Changeset 665 for library/bdm/estim/particles.cpp

Timestamp:

10/19/09 22:24:45 (15 years ago)

Author:

smidl

Message:

Compilation and minor extensions

Files:

• library/bdm/estim/particles.cpp (modified) (5 diffs)

library/bdm/estim/particles.cpp

@@ -5 +5 @@
 using std::endl;
 
-void PF::bayes_gensmp(){
-        #pragma parallel for
-        for (int i = 0; i < n; i++ ) {
-                _samples ( i ) = par->samplecond ( _samples ( i ) );
-                lls(i) = 0;
+void PF::bayes_gensmp(const vec &ut){
+        if (ut.length()>0){
+                vec cond(par->dimensionc());
+                cond.set_subvector(par->dimension(),ut);
+                #pragma parallel for
+                for (int i = 0; i < n; i++ ) {
+                        cond.set_subvector(0,_samples ( i ));
+                        _samples ( i ) = par->samplecond ( cond );
+                        lls(i) = 0;
+                }
+        } else {                
+                #pragma parallel for
+                for (int i = 0; i < n; i++ ) {
+                        _samples ( i ) = par->samplecond ( _samples ( i ) );
+                        lls(i) = 0;
+                }
         }
 }
@@ -28 +39 @@
                 }
                 sw = sum(_w);
-                if (!std::isfinite(sw)) {
+                if (!std::isfinite(sw) || sw==0.0) {
                         bdm_error("Particle filter is lost; no particle is good enough.");
                 }
@@ -36 +47 @@
 
 void PF::bayes ( const vec &dt ) {
+        vec yt=dt.left(obs->dimension());
+        vec ut=dt.get(obs->dimension(),dt.length()-1);
+        
         int i;
         // generate samples - time step
-        bayes_gensmp();
+        bayes_gensmp(ut);
         // weight them - data step
         for ( i = 0; i < n; i++ ) {
-                lls ( i ) += obs->evallogcond ( dt, _samples ( i ) ); //+= because lls may have something from gensmp!
+                lls ( i ) += obs->evallogcond ( yt, _samples ( i ) ); //+= because lls may have something from gensmp!
         }
 
@@ -61 +75 @@
 
 void MPF::bayes ( const vec &dt ) {     
-        // follows PF::bayes in most places!!!
-        
+        // follows PF::bayes in most places!!!  
         int i;
         int n=pf->__w().length();
@@ -68 +81 @@
         
         // generate samples - time step
-        pf->bayes_gensmp();
+        pf->bayes_gensmp(vec(0));
         // weight them - data step
         #pragma parallel for