Changeset 693 for library/bdm/estim/particles.h
- Timestamp:
- 11/02/09 17:27:29 (15 years ago)
- Files:
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- 1 modified
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library/bdm/estim/particles.h
r686 r693 36 36 Array<vec> &_samples; 37 37 //! Parameter evolution model 38 shared_ptr< mpdf> par;38 shared_ptr<pdf> par; 39 39 //! Observation model 40 shared_ptr< mpdf> obs;40 shared_ptr<pdf> obs; 41 41 //! internal structure storing loglikelihood of predictions 42 42 vec lls; … … 63 63 resmethod = rm; 64 64 }; 65 void set_model ( shared_ptr< mpdf> par0, shared_ptr<mpdf> obs0) {65 void set_model ( shared_ptr<pdf> par0, shared_ptr<pdf> obs0) { 66 66 par = par0; 67 67 obs = obs0; … … 105 105 /*! configuration structure for basic PF 106 106 \code 107 parameter_pdf = mpdf_class; // parameter evolution pdf108 observation_pdf = mpdf_class; // observation pdf107 parameter_pdf = pdf_class; // parameter evolution pdf 108 observation_pdf = pdf_class; // observation pdf 109 109 prior = epdf_class; // prior probability density 110 110 --- optional --- … … 117 117 void from_setting(const Setting &set){ 118 118 BM::from_setting(set); 119 par = UI::build< mpdf>(set,"parameter_pdf",UI::compulsory);120 obs = UI::build< mpdf>(set,"observation_pdf",UI::compulsory);119 par = UI::build<pdf>(set,"parameter_pdf",UI::compulsory); 120 obs = UI::build<pdf>(set,"observation_pdf",UI::compulsory); 121 121 122 122 prior_from_set(set); … … 196 196 197 197 A composition of particle filter with exact (or almost exact) bayesian models (BMs). 198 The Bayesian models provide marginalized predictive density. Internaly this is achieved by virtual class MPF mpdf.198 The Bayesian models provide marginalized predictive density. Internaly this is achieved by virtual class MPFpdf. 199 199 */ 200 200 … … 206 206 Array<BM*> BMs; 207 207 208 //! internal class for MPDFproviding composition of eEmp with external components208 //! internal class for pdf providing composition of eEmp with external components 209 209 210 210 class mpfepdf : public epdf { … … 306 306 MPF () : jest (pf,BMs) {}; 307 307 //! set all parameters at once 308 void set_parameters ( shared_ptr< mpdf> par0, shared_ptr<mpdf> obs0, int n0, RESAMPLING_METHOD rm = SYSTEMATIC ) {308 void set_parameters ( shared_ptr<pdf> par0, shared_ptr<pdf> obs0, int n0, RESAMPLING_METHOD rm = SYSTEMATIC ) { 309 309 pf->set_model ( par0, obs0); 310 310 pf->set_parameters(n0, rm ); … … 341 341 \code 342 342 BM = BM_class; // Bayesian filtr for analytical part of the model 343 parameter_pdf = mpdf_class; // transitional pdf for non-parametric part of the model343 parameter_pdf = pdf_class; // transitional pdf for non-parametric part of the model 344 344 prior = epdf_class; // prior probability density 345 345 --- optional --- … … 350 350 */ 351 351 void from_setting(const Setting &set){ 352 shared_ptr< mpdf> par = UI::build<mpdf>(set,"parameter_pdf",UI::compulsory);353 shared_ptr< mpdf> obs= new mpdf(); // not used!!352 shared_ptr<pdf> par = UI::build<pdf>(set,"parameter_pdf",UI::compulsory); 353 shared_ptr<pdf> obs= new pdf(); // not used!! 354 354 355 355 pf = new PF;