9cc3b8cbb360fa7462eb646}
40	42
41		\begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\end{CompactItemize}
	43	\begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\item
	44	virtual {\bf $\sim$sqmat} ()\label{classsqmat_0481f2067bb32aaea7e6d4f27e46b656}
	45
	46	\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\end{CompactItemize}
42	47	\subsection*{Protected Attributes}
43	48	\begin{CompactItemize}
…	…
68	73	Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_b36530e155667fe9f1bd58394e50c65a}.\index{sqmat@{sqmat}!mult_sym@{mult\_\-sym}}
69	74	\index{mult_sym@{mult\_\-sym}!sqmat@{sqmat}}
70		\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void sqmat::mult\_\-sym (const mat \& {\em C}~~, bool {\em trans} = {\tt true})\hspace{0.3cm}{\tt [pure virtual]}}\label{classsqmat_faa3bc90be142adde9cf74f573c70157~~}
	75	\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void sqmat::mult\_\-sym (const mat \& {\em C})\hspace{0.3cm}{\tt [pure virtual]}}\label{classsqmat_60fbbfa9e483b8187c135f787ee53afa}
71	76
72	77
…	…
76	81	\item[Parameters:]
77	82	\begin{description}
78		\item[{\em C}]multiplying matrix, \~~item[{\em trans}]if true, product \$V = C'$\ast$V$\ast$C\$ will be computed instead; \~~end{description}
	83	\item[{\em C}]multiplying matrix, \end{description}
79	84	\end{Desc}
80	85
81	86
82		Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_acc5d2d0a243f1de6d0106065f01f518}.\index{sqmat@{sqmat}!sqrt_mult@{sqrt\_\-mult}}
	87	Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_5530d2756b5d991de755e6121c9a452e}.\index{sqmat@{sqmat}!mult_sym_t@{mult\_\-sym\_\-t}}
	88	\index{mult_sym_t@{mult\_\-sym\_\-t}!sqmat@{sqmat}}
	89	\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void sqmat::mult\_\-sym\_\-t (const mat \& {\em C})\hspace{0.3cm}{\tt [pure virtual]}}\label{classsqmat_6909e906da17725b1b80f3cae7cf3325}
	90
	91
	92	Inplace symmetric multiplication by a SQUARE transpose of matrix \$C\$, i.e. \$V = C'$\ast$V$\ast$C\$.
	93
	94	\begin{Desc}
	95	\item[Parameters:]
	96	\begin{description}
	97	\item[{\em C}]multiplying matrix, \end{description}
	98	\end{Desc}
	99
	100
	101	Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_92052a8adc2054b63e42d1373d145c89}.\index{sqmat@{sqmat}!sqrt_mult@{sqrt\_\-mult}}
83	102	\index{sqrt_mult@{sqrt\_\-mult}!sqmat@{sqmat}}
84		\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual vec sqmat::sqrt\_\-mult (~~vec \& {\em v})\hspace{0.3cm}{\tt [pure virtual]}}\label{classsqmat_b5236c8a050199e1a9d338b0da1a08d2~~}
	103	\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual vec sqmat::sqrt\_\-mult (const vec \& {\em v})\hspace{0.3cm}{\tt [pure virtual]}}\label{classsqmat_975ddc7e8035d8d4e6cbd52dd99c248c}
85	104
86	105
…	…
89	108	Used e.g. in generating normal samples.
90	109
91		Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_~~6648dd4291b809cce14e8497d0433ad3~~}.
	110	Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_2288389e2d47bd9df112815ef570c5c9}.
92	111
93	112	The documentation for this class was generated from the following file:\begin{CompactItemize}

TabularUnified doc/latex/doxygen.sty ¶

r28	r32
11	11	\rhead[\fancyplain{}{\bfseries\leftmark}]
12	12	{\fancyplain{}{\bfseries\thepage}}
13		\rfoot[\fancyplain{}{\bfseries\scriptsize Generated on ~~Mon Feb 18 21:48~~:39 2008 for mixpp by Doxygen }]{}
14		\lfoot[]{\fancyplain{}{\bfseries\scriptsize Generated on ~~Mon Feb 18 21:48~~:39 2008 for mixpp by Doxygen }}
	13	\rfoot[\fancyplain{}{\bfseries\scriptsize Generated on Thu Feb 28 16:54:39 2008 for mixpp by Doxygen }]{}
	14	\lfoot[]{\fancyplain{}{\bfseries\scriptsize Generated on Thu Feb 28 16:54:39 2008 for mixpp by Doxygen }}
15	15	\cfoot{}
16	16	\newenvironment{Code}

TabularUnified doc/latex/hierarchy.tex ¶

r22	r32
4	4	\begin{CompactList}
5	5	\item \contentsline{section}{Kalman$<$ sq\_\-T $>$}{\pageref{classKalman}}{}
6		\item \contentsline{section}{Kalman$<$ ~~fsq~~mat $>$}{\pageref{classKalman}}{}
	6	\item \contentsline{section}{Kalman$<$ ldmat $>$}{\pageref{classKalman}}{}
7	7	\begin{CompactList}
8	8	\item \contentsline{section}{EKF$<$ sq\_\-T $>$}{\pageref{classEKF}}{}
	9	\item \contentsline{section}{KFcondQR}{\pageref{classKFcondQR}}{}
9	10	\end{CompactList}
10		~~\item \contentsline{section}{KalmanFull}{\pageref{classKalmanFull}}{}~~
11	11	\item \contentsline{section}{PF}{\pageref{classPF}}{}
12	12	\begin{CompactList}
13		\item \contentsline{section}{~~TrivialPF}{\pageref{classTrivial~~PF}}{}
	13	\item \contentsline{section}{MPF$<$ BM\_\-T $>$}{\pageref{classMPF}}{}
14	14	\end{CompactList}
	15	\end{CompactList}
	16	\item \contentsline{section}{BMcond}{\pageref{classBMcond}}{}
	17	\begin{CompactList}
	18	\item \contentsline{section}{KFcondQR}{\pageref{classKFcondQR}}{}
15	19	\end{CompactList}
16	20	\item \contentsline{section}{DS}{\pageref{classDS}}{}
…	…
22	26	\item \contentsline{section}{eEF}{\pageref{classeEF}}{}
23	27	\begin{CompactList}
	28	\item \contentsline{section}{egamma}{\pageref{classegamma}}{}
24	29	\item \contentsline{section}{enorm$<$ sq\_\-T $>$}{\pageref{classenorm}}{}
	30	\item \contentsline{section}{enorm$<$ ldmat $>$}{\pageref{classenorm}}{}
25	31	\end{CompactList}
	32	\item \contentsline{section}{eEmp}{\pageref{classeEmp}}{}
	33	\item \contentsline{section}{emix}{\pageref{classemix}}{}
	34	\item \contentsline{section}{euni}{\pageref{classeuni}}{}
26	35	\end{CompactList}
27	36	\item \contentsline{section}{fnc}{\pageref{classfnc}}{}
…	…
34	43	\item \contentsline{section}{linfn}{\pageref{classlinfn}}{}
35	44	\end{CompactList}
	45	\item \contentsline{section}{itpp::Gamma\_\-RNG}{\pageref{classitpp_1_1Gamma__RNG}}{}
	46	\item \contentsline{section}{KalmanFull}{\pageref{classKalmanFull}}{}
	47	\item \contentsline{section}{mgamma}{\pageref{classmgamma}}{}
	48	\item \contentsline{section}{mlnorm$<$ sq\_\-T $>$}{\pageref{classmlnorm}}{}
36	49	\item \contentsline{section}{mpdf}{\pageref{classmpdf}}{}
37	50	\item \contentsline{section}{RV}{\pageref{classRV}}{}

TabularUnified doc/latex/libBM_8h.tex ¶

r22	r32
19	19	\begin{center}
20	20	\leavevmode
21		\includegraphics[width=~~361~~pt]{libBM_8h__dep__incl}
	21	\includegraphics[width=272pt]{libBM_8h__dep__incl}
22	22	\end{center}
23	23	\end{figure}
…	…
29	29	class {\bf fnc}
30	30	\begin{CompactList}\small\item\em Class representing function \$f(x)\$ of variable \$x\$ represented by {\tt rv}. \item\end{CompactList}\item
31		~~class {\bf BM}~~
32		~~\begin{CompactList}\small\item\em Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. \item\end{CompactList}\item~~
33	31	class {\bf epdf}
34	32	\begin{CompactList}\small\item\em Probability density function with numerical statistics, e.g. posterior density. \item\end{CompactList}\item
…	…
36	34	\begin{CompactList}\small\item\em Conditional probability density, e.g. modeling some dependencies. \item\end{CompactList}\item
37	35	class {\bf DS}
38		\begin{CompactList}\small\item\em Abstract class for discrete-time sources of data. \item\end{CompactList}\end{CompactItemize}
	36	\begin{CompactList}\small\item\em Abstract class for discrete-time sources of data. \item\end{CompactList}\item
	37	class {\bf BM}
	38	\begin{CompactList}\small\item\em Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. \item\end{CompactList}\item
	39	class {\bf BMcond}
	40	\begin{CompactList}\small\item\em Conditional Bayesian Filter. \item\end{CompactList}\end{CompactItemize}
39	41
40	42

TabularUnified doc/latex/libDC_8h.tex ¶

r19	r32
19	19	\begin{center}
20	20	\leavevmode
21		\includegraphics[width=~~276~~pt]{libDC_8h__dep__incl}
	21	\includegraphics[width=191pt]{libDC_8h__dep__incl}
22	22	\end{center}
23	23	\end{figure}

TabularUnified doc/latex/libEF_8h.tex ¶

r22	r32
6	6	{\tt \#include \char`\"{}../math/libDC.h\char`\"{}}\par
7	7	{\tt \#include \char`\"{}libBM.h\char`\"{}}\par
	8	{\tt \#include \char`\"{}../itpp\_\-ext.h\char`\"{}}\par
8	9
9	10
…	…
12	13	\begin{center}
13	14	\leavevmode
14		\includegraphics[width=116pt]{libEF_8h__incl}
	15	\includegraphics[width=157pt]{libEF_8h__incl}
	16	\end{center}
	17	\end{figure}
	18
	19
	20	This graph shows which files directly or indirectly include this file:\nopagebreak
	21	\begin{figure}[H]
	22	\begin{center}
	23	\leavevmode
	24	\includegraphics[width=191pt]{libEF_8h__dep__incl}
15	25	\end{center}
16	26	\end{figure}
…	…
24	34	class {\bf enorm$<$ sq\_\-T $>$}
25	35	\begin{CompactList}\small\item\em Gaussian density with positive definite (decomposed) covariance matrix. \item\end{CompactList}\item
26		class \textbf{mlnorm$<$ sq\_\-T $>$}
	36	class {\bf egamma}
	37	\begin{CompactList}\small\item\em Gamma posterior density. \item\end{CompactList}\item
	38	class {\bf emix}
	39	\begin{CompactList}\small\item\em Weighted mixture of epdfs with external owned components. \item\end{CompactList}\item
	40	class {\bf euni}
	41	\begin{CompactList}\small\item\em Uniform distributed density on a rectangular support. \item\end{CompactList}\item
	42	class {\bf mlnorm$<$ sq\_\-T $>$}
	43	\begin{CompactList}\small\item\em Normal distributed linear function with linear function of mean value;. \item\end{CompactList}\item
	44	class {\bf mgamma}
	45	\begin{CompactList}\small\item\em Gamma random walk. \item\end{CompactList}\item
	46	class {\bf eEmp}
	47	\begin{CompactList}\small\item\em Weighted empirical density. \item\end{CompactList}\end{CompactItemize}
	48	\subsection*{Enumerations}
	49	\begin{CompactItemize}
	50	\item
	51	enum {\bf RESAMPLING\_\-METHOD} \{ \textbf{MULTINOMIAL} = 0,
	52	\textbf{STRATIFIED} = 1,
	53	\textbf{SYSTEMATIC} = 3
	54	\}
	55	\begin{CompactList}\small\item\em Switch between various resampling methods. \item\end{CompactList}\end{CompactItemize}
	56	\subsection*{Variables}
	57	\begin{CompactItemize}
	58	\item
	59	Uniform\_\-RNG {\bf UniRNG}\label{libEF_8h_2ae7dcdfebede774dd1b1f16cad10dd9}
	60
	61	\begin{CompactList}\small\item\em Global Uniform\_\-RNG. \item\end{CompactList}\item
	62	Normal\_\-RNG \textbf{NorRNG}\label{libEF_8h_395c5925c8792aef3be4c360e91526c0}
	63
	64	\item
	65	{\bf Gamma\_\-RNG} \textbf{GamRNG}\label{libEF_8h_884a8348c92a49725b78e2b6ab0bb802}
	66
27	67	\end{CompactItemize}
28	68

TabularUnified doc/latex/libKF_8h.tex ¶

r22	r32
5	5	{\tt \#include $<$itpp/itbase.h$>$}\par
6	6	{\tt \#include \char`\"{}../stat/libFN.h\char`\"{}}\par
7		{\tt \#include \char`\"{}../~~math/libDC~~.h\char`\"{}}\par
	7	{\tt \#include \char`\"{}../stat/libEF.h\char`\"{}}\par
8	8
9	9
…	…
12	12	\begin{center}
13	13	\leavevmode
14		\includegraphics[width=~~134~~pt]{libKF_8h__incl}
	14	\includegraphics[width=203pt]{libKF_8h__incl}
15	15	\end{center}
16	16	\end{figure}
…	…
23	23	\begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form. \item\end{CompactList}\item
24	24	class {\bf EKF$<$ sq\_\-T $>$}
25		\begin{CompactList}\small\item\em Extended \doxyref{Kalman}{p.}{classKalman} Filter. \item\end{CompactList}\end{CompactItemize}
	25	\begin{CompactList}\small\item\em Extended \doxyref{Kalman}{p.}{classKalman} Filter. \item\end{CompactList}\item
	26	class {\bf KFcondQR}
	27	\begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} Filter with conditional diagonal matrices R and Q. \item\end{CompactList}\end{CompactItemize}
26	28
27	29

TabularUnified doc/latex/libPF_8h.tex ¶

r19	r32
4	4
5	5	{\tt \#include $<$itpp/itbase.h$>$}\par
6		{\tt \#include \char`\"{}../stat/libBM.h\char`\"{}}\par
	6	{\tt \#include \char`\"{}../stat/libEF.h\char`\"{}}\par
7	7	{\tt \#include \char`\"{}../math/libDC.h\char`\"{}}\par
8	8
…	…
12	12	\begin{center}
13	13	\leavevmode
14		\includegraphics[width=135pt]{libPF_8h__incl}
	14	\includegraphics[width=182pt]{libPF_8h__incl}
15	15	\end{center}
16	16	\end{figure}
…	…
19	19	\item
20	20	class {\bf PF}
21		\begin{CompactList}\small\item\em A Particle Filter prototype. \item\end{CompactList}\item
22		class {\bf TrivialPF}
23		\begin{CompactList}\small\item\em Trivial particle filter with proposal density that is not conditioned on the data. \item\end{CompactList}\item
24		class \textbf{MPF}
25		\end{CompactItemize}
26		\subsection*{Enumerations}
27		\begin{CompactItemize}
28		\item
29		enum \textbf{RESAMPLING\_\-METHOD} \{ \textbf{MULTINOMIAL} = 0,
30		\textbf{STRATIFIED} = 1,
31		\textbf{SYSTEMATIC} = 3
32		\}
33		\end{CompactItemize}
	21	\begin{CompactList}\small\item\em Trivial particle filter with proposal density equal to parameter evolution model. \item\end{CompactList}\item
	22	class {\bf MPF$<$ BM\_\-T $>$}
	23	\begin{CompactList}\small\item\em Marginalized Particle filter. \item\end{CompactList}\end{CompactItemize}
34	24
35	25

TabularUnified doc/latex/refman.tex ¶

r28	r32
21	21	{\large Generated by Doxygen 1.5.3}\\
22	22	\vspace*{0.5cm}
23		{\small ~~Mon Feb 18 21:48~~:39 2008}\\
	23	{\small Thu Feb 28 16:54:39 2008}\\
24	24	\end{center}
25	25	\end{titlepage}
…	…
40	40	\input{classbilinfn}
41	41	\include{classBM}
	42	\include{classBMcond}
42	43	\include{classconstfn}
43	44	\include{classdiffbifn}
44	45	\include{classDS}
45	46	\include{classeEF}
	47	\include{classeEmp}
	48	\include{classegamma}
46	49	\include{classEKF}
	50	\include{classemix}
47	51	\include{classenorm}
48	52	\include{classepdf}
	53	\include{classeuni}
49	54	\include{classfnc}
50	55	\include{classfsqmat}
	56	\include{classitpp_1_1Gamma__RNG}
51	57	\include{classKalman}
52	58	\include{classKalmanFull}
	59	\include{classKFcondQR}
53	60	\include{classlinfn}
54	61	\include{classMemDS}
	62	\include{classmgamma}
	63	\include{classmlnorm}
55	64	\include{classmpdf}
	65	\include{classMPF}
56	66	\include{classPF}
57	67	\include{classRV}
58	68	\include{classsqmat}
59		~~\include{classTrivialPF}~~
60	69	\chapter{mixpp File Documentation}
61	70	\input{libKF_8h}

TabularUnified matlab/testKF.m ¶

r22	r32
7	7	C=[1 0];
8	8	D=[0];
9		R=[0.1];
	9	R=[1];
10	10	Q=[0.2 0 ; 0 0.02];
11	11
…	…
17	17	P0 = 200*eye(2);
18	18
19		u = ~~one~~s(1,N);
	19	u = zeros(1,N);
20	20	x = zeros(2,N);
21	21	y = zeros(1,N);
22	22
23	23	x(:,1) = [10;10];
	24	Et = sQ*randn(2,N);
	25	Wt = sR*randn(1,N);
24	26	for i=2:N;
25		et(1:2,i) = sQ*randn(2,1);
26		x(:,i) = Ax(:,i-1) + Bu(i) + et(:,i);
27		y(:,i) = Cx(:,i) + Du(i) + sR*randn(1,1);
	27	x(:,i) = Ax(:,i-1) + Bu(i) + Et(:,i);
	28	y(:,i) = Cx(:,i) + Du(i) + Wt(:,1);
28	29	end
29	30
…	…
39	40	EP = [0;0];
40	41
	42	Oxt = mu0;
	43	OPt = P0;
	44	ll =0;
	45	Oxt2 = mu0;
	46	OPt2 = P0;
	47	ll2=0;
	48
	49
41	50	for t=2:N
42	51	mu = Amu + Bu(t);
…	…
50	59	mu = mu + K(y(t)-Cmu-D*u(t));
51	60	Mu(1:2,t)=mu;
	61
	62	[Oxt,OPt,ll(t)] = Kalman(Oxt,y(t),A,C,Q,R,OPt);
	63	[Oxt2,OPt2,ll2(t)] = Kalman(Oxt2,y(t),A,C,Q,R/10000,OPt2);
52	64	end
	65
	66	keyboard
53	67
54	68	!cd ../;./tests/testKF

TabularUnified tests/CMakeLists.txt ¶

r22	r32
6	6
7	7	## Save all needed libraries in variable BdmLibs
8		SET(BdmLibs bdm itpp)
	8	SET(BdmLibs bdm itpp_debug)
	9	#SET(BdmLibs bdm itpp)
9	10
10	11	IF(WIN32)
…	…
23	24	add_executable (testPF testPF.cpp)
24	25	add_executable (testSmp testSmp.cpp)
	26	add_executable (testEpdf testEpdf.cpp)
	27	add_executable (testResample testResample.cpp)
	28	add_executable (testKF_QR testKF_QR.cpp)
25	29
26	30	# Link the executable to the Hello library.
…	…
29	33	target_link_libraries (testPF ${BdmLibs})
30	34	target_link_libraries (testSmp ${BdmLibs})
	35	target_link_libraries (testEpdf ${BdmLibs})
	36	target_link_libraries (testResample ${BdmLibs})
	37	target_link_libraries (testKF_QR ${BdmLibs})

TabularUnified tests/test0.cpp ¶

r28	r32
12	12	{
13	13
14		RV th = RV ( "1 2","{a b }","1 1","0 0"~~,"0 0"~~ );
	14	RV th = RV ( "1 2","{a b }","1 1","0 0");
15	15	RV r = RV ( "3 4" );
16	16
17	17	cout << th << r << endl;
18	18
19		ldmat ld = ldmat("1 0;~~-0.1~~ 1","1.1 1.3");
	19	ldmat ld = ldmat("1 0;0.5 1","1.1 1.3");
20	20	vec v = "1 -0.1";
21	21

TabularUnified tests/testKF.cpp ¶

r28	r32
18	18	it_file fin( "testKF.it" );
19	19
20		mat Dt, Xt,Xt2,XtE;
	20	mat Dt, Xt,Xt2,XtE,Xtf;
21	21	int Ndat;
22	22
…	…
42	42	Xt=zeros( 2,Ndat );
43	43	Xt2=zeros( 2,Ndat );
	44	Xtf=zeros( 2,Ndat );
44	45	XtE=zeros( 2,Ndat );
45	46
46	47	// cout << KF;
47		RV rx("1","{x}","2","0"~~,"0"~~);
48		RV ru("2","{u}","1","0"~~,"0"~~);
49		RV ry("3","{y}","1","0"~~,"0"~~);
	48	RV rx("1","{x}","2","0");
	49	RV ru("2","{u}","1","0");
	50	RV ry("3","{y}","1","0");
50	51	//
51	52	Kalman<ldmat> KF(rx,ry,ru);
…	…
65	66	KFE.set_est(mu0,P0);
66	67
67		Xt.set_col( 0,((enorm<ldmat>)(KF._epdf()))->_mu() );
	68	epdf& KFep = KF._epdf();
	69	epdf& KFfep = KFf._epdf();
	70	epdf& KFEep = KFE._epdf();
	71
	72	Xt.set_col( 0,KFep.mean() );
	73	Xtf.set_col( 0,KFfep.mean() );
68	74	Xt2.set_col( 0,KF2.mu );
69		XtE.set_col( 0,((enorm<ldmat>)(KFE._epdf()))->_mu() );
	75	XtE.set_col( 0,KFEep.mean() );
70	76	for ( int t=1;t<Ndat;t++ ) {
71	77	KFf.bayes( Dt.get_col( t ));
72	78	KF.bayes( Dt.get_col( t ));
73	79	KF2.bayes( Dt.get_col( t ));
74		// KFE.bayes( Dt.get_col( t ));
75		Xt.set_col(t,((enorm<ldmat>)(KF._epdf()))->_mu());
	80	KFE.bayes( Dt.get_col( t ));
	81	Xt.set_col( t,KFep.mean() );
	82	Xtf.set_col( t,KFfep.mean() );
76	83	Xt2.set_col(t,KF2.mu);
77		XtE.set_col(~~t,((enorm<ldmat>)(KFE._epdf()))->_mu()~~);
	84	XtE.set_col( t,KFEep.mean() );
78	85	}
79	86
80	87	it_file fou( "testKF_res.it" );
81	88	fou << Name("xth") << Xt;
	89	fou << Name("xthf") << Xtf;
82	90	fou << Name("xth2") << Xt2;
83	91	fou << Name("xthE") << XtE;

TabularUnified tests/testPF.cpp ¶

r19	r32
13	13
14	14	RV x("1");
15		RV xm=x; xm.t(-1);
	15	RV xm=x; xm.t(-1);const
16	16	RV y("2");
17	17
…	…
19	19	vec vR = "1";
20	20	ldmat R(vR);
	21
	22	eEmp emp(x,10);
	23	euni eun(x);
	24	eun.set_parameters("0","1");
	25	emp.set_parameters(ones(10),&eun);
	26	vec &v=emp._w();
	27	Array<vec> &S=emp._samples();
21	28
	29	for (int i=0;i<10;i++){ v(i) = exp(-0.5sum(pow(S(i)-1,2.0))10);}
	30	v/=sum(v);
22	31
23		~~vec ptc = randn(10)~~;
24		~~vec w = exp(-0.5*(pow(ptc,2))/0.2)~~;
	32	cout << "p:" << S << endl;
	33	cout << "w:" << v << endl;
25	34
26		cout << "p:" << ptc << endl;
27		cout << "w:" << w << endl;
28
29		PF pf(w);
30		ivec ind = pf.resample();
	35	ivec ind = emp.resample();
31	36
32	37	cout << ind << endl;
33		/*
34		~~mlnorm<ldmat> obs(x,xm,A,R);~~
35		~~mlnorm<ldmat> par(y,x,A,R);~~
36	38
37		~~TrivialPF TPF(obs,par,10);~~
38		*/
39	39	//Exit program:
40	40	return 0;

TabularUnified tests/testSmp.cpp ¶

r28	r32
8	8	using std::endl;
9	9
	10	void disp(const vec &tmu, const mat &tR,const mat &Smp){
	11	int N = Smp.cols();
	12	vec Emu = Smp*ones(N) /N ;
	13	mat Er = (Smp*Smp.transpose())/N - outer_product(Emu,Emu);
	14	cout << "True mu:" << tmu <<endl;
	15	cout << "Emp mu:" << Emu <<endl;
	16
	17	cout << "True R:" << tR <<endl;
	18	cout << "Emp R:" << Er <<endl;
	19	}
	20
10	21	int main() {
11	22
12		//RNG_randomize();
	23	RNG_randomize();
13	24
14		RV rv("1","{x }","2","0"~~,"0"~~);
	25	RV rv("1","{x }","2","0");
15	26	int N = 10000; //number of samples
16	27	vec mu0 = "1.5 1.7";
17	28	mat V0("1.2 0.3; 0.3 5");
18	29	ldmat R = ldmat(V0);
	30
	31	cout << "====== ENorm ====== " <<endl;
19	32	enorm<ldmat> eN(rv);
20	33	eN.set_parameters(mu0,R);
	34	mat Smp = eN.sample(N);
	35
	36	disp(mu0,R.to_mat(),Smp);
	37
	38	cout << "====== MlNorm ====== " <<endl;
	39	mat I = eye(2);
	40	vec lik(N);
	41	mlnorm<ldmat> ML(rv,rv);
	42	ML.set_parameters(I,R);
	43	Smp = ML.samplecond(mu0,lik,N);
21	44
22		mat Smp = eN.sample(N);
23		cout << "True:" <<endl;
24		cout << "mu:" << mu0 ;
25		cout << "R:" << R ;
26		cout << "R:" << R.to_mat() ;
	45	disp(mu0,R.to_mat(),Smp);
	46
	47	cout << "====== EGamma ====== " <<endl;
	48	vec a = "100000,10000";
	49	vec b = a/10.0;
	50	egamma eG(rv);
	51	eG.set_parameters(a,b);
27	52
28		vec Emu = Smp*ones(N) /N ;
29		cout << "Empirical:" <<endl;
30		cout << "mu:" << Emu;
31		cout << "R:" << (SmpSmp.transpose())/N - EmuEmu.transpose() <<endl;
	53	Smp = eG.sample(N);
	54
	55	vec g_mu = elem_div(a,b);
	56	vec g_var = elem_div(a,pow(b,2.0));
	57	disp(g_mu,diag(g_var),Smp);
	58
	59	cout << "====== MGamma ====== " <<endl;
	60	mgamma mG(rv,rv);
	61	double k = 10.0;
	62	mG.set_parameters(k);
	63
	64	Smp=mG.samplecond(mu0,lik,N);
	65	disp(mu0,pow(mu0,2.0)/k,Smp);
32	66
33	67	//Exit program:
…	…
35	69
36	70	}
	71

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TabularUnified BDM.kdevelop ¶

TabularUnified BDM.kdevelop.filelist ¶

TabularUnified bdm/estim/libKF.cpp ¶

TabularUnified bdm/estim/libKF.h ¶

TabularUnified bdm/estim/libPF.cpp ¶

TabularUnified bdm/estim/libPF.h ¶

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TabularUnified bdm/stat/libBM.cpp ¶

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