Changeset 33 for doc/html/classMPF.html
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doc/html/classMPF.html
r32 r33 38 38 <p><center><img src="classMPF__coll__graph.png" border="0" usemap="#MPF_3_01BM__T_01_4__coll__map" alt="Collaboration graph"></center> 39 39 <map name="MPF_3_01BM__T_01_4__coll__map"> 40 <area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords=" 109,327,147,353"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="41,161,84,188"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="76,7,113,33"><area shape="rect" title="rvc" alt="" coords="72,27,80,35"><area shape="rect" title="rvc" alt="" coords="116,424,124,432"><area shape="rect" title="rv" alt="" coords="88,31,96,39"><area shape="rect" title="rv" alt="" coords="61,157,69,165"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="100,215,156,241"><area shape="rect" title="rv\nrvc" alt="" coords="96,31,104,39"><area shape="rect" title="rv\nrvc" alt="" coords="123,211,131,219"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="176,105,227,132"><area shape="rect" title="rv" alt="" coords="111,31,119,39"><area shape="rect" title="rv" alt="" coords="185,101,193,109"><area shape="rect" title="obs\npar" alt="" coords="124,239,132,247"><area shape="rect" title="obs\npar" alt="" coords="124,323,132,331"><area shape="rect" title="ep" alt="" coords="188,129,196,137"><area shape="rect" title="ep" alt="" coords="133,211,141,219"><area shape="rect" href="classeEmp.html" title="Weighted empirical density." alt="" coords="180,215,239,241"><area shape="rect" href="classemix.html" title="Weighted mixture of epdfs with external owned components." alt="" coords="240,271,293,297"><area shape="rect" title="ePdf" alt="" coords="195,239,203,247"><area shape="rect" title="ePdf" alt="" coords="133,323,141,331"><area shape="rect" title="Bms" alt="" coords="249,351,257,359"><area shape="rect" title="Bms" alt="" coords="185,419,193,427"><area shape="rect" title="est" alt="" coords="236,293,244,301"><area shape="rect" title="est" alt="" coords="173,419,181,427"></map>40 <area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="72,327,109,353"><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="69,7,107,33"><area shape="rect" title="rv" alt="" coords="69,31,77,39"><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="63,215,119,241"><area shape="rect" title="rv\nrvc" alt="" coords="84,31,92,39"><area shape="rect" title="rv\nrvc" alt="" coords="87,211,95,219"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="132,105,183,132"><area shape="rect" title="rv" alt="" coords="95,31,103,39"><area shape="rect" title="rv" alt="" coords="144,101,152,109"><area shape="rect" title="obs\npar" alt="" coords="87,239,95,247"><area shape="rect" title="obs\npar" alt="" coords="87,323,95,331"><area shape="rect" title="ep" alt="" coords="144,129,152,137"><area shape="rect" title="ep" alt="" coords="95,211,103,219"><area shape="rect" href="classeEmp.html" title="Weighted empirical density." alt="" coords="143,215,201,241"><area shape="rect" title="est" alt="" coords="157,239,165,247"><area shape="rect" title="est" alt="" coords="96,323,104,331"><area shape="rect" title="Bms" alt="" coords="153,351,161,359"><area shape="rect" title="Bms" alt="" coords="137,419,145,427"></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=" 827a66609cf69a832535d52233f76fa0"></a><!-- doxytag: member="MPF::MPF" ref="827a66609cf69a832535d52233f76fa0" args="(const RV &rv0, mpdf &par0, mpdf &obs0, int n, const BM_T &BMcond0)" -->48 </td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html# 827a66609cf69a832535d52233f76fa0">MPF</a> (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>, const BM_T &BMcond0)</td></tr>47 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fc5e11e11eec3195e3c6503937bf02bd"></a><!-- doxytag: member="MPF::MPF" ref="fc5e11e11eec3195e3c6503937bf02bd" args="(const RV &rvlin, const RV &rvpf, mpdf &par0, mpdf &obs0, int n, const BM_T &BMcond0)" --> 48 </td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html#fc5e11e11eec3195e3c6503937bf02bd">MPF</a> (const <a class="el" href="classRV.html">RV</a> &rvlin, const <a class="el" href="classRV.html">RV</a> &rvpf, <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>, const BM_T &BMcond0)</td></tr> 49 49 50 50 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> … … 56 56 57 57 <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> 58 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" c5caa2c15604338b773d7a8125e7a1b5"></a><!-- doxytag: member="MPF::set_est" ref="c5caa2c15604338b773d7a8125e7a1b5" args="(const epdf *&epdf0)" -->59 void </td><td class="memItemRight" valign="bottom">< b>set_est</b> (const <a class="el" href="classepdf.html">epdf</a> *&epdf0)</td></tr>58 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c66e1c1c0e45fc4ae765133cb3a1553"></a><!-- doxytag: member="MPF::set_est" ref="7c66e1c1c0e45fc4ae765133cb3a1553" args="(const epdf &epdf0)" --> 59 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html#7c66e1c1c0e45fc4ae765133cb3a1553">set_est</a> (const <a class="el" href="classepdf.html">epdf</a> &epdf0)</td></tr> 60 60 61 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set postrior of <code>rvc</code> to samples from epdf0. Statistics of Bms are not re-computed! Use only for initialization! <br></td></tr> 61 62 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="MPF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 62 63 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 63 64 64 65 <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="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="MPF::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " --> 67 const <a class="el" href="classRV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr> 68 69 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 70 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="MPF::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " --> 71 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr> 72 73 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 65 74 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 66 75 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2f44ed7a4eaa42e07bdb58d503f280"></a><!-- doxytag: member="MPF::n" ref="2c2f44ed7a4eaa42e07bdb58d503f280" args="" --> … … 68 77 69 78 <tr><td class="mdescLeft"> </td><td class="mdescRight">number of particles; <br></td></tr> 70 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" a2ac56d1e3ffbb4ff0b3f02e6399deb0"></a><!-- doxytag: member="MPF::ePdf" ref="a2ac56d1e3ffbb4ff0b3f02e6399deb0" args="" -->71 <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>79 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1a0a09e309da997f63ae8e30d1e9806b"></a><!-- doxytag: member="MPF::est" ref="1a0a09e309da997f63ae8e30d1e9806b" args="" --> 80 <a class="el" href="classeEmp.html">eEmp</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b">est</a></td></tr> 72 81 73 82 <tr><td class="mdescLeft"> </td><td class="mdescRight">posterior density <br></td></tr> 74 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" a97d12da4d1832c0b0c6ec5877f921f0"></a><!-- doxytag: member="MPF::w" ref="a97d12da4d1832c0b0c6ec5877f921f0" args="" -->75 vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html# a97d12da4d1832c0b0c6ec5877f921f0">w</a></td></tr>83 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c87aba508df321ff26536ced64dbb3a"></a><!-- doxytag: member="MPF::_w" ref="5c87aba508df321ff26536ced64dbb3a" args="" --> 84 vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#5c87aba508df321ff26536ced64dbb3a">_w</a></td></tr> 76 85 77 86 <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> 78 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 361743a0b5b89de1a29e91d1343b2565"></a><!-- doxytag: member="MPF::samples" ref="361743a0b5b89de1a29e91d1343b2565" args="" -->79 Array< vec > & </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html# 361743a0b5b89de1a29e91d1343b2565">samples</a></td></tr>87 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf7dad75e31215780a746c30e71ad9c5"></a><!-- doxytag: member="MPF::_samples" ref="cf7dad75e31215780a746c30e71ad9c5" args="" --> 88 Array< vec > & </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5">_samples</a></td></tr> 80 89 81 90 <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> … … 100 109 101 110 <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> 111 <tr><td colspan="2"><br><h2>Classes</h2></td></tr> 112 <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><b>mpfepdf</b></td></tr> 113 114 <tr><td class="mdescLeft"> </td><td class="mdescRight">internal class for MPDF providing composition of <a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a> with external components <br></td></tr> 102 115 </table> 103 116 <hr><a name="_details"></a><h2>Detailed Description</h2> … … 105 118 class MPF< BM_T ></h3> 106 119 107 Marginalized Particle filter. <hr><h2>Member Function Documentation</h2> 120 Marginalized Particle filter. 121 <p> 122 Trivial version: proposal $=$ parameter evolution, observation model is not used. (it is assumed to be part of <a class="el" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a>). <hr><h2>Member Function Documentation</h2> 108 123 <a class="anchor" name="55daf8e4b6553dd9f47c692de7931623"></a><!-- doxytag: member="MPF::bayes" ref="55daf8e4b6553dd9f47c692de7931623" args="(const vec &dt)" --> 109 124 <div class="memitem"> … … 139 154 <hr>The documentation for this class was generated from the following file:<ul> 140 155 <li>work/mixpp/bdm/estim/<a class="el" href="libPF_8h-source.html">libPF.h</a></ul> 141 <hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:552008 for mixpp by 156 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 5 15:40:08 2008 for mixpp by 142 157 <a href="http://www.doxygen.org/index.html"> 143 158 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>