70 | | <h1>bdm::PF Class Reference</h1><!-- doxytag: class="bdm::PF" --><!-- doxytag: inherits="bdm::BM" -->Trivial particle filter with proposal density equal to parameter evolution model. |
71 | | <a href="#_details">More...</a> |
72 | | <p> |
73 | | <code>#include <<a class="el" href="particles_8h-source.html">particles.h</a>></code> |
74 | | <p> |
75 | | |
76 | | <p> |
77 | | <a href="classbdm_1_1PF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
78 | | <tr><td></td></tr> |
79 | | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
80 | | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#bf104b869b5df8dd4a14bbe430d40488">set_options</a> (const string &opt)</td></tr> |
81 | | |
82 | | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#638946eea22d4964bf9350286bb4efd8">bayes</a> (const vec &dt)</td></tr> |
83 | | |
84 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#638946eea22d4964bf9350286bb4efd8"></a><br></td></tr> |
85 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78a9f6809827be1d9bfe215d03b1c6ed"></a><!-- doxytag: member="bdm::PF::__w" ref="78a9f6809827be1d9bfe215d03b1c6ed" args="()" --> |
86 | | vec * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#78a9f6809827be1d9bfe215d03b1c6ed">__w</a> ()</td></tr> |
87 | | |
88 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
89 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="23c6a8f71f922023ab08dcb0487a86de"></a><!-- doxytag: member="bdm::PF::from_setting" ref="23c6a8f71f922023ab08dcb0487a86de" args="(const Setting &set)" --> |
90 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#23c6a8f71f922023ab08dcb0487a86de">from_setting</a> (const Setting &set)</td></tr> |
91 | | |
92 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr> |
93 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::PF::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> |
94 | | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
95 | | |
96 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> |
97 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::PF::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
98 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
99 | | |
100 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> |
101 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::PF::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
102 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
103 | | |
104 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> |
| 73 | <h1>bdm::PF Class Reference</h1><!-- doxytag: class="bdm::PF" --><!-- doxytag: inherits="bdm::BM" --> |
| 74 | <p>Trivial particle filter with proposal density equal to parameter evolution model. |
| 75 | <a href="#_details">More...</a></p> |
| 76 | |
| 77 | <p><code>#include <<a class="el" href="particles_8h_source.html">particles.h</a>></code></p> |
| 78 | |
| 79 | <p><a href="classbdm_1_1PF-members.html">List of all members.</a></p> |
| 80 | <table border="0" cellpadding="0" cellspacing="0"> |
| 81 | <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> |
| 82 | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#abf104b869b5df8dd4a14bbe430d40488">set_options</a> (const string &opt)</td></tr> |
| 83 | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a638946eea22d4964bf9350286bb4efd8">bayes</a> (const vec &dt)</td></tr> |
| 84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a638946eea22d4964bf9350286bb4efd8"></a><br/></td></tr> |
| 85 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a78a9f6809827be1d9bfe215d03b1c6ed"></a><!-- doxytag: member="bdm::PF::__w" ref="a78a9f6809827be1d9bfe215d03b1c6ed" args="()" --> |
| 86 | vec * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a78a9f6809827be1d9bfe215d03b1c6ed">__w</a> ()</td></tr> |
| 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> |
| 88 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a23c6a8f71f922023ab08dcb0487a86de"></a><!-- doxytag: member="bdm::PF::from_setting" ref="a23c6a8f71f922023ab08dcb0487a86de" args="(const Setting &set)" --> |
| 89 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">from_setting</a> (const Setting &set)</td></tr> |
| 90 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br/></td></tr> |
| 91 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::PF::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> |
| 92 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
| 93 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> |
| 94 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::PF::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
| 95 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
| 96 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> |
| 97 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::PF::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
| 98 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
| 99 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
119 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::PF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
120 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
121 | | |
122 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
123 | | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> |
124 | | |
125 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::PF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> |
126 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> |
127 | | |
128 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> |
129 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::PF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> |
130 | | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> |
131 | | |
132 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_14.png">. <br></td></tr> |
133 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::PF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> |
134 | | virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> |
135 | | |
136 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_131.png">. <br></td></tr> |
| 114 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> |
| 115 | <br/><br/></div></td></tr> |
| 116 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::PF::bayesB" ref="a1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
| 117 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
| 118 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br/></td></tr> |
| 119 | <tr><td class="memItemLeft" align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> |
| 120 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::PF::logpred_m" ref="a0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> |
| 121 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> |
| 122 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br/></td></tr> |
| 123 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::PF::epredictor" ref="a688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> |
| 124 | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> |
| 125 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_14.png"/>. <br/></td></tr> |
| 126 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::PF::predictor" ref="a598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> |
| 127 | virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> |
| 128 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_131.png"/>. <br/></td></tr> |
155 | | |
156 | | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
157 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::PF::n" ref="eeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" --> |
158 | | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr> |
159 | | |
160 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">number of particles; <br></td></tr> |
161 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::PF::est" ref="dc049265b9086cad7071f98d00a2b9af" args="" --> |
162 | | <a class="el" href="classbdm_1_1eEmp.html">eEmp</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af">est</a></td></tr> |
163 | | |
164 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">posterior density <br></td></tr> |
165 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::PF::_w" ref="f5149d5522d1095d39240c4c607f61a3" args="" --> |
166 | | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3">_w</a></td></tr> |
167 | | |
168 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">pointer into <code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr> |
169 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::PF::_samples" ref="914bd66025692c4018dbd482cb3c47c1" args="" --> |
170 | | Array< vec > & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr> |
171 | | |
172 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">pointer into <code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr> |
173 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="521e9621d3b5e1274275f323691afdaf"></a><!-- doxytag: member="bdm::PF::par" ref="521e9621d3b5e1274275f323691afdaf" args="" --> |
174 | | <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#521e9621d3b5e1274275f323691afdaf">par</a></td></tr> |
175 | | |
176 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Parameter evolution model. <br></td></tr> |
177 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6e7a62fba1e0a0d73c9b87f4fb683ec"></a><!-- doxytag: member="bdm::PF::obs" ref="d6e7a62fba1e0a0d73c9b87f4fb683ec" args="" --> |
178 | | <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#d6e7a62fba1e0a0d73c9b87f4fb683ec">obs</a></td></tr> |
179 | | |
180 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Observation model. <br></td></tr> |
181 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9932c7c5865954ef9a438afcbe944e52"></a><!-- doxytag: member="bdm::PF::resmethod" ref="9932c7c5865954ef9a438afcbe944e52" args="" --> |
182 | | RESAMPLING_METHOD </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52">resmethod</a></td></tr> |
183 | | |
184 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">which resampling method will be used <br></td></tr> |
185 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::PF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> |
186 | | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> |
187 | | |
188 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> |
189 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::PF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> |
190 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
191 | | |
192 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
193 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::PF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
194 | | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
195 | | |
196 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr> |
| 144 | <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> |
| 145 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::PF::n" ref="aeeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" --> |
| 146 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#aeeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr> |
| 147 | <tr><td class="mdescLeft"> </td><td class="mdescRight">number of particles; <br/></td></tr> |
| 148 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::PF::est" ref="adc049265b9086cad7071f98d00a2b9af" args="" --> |
| 149 | <a class="el" href="classbdm_1_1eEmp.html">eEmp</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af">est</a></td></tr> |
| 150 | <tr><td class="mdescLeft"> </td><td class="mdescRight">posterior density <br/></td></tr> |
| 151 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::PF::_w" ref="af5149d5522d1095d39240c4c607f61a3" args="" --> |
| 152 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#af5149d5522d1095d39240c4c607f61a3">_w</a></td></tr> |
| 153 | <tr><td class="mdescLeft"> </td><td class="mdescRight">pointer into <code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> <br/></td></tr> |
| 154 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::PF::_samples" ref="a914bd66025692c4018dbd482cb3c47c1" args="" --> |
| 155 | Array< vec > & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr> |
| 156 | <tr><td class="mdescLeft"> </td><td class="mdescRight">pointer into <code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> <br/></td></tr> |
| 157 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a521e9621d3b5e1274275f323691afdaf"></a><!-- doxytag: member="bdm::PF::par" ref="a521e9621d3b5e1274275f323691afdaf" args="" --> |
| 158 | <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a521e9621d3b5e1274275f323691afdaf">par</a></td></tr> |
| 159 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Parameter evolution model. <br/></td></tr> |
| 160 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad6e7a62fba1e0a0d73c9b87f4fb683ec"></a><!-- doxytag: member="bdm::PF::obs" ref="ad6e7a62fba1e0a0d73c9b87f4fb683ec" args="" --> |
| 161 | <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#ad6e7a62fba1e0a0d73c9b87f4fb683ec">obs</a></td></tr> |
| 162 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Observation model. <br/></td></tr> |
| 163 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9932c7c5865954ef9a438afcbe944e52"></a><!-- doxytag: member="bdm::PF::resmethod" ref="a9932c7c5865954ef9a438afcbe944e52" args="" --> |
| 164 | RESAMPLING_METHOD </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52">resmethod</a></td></tr> |
| 165 | <tr><td class="mdescLeft"> </td><td class="mdescRight">which resampling method will be used <br/></td></tr> |
| 166 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::PF::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" --> |
| 167 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> |
| 168 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr> |
| 169 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::PF::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" --> |
| 170 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
| 171 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr> |
| 172 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::PF::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
| 173 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
| 174 | <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br/></td></tr> |
198 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98ef9ff80c394fafd28680b7a3f831b1"></a><!-- doxytag: member="bdm::PF::opt_L_smp" ref="98ef9ff80c394fafd28680b7a3f831b1" args="" --> |
199 | | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#98ef9ff80c394fafd28680b7a3f831b1">opt_L_smp</a></td></tr> |
200 | | |
201 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Log all samples. <br></td></tr> |
202 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a49463a88ee80771a464861df845ff6"></a><!-- doxytag: member="bdm::PF::opt_L_wei" ref="5a49463a88ee80771a464861df845ff6" args="" --> |
203 | | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#5a49463a88ee80771a464861df845ff6">opt_L_wei</a></td></tr> |
204 | | |
205 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Log all samples. <br></td></tr> |
206 | | <tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> |
207 | | <tr><td colspan="2">This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> when the condition is observed <br><br></td></tr> |
208 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::PF::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " --> |
209 | | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> |
210 | | |
211 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
212 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::PF::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &val)" --> |
213 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &val)</td></tr> |
214 | | |
215 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> |
216 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::PF::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" --> |
217 | | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr> |
218 | | |
219 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name of extension variable. <br></td></tr> |
220 | | <tr><td colspan="2"><br><h2>Logging of results</h2></td></tr> |
221 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::PF::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &L, const string &name="")" --> |
222 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &L, const string &name="")</td></tr> |
223 | | |
224 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br></td></tr> |
225 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::PF::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &L)" --> |
| 176 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpdae8ace18bdcbcc6ae5aece263e14fe8"></a> </p> |
| 177 | <br/><br/></div></td></tr> |
| 178 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a98ef9ff80c394fafd28680b7a3f831b1"></a><!-- doxytag: member="bdm::PF::opt_L_smp" ref="a98ef9ff80c394fafd28680b7a3f831b1" args="" --> |
| 179 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a98ef9ff80c394fafd28680b7a3f831b1">opt_L_smp</a></td></tr> |
| 180 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Log all samples. <br/></td></tr> |
| 181 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a49463a88ee80771a464861df845ff6"></a><!-- doxytag: member="bdm::PF::opt_L_wei" ref="a5a49463a88ee80771a464861df845ff6" args="" --> |
| 182 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a5a49463a88ee80771a464861df845ff6">opt_L_wei</a></td></tr> |
| 183 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Log all samples. <br/></td></tr> |
| 184 | <tr><td colspan="2"><h2>Extension to conditional BM</h2></td></tr> |
| 185 | <tr><td colspan="2"><p><a class="anchor" id="amgrp74e1db869c28ea37aac65bd658ff5da4"></a> This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> when the condition is observed </p> |
| 186 | <br/><br/></td></tr> |
| 187 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::PF::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " --> |
| 188 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> |
| 189 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> |
| 190 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::PF::condition" ref="a6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &val)" --> |
| 191 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &val)</td></tr> |
| 192 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr> |
| 193 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::PF::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" --> |
| 194 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ade95c590d650b2db423d53992f0906cb">rvc</a></td></tr> |
| 195 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name of extension variable. <br/></td></tr> |
| 196 | <tr><td colspan="2"><h2>Logging of results</h2></td></tr> |
| 197 | <tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p> |
| 198 | <br/><br/></td></tr> |
| 199 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::PF::log_add" ref="a2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &L, const string &name="")" --> |
| 200 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &L, const string &name="")</td></tr> |
| 201 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br/></td></tr> |
| 202 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::PF::logit" ref="ab517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &L)" --> |
227 | | |
228 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::PF::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" --> |
229 | | ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> |
230 | | |
231 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll]. <br></td></tr> |
232 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::PF::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" --> |
233 | | ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> |
234 | | |
235 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Flags for logging - same size as LIDs, each entry correspond to the same in LIDs. <br></td></tr> |
| 204 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::PF::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" --> |
| 205 | ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> |
| 206 | <tr><td class="mdescLeft"> </td><td class="mdescRight">IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll]. <br/></td></tr> |
| 207 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::PF::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" --> |
| 208 | ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> |
| 209 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Flags for logging - same size as LIDs, each entry correspond to the same in LIDs. <br/></td></tr> |
288 | | <p>Implements <a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p> |
289 | | |
290 | | <p>Reimplemented in <a class="el" href="classbdm_1_1MPF.html#286d040770d08bd7ff416cea617b1b14">bdm::MPF< BM_T ></a>.</p> |
291 | | |
292 | | <p>References <a class="el" href="particles_8h-source.html#l00036">_samples</a>, <a class="el" href="particles_8h-source.html#l00034">_w</a>, <a class="el" href="particles_8h-source.html#l00032">est</a>, <a class="el" href="bdmbase_8h-source.html#l00442">bdm::mpdf::evallogcond()</a>, <a class="el" href="particles_8h-source.html#l00030">n</a>, <a class="el" href="particles_8h-source.html#l00040">obs</a>, <a class="el" href="particles_8h-source.html#l00038">par</a>, <a class="el" href="exp__family_8cpp-source.html#l00222">bdm::eEmp::resample()</a>, <a class="el" href="particles_8h-source.html#l00043">resmethod</a>, and <a class="el" href="bdmbase_8h-source.html#l00433">bdm::mpdf::samplecond()</a>.</p> |
293 | | |
294 | | </div> |
295 | | </div><p> |
296 | | <a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::PF::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &dt) const " --> |
| 260 | <p>Implements <a class="el" href="classbdm_1_1BM.html#a60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p> |
| 261 | |
| 262 | <p>Reimplemented in <a class="el" href="classbdm_1_1MPF.html#a286d040770d08bd7ff416cea617b1b14">bdm::MPF< BM_T ></a>.</p> |
| 263 | |
| 264 | <p>References <a class="el" href="particles_8h_source.html#l00036">_samples</a>, <a class="el" href="particles_8h_source.html#l00034">_w</a>, <a class="el" href="particles_8h_source.html#l00032">est</a>, <a class="el" href="bdmbase_8h_source.html#l00442">bdm::mpdf::evallogcond()</a>, <a class="el" href="particles_8h_source.html#l00030">n</a>, <a class="el" href="particles_8h_source.html#l00040">obs</a>, <a class="el" href="particles_8h_source.html#l00038">par</a>, <a class="el" href="exp__family_8cpp_source.html#l00222">bdm::eEmp::resample()</a>, <a class="el" href="particles_8h_source.html#l00043">resmethod</a>, and <a class="el" href="bdmbase_8h_source.html#l00433">bdm::mpdf::samplecond()</a>.</p> |
| 265 | |
| 266 | </div> |
| 267 | </div> |
| 268 | <a class="anchor" id="a50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::PF::logpred" ref="a50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &dt) const " --> |