Weight set class. More...

#include <vsmc/core/weight_set.hpp>

Public Types
typedef std::size_t	size_type

Public Member Functions
	WeightSet (size_type N)

	WeightSet (const WeightSet &)=default

	WeightSet (WeightSet &&)=default

virtual	~WeightSet ()

template<typename InputIter >
void	add_log_weight (InputIter first)
	Set normalized weight, unnormalized logarithm weight and ESS by adding to the unnormalized logarithm weights with (possible unormalized) logarithm incremental weights through an input iterator. More...

template<typename RandomIter >
void	add_log_weight (RandomIter first, int stride)
	Set normalized weight, unnormalized logarithm weight and ESS by adding to the unnormalized logarithm weights with (possible unormalized) logarithm incremental weights through a ranodm access iterator with (possible non-uniform) stride. More...

template<typename InputIter >
double	cess (InputIter first, bool use_log) const
	Compute CESS given (log) incremental weights. More...

template<typename RandomIter >
double	cess (RandomIter first, int stride, bool use_log) const
	Compute CESS given (log) incremental weights. More...

template<typename URNG >
size_type	draw (URNG &eng) const
	Draw a sample according to the weights. More...

double	ess () const
	ESS of the particle collection based on the current weights. More...

template<typename InputIter >
double	ess (InputIter first, bool use_log) const
	Compute ESS given (log) incremental weights. More...

template<typename RandomIter >
double	ess (RandomIter first, int stride, bool use_log) const
	Compute ESS given (log) incremental weights. More...

double	log_weight (size_type id) const
	Get the unnormalized logarithm weight of the id'th particle. More...

const double *	log_weight_data () const
	Read only access to the raw data of logarithm weight. More...

template<typename InputIter >
void	mul_weight (InputIter first)
	Set normalized weight, unnormalized logarithm weight and ESS by multiply the normalized weight with (possible unnormalized) incremental weights through an input iterator. More...

template<typename RandomIter >
void	mul_weight (RandomIter first, int stride)
	Set normalized weight, unnormalized logarithm weight and ESS by multiply the normalized weight with (possible unnormalized) incremental weights through a random access iterator with (possible non-uniform) stride. More...

WeightSet &	operator= (const WeightSet &)=default

WeightSet &	operator= (WeightSet &&)=default

template<typename OutputIter >
void	read_log_weight (OutputIter first) const
	Read unnormalized logarithm weights through an output iterator. More...

template<typename RandomIter >
void	read_log_weight (RandomIter first, int stride) const
	Read unnormalized logarithm weights through a random access iterator with (possible non-uniform stride) More...

virtual void	read_resample_weight (double *first) const
	Read normalized weights through an output iterator for the purpose of resampling. More...

template<typename OutputIter >
void	read_weight (OutputIter first) const
	Read normalized weights through an output iterator. More...

template<typename RandomIter >
void	read_weight (RandomIter first, int stride) const
	Read normalized weights through a random access iterator with (possible non-uniform stride) More...

virtual size_type	resample_size () const
	Size of the weight set for the purpose of resampling. More...

virtual const double *	resample_weight_data () const
	Read only access to the resampling weights. More...

void	set_equal_weight ()
	Set normalized weight, unnormalized logarithm weight and ESS such that each particle has a equal weight. More...

template<typename InputIter >
void	set_log_weight (InputIter first)
	Set normalized weight, unnormalized logarithm weight and ESS by changing the (possible unnormalized) logarithm weights directly through an input iterator. More...

template<typename RandomIter >
void	set_log_weight (RandomIter first, int stride)
	Set normalized weight, unnormalized logarithm weight and ESS by changing the (possible unnormalized) logarithm weights directly through a random access iterator with (possible non-uniform) stride. More...

template<typename InputIter >
void	set_weight (InputIter first)
	Set normalized weight, unnormalized logarithm weight and ESS by changing the (possible unnormalized) weights directly through an input iterator. More...

template<typename RandomIter >
void	set_weight (RandomIter first, int stride)
	Set normalized weight, unnormalized logarithm weight and ESS by changing the (possible unnormalized) weights directly through a random access iterator with (possible non-uniform) stride. More...

size_type	size () const

double	weight (size_type id) const
	Get the normalized weight of the id'th particle. More...

const double *	weight_data () const
	Read only access to the raw data of weight. More...

Protected Member Functions
virtual double	compute_cess (const double *first, bool use_log) const
	Compute CESS given (logarithm) unormalized incremental weights. More...

virtual double	compute_ess (const double *first, bool use_log) const
	Compute ESS given (logarithm) unormalzied incremental weights. More...

virtual void	log_weight2weight ()
	Compute unormalized logarithm weights from normalized weights. More...

double *	mutable_log_weight_data ()

double *	mutable_weight_data ()

virtual void	normalize_log_weight ()
	Normalize logarithm weights such that the maximum is zero. More...

virtual void	normalize_weight ()
	Normalize weights such that the summation is one. More...

void	set_ess (double e)

virtual void	weight2log_weight ()
	Compute unormalized weights from normalized logarithm weights. More...

Detailed Description

Weight set class.

Definition at line 43 of file weight_set.hpp.

Member Typedef Documentation

typedef std::size_t vsmc::WeightSet::size_type

Definition at line 47 of file weight_set.hpp.

Constructor & Destructor Documentation

vsmc::WeightSet::WeightSet ( size_type N )

inlineexplicit

Definition at line 49 of file weight_set.hpp.

vsmc::WeightSet::WeightSet ( const WeightSet & )

default

vsmc::WeightSet::WeightSet ( WeightSet && )

default

virtual vsmc::WeightSet::~WeightSet ( )

inlinevirtual

Definition at line 94 of file weight_set.hpp.

Member Function Documentation

template<typename InputIter >

void vsmc::WeightSet::add_log_weight ( InputIter first )

inline

Set normalized weight, unnormalized logarithm weight and ESS by adding to the unnormalized logarithm weights with (possible unormalized) logarithm incremental weights through an input iterator.

Definition at line 295 of file weight_set.hpp.

template<typename RandomIter >

void vsmc::WeightSet::add_log_weight	(	RandomIter	first,
		int	stride
	)

inline

Set normalized weight, unnormalized logarithm weight and ESS by adding to the unnormalized logarithm weights with (possible unormalized) logarithm incremental weights through a ranodm access iterator with (possible non-uniform) stride.

Definition at line 308 of file weight_set.hpp.

template<typename InputIter >

double vsmc::WeightSet::cess	(	InputIter	first,
		bool	use_log
	)		const

inline

Compute CESS given (log) incremental weights.

Definition at line 131 of file weight_set.hpp.

template<typename RandomIter >

double vsmc::WeightSet::cess	(	RandomIter	first,
		int	stride,
		bool	use_log
	)		const

inline

Compute CESS given (log) incremental weights.

Definition at line 147 of file weight_set.hpp.

virtual double vsmc::WeightSet::compute_cess	(	const double *	first,
		bool	use_log
	)		const

inlineprotectedvirtual

Compute CESS given (logarithm) unormalized incremental weights.

Definition at line 395 of file weight_set.hpp.

virtual double vsmc::WeightSet::compute_ess	(	const double *	first,
		bool	use_log
	)		const

inlineprotectedvirtual

Compute ESS given (logarithm) unormalzied incremental weights.

Definition at line 369 of file weight_set.hpp.

template<typename URNG >

size_type vsmc::WeightSet::draw ( URNG & eng ) const

inline

Draw a sample according to the weights.

Definition at line 318 of file weight_set.hpp.

double vsmc::WeightSet::ess ( ) const

inline

ESS of the particle collection based on the current weights.

Definition at line 99 of file weight_set.hpp.

template<typename InputIter >

double vsmc::WeightSet::ess	(	InputIter	first,
		bool	use_log
	)		const

inline

Compute ESS given (log) incremental weights.

Definition at line 103 of file weight_set.hpp.

template<typename RandomIter >

double vsmc::WeightSet::ess	(	RandomIter	first,
		int	stride,
		bool	use_log
	)		const

inline

Compute ESS given (log) incremental weights.

Definition at line 119 of file weight_set.hpp.

double vsmc::WeightSet::log_weight ( size_type id ) const

inline

Get the unnormalized logarithm weight of the id'th particle.

Definition at line 199 of file weight_set.hpp.

virtual void vsmc::WeightSet::log_weight2weight ( )

inlineprotectedvirtual

Compute unormalized logarithm weights from normalized weights.

Definition at line 339 of file weight_set.hpp.

const double* vsmc::WeightSet::log_weight_data ( ) const

inline

Read only access to the raw data of logarithm weight.

Definition at line 328 of file weight_set.hpp.

template<typename InputIter >

void vsmc::WeightSet::mul_weight ( InputIter first )

inline

Set normalized weight, unnormalized logarithm weight and ESS by multiply the normalized weight with (possible unnormalized) incremental weights through an input iterator.

Definition at line 242 of file weight_set.hpp.

template<typename RandomIter >

void vsmc::WeightSet::mul_weight	(	RandomIter	first,
		int	stride
	)

inline

Set normalized weight, unnormalized logarithm weight and ESS by multiply the normalized weight with (possible unnormalized) incremental weights through a random access iterator with (possible non-uniform) stride.

Definition at line 255 of file weight_set.hpp.

double* vsmc::WeightSet::mutable_log_weight_data ( )

inlineprotected

Definition at line 336 of file weight_set.hpp.

double* vsmc::WeightSet::mutable_weight_data ( )

inlineprotected

Definition at line 334 of file weight_set.hpp.

virtual void vsmc::WeightSet::normalize_log_weight ( )

inlineprotectedvirtual

Normalize logarithm weights such that the maximum is zero.

Definition at line 347 of file weight_set.hpp.

virtual void vsmc::WeightSet::normalize_weight ( )

inlineprotectedvirtual

Normalize weights such that the summation is one.

Definition at line 360 of file weight_set.hpp.

WeightSet& vsmc::WeightSet::operator= ( const WeightSet & )

default

WeightSet& vsmc::WeightSet::operator= ( WeightSet && )

default

template<typename OutputIter >

void vsmc::WeightSet::read_log_weight ( OutputIter first ) const

inline

Read unnormalized logarithm weights through an output iterator.

Definition at line 182 of file weight_set.hpp.

template<typename RandomIter >

void vsmc::WeightSet::read_log_weight	(	RandomIter	first,
		int	stride
	)		const

inline

Read unnormalized logarithm weights through a random access iterator with (possible non-uniform stride)

Definition at line 188 of file weight_set.hpp.

virtual void vsmc::WeightSet::read_resample_weight ( double * first ) const

inlinevirtual

Read normalized weights through an output iterator for the purpose of resampling.

Definition at line 162 of file weight_set.hpp.

template<typename OutputIter >

void vsmc::WeightSet::read_weight ( OutputIter first ) const

inline

Read normalized weights through an output iterator.

Definition at line 167 of file weight_set.hpp.

template<typename RandomIter >

void vsmc::WeightSet::read_weight	(	RandomIter	first,
		int	stride
	)		const

inline

Read normalized weights through a random access iterator with (possible non-uniform stride)

Definition at line 173 of file weight_set.hpp.

virtual size_type vsmc::WeightSet::resample_size ( ) const

inlinevirtual

Size of the weight set for the purpose of resampling.

Definition at line 158 of file weight_set.hpp.

virtual const double* vsmc::WeightSet::resample_weight_data ( ) const

inlinevirtual

Read only access to the resampling weights.

Definition at line 322 of file weight_set.hpp.

void vsmc::WeightSet::set_equal_weight ( )

inline

Set normalized weight, unnormalized logarithm weight and ESS such that each particle has a equal weight.

Definition at line 203 of file weight_set.hpp.

void vsmc::WeightSet::set_ess ( double e )

inlineprotected

Definition at line 332 of file weight_set.hpp.

template<typename InputIter >

void vsmc::WeightSet::set_log_weight ( InputIter first )

inline

Set normalized weight, unnormalized logarithm weight and ESS by changing the (possible unnormalized) logarithm weights directly through an input iterator.

Definition at line 267 of file weight_set.hpp.

template<typename RandomIter >

void vsmc::WeightSet::set_log_weight	(	RandomIter	first,
		int	stride
	)

inline

Set normalized weight, unnormalized logarithm weight and ESS by changing the (possible unnormalized) logarithm weights directly through a random access iterator with (possible non-uniform) stride.

Definition at line 283 of file weight_set.hpp.

template<typename InputIter >

void vsmc::WeightSet::set_weight ( InputIter first )

inline

Set normalized weight, unnormalized logarithm weight and ESS by changing the (possible unnormalized) weights directly through an input iterator.

Definition at line 214 of file weight_set.hpp.

template<typename RandomIter >

void vsmc::WeightSet::set_weight	(	RandomIter	first,
		int	stride
	)

inline

Set normalized weight, unnormalized logarithm weight and ESS by changing the (possible unnormalized) weights directly through a random access iterator with (possible non-uniform) stride.

Definition at line 230 of file weight_set.hpp.

size_type vsmc::WeightSet::size ( ) const

inline

Definition at line 96 of file weight_set.hpp.

double vsmc::WeightSet::weight ( size_type id ) const

inline

Get the normalized weight of the id'th particle.

Definition at line 196 of file weight_set.hpp.

virtual void vsmc::WeightSet::weight2log_weight ( )

inlineprotectedvirtual

Compute unormalized weights from normalized logarithm weights.

Definition at line 343 of file weight_set.hpp.

const double* vsmc::WeightSet::weight_data ( ) const

inline

Read only access to the raw data of weight.

Definition at line 325 of file weight_set.hpp.

Public Types

Public Member Functions

Protected Member Functions

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation