Changeset 660 for library/bdm/estim

Timestamp:

10/15/09 00:04:30 (15 years ago)

Author:

smidl

Message:

doc - doxygen warnings

Location:

library/bdm/estim

Files:

• arx.h (modified) (2 diffs)
• kalman.h (modified) (6 diffs)
• mixtures.h (modified) (1 diff)
• particles.h (modified) (8 diffs)

library/bdm/estim/arx.h

@@ -124 +124 @@
         //!\name Access attributes
         //!@{
-        const egiw& posterior() const {
+                //! return correctly typed posterior (covariant return)
+                const egiw& posterior() const {
                 return est;
         }
@@ -189 +190 @@
         public:
                 ARXfrg():ARX(){};
+                //! copy constructor
                 ARXfrg(const ARXfrg &A0):ARX(A0){};
                 ARXfrg* _copy_() const {ARXfrg *A = new ARXfrg(*this); return A;}

library/bdm/estim/kalman.h

@@ -54 +54 @@
         public:
                 StateSpace() : dimx (0), dimy (0), dimu (0), A(), B(), C(), D(), Q(), R() {}
+                //!copy constructor
                 StateSpace(const StateSpace<sq_T> &S0) : dimx (S0.dimx), dimy (S0.dimy), dimu (S0.dimu), A(S0.A), B(S0.B), C(S0.C), D(S0.D), Q(S0.Q), R(S0.R) {}
+                //! set all matrix parameters
                 void set_parameters (const mat &A0, const  mat &B0, const  mat &C0, const  mat &D0, const  sq_T &Q0, const sq_T &R0);
+                //! validation
                 void validate();
                 //! not virtual in this case
@@ -116 +119 @@
         public:
                 Kalman<sq_T>() : BM(), StateSpace<sq_T>(), yrv(),urv(), _K(),  est(new enorm<sq_T>){}
+                //! Copy constructor
                 Kalman<sq_T>(const Kalman<sq_T> &K0) : BM(K0), StateSpace<sq_T>(K0), yrv(K0.yrv),urv(K0.urv), _K(K0._K),  est(new enorm<sq_T>(*K0.est)), fy(K0.fy){}
+                //!set statistics of the posterior
                 void set_statistics (const vec &mu0, const mat &P0) {est->set_parameters (mu0, P0); };
+                //!set statistics of the posterior
                 void set_statistics (const vec &mu0, const sq_T &P0) {est->set_parameters (mu0, P0); };
-                //! posterior
+                //! return correctly typed posterior (covariant return)
                 const enorm<sq_T>& posterior() const {return *est.get();}
                 //! shared posterior
@@ -138 +144 @@
                         validate();
                 }
+                //! validate object
                 void validate() {
                         StateSpace<sq_T>::validate();
@@ -242 +249 @@
                         est->set_parameters (mu0, P0);
                 };
+                //! access function
                 const mat _R() {
                         return est->_R().to_mat();
@@ -371 +379 @@
                 enorm<chmat> est;
         public:
+                //! set internal parameters
                 void set_parameters (Array<EKFCh*> A, int pol0 = 1) {
                         Models = A;//TODO: test if evalll is set
@@ -406 +415 @@
                         }
                 }
-                //! posterior density
+                //! return correctly typed posterior (covariant return)
                 const enorm<chmat>& posterior() const {
                         return est;

library/bdm/estim/mixtures.h

@@ -111 +111 @@
         //! EM algorithm
         void bayes ( const mat &dt );
+        //! batch weighted Bayes rule 
         void bayesB ( const mat &dt, const vec &wData );
         double logpred ( const vec &dt ) const;
-        const epdf& posterior() const {
+        //! return correctly typed posterior (covariant return)
+        const eprod& posterior() const {
                 return *est;
         }

library/bdm/estim/particles.h

@@ -106 +106 @@
         //!access function
         vec& _lls() { return lls; }
+        //!access function
         RESAMPLING_METHOD _resmethod() const { return resmethod; }
-        //!access function
+        //! return correctly typed posterior (covariant return)
         const eEmp& posterior() const {return est;}
         
@@ -190 +191 @@
                 est.resample(ind,resmethod);
         }
+        //! access function
         Array<vec>& __samples(){return _samples;}
 };
@@ -203 +205 @@
 class MPF : public BM  {
         protected:
+                //! particle filter on non-linear variable
         shared_ptr<PF> pf;
+        //! Array of Bayesian models
         Array<BM*> BMs;
 
@@ -209 +213 @@
 
         class mpfepdf : public epdf  {
+                //! pointer to particle filter
                 shared_ptr<PF> &pf;
+                //! pointer to Array of BMs
                 Array<BM*> &BMs;
         public:
+                //! constructor
                 mpfepdf (shared_ptr<PF> &pf0, Array<BM*> &BMs0): epdf(), pf(pf0), BMs(BMs0) { };
                 //! a variant of set parameters - this time, parameters are read from BMs and pf
@@ -300 +307 @@
         //! Default constructor.
         MPF () :  jest (pf,BMs) {};
+        //! set all parameters at once
         void set_parameters ( shared_ptr<mpdf> par0, shared_ptr<mpdf> obs0, int n0, RESAMPLING_METHOD rm = SYSTEMATIC ) {
                 pf->set_model ( par0, obs0); 
@@ -305 +313 @@
                 BMs.set_length ( n0 );
         }
+        //! set a prototype of BM, copy it to as many times as there is particles in pf
         void set_BM ( const BM &BMcond0 ) {
 
@@ -313 +322 @@
                 for ( int i = 0; i < n; i++ ) {
                         BMs ( i ) = BMcond0._copy_();
-                        BMs ( i )->condition ( pf->posterior()._sample ( i ) );
                 }
         };
@@ -374 +382 @@
                 }
                 jest.read_parameters();
+                for ( int i = 0; i < pf->__w().length(); i++ ) {
+                        BMs ( i )->condition ( pf->posterior()._sample ( i ) );
+                }
         }