Changeset 33 for bdm/estim/libPF.h

Timestamp:

03/05/08 16:01:56 (16 years ago)

Author:

smidl

Message:

Oprava PF a MPF + jejich implementace pro pmsm system

Files:

• bdm/estim/libPF.h (modified) (6 diffs)

bdm/estim/libPF.h

@@ -41 +41 @@
         mpdf &obs;
 public:
+        //! Default constructor
         PF ( const RV &rv0, mpdf &par0,  mpdf &obs0, int n0 ) :BM ( rv0 ),
                         n ( n0 ),est ( rv0,n ),_w ( est._w() ),_samples ( est._samples() ),
                         par ( par0 ), obs ( obs0 ) {};
 
-//      void set_parametres(mpdf &par0, mpdf &obs0) {par=&par0;obs=&obs0;};
+        //! Set posterior density by sampling from epdf0
         void set_est ( const epdf &epdf0 );
-        //TODO remove or implement bayes()!
         void bayes ( const vec &dt );
 };
@@ -119 +119 @@
         void bayes ( const vec &dt );
         epdf& _epdf() {return jest;}
-
+        //! Set postrior of \c rvc to samples from epdf0. Statistics of Bms are not re-computed! Use only for initialization!
         void set_est ( const epdf& epdf0 ) {
                 PF::set_est ( epdf0 );  // sample params in condition
@@ -134 +134 @@
         ivec ind;
         double mlls=-std::numeric_limits<double>::infinity();
-        double sum=0.0;
 
         for ( i=0;i<n;i++ ) {
@@ -141 +140 @@
                 Bms[i]->condition ( _samples ( i ) );
                 Bms[i]->bayes ( dt );
-                lls ( i ) += Bms[i]->_ll();
+                lls ( i ) = Bms[i]->_ll(); // lls above is also in proposal her must be lls(i) =, not +=!!
 
                 if ( lls ( i ) >mlls ) mlls=lls ( i ); //find maximum likelihood (for numerical stability)
@@ -151 +150 @@
         }
 
-        //renormalize
-        for ( i=0;i<n;i++ ) {sum+=_w ( i );};
+        _w /=sum(_w); //?
 
-        _w /=sum; //?
-
-        if ( ( _w*_w ) < ( 0.5*n ) ) {
+        double eff = 1.0/( _w*_w );
+        if ( eff < ( 0.1*n ) ) {
                 ind = est.resample();
                 // Resample Bms!
@@ -173 +170 @@
                         }
                 };
+                cout << '.'; 
         }
 }