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04/18/08 14:03:19 (17 years ago)
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smidl
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oprava dokumentace

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  • doc/html/libPF_8h-source.html

    r37 r79  
    2424<a name="l00020"></a>00020 <span class="keyword">using namespace </span>itpp; 
    2525<a name="l00021"></a>00021  
    26 <a name="l00028"></a><a class="code" href="classPF.html">00028</a> <span class="keyword">class </span><a class="code" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> : <span class="keyword">public</span> <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> { 
    27 <a name="l00029"></a>00029 <span class="keyword">protected</span>: 
    28 <a name="l00031"></a><a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">00031</a>         <span class="keywordtype">int</span> <a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a>; 
    29 <a name="l00033"></a><a class="code" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b">00033</a>         <a class="code" href="classeEmp.html" title="Weighted empirical density.">eEmp</a> <a class="code" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b" title="posterior density">est</a>; 
    30 <a name="l00035"></a><a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a">00035</a>         vec &amp;<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a>; 
    31 <a name="l00037"></a><a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5">00037</a>         Array&lt;vec&gt; &amp;<a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5" title="pointer into eEmp ">_samples</a>; 
    32 <a name="l00039"></a><a class="code" href="classPF.html#d92ac103f88f8c21e197e90af5695a09">00039</a>         <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;<a class="code" href="classPF.html#d92ac103f88f8c21e197e90af5695a09" title="Parameter evolution model.">par</a>; 
    33 <a name="l00041"></a><a class="code" href="classPF.html#dd0a687a4515333d6809147335854e77">00041</a>         <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;<a class="code" href="classPF.html#dd0a687a4515333d6809147335854e77" title="Observation model.">obs</a>; 
    34 <a name="l00042"></a>00042 <span class="keyword">public</span>: 
    35 <a name="l00044"></a><a class="code" href="classPF.html#e99f0d866721405dd281e315ecb690aa">00044</a>         <a class="code" href="classPF.html#e99f0d866721405dd281e315ecb690aa" title="Default constructor.">PF</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;par0,  <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;obs0, <span class="keywordtype">int</span> n0 ) :<a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> ( rv0 ), 
    36 <a name="l00045"></a>00045                         <a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a> ( n0 ),<a class="code" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b" title="posterior density">est</a> ( rv0,<a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a> ),<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> ( <a class="code" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b" title="posterior density">est</a>.<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a>() ),<a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5" title="pointer into eEmp ">_samples</a> ( <a class="code" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b" title="posterior density">est</a>.<a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5" title="pointer into eEmp ">_samples</a>() ), 
    37 <a name="l00046"></a>00046                         <a class="code" href="classPF.html#d92ac103f88f8c21e197e90af5695a09" title="Parameter evolution model.">par</a> ( par0 ), <a class="code" href="classPF.html#dd0a687a4515333d6809147335854e77" title="Observation model.">obs</a> ( obs0 ) {}; 
    38 <a name="l00047"></a>00047  
    39 <a name="l00049"></a>00049         <span class="keywordtype">void</span> <a class="code" href="classPF.html#04d38fbcc0348b558212f530d9ec183e" title="Set posterior density by sampling from epdf0.">set_est</a> ( <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &amp;epdf0 ); 
    40 <a name="l00050"></a>00050         <span class="keywordtype">void</span> <a class="code" href="classPF.html#64f636bbd63bea9efd778214e6b631d3" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ); 
    41 <a name="l00051"></a>00051 }; 
    42 <a name="l00052"></a>00052  
    43 <a name="l00059"></a>00059 <span class="keyword">template</span>&lt;<span class="keyword">class</span> BM_T&gt; 
    44 <a name="l00060"></a>00060  
    45 <a name="l00061"></a><a class="code" href="classMPF.html">00061</a> <span class="keyword">class </span><a class="code" href="classMPF.html" title="Marginalized Particle filter.">MPF</a> : <span class="keyword">public</span> <a class="code" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> { 
    46 <a name="l00062"></a>00062         BM_T* Bms[1000]; 
     26<a name="l00022"></a>00022 <span class="comment">//UGLY HACK</span> 
     27<a name="l00023"></a>00023 <span class="keyword">extern</span> <span class="keywordtype">double</span> PF_SSAT;<span class="comment">//used for StrSim:06 test... if length&gt;0 the value is written.</span> 
     28<a name="l00024"></a>00024  
     29<a name="l00031"></a><a class="code" href="classPF.html">00031</a> <span class="keyword">class </span><a class="code" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> : <span class="keyword">public</span> <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> { 
     30<a name="l00032"></a>00032 <span class="keyword">protected</span>: 
     31<a name="l00034"></a><a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">00034</a>         <span class="keywordtype">int</span> <a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a>; 
     32<a name="l00036"></a><a class="code" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b">00036</a>         <a class="code" href="classeEmp.html" title="Weighted empirical density.">eEmp</a> <a class="code" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b" title="posterior density">est</a>; 
     33<a name="l00038"></a><a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a">00038</a>         vec &amp;<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a>; 
     34<a name="l00040"></a><a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5">00040</a>         Array&lt;vec&gt; &amp;<a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5" title="pointer into eEmp ">_samples</a>; 
     35<a name="l00042"></a><a class="code" href="classPF.html#d92ac103f88f8c21e197e90af5695a09">00042</a>         <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;<a class="code" href="classPF.html#d92ac103f88f8c21e197e90af5695a09" title="Parameter evolution model.">par</a>; 
     36<a name="l00044"></a><a class="code" href="classPF.html#dd0a687a4515333d6809147335854e77">00044</a>         <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;<a class="code" href="classPF.html#dd0a687a4515333d6809147335854e77" title="Observation model.">obs</a>; 
     37<a name="l00045"></a>00045 <span class="keyword">public</span>: 
     38<a name="l00047"></a><a class="code" href="classPF.html#e99f0d866721405dd281e315ecb690aa">00047</a>         <a class="code" href="classPF.html#e99f0d866721405dd281e315ecb690aa" title="Default constructor.">PF</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;par0,  <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;obs0, <span class="keywordtype">int</span> n0 ) :<a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> ( rv0 ), 
     39<a name="l00048"></a>00048                         <a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a> ( n0 ),<a class="code" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b" title="posterior density">est</a> ( rv0,<a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a> ),<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> ( <a class="code" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b" title="posterior density">est</a>.<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a>() ),<a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5" title="pointer into eEmp ">_samples</a> ( <a class="code" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b" title="posterior density">est</a>.<a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5" title="pointer into eEmp ">_samples</a>() ), 
     40<a name="l00049"></a>00049                         <a class="code" href="classPF.html#d92ac103f88f8c21e197e90af5695a09" title="Parameter evolution model.">par</a> ( par0 ), <a class="code" href="classPF.html#dd0a687a4515333d6809147335854e77" title="Observation model.">obs</a> ( obs0 ) {}; 
     41<a name="l00050"></a>00050  
     42<a name="l00052"></a>00052         <span class="keywordtype">void</span> <a class="code" href="classPF.html#04d38fbcc0348b558212f530d9ec183e" title="Set posterior density by sampling from epdf0.">set_est</a> ( <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &amp;epdf0 ); 
     43<a name="l00053"></a>00053         <span class="keywordtype">void</span> <a class="code" href="classPF.html#64f636bbd63bea9efd778214e6b631d3" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ); 
     44<a name="l00054"></a>00054 }; 
     45<a name="l00055"></a>00055  
     46<a name="l00062"></a>00062 <span class="keyword">template</span>&lt;<span class="keyword">class</span> BM_T&gt; 
    4747<a name="l00063"></a>00063  
    48 <a name="l00065"></a>00065  
    49 <a name="l00066"></a>00066 <span class="keyword">class </span>mpfepdf : <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>  { 
    50 <a name="l00067"></a>00067         <span class="keyword">protected</span>: 
    51 <a name="l00068"></a>00068                 <a class="code" href="classeEmp.html" title="Weighted empirical density.">eEmp</a> &amp;E; 
    52 <a name="l00069"></a>00069                 vec &amp;<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a>; 
    53 <a name="l00070"></a>00070                 Array&lt;epdf*&gt; Coms; 
    54 <a name="l00071"></a>00071         <span class="keyword">public</span>: 
    55 <a name="l00072"></a>00072                 mpfepdf ( <a class="code" href="classeEmp.html" title="Weighted empirical density.">eEmp</a> &amp;E0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc ) : 
    56 <a name="l00073"></a>00073                                 <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>( ) ), E ( E0 ),  <a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> ( E._w() ), 
    57 <a name="l00074"></a>00074                                 Coms ( <a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a>.length() ) { 
    58 <a name="l00075"></a>00075                         <a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>.<a class="code" href="classRV.html#4fc941a5ebc9f82aa372f54f2e02dab2" title="Add (concat) another variable to the current one.">add</a> ( E._rv() ); 
    59 <a name="l00076"></a>00076                         <a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>.<a class="code" href="classRV.html#4fc941a5ebc9f82aa372f54f2e02dab2" title="Add (concat) another variable to the current one.">add</a> ( rvc ); 
    60 <a name="l00077"></a>00077                 }; 
    61 <a name="l00078"></a>00078  
    62 <a name="l00079"></a>00079                 <span class="keywordtype">void</span> set_elements ( <span class="keywordtype">int</span> &amp;i, <span class="keywordtype">double</span> wi, <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* ep ) 
    63 <a name="l00080"></a>00080                 {<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> ( i ) =wi; Coms ( i ) =ep;}; 
     48<a name="l00064"></a><a class="code" href="classMPF.html">00064</a> <span class="keyword">class </span><a class="code" href="classMPF.html" title="Marginalized Particle filter.">MPF</a> : <span class="keyword">public</span> <a class="code" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> { 
     49<a name="l00065"></a>00065         BM_T* Bms[10000]; 
     50<a name="l00066"></a>00066  
     51<a name="l00068"></a>00068  
     52<a name="l00069"></a>00069 <span class="keyword">class </span>mpfepdf : <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>  { 
     53<a name="l00070"></a>00070         <span class="keyword">protected</span>: 
     54<a name="l00071"></a>00071                 <a class="code" href="classeEmp.html" title="Weighted empirical density.">eEmp</a> &amp;E; 
     55<a name="l00072"></a>00072                 vec &amp;<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a>; 
     56<a name="l00073"></a>00073                 Array&lt;epdf*&gt; Coms; 
     57<a name="l00074"></a>00074         <span class="keyword">public</span>: 
     58<a name="l00075"></a>00075                 mpfepdf ( <a class="code" href="classeEmp.html" title="Weighted empirical density.">eEmp</a> &amp;E0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc ) : 
     59<a name="l00076"></a>00076                                 <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>( ) ), E ( E0 ),  <a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> ( E._w() ), 
     60<a name="l00077"></a>00077                                 Coms ( <a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a>.length() ) { 
     61<a name="l00078"></a>00078                         <a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>.<a class="code" href="classRV.html#4fc941a5ebc9f82aa372f54f2e02dab2" title="Add (concat) another variable to the current one.">add</a> ( E._rv() ); 
     62<a name="l00079"></a>00079                         <a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>.<a class="code" href="classRV.html#4fc941a5ebc9f82aa372f54f2e02dab2" title="Add (concat) another variable to the current one.">add</a> ( rvc ); 
     63<a name="l00080"></a>00080                 }; 
    6464<a name="l00081"></a>00081  
    65 <a name="l00082"></a>00082                 vec mean()<span class="keyword"> const </span>{ 
    66 <a name="l00083"></a>00083                         <span class="comment">// ugly</span> 
    67 <a name="l00084"></a>00084                         vec pom=zeros ( ( Coms ( 0 )-&gt;<a class="code" href="classBM.html#126bd2595c48e311fc2a7ab72876092a" title="access function">_rv</a>() ).count() ); 
    68 <a name="l00085"></a>00085  
    69 <a name="l00086"></a>00086                         <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i&lt;<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a>.length(); i++ ) {pom += Coms ( i )-&gt;mean() * <a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> ( i );} 
    70 <a name="l00087"></a>00087  
    71 <a name="l00088"></a>00088                         <span class="keywordflow">return</span> concat ( E.mean(),pom ); 
    72 <a name="l00089"></a>00089                 } 
     65<a name="l00082"></a>00082                 <span class="keywordtype">void</span> set_elements ( <span class="keywordtype">int</span> &amp;i, <span class="keywordtype">double</span> wi, <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* ep ) 
     66<a name="l00083"></a>00083                 {<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> ( i ) =wi; Coms ( i ) =ep;}; 
     67<a name="l00084"></a>00084  
     68<a name="l00085"></a>00085                 vec mean()<span class="keyword"> const </span>{ 
     69<a name="l00086"></a>00086                         <span class="comment">// ugly</span> 
     70<a name="l00087"></a>00087                         vec pom=zeros ( ( Coms ( 0 )-&gt;<a class="code" href="classBM.html#126bd2595c48e311fc2a7ab72876092a" title="access function">_rv</a>() ).count() ); 
     71<a name="l00088"></a>00088  
     72<a name="l00089"></a>00089                         <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i&lt;<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a>.length(); i++ ) {pom += Coms ( i )-&gt;mean() * <a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> ( i );} 
    7373<a name="l00090"></a>00090  
    74 <a name="l00091"></a>00091                 vec sample()<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0;} 
    75 <a name="l00092"></a>00092  
    76 <a name="l00093"></a>00093                 <span class="keywordtype">double</span> evalpdflog ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"not implemented"</span> ); <span class="keywordflow">return</span> 0.0;} 
    77 <a name="l00094"></a>00094         }; 
     74<a name="l00091"></a>00091                         <span class="keywordflow">return</span> concat ( E.mean(),pom ); 
     75<a name="l00092"></a>00092                 } 
     76<a name="l00093"></a>00093  
     77<a name="l00094"></a>00094                 vec sample()<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0;} 
    7878<a name="l00095"></a>00095  
    79 <a name="l00097"></a>00097         mpfepdf jest; 
     79<a name="l00096"></a>00096                 <span class="keywordtype">double</span> evalpdflog ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"not implemented"</span> ); <span class="keywordflow">return</span> 0.0;} 
     80<a name="l00097"></a>00097         }; 
    8081<a name="l00098"></a>00098  
    81 <a name="l00099"></a>00099 <span class="keyword">public</span>: 
    82 <a name="l00101"></a><a class="code" href="classMPF.html#fc5e11e11eec3195e3c6503937bf02bd">00101</a>         <a class="code" href="classMPF.html#fc5e11e11eec3195e3c6503937bf02bd" title="Default constructor.">MPF</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvlin, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvpf, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;par0, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;obs0, <span class="keywordtype">int</span> <a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a>, <span class="keyword">const</span> BM_T &amp;BMcond0 ) : <a class="code" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> ( rvpf ,par0,obs0,n ),jest ( <a class="code" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b" title="posterior density">est</a>,rvlin ) { 
    83 <a name="l00102"></a>00102                 <span class="comment">//</span> 
    84 <a name="l00103"></a>00103                 <span class="comment">//TODO test if rv and BMcond.rv are compatible.</span> 
    85 <a name="l00104"></a>00104                 <a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>.<a class="code" href="classRV.html#4fc941a5ebc9f82aa372f54f2e02dab2" title="Add (concat) another variable to the current one.">add</a> ( rvlin ); 
     82<a name="l00100"></a>00100         mpfepdf jest; 
     83<a name="l00101"></a>00101  
     84<a name="l00102"></a>00102 <span class="keyword">public</span>: 
     85<a name="l00104"></a><a class="code" href="classMPF.html#fc5e11e11eec3195e3c6503937bf02bd">00104</a>         <a class="code" href="classMPF.html#fc5e11e11eec3195e3c6503937bf02bd" title="Default constructor.">MPF</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvlin, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvpf, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;par0, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;obs0, <span class="keywordtype">int</span> <a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a>, <span class="keyword">const</span> BM_T &amp;BMcond0 ) : <a class="code" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> ( rvpf ,par0,obs0,n ),jest ( <a class="code" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b" title="posterior density">est</a>,rvlin ) { 
    8686<a name="l00105"></a>00105                 <span class="comment">//</span> 
    87 <a name="l00106"></a>00106  
    88 <a name="l00107"></a>00107                 <span class="keywordflow">if</span> ( n&gt;1000 ) it_error ( <span class="stringliteral">"increase 1000 here!"</span> ); 
    89 <a name="l00108"></a>00108  
    90 <a name="l00109"></a>00109                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;n;i++ ) { 
    91 <a name="l00110"></a>00110                         Bms[i] = <span class="keyword">new</span> BM_T ( BMcond0 ); <span class="comment">//copy constructor</span> 
    92 <a name="l00111"></a>00111                         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; pom=Bms[i]-&gt;_epdf(); 
    93 <a name="l00112"></a>00112                         jest.set_elements ( i,1.0/n,&amp;pom ); 
    94 <a name="l00113"></a>00113                 } 
    95 <a name="l00114"></a>00114         }; 
    96 <a name="l00115"></a>00115  
    97 <a name="l00116"></a>00116         ~<a class="code" href="classMPF.html" title="Marginalized Particle filter.">MPF</a>() { 
    98 <a name="l00117"></a>00117         } 
     87<a name="l00106"></a>00106                 <span class="comment">//TODO test if rv and BMcond.rv are compatible.</span> 
     88<a name="l00107"></a>00107                 <a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>.<a class="code" href="classRV.html#4fc941a5ebc9f82aa372f54f2e02dab2" title="Add (concat) another variable to the current one.">add</a> ( rvlin ); 
     89<a name="l00108"></a>00108                 <span class="comment">//</span> 
     90<a name="l00109"></a>00109  
     91<a name="l00110"></a>00110                 <span class="keywordflow">if</span> ( n&gt;10000 ) it_error ( <span class="stringliteral">"increase 10000 here!"</span> ); 
     92<a name="l00111"></a>00111  
     93<a name="l00112"></a>00112                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;n;i++ ) { 
     94<a name="l00113"></a>00113                         Bms[i] = <span class="keyword">new</span> BM_T ( BMcond0 ); <span class="comment">//copy constructor</span> 
     95<a name="l00114"></a>00114                         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; pom=Bms[i]-&gt;_epdf(); 
     96<a name="l00115"></a>00115                         jest.set_elements ( i,1.0/n,&amp;pom ); 
     97<a name="l00116"></a>00116                 } 
     98<a name="l00117"></a>00117         }; 
    9999<a name="l00118"></a>00118  
    100 <a name="l00119"></a>00119         <span class="keywordtype">void</span> <a class="code" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ); 
    101 <a name="l00120"></a><a class="code" href="classMPF.html#549e08268a46a250f21a33d06f19276a">00120</a>         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; <a class="code" href="classMPF.html#549e08268a46a250f21a33d06f19276a" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>() {<span class="keywordflow">return</span> jest;} 
    102 <a name="l00122"></a><a class="code" href="classMPF.html#7c66e1c1c0e45fc4ae765133cb3a1553">00122</a>         <span class="keywordtype">void</span> <a class="code" href="classMPF.html#7c66e1c1c0e45fc4ae765133cb3a1553" title="Set postrior of rvc to samples from epdf0. Statistics of Bms are not re-computed!...">set_est</a> ( <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; epdf0 ) { 
    103 <a name="l00123"></a>00123                 <a class="code" href="classPF.html#04d38fbcc0348b558212f530d9ec183e" title="Set posterior density by sampling from epdf0.">PF::set_est</a> ( epdf0 );  <span class="comment">// sample params in condition</span> 
    104 <a name="l00124"></a>00124                 <span class="comment">// copy conditions to BMs</span> 
    105 <a name="l00125"></a>00125  
    106 <a name="l00126"></a>00126                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a>;i++ ) {Bms[i]-&gt;condition ( <a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5" title="pointer into eEmp ">_samples</a> ( i ) );} 
    107 <a name="l00127"></a>00127         } 
    108 <a name="l00128"></a>00128 }; 
    109 <a name="l00129"></a>00129  
    110 <a name="l00130"></a>00130 <span class="keyword">template</span>&lt;<span class="keyword">class</span> BM_T&gt; 
    111 <a name="l00131"></a><a class="code" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">00131</a> <span class="keywordtype">void</span> <a class="code" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623" title="Incremental Bayes rule.">MPF&lt;BM_T&gt;::bayes</a> ( <span class="keyword">const</span> vec &amp;dt ) { 
    112 <a name="l00132"></a>00132         <span class="keywordtype">int</span> i; 
    113 <a name="l00133"></a>00133         vec lls ( <a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a> ); 
    114 <a name="l00134"></a>00134         ivec ind; 
    115 <a name="l00135"></a>00135         <span class="keywordtype">double</span> mlls=-std::numeric_limits&lt;double&gt;::infinity(); 
    116 <a name="l00136"></a>00136  
    117 <a name="l00137"></a>00137         <span class="keywordflow">for</span> ( i=0;i&lt;<a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a>;i++ ) { 
    118 <a name="l00138"></a>00138                 <span class="comment">//generate new samples from paramater evolution model;</span> 
    119 <a name="l00139"></a>00139                 <a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5" title="pointer into eEmp ">_samples</a> ( i ) = <a class="code" href="classPF.html#d92ac103f88f8c21e197e90af5695a09" title="Parameter evolution model.">par</a>.<a class="code" href="classmpdf.html#b0193a350c97933ddf15b15a130da352" title="Returns the required moment of the epdf.">samplecond</a> ( <a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5" title="pointer into eEmp ">_samples</a> ( i ), lls ( i ) ); 
    120 <a name="l00140"></a>00140                 Bms[i]-&gt;condition ( <a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5" title="pointer into eEmp ">_samples</a> ( i ) ); 
    121 <a name="l00141"></a>00141                 Bms[i]-&gt;bayes ( dt ); 
    122 <a name="l00142"></a>00142                 lls ( i ) = Bms[i]-&gt;_ll(); <span class="comment">// lls above is also in proposal her must be lls(i) =, not +=!!</span> 
     100<a name="l00119"></a>00119         ~<a class="code" href="classMPF.html" title="Marginalized Particle filter.">MPF</a>() { 
     101<a name="l00120"></a>00120         } 
     102<a name="l00121"></a>00121  
     103<a name="l00122"></a>00122         <span class="keywordtype">void</span> <a class="code" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ); 
     104<a name="l00123"></a><a class="code" href="classMPF.html#549e08268a46a250f21a33d06f19276a">00123</a>         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; <a class="code" href="classMPF.html#549e08268a46a250f21a33d06f19276a" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>() {<span class="keywordflow">return</span> jest;} 
     105<a name="l00125"></a><a class="code" href="classMPF.html#7c66e1c1c0e45fc4ae765133cb3a1553">00125</a>         <span class="keywordtype">void</span> <a class="code" href="classMPF.html#7c66e1c1c0e45fc4ae765133cb3a1553" title="Set postrior of rvc to samples from epdf0. Statistics of Bms are not re-computed!...">set_est</a> ( <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; epdf0 ) { 
     106<a name="l00126"></a>00126                 <a class="code" href="classPF.html#04d38fbcc0348b558212f530d9ec183e" title="Set posterior density by sampling from epdf0.">PF::set_est</a> ( epdf0 );  <span class="comment">// sample params in condition</span> 
     107<a name="l00127"></a>00127                 <span class="comment">// copy conditions to BMs</span> 
     108<a name="l00128"></a>00128  
     109<a name="l00129"></a>00129                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a>;i++ ) {Bms[i]-&gt;condition ( <a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5" title="pointer into eEmp ">_samples</a> ( i ) );} 
     110<a name="l00130"></a>00130         } 
     111<a name="l00131"></a>00131  
     112<a name="l00132"></a>00132 <span class="comment">//SimStr:</span> 
     113<a name="l00133"></a>00133         <span class="keywordtype">double</span> SSAT;     
     114<a name="l00134"></a>00134 }; 
     115<a name="l00135"></a>00135  
     116<a name="l00136"></a>00136 <span class="keyword">template</span>&lt;<span class="keyword">class</span> BM_T&gt; 
     117<a name="l00137"></a><a class="code" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">00137</a> <span class="keywordtype">void</span> <a class="code" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623" title="Incremental Bayes rule.">MPF&lt;BM_T&gt;::bayes</a> ( <span class="keyword">const</span> vec &amp;dt ) { 
     118<a name="l00138"></a>00138         <span class="keywordtype">int</span> i; 
     119<a name="l00139"></a>00139         vec lls ( <a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a> ); 
     120<a name="l00140"></a>00140         vec llsP ( <a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a> ); 
     121<a name="l00141"></a>00141         ivec ind; 
     122<a name="l00142"></a>00142         <span class="keywordtype">double</span> mlls=-std::numeric_limits&lt;double&gt;::infinity(); 
    123123<a name="l00143"></a>00143  
    124 <a name="l00144"></a>00144                 <span class="keywordflow">if</span> ( lls ( i ) &gt;mlls ) mlls=lls ( i ); <span class="comment">//find maximum likelihood (for numerical stability)</span> 
    125 <a name="l00145"></a>00145         } 
    126 <a name="l00146"></a>00146  
    127 <a name="l00147"></a>00147         <span class="comment">// compute weights</span> 
    128 <a name="l00148"></a>00148         <span class="keywordflow">for</span> ( i=0;i&lt;n;i++ ) { 
    129 <a name="l00149"></a>00149                 <a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> ( i ) *= exp ( lls ( i ) - mlls ); <span class="comment">// multiply w by likelihood</span> 
    130 <a name="l00150"></a>00150         } 
    131 <a name="l00151"></a>00151  
    132 <a name="l00152"></a>00152         <a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> /=sum(<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a>); <span class="comment">//?</span> 
    133 <a name="l00153"></a>00153  
    134 <a name="l00154"></a>00154         <span class="keywordtype">double</span> eff = 1.0/( <a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a>*<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> ); 
    135 <a name="l00155"></a>00155         <span class="keywordflow">if</span> ( eff &lt; ( 0.1*n ) ) { 
    136 <a name="l00156"></a>00156                 ind = <a class="code" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b" title="posterior density">est</a>.<a class="code" href="classeEmp.html#77268292fc4465cb73ddbfb1f2932a59" title="Function performs resampling, i.e. removal of low-weight samples and duplication...">resample</a>(); 
    137 <a name="l00157"></a>00157                 <span class="comment">// Resample Bms!</span> 
    138 <a name="l00158"></a>00158  
    139 <a name="l00159"></a>00159                 <span class="keywordflow">for</span> ( i=0;i&lt;n;i++ ) { 
    140 <a name="l00160"></a>00160                         <span class="keywordflow">if</span> ( ind ( i ) !=i ) {<span class="comment">//replace the current Bm by a new one</span> 
    141 <a name="l00161"></a>00161                                 <span class="comment">//fixme this would require new assignment operator</span> 
    142 <a name="l00162"></a>00162                                 <span class="comment">// *Bms[i] = *Bms[ind ( i ) ];</span> 
    143 <a name="l00163"></a>00163                                  
    144 <a name="l00164"></a>00164                                 <span class="comment">// poor-man's solution: replicate constructor here</span> 
    145 <a name="l00165"></a>00165                                 <span class="comment">// copied from MPF::MPF</span> 
    146 <a name="l00166"></a>00166                                 <span class="keyword">delete</span> Bms[i]; 
    147 <a name="l00167"></a>00167                                 Bms[i] = <span class="keyword">new</span> BM_T ( *Bms[ind ( i ) ] ); <span class="comment">//copy constructor</span> 
    148 <a name="l00168"></a>00168                                 <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; pom=Bms[i]-&gt;_epdf(); 
    149 <a name="l00169"></a>00169                                 jest.set_elements ( i,1.0/n,&amp;pom ); 
    150 <a name="l00170"></a>00170                         } 
    151 <a name="l00171"></a>00171                 }; 
    152 <a name="l00172"></a>00172                 cout &lt;&lt; <span class="charliteral">'.'</span>;  
    153 <a name="l00173"></a>00173         } 
    154 <a name="l00174"></a>00174 } 
    155 <a name="l00175"></a>00175  
    156 <a name="l00176"></a>00176 <span class="preprocessor">#endif // KF_H</span> 
    157 <a name="l00177"></a>00177 <span class="preprocessor"></span> 
    158 <a name="l00178"></a>00178  
    159 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 12 16:15:44 2008 for mixpp by&nbsp; 
     124<a name="l00144"></a>00144         <span class="comment">// StrSim:06</span> 
     125<a name="l00145"></a>00145         <span class="keywordtype">double</span> sumLWL=0.0; 
     126<a name="l00146"></a>00146         <span class="keywordtype">double</span> sumL2WL=0.0; 
     127<a name="l00147"></a>00147         <span class="keywordtype">double</span> WL = 0.0; 
     128<a name="l00148"></a>00148  
     129<a name="l00149"></a>00149         <span class="keywordflow">for</span> ( i=0;i&lt;<a class="code" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280" title="number of particles;">n</a>;i++ ) { 
     130<a name="l00150"></a>00150                 <span class="comment">//generate new samples from paramater evolution model;</span> 
     131<a name="l00151"></a>00151                 <a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5" title="pointer into eEmp ">_samples</a> ( i ) = <a class="code" href="classPF.html#d92ac103f88f8c21e197e90af5695a09" title="Parameter evolution model.">par</a>.<a class="code" href="classmpdf.html#b0193a350c97933ddf15b15a130da352" title="Returns the required moment of the epdf.">samplecond</a> ( <a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5" title="pointer into eEmp ">_samples</a> ( i ), llsP ( i ) ); 
     132<a name="l00152"></a>00152                 Bms[i]-&gt;condition ( <a class="code" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5" title="pointer into eEmp ">_samples</a> ( i ) ); 
     133<a name="l00153"></a>00153                 Bms[i]-&gt;bayes ( dt ); 
     134<a name="l00154"></a>00154                 lls ( i ) = Bms[i]-&gt;_ll(); <span class="comment">// lls above is also in proposal her must be lls(i) =, not +=!!</span> 
     135<a name="l00155"></a>00155  
     136<a name="l00156"></a>00156                 <span class="keywordflow">if</span> ( lls ( i ) &gt;mlls ) mlls=lls ( i ); <span class="comment">//find maximum likelihood (for numerical stability)</span> 
     137<a name="l00157"></a>00157         } 
     138<a name="l00158"></a>00158          
     139<a name="l00159"></a>00159         <span class="keywordflow">if</span> ( <span class="keyword">true</span> ) { 
     140<a name="l00160"></a>00160                 <span class="keywordflow">for</span> ( i=0;i&lt;n;i++ ) { 
     141<a name="l00161"></a>00161                         WL = <a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> ( i ) *exp ( llsP ( i ) ); <span class="comment">//using old weights!</span> 
     142<a name="l00162"></a>00162                         sumLWL += exp ( lls ( i ) ) *WL; 
     143<a name="l00163"></a>00163                         sumL2WL += exp ( 2*lls ( i ) ) *WL; 
     144<a name="l00164"></a>00164                 } 
     145<a name="l00165"></a>00165                 SSAT  = sumL2WL/(sumLWL*sumLWL); 
     146<a name="l00166"></a>00166         } 
     147<a name="l00167"></a>00167  
     148<a name="l00168"></a>00168         <span class="comment">// compute weights</span> 
     149<a name="l00169"></a>00169         <span class="keywordflow">for</span> ( i=0;i&lt;n;i++ ) { 
     150<a name="l00170"></a>00170                 <a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> ( i ) *= exp ( lls ( i ) - mlls ); <span class="comment">// multiply w by likelihood</span> 
     151<a name="l00171"></a>00171         } 
     152<a name="l00172"></a>00172  
     153<a name="l00173"></a>00173         <span class="keywordflow">if</span> (sum(<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a>)&gt;0.0){ 
     154<a name="l00174"></a>00174                 <a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> /=sum ( <a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> ); <span class="comment">//?</span> 
     155<a name="l00175"></a>00175                 } 
     156<a name="l00176"></a>00176 <span class="keywordflow">else</span> 
     157<a name="l00177"></a>00177 { 
     158<a name="l00178"></a>00178 cout&lt;&lt;<span class="stringliteral">"sum(w)==0"</span>&lt;&lt;endl; 
     159<a name="l00179"></a>00179 } 
     160<a name="l00180"></a>00180  
     161<a name="l00181"></a>00181  
     162<a name="l00182"></a>00182         <span class="keywordtype">double</span> eff = 1.0/ ( <a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a>*<a class="code" href="classPF.html#5c87aba508df321ff26536ced64dbb3a" title="pointer into eEmp ">_w</a> ); 
     163<a name="l00183"></a>00183         <span class="keywordflow">if</span> ( eff &lt; ( 0.3*n ) ) { 
     164<a name="l00184"></a>00184                 ind = <a class="code" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b" title="posterior density">est</a>.<a class="code" href="classeEmp.html#77268292fc4465cb73ddbfb1f2932a59" title="Function performs resampling, i.e. removal of low-weight samples and duplication...">resample</a>(); 
     165<a name="l00185"></a>00185                 <span class="comment">// Resample Bms!</span> 
     166<a name="l00186"></a>00186  
     167<a name="l00187"></a>00187                 <span class="keywordflow">for</span> ( i=0;i&lt;n;i++ ) { 
     168<a name="l00188"></a>00188                         <span class="keywordflow">if</span> ( ind ( i ) !=i ) {<span class="comment">//replace the current Bm by a new one</span> 
     169<a name="l00189"></a>00189                                 <span class="comment">//fixme this would require new assignment operator</span> 
     170<a name="l00190"></a>00190                                 <span class="comment">// *Bms[i] = *Bms[ind ( i ) ];</span> 
     171<a name="l00191"></a>00191  
     172<a name="l00192"></a>00192                                 <span class="comment">// poor-man's solution: replicate constructor here</span> 
     173<a name="l00193"></a>00193                                 <span class="comment">// copied from MPF::MPF</span> 
     174<a name="l00194"></a>00194                                 <span class="keyword">delete</span> Bms[i]; 
     175<a name="l00195"></a>00195                                 Bms[i] = <span class="keyword">new</span> BM_T ( *Bms[ind ( i ) ] ); <span class="comment">//copy constructor</span> 
     176<a name="l00196"></a>00196                                 <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; pom=Bms[i]-&gt;_epdf(); 
     177<a name="l00197"></a>00197                                 jest.set_elements ( i,1.0/n,&amp;pom ); 
     178<a name="l00198"></a>00198                         } 
     179<a name="l00199"></a>00199                 }; 
     180<a name="l00200"></a>00200                 cout &lt;&lt; <span class="charliteral">'.'</span>; 
     181<a name="l00201"></a>00201         } 
     182<a name="l00202"></a>00202 } 
     183<a name="l00203"></a>00203  
     184<a name="l00204"></a>00204 <span class="preprocessor">#endif // KF_H</span> 
     185<a name="l00205"></a>00205 <span class="preprocessor"></span> 
     186<a name="l00206"></a>00206  
     187</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Fri Apr 18 11:15:14 2008 for mixpp by&nbsp; 
    160188<a href="http://www.doxygen.org/index.html"> 
    161189<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>