Examples

namespace cSMCexamples

Functions

double computeLogLikelihood(long lTime, const States &stateValue)

void copyReferenceTrajectory(const arma::vec &refArma, std::vector<States> &refStd)

Variables

smc::moveset<States, smc::nullParams> *MyLGSSmove

class cSMCexamples_move : public smc::moveset<States, smc::nullParams>

#include <cSMCexamples.h>

Public Functions

void pfInitialise(States &stateValue, double &logweight, smc::nullParams &param)

void pfMove(long lTime, States &stateValue, double &logweight, smc::nullParams &param)

void pfWeight(long lTime, States &condStateValue, double &logweight, smc::nullParams &param)

inline ~cSMCexamples_move()

class Measurements

#include <cSMCexamples.h>

Public Members

arma::vec yObs

class Parameters

#include <cSMCexamples.h>

Public Members

double statePhi

double stateVarEvol

class States

#include <cSMCexamples.h>

Public Members

double xState

namespace LinReg_LA

Functions

double logLikelihood(const rad_state &value)

double logPrior(const rad_state &value)

double integrand_ps(long, const rad_state&, void*)

double width_ps(long, void*)

Variables

rad_obs data

double mean_x

long lIterates

arma::vec temps

smc::moveset<rad_state, smc::nullParams> *myMove

class LinReg_LA_move : public smc::moveset<rad_state, smc::nullParams>

#include <LinReg_LA.h>

Public Functions

void pfInitialise(rad_state &value, double &logweight, smc::nullParams &param)

void pfMove(long lTime, rad_state &value, double &logweight, smc::nullParams &param)

bool pfMCMC(long lTime, rad_state &value, double &logweight, smc::nullParams &param)

inline ~LinReg_LA_move()

class rad_obs

#include <LinReg_LA.h>

Public Members

arma::vec y

arma::vec x

class rad_state

#include <LinReg_LA.h>

Public Members

arma::vec theta

double loglike

double logprior