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    53<title>mixpp: bdm::PF Class Reference</title> 
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    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 <hr/><a name="_details"></a><h2>Detailed Description</h2> 
    77 <p>Trivial particle filter with proposal density equal to parameter evolution model. </p> 
    78 <p>Posterior density is represented by a weighted empirical density (<code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> ). </p> 
    79  
    80 <p><code>#include &lt;<a class="el" href="particles_8h_source.html">particles.h</a>&gt;</code></p> 
    81  
    82 <p><a href="classbdm_1_1PF-members.html">List of all members.</a></p> 
    83 <table border="0" cellpadding="0" cellspacing="0"> 
    84 <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> 
    85 <tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#abf104b869b5df8dd4a14bbe430d40488">set_options</a> (const string &amp;opt)</td></tr> 
    86 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a63282dc111d1afb32c194c955d966a15"></a><!-- doxytag: member="bdm::PF::bayes_gensmp" ref="a63282dc111d1afb32c194c955d966a15" args="()" --> 
    87 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a63282dc111d1afb32c194c955d966a15">bayes_gensmp</a> ()</td></tr> 
    88 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">bayes I - generate samples and add their weights to lls <br/></td></tr> 
    89 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aec76b4d647ac7dc683d8c9a7b7611026"></a><!-- doxytag: member="bdm::PF::bayes_weights" ref="aec76b4d647ac7dc683d8c9a7b7611026" args="()" --> 
    90 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#aec76b4d647ac7dc683d8c9a7b7611026">bayes_weights</a> ()</td></tr> 
    91 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">bayes II - compute weights of the <br/></td></tr> 
    92 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac3443faad7159e742ef3cb0674a92634"></a><!-- doxytag: member="bdm::PF::do_resampling" ref="ac3443faad7159e742ef3cb0674a92634" args="()" --> 
    93 virtual bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#ac3443faad7159e742ef3cb0674a92634">do_resampling</a> ()</td></tr> 
    94 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">important part of particle filtering - decide if it is time to perform resampling <br/></td></tr> 
    95 <tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a638946eea22d4964bf9350286bb4efd8">bayes</a> (const vec &amp;dt)</td></tr> 
    96 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a638946eea22d4964bf9350286bb4efd8"></a><br/></td></tr> 
    97 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a37cb95af19c7bd13eb3ec61f25923463"></a><!-- doxytag: member="bdm::PF::__w" ref="a37cb95af19c7bd13eb3ec61f25923463" args="()" --> 
    98 vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a37cb95af19c7bd13eb3ec61f25923463">__w</a> ()</td></tr> 
    99 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    100 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a82d221d771cbc3c15a37cb358d759734"></a><!-- doxytag: member="bdm::PF::_lls" ref="a82d221d771cbc3c15a37cb358d759734" args="()" --> 
    101 vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a82d221d771cbc3c15a37cb358d759734">_lls</a> ()</td></tr> 
    102 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    103 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab4e4023b749c33fc6d6b97d805338721"></a><!-- doxytag: member="bdm::PF::_resmethod" ref="ab4e4023b749c33fc6d6b97d805338721" args="() const " --> 
     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 &lt;<a class="el" href="particles_8h_source.html">particles.h</a>&gt;</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&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#bf104b869b5df8dd4a14bbe430d40488">set_options</a> (const string &amp;opt)</td></tr> 
     81 
     82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="63282dc111d1afb32c194c955d966a15"></a><!-- doxytag: member="bdm::PF::bayes_gensmp" ref="63282dc111d1afb32c194c955d966a15" args="()" --> 
     83virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#63282dc111d1afb32c194c955d966a15">bayes_gensmp</a> ()</td></tr> 
     84 
     85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">bayes I - generate samples and add their weights to lls <br></td></tr> 
     86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec76b4d647ac7dc683d8c9a7b7611026"></a><!-- doxytag: member="bdm::PF::bayes_weights" ref="ec76b4d647ac7dc683d8c9a7b7611026" args="()" --> 
     87virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#ec76b4d647ac7dc683d8c9a7b7611026">bayes_weights</a> ()</td></tr> 
     88 
     89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">bayes II - compute weights of the <br></td></tr> 
     90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c3443faad7159e742ef3cb0674a92634"></a><!-- doxytag: member="bdm::PF::do_resampling" ref="c3443faad7159e742ef3cb0674a92634" args="()" --> 
     91virtual bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#c3443faad7159e742ef3cb0674a92634">do_resampling</a> ()</td></tr> 
     92 
     93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">important part of particle filtering - decide if it is time to perform resampling <br></td></tr> 
     94<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#638946eea22d4964bf9350286bb4efd8">bayes</a> (const vec &amp;dt)</td></tr> 
     95 
     96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#638946eea22d4964bf9350286bb4efd8"></a><br></td></tr> 
     97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="37cb95af19c7bd13eb3ec61f25923463"></a><!-- doxytag: member="bdm::PF::__w" ref="37cb95af19c7bd13eb3ec61f25923463" args="()" --> 
     98vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#37cb95af19c7bd13eb3ec61f25923463">__w</a> ()</td></tr> 
     99 
     100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="82d221d771cbc3c15a37cb358d759734"></a><!-- doxytag: member="bdm::PF::_lls" ref="82d221d771cbc3c15a37cb358d759734" args="()" --> 
     102vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#82d221d771cbc3c15a37cb358d759734">_lls</a> ()</td></tr> 
     103 
     104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4e4023b749c33fc6d6b97d805338721"></a><!-- doxytag: member="bdm::PF::_resmethod" ref="b4e4023b749c33fc6d6b97d805338721" args="() const " --> 
    104106RESAMPLING_METHOD&nbsp;</td><td class="memItemRight" valign="bottom"><b>_resmethod</b> () const </td></tr> 
    105 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aee9553da1a05671f94f30e0e94ff42cd"></a><!-- doxytag: member="bdm::PF::posterior" ref="aee9553da1a05671f94f30e0e94ff42cd" args="() const " --> 
    106 const <a class="el" href="classbdm_1_1eEmp.html">eEmp</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#aee9553da1a05671f94f30e0e94ff42cd">posterior</a> () const </td></tr> 
    107 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    108 <tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a40d74160df73d152a9bcf044eac25663">from_setting</a> (const Setting &amp;set)</td></tr> 
    109 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a30f6a71f3e56ce25e4e0ecafa0ffbd8d"></a><!-- doxytag: member="bdm::PF::resmethod_from_set" ref="a30f6a71f3e56ce25e4e0ecafa0ffbd8d" args="(const Setting &amp;set)" --> 
    110 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a30f6a71f3e56ce25e4e0ecafa0ffbd8d">resmethod_from_set</a> (const Setting &amp;set)</td></tr> 
    111 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">auxiliary function reading parameter 'resmethod' from configuration file <br/></td></tr> 
    112 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8ac867d4b88c2c6c73ae29d47f37d0bb"></a><!-- doxytag: member="bdm::PF::prior_from_set" ref="a8ac867d4b88c2c6c73ae29d47f37d0bb" args="(const Setting &amp;set)" --> 
    113 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a8ac867d4b88c2c6c73ae29d47f37d0bb">prior_from_set</a> (const Setting &amp;set)</td></tr> 
    114 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">load prior information from set and set internal structures accordingly <br/></td></tr> 
    115 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7ebbb12b5b01e8ac6985af0e04e0f0c2"></a><!-- doxytag: member="bdm::PF::validate" ref="a7ebbb12b5b01e8ac6985af0e04e0f0c2" args="()" --> 
    116 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a7ebbb12b5b01e8ac6985af0e04e0f0c2">validate</a> ()</td></tr> 
    117 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br/></td></tr> 
    118 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a10fd6402c67ad3ee3a1a9a23fe91d7d7"></a><!-- doxytag: member="bdm::PF::resample" ref="a10fd6402c67ad3ee3a1a9a23fe91d7d7" args="(ivec &amp;ind)" --> 
    119 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a10fd6402c67ad3ee3a1a9a23fe91d7d7">resample</a> (ivec &amp;ind)</td></tr> 
    120 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">resample posterior density (from outside - see <a class="el" href="classbdm_1_1MPF.html" title="Marginalized Particle filter.">MPF</a>) <br/></td></tr> 
    121 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::PF::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> 
    122 virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
    123 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> 
    124 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::PF::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " --> 
    125 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr> 
    126 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> 
     107 
     108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ee9553da1a05671f94f30e0e94ff42cd"></a><!-- doxytag: member="bdm::PF::posterior" ref="ee9553da1a05671f94f30e0e94ff42cd" args="() const " --> 
     109const <a class="el" href="classbdm_1_1eEmp.html">eEmp</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#ee9553da1a05671f94f30e0e94ff42cd">posterior</a> () const </td></tr> 
     110 
     111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     112<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#40d74160df73d152a9bcf044eac25663">from_setting</a> (const Setting &amp;set)</td></tr> 
     113 
     114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="30f6a71f3e56ce25e4e0ecafa0ffbd8d"></a><!-- doxytag: member="bdm::PF::resmethod_from_set" ref="30f6a71f3e56ce25e4e0ecafa0ffbd8d" args="(const Setting &amp;set)" --> 
     115void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#30f6a71f3e56ce25e4e0ecafa0ffbd8d">resmethod_from_set</a> (const Setting &amp;set)</td></tr> 
     116 
     117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">auxiliary function reading parameter 'resmethod' from configuration file <br></td></tr> 
     118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8ac867d4b88c2c6c73ae29d47f37d0bb"></a><!-- doxytag: member="bdm::PF::prior_from_set" ref="8ac867d4b88c2c6c73ae29d47f37d0bb" args="(const Setting &amp;set)" --> 
     119void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#8ac867d4b88c2c6c73ae29d47f37d0bb">prior_from_set</a> (const Setting &amp;set)</td></tr> 
     120 
     121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">load prior information from set and set internal structures accordingly <br></td></tr> 
     122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7ebbb12b5b01e8ac6985af0e04e0f0c2"></a><!-- doxytag: member="bdm::PF::validate" ref="7ebbb12b5b01e8ac6985af0e04e0f0c2" args="()" --> 
     123void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#7ebbb12b5b01e8ac6985af0e04e0f0c2">validate</a> ()</td></tr> 
     124 
     125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr> 
     126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="10fd6402c67ad3ee3a1a9a23fe91d7d7"></a><!-- doxytag: member="bdm::PF::resample" ref="10fd6402c67ad3ee3a1a9a23fe91d7d7" args="(ivec &amp;ind)" --> 
     127void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#10fd6402c67ad3ee3a1a9a23fe91d7d7">resample</a> (ivec &amp;ind)</td></tr> 
     128 
     129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">resample posterior density (from outside - see <a class="el" href="classbdm_1_1MPF.html" title="Marginalized Particle filter.">MPF</a>) <br></td></tr> 
     130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::PF::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> 
     131virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
     132 
     133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> 
     134<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 &amp;set) const " --> 
     135virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr> 
     136 
     137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> 
    127138<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    128 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p> 
    129 <br/><br/></div></td></tr> 
    130 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a297339fd48bc1cfd011d16603d54accb"></a><!-- doxytag: member="bdm::PF::PF" ref="a297339fd48bc1cfd011d16603d54accb" args="()" --> 
     139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="297339fd48bc1cfd011d16603d54accb"></a><!-- doxytag: member="bdm::PF::PF" ref="297339fd48bc1cfd011d16603d54accb" args="()" --> 
    131140&nbsp;</td><td class="memItemRight" valign="bottom"><b>PF</b> ()</td></tr> 
    132 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6b2a5ff7a9da0c881ecfc905e5643417"></a><!-- doxytag: member="bdm::PF::set_parameters" ref="a6b2a5ff7a9da0c881ecfc905e5643417" args="(int n0, double res_th0=0.5, RESAMPLING_METHOD rm=SYSTEMATIC)" --> 
     141 
     142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6b2a5ff7a9da0c881ecfc905e5643417"></a><!-- doxytag: member="bdm::PF::set_parameters" ref="6b2a5ff7a9da0c881ecfc905e5643417" args="(int n0, double res_th0=0.5, RESAMPLING_METHOD rm=SYSTEMATIC)" --> 
    133143void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int n0, double res_th0=0.5, RESAMPLING_METHOD rm=SYSTEMATIC)</td></tr> 
    134 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9e37481febc4061d3ff0f58f3f560b8d"></a><!-- doxytag: member="bdm::PF::set_model" ref="a9e37481febc4061d3ff0f58f3f560b8d" args="(shared_ptr&lt; mpdf &gt; par0, shared_ptr&lt; mpdf &gt; obs0)" --> 
     144 
     145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9e37481febc4061d3ff0f58f3f560b8d"></a><!-- doxytag: member="bdm::PF::set_model" ref="9e37481febc4061d3ff0f58f3f560b8d" args="(shared_ptr&lt; mpdf &gt; par0, shared_ptr&lt; mpdf &gt; obs0)" --> 
    135146void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_model</b> (<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &gt; par0, <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &gt; obs0)</td></tr> 
    136 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac9a4df02d81ad3559caebeed74b16167"></a><!-- doxytag: member="bdm::PF::set_statistics" ref="ac9a4df02d81ad3559caebeed74b16167" args="(const vec w0, const epdf &amp;epdf0)" --> 
     147 
     148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c9a4df02d81ad3559caebeed74b16167"></a><!-- doxytag: member="bdm::PF::set_statistics" ref="c9a4df02d81ad3559caebeed74b16167" args="(const vec w0, const epdf &amp;epdf0)" --> 
    137149void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec w0, const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;epdf0)</td></tr> 
    138 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3027ebe66f806275e356eb7df9076173"></a><!-- doxytag: member="bdm::PF::set_statistics" ref="a3027ebe66f806275e356eb7df9076173" args="(const eEmp &amp;epdf0)" --> 
     150 
     151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3027ebe66f806275e356eb7df9076173"></a><!-- doxytag: member="bdm::PF::set_statistics" ref="3027ebe66f806275e356eb7df9076173" args="(const eEmp &amp;epdf0)" --> 
    139152void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const <a class="el" href="classbdm_1_1eEmp.html">eEmp</a> &amp;epdf0)</td></tr> 
     153 
    140154<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    141 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p> 
    142 <br/><br/></div></td></tr> 
    143 <tr><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr> 
     155<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr> 
     156 
    144157<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    145 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> 
    146 <br/><br/></div></td></tr> 
    147 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::PF::bayesB" ref="a1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
    148 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr> 
    149 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br/></td></tr> 
    150 <tr><td class="memItemLeft" align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr> 
    151 <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 &amp;dt) const " --> 
    152 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr> 
    153 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br/></td></tr> 
    154 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::PF::epredictor" ref="a688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 
    155 virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 
    156 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_20.png"/>. <br/></td></tr> 
    157 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::PF::predictor" ref="a598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
    158 virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 
    159 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png"/>. <br/></td></tr> 
     158<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 &amp;Dt)" --> 
     159virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr> 
     160 
     161<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     162<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr> 
     163 
     164<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 &amp;dt) const " --> 
     165vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr> 
     166 
     167<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
     168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::PF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 
     169virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 
     170 
     171<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_20.png">. <br></td></tr> 
     172<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::PF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
     173virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 
     174 
     175<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png">. <br></td></tr> 
    160176<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    161 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> 
    162 <br/><br/></div></td></tr> 
    163 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::PF::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
     177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::PF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
    164178const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
    165 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::PF::set_drv" ref="af135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
     179 
     180<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::PF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
    166181void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
    167 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::PF::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
     182 
     183<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::PF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
    168184void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
    169 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::PF::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
     185 
     186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::PF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    170187double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
    171 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::PF::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
     188 
     189<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::PF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
    172190void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
    173 <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> 
    174 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::PF::n" ref="aeeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" --> 
    175 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#aeeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr> 
    176 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">number of particles; <br/></td></tr> 
    177 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::PF::est" ref="adc049265b9086cad7071f98d00a2b9af" args="" --> 
    178 <a class="el" href="classbdm_1_1eEmp.html">eEmp</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af">est</a></td></tr> 
    179 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br/></td></tr> 
    180 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::PF::_w" ref="af5149d5522d1095d39240c4c607f61a3" args="" --> 
    181 vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#af5149d5522d1095d39240c4c607f61a3">_w</a></td></tr> 
    182 <tr><td class="mdescLeft">&nbsp;</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> 
    183 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::PF::_samples" ref="a914bd66025692c4018dbd482cb3c47c1" args="" --> 
    184 Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr> 
    185 <tr><td class="mdescLeft">&nbsp;</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> 
    186 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0b7ffedb2051161df6c102881afe41ff"></a><!-- doxytag: member="bdm::PF::par" ref="a0b7ffedb2051161df6c102881afe41ff" args="" --> 
    187 <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a0b7ffedb2051161df6c102881afe41ff">par</a></td></tr> 
    188 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Parameter evolution model. <br/></td></tr> 
    189 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a77ed889e1b993df253e93059933d227d"></a><!-- doxytag: member="bdm::PF::obs" ref="a77ed889e1b993df253e93059933d227d" args="" --> 
    190 <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a77ed889e1b993df253e93059933d227d">obs</a></td></tr> 
    191 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation model. <br/></td></tr> 
    192 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a08cffd22d6e9501f283972245aeff8cd"></a><!-- doxytag: member="bdm::PF::lls" ref="a08cffd22d6e9501f283972245aeff8cd" args="" --> 
    193 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a08cffd22d6e9501f283972245aeff8cd">lls</a></td></tr> 
    194 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal structure storing loglikelihood of predictions <br/></td></tr> 
    195 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9932c7c5865954ef9a438afcbe944e52"></a><!-- doxytag: member="bdm::PF::resmethod" ref="a9932c7c5865954ef9a438afcbe944e52" args="" --> 
    196 RESAMPLING_METHOD&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52">resmethod</a></td></tr> 
    197 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">which resampling method will be used <br/></td></tr> 
    198 <tr><td class="memItemLeft" align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#ab16816e20f97f9bec993d1f25fc3d711">res_threshold</a></td></tr> 
    199 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::PF::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" --> 
    200 <a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> 
    201 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr> 
    202 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::PF::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" --> 
    203 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
    204 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr> 
    205 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::PF::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
    206 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
    207 <tr><td class="mdescLeft">&nbsp;</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> 
     191 
     192<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     193<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::PF::n" ref="eeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" --> 
     194int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr> 
     195 
     196<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">number of particles; <br></td></tr> 
     197<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::PF::est" ref="dc049265b9086cad7071f98d00a2b9af" args="" --> 
     198<a class="el" href="classbdm_1_1eEmp.html">eEmp</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af">est</a></td></tr> 
     199 
     200<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br></td></tr> 
     201<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::PF::_w" ref="f5149d5522d1095d39240c4c607f61a3" args="" --> 
     202vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3">_w</a></td></tr> 
     203 
     204<tr><td class="mdescLeft">&nbsp;</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> 
     205<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::PF::_samples" ref="914bd66025692c4018dbd482cb3c47c1" args="" --> 
     206Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr> 
     207 
     208<tr><td class="mdescLeft">&nbsp;</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> 
     209<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b7ffedb2051161df6c102881afe41ff"></a><!-- doxytag: member="bdm::PF::par" ref="0b7ffedb2051161df6c102881afe41ff" args="" --> 
     210<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#0b7ffedb2051161df6c102881afe41ff">par</a></td></tr> 
     211 
     212<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Parameter evolution model. <br></td></tr> 
     213<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="77ed889e1b993df253e93059933d227d"></a><!-- doxytag: member="bdm::PF::obs" ref="77ed889e1b993df253e93059933d227d" args="" --> 
     214<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#77ed889e1b993df253e93059933d227d">obs</a></td></tr> 
     215 
     216<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation model. <br></td></tr> 
     217<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="08cffd22d6e9501f283972245aeff8cd"></a><!-- doxytag: member="bdm::PF::lls" ref="08cffd22d6e9501f283972245aeff8cd" args="" --> 
     218vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#08cffd22d6e9501f283972245aeff8cd">lls</a></td></tr> 
     219 
     220<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal structure storing loglikelihood of predictions <br></td></tr> 
     221<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9932c7c5865954ef9a438afcbe944e52"></a><!-- doxytag: member="bdm::PF::resmethod" ref="9932c7c5865954ef9a438afcbe944e52" args="" --> 
     222RESAMPLING_METHOD&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52">resmethod</a></td></tr> 
     223 
     224<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">which resampling method will be used <br></td></tr> 
     225<tr><td class="memItemLeft" nowrap align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#b16816e20f97f9bec993d1f25fc3d711">res_threshold</a></td></tr> 
     226 
     227<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::PF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
     228<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> 
     229 
     230<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 
     231<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::PF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 
     232double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
     233 
     234<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     235<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::PF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
     236bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
     237 
     238<tr><td class="mdescLeft">&nbsp;</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> 
    208239<tr><td colspan="2"><div class="groupHeader">Options</div></td></tr> 
    209 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpdae8ace18bdcbcc6ae5aece263e14fe8"></a> </p> 
    210 <br/><br/></div></td></tr> 
    211 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a98ef9ff80c394fafd28680b7a3f831b1"></a><!-- doxytag: member="bdm::PF::opt_L_smp" ref="a98ef9ff80c394fafd28680b7a3f831b1" args="" --> 
    212 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a98ef9ff80c394fafd28680b7a3f831b1">opt_L_smp</a></td></tr> 
    213 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br/></td></tr> 
    214 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a49463a88ee80771a464861df845ff6"></a><!-- doxytag: member="bdm::PF::opt_L_wei" ref="a5a49463a88ee80771a464861df845ff6" args="" --> 
    215 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a5a49463a88ee80771a464861df845ff6">opt_L_wei</a></td></tr> 
    216 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br/></td></tr> 
    217 <tr><td colspan="2"><h2>Extension to conditional BM</h2></td></tr> 
    218 <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> 
    219 <br/><br/></td></tr> 
    220 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::PF::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
    221 const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> 
    222 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    223 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::PF::condition" ref="a6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" --> 
    224 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr> 
    225 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr> 
    226 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::PF::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" --> 
    227 <a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ade95c590d650b2db423d53992f0906cb">rvc</a></td></tr> 
    228 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br/></td></tr> 
    229 <tr><td colspan="2"><h2>Logging of results</h2></td></tr> 
    230 <tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p> 
    231 <br/><br/></td></tr> 
    232 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::PF::log_add" ref="a2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" --> 
    233 virtual void&nbsp;</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> &amp;L, const string &amp;name=&quot;&quot;)</td></tr> 
    234 <tr><td class="mdescLeft">&nbsp;</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> 
    235 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::PF::logit" ref="ab517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" --> 
     240<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="" --> 
     241bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#98ef9ff80c394fafd28680b7a3f831b1">opt_L_smp</a></td></tr> 
     242 
     243<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br></td></tr> 
     244<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="" --> 
     245bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#5a49463a88ee80771a464861df845ff6">opt_L_wei</a></td></tr> 
     246 
     247<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Log all samples. <br></td></tr> 
     248<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> 
     249<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> 
     250<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::PF::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
     251const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> 
     252 
     253<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     254<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 &amp;val)" --> 
     255virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr> 
     256 
     257<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 
     258<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::PF::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" --> 
     259<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr> 
     260 
     261<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr> 
     262<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr> 
     263<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 &amp;L, const string &amp;name=&quot;&quot;)" --> 
     264virtual void&nbsp;</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> &amp;L, const string &amp;name=&quot;&quot;)</td></tr> 
     265 
     266<tr><td class="mdescLeft">&nbsp;</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> 
     267<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::PF::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" --> 
    236268virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L)</td></tr> 
    237 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::PF::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" --> 
    238 ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 
    239 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll]. <br/></td></tr> 
    240 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::PF::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" --> 
    241 ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> 
    242 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flags for logging - same size as LIDs, each entry correspond to the same in LIDs. <br/></td></tr> 
     269 
     270<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::PF::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" --> 
     271ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 
     272 
     273<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll]. <br></td></tr> 
     274<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::PF::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" --> 
     275ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> 
     276 
     277<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flags for logging - same size as LIDs, each entry correspond to the same in LIDs. <br></td></tr> 
    243278</table> 
    244 <hr/><h2>Member Function Documentation</h2> 
    245 <a class="anchor" id="a40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::PF::_copy_" ref="a40f01563651c1e4fe926189e41a6b8ab" args="() const " --> 
    246 <div class="memitem"> 
    247 <div class="memproto"> 
    248       <table class="memname"> 
    249         <tr> 
    250           <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_ </td> 
     279<hr><a name="_details"></a><h2>Detailed Description</h2> 
     280Trivial particle filter with proposal density equal to parameter evolution model.  
     281<p> 
     282Posterior density is represented by a weighted empirical density (<code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> ). <hr><h2>Member Function Documentation</h2> 
     283<a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::PF::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " --> 
     284<div class="memitem"> 
     285<div class="memproto"> 
     286      <table class="memname"> 
     287        <tr> 
     288          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td> 
    251289          <td>(</td> 
    252           <td class="paramname"></td> 
     290          <td class="paramname">          </td> 
    253291          <td>&nbsp;)&nbsp;</td> 
    254292          <td> const<code> [inline, virtual, inherited]</code></td> 
    … …  
    257295</div> 
    258296<div class="memdoc"> 
    259 <p>Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: </p> 
    260 <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#a40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}  
     297 
     298<p> 
     299Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}  
    261300</pre></div>  
    262 <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> 
    263  
    264 </div> 
    265 </div> 
    266 <a class="anchor" id="a638946eea22d4964bf9350286bb4efd8"></a><!-- doxytag: member="bdm::PF::bayes" ref="a638946eea22d4964bf9350286bb4efd8" args="(const vec &amp;dt)" --> 
    267 <div class="memitem"> 
    268 <div class="memproto"> 
    269       <table class="memname"> 
    270         <tr> 
    271           <td class="memname">void bdm::PF::bayes </td> 
     301<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1ARXfrg.html#420f3f195d231723f2f2329ec900de60">bdm::ARXfrg</a>, <a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> 
     302 
     303</div> 
     304</div><p> 
     305<a class="anchor" name="638946eea22d4964bf9350286bb4efd8"></a><!-- doxytag: member="bdm::PF::bayes" ref="638946eea22d4964bf9350286bb4efd8" args="(const vec &amp;dt)" --> 
     306<div class="memitem"> 
     307<div class="memproto"> 
     308      <table class="memname"> 
     309        <tr> 
     310          <td class="memname">void bdm::PF::bayes           </td> 
    272311          <td>(</td> 
    273312          <td class="paramtype">const vec &amp;&nbsp;</td> 
    274           <td class="paramname"> <em>dt</em></td> 
     313          <td class="paramname"> <em>dt</em>          </td> 
    275314          <td>&nbsp;)&nbsp;</td> 
    276315          <td><code> [virtual]</code></td> 
    … …  
    280319<div class="memdoc"> 
    281320 
    282 <p>Incremental Bayes rule. </p> 
    283 <dl><dt><b>Parameters:</b></dt><dd> 
     321<p> 
     322Incremental Bayes rule.  
     323<p> 
     324<dl compact><dt><b>Parameters:</b></dt><dd> 
    284325  <table border="0" cellspacing="2" cellpadding="0"> 
    285326    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr> 
    286327  </table> 
    287   </dd> 
    288328</dl> 
    289329 
    290 <p>Implements <a class="el" href="classbdm_1_1BM.html#a60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p> 
     330<p>Implements <a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p> 
    291331 
    292332<p>References <a class="el" href="particles_8h_source.html#l00036">_samples</a>, <a class="el" href="particles_8cpp_source.html#l00007">bayes_gensmp()</a>, <a class="el" href="particles_8cpp_source.html#l00015">bayes_weights()</a>, <a class="el" href="particles_8h_source.html#l00099">do_resampling()</a>, <a class="el" href="particles_8h_source.html#l00032">est</a>, <a class="el" href="particles_8h_source.html#l00042">lls</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="exp__family_8cpp_source.html#l00265">bdm::eEmp::resample()</a>, and <a class="el" href="particles_8h_source.html#l00045">resmethod</a>.</p> 
    293333 
    294334</div> 
    295 </div> 
    296 <a class="anchor" id="a40d74160df73d152a9bcf044eac25663"></a><!-- doxytag: member="bdm::PF::from_setting" ref="a40d74160df73d152a9bcf044eac25663" args="(const Setting &amp;set)" --> 
    297 <div class="memitem"> 
    298 <div class="memproto"> 
    299       <table class="memname"> 
    300         <tr> 
    301           <td class="memname">void bdm::PF::from_setting </td> 
     335</div><p> 
     336<a class="anchor" name="40d74160df73d152a9bcf044eac25663"></a><!-- doxytag: member="bdm::PF::from_setting" ref="40d74160df73d152a9bcf044eac25663" args="(const Setting &amp;set)" --> 
     337<div class="memitem"> 
     338<div class="memproto"> 
     339      <table class="memname"> 
     340        <tr> 
     341          <td class="memname">void bdm::PF::from_setting           </td> 
    302342          <td>(</td> 
    303343          <td class="paramtype">const Setting &amp;&nbsp;</td> 
    304           <td class="paramname"> <em>set</em></td> 
     344          <td class="paramname"> <em>set</em>          </td> 
    305345          <td>&nbsp;)&nbsp;</td> 
    306346          <td><code> [inline, virtual]</code></td> 
    … …  
    309349</div> 
    310350<div class="memdoc"> 
    311 <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> 
    312 <div class="fragment"><pre class="fragment">        parameter_pdf   = mpdf_class;         <span class="comment">// parameter evolution pdf</span> 
     351 
     352<p> 
     353configuration 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> <div class="fragment"><pre class="fragment">        parameter_pdf   = mpdf_class;         <span class="comment">// parameter evolution pdf</span> 
    313354        observation_pdf = mpdf_class;         <span class="comment">// observation pdf</span> 
    314355        prior           = epdf_class;         <span class="comment">// prior probability density</span> 
    315356        --- optional --- 
    316357        n               = 10;                 <span class="comment">// number of particles</span> 
    317         <a class="code" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>       = <span class="stringliteral">&apos;systematic&apos;</span>, or <span class="stringliteral">&apos;multinomial&apos;</span>, or <span class="stringliteral">&apos;stratified&apos;</span> 
     358        <a class="code" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>       = <span class="stringliteral">'systematic'</span>, or <span class="stringliteral">'multinomial'</span>, or <span class="stringliteral">'stratified'</span> 
    318359                                                                                  <span class="comment">// resampling method</span> 
    319         <a class="code" href="classbdm_1_1PF.html#ab16816e20f97f9bec993d1f25fc3d711">res_threshold</a>   = 0.5;                <span class="comment">// resample when active particles drop below 50%</span> 
     360        <a class="code" href="classbdm_1_1PF.html#b16816e20f97f9bec993d1f25fc3d711">res_threshold</a>   = 0.5;                <span class="comment">// resample when active particles drop below 50%</span> 
    320361</pre></div>  
    321 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p> 
     362<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p> 
    322363 
    323364<p>References <a class="el" href="bdmbase_8cpp_source.html#l00101">bdm::RV::add()</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="particles_8h_source.html#l00166">prior_from_set()</a>, and <a class="el" href="particles_8h_source.html#l00142">resmethod_from_set()</a>.</p> 
    324365 
    325366</div> 
    326 </div> 
    327 <a class="anchor" id="a50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::PF::logpred" ref="a50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " --> 
    328 <div class="memitem"> 
    329 <div class="memproto"> 
    330       <table class="memname"> 
    331         <tr> 
    332           <td class="memname">virtual double bdm::BM::logpred </td> 
     367</div><p> 
     368<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::PF::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " --> 
     369<div class="memitem"> 
     370<div class="memproto"> 
     371      <table class="memname"> 
     372        <tr> 
     373          <td class="memname">virtual double bdm::BM::logpred           </td> 
    333374          <td>(</td> 
    334375          <td class="paramtype">const vec &amp;&nbsp;</td> 
    335           <td class="paramname"> <em>dt</em></td> 
     376          <td class="paramname"> <em>dt</em>          </td> 
    336377          <td>&nbsp;)&nbsp;</td> 
    337378          <td> const<code> [inline, virtual, inherited]</code></td> 
    … …  
    340381</div> 
    341382<div class="memdoc"> 
    342 <p>Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. </p> 
    343  
    344 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#a080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#ada724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#ae157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p> 
     383 
     384<p> 
     385Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.  
     386<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p> 
    345387 
    346388<p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p> 
    … …  
    349391 
    350392</div> 
    351 </div> 
    352 <a class="anchor" id="abf104b869b5df8dd4a14bbe430d40488"></a><!-- doxytag: member="bdm::PF::set_options" ref="abf104b869b5df8dd4a14bbe430d40488" args="(const string &amp;opt)" --> 
    353 <div class="memitem"> 
    354 <div class="memproto"> 
    355       <table class="memname"> 
    356         <tr> 
    357           <td class="memname">void bdm::PF::set_options </td> 
     393</div><p> 
     394<a class="anchor" name="bf104b869b5df8dd4a14bbe430d40488"></a><!-- doxytag: member="bdm::PF::set_options" ref="bf104b869b5df8dd4a14bbe430d40488" args="(const string &amp;opt)" --> 
     395<div class="memitem"> 
     396<div class="memproto"> 
     397      <table class="memname"> 
     398        <tr> 
     399          <td class="memname">void bdm::PF::set_options           </td> 
    358400          <td>(</td> 
    359401          <td class="paramtype">const string &amp;&nbsp;</td> 
    360           <td class="paramname"> <em>opt</em></td> 
     402          <td class="paramname"> <em>opt</em>          </td> 
    361403          <td>&nbsp;)&nbsp;</td> 
    362404          <td><code> [inline, virtual]</code></td> 
    … …  
    365407</div> 
    366408<div class="memdoc"> 
    367 <p>Set posterior density by sampling from epdf0 Extends original <a class="el" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e" title="Set boolean options from a string, recognized are: &quot;logbounds,logll&quot;.">BM::set_options</a> by two more options: </p> 
    368 <ul> 
     409 
     410<p> 
     411Set posterior density by sampling from epdf0 Extends original <a class="el" href="classbdm_1_1BM.html#adb539fa2585c8a2a91c54e5aebf330e" title="Set boolean options from a string, recognized are: &quot;logbounds,logll&quot;.">BM::set_options</a> by two more options: <ul> 
    369412<li>logweights - meaning that all weightes will be logged </li> 
    370413<li>logsamples - all samples will be also logged </li> 
    371414</ul> 
    372415 
    373 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e">bdm::BM</a>.</p> 
     416<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#adb539fa2585c8a2a91c54e5aebf330e">bdm::BM</a>.</p> 
    374417 
    375418<p>References <a class="el" href="particles_8h_source.html#l00054">opt_L_smp</a>, and <a class="el" href="particles_8h_source.html#l00056">opt_L_wei</a>.</p> 
    376419 
    377420</div> 
    378 </div> 
    379 <hr/><h2>Member Data Documentation</h2> 
    380 <a class="anchor" id="ab16816e20f97f9bec993d1f25fc3d711"></a><!-- doxytag: member="bdm::PF::res_threshold" ref="ab16816e20f97f9bec993d1f25fc3d711" args="" --> 
    381 <div class="memitem"> 
    382 <div class="memproto"> 
    383       <table class="memname"> 
    384         <tr> 
    385           <td class="memname">double <a class="el" href="classbdm_1_1PF.html#ab16816e20f97f9bec993d1f25fc3d711">bdm::PF::res_threshold</a><code> [protected]</code></td> 
    386         </tr> 
    387       </table> 
    388 </div> 
    389 <div class="memdoc"> 
    390 <p>resampling threshold; in this case its meaning is minimum ratio of active particles For example, for 0.5 resampling is performed when the numebr of active aprticles drops belo 50%. </p> 
    391  
     421</div><p> 
     422<hr><h2>Member Data Documentation</h2> 
     423<a class="anchor" name="b16816e20f97f9bec993d1f25fc3d711"></a><!-- doxytag: member="bdm::PF::res_threshold" ref="b16816e20f97f9bec993d1f25fc3d711" args="" --> 
     424<div class="memitem"> 
     425<div class="memproto"> 
     426      <table class="memname"> 
     427        <tr> 
     428          <td class="memname">double <a class="el" href="classbdm_1_1PF.html#b16816e20f97f9bec993d1f25fc3d711">bdm::PF::res_threshold</a><code> [protected]</code>          </td> 
     429        </tr> 
     430      </table> 
     431</div> 
     432<div class="memdoc"> 
     433 
     434<p> 
     435resampling threshold; in this case its meaning is minimum ratio of active particles For example, for 0.5 resampling is performed when the numebr of active aprticles drops belo 50%.  
    392436<p>Referenced by <a class="el" href="particles_8h_source.html#l00099">do_resampling()</a>, and <a class="el" href="particles_8h_source.html#l00142">resmethod_from_set()</a>.</p> 
    393437 
    394438</div> 
    395 </div> 
    396 <hr/>The documentation for this class was generated from the following files:<ul> 
    397 <li><a class="el" href="particles_8h_source.html">particles.h</a></li> 
    398 <li>particles.cpp</li> 
    399 </ul> 
    400 </div> 
    401 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 27 00:49:06 2009 for mixpp by&nbsp; 
     439</div><p> 
     440<hr>The documentation for this class was generated from the following files:<ul> 
     441<li><a class="el" href="particles_8h_source.html">particles.h</a><li>particles.cpp</ul> 
     442</div> 
     443<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:47 2009 for mixpp by&nbsp; 
    402444<a href="http://www.doxygen.org/index.html"> 
    403 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> 
     445<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
    404446</body> 
    405447</html>