pf::bases::ForwardMod< dimx, dimy, float_t > Class Template Reference

#include <pf_base.h>

Public Types
using	aPair = std::pair< std::vector< state_sized_vec >, std::vector< obs_sized_vec > >

Public Member Functions
aPair	sim_forward (unsigned int T)
	simulates once forward through time from p(x_{1:T}, y_{1:T} | theta)
virtual state_sized_vec	muSamp ()=0
	samples from the first time's state distribution More...
virtual state_sized_vec	fSamp (const state_sized_vec &xtm1)=0
	returns a sample from the latent Markov transition More...
virtual obs_sized_vec	gSamp (const state_sized_vec &xt)=0
	returns a sample for the observed series More...

Private Types
using	obs_sized_vec = Eigen::Matrix< float_t, dimy, 1 >
using	state_sized_vec = Eigen::Matrix< float_t, dimx, 1 >

Detailed Description

template<size_t dimx, size_t dimy, typename float_t>
class pf::bases::ForwardMod< dimx, dimy, float_t >

Author

Taylor

Member Function Documentation

fSamp()

template<size_t dimx, size_t dimy, typename float_t >

virtual state_sized_vec pf::bases::ForwardMod< dimx, dimy, float_t >::fSamp ( const state_sized_vec &  xtm1 )

pure virtual

returns a sample from the latent Markov transition

Parameters

the	previous time's state vector
the	previous time's observation

Returns

a state-sized vector for the xt sample

gSamp()

template<size_t dimx, size_t dimy, typename float_t >

virtual obs_sized_vec pf::bases::ForwardMod< dimx, dimy, float_t >::gSamp ( const state_sized_vec &  xt )

pure virtual

returns a sample for the observed series

Parameters

the	current time's state
the	previous time's observation

Returns

a sample for the observation at this time step

muSamp()

template<size_t dimx, size_t dimy, typename float_t >

virtual state_sized_vec pf::bases::ForwardMod< dimx, dimy, float_t >::muSamp ( )

pure virtual

samples from the first time's state distribution

Returns

a state-sized vector for the x1 sample

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

• include/pf/pf_base.h