94 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae082d7ea1694624644cedc837b067f22"></a><!-- doxytag: member="bdm::MPF::set_parameters" ref="ae082d7ea1694624644cedc837b067f22" args="(mpdf *par0, mpdf *obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)" --> |
95 | | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *par0, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)</td></tr> |
96 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afe145d1b5f32b0c57b5202f264e48a4f"></a><!-- doxytag: member="bdm::MPF::set_statistics" ref="afe145d1b5f32b0c57b5202f264e48a4f" args="(const epdf &epdf0, const BM_T *BMcond0)" --> |
97 | | void </td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &epdf0, const BM_T *BMcond0)</td></tr> |
98 | | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#a286d040770d08bd7ff416cea617b1b14">bayes</a> (const vec &dt)</td></tr> |
99 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a286d040770d08bd7ff416cea617b1b14"></a><br/></td></tr> |
100 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a25d5dc30b1260b07edb6183bdd73ef16"></a><!-- doxytag: member="bdm::MPF::posterior" ref="a25d5dc30b1260b07edb6183bdd73ef16" args="() const " --> |
| 91 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acea07b8861bcd1a82b63cc9c7383fbfd"></a><!-- doxytag: member="bdm::MPF::set_parameters" ref="acea07b8861bcd1a82b63cc9c7383fbfd" args="(shared_ptr< mpdf > par0, shared_ptr< mpdf > obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)" --> |
| 92 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > par0, <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)</td></tr> |
| 93 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac3ecf10c8f2e9114c7a57f122890aa9a"></a><!-- doxytag: member="bdm::MPF::set_BM" ref="ac3ecf10c8f2e9114c7a57f122890aa9a" args="(const BM &BMcond0)" --> |
| 94 | void </td><td class="memItemRight" valign="bottom"><b>set_BM</b> (const <a class="el" href="classbdm_1_1BM.html">BM</a> &BMcond0)</td></tr> |
| 95 | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#a0fbe47b20c491f25030ef2875c148892">bayes</a> (const vec &dt)</td></tr> |
| 96 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a0fbe47b20c491f25030ef2875c148892"></a><br/></td></tr> |
| 97 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4f4cd8060351dc1a344974e86ffb876b"></a><!-- doxytag: member="bdm::MPF::posterior" ref="a4f4cd8060351dc1a344974e86ffb876b" args="() const " --> |
102 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2e95498dec734088ab9f4878ff404144"></a><!-- doxytag: member="bdm::MPF::set_options" ref="a2e95498dec734088ab9f4878ff404144" args="(const string &opt)" --> |
103 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#a2e95498dec734088ab9f4878ff404144">set_options</a> (const string &opt)</td></tr> |
104 | | <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> |
105 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab6e7b094cbe32944b8ccde5df73cd839"></a><!-- doxytag: member="bdm::MPF::_BM" ref="ab6e7b094cbe32944b8ccde5df73cd839" args="(int i)" --> |
106 | | const <a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#ab6e7b094cbe32944b8ccde5df73cd839">_BM</a> (int i)</td></tr> |
| 99 | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#aada1bdb117bc78035fbb49765fa7ef10">set_options</a> (const string &opt)</td></tr> |
| 100 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a71608a6986f57dcfb935e016b97c0637"></a><!-- doxytag: member="bdm::MPF::_BM" ref="a71608a6986f57dcfb935e016b97c0637" args="(int i)" --> |
| 101 | const <a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#a71608a6986f57dcfb935e016b97c0637">_BM</a> (int i)</td></tr> |
108 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a78a9f6809827be1d9bfe215d03b1c6ed"></a><!-- doxytag: member="bdm::MPF::__w" ref="a78a9f6809827be1d9bfe215d03b1c6ed" args="()" --> |
109 | | vec * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a78a9f6809827be1d9bfe215d03b1c6ed">__w</a> ()</td></tr> |
110 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> |
111 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a23c6a8f71f922023ab08dcb0487a86de"></a><!-- doxytag: member="bdm::MPF::from_setting" ref="a23c6a8f71f922023ab08dcb0487a86de" args="(const Setting &set)" --> |
112 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">from_setting</a> (const Setting &set)</td></tr> |
113 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br/></td></tr> |
| 103 | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#a9f74326b9ca3c888cb8eff1355ba3670">from_setting</a> (const Setting &set)</td></tr> |
| 104 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa91b588de1b9690ca475c945d0f10f08"></a><!-- doxytag: member="bdm::MPF::validate" ref="aa91b588de1b9690ca475c945d0f10f08" args="()" --> |
| 105 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#aa91b588de1b9690ca475c945d0f10f08">validate</a> ()</td></tr> |
| 106 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
120 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::MPF::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
121 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
122 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
123 | | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
124 | | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p> |
125 | | <br/><br/></div></td></tr> |
126 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac9a4df02d81ad3559caebeed74b16167"></a><!-- doxytag: member="bdm::MPF::set_statistics" ref="ac9a4df02d81ad3559caebeed74b16167" args="(const vec w0, const epdf &epdf0)" --> |
127 | | void </td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec w0, const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &epdf0)</td></tr> |
162 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::MPF::n" ref="aeeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" --> |
163 | | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#aeeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr> |
164 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">number of particles; <br/></td></tr> |
165 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::MPF::est" ref="adc049265b9086cad7071f98d00a2b9af" args="" --> |
166 | | <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> |
167 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">posterior density <br/></td></tr> |
168 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::MPF::_w" ref="af5149d5522d1095d39240c4c607f61a3" args="" --> |
169 | | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#af5149d5522d1095d39240c4c607f61a3">_w</a></td></tr> |
170 | | <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> |
171 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::MPF::_samples" ref="a914bd66025692c4018dbd482cb3c47c1" args="" --> |
172 | | Array< vec > & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr> |
173 | | <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> |
174 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a521e9621d3b5e1274275f323691afdaf"></a><!-- doxytag: member="bdm::MPF::par" ref="a521e9621d3b5e1274275f323691afdaf" args="" --> |
175 | | <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> |
176 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Parameter evolution model. <br/></td></tr> |
177 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad6e7a62fba1e0a0d73c9b87f4fb683ec"></a><!-- doxytag: member="bdm::MPF::obs" ref="ad6e7a62fba1e0a0d73c9b87f4fb683ec" 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#ad6e7a62fba1e0a0d73c9b87f4fb683ec">obs</a></td></tr> |
179 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Observation model. <br/></td></tr> |
180 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9932c7c5865954ef9a438afcbe944e52"></a><!-- doxytag: member="bdm::MPF::resmethod" ref="a9932c7c5865954ef9a438afcbe944e52" args="" --> |
181 | | RESAMPLING_METHOD </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52">resmethod</a></td></tr> |
182 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">which resampling method will be used <br/></td></tr> |
192 | | <tr><td colspan="2"><div class="groupHeader">Options</div></td></tr> |
193 | | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpdae8ace18bdcbcc6ae5aece263e14fe8"></a> </p> |
194 | | <br/><br/></div></td></tr> |
195 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a98ef9ff80c394fafd28680b7a3f831b1"></a><!-- doxytag: member="bdm::MPF::opt_L_smp" ref="a98ef9ff80c394fafd28680b7a3f831b1" args="" --> |
196 | | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a98ef9ff80c394fafd28680b7a3f831b1">opt_L_smp</a></td></tr> |
197 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Log all samples. <br/></td></tr> |
198 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a49463a88ee80771a464861df845ff6"></a><!-- doxytag: member="bdm::MPF::opt_L_wei" ref="a5a49463a88ee80771a464861df845ff6" args="" --> |
199 | | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a5a49463a88ee80771a464861df845ff6">opt_L_wei</a></td></tr> |
200 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Log all samples. <br/></td></tr> |
246 | | <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#a24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFCh.html#a1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> |
247 | | |
248 | | </div> |
249 | | </div> |
250 | | <a class="anchor" id="a286d040770d08bd7ff416cea617b1b14"></a><!-- doxytag: member="bdm::MPF::bayes" ref="a286d040770d08bd7ff416cea617b1b14" args="(const vec &dt)" --> |
251 | | <div class="memitem"> |
252 | | <div class="memproto"> |
253 | | <div class="memtemplate"> |
254 | | template<class BM_T > </div> |
255 | | <table class="memname"> |
256 | | <tr> |
257 | | <td class="memname">void <a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>< BM_T >::bayes </td> |
| 201 | <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1ARXfrg.html#a420f3f195d231723f2f2329ec900de60">bdm::ARXfrg</a>, <a class="el" href="classbdm_1_1KalmanCh.html#a24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFCh.html#a1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> |
| 202 | |
| 203 | </div> |
| 204 | </div> |
| 205 | <a class="anchor" id="a0fbe47b20c491f25030ef2875c148892"></a><!-- doxytag: member="bdm::MPF::bayes" ref="a0fbe47b20c491f25030ef2875c148892" args="(const vec &dt)" --> |
| 206 | <div class="memitem"> |
| 207 | <div class="memproto"> |
| 208 | <table class="memname"> |
| 209 | <tr> |
| 210 | <td class="memname">void bdm::MPF::bayes </td> |
276 | | <p>Reimplemented from <a class="el" href="classbdm_1_1PF.html#a638946eea22d4964bf9350286bb4efd8">bdm::PF</a>.</p> |
277 | | |
278 | | <p>References <a class="el" href="particles_8h_source.html#l00036">bdm::PF::_samples</a>, <a class="el" href="particles_8h_source.html#l00034">bdm::PF::_w</a>, <a class="el" href="particles_8h_source.html#l00032">bdm::PF::est</a>, <a class="el" href="bdmbase_8h_source.html#l00498">bdm::mpdf::evallogcond()</a>, <a class="el" href="particles_8h_source.html#l00038">bdm::PF::par</a>, <a class="el" href="exp__family_8cpp_source.html#l00262">bdm::eEmp::resample()</a>, <a class="el" href="particles_8h_source.html#l00043">bdm::PF::resmethod</a>, and <a class="el" href="bdmbase_8h_source.html#l00489">bdm::mpdf::samplecond()</a>.</p> |
| 229 | <p>Implements <a class="el" href="classbdm_1_1BM.html#a60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p> |
| 230 | |
| 231 | <p>References <a class="el" href="bdmbase_8h_source.html#l01131">bdm::BM::condition()</a>.</p> |
| 232 | |
| 233 | </div> |
| 234 | </div> |
| 235 | <a class="anchor" id="a9f74326b9ca3c888cb8eff1355ba3670"></a><!-- doxytag: member="bdm::MPF::from_setting" ref="a9f74326b9ca3c888cb8eff1355ba3670" args="(const Setting &set)" --> |
| 236 | <div class="memitem"> |
| 237 | <div class="memproto"> |
| 238 | <table class="memname"> |
| 239 | <tr> |
| 240 | <td class="memname">void bdm::MPF::from_setting </td> |
| 241 | <td>(</td> |
| 242 | <td class="paramtype">const Setting & </td> |
| 243 | <td class="paramname"> <em>set</em></td> |
| 244 | <td> ) </td> |
| 245 | <td><code> [inline, virtual]</code></td> |
| 246 | </tr> |
| 247 | </table> |
| 248 | </div> |
| 249 | <div class="memdoc"> |
| 250 | <p>configuration structure for basic <a class="el" href="classbdm_1_1PF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> </p> |
| 251 | <div class="fragment"><pre class="fragment"> BM = BM_class; <span class="comment">// Bayesian filtr for analytical part of the model</span> |
| 252 | parameter_pdf = mpdf_class; <span class="comment">// transitional pdf for non-parametric part of the model</span> |
| 253 | prior = epdf_class; <span class="comment">// prior probability density</span> |
| 254 | --- optional --- |
| 255 | n = 10; <span class="comment">// number of particles</span> |
| 256 | resmethod = <span class="stringliteral">'systematic'</span>, or <span class="stringliteral">'multinomial'</span>, or <span class="stringliteral">'stratified'</span> |
| 257 | <span class="comment">// resampling method</span> |
| 258 | </pre></div> |
| 259 | <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p> |
| 260 | |
| 261 | <p>References <a class="el" href="user__info_8h_source.html#l00451">bdm::UI::get()</a>, <a class="el" href="particles_8h_source.html#l00323">set_options()</a>, and <a class="el" href="particles_8h_source.html#l00367">validate()</a>.</p> |
307 | | <hr/>The documentation for this class was generated from the following file:<ul> |
| 290 | <a class="anchor" id="aada1bdb117bc78035fbb49765fa7ef10"></a><!-- doxytag: member="bdm::MPF::set_options" ref="aada1bdb117bc78035fbb49765fa7ef10" args="(const string &opt)" --> |
| 291 | <div class="memitem"> |
| 292 | <div class="memproto"> |
| 293 | <table class="memname"> |
| 294 | <tr> |
| 295 | <td class="memname">void bdm::MPF::set_options </td> |
| 296 | <td>(</td> |
| 297 | <td class="paramtype">const string & </td> |
| 298 | <td class="paramname"> <em>opt</em></td> |
| 299 | <td> ) </td> |
| 300 | <td><code> [inline, virtual]</code></td> |
| 301 | </tr> |
| 302 | </table> |
| 303 | </div> |
| 304 | <div class="memdoc"> |
| 305 | <p>Extends options understood by <a class="el" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e" title="Set boolean options from a string, recognized are: "logbounds,logll".">BM::set_options</a> by option </p> |
| 306 | <ul> |
| 307 | <li>logmeans - meaning </li> |
| 308 | </ul> |
| 309 | |
| 310 | <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e">bdm::BM</a>.</p> |
| 311 | |
| 312 | <p>Referenced by <a class="el" href="particles_8h_source.html#l00344">from_setting()</a>.</p> |
| 313 | |
| 314 | </div> |
| 315 | </div> |
| 316 | <hr/>The documentation for this class was generated from the following files:<ul> |