Changeset 98

Timestamp:

05/09/08 17:27:07 (17 years ago)

Author:

smidl

Message:

details...

Location:

bdm

Files:

• CMakeLists.txt (modified) (1 diff)
• estim/libPF.h (modified) (1 diff)
• itpp_ext.cpp (modified) (1 diff)
• math/chmat.h (modified) (1 diff)
• math/libDC.cpp (modified) (2 diffs)
• math/libDC.h (modified) (2 diffs)
• userinfo.h (modified) (6 diffs)

bdm/CMakeLists.txt

@@ -3 +3 @@
 SET(BdmMath math/libDC.cpp math/chmat.cpp)
 SET(BdmStat stat/libDS.cpp stat/libFN.cpp stat/libBM stat/libEF stat/loggers)
-SET(BdmEstim estim/libKF.cpp estim/libPF.cpp)
+SET(BdmEstim estim/libKF.cpp estim/libPF.cpp estim/arx.cpp)
 
 

bdm/estim/libPF.h

@@ -57 +57 @@
 \brief Marginalized Particle filter
 
-Trivial version: proposal $=$ parameter evolution, observation model is not used. (it is assumed to be part of BM).
+Trivial version: proposal = parameter evolution, observation model is not used. (it is assumed to be part of BM).
 */
 

bdm/itpp_ext.cpp

@@ -11 +11 @@
 //
 
-#include <itpp/itbase.h>
 #include "itpp_ext.h"
 

bdm/math/chmat.h

@@ -42 +42 @@
         double invqform ( const vec &v ) const;
         void clear();
+        //! add another chmat \c A2 with weight \c w.
         void add ( const chmat &A2, double w=1.0 ) {};
         //!Inversion in the same form, i.e. cholesky

bdm/math/libDC.cpp

@@ -213 +213 @@
         int mn = (m<n) ? m :n ;
 
-        it_assert_debug( A.cols()==dim,"ldmat::ldform A is not compatible" );
+//      it_assert_debug( A.cols()==dim,"ldmat::ldform A is not compatible" );
         it_assert_debug( D0.length()==A.rows(),"ldmat::ldform Vector D must have the length as row count of A" );
 
@@ -299 +299 @@
         L.del_rows(0,m-1);
         D.del(0,m-1);
+        
+        dim = L.rows();
 }
 

bdm/math/libDC.h

@@ -245 +245 @@
                 void setL (const vec &nL){L=nL;}
 
+                //! Access functions
+                const vec& _D() const {return D;}
+                //! Access functions
+                const mat& _L() const {return L;}
+
                 //! add another ldmat matrix
                 ldmat& operator += ( const ldmat &ldA );
@@ -254 +259 @@
                 //! print both \c L and \c D
                 friend std::ostream &operator<< ( std::ostream &os, const ldmat &sq );
-
 
         protected:

bdm/userinfo.h

@@ -49 +49 @@
         //! for future use
         virtual ~uibase() {};
-
+        //! Save to file
         virtual void save ( std::ostream &os ) {
                 os.width(ilevel);
@@ -58 +58 @@
                 os<<name<<" = ";
         };
+        //! load from file
         virtual void load ( std::istream &is ) {
                 char tmp[200];
@@ -74 +75 @@
 class uiscalar : public uibase {
 protected:
+        //! Value
         T N;
 public:
@@ -95 +97 @@
 class uistring : public uibase {
 protected:
+        //! Values
         std::string S;
 public:
@@ -116 +119 @@
 class uivector : public uibase {
 protected:
+        //! Value
         itpp::Vec<T> V;
 public:
@@ -137 +141 @@
 class uimatrix : public uibase {
 protected:
+        //! Value
         itpp::Mat<T> M;