pf
ForwardMod< dimx, dimy, float_t > Class Template Referenceabstract

#include <pf_base.h>

Public Types

using ssv = Eigen::Matrix< float_t, dimx, 1 >
 
using osv = Eigen::Matrix< float_t, dimy, 1 >
 
using aPair = std::pair< std::vector< ssv >, std::vector< osv > >
 

Public Member Functions

aPair sim_forward (unsigned int T)
 simulates forward through time
 
virtual ssv muSamp ()=0
 samples from the first time's state distribution More...
 
virtual ssv fSamp (const ssv &xtm1)=0
 returns a sample from the latent Markov transition More...
 
virtual osv gSamp (const ssv &xt)=0
 returns a sample for the observed series More...
 

Detailed Description

template<size_t dimx, size_t dimy, typename float_t>
class ForwardMod< dimx, dimy, float_t >

Author
t

Member Function Documentation

◆ fSamp()

template<size_t dimx, size_t dimy, typename float_t >
virtual ssv ForwardMod< dimx, dimy, float_t >::fSamp ( const ssv &  xtm1)
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 ( const ssv &  xt)
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 ( )
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: