Hybrid.h File Reference

The hybrid state of a discrete mode and a component per mode (decisions.md [imm], [component-first]): Hybrid, with its collapse into one component, whole or grouped by a mode axis, its view as a mixture, its marginal, a MixtureMarginal over the modes [element-marginals], and its ComponentTraits and internal::ElementsOf, which make a hybrid state a component in its own right, so a Mixture of hybrids is the state of a mixture of interacting multiple model filters [filters-and-recursions]; and the HybridGaussian alias for the hybrid of Gaussians, the interacting multiple model filter's state. More...

#include <concepts>
#include <cstddef>
#include <expected>
#include <memory>
#include <utility>
#include <vector>
#include <EmrysFilter/Core/Allocation.h>
#include <EmrysFilter/Core/Macros.h>
#include <EmrysFilter/Core/Math.h>
#include <EmrysFilter/Core/Print.h>
#include <EmrysFilter/Core/Stamp.h>
#include <EmrysFilter/Core/Weights.h>
#include <EmrysFilter/Distributions/Categorical.h>
#include <EmrysFilter/Distributions/Component.h>
#include <EmrysFilter/Distributions/Gaussian.h>
#include <EmrysFilter/Distributions/Mixture.h>
#include <EmrysFilter/Distributions/Statistics.h>
#include <EmrysFilter/Spaces/Discrete.h>
#include <EmrysFilter/Spaces/Space.h>

Go to the source code of this file.

Classes
class	Emrys::HybridParams< Component_, ModeSpace_, Allocator_ >
	The parameters of a hybrid state: a discrete mode, and a component conditioned on each mode. More...
class	Emrys::Hybrid< Component_, ModeSpace_, Allocator_ >
	The density of a hybrid state, a checked view of its HybridParams (decisions.md [params-and-density], [view-stamp]): \( p(x, m) = P(m) \, p_m(x) \), with \( P(m) = w_m / \sum_n w_n \). More...
struct	Emrys::ComponentTraits< HybridParams< Component_, ModeSpace_, Allocator_ > >
	ComponentTraits of a hybrid state, which make it a component (decisions.md [component-first]). More...

Typedefs
template<Space Space_, DiscreteSpace ModeSpace_, RealScalar Scalar_ = double, typename Allocator_ = DefaultAllocator>
using	Emrys::HybridGaussian = Hybrid<Gaussian<Space_, Scalar_>, ModeSpace_, Allocator_>
	The Hybrid of Gaussians in covariance form, the spelling for the common case (decisions.md [component-first]): \( p(x, m) = P(m) \, \mathcal{N}(x; \mu_m, \Sigma_m) \), the density of an ImmFilter's state, and the name a mixture of hybrids takes as its component.
template<Space Space_, DiscreteSpace ModeSpace_, RealScalar Scalar_ = double, typename Allocator_ = DefaultAllocator>
using	Emrys::HybridGaussianParams = HybridParams<Gaussian<Space_, Scalar_>, ModeSpace_, Allocator_>
	The HybridParams of Gaussians in covariance form: the parameters of a HybridGaussian, an ImmFilter's state.

Detailed Description

The hybrid state of a discrete mode and a component per mode (decisions.md [imm], [component-first]): Hybrid, with its collapse into one component, whole or grouped by a mode axis, its view as a mixture, its marginal, a MixtureMarginal over the modes [element-marginals], and its ComponentTraits and internal::ElementsOf, which make a hybrid state a component in its own right, so a Mixture of hybrids is the state of a mixture of interacting multiple model filters [filters-and-recursions]; and the HybridGaussian alias for the hybrid of Gaussians, the interacting multiple model filter's state.

Read ParticleSet.h next; the design review is docs/guide/imm-filter.md.