pf
Public Types | Public Member Functions | Private Types | List of all members
pf::bases::GenForwardMod< dimx, dimy, float_t > Class Template Referenceabstract

#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, const obs_sized_vec &ytm1)=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::GenForwardMod< 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::GenForwardMod< dimx, dimy, float_t >::fSamp ( const state_sized_vec &  xtm1,
const obs_sized_vec &  ytm1 
)
pure virtual

returns a sample from the latent Markov transition

Parameters
theprevious time's state vector
theprevious 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::GenForwardMod< dimx, dimy, float_t >::gSamp ( const state_sized_vec &  xt)
pure virtual

returns a sample for the observed series

Parameters
thecurrent time's state
theprevious 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::GenForwardMod< dimx, dimy, float_t >::muSamp ( )
pure virtual

samples from the first time's state distribution

Returns
a state-sized vector for the x1 sample
The documentation for this class was generated from the following file: