1 | /*! |
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2 | \file |
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3 | \brief Robust Bayesian auto-regression model |
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4 | \author Jan Sindelar. |
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5 | */ |
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6 | |
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7 | #ifndef ROBUST_H |
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8 | #define ROBUST_H |
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9 | |
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10 | #include <stat/exp_family.h> |
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11 | #include <limits> |
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12 | #include <vector> |
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13 | #include <list> |
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14 | #include <algorithm> |
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15 | |
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16 | using namespace bdm; |
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17 | using namespace std; |
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18 | using namespace itpp; |
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19 | |
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20 | const double max_range = numeric_limits<double>::max()/10e-5; |
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21 | |
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22 | enum actions {MERGE, SPLIT}; |
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23 | |
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24 | class polyhedron; |
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25 | class vertex; |
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26 | |
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27 | /// A class describing a single polyhedron of the split complex. From a collection of such classes a Hasse diagram |
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28 | /// of the structure in the exponent of a Laplace-Inverse-Gamma density will be created. |
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29 | class polyhedron |
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30 | { |
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31 | /// A property having a value of 1 usually, with higher value only if the polyhedron arises as a coincidence of |
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32 | /// more than just the necessary number of conditions. For example if a newly created line passes through an already |
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33 | /// existing point, the points multiplicity will rise by 1. |
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34 | int multiplicity; |
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35 | |
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36 | int split_state; |
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37 | |
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38 | int merge_state; |
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39 | |
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40 | |
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41 | |
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42 | public: |
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43 | /// A list of polyhedrons parents within the Hasse diagram. |
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44 | list<polyhedron*> parents; |
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45 | |
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46 | /// A list of polyhedrons children withing the Hasse diagram. |
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47 | list<polyhedron*> children; |
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48 | |
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49 | /// All the vertices of the given polyhedron |
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50 | list<vertex*> vertices; |
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51 | |
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52 | /// A list used for storing children that lie in the positive region related to a certain condition |
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53 | list<polyhedron*> positivechildren; |
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54 | |
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55 | /// A list used for storing children that lie in the negative region related to a certain condition |
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56 | list<polyhedron*> negativechildren; |
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57 | |
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58 | /// Children intersecting the condition |
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59 | list<polyhedron*> neutralchildren; |
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60 | |
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61 | list<polyhedron*> totallyneutralgrandchildren; |
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62 | |
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63 | list<polyhedron*> totallyneutralchildren; |
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64 | |
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65 | bool totally_neutral; |
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66 | |
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67 | list<polyhedron*> mergechildren; |
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68 | |
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69 | polyhedron* positiveparent; |
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70 | |
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71 | polyhedron* negativeparent; |
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72 | |
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73 | int message_counter; |
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74 | |
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75 | /// List of triangulation polyhedrons of the polyhedron given by their relative vertices. |
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76 | list<list<vertex*>> triangulations; |
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77 | |
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78 | /// A list of relative addresses serving for Hasse diagram construction. |
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79 | list<int> kids_rel_addresses; |
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80 | |
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81 | /// Default constructor |
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82 | polyhedron() |
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83 | { |
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84 | multiplicity = 1; |
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85 | |
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86 | message_counter = 0; |
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87 | |
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88 | totally_neutral = NULL; |
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89 | } |
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90 | |
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91 | /// Setter for raising multiplicity |
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92 | void raise_multiplicity() |
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93 | { |
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94 | multiplicity++; |
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95 | } |
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96 | |
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97 | /// Setter for lowering multiplicity |
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98 | void lower_multiplicity() |
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99 | { |
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100 | multiplicity--; |
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101 | } |
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102 | |
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103 | /// An obligatory operator, when the class is used within a C++ STL structure like a vector |
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104 | int operator==(polyhedron polyhedron2) |
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105 | { |
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106 | return true; |
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107 | } |
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108 | |
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109 | /// An obligatory operator, when the class is used within a C++ STL structure like a vector |
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110 | int operator<(polyhedron polyhedron2) |
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111 | { |
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112 | return false; |
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113 | } |
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114 | |
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115 | |
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116 | |
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117 | void set_state(double state_indicator, actions action) |
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118 | { |
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119 | switch(action) |
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120 | { |
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121 | case MERGE: |
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122 | merge_state = (int)sign(state_indicator); |
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123 | break; |
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124 | case SPLIT: |
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125 | split_state = (int)sign(state_indicator); |
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126 | break; |
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127 | } |
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128 | } |
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129 | |
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130 | int get_state(actions action) |
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131 | { |
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132 | switch(action) |
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133 | { |
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134 | case MERGE: |
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135 | return merge_state; |
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136 | break; |
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137 | case SPLIT: |
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138 | return split_state; |
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139 | break; |
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140 | } |
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141 | } |
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142 | |
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143 | int number_of_children() |
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144 | { |
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145 | return children.size(); |
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146 | } |
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147 | |
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148 | |
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149 | }; |
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150 | |
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151 | /// A class for representing 0-dimensional polyhedron - a vertex. It will be located in the bottom row of the Hasse |
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152 | /// diagram representing a complex of polyhedrons. It has its coordinates in the parameter space. |
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153 | class vertex : public polyhedron |
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154 | { |
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155 | /// A dynamic array representing coordinates of the vertex |
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156 | vec coordinates; |
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157 | |
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158 | |
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159 | |
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160 | public: |
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161 | |
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162 | |
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163 | |
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164 | /// Default constructor |
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165 | vertex(); |
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166 | |
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167 | /// Constructor of a vertex from a set of coordinates |
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168 | vertex(vec coordinates) |
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169 | { |
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170 | this->coordinates = coordinates; |
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171 | } |
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172 | |
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173 | /// A method that widens the set of coordinates of given vertex. It is used when a complex in a parameter |
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174 | /// space of certain dimension is established, but the dimension is not known when the vertex is created. |
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175 | void push_coordinate(double coordinate) |
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176 | { |
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177 | coordinates = concat(coordinates,coordinate); |
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178 | } |
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179 | |
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180 | /// A method obtaining the set of coordinates of a vertex. These coordinates are not obtained as a pointer |
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181 | /// (not given by reference), but a new copy is created (they are given by value). |
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182 | vec get_coordinates() |
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183 | { |
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184 | return coordinates; |
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185 | } |
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186 | |
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187 | |
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188 | }; |
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189 | |
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190 | /// A class representing a polyhedron in a top row of the complex. Such polyhedron has a condition that differitiates |
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191 | /// it from polyhedrons in other rows. |
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192 | class toprow : public polyhedron |
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193 | { |
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194 | |
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195 | public: |
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196 | /// A condition used for determining the function of a Laplace-Inverse-Gamma density resulting from Bayesian estimation |
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197 | vec condition; |
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198 | |
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199 | /// Default constructor |
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200 | toprow(){}; |
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201 | |
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202 | /// Constructor creating a toprow from the condition |
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203 | toprow(vec condition) |
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204 | { |
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205 | this->condition = condition; |
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206 | } |
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207 | |
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208 | }; |
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209 | |
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210 | class condition |
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211 | { |
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212 | public: |
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213 | vec value; |
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214 | |
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215 | int multiplicity; |
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216 | |
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217 | condition(vec value) |
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218 | { |
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219 | this->value = value; |
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220 | multiplicity = 1; |
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221 | } |
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222 | }; |
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223 | |
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224 | |
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225 | //! Conditional(e) Multicriteria-Laplace-Inverse-Gamma distribution density |
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226 | class emlig // : eEF |
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227 | { |
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228 | |
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229 | /// A statistic in a form of a Hasse diagram representing a complex of convex polyhedrons obtained as a result |
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230 | /// of data update from Bayesian estimation or set by the user if this emlig is a prior density |
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231 | vector<list<polyhedron*>> statistic; |
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232 | |
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233 | vector<list<polyhedron*>> for_splitting; |
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234 | |
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235 | vector<list<polyhedron*>> for_merging; |
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236 | |
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237 | list<condition*> conditions; |
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238 | |
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239 | double normalization_factor; |
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240 | |
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241 | void alter_toprow_conditions(vec condition, bool should_be_added) |
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242 | { |
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243 | for(list<polyhedron*>::iterator horiz_ref = (statistic.end()--)->begin();horiz_ref!=(statistic.end()--)->end();horiz_ref++) |
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244 | { |
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245 | double product = 0; |
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246 | |
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247 | list<vertex*>::iterator vertex_ref = (*horiz_ref)->vertices.begin(); |
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248 | |
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249 | do |
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250 | { |
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251 | product = (*vertex_ref)->get_coordinates()*condition; |
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252 | } |
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253 | while(product == 0); |
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254 | |
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255 | if((product>0 && should_be_added)||(product<0 && !should_be_added)) |
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256 | { |
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257 | ((toprow*) (*horiz_ref))->condition += condition; |
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258 | } |
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259 | else |
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260 | { |
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261 | ((toprow*) (*horiz_ref))->condition -= condition; |
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262 | } |
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263 | } |
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264 | } |
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265 | |
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266 | |
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267 | void send_state_message(polyhedron* sender, vec toadd, vec toremove, int level) |
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268 | { |
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269 | |
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270 | bool shouldmerge = (toremove.size() != 0); |
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271 | bool shouldsplit = (toadd.size() != 0); |
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272 | |
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273 | if(shouldsplit||shouldmerge) |
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274 | { |
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275 | for(list<polyhedron*>::iterator parent_iterator = sender->parents.begin();parent_iterator!=sender->parents.end();parent_iterator++) |
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276 | { |
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277 | polyhedron* current_parent = *parent_iterator; |
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278 | |
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279 | current_parent->message_counter++; |
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280 | |
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281 | bool is_last = (current_parent->message_counter == current_parent->number_of_children()); |
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282 | |
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283 | if(shouldmerge) |
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284 | { |
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285 | int child_state = sender->get_state(MERGE); |
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286 | int parent_state = current_parent->get_state(MERGE); |
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287 | |
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288 | if(parent_state == 0) |
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289 | { |
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290 | current_parent->set_state(child_state, MERGE); |
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291 | |
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292 | if(child_state == 0) |
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293 | { |
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294 | current_parent->mergechildren.push_back(sender); |
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295 | } |
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296 | } |
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297 | else |
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298 | { |
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299 | if(child_state == 0) |
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300 | { |
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301 | if(parent_state > 0) |
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302 | { |
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303 | sender->positiveparent = current_parent; |
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304 | } |
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305 | else |
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306 | { |
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307 | sender->negativeparent = current_parent; |
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308 | } |
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309 | } |
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310 | } |
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311 | |
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312 | if(is_last) |
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313 | { |
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314 | if(parent_state > 0) |
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315 | { |
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316 | for(list<polyhedron*>::iterator merge_child = current_parent->mergechildren.begin(); merge_child != current_parent->mergechildren.end();merge_child++) |
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317 | { |
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318 | (*merge_child)->positiveparent = current_parent; |
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319 | } |
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320 | } |
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321 | |
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322 | if(parent_state < 0) |
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323 | { |
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324 | for(list<polyhedron*>::iterator merge_child = current_parent->mergechildren.begin(); merge_child != current_parent->mergechildren.end();merge_child++) |
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325 | { |
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326 | (*merge_child)->negativeparent = current_parent; |
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327 | } |
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328 | } |
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329 | |
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330 | if(parent_state == 0) |
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331 | { |
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332 | for_merging[level+1].push_back(current_parent); |
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333 | } |
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334 | |
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335 | current_parent->mergechildren.clear(); |
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336 | } |
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337 | |
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338 | |
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339 | } |
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340 | |
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341 | if(shouldsplit) |
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342 | { |
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343 | current_parent->totallyneutralgrandchildren.insert(current_parent->totallyneutralgrandchildren.end(),sender->totallyneutralchildren.begin(),sender->totallyneutralchildren.end()); |
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344 | |
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345 | switch(sender->get_state(SPLIT)) |
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346 | { |
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347 | case 1: |
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348 | current_parent->positivechildren.push_back(sender); |
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349 | break; |
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350 | case 0: |
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351 | current_parent->neutralchildren.push_back(sender); |
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352 | |
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353 | if(current_parent->totally_neutral == NULL) |
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354 | { |
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355 | current_parent->totally_neutral = sender->totally_neutral; |
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356 | } |
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357 | else |
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358 | { |
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359 | current_parent->totally_neutral = current_parent->totally_neutral && sender->totally_neutral; |
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360 | } |
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361 | |
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362 | if(sender->totally_neutral) |
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363 | { |
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364 | current_parent->totallyneutralchildren.push_back(sender); |
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365 | } |
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366 | |
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367 | break; |
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368 | case -1: |
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369 | current_parent->negativechildren.push_back(sender); |
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370 | break; |
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371 | } |
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372 | |
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373 | if(is_last) |
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374 | { |
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375 | unique(current_parent->totallyneutralgrandchildren.begin(),current_parent->totallyneutralgrandchildren.end()); |
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376 | |
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377 | if((current_parent->negativechildren.size()>0&¤t_parent->positivechildren.size()>0)|| |
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378 | (current_parent->neutralchildren.size()>0&¤t_parent->totally_neutral==false)) |
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379 | { |
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380 | |
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381 | for_splitting[level+1].push_back(current_parent); |
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382 | |
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383 | current_parent->set_state(0, SPLIT); |
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384 | } |
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385 | else |
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386 | { |
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387 | if(current_parent->negativechildren.size()>0) |
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388 | { |
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389 | current_parent->set_state(-1, SPLIT); |
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390 | |
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391 | ((toprow*)current_parent)->condition-=toadd; |
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392 | } |
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393 | else if(current_parent->positivechildren.size()>0) |
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394 | { |
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395 | current_parent->set_state(1, SPLIT); |
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396 | |
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397 | ((toprow*)current_parent)->condition+=toadd; |
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398 | } |
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399 | else |
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400 | { |
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401 | current_parent->raise_multiplicity(); |
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402 | } |
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403 | |
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404 | current_parent->positivechildren.clear(); |
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405 | current_parent->negativechildren.clear(); |
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406 | current_parent->neutralchildren.clear(); |
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407 | current_parent->totallyneutralchildren.clear(); |
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408 | current_parent->totallyneutralgrandchildren.clear(); |
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409 | current_parent->totally_neutral = NULL; |
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410 | } |
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411 | } |
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412 | } |
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413 | |
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414 | if(is_last) |
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415 | { |
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416 | send_state_message(current_parent,toadd,toremove,level+1); |
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417 | } |
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418 | |
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419 | } |
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420 | |
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421 | } |
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422 | } |
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423 | |
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424 | public: |
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425 | |
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426 | /// A default constructor creates an emlig with predefined statistic representing only the range of the given |
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427 | /// parametric space, where the number of parameters of the needed model is given as a parameter to the constructor. |
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428 | emlig(int number_of_parameters) |
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429 | { |
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430 | create_statistic(number_of_parameters); |
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431 | |
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432 | for(vector<list<polyhedron*>>::iterator local_iter = statistic.begin();local_iter<statistic.end();local_iter++) |
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433 | { |
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434 | list<polyhedron*> empty_split; |
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435 | list<polyhedron*> empty_merge; |
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436 | |
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437 | for_splitting.push_back(empty_split); |
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438 | for_merging.push_back(empty_merge); |
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439 | } |
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440 | } |
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441 | |
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442 | /// A constructor for creating an emlig when the user wants to create the statistic by himself. The creation of a |
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443 | /// statistic is needed outside the constructor. Used for a user defined prior distribution on the parameters. |
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444 | emlig(vector<list<polyhedron*>> statistic) |
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445 | { |
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446 | this->statistic = statistic; |
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447 | } |
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448 | |
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449 | void add_condition(vec toadd) |
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450 | { |
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451 | vec null_vector = ""; |
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452 | |
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453 | add_and_remove_condition(toadd, null_vector); |
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454 | } |
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455 | |
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456 | void remove_condition(vec toremove) |
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457 | { |
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458 | vec null_vector = ""; |
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459 | |
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460 | add_and_remove_condition(null_vector, toremove); |
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461 | |
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462 | } |
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463 | |
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464 | void add_and_remove_condition(vec toadd, vec toremove) |
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465 | { |
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466 | bool should_remove = (toremove.size() != 0); |
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467 | bool should_add = (toadd.size() != 0); |
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468 | |
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469 | list<condition*>::iterator toremove_ref = conditions.end(); |
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470 | bool condition_should_be_added = false; |
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471 | |
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472 | for(list<condition*>::iterator ref = conditions.begin();ref!=conditions.end();ref++) |
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473 | { |
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474 | if(should_remove) |
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475 | { |
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476 | if((*ref)->value == toremove) |
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477 | { |
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478 | if((*ref)->multiplicity>1) |
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479 | { |
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480 | (*ref)->multiplicity--; |
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481 | |
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482 | alter_toprow_conditions(toremove,false); |
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483 | |
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484 | should_remove = false; |
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485 | } |
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486 | else |
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487 | { |
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488 | toremove_ref = ref; |
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489 | } |
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490 | } |
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491 | } |
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492 | |
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493 | if(should_add) |
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494 | { |
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495 | if((*ref)->value == toadd) |
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496 | { |
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497 | (*ref)->multiplicity++; |
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498 | |
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499 | alter_toprow_conditions(toadd,true); |
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500 | |
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501 | should_add = false; |
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502 | } |
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503 | else |
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504 | { |
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505 | condition_should_be_added = true; |
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506 | } |
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507 | } |
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508 | } |
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509 | |
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510 | if(toremove_ref!=conditions.end()) |
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511 | { |
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512 | conditions.erase(toremove_ref); |
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513 | } |
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514 | |
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515 | if(condition_should_be_added) |
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516 | { |
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517 | conditions.push_back(new condition(toadd)); |
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518 | } |
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519 | |
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520 | |
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521 | |
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522 | for(list<polyhedron*>::iterator horizontal_position = statistic.begin()->begin();horizontal_position!=statistic.begin()->end();horizontal_position++) |
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523 | { |
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524 | vertex* current_vertex = (vertex*)(*horizontal_position); |
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525 | |
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526 | if(should_add||should_remove) |
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527 | { |
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528 | vec appended_vec = current_vertex->get_coordinates(); |
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529 | appended_vec.ins(0,-1.0); |
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530 | |
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531 | if(should_add) |
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532 | { |
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533 | double local_condition = toadd*appended_vec; |
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534 | |
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535 | current_vertex->set_state(local_condition,SPLIT); |
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536 | |
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537 | if(local_condition == 0) |
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538 | { |
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539 | current_vertex->totally_neutral = true; |
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540 | |
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541 | current_vertex->raise_multiplicity(); |
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542 | } |
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543 | } |
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544 | |
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545 | if(should_remove) |
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546 | { |
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547 | double local_condition = toremove*appended_vec; |
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548 | |
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549 | current_vertex->set_state(local_condition,MERGE); |
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550 | |
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551 | if(local_condition == 0) |
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552 | { |
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553 | for_merging[0].push_back(current_vertex); |
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554 | } |
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555 | } |
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556 | } |
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557 | |
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558 | send_state_message(current_vertex, toadd, toremove, 0); |
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559 | } |
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560 | |
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561 | if(should_add) |
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562 | { |
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563 | for(vector<list<polyhedron*>>::iterator vert_ref = for_splitting.begin();vert_ref<for_splitting.end();vert_ref++) |
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564 | { |
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565 | |
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566 | for(list<polyhedron*>::reverse_iterator split_ref = vert_ref->rbegin();split_ref != vert_ref->rend();split_ref++) |
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567 | { |
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568 | polyhedron* new_totally_neutral_child; |
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569 | |
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570 | polyhedron* current_polyhedron = (*split_ref); |
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571 | |
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572 | if(vert_ref == for_splitting.begin()) |
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573 | { |
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574 | vec coordinates1 = ((vertex*)(*(current_polyhedron->children.begin())))->get_coordinates(); |
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575 | vec coordinates2 = ((vertex*)(*(current_polyhedron->children.begin()++)))->get_coordinates(); |
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576 | coordinates2.ins(0,-1.0); |
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577 | |
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578 | double t = (-toadd*coordinates2)/(toadd(1,toadd.size()-1)*coordinates1)+1; |
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579 | |
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580 | vec new_coordinates = coordinates1*t+(coordinates2(1,coordinates2.size()-1)-coordinates1); |
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581 | |
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582 | vertex* neutral_vertex = new vertex(new_coordinates); |
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583 | |
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584 | new_totally_neutral_child = neutral_vertex; |
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585 | } |
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586 | else |
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587 | { |
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588 | toprow* neutral_toprow = new toprow(); |
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589 | |
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590 | new_totally_neutral_child = neutral_toprow; |
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591 | } |
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592 | |
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593 | new_totally_neutral_child->children.insert(new_totally_neutral_child->children.end(), |
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594 | current_polyhedron->totallyneutralgrandchildren.begin(), |
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595 | current_polyhedron->totallyneutralgrandchildren.end()); |
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596 | |
---|
597 | toprow* positive_poly = new toprow(((toprow*)current_polyhedron)->condition+toadd); |
---|
598 | toprow* negative_poly = new toprow(((toprow*)current_polyhedron)->condition-toadd); |
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599 | |
---|
600 | positive_poly->children.push_back(new_totally_neutral_child); |
---|
601 | negative_poly->children.push_back(new_totally_neutral_child); |
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602 | |
---|
603 | positive_poly->parents.insert(positive_poly->parents.end(), |
---|
604 | current_polyhedron->parents.begin(), |
---|
605 | current_polyhedron->parents.end()); |
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606 | |
---|
607 | negative_poly->parents.insert(negative_poly->parents.end(), |
---|
608 | current_polyhedron->parents.begin(), |
---|
609 | current_polyhedron->parents.end()); |
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610 | |
---|
611 | positive_poly->children.insert(positive_poly->children.end(), |
---|
612 | current_polyhedron->positivechildren.begin(), |
---|
613 | current_polyhedron->positivechildren.end()); |
---|
614 | |
---|
615 | negative_poly->children.insert(negative_poly->children.end(), |
---|
616 | current_polyhedron->negativechildren.begin(), |
---|
617 | current_polyhedron->negativechildren.end()); |
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618 | |
---|
619 | |
---|
620 | |
---|
621 | |
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622 | |
---|
623 | |
---|
624 | } |
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625 | } |
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626 | } |
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627 | |
---|
628 | |
---|
629 | } |
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630 | |
---|
631 | protected: |
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632 | |
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633 | /// A method for creating plain default statistic representing only the range of the parameter space. |
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634 | void create_statistic(int number_of_parameters) |
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635 | { |
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636 | // An empty vector of coordinates. |
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637 | vec origin_coord; |
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638 | |
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639 | // We create an origin - this point will have all the coordinates zero, but now it has an empty vector of coords. |
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640 | vertex *origin = new vertex(origin_coord); |
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641 | |
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642 | // It has itself as a vertex. There will be a nice use for this when the vertices of its parents are searched in |
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643 | // the recursive creation procedure below. |
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644 | origin->vertices.push_back(origin); |
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645 | |
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646 | // As a statistic, we have to create a vector of vectors of polyhedron pointers. It will then represent the Hasse |
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647 | // diagram. First we create a vector of polyhedrons.. |
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648 | list<polyhedron*> origin_vec; |
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649 | |
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650 | // ..we fill it with the origin.. |
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651 | origin_vec.push_back(origin); |
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652 | |
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653 | // ..and we fill the statistic with the created vector. |
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654 | statistic.push_back(origin_vec); |
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655 | |
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656 | // Now we have a statistic for a zero dimensional space. Regarding to how many dimensional space we need to |
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657 | // describe, we have to widen the descriptional default statistic. We use an iterative procedure as follows: |
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658 | for(int i=0;i<number_of_parameters;i++) |
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659 | { |
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660 | // We first will create two new vertices. These will be the borders of the parameter space in the dimension |
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661 | // of newly added parameter. Therefore they will have all coordinates except the last one zero. We get the |
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662 | // right amount of zero cooridnates by reading them from the origin |
---|
663 | vec origin_coord = origin->get_coordinates(); |
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664 | |
---|
665 | // And we incorporate the nonzero coordinates into the new cooordinate vectors |
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666 | vec origin_coord1 = concat(origin_coord,max_range); |
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667 | vec origin_coord2 = concat(origin_coord,-max_range); |
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668 | |
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669 | // Now we create the points |
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670 | vertex *new_point1 = new vertex(origin_coord1); |
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671 | vertex *new_point2 = new vertex(origin_coord2); |
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672 | |
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673 | //********************************************************************************************************* |
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674 | // The algorithm for recursive build of a new Hasse diagram representing the space structure from the old |
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675 | // diagram works so that you create two copies of the old Hasse diagram, you shift them up one level (points |
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676 | // will be segments, segments will be areas etc.) and you connect each one of the original copied polyhedrons |
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677 | // with its offspring by a parent-child relation. Also each of the segments in the first (second) copy is |
---|
678 | // connected to the first (second) newly created vertex by a parent-child relation. |
---|
679 | //********************************************************************************************************* |
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680 | |
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681 | |
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682 | // Create the vectors of vectors of pointers to polyhedrons to hold the copies of the old Hasse diagram |
---|
683 | vector<vector<polyhedron*>> new_statistic1; |
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684 | vector<vector<polyhedron*>> new_statistic2; |
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685 | |
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686 | |
---|
687 | // Copy the statistic by rows |
---|
688 | for(int j=0;j<statistic.size();j++) |
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689 | { |
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690 | |
---|
691 | |
---|
692 | // an element counter |
---|
693 | int element_number = 0; |
---|
694 | |
---|
695 | vector<polyhedron*> supportnew_1; |
---|
696 | vector<polyhedron*> supportnew_2; |
---|
697 | |
---|
698 | new_statistic1.push_back(supportnew_1); |
---|
699 | new_statistic2.push_back(supportnew_2); |
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700 | |
---|
701 | // for each polyhedron in the given row |
---|
702 | for(list<polyhedron*>::iterator horiz_ref = (statistic.begin()+j)->begin();horiz_ref!=(statistic.begin()+j)->end();horiz_ref++) |
---|
703 | { |
---|
704 | // Append an extra zero coordinate to each of the vertices for the new dimension |
---|
705 | // If vert_ref is at the first index => we loop through vertices |
---|
706 | if(j == 0) |
---|
707 | { |
---|
708 | // cast the polyhedron pointer to a vertex pointer and push a zero to its vector of coordinates |
---|
709 | ((vertex*) (*horiz_ref))->push_coordinate(0); |
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710 | } |
---|
711 | /* |
---|
712 | else |
---|
713 | { |
---|
714 | ((toprow*) (*horiz_ref))->condition.ins(0,0); |
---|
715 | }*/ |
---|
716 | |
---|
717 | // if it has parents |
---|
718 | if(!(*horiz_ref)->parents.empty()) |
---|
719 | { |
---|
720 | // save the relative address of this child in a vector kids_rel_addresses of all its parents. |
---|
721 | // This information will later be used for copying the whole Hasse diagram with each of the |
---|
722 | // relations contained within. |
---|
723 | for(list<polyhedron*>::iterator parent_ref = (*horiz_ref)->parents.begin();parent_ref != (*horiz_ref)->parents.end();parent_ref++) |
---|
724 | { |
---|
725 | (*parent_ref)->kids_rel_addresses.push_back(element_number); |
---|
726 | } |
---|
727 | } |
---|
728 | |
---|
729 | // ************************************************************************************************** |
---|
730 | // Here we begin creating a new polyhedron, which will be a copy of the old one. Each such polyhedron |
---|
731 | // will be created as a toprow, but this information will be later forgotten and only the polyhedrons |
---|
732 | // in the top row of the Hasse diagram will be considered toprow for later use. |
---|
733 | // ************************************************************************************************** |
---|
734 | |
---|
735 | // First we create vectors specifying a toprow condition. In the case of a preconstructed statistic |
---|
736 | // this condition will be a vector of zeros. There are two vectors, because we need two copies of |
---|
737 | // the original Hasse diagram. |
---|
738 | vec vec1(number_of_parameters+1); |
---|
739 | vec1.zeros(); |
---|
740 | |
---|
741 | vec vec2(number_of_parameters+1); |
---|
742 | vec2.zeros(); |
---|
743 | |
---|
744 | // We create a new toprow with the previously specified condition. |
---|
745 | toprow* current_copy1 = new toprow(vec1); |
---|
746 | toprow* current_copy2 = new toprow(vec2); |
---|
747 | |
---|
748 | // The vertices of the copies will be inherited, because there will be a parent/child relation |
---|
749 | // between each polyhedron and its offspring (comming from the copy) and a parent has all the |
---|
750 | // vertices of its child plus more. |
---|
751 | for(list<vertex*>::iterator vertex_ref = (*horiz_ref)->vertices.begin();vertex_ref!=(*horiz_ref)->vertices.end();vertex_ref++) |
---|
752 | { |
---|
753 | current_copy1->vertices.push_back(*vertex_ref); |
---|
754 | current_copy2->vertices.push_back(*vertex_ref); |
---|
755 | } |
---|
756 | |
---|
757 | // The only new vertex of the offspring should be the newly created point. |
---|
758 | current_copy1->vertices.push_back(new_point1); |
---|
759 | current_copy2->vertices.push_back(new_point2); |
---|
760 | |
---|
761 | // This method guarantees that each polyhedron is already triangulated, therefore its triangulation |
---|
762 | // is only one set of vertices and it is the set of all its vertices. |
---|
763 | current_copy1->triangulations.push_back(current_copy1->vertices); |
---|
764 | current_copy2->triangulations.push_back(current_copy2->vertices); |
---|
765 | |
---|
766 | // Now we have copied the polyhedron and we have to copy all of its relations. Because we are copying |
---|
767 | // in the Hasse diagram from bottom up, we always have to copy the parent/child relations to all the |
---|
768 | // kids and when we do that and know the child, in the child we will remember the parent we came from. |
---|
769 | // This way all the parents/children relations are saved in both the parent and the child. |
---|
770 | if(!(*horiz_ref)->kids_rel_addresses.empty()) |
---|
771 | { |
---|
772 | for(list<int>::iterator kid_ref = (*horiz_ref)->kids_rel_addresses.begin();kid_ref!=(*horiz_ref)->kids_rel_addresses.end();kid_ref++) |
---|
773 | { |
---|
774 | // find the child and save the relation to the parent |
---|
775 | current_copy1->children.push_back(new_statistic1[j-1][(*kid_ref)]); |
---|
776 | current_copy2->children.push_back(new_statistic2[j-1][(*kid_ref)]); |
---|
777 | |
---|
778 | // in the child save the parents' address |
---|
779 | new_statistic1[j-1][(*kid_ref)]->parents.push_back(current_copy1); |
---|
780 | new_statistic2[j-1][(*kid_ref)]->parents.push_back(current_copy2); |
---|
781 | } |
---|
782 | |
---|
783 | // Here we clear the parents kids_rel_addresses vector for later use (when we need to widen the |
---|
784 | // Hasse diagram again) |
---|
785 | (*horiz_ref)->kids_rel_addresses.clear(); |
---|
786 | } |
---|
787 | // If there were no children previously, we are copying a polyhedron that has been a vertex before. |
---|
788 | // In this case it is a segment now and it will have a relation to its mother (copywise) and to the |
---|
789 | // newly created point. Here we create the connection to the new point, again from both sides. |
---|
790 | else |
---|
791 | { |
---|
792 | // Add the address of the new point in the former vertex |
---|
793 | current_copy1->children.push_back(new_point1); |
---|
794 | current_copy2->children.push_back(new_point2); |
---|
795 | |
---|
796 | // Add the address of the former vertex in the new point |
---|
797 | new_point1->parents.push_back(current_copy1); |
---|
798 | new_point2->parents.push_back(current_copy2); |
---|
799 | } |
---|
800 | |
---|
801 | // Save the mother in its offspring |
---|
802 | current_copy1->children.push_back(*horiz_ref); |
---|
803 | current_copy2->children.push_back(*horiz_ref); |
---|
804 | |
---|
805 | // Save the offspring in its mother |
---|
806 | (*horiz_ref)->parents.push_back(current_copy1); |
---|
807 | (*horiz_ref)->parents.push_back(current_copy2); |
---|
808 | |
---|
809 | |
---|
810 | // Add the copies into the relevant statistic. The statistic will later be appended to the previous |
---|
811 | // Hasse diagram |
---|
812 | new_statistic1[j].push_back(current_copy1); |
---|
813 | new_statistic2[j].push_back(current_copy2); |
---|
814 | |
---|
815 | // Raise the count in the vector of polyhedrons |
---|
816 | element_number++; |
---|
817 | |
---|
818 | } |
---|
819 | |
---|
820 | } |
---|
821 | |
---|
822 | statistic.begin()->push_back(new_point1); |
---|
823 | statistic.begin()->push_back(new_point2); |
---|
824 | |
---|
825 | // Merge the new statistics into the old one. This will either be the final statistic or we will |
---|
826 | // reenter the widening loop. |
---|
827 | for(int j=0;j<new_statistic1.size();j++) |
---|
828 | { |
---|
829 | if(j+1==statistic.size()) |
---|
830 | { |
---|
831 | list<polyhedron*> support; |
---|
832 | statistic.push_back(support); |
---|
833 | } |
---|
834 | |
---|
835 | (statistic.begin()+j+1)->insert((statistic.begin()+j+1)->end(),new_statistic1[j].begin(),new_statistic1[j].end()); |
---|
836 | (statistic.begin()+j+1)->insert((statistic.begin()+j+1)->end(),new_statistic2[j].begin(),new_statistic2[j].end()); |
---|
837 | } |
---|
838 | |
---|
839 | |
---|
840 | } |
---|
841 | |
---|
842 | vector<list<toprow*>> toprow_statistic; |
---|
843 | int line_count = 0; |
---|
844 | |
---|
845 | for(vector<list<polyhedron*>>::iterator polyhedron_ref = ++statistic.begin(); polyhedron_ref!=statistic.end();polyhedron_ref++) |
---|
846 | { |
---|
847 | list<toprow*> support_list; |
---|
848 | toprow_statistic.push_back(support_list); |
---|
849 | |
---|
850 | for(list<polyhedron*>::iterator polyhedron_ref2 = polyhedron_ref->begin(); polyhedron_ref2 != polyhedron_ref->end(); polyhedron_ref2++) |
---|
851 | { |
---|
852 | toprow* support_top = (toprow*)(*polyhedron_ref2); |
---|
853 | |
---|
854 | toprow_statistic[line_count].push_back(support_top); |
---|
855 | } |
---|
856 | |
---|
857 | line_count++; |
---|
858 | } |
---|
859 | } |
---|
860 | |
---|
861 | |
---|
862 | |
---|
863 | |
---|
864 | }; |
---|
865 | |
---|
866 | /* |
---|
867 | |
---|
868 | //! Robust Bayesian AR model for Multicriteria-Laplace-Inverse-Gamma density |
---|
869 | class RARX : public BM |
---|
870 | { |
---|
871 | private: |
---|
872 | |
---|
873 | emlig posterior; |
---|
874 | |
---|
875 | public: |
---|
876 | RARX():BM() |
---|
877 | { |
---|
878 | }; |
---|
879 | |
---|
880 | void bayes(const itpp::vec &yt, const itpp::vec &cond = empty_vec) |
---|
881 | { |
---|
882 | |
---|
883 | } |
---|
884 | |
---|
885 | };*/ |
---|
886 | |
---|
887 | |
---|
888 | |
---|
889 | #endif //TRAGE_H |
---|