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    53<title>mixpp: particles.h Source File</title> 
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    7067<a name="l00015"></a>00015 <span class="preprocessor"></span> 
    7168<a name="l00016"></a>00016  
    72 <a name="l00017"></a>00017 <span class="preprocessor">#include &quot;../stat/exp_family.h&quot;</span> 
     69<a name="l00017"></a>00017 <span class="preprocessor">#include "../stat/exp_family.h"</span> 
    7370<a name="l00018"></a>00018  
    7471<a name="l00019"></a>00019 <span class="keyword">namespace </span>bdm { 
    … …  
    7673<a name="l00027"></a><a class="code" href="classbdm_1_1PF.html">00027</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1PF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> { 
    7774<a name="l00028"></a>00028 <span class="keyword">protected</span>: 
    78 <a name="l00030"></a><a class="code" href="classbdm_1_1PF.html#aeeafaf9b8ad75fe62ee9fd6369e3f7fe">00030</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1PF.html#aeeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a>; 
    79 <a name="l00032"></a><a class="code" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af">00032</a>         <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> <a class="code" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>; 
    80 <a name="l00034"></a><a class="code" href="classbdm_1_1PF.html#af5149d5522d1095d39240c4c607f61a3">00034</a>         vec &amp;<a class="code" href="classbdm_1_1PF.html#af5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>; 
    81 <a name="l00036"></a><a class="code" href="classbdm_1_1PF.html#a914bd66025692c4018dbd482cb3c47c1">00036</a>         Array&lt;vec&gt; &amp;<a class="code" href="classbdm_1_1PF.html#a914bd66025692c4018dbd482cb3c47c1" title="pointer into eEmp ">_samples</a>; 
    82 <a name="l00038"></a><a class="code" href="classbdm_1_1PF.html#a0b7ffedb2051161df6c102881afe41ff">00038</a>         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> <a class="code" href="classbdm_1_1PF.html#a0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>; 
    83 <a name="l00040"></a><a class="code" href="classbdm_1_1PF.html#a77ed889e1b993df253e93059933d227d">00040</a>         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> <a class="code" href="classbdm_1_1PF.html#a77ed889e1b993df253e93059933d227d" title="Observation model.">obs</a>; 
    84 <a name="l00042"></a><a class="code" href="classbdm_1_1PF.html#a08cffd22d6e9501f283972245aeff8cd">00042</a>         vec <a class="code" href="classbdm_1_1PF.html#a08cffd22d6e9501f283972245aeff8cd" title="internal structure storing loglikelihood of predictions">lls</a>; 
     75<a name="l00030"></a><a class="code" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">00030</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a>; 
     76<a name="l00032"></a><a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af">00032</a>         <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> <a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>; 
     77<a name="l00034"></a><a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3">00034</a>         vec &amp;<a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>; 
     78<a name="l00036"></a><a class="code" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1">00036</a>         Array&lt;vec&gt; &amp;<a class="code" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1" title="pointer into eEmp ">_samples</a>; 
     79<a name="l00038"></a><a class="code" href="classbdm_1_1PF.html#0b7ffedb2051161df6c102881afe41ff">00038</a>         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> <a class="code" href="classbdm_1_1PF.html#0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>; 
     80<a name="l00040"></a><a class="code" href="classbdm_1_1PF.html#77ed889e1b993df253e93059933d227d">00040</a>         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> <a class="code" href="classbdm_1_1PF.html#77ed889e1b993df253e93059933d227d" title="Observation model.">obs</a>; 
     81<a name="l00042"></a><a class="code" href="classbdm_1_1PF.html#08cffd22d6e9501f283972245aeff8cd">00042</a>         vec <a class="code" href="classbdm_1_1PF.html#08cffd22d6e9501f283972245aeff8cd" title="internal structure storing loglikelihood of predictions">lls</a>; 
    8582<a name="l00043"></a>00043          
    86 <a name="l00045"></a><a class="code" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52">00045</a>         RESAMPLING_METHOD <a class="code" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>; 
    87 <a name="l00048"></a><a class="code" href="classbdm_1_1PF.html#ab16816e20f97f9bec993d1f25fc3d711">00048</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1PF.html#ab16816e20f97f9bec993d1f25fc3d711">res_threshold</a>; 
     83<a name="l00045"></a><a class="code" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52">00045</a>         RESAMPLING_METHOD <a class="code" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>; 
     84<a name="l00048"></a><a class="code" href="classbdm_1_1PF.html#b16816e20f97f9bec993d1f25fc3d711">00048</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1PF.html#b16816e20f97f9bec993d1f25fc3d711">res_threshold</a>; 
    8885<a name="l00049"></a>00049          
    8986<a name="l00052"></a>00052  
    90 <a name="l00054"></a><a class="code" href="classbdm_1_1PF.html#a98ef9ff80c394fafd28680b7a3f831b1">00054</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1PF.html#a98ef9ff80c394fafd28680b7a3f831b1" title="Log all samples.">opt_L_smp</a>; 
    91 <a name="l00056"></a><a class="code" href="classbdm_1_1PF.html#a5a49463a88ee80771a464861df845ff6">00056</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1PF.html#a5a49463a88ee80771a464861df845ff6" title="Log all samples.">opt_L_wei</a>; 
     87<a name="l00054"></a><a class="code" href="classbdm_1_1PF.html#98ef9ff80c394fafd28680b7a3f831b1">00054</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1PF.html#98ef9ff80c394fafd28680b7a3f831b1" title="Log all samples.">opt_L_smp</a>; 
     88<a name="l00056"></a><a class="code" href="classbdm_1_1PF.html#5a49463a88ee80771a464861df845ff6">00056</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1PF.html#5a49463a88ee80771a464861df845ff6" title="Log all samples.">opt_L_wei</a>; 
    9289<a name="l00058"></a>00058  
    9390<a name="l00059"></a>00059 <span class="keyword">public</span>: 
    94 <a name="l00062"></a>00062         <a class="code" href="classbdm_1_1PF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> ( ) : <a class="code" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>(), <a class="code" href="classbdm_1_1PF.html#af5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a> ( <a class="code" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.<a class="code" href="classbdm_1_1PF.html#af5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>() ), <a class="code" href="classbdm_1_1PF.html#a914bd66025692c4018dbd482cb3c47c1" title="pointer into eEmp ">_samples</a> ( <a class="code" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.<a class="code" href="classbdm_1_1PF.html#a914bd66025692c4018dbd482cb3c47c1" title="pointer into eEmp ">_samples</a>() ), <a class="code" href="classbdm_1_1PF.html#a98ef9ff80c394fafd28680b7a3f831b1" title="Log all samples.">opt_L_smp</a> ( false ), <a class="code" href="classbdm_1_1PF.html#a5a49463a88ee80771a464861df845ff6" title="Log all samples.">opt_L_wei</a> ( false ) { 
    95 <a name="l00063"></a>00063                 <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a>.set_size ( 5 ); 
     91<a name="l00062"></a>00062         <a class="code" href="classbdm_1_1PF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> ( ) : <a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>(), <a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a> ( <a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.<a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>() ), <a class="code" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1" title="pointer into eEmp ">_samples</a> ( <a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.<a class="code" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1" title="pointer into eEmp ">_samples</a>() ), <a class="code" href="classbdm_1_1PF.html#98ef9ff80c394fafd28680b7a3f831b1" title="Log all samples.">opt_L_smp</a> ( false ), <a class="code" href="classbdm_1_1PF.html#5a49463a88ee80771a464861df845ff6" title="Log all samples.">opt_L_wei</a> ( false ) { 
     92<a name="l00063"></a>00063                 <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a>.set_size ( 5 ); 
    9693<a name="l00064"></a>00064         }; 
    9794<a name="l00065"></a>00065          
    9895<a name="l00066"></a>00066         <span class="keywordtype">void</span> set_parameters (<span class="keywordtype">int</span> n0, <span class="keywordtype">double</span> res_th0=0.5, RESAMPLING_METHOD rm = SYSTEMATIC ) { 
    99 <a name="l00067"></a>00067                 <a class="code" href="classbdm_1_1PF.html#aeeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a> = n0; 
    100 <a name="l00068"></a>00068                 <a class="code" href="classbdm_1_1PF.html#ab16816e20f97f9bec993d1f25fc3d711">res_threshold</a> = res_th0; 
    101 <a name="l00069"></a>00069                 <a class="code" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a> = rm; 
     96<a name="l00067"></a>00067                 <a class="code" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a> = n0; 
     97<a name="l00068"></a>00068                 <a class="code" href="classbdm_1_1PF.html#b16816e20f97f9bec993d1f25fc3d711">res_threshold</a> = res_th0; 
     98<a name="l00069"></a>00069                 <a class="code" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a> = rm; 
    10299<a name="l00070"></a>00070         }; 
    103100<a name="l00071"></a>00071         <span class="keywordtype">void</span> set_model ( shared_ptr&lt;mpdf&gt; par0, shared_ptr&lt;mpdf&gt; obs0) { 
    104 <a name="l00072"></a>00072                 <a class="code" href="classbdm_1_1PF.html#a0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a> = par0; 
    105 <a name="l00073"></a>00073                 <a class="code" href="classbdm_1_1PF.html#a77ed889e1b993df253e93059933d227d" title="Observation model.">obs</a> = obs0; 
     101<a name="l00072"></a>00072                 <a class="code" href="classbdm_1_1PF.html#0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a> = par0; 
     102<a name="l00073"></a>00073                 <a class="code" href="classbdm_1_1PF.html#77ed889e1b993df253e93059933d227d" title="Observation model.">obs</a> = obs0; 
    106103<a name="l00074"></a>00074                 <span class="comment">// set values for posterior</span> 
    107 <a name="l00075"></a>00075                 <a class="code" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.set_rv(<a class="code" href="classbdm_1_1PF.html#a0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>-&gt;_rv()); 
     104<a name="l00075"></a>00075                 <a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.set_rv(<a class="code" href="classbdm_1_1PF.html#0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>-&gt;_rv()); 
    108105<a name="l00076"></a>00076         }; 
    109106<a name="l00077"></a>00077         <span class="keywordtype">void</span> set_statistics ( <span class="keyword">const</span> vec w0, <span class="keyword">const</span> epdf &amp;epdf0 ) { 
    110 <a name="l00078"></a>00078                 <a class="code" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.set_statistics ( w0, epdf0 ); 
     107<a name="l00078"></a>00078                 <a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.set_statistics ( w0, epdf0 ); 
    111108<a name="l00079"></a>00079         }; 
    112109<a name="l00080"></a>00080         <span class="keywordtype">void</span> set_statistics ( <span class="keyword">const</span> eEmp &amp;epdf0 ) { 
    113 <a name="l00081"></a>00081                 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a>(epdf0._rv().equal(<a class="code" href="classbdm_1_1PF.html#a0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>-&gt;_rv()),<span class="stringliteral">&quot;Incompatibel input&quot;</span>); 
    114 <a name="l00082"></a>00082                 <a class="code" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>=epdf0; 
     110<a name="l00081"></a>00081                 <a class="code" href="bdmerror_8h.html#89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a>(epdf0._rv().equal(<a class="code" href="classbdm_1_1PF.html#0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>-&gt;_rv()),<span class="stringliteral">"Incompatibel input"</span>); 
     111<a name="l00082"></a>00082                 <a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>=epdf0; 
    115112<a name="l00083"></a>00083         }; 
    116 <a name="l00089"></a><a class="code" href="classbdm_1_1PF.html#abf104b869b5df8dd4a14bbe430d40488">00089</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#abf104b869b5df8dd4a14bbe430d40488">set_options</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> &amp;opt ) { 
    117 <a name="l00090"></a>00090                 <a class="code" href="classbdm_1_1PF.html#abf104b869b5df8dd4a14bbe430d40488">BM::set_options</a> ( opt ); 
    118 <a name="l00091"></a>00091                 <a class="code" href="classbdm_1_1PF.html#a5a49463a88ee80771a464861df845ff6" title="Log all samples.">opt_L_wei</a> = ( opt.find ( <span class="stringliteral">&quot;logweights&quot;</span> ) != string::npos ); 
    119 <a name="l00092"></a>00092                 <a class="code" href="classbdm_1_1PF.html#a98ef9ff80c394fafd28680b7a3f831b1" title="Log all samples.">opt_L_smp</a> = ( opt.find ( <span class="stringliteral">&quot;logsamples&quot;</span> ) != string::npos ); 
     113<a name="l00089"></a><a class="code" href="classbdm_1_1PF.html#bf104b869b5df8dd4a14bbe430d40488">00089</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#bf104b869b5df8dd4a14bbe430d40488">set_options</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> &amp;opt ) { 
     114<a name="l00090"></a>00090                 <a class="code" href="classbdm_1_1PF.html#bf104b869b5df8dd4a14bbe430d40488">BM::set_options</a> ( opt ); 
     115<a name="l00091"></a>00091                 <a class="code" href="classbdm_1_1PF.html#5a49463a88ee80771a464861df845ff6" title="Log all samples.">opt_L_wei</a> = ( opt.find ( <span class="stringliteral">"logweights"</span> ) != string::npos ); 
     116<a name="l00092"></a>00092                 <a class="code" href="classbdm_1_1PF.html#98ef9ff80c394fafd28680b7a3f831b1" title="Log all samples.">opt_L_smp</a> = ( opt.find ( <span class="stringliteral">"logsamples"</span> ) != string::npos ); 
    120117<a name="l00093"></a>00093         } 
    121 <a name="l00095"></a>00095         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#a63282dc111d1afb32c194c955d966a15" title="bayes I - generate samples and add their weights to lls">bayes_gensmp</a>(); 
    122 <a name="l00097"></a>00097         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#aec76b4d647ac7dc683d8c9a7b7611026" title="bayes II - compute weights of the">bayes_weights</a>(); 
    123 <a name="l00099"></a><a class="code" href="classbdm_1_1PF.html#ac3443faad7159e742ef3cb0674a92634">00099</a>         <span class="keyword">virtual</span> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1PF.html#ac3443faad7159e742ef3cb0674a92634" title="important part of particle filtering - decide if it is time to perform resampling...">do_resampling</a>(){    
    124 <a name="l00100"></a>00100                 <span class="keywordtype">double</span> eff = 1.0 / ( <a class="code" href="classbdm_1_1PF.html#af5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a> * <a class="code" href="classbdm_1_1PF.html#af5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a> ); 
    125 <a name="l00101"></a>00101                 <span class="keywordflow">return</span> eff &lt; ( <a class="code" href="classbdm_1_1PF.html#ab16816e20f97f9bec993d1f25fc3d711">res_threshold</a>*<a class="code" href="classbdm_1_1PF.html#aeeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a> ); 
     118<a name="l00095"></a>00095         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#63282dc111d1afb32c194c955d966a15" title="bayes I - generate samples and add their weights to lls">bayes_gensmp</a>(); 
     119<a name="l00097"></a>00097         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#ec76b4d647ac7dc683d8c9a7b7611026" title="bayes II - compute weights of the">bayes_weights</a>(); 
     120<a name="l00099"></a><a class="code" href="classbdm_1_1PF.html#c3443faad7159e742ef3cb0674a92634">00099</a>         <span class="keyword">virtual</span> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1PF.html#c3443faad7159e742ef3cb0674a92634" title="important part of particle filtering - decide if it is time to perform resampling...">do_resampling</a>(){    
     121<a name="l00100"></a>00100                 <span class="keywordtype">double</span> eff = 1.0 / ( <a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a> * <a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a> ); 
     122<a name="l00101"></a>00101                 <span class="keywordflow">return</span> eff &lt; ( <a class="code" href="classbdm_1_1PF.html#b16816e20f97f9bec993d1f25fc3d711">res_threshold</a>*<a class="code" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a> ); 
    126123<a name="l00102"></a>00102         } 
    127 <a name="l00103"></a>00103         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#a638946eea22d4964bf9350286bb4efd8" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ); 
    128 <a name="l00105"></a><a class="code" href="classbdm_1_1PF.html#a37cb95af19c7bd13eb3ec61f25923463">00105</a>         vec&amp; <a class="code" href="classbdm_1_1PF.html#a37cb95af19c7bd13eb3ec61f25923463" title="access function">__w</a>() { <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1PF.html#af5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>; } 
    129 <a name="l00107"></a><a class="code" href="classbdm_1_1PF.html#a82d221d771cbc3c15a37cb358d759734">00107</a>         vec&amp; <a class="code" href="classbdm_1_1PF.html#a82d221d771cbc3c15a37cb358d759734" title="access function">_lls</a>() { <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1PF.html#a08cffd22d6e9501f283972245aeff8cd" title="internal structure storing loglikelihood of predictions">lls</a>; } 
    130 <a name="l00108"></a>00108         RESAMPLING_METHOD _resmethod()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>; } 
    131 <a name="l00110"></a><a class="code" href="classbdm_1_1PF.html#aee9553da1a05671f94f30e0e94ff42cd">00110</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>&amp; <a class="code" href="classbdm_1_1PF.html#aee9553da1a05671f94f30e0e94ff42cd" title="access function">posterior</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>;} 
     124<a name="l00103"></a>00103         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#638946eea22d4964bf9350286bb4efd8" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ); 
     125<a name="l00105"></a><a class="code" href="classbdm_1_1PF.html#37cb95af19c7bd13eb3ec61f25923463">00105</a>         vec&amp; <a class="code" href="classbdm_1_1PF.html#37cb95af19c7bd13eb3ec61f25923463" title="access function">__w</a>() { <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>; } 
     126<a name="l00107"></a><a class="code" href="classbdm_1_1PF.html#82d221d771cbc3c15a37cb358d759734">00107</a>         vec&amp; <a class="code" href="classbdm_1_1PF.html#82d221d771cbc3c15a37cb358d759734" title="access function">_lls</a>() { <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1PF.html#08cffd22d6e9501f283972245aeff8cd" title="internal structure storing loglikelihood of predictions">lls</a>; } 
     127<a name="l00108"></a>00108         RESAMPLING_METHOD _resmethod()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>; } 
     128<a name="l00110"></a><a class="code" href="classbdm_1_1PF.html#ee9553da1a05671f94f30e0e94ff42cd">00110</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>&amp; <a class="code" href="classbdm_1_1PF.html#ee9553da1a05671f94f30e0e94ff42cd" title="access function">posterior</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>;} 
    132129<a name="l00111"></a>00111          
    133 <a name="l00124"></a><a class="code" href="classbdm_1_1PF.html#a40d74160df73d152a9bcf044eac25663">00124</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#a40d74160df73d152a9bcf044eac25663">from_setting</a>(<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>){ 
    134 <a name="l00125"></a>00125                 <a class="code" href="classbdm_1_1PF.html#a0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a> = UI::build&lt;mpdf&gt;(<span class="keyword">set</span>,<span class="stringliteral">&quot;parameter_pdf&quot;</span>,UI::compulsory); 
    135 <a name="l00126"></a>00126                 <a class="code" href="classbdm_1_1PF.html#a77ed889e1b993df253e93059933d227d" title="Observation model.">obs</a> = UI::build&lt;mpdf&gt;(<span class="keyword">set</span>,<span class="stringliteral">&quot;observation_pdf&quot;</span>,UI::compulsory); 
     130<a name="l00124"></a><a class="code" href="classbdm_1_1PF.html#40d74160df73d152a9bcf044eac25663">00124</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#40d74160df73d152a9bcf044eac25663">from_setting</a>(<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>){ 
     131<a name="l00125"></a>00125                 <a class="code" href="classbdm_1_1PF.html#0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a> = UI::build&lt;mpdf&gt;(<span class="keyword">set</span>,<span class="stringliteral">"parameter_pdf"</span>,UI::compulsory); 
     132<a name="l00126"></a>00126                 <a class="code" href="classbdm_1_1PF.html#77ed889e1b993df253e93059933d227d" title="Observation model.">obs</a> = UI::build&lt;mpdf&gt;(<span class="keyword">set</span>,<span class="stringliteral">"observation_pdf"</span>,UI::compulsory); 
    136133<a name="l00127"></a>00127                  
    137 <a name="l00128"></a>00128                 <a class="code" href="classbdm_1_1PF.html#a8ac867d4b88c2c6c73ae29d47f37d0bb" title="load prior information from set and set internal structures accordingly">prior_from_set</a>(<span class="keyword">set</span>); 
    138 <a name="l00129"></a>00129                 <a class="code" href="classbdm_1_1PF.html#a30f6a71f3e56ce25e4e0ecafa0ffbd8d" title="auxiliary function reading parameter &amp;#39;resmethod&amp;#39; from configuration file">resmethod_from_set</a>(<span class="keyword">set</span>); 
     134<a name="l00128"></a>00128                 <a class="code" href="classbdm_1_1PF.html#8ac867d4b88c2c6c73ae29d47f37d0bb" title="load prior information from set and set internal structures accordingly">prior_from_set</a>(<span class="keyword">set</span>); 
     135<a name="l00129"></a>00129                 <a class="code" href="classbdm_1_1PF.html#30f6a71f3e56ce25e4e0ecafa0ffbd8d" title="auxiliary function reading parameter &amp;#39;resmethod&amp;#39; from configuration file">resmethod_from_set</a>(<span class="keyword">set</span>); 
    139136<a name="l00130"></a>00130                 <span class="comment">// set resampling method</span> 
    140137<a name="l00131"></a>00131                 <span class="comment">//set drv</span> 
    141138<a name="l00132"></a>00132                 <span class="comment">//find potential input - what remains in rvc when we subtract rv</span> 
    142 <a name="l00133"></a>00133                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> u = <a class="code" href="classbdm_1_1PF.html#a0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>-&gt;_rvc().remove_time().subt( <a class="code" href="classbdm_1_1PF.html#a0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>-&gt;_rv() );  
     139<a name="l00133"></a>00133                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> u = <a class="code" href="classbdm_1_1PF.html#0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>-&gt;_rvc().remove_time().subt( <a class="code" href="classbdm_1_1PF.html#0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>-&gt;_rv() );  
    143140<a name="l00134"></a>00134                 <span class="comment">//find potential input - what remains in rvc when we subtract x_t</span> 
    144 <a name="l00135"></a>00135                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> obs_u = obs-&gt;_rvc().remove_time().subt( <a class="code" href="classbdm_1_1PF.html#a0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>-&gt;_rv() );  
     141<a name="l00135"></a>00135                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> obs_u = obs-&gt;_rvc().remove_time().subt( <a class="code" href="classbdm_1_1PF.html#0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>-&gt;_rv() );  
    145142<a name="l00136"></a>00136                  
    146 <a name="l00137"></a>00137                 u.<a class="code" href="classbdm_1_1RV.html#a87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a>(obs_u); <span class="comment">// join both u, and check if they do not overlap</span> 
     143<a name="l00137"></a>00137                 u.<a class="code" href="classbdm_1_1RV.html#87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a>(obs_u); <span class="comment">// join both u, and check if they do not overlap</span> 
    147144<a name="l00138"></a>00138                  
    148145<a name="l00139"></a>00139                 set_drv(concat(obs-&gt;_rv(),u) ); 
    149146<a name="l00140"></a>00140         } 
    150 <a name="l00142"></a><a class="code" href="classbdm_1_1PF.html#a30f6a71f3e56ce25e4e0ecafa0ffbd8d">00142</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#a30f6a71f3e56ce25e4e0ecafa0ffbd8d" title="auxiliary function reading parameter &amp;#39;resmethod&amp;#39; from configuration file">resmethod_from_set</a>(<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>){ 
     147<a name="l00142"></a><a class="code" href="classbdm_1_1PF.html#30f6a71f3e56ce25e4e0ecafa0ffbd8d">00142</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#30f6a71f3e56ce25e4e0ecafa0ffbd8d" title="auxiliary function reading parameter &amp;#39;resmethod&amp;#39; from configuration file">resmethod_from_set</a>(<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>){ 
    151148<a name="l00143"></a>00143                 <span class="keywordtype">string</span> resmeth; 
    152 <a name="l00144"></a>00144                 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(resmeth,<span class="keyword">set</span>,<span class="stringliteral">&quot;resmethod&quot;</span>,UI::optional)){ 
    153 <a name="l00145"></a>00145                         <span class="keywordflow">if</span> (resmeth==<span class="stringliteral">&quot;systematic&quot;</span>) { 
    154 <a name="l00146"></a>00146                                 <a class="code" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>= SYSTEMATIC; 
     149<a name="l00144"></a>00144                 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(resmeth,<span class="keyword">set</span>,<span class="stringliteral">"resmethod"</span>,UI::optional)){ 
     150<a name="l00145"></a>00145                         <span class="keywordflow">if</span> (resmeth==<span class="stringliteral">"systematic"</span>) { 
     151<a name="l00146"></a>00146                                 <a class="code" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>= SYSTEMATIC; 
    155152<a name="l00147"></a>00147                         } <span class="keywordflow">else</span>  { 
    156 <a name="l00148"></a>00148                                 <span class="keywordflow">if</span> (resmeth==<span class="stringliteral">&quot;multinomial&quot;</span>){ 
    157 <a name="l00149"></a>00149                                         <a class="code" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>=MULTINOMIAL; 
     153<a name="l00148"></a>00148                                 <span class="keywordflow">if</span> (resmeth==<span class="stringliteral">"multinomial"</span>){ 
     154<a name="l00149"></a>00149                                         <a class="code" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>=MULTINOMIAL; 
    158155<a name="l00150"></a>00150                                 } <span class="keywordflow">else</span> { 
    159 <a name="l00151"></a>00151                                         <span class="keywordflow">if</span> (resmeth==<span class="stringliteral">&quot;stratified&quot;</span>){ 
    160 <a name="l00152"></a>00152                                                 <a class="code" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>= STRATIFIED; 
     156<a name="l00151"></a>00151                                         <span class="keywordflow">if</span> (resmeth==<span class="stringliteral">"stratified"</span>){ 
     157<a name="l00152"></a>00152                                                 <a class="code" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>= STRATIFIED; 
    161158<a name="l00153"></a>00153                                         } <span class="keywordflow">else</span> { 
    162 <a name="l00154"></a>00154                                                 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a>(<span class="stringliteral">&quot;Unknown resampling method&quot;</span>); 
     159<a name="l00154"></a>00154                                                 <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a>(<span class="stringliteral">"Unknown resampling method"</span>); 
    163160<a name="l00155"></a>00155                                         } 
    164161<a name="l00156"></a>00156                                 } 
    165162<a name="l00157"></a>00157                         } 
    166163<a name="l00158"></a>00158                 } <span class="keywordflow">else</span> { 
    167 <a name="l00159"></a>00159                         <a class="code" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>=SYSTEMATIC; 
     164<a name="l00159"></a>00159                         <a class="code" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>=SYSTEMATIC; 
    168165<a name="l00160"></a>00160                 }; 
    169 <a name="l00161"></a>00161                 <span class="keywordflow">if</span>(!<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(<a class="code" href="classbdm_1_1PF.html#ab16816e20f97f9bec993d1f25fc3d711">res_threshold</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;res_threshold&quot;</span>, UI::optional)){ 
    170 <a name="l00162"></a>00162                         <a class="code" href="classbdm_1_1PF.html#ab16816e20f97f9bec993d1f25fc3d711">res_threshold</a>=0.5; 
     166<a name="l00161"></a>00161                 <span class="keywordflow">if</span>(!<a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(<a class="code" href="classbdm_1_1PF.html#b16816e20f97f9bec993d1f25fc3d711">res_threshold</a>, <span class="keyword">set</span>, <span class="stringliteral">"res_threshold"</span>, UI::optional)){ 
     167<a name="l00162"></a>00162                         <a class="code" href="classbdm_1_1PF.html#b16816e20f97f9bec993d1f25fc3d711">res_threshold</a>=0.5; 
    171168<a name="l00163"></a>00163                 } 
    172169<a name="l00164"></a>00164         } 
    173 <a name="l00166"></a><a class="code" href="classbdm_1_1PF.html#a8ac867d4b88c2c6c73ae29d47f37d0bb">00166</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#a8ac867d4b88c2c6c73ae29d47f37d0bb" title="load prior information from set and set internal structures accordingly">prior_from_set</a>(<span class="keyword">const</span> Setting &amp; <span class="keyword">set</span>){ 
    174 <a name="l00167"></a>00167                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> pri = UI::build&lt;epdf&gt;(<span class="keyword">set</span>,<span class="stringliteral">&quot;prior&quot;</span>,UI::compulsory); 
     170<a name="l00166"></a><a class="code" href="classbdm_1_1PF.html#8ac867d4b88c2c6c73ae29d47f37d0bb">00166</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#8ac867d4b88c2c6c73ae29d47f37d0bb" title="load prior information from set and set internal structures accordingly">prior_from_set</a>(<span class="keyword">const</span> Setting &amp; <span class="keyword">set</span>){ 
     171<a name="l00167"></a>00167                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> pri = UI::build&lt;epdf&gt;(<span class="keyword">set</span>,<span class="stringliteral">"prior"</span>,UI::compulsory); 
    175172<a name="l00168"></a>00168                  
    176173<a name="l00169"></a>00169                 <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> *test_emp=<span class="keyword">dynamic_cast&lt;</span><a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>*<span class="keyword">&gt;</span>(&amp;(*pri)); 
    177174<a name="l00170"></a>00170                 <span class="keywordflow">if</span> (test_emp) { <span class="comment">// given pdf is sampled</span> 
    178 <a name="l00171"></a>00171                         <a class="code" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>=*test_emp; 
     175<a name="l00171"></a>00171                         <a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>=*test_emp; 
    179176<a name="l00172"></a>00172                 } <span class="keywordflow">else</span> { 
    180 <a name="l00173"></a>00173                         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1PF.html#aeeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a>; 
    181 <a name="l00174"></a>00174                         <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(n,<span class="keyword">set</span>,<span class="stringliteral">&quot;n&quot;</span>,UI::optional)){n=10;} 
     177<a name="l00173"></a>00173                         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a>; 
     178<a name="l00174"></a>00174                         <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(n,<span class="keyword">set</span>,<span class="stringliteral">"n"</span>,UI::optional)){n=10;} 
    182179<a name="l00175"></a>00175                         <span class="comment">// sample from prior</span> 
    183180<a name="l00176"></a>00176                         set_statistics(ones(n)/n, *pri); 
    … …  
    186183<a name="l00179"></a>00179         } 
    187184<a name="l00180"></a>00180          
    188 <a name="l00181"></a><a class="code" href="classbdm_1_1PF.html#a7ebbb12b5b01e8ac6985af0e04e0f0c2">00181</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#a7ebbb12b5b01e8ac6985af0e04e0f0c2" title="This method TODO.">validate</a>(){ 
    189 <a name="l00182"></a>00182                 <a class="code" href="classbdm_1_1PF.html#aeeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a>=<a class="code" href="classbdm_1_1PF.html#af5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>.length(); 
    190 <a name="l00183"></a>00183                 <a class="code" href="classbdm_1_1PF.html#a08cffd22d6e9501f283972245aeff8cd" title="internal structure storing loglikelihood of predictions">lls</a>=zeros(<a class="code" href="classbdm_1_1PF.html#aeeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a>); 
    191 <a name="l00184"></a>00184                 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1PF.html#a0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>-&gt;_rv()._dsize()&gt;0) { 
    192 <a name="l00185"></a>00185                         <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(<a class="code" href="classbdm_1_1PF.html#a0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>-&gt;_rv()._dsize()==<a class="code" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.<a class="code" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>(),<span class="stringliteral">&quot;Mismatch of RV and dimension of posterior&quot;</span> ); 
     185<a name="l00181"></a><a class="code" href="classbdm_1_1PF.html#7ebbb12b5b01e8ac6985af0e04e0f0c2">00181</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#7ebbb12b5b01e8ac6985af0e04e0f0c2" title="This method TODO.">validate</a>(){ 
     186<a name="l00182"></a>00182                 <a class="code" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a>=<a class="code" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3" title="pointer into eEmp ">_w</a>.length(); 
     187<a name="l00183"></a>00183                 <a class="code" href="classbdm_1_1PF.html#08cffd22d6e9501f283972245aeff8cd" title="internal structure storing loglikelihood of predictions">lls</a>=zeros(<a class="code" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe" title="number of particles;">n</a>); 
     188<a name="l00184"></a>00184                 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1PF.html#0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>-&gt;_rv()._dsize()&gt;0) { 
     189<a name="l00185"></a>00185                         <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(<a class="code" href="classbdm_1_1PF.html#0b7ffedb2051161df6c102881afe41ff" title="Parameter evolution model.">par</a>-&gt;_rv()._dsize()==<a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.<a class="code" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>(),<span class="stringliteral">"Mismatch of RV and dimension of posterior"</span> ); 
    193190<a name="l00186"></a>00186                 } 
    194191<a name="l00187"></a>00187         } 
    195 <a name="l00189"></a><a class="code" href="classbdm_1_1PF.html#a10fd6402c67ad3ee3a1a9a23fe91d7d7">00189</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#a10fd6402c67ad3ee3a1a9a23fe91d7d7" title="resample posterior density (from outside - see MPF)">resample</a>(ivec &amp;ind){ 
    196 <a name="l00190"></a>00190                 <a class="code" href="classbdm_1_1PF.html#adc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.<a class="code" href="classbdm_1_1eEmp.html#af59ed50888a31057ac2038d80f607d3d">resample</a>(ind,<a class="code" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>); 
     192<a name="l00189"></a><a class="code" href="classbdm_1_1PF.html#10fd6402c67ad3ee3a1a9a23fe91d7d7">00189</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1PF.html#10fd6402c67ad3ee3a1a9a23fe91d7d7" title="resample posterior density (from outside - see MPF)">resample</a>(ivec &amp;ind){ 
     193<a name="l00190"></a>00190                 <a class="code" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af" title="posterior density">est</a>.<a class="code" href="classbdm_1_1eEmp.html#f59ed50888a31057ac2038d80f607d3d">resample</a>(ind,<a class="code" href="classbdm_1_1PF.html#9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a>); 
    197194<a name="l00191"></a>00191         } 
    198195<a name="l00192"></a>00192 }; 
    199 <a name="l00193"></a>00193 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(PF); 
     196<a name="l00193"></a>00193 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(PF); 
    200197<a name="l00194"></a>00194  
    201198<a name="l00202"></a><a class="code" href="classbdm_1_1MPF.html">00202</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1MPF.html" title="Marginalized Particle filter.">MPF</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>  { 
    … …  
    212209<a name="l00215"></a>00215                         rv = concat(pf-&gt;posterior()._rv(), BMs(0)-&gt;posterior()._rv()); 
    213210<a name="l00216"></a>00216                         dim = pf-&gt;posterior().dimension() + BMs(0)-&gt;posterior().dimension(); 
    214 <a name="l00217"></a>00217                         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a>(dim == rv.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), <span class="stringliteral">&quot;Wrong name &quot;</span>); 
     211<a name="l00217"></a>00217                         <a class="code" href="bdmerror_8h.html#89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a>(dim == rv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), <span class="stringliteral">"Wrong name "</span>); 
    215212<a name="l00218"></a>00218                 } 
    216213<a name="l00219"></a>00219                 vec mean()<span class="keyword"> const </span>{ 
    … …  
    276273<a name="l00279"></a>00279  
    277274<a name="l00280"></a>00280                 vec sample()<span class="keyword"> const </span>{ 
    278 <a name="l00281"></a>00281                         <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">&quot;Not implemented&quot;</span> ); 
     275<a name="l00281"></a>00281                         <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented"</span> ); 
    279276<a name="l00282"></a>00282                         <span class="keywordflow">return</span> vec(); 
    280277<a name="l00283"></a>00283                 } 
    281278<a name="l00284"></a>00284  
    282279<a name="l00285"></a>00285                 <span class="keywordtype">double</span> evallog ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{ 
    283 <a name="l00286"></a>00286                         <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">&quot;not implemented&quot;</span> ); 
     280<a name="l00286"></a>00286                         <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"not implemented"</span> ); 
    284281<a name="l00287"></a>00287                         <span class="keywordflow">return</span> 0.0; 
    285282<a name="l00288"></a>00288                 } 
    … …  
    291288<a name="l00296"></a>00296  
    292289<a name="l00297"></a>00297 <span class="keyword">public</span>: 
    293 <a name="l00299"></a><a class="code" href="classbdm_1_1MPF.html#af45da512c659b40b21a74492a0c06853">00299</a>         <a class="code" href="classbdm_1_1MPF.html#af45da512c659b40b21a74492a0c06853" title="Default constructor.">MPF</a> () :  jest (pf,BMs) {}; 
     290<a name="l00299"></a><a class="code" href="classbdm_1_1MPF.html#f45da512c659b40b21a74492a0c06853">00299</a>         <a class="code" href="classbdm_1_1MPF.html#f45da512c659b40b21a74492a0c06853" title="Default constructor.">MPF</a> () :  jest (pf,BMs) {}; 
    294291<a name="l00300"></a>00300         <span class="keywordtype">void</span> set_parameters ( <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> par0, <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> obs0, <span class="keywordtype">int</span> n0, RESAMPLING_METHOD rm = SYSTEMATIC ) { 
    295292<a name="l00301"></a>00301                 pf-&gt;set_model ( par0, obs0);  
    … …  
    309306<a name="l00315"></a>00315         }; 
    310307<a name="l00316"></a>00316  
    311 <a name="l00317"></a>00317         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MPF.html#a0fbe47b20c491f25030ef2875c148892" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ); 
     308<a name="l00317"></a>00317         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MPF.html#0fbe47b20c491f25030ef2875c148892" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ); 
    312309<a name="l00318"></a>00318         <span class="keyword">const</span> epdf&amp; posterior()<span class="keyword"> const </span>{ 
    313310<a name="l00319"></a>00319                 <span class="keywordflow">return</span> jest; 
    314311<a name="l00320"></a>00320         } 
    315 <a name="l00323"></a><a class="code" href="classbdm_1_1MPF.html#aada1bdb117bc78035fbb49765fa7ef10">00323</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MPF.html#aada1bdb117bc78035fbb49765fa7ef10">set_options</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> &amp;opt ) { 
    316 <a name="l00324"></a>00324                 <a class="code" href="classbdm_1_1MPF.html#aada1bdb117bc78035fbb49765fa7ef10">BM::set_options</a>(opt); 
    317 <a name="l00325"></a>00325                 opt_L_mea = ( opt.find ( <span class="stringliteral">&quot;logmeans&quot;</span> ) != string::npos ); 
     312<a name="l00323"></a><a class="code" href="classbdm_1_1MPF.html#ada1bdb117bc78035fbb49765fa7ef10">00323</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MPF.html#ada1bdb117bc78035fbb49765fa7ef10">set_options</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> &amp;opt ) { 
     313<a name="l00324"></a>00324                 <a class="code" href="classbdm_1_1MPF.html#ada1bdb117bc78035fbb49765fa7ef10">BM::set_options</a>(opt); 
     314<a name="l00325"></a>00325                 opt_L_mea = ( opt.find ( <span class="stringliteral">"logmeans"</span> ) != string::npos ); 
    318315<a name="l00326"></a>00326         } 
    319316<a name="l00327"></a>00327  
    320 <a name="l00329"></a><a class="code" href="classbdm_1_1MPF.html#a71608a6986f57dcfb935e016b97c0637">00329</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>* <a class="code" href="classbdm_1_1MPF.html#a71608a6986f57dcfb935e016b97c0637" title="Access function.">_BM</a> ( <span class="keywordtype">int</span> i ) { 
     317<a name="l00329"></a><a class="code" href="classbdm_1_1MPF.html#71608a6986f57dcfb935e016b97c0637">00329</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>* <a class="code" href="classbdm_1_1MPF.html#71608a6986f57dcfb935e016b97c0637" title="Access function.">_BM</a> ( <span class="keywordtype">int</span> i ) { 
    321318<a name="l00330"></a>00330                 <span class="keywordflow">return</span> BMs ( i ); 
    322319<a name="l00331"></a>00331         } 
    323320<a name="l00332"></a>00332          
    324 <a name="l00344"></a><a class="code" href="classbdm_1_1MPF.html#a9f74326b9ca3c888cb8eff1355ba3670">00344</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MPF.html#a9f74326b9ca3c888cb8eff1355ba3670">from_setting</a>(<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>){ 
    325 <a name="l00345"></a>00345                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> par = UI::build&lt;mpdf&gt;(<span class="keyword">set</span>,<span class="stringliteral">&quot;parameter_pdf&quot;</span>,UI::compulsory); 
     321<a name="l00344"></a><a class="code" href="classbdm_1_1MPF.html#9f74326b9ca3c888cb8eff1355ba3670">00344</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MPF.html#9f74326b9ca3c888cb8eff1355ba3670">from_setting</a>(<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>){ 
     322<a name="l00345"></a>00345                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> par = UI::build&lt;mpdf&gt;(<span class="keyword">set</span>,<span class="stringliteral">"parameter_pdf"</span>,UI::compulsory); 
    326323<a name="l00346"></a>00346                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> obs= <span class="keyword">new</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where  is random variable, rv, and...">mpdf</a>(); <span class="comment">// not used!!</span> 
    327324<a name="l00347"></a>00347  
    … …  
    332329<a name="l00352"></a>00352                 pf-&gt;set_model(par,obs); 
    333330<a name="l00353"></a>00353                  
    334 <a name="l00354"></a>00354                 <a class="code" href="classbdm_1_1shared__ptr.html" title="A naive implementation of roughly a subset of the std::tr1::shared_ptr spec.">shared_ptr&lt;BM&gt;</a> BM0 =UI::build&lt;BM&gt;(<span class="keyword">set</span>,<span class="stringliteral">&quot;BM&quot;</span>,UI::compulsory); 
     331<a name="l00354"></a>00354                 <a class="code" href="classbdm_1_1shared__ptr.html" title="A naive implementation of roughly a subset of the std::tr1::shared_ptr spec.">shared_ptr&lt;BM&gt;</a> BM0 =UI::build&lt;BM&gt;(<span class="keyword">set</span>,<span class="stringliteral">"BM"</span>,UI::compulsory); 
    335332<a name="l00355"></a>00355                 set_BM(*BM0); 
    336333<a name="l00356"></a>00356                  
    337334<a name="l00357"></a>00357                 <span class="keywordtype">string</span> opt; 
    338 <a name="l00358"></a>00358                 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(opt,<span class="keyword">set</span>,<span class="stringliteral">&quot;options&quot;</span>,UI::optional)){ 
    339 <a name="l00359"></a>00359                         <a class="code" href="classbdm_1_1MPF.html#aada1bdb117bc78035fbb49765fa7ef10">set_options</a>(opt); 
     335<a name="l00358"></a>00358                 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(opt,<span class="keyword">set</span>,<span class="stringliteral">"options"</span>,UI::optional)){ 
     336<a name="l00359"></a>00359                         <a class="code" href="classbdm_1_1MPF.html#ada1bdb117bc78035fbb49765fa7ef10">set_options</a>(opt); 
    340337<a name="l00360"></a>00360                 } 
    341338<a name="l00361"></a>00361                 <span class="comment">//set drv</span> 
    … …  
    343340<a name="l00363"></a>00363                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> u = par-&gt;_rvc().remove_time().subt( par-&gt;_rv() );             
    344341<a name="l00364"></a>00364                 set_drv(concat(BM0-&gt;_drv(),u) ); 
    345 <a name="l00365"></a>00365                 <a class="code" href="classbdm_1_1MPF.html#aa91b588de1b9690ca475c945d0f10f08" title="This method TODO.">validate</a>(); 
     342<a name="l00365"></a>00365                 <a class="code" href="classbdm_1_1MPF.html#a91b588de1b9690ca475c945d0f10f08" title="This method TODO.">validate</a>(); 
    346343<a name="l00366"></a>00366         } 
    347 <a name="l00367"></a><a class="code" href="classbdm_1_1MPF.html#aa91b588de1b9690ca475c945d0f10f08">00367</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MPF.html#aa91b588de1b9690ca475c945d0f10f08" title="This method TODO.">validate</a>(){ 
     344<a name="l00367"></a><a class="code" href="classbdm_1_1MPF.html#a91b588de1b9690ca475c945d0f10f08">00367</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MPF.html#a91b588de1b9690ca475c945d0f10f08" title="This method TODO.">validate</a>(){ 
    348345<a name="l00368"></a>00368                 <span class="keywordflow">try</span>{ 
    349346<a name="l00369"></a>00369                 pf-&gt;validate(); 
    350347<a name="l00370"></a>00370                 } <span class="keywordflow">catch</span> (std::exception &amp;e){ 
    351 <a name="l00371"></a>00371                         <span class="keywordflow">throw</span> <a class="code" href="classbdm_1_1UIException.html">UIException</a>(<span class="stringliteral">&quot;Error in PF part of MPF:&quot;</span>); 
     348<a name="l00371"></a>00371                         <span class="keywordflow">throw</span> <a class="code" href="classbdm_1_1UIException.html">UIException</a>(<span class="stringliteral">"Error in PF part of MPF:"</span>); 
    352349<a name="l00372"></a>00372                 } 
    353350<a name="l00373"></a>00373                 jest.read_parameters(); 
    … …  
    355352<a name="l00375"></a>00375          
    356353<a name="l00376"></a>00376 }; 
    357 <a name="l00377"></a>00377 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(MPF); 
     354<a name="l00377"></a>00377 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(MPF); 
    358355<a name="l00378"></a>00378  
    359356<a name="l00379"></a>00379 } 
    … …  
    362359<a name="l00382"></a>00382  
    363360</pre></div></div> 
    364 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 27 00:49:04 2009 for mixpp by&nbsp; 
     361<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:43 2009 for mixpp by&nbsp; 
    365362<a href="http://www.doxygen.org/index.html"> 
    366 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> 
     363<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
    367364</body> 
    368365</html>