eEmp Class Reference
Weighted empirical density. More...
#include <libEF.h>
Inheritance diagram for eEmp:
Collaboration diagram for eEmp:
Public Member Functions | |
| eEmp (const RV &rv0, int n0) | |
| Default constructor. | |
| void | set_parameters (const vec &w0, epdf *pdf0) |
| Set sample. | |
| vec & | _w () |
| Potentially dangerous, use with care. | |
| Array< vec > & | _samples () |
| access function | |
| ivec | resample (RESAMPLING_METHOD method=SYSTEMATIC) |
| 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. | |
| vec | sample () const |
| inherited operation : NOT implemneted | |
| double | evalpdflog (const vec &val) const |
| inherited operation : NOT implemneted | |
| vec | mean () const |
| return expected value | |
| virtual mat | sampleN (int N) const |
Returns N samples from density  . | |
| virtual double | eval (const vec &val) const |
Compute probability of argument val. | |
| RV | _rv () const |
| access function | |
Protected Attributes | |
| int | n |
| Number of particles. | |
| vec | w |
Sample weights  . | |
| Array< vec > | samples |
Samples  . | |
| RV | rv |
| Identified of the random variable. | |
Detailed Description
Weighted empirical density.Used e.g. in particle filters.
The documentation for this class was generated from the following files:
- work/git/mixpp/bdm/stat/libEF.h
- work/git/mixpp/bdm/stat/libEF.cpp
