Core

Constructing samplers with operations on the whole particle set. More...

Classes
class	vsmc::Monitor< T >
	Monitor for Monte Carlo integration. More...
class	vsmc::Particle< T >
	Particle class representing the whole particle set. More...
class	vsmc::Path< T >
	Monitor for Path sampling. More...
class	vsmc::Sampler< T >
	SMC Sampler. More...
class	vsmc::SingleParticle< T >
	A thin wrapper over a complete Particle. More...
class	vsmc::SingleParticleBase< T >
	A thin wrapper over a complete Particle. More...
class	vsmc::StateMatrix< ColMajor, Dim, T >
	Particle::value_type subtype. More...
class	vsmc::StateMatrix< RowMajor, Dim, T >
	Particle::value_type subtype. More...
class	vsmc::StateMatrixBase< Order, Dim, T >
	Base type of StateMatrix. More...
class	vsmc::StateMatrixBase< Order, Dim, T >::single_particle_type< S >
class	vsmc::Weight
	Weight class. More...
class	vsmc::WeightNull
	An empty weight set class. More...

Functions
double	vsmc::weight_ess (std::size_t N, const double *first)
	Compute the ess given normalized weights. More...
void	vsmc::weight_normalize (std::size_t N, double *first)
	Normalize weights such that the summation is one. More...
void	vsmc::weight_normalize_log (std::size_t N, double *first)
	Normalize logarithm weights such that the maximum is zero. More...

Detailed Description

Constructing samplers with operations on the whole particle set.

Function Documentation

double vsmc::weight_ess ( std::size_t  N, const double *  first  )

inline

Compute the ess given normalized weights.

Definition at line 43 of file weight.hpp.

void vsmc::weight_normalize ( std::size_t  N, double *  first  )

inline

Normalize weights such that the summation is one.

Definition at line 50 of file weight.hpp.

void vsmc::weight_normalize_log ( std::size_t  N, double *  first  )

inline

Normalize logarithm weights such that the maximum is zero.

Definition at line 57 of file weight.hpp.