Changeset 693 for library/doc
- Timestamp:
- 11/02/09 17:27:29 (15 years ago)
- Location:
- library/doc/tutorial
- Files:
-
- 3 modified
Legend:
- Unmodified
- Added
- Removed
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library/doc/tutorial/01userguide.dox
r664 r693 162 162 - bdm::CsvFileDS 163 163 - bdm::ITppFileDS 164 - bdm:: MpdfDS164 - bdm::PdfDS 165 165 - bdm::stateDS 166 166 … … 243 243 fu.R = 0.2; 244 244 245 DS.class = ' MpdfDS';246 DS. mpdf.class = 'mprod';247 DS. mpdf.mpdfs = {fy, epdf2mpdf(fu)};245 DS.class = 'pdfDS'; 246 DS.pdf.class = 'mprod'; 247 DS.pdf.pdfs = {fy, epdf2mpdf(fu)}; 248 248 \endcode 249 249 … … 252 252 - naming convention 'mlnorm\<ldmat\>' relates to the concept of templates in C++. For those unfamiliar with this concept, it is basicaly a way how to share code for different flavours of the same object. Note that mlnorm exist in three versions: mlnorm\<ldmat\>, mlnorm<chmat>, mlnorm<fsqmat>. Those classes act identically the only difference is that the internal data are stored either in LD decomposition, choleski decomposition or full matrices, respectively. 253 253 - the same concept is used for enorm, where enorm<chmat> and enorm<fsqmat> are also possible. In this particular use, these objects are equivalent. In specific situation, e.g. Kalman filter implemented on Choleski decomposition (bdm::KalmanCh), only enorm<chmat> is approprate. 254 - class 'mprod' represents the chain rule of probability. Attribute \c mpdfs of its configuration structure is a list of conditional densities. Conditional density \f$ f(a|b)\f$ is represented by class \c mpdf and its offsprings. Class \c RV is used to describe both variables before conditioning (field \c rv ) and after conditioning sign (field \c rvc).255 - due to simplicity of implementation, mprod accept only conditional densities in the field \c mpdfs. Hence, the pdf \f$ f(u_t)\f$ must be converted to conditional density with empty conditioning, \f$ f(u_t| \{\})\f$. This is achieved by calling function epdf2mpdf which is only a trivial wrapper creating class bdm::mepdf.254 - class 'mprod' represents the chain rule of probability. Attribute \c pdfs of its configuration structure is a list of conditional densities. Conditional density \f$ f(a|b)\f$ is represented by class \c pdf and its offsprings. Class \c RV is used to describe both variables before conditioning (field \c rv ) and after conditioning sign (field \c rvc). 255 - due to simplicity of implementation, mprod accept only conditional densities in the field \c pdfs. Hence, the pdf \f$ f(u_t)\f$ must be converted to conditional density with empty conditioning, \f$ f(u_t| \{\})\f$. This is achieved by calling function epdf2mpdf which is only a trivial wrapper creating class bdm::mepdf. 256 256 257 257 … … 260 260 \subsection ug_ini Initializing simulation 261 261 262 When zeros are not appropriate initial conditions, the correct conditions can be set using additional commands (see bdm:: MpdfDS.from_setting() ):262 When zeros are not appropriate initial conditions, the correct conditions can be set using additional commands (see bdm::pdfDS.from_setting() ): 263 263 \code 264 264 DS.init_rv = RV({'y','y','y'}, [1,1,1], [-1,-2,-3]); … … 281 281 Data=[M.y; M.u]; 282 282 drv = RVjoin({y,u}); 283 save mpdfds_results Data drv283 save pdfds_results Data drv 284 284 \endcode 285 285 Such data can be later provided e.g. by MemDS -
library/doc/tutorial/02userguide2.dox
r659 r693 106 106 \section ug2_bm_composition Composition of estimators 107 107 108 Similarly to mpdfs which could be composed via \c mprod, the Bayesian models can be composed. However, justification of this step is less clear than in the case of epdfs.108 Similarly to pdfs which could be composed via \c mprod, the Bayesian models can be composed. However, justification of this step is less clear than in the case of epdfs. 109 109 110 110 One possible theoretical base of composition is the Marginalized particle filter, which splits the prior and the posterior in two parts: -
library/doc/tutorial/unit_testing.dox
r613 r693 118 118 119 119 Testsuite has explicit support for testing classes derived from 120 bdm::epdf and bdm:: mpdf: bdm::epdf_harness and121 bdm:: mpdf_harness. These classes run a list of tests on objects120 bdm::epdf and bdm::pdf: bdm::epdf_harness and 121 bdm::pdf_harness. These classes run a list of tests on objects 122 122 created from the specified configuration file (normally called 123 123 <classname>.cfg) and check them against expected values also