Changeset 353 for doc/html/libPF_8h-source.html

Timestamp:

06/02/09 10:08:06 (16 years ago)

Author:

smidl

Message:

doc

Files:

• doc/html/libPF_8h-source.html (modified) (10 diffs)

doc/html/libPF_8h-source.html

@@ -77 +77 @@
 <a name="l00032"></a><a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af">00032</a>         <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> <a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>;
 <a name="l00034"></a><a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3">00034</a>         vec &amp;<a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>;
-<a name="l00036"></a><a class="code" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1">00036</a>         Array&lt;vec&gt; &amp;<a class="code" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1" title="pointer into eEmp ">_samples</a>;
+<a name="l00036"></a><a class="code" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1">00036</a>         <a class="code" href="classitpp_1_1Array.html">Array&lt;vec&gt;</a> &amp;<a class="code" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1" title="pointer into eEmp ">_samples</a>;
 <a name="l00038"></a><a class="code" href="classbdm_1_1PF.html#521e9621d3b5e1274275f323691afdaf">00038</a>         <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> *<a class="code" href="classbdm_1_1PF.html#521e9621d3b5e1274275f323691afdaf" title="Parameter evolution model.">par</a>;
 <a name="l00040"></a><a class="code" href="classbdm_1_1PF.html#d6e7a62fba1e0a0d73c9b87f4fb683ec">00040</a>         <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> *<a class="code" href="classbdm_1_1PF.html#d6e7a62fba1e0a0d73c9b87f4fb683ec" title="Observation model.">obs</a>;
@@ -88 +88 @@
 <a name="l00053"></a>00053 
 <a name="l00054"></a>00054 <span class="keyword">public</span>:
-<a name="l00057"></a>00057         <a class="code" href="classbdm_1_1PF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> ( ) :<a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>(), <a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a> ( <a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.<a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>() ),<a class="code" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1" title="pointer into eEmp ">_samples</a> ( <a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.<a class="code" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1" title="pointer into eEmp ">_samples</a>() ), <a class="code" href="classbdm_1_1PF.html#98ef9ff80c394fafd28680b7a3f831b1" title="Log all samples.">opt_L_smp</a> ( false ), <a class="code" href="classbdm_1_1PF.html#5a49463a88ee80771a464861df845ff6" title="Log all samples.">opt_L_wei</a> ( false ) {<a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a>.set_size ( 5 );};
+<a name="l00057"></a>00057         <a class="code" href="classbdm_1_1PF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> ( ) :<a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>(), <a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a> ( <a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.<a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>() ),<a class="code" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1" title="pointer into eEmp ">_samples</a> ( <a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.<a class="code" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1" title="pointer into eEmp ">_samples</a>() ), <a class="code" href="classbdm_1_1PF.html#98ef9ff80c394fafd28680b7a3f831b1" title="Log all samples.">opt_L_smp</a> ( false ), <a class="code" href="classbdm_1_1PF.html#5a49463a88ee80771a464861df845ff6" title="Log all samples.">opt_L_wei</a> ( false ) {<a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a>.set_size ( 5 );};
 <a name="l00058"></a>00058         <span class="comment">/*      PF ( mpdf *par0, mpdf *obs0, epdf *epdf0, int n0 ) :</span>
 <a name="l00059"></a>00059 <span class="comment">                                est ( ),_w ( est._w() ),_samples ( est._samples() ),opt_L_smp(false), opt_L_wei(false)</span>
@@ -107 +107 @@
 <a name="l00083"></a>00083 <span class="keyword">template</span>&lt;<span class="keyword">class</span> BM_T&gt;
 <a name="l00084"></a><a class="code" href="classbdm_1_1MPF.html">00084</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1MPF.html" title="Marginalized Particle filter.">MPF</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1PF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> {
-<a name="l00085"></a>00085         Array&lt;BM_T*&gt; BMs;
+<a name="l00085"></a>00085         <a class="code" href="classitpp_1_1Array.html">Array&lt;BM_T*&gt;</a> BMs;
 <a name="l00086"></a>00086 
 <a name="l00088"></a>00088 
@@ -114 +114 @@
 <a name="l00091"></a>00091                 <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> &amp;E;
 <a name="l00092"></a>00092                 vec &amp;<a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>;
-<a name="l00093"></a>00093                 Array&lt;const epdf*&gt; Coms;
+<a name="l00093"></a>00093                 <a class="code" href="classitpp_1_1Array.html">Array&lt;const epdf*&gt;</a> Coms;
 <a name="l00094"></a>00094         <span class="keyword">public</span>:
 <a name="l00095"></a>00095                 mpfepdf ( <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> &amp;E0 ) :
@@ -120 +120 @@
 <a name="l00097"></a>00097                                 Coms ( <a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>.length() ) {
 <a name="l00098"></a>00098                 };
-<a name="l00100"></a>00100                 <span class="keywordtype">void</span> read_statistics ( Array&lt;BM_T*&gt; &amp;A ) {
+<a name="l00100"></a>00100                 <span class="keywordtype">void</span> read_statistics ( <a class="code" href="classitpp_1_1Array.html">Array&lt;BM_T*&gt;</a> &amp;A ) {
 <a name="l00101"></a>00101                         dim = E.dimension() +A ( 0 )-&gt;posterior().dimension();
 <a name="l00102"></a>00102                         <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i&lt;<a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>.length() ;i++ ) {Coms ( i ) = A ( i )-&gt;_e();}
@@ -131 +131 @@
 <a name="l00110"></a>00110                         Coms.set_length ( n );
 <a name="l00111"></a>00111                 }
-<a name="l00112"></a>00112                 vec mean()<span class="keyword"> const </span>{
+<a name="l00112"></a>00112                 vec <a class="code" href="group__statistics.html#gc370b4cfdc6baa037b7442ae6e2c4b5c" title="The mean value.">mean</a>()<span class="keyword"> const </span>{
 <a name="l00113"></a>00113                         <span class="comment">// ugly</span>
-<a name="l00114"></a>00114                         vec pom=zeros ( Coms ( 0 )-&gt;dimension() );
+<a name="l00114"></a>00114                         vec pom=<a class="code" href="group__specmat.html#g10723ecada06221cbe64fe2736a59de1" title="A Double (rows,cols)-matrix of zeros.">zeros</a> ( Coms ( 0 )-&gt;dimension() );
 <a name="l00115"></a>00115                         <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i&lt;<a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>.length(); i++ ) {pom += Coms ( i )-&gt;mean() * <a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a> ( i );}
 <a name="l00116"></a>00116                         <span class="keywordflow">return</span> concat ( E.mean(),pom );
 <a name="l00117"></a>00117                 }
-<a name="l00118"></a>00118                 vec variance()<span class="keyword"> const </span>{
+<a name="l00118"></a>00118                 vec <a class="code" href="group__statistics.html#g7a4799948ff9779eaeecabde0ce5fcbb" title="The variance of the elements in the vector. Normalized with N-1 to be unbiased.">variance</a>()<span class="keyword"> const </span>{
 <a name="l00119"></a>00119                         <span class="comment">// ugly</span>
-<a name="l00120"></a>00120                         vec pom=zeros ( Coms ( 0 )-&gt;dimension() );
-<a name="l00121"></a>00121                         vec pom2=zeros ( Coms ( 0 )-&gt;dimension() );
+<a name="l00120"></a>00120                         vec pom=<a class="code" href="group__specmat.html#g10723ecada06221cbe64fe2736a59de1" title="A Double (rows,cols)-matrix of zeros.">zeros</a> ( Coms ( 0 )-&gt;dimension() );
+<a name="l00121"></a>00121                         vec pom2=<a class="code" href="group__specmat.html#g10723ecada06221cbe64fe2736a59de1" title="A Double (rows,cols)-matrix of zeros.">zeros</a> ( Coms ( 0 )-&gt;dimension() );
 <a name="l00122"></a>00122                         <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i&lt;<a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>.length(); i++ ) {
 <a name="l00123"></a>00123                                 pom += Coms ( i )-&gt;mean() * <a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a> ( i );
-<a name="l00124"></a>00124                                 pom2 += ( Coms ( i )-&gt;variance() + pow ( Coms ( i )-&gt;mean(),2 ) ) * <a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a> ( i );
+<a name="l00124"></a>00124                                 pom2 += ( Coms ( i )-&gt;variance() + <a class="code" href="group__logexpfunc.html#g40f48a75172e7f8bc8e58ed54262a04d" title="Calculates x to the power of y (x^y).">pow</a> ( Coms ( i )-&gt;<a class="code" href="group__statistics.html#gc370b4cfdc6baa037b7442ae6e2c4b5c" title="The mean value.">mean</a>(),2 ) ) * <a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a> ( i );
 <a name="l00125"></a>00125                         }
-<a name="l00126"></a>00126                         <span class="keywordflow">return</span> concat ( E.variance(),pom2-pow ( pom,2 ) );
+<a name="l00126"></a>00126                         <span class="keywordflow">return</span> concat ( E.variance(),pom2-<a class="code" href="group__logexpfunc.html#g40f48a75172e7f8bc8e58ed54262a04d" title="Calculates x to the power of y (x^y).">pow</a> ( pom,2 ) );
 <a name="l00127"></a>00127                 }
 <a name="l00128"></a>00128                 <span class="keywordtype">void</span> qbounds ( vec &amp;lb, vec &amp;ub, <span class="keywordtype">double</span> perc=0.95 )<span class="keyword"> const </span>{
@@ -177 +177 @@
 <a name="l00156"></a>00156                 }
 <a name="l00157"></a>00157 
-<a name="l00158"></a>00158                 vec sample()<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0;}
+<a name="l00158"></a>00158                 vec sample()<span class="keyword"> const </span>{<a class="code" href="group__errorhandlingfunc.html#g22d38e98332f9edff88cc501463eedce" title="Abort unconditionally.">it_error</a> ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0;}
 <a name="l00159"></a>00159 
-<a name="l00160"></a>00160                 <span class="keywordtype">double</span> evallog ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"not implemented"</span> ); <span class="keywordflow">return</span> 0.0;}
+<a name="l00160"></a>00160                 <span class="keywordtype">double</span> evallog ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{<a class="code" href="group__errorhandlingfunc.html#g22d38e98332f9edff88cc501463eedce" title="Abort unconditionally.">it_error</a> ( <span class="stringliteral">"not implemented"</span> ); <span class="keywordflow">return</span> 0.0;}
 <a name="l00161"></a>00161         };
 <a name="l00162"></a>00162 
@@ -191 +191 @@
 <a name="l00173"></a>00173                 PF::set_parameters ( par0, obs0, n0, rm );
 <a name="l00174"></a>00174                 jest.set_parameters ( n0 );<span class="comment">//duplication of rm</span>
-<a name="l00175"></a>00175                 BMs.set_length ( n0 );
+<a name="l00175"></a>00175                 BMs.<a class="code" href="classitpp_1_1Array.html#3709407656d26aae2c5d3e844316d4e0" title="Resizing an Array&amp;lt;T&amp;gt;.">set_length</a> ( n0 );
 <a name="l00176"></a>00176         }
 <a name="l00177"></a>00177         <span class="keywordtype">void</span> set_statistics ( epdf *epdf0, <span class="keyword">const</span> BM_T* BMcond0 ) {
 <a name="l00178"></a>00178 
-<a name="l00179"></a>00179                 PF::set_statistics ( ones ( <a class="code" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a> ) /<a class="code" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a>, epdf0 );
+<a name="l00179"></a>00179                 PF::set_statistics ( <a class="code" href="group__specmat.html#gdc0f3edbf58bced9e82d8b260d395cac" title="A float (rows,cols)-matrix of ones.">ones</a> ( <a class="code" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a> ) /<a class="code" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a>, epdf0 );
 <a name="l00180"></a>00180                 <span class="comment">// copy</span>
 <a name="l00181"></a>00181                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a>;i++ ) { BMs ( i ) = <span class="keyword">new</span> BM_T ( *BMcond0 ); BMs ( i )-&gt;condition ( <a class="code" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1" title="pointer into eEmp ">_samples</a> ( i ) );}
@@ -243 +243 @@
 <a name="l00227"></a>00227 <span class="preprocessor">#pragma omp parallel for</span>
 <a name="l00228"></a>00228 <span class="preprocessor"></span>        <span class="keywordflow">for</span> ( i=0;i&lt;n;i++ ) {
-<a name="l00229"></a>00229                 <a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a> ( i ) *= exp ( lls ( i ) - mlls ); <span class="comment">// multiply w by likelihood</span>
+<a name="l00229"></a>00229                 <a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a> ( i ) *= <a class="code" href="group__logexpfunc.html#g7a3da29d4e6a8c814237453086793335" title="Exp of the elements of a complex matrix m.">exp</a> ( lls ( i ) - mlls ); <span class="comment">// multiply w by likelihood</span>
 <a name="l00230"></a>00230                 sum_w+=<a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a> ( i );
 <a name="l00231"></a>00231         }
@@ -283 +283 @@
 <a name="l00267"></a>00267 
 </pre></div></div>
-<hr size="1"><address style="text-align: right;"><small>Generated on Thu Apr 23 21:06:42 2009 for mixpp by&nbsp;
+<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:02:12 2009 for mixpp by&nbsp;
 <a href="http://www.doxygen.org/index.html">
 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>