bdm::eEmp Class Reference
Weighted empirical density. More...
#include <libEF.h>
Inheritance diagram for bdm::eEmp:
Collaboration diagram for bdm::eEmp:
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. | |
| void | set_n (int n0, bool copy=true) |
| Set sample. | |
| vec & | _w () |
| Potentially dangerous, use with care. | |
| const vec & | _w () const |
| Potentially dangerous, use with care. | |
| Array< vec > & | _samples () |
| access function | |
| const Array< vec > & | _samples () const |
| 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 | evallog (const vec &val) const |
| inherited operation : NOT implemneted | |
| vec | mean () const |
| return expected value | |
| vec | variance () const |
| return expected variance (not covariance!) | |
| virtual mat | sample_m (int N) const |
Returns N samples from density  . | |
| virtual vec | evallog_m (const mat &Val) const |
Compute log-probability of multiple values argument val. | |
| virtual mpdf * | condition (const RV &rv) const |
| Return conditional density on the given RV, the remaining rvs will be in conditioning. | |
| virtual epdf * | marginal (const RV &rv) const |
| 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  . | |
| 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
