mixpp: bdm::PF Class Reference

bdm::PF Class Reference

Trivial particle filter with proposal density equal to parameter evolution model. More...

#include <particles.h>

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Detailed Description

Trivial particle filter with proposal density equal to parameter evolution model.

Posterior density is represented by a weighted empirical density (eEmp ).

Member Enumeration Documentation

Member Function Documentation

void bdm::PF::from_setting (const Setting & set )  [inline]

configuration structure for basic PF

    particle        = bdm::BootstrapParticle;       % one bayes rule for each point in the empirical support
      - or -        = bdm::MarginalizedParticle;    % (in case of Marginalized Particle filtering
    prior           = epdf_class;                   % prior probability density on the empirical variable
    --- optional ---
    n               = 10;                           % number of particles
    resmethod       = 'systematic', or 'multinomial', or 'stratified'
                                                    % resampling method
    res_threshold   = 0.5;                          % resample when active particles drop below 50%

References bdm::BM::dimc, bdm::BM::dimy, bdm::shared_ptr< T >::get(), bdm::UI::get(), particles, resmethod_from_set(), bdm::BM::set_rv(), w, and bdm::BM::yrv.

Member Data Documentation

The documentation for this class was generated from the following files:
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