eEmp Class Reference

Weighted empirical density. More...

#include <libEF.h>

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List of all members.

Public Member Functions

 eEmp (const RV &rv0, int n0)
 Default constructor.
void set_parameters (const vec &w0, const epdf *pdf0)
 Set samples and weights.
void set_samples (const 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 $epdf(rv)$.
virtual double eval (const vec &val) const
 Compute probability of argument val.
virtual vec evalpdflog_m (const mat &Val) const
 Compute log-probability of multiple values argument val.
mpdfcondition (const RV &rv)
 Return conditional density on the given RV, the remaining rvs will be in conditioning.
epdfmarginal (const RV &rv)
 Return marginal density on the given RV, the remainig rvs are intergrated out.
const RV_rv () const
 access function, possibly dangerous!
void _renewrv (const RV &in_rv)
 modifier function - useful when copying epdfs

Protected Attributes

int n
 Number of particles.
vec w
 Sample weights $w$.
Array< vec > samples
 Samples $x^{(i)}, i=1..n$.
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:

Generated on Wed Oct 15 15:57:13 2008 for mixpp by  doxygen 1.5.6