Changeset 887 for library/bdm/stat/exp_family.h

Timestamp:

03/29/10 23:02:03 (14 years ago)

Author:

smidl

Message:

new base for particle filtering

Files:

• library/bdm/stat/exp_family.h (modified) (5 diffs)

library/bdm/stat/exp_family.h

@@ -97 +97 @@
         virtual void flatten ( const BMEF * B ) NOT_IMPLEMENTED_VOID;
 
-        double logpred ( const vec &yt ) const NOT_IMPLEMENTED(0);
-        
-        virtual epdf* epredictor() const NOT_IMPLEMENTED(NULL);
-
-        virtual pdf* predictor() const NOT_IMPLEMENTED(NULL);
 
         void to_setting ( Setting &set ) const
@@ -267 +262 @@
 UIREGISTER2 ( enorm, fsqmat );
 SHAREDPTR2 ( enorm, fsqmat );
+
+typedef enorm<ldmat> egauss;
+UIREGISTER(egauss);
+
 
 //forward declaration
@@ -1596 +1595 @@
 //! Switch between various resampling methods.
 enum RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 };
+
+//! Shortcut for multinomial.sample(int n). Various simplifications are allowed see RESAMPLING_METHOD 
+void resample(const vec &w, ivec &ind, RESAMPLING_METHOD=SYSTEMATIC);
+
 /*!
 \brief Weighted empirical density
@@ -1664 +1667 @@
         };
         //! Function performs resampling, i.e. removal of low-weight samples and duplication of high-weight samples such that the new samples represent the same density.
-        //! The vector with indeces of new samples is returned in variable \c index.
-        void resample ( ivec &index, RESAMPLING_METHOD method = SYSTEMATIC );
-
-        //! Resampling without returning index of new particles.
-        void resample ( RESAMPLING_METHOD method = SYSTEMATIC ) {
-                ivec ind;
-                resample ( ind, method );
-        };
+        void resample ( RESAMPLING_METHOD method = SYSTEMATIC );
 
         //! inherited operation : NOT implemented
@@ -1874 +1870 @@
 }
 
+/*! Dirac delta function distribution */
+class dirac: public epdf{
+        protected: 
+                vec point;
+        public:
+                double evallog (const vec &dt) const {return -inf;}
+                vec mean () const {return point;}
+                vec variance () const {return pow(point,2);}
+                void qbounds ( vec &lb, vec &ub, double percentage = 0.95 ) const { lb = point; ub = point;}
+                //! access
+                const vec& _point() {return point;}
+                void set_point(const vec& p){point =p; dim=p.length();}
+                vec sample() const {return point;}
+        };
+
 ////
 ///////