#include <pf_base.h>
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using | ssv = Eigen::Matrix< float_t, dimx, 1 > |
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using | osv = Eigen::Matrix< float_t, dimy, 1 > |
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using | aPair = std::pair< std::vector< ssv >, std::vector< osv > > |
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aPair | sim_forward (unsigned int T) |
| simulates forward through time
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virtual ssv | muSamp ()=0 |
| samples from the first time's state distribution More...
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virtual ssv | fSamp (const ssv &xtm1)=0 |
| returns a sample from the latent Markov transition More...
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virtual osv | gSamp (const ssv &xt)=0 |
| returns a sample for the observed series More...
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template<size_t dimx, size_t dimy, typename float_t>
class ForwardMod< dimx, dimy, float_t >
- Author
- t
◆ fSamp()
template<size_t dimx, size_t dimy, typename float_t >
virtual ssv ForwardMod< dimx, dimy, float_t >::fSamp |
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const ssv & |
xtm1 | ) |
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pure virtual |
returns a sample from the latent Markov transition
- Returns
- a state-sized vector for the xt sample
◆ gSamp()
template<size_t dimx, size_t dimy, typename float_t >
virtual osv ForwardMod< dimx, dimy, float_t >::gSamp |
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const ssv & |
xt | ) |
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pure virtual |
returns a sample for the observed series
- Returns
◆ muSamp()
template<size_t dimx, size_t dimy, typename float_t >
virtual ssv ForwardMod< dimx, dimy, float_t >::muSamp |
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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: