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

#include <pf_base.h>

Public Types
using	timePair = std::pair< std::array< state_sized_vec, nparts >, std::array< obs_sized_vec, nparts > >
using	manyPairs = std::vector< timePair >
using	obsPaths = std::vector< std::array< obs_sized_vec, nparts > >
using	statePaths = std::vector< std::array< state_sized_vec, nparts > >

Public Member Functions
manyPairs	sim_future (unsigned int num_time_steps, const obs_sized_vec &yt)
	simulates future state and observations paths from p(x_{t+1:T},y_{t+1:T} | y_{1:t}, theta) More...
obsPaths	sim_future_obs (unsigned int num_time_steps, const obs_sized_vec &yt)
	simulates future observation paths from p(y_{t+1:T} | y_{1:t}, theta) More...
statePaths	sim_future_states (unsigned int num_time_steps, const obs_sized_vec &yt)
	simulates future state paths from p(x_{t+1:T} | y_{1:t}, theta) More...
virtual std::array< state_sized_vec, nparts >	get_uwtd_samps () const =0
	gets the most recent unweighted samples, to be fed into sim_future()
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, size_t nparts>
class pf::bases::GenFutureSimulator< dimx, dimy, float_t, nparts >

Author

Taylor

Member Function Documentation

fSamp()

template<size_t dimx, size_t dimy, typename float_t , size_t nparts>

virtual state_sized_vec pf::bases::GenFutureSimulator< dimx, dimy, float_t, nparts >::fSamp ( const state_sized_vec &  xtm1, const obs_sized_vec &  ytm1  )

pure virtual

returns a sample from the latent Markov transition

Parameters

the	previous time's state value
the	previous time's observed value

Returns

a state-sized vector for the xt sample

gSamp()

template<size_t dimx, size_t dimy, typename float_t , size_t nparts>

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

pure virtual

returns a sample for the observed series

Parameters

the	current time step's state value

Returns

an observation sample for the current time step

sim_future()

template<size_t dimx, size_t dimy, typename float_t , size_t nparts>

auto pf::bases::GenFutureSimulator< dimx, dimy, float_t, nparts >::sim_future	(	unsigned int	num_time_steps,
		const obs_sized_vec &	yt
	)

simulates future state and observations paths from p(x_{t+1:T},y_{t+1:T} | y_{1:t}, theta)

Parameters

number	of time steps into the future you want to simulate
the	most recent observation that you have available

Returns

one state path and one observation path for each state sample

sim_future_obs()

template<size_t dimx, size_t dimy, typename float_t , size_t nparts>

auto pf::bases::GenFutureSimulator< dimx, dimy, float_t, nparts >::sim_future_obs	(	unsigned int	num_time_steps,
		const obs_sized_vec &	yt
	)

simulates future observation paths from p(y_{t+1:T} | y_{1:t}, theta)

Parameters

number	of time steps into the future you want to simulate
the	most recent observation that you have available

Returns

one observation path for each state sample

sim_future_states()

template<size_t dimx, size_t dimy, typename float_t , size_t nparts>

auto pf::bases::GenFutureSimulator< dimx, dimy, float_t, nparts >::sim_future_states	(	unsigned int	num_time_steps,
		const obs_sized_vec &	yt
	)

simulates future state paths from p(x_{t+1:T} | y_{1:t}, theta)

Parameters

number	of time steps into the future you want to simulate
the	most recent observation that you have available

Returns

one state path for each state sample

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

• include/pf/pf_base.h