Changeset 693 for library/doc/tutorial/01userguide.dox
- Timestamp:
- 11/02/09 17:27:29 (15 years ago)
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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