TrivialPF Class Reference

Trivial particle filter with proposal density that is not conditioned on the data. More...

#include <libPF.h>

Inheritance diagram for TrivialPF:

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Collaboration diagram for TrivialPF:

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List of all members.

Public Member Functions
	TrivialPF (mpdf &par, mpdf &obs, mpdf &prop, int n0)
	TrivialPF (mpdf &par, mpdf &obs, int n0)
void	bayes (const vec &dt, bool evalll)
	Incremental Bayes rule.

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Detailed Description

Trivial particle filter with proposal density that is not conditioned on the data.

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Member Function Documentation

void TrivialPF::bayes	(	const vec &	dt,
		bool	evall
	)			[virtual]

Incremental Bayes rule.

Parameters:

	dt	vector of input data
	evall	If true, the filter will compute likelihood of the data record and store it in ll

Reimplemented from PF.

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

• work/mixpp/bdm/estim/libPF.h
• work/mixpp/bdm/estim/libPF.cpp

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