eEmp Class Reference

Weighted empirical density. More...

#include <libEF.h>

Inheritance diagram for eEmp:

Inheritance graph
[legend]
Collaboration diagram for eEmp:

Collaboration graph
[legend]

List of all members.

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 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 $w$.
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 Mar 12 16:15:49 2008 for mixpp by  doxygen 1.5.3