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 <itpp/itbase.h> |
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12 | #include <map> |
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13 | #include <limits> |
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14 | #include <vector> |
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15 | #include <list> |
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16 | #include <set> |
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17 | #include <algorithm> |
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18 | |
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19 | //using namespace bdm; |
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20 | using namespace std; |
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21 | using namespace itpp; |
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22 | |
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23 | const double max_range = 10;//numeric_limits<double>::max()/10e-10; |
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24 | |
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25 | enum actions {MERGE, SPLIT}; |
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26 | |
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27 | |
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28 | |
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29 | class polyhedron; |
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30 | class vertex; |
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31 | |
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32 | /* |
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33 | class t_simplex |
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34 | { |
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35 | public: |
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36 | set<vertex*> minima; |
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37 | |
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38 | set<vertex*> simplex; |
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39 | |
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40 | t_simplex(vertex* origin_vertex) |
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41 | { |
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42 | simplex.insert(origin_vertex); |
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43 | minima.insert(origin_vertex); |
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44 | } |
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45 | };*/ |
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46 | |
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47 | class emlig; |
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48 | class polyhedron; |
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49 | |
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50 | |
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51 | |
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52 | /// A class describing a single polyhedron of the split complex. From a collection of such classes a Hasse diagram |
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53 | /// of the structure in the exponent of a Laplace-Inverse-Gamma density will be created. |
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54 | class polyhedron |
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55 | { |
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56 | /// A property having a value of 1 usually, with higher value only if the polyhedron arises as a coincidence of |
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57 | /// more than just the necessary number of conditions. For example if a newly created line passes through an already |
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58 | /// existing point, the points multiplicity will rise by 1. |
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59 | int multiplicity; |
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60 | |
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61 | int split_state; |
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62 | |
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63 | int merge_state; |
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64 | |
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65 | |
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66 | |
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67 | public: |
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68 | emlig* my_emlig; |
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69 | |
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70 | /// A list of polyhedrons parents within the Hasse diagram. |
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71 | list<polyhedron*> parents; |
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72 | |
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73 | /// A list of polyhedrons children withing the Hasse diagram. |
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74 | list<polyhedron*> children; |
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75 | |
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76 | /// All the vertices of the given polyhedron |
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77 | set<vertex*> vertices; |
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78 | |
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79 | /// A list used for storing children that lie in the positive region related to a certain condition |
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80 | list<polyhedron*> positivechildren; |
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81 | |
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82 | /// A list used for storing children that lie in the negative region related to a certain condition |
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83 | list<polyhedron*> negativechildren; |
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84 | |
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85 | /// Children intersecting the condition |
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86 | list<polyhedron*> neutralchildren; |
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87 | |
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88 | set<polyhedron*> totallyneutralgrandchildren; |
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89 | |
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90 | set<polyhedron*> totallyneutralchildren; |
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91 | |
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92 | set<polyhedron*> grandparents; |
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93 | |
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94 | set<vertex*> positiveneutralvertices; |
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95 | |
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96 | set<vertex*> negativeneutralvertices; |
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97 | |
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98 | bool totally_neutral; |
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99 | |
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100 | polyhedron* mergechild; |
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101 | |
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102 | polyhedron* positiveparent; |
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103 | |
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104 | polyhedron* negativeparent; |
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105 | |
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106 | polyhedron* next_poly; |
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107 | |
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108 | polyhedron* prev_poly; |
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109 | |
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110 | int message_counter; |
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111 | |
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112 | /// List of triangulation polyhedrons of the polyhedron given by their relative vertices. |
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113 | list<set<vertex*>> triangulation; |
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114 | |
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115 | /// A list of relative addresses serving for Hasse diagram construction. |
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116 | list<int> kids_rel_addresses; |
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117 | |
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118 | /// Default constructor |
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119 | polyhedron() |
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120 | { |
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121 | multiplicity = 1; |
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122 | |
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123 | message_counter = 0; |
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124 | |
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125 | totally_neutral = NULL; |
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126 | } |
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127 | |
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128 | /// Setter for raising multiplicity |
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129 | void raise_multiplicity() |
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130 | { |
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131 | multiplicity++; |
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132 | } |
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133 | |
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134 | /// Setter for lowering multiplicity |
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135 | void lower_multiplicity() |
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136 | { |
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137 | multiplicity--; |
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138 | } |
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139 | |
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140 | int get_multiplicity() |
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141 | { |
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142 | return multiplicity; |
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143 | } |
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144 | |
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145 | /// An obligatory operator, when the class is used within a C++ STL structure like a vector |
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146 | int operator==(polyhedron polyhedron2) |
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147 | { |
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148 | return true; |
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149 | } |
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150 | |
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151 | /// An obligatory operator, when the class is used within a C++ STL structure like a vector |
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152 | int operator<(polyhedron polyhedron2) |
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153 | { |
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154 | return false; |
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155 | } |
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156 | |
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157 | |
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158 | |
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159 | void set_state(double state_indicator, actions action) |
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160 | { |
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161 | switch(action) |
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162 | { |
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163 | case MERGE: |
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164 | merge_state = (int)sign(state_indicator); |
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165 | break; |
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166 | case SPLIT: |
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167 | split_state = (int)sign(state_indicator); |
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168 | break; |
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169 | } |
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170 | } |
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171 | |
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172 | int get_state(actions action) |
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173 | { |
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174 | switch(action) |
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175 | { |
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176 | case MERGE: |
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177 | return merge_state; |
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178 | break; |
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179 | case SPLIT: |
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180 | return split_state; |
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181 | break; |
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182 | } |
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183 | } |
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184 | |
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185 | int number_of_children() |
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186 | { |
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187 | return children.size(); |
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188 | } |
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189 | |
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190 | |
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191 | void triangulate(bool should_integrate); |
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192 | }; |
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193 | |
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194 | |
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195 | /// A class for representing 0-dimensional polyhedron - a vertex. It will be located in the bottom row of the Hasse |
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196 | /// diagram representing a complex of polyhedrons. It has its coordinates in the parameter space. |
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197 | class vertex : public polyhedron |
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198 | { |
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199 | /// A dynamic array representing coordinates of the vertex |
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200 | vec coordinates; |
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201 | |
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202 | public: |
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203 | |
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204 | double function_value; |
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205 | |
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206 | /// Default constructor |
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207 | vertex(); |
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208 | |
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209 | /// Constructor of a vertex from a set of coordinates |
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210 | vertex(vec coordinates) |
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211 | { |
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212 | this->coordinates = coordinates; |
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213 | |
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214 | vertices.insert(this); |
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215 | |
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216 | set<vertex*> vert_simplex; |
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217 | |
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218 | vert_simplex.insert(this); |
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219 | |
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220 | triangulation.push_back(vert_simplex); |
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221 | } |
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222 | |
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223 | /// A method that widens the set of coordinates of given vertex. It is used when a complex in a parameter |
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224 | /// space of certain dimension is established, but the dimension is not known when the vertex is created. |
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225 | void push_coordinate(double coordinate) |
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226 | { |
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227 | coordinates = concat(coordinates,coordinate); |
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228 | } |
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229 | |
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230 | /// A method obtaining the set of coordinates of a vertex. These coordinates are not obtained as a pointer |
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231 | /// (not given by reference), but a new copy is created (they are given by value). |
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232 | vec get_coordinates() |
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233 | { |
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234 | return coordinates; |
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235 | } |
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236 | |
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237 | |
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238 | }; |
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239 | |
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240 | |
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241 | /// A class representing a polyhedron in a top row of the complex. Such polyhedron has a condition that differitiates |
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242 | /// it from polyhedrons in other rows. |
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243 | class toprow : public polyhedron |
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244 | { |
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245 | |
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246 | public: |
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247 | double probability; |
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248 | |
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249 | vertex* minimal_vertex; |
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250 | |
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251 | /// A condition used for determining the function of a Laplace-Inverse-Gamma density resulting from Bayesian estimation |
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252 | vec condition; |
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253 | |
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254 | int condition_order; |
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255 | |
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256 | /// Default constructor |
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257 | toprow(){}; |
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258 | |
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259 | /// Constructor creating a toprow from the condition |
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260 | toprow(vec condition, int condition_order) |
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261 | { |
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262 | this->condition = condition; |
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263 | this->condition_order = condition_order; |
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264 | } |
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265 | |
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266 | double integrate_simplex(set<vertex*> simplex, char c); |
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267 | |
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268 | }; |
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269 | |
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270 | |
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271 | class condition |
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272 | { |
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273 | public: |
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274 | vec value; |
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275 | |
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276 | int multiplicity; |
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277 | |
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278 | condition(vec value) |
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279 | { |
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280 | this->value = value; |
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281 | multiplicity = 1; |
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282 | } |
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283 | }; |
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284 | |
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285 | |
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286 | |
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287 | |
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288 | class c_statistic |
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289 | { |
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290 | |
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291 | public: |
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292 | polyhedron* end_poly; |
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293 | polyhedron* start_poly; |
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294 | |
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295 | vector<polyhedron*> rows; |
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296 | |
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297 | vector<polyhedron*> row_ends; |
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298 | |
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299 | c_statistic() |
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300 | { |
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301 | end_poly = new polyhedron(); |
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302 | start_poly = new polyhedron(); |
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303 | }; |
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304 | |
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305 | void append_polyhedron(int row, polyhedron* appended_start, polyhedron* appended_end) |
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306 | { |
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307 | if(row>((int)rows.size())-1) |
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308 | { |
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309 | if(row>rows.size()) |
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310 | { |
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311 | throw new exception("You are trying to append a polyhedron whose children are not in the statistic yet!"); |
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312 | return; |
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313 | } |
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314 | |
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315 | rows.push_back(end_poly); |
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316 | row_ends.push_back(end_poly); |
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317 | } |
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318 | |
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319 | // POSSIBLE FAILURE: the function is not checking if start and end are connected |
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320 | |
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321 | if(rows[row] != end_poly) |
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322 | { |
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323 | appended_start->prev_poly = row_ends[row]; |
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324 | row_ends[row]->next_poly = appended_start; |
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325 | |
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326 | } |
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327 | else if((row>0 && rows[row-1]!=end_poly)||row==0) |
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328 | { |
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329 | appended_start->prev_poly = start_poly; |
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330 | rows[row]= appended_start; |
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331 | } |
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332 | else |
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333 | { |
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334 | throw new exception("Wrong polyhedron insertion into statistic: missing intermediary polyhedron!"); |
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335 | } |
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336 | |
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337 | appended_end->next_poly = end_poly; |
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338 | row_ends[row] = appended_end; |
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339 | } |
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340 | |
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341 | void append_polyhedron(int row, polyhedron* appended_poly) |
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342 | { |
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343 | append_polyhedron(row,appended_poly,appended_poly); |
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344 | } |
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345 | |
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346 | void insert_polyhedron(int row, polyhedron* inserted_poly, polyhedron* following_poly) |
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347 | { |
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348 | if(following_poly != end_poly) |
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349 | { |
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350 | inserted_poly->next_poly = following_poly; |
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351 | inserted_poly->prev_poly = following_poly->prev_poly; |
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352 | |
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353 | if(following_poly->prev_poly == start_poly) |
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354 | { |
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355 | rows[row] = inserted_poly; |
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356 | } |
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357 | else |
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358 | { |
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359 | inserted_poly->prev_poly->next_poly = inserted_poly; |
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360 | } |
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361 | |
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362 | following_poly->prev_poly = inserted_poly; |
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363 | } |
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364 | else |
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365 | { |
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366 | this->append_polyhedron(row, inserted_poly); |
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367 | } |
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368 | |
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369 | } |
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370 | |
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371 | |
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372 | |
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373 | |
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374 | void delete_polyhedron(int row, polyhedron* deleted_poly) |
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375 | { |
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376 | if(deleted_poly->prev_poly != start_poly) |
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377 | { |
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378 | deleted_poly->prev_poly->next_poly = deleted_poly->next_poly; |
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379 | } |
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380 | else |
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381 | { |
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382 | rows[row] = deleted_poly->next_poly; |
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383 | } |
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384 | |
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385 | if(deleted_poly->next_poly!=end_poly) |
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386 | { |
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387 | deleted_poly->next_poly->prev_poly = deleted_poly->prev_poly; |
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388 | } |
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389 | else |
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390 | { |
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391 | row_ends[row] = deleted_poly->prev_poly; |
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392 | } |
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393 | |
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394 | |
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395 | |
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396 | deleted_poly->next_poly = NULL; |
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397 | deleted_poly->prev_poly = NULL; |
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398 | } |
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399 | |
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400 | int size() |
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401 | { |
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402 | return rows.size(); |
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403 | } |
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404 | |
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405 | polyhedron* get_end() |
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406 | { |
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407 | return end_poly; |
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408 | } |
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409 | |
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410 | polyhedron* get_start() |
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411 | { |
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412 | return start_poly; |
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413 | } |
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414 | |
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415 | int row_size(int row) |
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416 | { |
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417 | if(this->size()>row && row>=0) |
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418 | { |
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419 | int row_size = 0; |
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420 | |
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421 | for(polyhedron* row_poly = rows[row]; row_poly!=end_poly; row_poly=row_poly->next_poly) |
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422 | { |
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423 | row_size++; |
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424 | } |
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425 | |
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426 | return row_size; |
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427 | } |
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428 | else |
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429 | { |
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430 | throw new exception("There is no row to obtain size from!"); |
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431 | } |
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432 | } |
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433 | }; |
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434 | |
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435 | |
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436 | class my_ivec : public ivec |
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437 | { |
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438 | public: |
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439 | my_ivec():ivec(){}; |
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440 | |
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441 | my_ivec(ivec origin):ivec() |
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442 | { |
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443 | this->ins(0,origin); |
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444 | } |
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445 | |
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446 | bool operator>(const my_ivec &second) const |
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447 | { |
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448 | return max(*this)>max(second); |
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449 | |
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450 | /* |
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451 | int size1 = this->size(); |
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452 | int size2 = second.size(); |
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453 | |
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454 | int counter1 = 0; |
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455 | while(0==0) |
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456 | { |
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457 | if((*this)[counter1]==0) |
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458 | { |
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459 | size1--; |
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460 | } |
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461 | |
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462 | if((*this)[counter1]!=0) |
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463 | break; |
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464 | |
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465 | counter1++; |
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466 | } |
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467 | |
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468 | int counter2 = 0; |
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469 | while(0==0) |
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470 | { |
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471 | if(second[counter2]==0) |
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472 | { |
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473 | size2--; |
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474 | } |
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475 | |
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476 | if(second[counter2]!=0) |
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477 | break; |
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478 | |
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479 | counter2++; |
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480 | } |
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481 | |
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482 | if(size1!=size2) |
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483 | { |
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484 | return size1>size2; |
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485 | } |
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486 | else |
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487 | { |
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488 | for(int i = 0;i<size1;i++) |
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489 | { |
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490 | if((*this)[counter1+i]!=second[counter2+i]) |
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491 | { |
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492 | return (*this)[counter1+i]>second[counter2+i]; |
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493 | } |
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494 | } |
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495 | |
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496 | return false; |
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497 | }*/ |
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498 | } |
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499 | |
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500 | |
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501 | bool operator==(const my_ivec &second) const |
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502 | { |
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503 | return max(*this)==max(second); |
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504 | |
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505 | /* |
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506 | int size1 = this->size(); |
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507 | int size2 = second.size(); |
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508 | |
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509 | int counter = 0; |
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510 | while(0==0) |
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511 | { |
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512 | if((*this)[counter]==0) |
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513 | { |
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514 | size1--; |
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515 | } |
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516 | |
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517 | if((*this)[counter]!=0) |
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518 | break; |
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519 | |
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520 | counter++; |
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521 | } |
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522 | |
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523 | counter = 0; |
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524 | while(0==0) |
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525 | { |
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526 | if(second[counter]==0) |
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527 | { |
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528 | size2--; |
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529 | } |
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530 | |
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531 | if(second[counter]!=0) |
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532 | break; |
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533 | |
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534 | counter++; |
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535 | } |
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536 | |
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537 | if(size1!=size2) |
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538 | { |
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539 | return false; |
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540 | } |
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541 | else |
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542 | { |
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543 | for(int i=0;i<size1;i++) |
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544 | { |
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545 | if((*this)[size()-1-i]!=second[second.size()-1-i]) |
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546 | { |
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547 | return false; |
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548 | } |
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549 | } |
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550 | |
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551 | return true; |
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552 | }*/ |
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553 | } |
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554 | |
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555 | bool operator<(const my_ivec &second) const |
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556 | { |
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557 | return !(((*this)>second)||((*this)==second)); |
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558 | } |
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559 | |
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560 | bool operator!=(const my_ivec &second) const |
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561 | { |
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562 | return !((*this)==second); |
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563 | } |
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564 | |
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565 | bool operator<=(const my_ivec &second) const |
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566 | { |
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567 | return !((*this)>second); |
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568 | } |
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569 | |
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570 | bool operator>=(const my_ivec &second) const |
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571 | { |
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572 | return !((*this)<second); |
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573 | } |
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574 | |
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575 | my_ivec right(my_ivec original) |
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576 | { |
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577 | |
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578 | } |
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579 | }; |
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580 | |
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581 | |
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582 | |
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583 | |
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584 | |
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585 | |
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586 | |
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587 | //! Conditional(e) Multicriteria-Laplace-Inverse-Gamma distribution density |
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588 | class emlig // : eEF |
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589 | { |
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590 | |
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591 | /// A statistic in a form of a Hasse diagram representing a complex of convex polyhedrons obtained as a result |
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592 | /// of data update from Bayesian estimation or set by the user if this emlig is a prior density |
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593 | |
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594 | |
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595 | vector<list<polyhedron*>> for_splitting; |
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596 | |
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597 | vector<list<polyhedron*>> for_merging; |
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598 | |
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599 | list<condition*> conditions; |
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600 | |
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601 | double normalization_factor; |
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602 | |
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603 | |
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604 | |
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605 | void alter_toprow_conditions(vec condition, bool should_be_added) |
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606 | { |
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607 | for(polyhedron* horiz_ref = statistic.rows[statistic.size()-1];horiz_ref!=statistic.get_end();horiz_ref=horiz_ref->next_poly) |
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608 | { |
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609 | double product = 0; |
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610 | |
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611 | set<vertex*>::iterator vertex_ref = horiz_ref->vertices.begin(); |
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612 | |
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613 | do |
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614 | { |
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615 | product = (*vertex_ref)->get_coordinates()*condition; |
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616 | } |
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617 | while(product == 0); |
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618 | |
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619 | if((product>0 && should_be_added)||(product<0 && !should_be_added)) |
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620 | { |
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621 | ((toprow*) horiz_ref)->condition += condition; |
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622 | } |
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623 | else |
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624 | { |
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625 | ((toprow*) horiz_ref)->condition -= condition; |
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626 | } |
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627 | } |
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628 | } |
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629 | |
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630 | |
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631 | |
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632 | void send_state_message(polyhedron* sender, vec toadd, vec toremove, int level) |
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633 | { |
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634 | |
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635 | bool shouldmerge = (toremove.size() != 0); |
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636 | bool shouldsplit = (toadd.size() != 0); |
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637 | |
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638 | if(shouldsplit||shouldmerge) |
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639 | { |
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640 | for(list<polyhedron*>::iterator parent_iterator = sender->parents.begin();parent_iterator!=sender->parents.end();parent_iterator++) |
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641 | { |
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642 | polyhedron* current_parent = *parent_iterator; |
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643 | |
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644 | current_parent->message_counter++; |
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645 | |
---|
646 | bool is_last = (current_parent->message_counter == current_parent->number_of_children()); |
---|
647 | |
---|
648 | if(shouldmerge) |
---|
649 | { |
---|
650 | int child_state = sender->get_state(MERGE); |
---|
651 | int parent_state = current_parent->get_state(MERGE); |
---|
652 | |
---|
653 | if(parent_state == 0) |
---|
654 | { |
---|
655 | current_parent->set_state(child_state, MERGE); |
---|
656 | } |
---|
657 | |
---|
658 | if(child_state == 0) |
---|
659 | { |
---|
660 | if(current_parent->mergechild == NULL) |
---|
661 | { |
---|
662 | current_parent->mergechild = sender; |
---|
663 | } |
---|
664 | } |
---|
665 | |
---|
666 | if(is_last) |
---|
667 | { |
---|
668 | if(current_parent->mergechild!=NULL) |
---|
669 | { |
---|
670 | if(current_parent->mergechild->get_multiplicity()==1) |
---|
671 | { |
---|
672 | if(parent_state > 0) |
---|
673 | { |
---|
674 | current_parent->mergechild->positiveparent = current_parent; |
---|
675 | } |
---|
676 | |
---|
677 | if(parent_state < 0) |
---|
678 | { |
---|
679 | current_parent->mergechild->negativeparent = current_parent; |
---|
680 | } |
---|
681 | } |
---|
682 | } |
---|
683 | |
---|
684 | |
---|
685 | if(parent_state == 0) |
---|
686 | { |
---|
687 | for_merging[level+1].push_back(current_parent); |
---|
688 | } |
---|
689 | |
---|
690 | current_parent->mergechild = NULL; |
---|
691 | } |
---|
692 | } |
---|
693 | |
---|
694 | if(shouldsplit) |
---|
695 | { |
---|
696 | current_parent->totallyneutralgrandchildren.insert(sender->totallyneutralchildren.begin(),sender->totallyneutralchildren.end()); |
---|
697 | |
---|
698 | for(set<polyhedron*>::iterator tot_child_ref = sender->totallyneutralchildren.begin();tot_child_ref!=sender->totallyneutralchildren.end();tot_child_ref++) |
---|
699 | { |
---|
700 | (*tot_child_ref)->grandparents.insert(current_parent); |
---|
701 | } |
---|
702 | |
---|
703 | switch(sender->get_state(SPLIT)) |
---|
704 | { |
---|
705 | case 1: |
---|
706 | current_parent->positivechildren.push_back(sender); |
---|
707 | current_parent->positiveneutralvertices.insert(sender->vertices.begin(),sender->vertices.end()); |
---|
708 | break; |
---|
709 | case 0: |
---|
710 | current_parent->neutralchildren.push_back(sender); |
---|
711 | current_parent->positiveneutralvertices.insert(sender->positiveneutralvertices.begin(),sender->positiveneutralvertices.end()); |
---|
712 | current_parent->negativeneutralvertices.insert(sender->negativeneutralvertices.begin(),sender->negativeneutralvertices.end()); |
---|
713 | |
---|
714 | if(current_parent->totally_neutral == NULL) |
---|
715 | { |
---|
716 | current_parent->totally_neutral = sender->totally_neutral; |
---|
717 | } |
---|
718 | else |
---|
719 | { |
---|
720 | current_parent->totally_neutral = current_parent->totally_neutral && sender->totally_neutral; |
---|
721 | } |
---|
722 | |
---|
723 | if(sender->totally_neutral) |
---|
724 | { |
---|
725 | current_parent->totallyneutralchildren.insert(sender); |
---|
726 | } |
---|
727 | |
---|
728 | break; |
---|
729 | case -1: |
---|
730 | current_parent->negativechildren.push_back(sender); |
---|
731 | current_parent->negativeneutralvertices.insert(sender->vertices.begin(),sender->vertices.end()); |
---|
732 | break; |
---|
733 | } |
---|
734 | |
---|
735 | if(is_last) |
---|
736 | { |
---|
737 | if((current_parent->negativechildren.size()>0&¤t_parent->positivechildren.size()>0)|| |
---|
738 | (current_parent->neutralchildren.size()>0&¤t_parent->totally_neutral==false)) |
---|
739 | { |
---|
740 | |
---|
741 | for_splitting[level+1].push_back(current_parent); |
---|
742 | |
---|
743 | current_parent->set_state(0, SPLIT); |
---|
744 | } |
---|
745 | else |
---|
746 | { |
---|
747 | |
---|
748 | |
---|
749 | if(current_parent->negativechildren.size()>0) |
---|
750 | { |
---|
751 | current_parent->set_state(-1, SPLIT); |
---|
752 | |
---|
753 | ((toprow*)current_parent)->condition-=toadd; |
---|
754 | |
---|
755 | |
---|
756 | } |
---|
757 | else if(current_parent->positivechildren.size()>0) |
---|
758 | { |
---|
759 | current_parent->set_state(1, SPLIT); |
---|
760 | |
---|
761 | ((toprow*)current_parent)->condition+=toadd; |
---|
762 | } |
---|
763 | else |
---|
764 | { |
---|
765 | current_parent->raise_multiplicity(); |
---|
766 | } |
---|
767 | |
---|
768 | ((toprow*)current_parent)->condition_order++; |
---|
769 | |
---|
770 | if(level == number_of_parameters - 1) |
---|
771 | { |
---|
772 | toprow* cur_par_toprow = ((toprow*)current_parent); |
---|
773 | cur_par_toprow->probability = 0.0; |
---|
774 | |
---|
775 | for(list<set<vertex*>>::iterator t_ref = current_parent->triangulation.begin();t_ref!=current_parent->triangulation.end();t_ref++) |
---|
776 | { |
---|
777 | cur_par_toprow->probability += cur_par_toprow->integrate_simplex(*t_ref,'C'); |
---|
778 | } |
---|
779 | } |
---|
780 | |
---|
781 | current_parent->positivechildren.clear(); |
---|
782 | current_parent->negativechildren.clear(); |
---|
783 | current_parent->neutralchildren.clear(); |
---|
784 | current_parent->totallyneutralchildren.clear(); |
---|
785 | current_parent->totallyneutralgrandchildren.clear(); |
---|
786 | current_parent->positiveneutralvertices.clear(); |
---|
787 | current_parent->negativeneutralvertices.clear(); |
---|
788 | current_parent->totally_neutral = NULL; |
---|
789 | current_parent->kids_rel_addresses.clear(); |
---|
790 | current_parent->message_counter = 0; |
---|
791 | } |
---|
792 | } |
---|
793 | } |
---|
794 | |
---|
795 | if(is_last) |
---|
796 | { |
---|
797 | send_state_message(current_parent,toadd,toremove,level+1); |
---|
798 | } |
---|
799 | |
---|
800 | } |
---|
801 | |
---|
802 | } |
---|
803 | } |
---|
804 | |
---|
805 | public: |
---|
806 | c_statistic statistic; |
---|
807 | |
---|
808 | vertex* minimal_vertex; |
---|
809 | |
---|
810 | double likelihood_value; |
---|
811 | |
---|
812 | vector<multiset<my_ivec>> correction_factors; |
---|
813 | |
---|
814 | int number_of_parameters; |
---|
815 | |
---|
816 | /// A default constructor creates an emlig with predefined statistic representing only the range of the given |
---|
817 | /// parametric space, where the number of parameters of the needed model is given as a parameter to the constructor. |
---|
818 | emlig(int number_of_parameters) |
---|
819 | { |
---|
820 | this->number_of_parameters = number_of_parameters; |
---|
821 | |
---|
822 | create_statistic(number_of_parameters); |
---|
823 | |
---|
824 | likelihood_value = numeric_limits<double>::max(); |
---|
825 | } |
---|
826 | |
---|
827 | /// A constructor for creating an emlig when the user wants to create the statistic by himself. The creation of a |
---|
828 | /// statistic is needed outside the constructor. Used for a user defined prior distribution on the parameters. |
---|
829 | emlig(c_statistic statistic) |
---|
830 | { |
---|
831 | this->statistic = statistic; |
---|
832 | |
---|
833 | likelihood_value = numeric_limits<double>::max(); |
---|
834 | } |
---|
835 | |
---|
836 | void step_me(int marker) |
---|
837 | { |
---|
838 | /* |
---|
839 | for(int i = 0;i<statistic.size();i++) |
---|
840 | { |
---|
841 | for(polyhedron* horiz_ref = statistic.rows[i];horiz_ref!=statistic.get_end();horiz_ref=horiz_ref->next_poly) |
---|
842 | { |
---|
843 | if(i==statistic.size()-1) |
---|
844 | { |
---|
845 | cout << ((toprow*)horiz_ref)->condition << " " << ((toprow*)horiz_ref)->probability << endl; |
---|
846 | cout << "Order:" << ((toprow*)horiz_ref)->condition_order << endl; |
---|
847 | } |
---|
848 | char* string = "Checkpoint"; |
---|
849 | } |
---|
850 | } |
---|
851 | */ |
---|
852 | |
---|
853 | /* |
---|
854 | list<vec> table_entries; |
---|
855 | for(polyhedron* horiz_ref = statistic.rows[statistic.size()-1];horiz_ref!=statistic.row_ends[statistic.size()-1];horiz_ref=horiz_ref->next_poly) |
---|
856 | { |
---|
857 | toprow *current_toprow = (toprow*)(horiz_ref); |
---|
858 | for(list<set<vertex*>>::iterator tri_ref = current_toprow->triangulation.begin();tri_ref!=current_toprow->triangulation.end();tri_ref++) |
---|
859 | { |
---|
860 | for(set<vertex*>::iterator vert_ref = (*tri_ref).begin();vert_ref!=(*tri_ref).end();vert_ref++) |
---|
861 | { |
---|
862 | vec table_entry = vec(); |
---|
863 | |
---|
864 | table_entry.ins(0,(*vert_ref)->get_coordinates()*current_toprow->condition.get(1,current_toprow->condition.size()-1)-current_toprow->condition.get(0,0)); |
---|
865 | |
---|
866 | table_entry.ins(0,(*vert_ref)->get_coordinates()); |
---|
867 | |
---|
868 | table_entries.push_back(table_entry); |
---|
869 | } |
---|
870 | } |
---|
871 | } |
---|
872 | |
---|
873 | unique(table_entries.begin(),table_entries.end()); |
---|
874 | |
---|
875 | |
---|
876 | |
---|
877 | for(list<vec>::iterator entry_ref = table_entries.begin();entry_ref!=table_entries.end();entry_ref++) |
---|
878 | { |
---|
879 | ofstream myfile; |
---|
880 | myfile.open("robust_data.txt", ios::out | ios::app); |
---|
881 | if (myfile.is_open()) |
---|
882 | { |
---|
883 | for(int i = 0;i<(*entry_ref).size();i++) |
---|
884 | { |
---|
885 | myfile << (*entry_ref)[i] << ";"; |
---|
886 | } |
---|
887 | myfile << endl; |
---|
888 | |
---|
889 | myfile.close(); |
---|
890 | } |
---|
891 | else |
---|
892 | { |
---|
893 | cout << "File problem." << endl; |
---|
894 | } |
---|
895 | } |
---|
896 | */ |
---|
897 | |
---|
898 | |
---|
899 | return; |
---|
900 | } |
---|
901 | |
---|
902 | int statistic_rowsize(int row) |
---|
903 | { |
---|
904 | return statistic.row_size(row); |
---|
905 | } |
---|
906 | |
---|
907 | void add_condition(vec toadd) |
---|
908 | { |
---|
909 | vec null_vector = ""; |
---|
910 | |
---|
911 | add_and_remove_condition(toadd, null_vector); |
---|
912 | } |
---|
913 | |
---|
914 | |
---|
915 | void remove_condition(vec toremove) |
---|
916 | { |
---|
917 | vec null_vector = ""; |
---|
918 | |
---|
919 | add_and_remove_condition(null_vector, toremove); |
---|
920 | |
---|
921 | } |
---|
922 | |
---|
923 | |
---|
924 | void add_and_remove_condition(vec toadd, vec toremove) |
---|
925 | { |
---|
926 | likelihood_value = numeric_limits<double>::max(); |
---|
927 | |
---|
928 | bool should_remove = (toremove.size() != 0); |
---|
929 | bool should_add = (toadd.size() != 0); |
---|
930 | |
---|
931 | for_splitting.clear(); |
---|
932 | for_merging.clear(); |
---|
933 | |
---|
934 | for(int i = 0;i<statistic.size();i++) |
---|
935 | { |
---|
936 | list<polyhedron*> empty_split; |
---|
937 | list<polyhedron*> empty_merge; |
---|
938 | |
---|
939 | for_splitting.push_back(empty_split); |
---|
940 | for_merging.push_back(empty_merge); |
---|
941 | } |
---|
942 | |
---|
943 | list<condition*>::iterator toremove_ref = conditions.end(); |
---|
944 | bool condition_should_be_added = false; |
---|
945 | |
---|
946 | for(list<condition*>::iterator ref = conditions.begin();ref!=conditions.end();ref++) |
---|
947 | { |
---|
948 | if(should_remove) |
---|
949 | { |
---|
950 | if((*ref)->value == toremove) |
---|
951 | { |
---|
952 | if((*ref)->multiplicity>1) |
---|
953 | { |
---|
954 | (*ref)->multiplicity--; |
---|
955 | |
---|
956 | alter_toprow_conditions(toremove,false); |
---|
957 | |
---|
958 | should_remove = false; |
---|
959 | } |
---|
960 | else |
---|
961 | { |
---|
962 | toremove_ref = ref; |
---|
963 | } |
---|
964 | } |
---|
965 | } |
---|
966 | |
---|
967 | if(should_add) |
---|
968 | { |
---|
969 | if((*ref)->value == toadd) |
---|
970 | { |
---|
971 | (*ref)->multiplicity++; |
---|
972 | |
---|
973 | alter_toprow_conditions(toadd,true); |
---|
974 | |
---|
975 | should_add = false; |
---|
976 | } |
---|
977 | else |
---|
978 | { |
---|
979 | condition_should_be_added = true; |
---|
980 | } |
---|
981 | } |
---|
982 | } |
---|
983 | |
---|
984 | if(toremove_ref!=conditions.end()) |
---|
985 | { |
---|
986 | conditions.erase(toremove_ref); |
---|
987 | } |
---|
988 | |
---|
989 | if(condition_should_be_added) |
---|
990 | { |
---|
991 | conditions.push_back(new condition(toadd)); |
---|
992 | } |
---|
993 | |
---|
994 | |
---|
995 | |
---|
996 | for(polyhedron* horizontal_position = statistic.rows[0];horizontal_position!=statistic.get_end();horizontal_position=horizontal_position->next_poly) |
---|
997 | { |
---|
998 | vertex* current_vertex = (vertex*)horizontal_position; |
---|
999 | |
---|
1000 | if(should_add||should_remove) |
---|
1001 | { |
---|
1002 | vec appended_vec = current_vertex->get_coordinates(); |
---|
1003 | appended_vec.ins(0,-1.0); |
---|
1004 | |
---|
1005 | if(should_add) |
---|
1006 | { |
---|
1007 | double local_condition = toadd*appended_vec; |
---|
1008 | |
---|
1009 | current_vertex->set_state(local_condition,SPLIT); |
---|
1010 | |
---|
1011 | if(local_condition == 0) |
---|
1012 | { |
---|
1013 | current_vertex->totally_neutral = true; |
---|
1014 | |
---|
1015 | current_vertex->raise_multiplicity(); |
---|
1016 | |
---|
1017 | current_vertex->negativeneutralvertices.insert(current_vertex); |
---|
1018 | current_vertex->positiveneutralvertices.insert(current_vertex); |
---|
1019 | } |
---|
1020 | } |
---|
1021 | |
---|
1022 | if(should_remove) |
---|
1023 | { |
---|
1024 | double local_condition = toremove*appended_vec; |
---|
1025 | |
---|
1026 | current_vertex->set_state(local_condition,MERGE); |
---|
1027 | |
---|
1028 | if(local_condition == 0) |
---|
1029 | { |
---|
1030 | for_merging[0].push_back(current_vertex); |
---|
1031 | } |
---|
1032 | } |
---|
1033 | } |
---|
1034 | |
---|
1035 | send_state_message(current_vertex, toadd, toremove, 0); |
---|
1036 | |
---|
1037 | } |
---|
1038 | |
---|
1039 | if(should_remove) |
---|
1040 | { |
---|
1041 | set<vertex*> vertices_to_be_reduced; |
---|
1042 | |
---|
1043 | int k = 1; |
---|
1044 | |
---|
1045 | for(vector<list<polyhedron*>>::iterator vert_ref = for_merging.begin();vert_ref<for_merging.end();vert_ref++) |
---|
1046 | { |
---|
1047 | for(list<polyhedron*>::reverse_iterator merge_ref = vert_ref->rbegin();merge_ref!=vert_ref->rend();merge_ref++) |
---|
1048 | { |
---|
1049 | if((*merge_ref)->get_multiplicity()>1) |
---|
1050 | { |
---|
1051 | if(k==1) |
---|
1052 | { |
---|
1053 | vertices_to_be_reduced.insert((vertex*)(*merge_ref)); |
---|
1054 | } |
---|
1055 | else |
---|
1056 | { |
---|
1057 | (*merge_ref)->lower_multiplicity(); |
---|
1058 | } |
---|
1059 | } |
---|
1060 | else |
---|
1061 | { |
---|
1062 | toprow* current_positive = (toprow*)(*merge_ref)->positiveparent; |
---|
1063 | toprow* current_negative = (toprow*)(*merge_ref)->negativeparent; |
---|
1064 | |
---|
1065 | current_positive->condition -= toremove; |
---|
1066 | current_positive->condition_order--; |
---|
1067 | |
---|
1068 | current_positive->children.insert(current_positive->children.end(),current_negative->children.begin(),current_negative->children.end()); |
---|
1069 | current_positive->children.remove(*merge_ref); |
---|
1070 | |
---|
1071 | for(list<polyhedron*>::iterator child_ref = current_negative->children.begin();child_ref!=current_negative->children.end();child_ref++) |
---|
1072 | { |
---|
1073 | (*child_ref)->parents.remove(current_negative); |
---|
1074 | (*child_ref)->parents.push_back(current_positive); |
---|
1075 | } |
---|
1076 | |
---|
1077 | current_positive->negativechildren.insert(current_positive->negativechildren.end(),current_negative->negativechildren.begin(),current_negative->negativechildren.end()); |
---|
1078 | |
---|
1079 | current_positive->positivechildren.insert(current_positive->positivechildren.end(),current_negative->positivechildren.begin(),current_negative->positivechildren.end()); |
---|
1080 | |
---|
1081 | current_positive->neutralchildren.insert(current_positive->neutralchildren.end(),current_negative->positivechildren.begin(),current_negative->positivechildren.end()); |
---|
1082 | |
---|
1083 | switch((*merge_ref)->get_state(SPLIT)) |
---|
1084 | { |
---|
1085 | case -1: |
---|
1086 | current_positive->negativechildren.remove(*merge_ref); |
---|
1087 | break; |
---|
1088 | case 0: |
---|
1089 | current_positive->neutralchildren.remove(*merge_ref); |
---|
1090 | break; |
---|
1091 | case 1: |
---|
1092 | current_positive->positivechildren.remove(*merge_ref); |
---|
1093 | break; |
---|
1094 | } |
---|
1095 | |
---|
1096 | current_positive->parents.insert(current_positive->parents.begin(),current_negative->parents.begin(),current_negative->parents.end()); |
---|
1097 | unique(current_positive->parents.begin(),current_positive->parents.end()); |
---|
1098 | |
---|
1099 | for(list<polyhedron*>::iterator parent_ref = current_negative->parents.begin();parent_ref!=current_negative->parents.end();parent_ref++) |
---|
1100 | { |
---|
1101 | (*parent_ref)->children.remove(current_negative); |
---|
1102 | (*parent_ref)->children.push_back(current_positive); |
---|
1103 | } |
---|
1104 | |
---|
1105 | current_positive->totallyneutralchildren.insert(current_negative->totallyneutralchildren.begin(),current_negative->totallyneutralchildren.end()); |
---|
1106 | current_positive->totallyneutralchildren.erase(*merge_ref); |
---|
1107 | |
---|
1108 | current_positive->totallyneutralgrandchildren.insert(current_negative->totallyneutralgrandchildren.begin(),current_negative->totallyneutralgrandchildren.end()); |
---|
1109 | |
---|
1110 | current_positive->vertices.insert(current_negative->vertices.begin(),current_negative->vertices.end()); |
---|
1111 | current_positive->negativeneutralvertices.insert(current_negative->negativeneutralvertices.begin(),current_negative->negativeneutralvertices.end()); |
---|
1112 | current_positive->positiveneutralvertices.insert(current_negative->positiveneutralvertices.begin(),current_negative->positiveneutralvertices.end()); |
---|
1113 | |
---|
1114 | for(set<vertex*>::iterator vert_ref = (*merge_ref)->vertices.begin();vert_ref!=(*merge_ref)->vertices.end();vert_ref++) |
---|
1115 | { |
---|
1116 | if((*vert_ref)->get_multiplicity()==1) |
---|
1117 | { |
---|
1118 | current_positive->vertices.erase(*vert_ref); |
---|
1119 | current_positive->negativeneutralvertices.erase(*vert_ref); |
---|
1120 | current_positive->positiveneutralvertices.erase(*vert_ref); |
---|
1121 | } |
---|
1122 | } |
---|
1123 | |
---|
1124 | if(current_negative->get_state(SPLIT)==0&&!current_negative->totally_neutral) |
---|
1125 | { |
---|
1126 | for_splitting[k].remove(current_negative); |
---|
1127 | |
---|
1128 | if(current_positive->get_state(SPLIT)!=0||current_positive->totally_neutral) |
---|
1129 | { |
---|
1130 | for_splitting[k].push_back(current_positive); |
---|
1131 | } |
---|
1132 | } |
---|
1133 | |
---|
1134 | if(current_positive->totally_neutral) |
---|
1135 | { |
---|
1136 | if(!current_negative->totally_neutral) |
---|
1137 | { |
---|
1138 | for(set<polyhedron*>::iterator grand_ref = current_positive->grandparents.begin();grand_ref!=current_positive->grandparents.end();grand_ref++) |
---|
1139 | { |
---|
1140 | (*grand_ref)->totallyneutralgrandchildren.erase(current_positive); |
---|
1141 | } |
---|
1142 | |
---|
1143 | current_positive->grandparents.clear(); |
---|
1144 | } |
---|
1145 | else |
---|
1146 | { |
---|
1147 | for(set<polyhedron*>::iterator grand_ref = current_negative->grandparents.begin();grand_ref!=current_negative->grandparents.end();grand_ref++) |
---|
1148 | { |
---|
1149 | (*grand_ref)->totallyneutralgrandchildren.erase(current_negative); |
---|
1150 | (*grand_ref)->totallyneutralgrandchildren.insert(current_positive); |
---|
1151 | } |
---|
1152 | |
---|
1153 | current_positive->grandparents.insert(current_negative->grandparents.begin(),current_negative->grandparents.end()); |
---|
1154 | } |
---|
1155 | } |
---|
1156 | else |
---|
1157 | { |
---|
1158 | if(current_negative->totally_neutral) |
---|
1159 | { |
---|
1160 | for(set<polyhedron*>::iterator grand_ref = current_negative->grandparents.begin();grand_ref!=current_negative->grandparents.end();grand_ref++) |
---|
1161 | { |
---|
1162 | (*grand_ref)->totallyneutralgrandchildren.erase(current_negative); |
---|
1163 | } |
---|
1164 | } |
---|
1165 | } |
---|
1166 | |
---|
1167 | current_positive->totally_neutral = (current_positive->totally_neutral && current_negative->totally_neutral); |
---|
1168 | |
---|
1169 | current_positive->triangulate(k==for_splitting.size()-1); |
---|
1170 | |
---|
1171 | statistic.delete_polyhedron(k,current_negative); |
---|
1172 | |
---|
1173 | delete current_negative; |
---|
1174 | |
---|
1175 | for(list<polyhedron*>::iterator child_ref = (*merge_ref)->children.begin();child_ref!=(*merge_ref)->children.end();child_ref++) |
---|
1176 | { |
---|
1177 | (*child_ref)->parents.remove(*merge_ref); |
---|
1178 | } |
---|
1179 | |
---|
1180 | for(list<polyhedron*>::iterator parent_ref = (*merge_ref)->parents.begin();parent_ref!=(*merge_ref)->parents.end();parent_ref++) |
---|
1181 | { |
---|
1182 | (*parent_ref)->positivechildren.remove(*merge_ref); |
---|
1183 | (*parent_ref)->negativechildren.remove(*merge_ref); |
---|
1184 | (*parent_ref)->neutralchildren.remove(*merge_ref); |
---|
1185 | (*parent_ref)->children.remove(*merge_ref); |
---|
1186 | } |
---|
1187 | |
---|
1188 | for(set<polyhedron*>::iterator grand_ch_ref = (*merge_ref)->totallyneutralgrandchildren.begin();grand_ch_ref!=(*merge_ref)->totallyneutralgrandchildren.end();grand_ch_ref++) |
---|
1189 | { |
---|
1190 | (*grand_ch_ref)->grandparents.erase(*merge_ref); |
---|
1191 | } |
---|
1192 | |
---|
1193 | for(set<polyhedron*>::iterator grand_p_ref = (*merge_ref)->grandparents.begin();grand_p_ref!=(*merge_ref)->grandparents.end();grand_p_ref++) |
---|
1194 | { |
---|
1195 | (*grand_p_ref)->totallyneutralgrandchildren.erase(*merge_ref); |
---|
1196 | } |
---|
1197 | |
---|
1198 | statistic.delete_polyhedron(k-1,*merge_ref); |
---|
1199 | |
---|
1200 | if(k==1) |
---|
1201 | { |
---|
1202 | vertices_to_be_reduced.insert((vertex*)(*merge_ref)); |
---|
1203 | } |
---|
1204 | else |
---|
1205 | { |
---|
1206 | delete *merge_ref; |
---|
1207 | } |
---|
1208 | } |
---|
1209 | } |
---|
1210 | |
---|
1211 | k++; |
---|
1212 | |
---|
1213 | } |
---|
1214 | |
---|
1215 | for(set<vertex*>::iterator vert_ref = vertices_to_be_reduced.begin();vert_ref!=vertices_to_be_reduced.end();vert_ref++) |
---|
1216 | { |
---|
1217 | if((*vert_ref)->get_multiplicity()>1) |
---|
1218 | { |
---|
1219 | (*vert_ref)->lower_multiplicity(); |
---|
1220 | } |
---|
1221 | else |
---|
1222 | { |
---|
1223 | delete *vert_ref; |
---|
1224 | } |
---|
1225 | } |
---|
1226 | } |
---|
1227 | |
---|
1228 | if(should_add) |
---|
1229 | { |
---|
1230 | int k = 1; |
---|
1231 | |
---|
1232 | vector<list<polyhedron*>>::iterator beginning_ref = ++for_splitting.begin(); |
---|
1233 | |
---|
1234 | for(vector<list<polyhedron*>>::iterator vert_ref = beginning_ref;vert_ref<for_splitting.end();vert_ref++) |
---|
1235 | { |
---|
1236 | |
---|
1237 | for(list<polyhedron*>::reverse_iterator split_ref = vert_ref->rbegin();split_ref != vert_ref->rend();split_ref++) |
---|
1238 | { |
---|
1239 | polyhedron* new_totally_neutral_child; |
---|
1240 | |
---|
1241 | polyhedron* current_polyhedron = (*split_ref); |
---|
1242 | |
---|
1243 | if(vert_ref == beginning_ref) |
---|
1244 | { |
---|
1245 | vec coordinates1 = ((vertex*)(*(current_polyhedron->children.begin())))->get_coordinates(); |
---|
1246 | vec coordinates2 = ((vertex*)(*(++current_polyhedron->children.begin())))->get_coordinates(); |
---|
1247 | |
---|
1248 | vec extended_coord2 = coordinates2; |
---|
1249 | extended_coord2.ins(0,-1.0); |
---|
1250 | |
---|
1251 | double t = (-toadd*extended_coord2)/((toadd(1,toadd.size()-1)*(coordinates1-coordinates2))); |
---|
1252 | |
---|
1253 | vec new_coordinates = coordinates2+t*(coordinates1-coordinates2); |
---|
1254 | |
---|
1255 | // cout << "c1:" << coordinates1 << endl << "c2:" << coordinates2 << endl << "nc:" << new_coordinates << endl; |
---|
1256 | |
---|
1257 | vertex* neutral_vertex = new vertex(new_coordinates); |
---|
1258 | |
---|
1259 | new_totally_neutral_child = neutral_vertex; |
---|
1260 | } |
---|
1261 | else |
---|
1262 | { |
---|
1263 | toprow* neutral_toprow = new toprow(); |
---|
1264 | |
---|
1265 | neutral_toprow->condition = ((toprow*)current_polyhedron)->condition; // tohle tu bylo driv: zeros(number_of_parameters+1); |
---|
1266 | neutral_toprow->condition_order = ((toprow*)current_polyhedron)->condition_order+1; |
---|
1267 | |
---|
1268 | new_totally_neutral_child = neutral_toprow; |
---|
1269 | } |
---|
1270 | |
---|
1271 | new_totally_neutral_child->my_emlig = this; |
---|
1272 | |
---|
1273 | new_totally_neutral_child->children.insert(new_totally_neutral_child->children.end(), |
---|
1274 | current_polyhedron->totallyneutralgrandchildren.begin(), |
---|
1275 | current_polyhedron->totallyneutralgrandchildren.end()); |
---|
1276 | |
---|
1277 | |
---|
1278 | |
---|
1279 | // cout << ((toprow*)current_polyhedron)->condition << endl << toadd << endl; |
---|
1280 | |
---|
1281 | toprow* positive_poly = new toprow(((toprow*)current_polyhedron)->condition+toadd, ((toprow*)current_polyhedron)->condition_order+1); |
---|
1282 | toprow* negative_poly = new toprow(((toprow*)current_polyhedron)->condition-toadd, ((toprow*)current_polyhedron)->condition_order+1); |
---|
1283 | |
---|
1284 | positive_poly->my_emlig = this; |
---|
1285 | negative_poly->my_emlig = this; |
---|
1286 | |
---|
1287 | for(set<polyhedron*>::iterator grand_ref = current_polyhedron->totallyneutralgrandchildren.begin(); grand_ref != current_polyhedron->totallyneutralgrandchildren.end();grand_ref++) |
---|
1288 | { |
---|
1289 | (*grand_ref)->parents.push_back(new_totally_neutral_child); |
---|
1290 | (*grand_ref)->grandparents.insert(positive_poly); |
---|
1291 | (*grand_ref)->grandparents.insert(negative_poly); |
---|
1292 | |
---|
1293 | new_totally_neutral_child->vertices.insert((*grand_ref)->vertices.begin(),(*grand_ref)->vertices.end()); |
---|
1294 | } |
---|
1295 | |
---|
1296 | positive_poly->children.push_back(new_totally_neutral_child); |
---|
1297 | negative_poly->children.push_back(new_totally_neutral_child); |
---|
1298 | |
---|
1299 | |
---|
1300 | for(list<polyhedron*>::iterator parent_ref = current_polyhedron->parents.begin();parent_ref!=current_polyhedron->parents.end();parent_ref++) |
---|
1301 | { |
---|
1302 | (*parent_ref)->totallyneutralgrandchildren.insert(new_totally_neutral_child); |
---|
1303 | new_totally_neutral_child->grandparents.insert(*parent_ref); |
---|
1304 | |
---|
1305 | (*parent_ref)->neutralchildren.remove(current_polyhedron); |
---|
1306 | (*parent_ref)->children.remove(current_polyhedron); |
---|
1307 | |
---|
1308 | (*parent_ref)->children.push_back(positive_poly); |
---|
1309 | (*parent_ref)->children.push_back(negative_poly); |
---|
1310 | (*parent_ref)->positivechildren.push_back(positive_poly); |
---|
1311 | (*parent_ref)->negativechildren.push_back(negative_poly); |
---|
1312 | } |
---|
1313 | |
---|
1314 | positive_poly->parents.insert(positive_poly->parents.end(), |
---|
1315 | current_polyhedron->parents.begin(), |
---|
1316 | current_polyhedron->parents.end()); |
---|
1317 | |
---|
1318 | negative_poly->parents.insert(negative_poly->parents.end(), |
---|
1319 | current_polyhedron->parents.begin(), |
---|
1320 | current_polyhedron->parents.end()); |
---|
1321 | |
---|
1322 | |
---|
1323 | |
---|
1324 | new_totally_neutral_child->parents.push_back(positive_poly); |
---|
1325 | new_totally_neutral_child->parents.push_back(negative_poly); |
---|
1326 | |
---|
1327 | for(list<polyhedron*>::iterator child_ref = current_polyhedron->positivechildren.begin();child_ref!=current_polyhedron->positivechildren.end();child_ref++) |
---|
1328 | { |
---|
1329 | (*child_ref)->parents.remove(current_polyhedron); |
---|
1330 | (*child_ref)->parents.push_back(positive_poly); |
---|
1331 | } |
---|
1332 | |
---|
1333 | positive_poly->children.insert(positive_poly->children.end(), |
---|
1334 | current_polyhedron->positivechildren.begin(), |
---|
1335 | current_polyhedron->positivechildren.end()); |
---|
1336 | |
---|
1337 | for(list<polyhedron*>::iterator child_ref = current_polyhedron->negativechildren.begin();child_ref!=current_polyhedron->negativechildren.end();child_ref++) |
---|
1338 | { |
---|
1339 | (*child_ref)->parents.remove(current_polyhedron); |
---|
1340 | (*child_ref)->parents.push_back(negative_poly); |
---|
1341 | } |
---|
1342 | |
---|
1343 | negative_poly->children.insert(negative_poly->children.end(), |
---|
1344 | current_polyhedron->negativechildren.begin(), |
---|
1345 | current_polyhedron->negativechildren.end()); |
---|
1346 | |
---|
1347 | positive_poly->vertices.insert(current_polyhedron->positiveneutralvertices.begin(),current_polyhedron->positiveneutralvertices.end()); |
---|
1348 | positive_poly->vertices.insert(new_totally_neutral_child->vertices.begin(),new_totally_neutral_child->vertices.end()); |
---|
1349 | |
---|
1350 | negative_poly->vertices.insert(current_polyhedron->negativeneutralvertices.begin(),current_polyhedron->negativeneutralvertices.end()); |
---|
1351 | negative_poly->vertices.insert(new_totally_neutral_child->vertices.begin(),new_totally_neutral_child->vertices.end()); |
---|
1352 | |
---|
1353 | new_totally_neutral_child->triangulate(false); |
---|
1354 | |
---|
1355 | positive_poly->triangulate(k==for_splitting.size()-1); |
---|
1356 | negative_poly->triangulate(k==for_splitting.size()-1); |
---|
1357 | |
---|
1358 | statistic.append_polyhedron(k-1, new_totally_neutral_child); |
---|
1359 | |
---|
1360 | statistic.insert_polyhedron(k, positive_poly, current_polyhedron); |
---|
1361 | statistic.insert_polyhedron(k, negative_poly, current_polyhedron); |
---|
1362 | |
---|
1363 | statistic.delete_polyhedron(k, current_polyhedron); |
---|
1364 | |
---|
1365 | delete current_polyhedron; |
---|
1366 | } |
---|
1367 | |
---|
1368 | k++; |
---|
1369 | } |
---|
1370 | } |
---|
1371 | |
---|
1372 | |
---|
1373 | vector<int> sizevector; |
---|
1374 | for(int s = 0;s<statistic.size();s++) |
---|
1375 | { |
---|
1376 | sizevector.push_back(statistic.row_size(s)); |
---|
1377 | } |
---|
1378 | |
---|
1379 | /* |
---|
1380 | for(polyhedron* topr_ref = statistic.rows[statistic.size()-1];topr_ref!=statistic.row_ends[statistic.size()-1]->next_poly;topr_ref=topr_ref->next_poly) |
---|
1381 | { |
---|
1382 | cout << ((toprow*)topr_ref)->condition << endl; |
---|
1383 | } |
---|
1384 | */ |
---|
1385 | |
---|
1386 | } |
---|
1387 | |
---|
1388 | void set_correction_factors(int order) |
---|
1389 | { |
---|
1390 | for(int remaining_order = correction_factors.size();remaining_order<order;remaining_order++) |
---|
1391 | { |
---|
1392 | multiset<my_ivec> factor_templates; |
---|
1393 | multiset<my_ivec> final_factors; |
---|
1394 | |
---|
1395 | my_ivec orig_template = my_ivec(); |
---|
1396 | |
---|
1397 | for(int i = 1;i<number_of_parameters-remaining_order+1;i++) |
---|
1398 | { |
---|
1399 | bool in_cycle = false; |
---|
1400 | for(int j = 0;j<=remaining_order;j++) { |
---|
1401 | |
---|
1402 | multiset<my_ivec>::iterator fac_ref = factor_templates.begin(); |
---|
1403 | |
---|
1404 | do |
---|
1405 | { |
---|
1406 | my_ivec current_template; |
---|
1407 | if(!in_cycle) |
---|
1408 | { |
---|
1409 | current_template = orig_template; |
---|
1410 | in_cycle = true; |
---|
1411 | } |
---|
1412 | else |
---|
1413 | { |
---|
1414 | current_template = (*fac_ref); |
---|
1415 | fac_ref++; |
---|
1416 | } |
---|
1417 | |
---|
1418 | current_template.ins(current_template.size(),i); |
---|
1419 | |
---|
1420 | // cout << "template:" << current_template << endl; |
---|
1421 | |
---|
1422 | if(current_template.size()==remaining_order+1) |
---|
1423 | { |
---|
1424 | final_factors.insert(current_template); |
---|
1425 | } |
---|
1426 | else |
---|
1427 | { |
---|
1428 | factor_templates.insert(current_template); |
---|
1429 | } |
---|
1430 | } |
---|
1431 | while(fac_ref!=factor_templates.end()); |
---|
1432 | } |
---|
1433 | } |
---|
1434 | |
---|
1435 | correction_factors.push_back(final_factors); |
---|
1436 | |
---|
1437 | } |
---|
1438 | } |
---|
1439 | |
---|
1440 | protected: |
---|
1441 | |
---|
1442 | /// A method for creating plain default statistic representing only the range of the parameter space. |
---|
1443 | void create_statistic(int number_of_parameters) |
---|
1444 | { |
---|
1445 | for(int i = 0;i<number_of_parameters;i++) |
---|
1446 | { |
---|
1447 | vec condition_vec = zeros(number_of_parameters+1); |
---|
1448 | condition_vec[i+1] = 1; |
---|
1449 | |
---|
1450 | condition* new_condition = new condition(condition_vec); |
---|
1451 | |
---|
1452 | conditions.push_back(new_condition); |
---|
1453 | } |
---|
1454 | |
---|
1455 | // An empty vector of coordinates. |
---|
1456 | vec origin_coord; |
---|
1457 | |
---|
1458 | // We create an origin - this point will have all the coordinates zero, but now it has an empty vector of coords. |
---|
1459 | vertex *origin = new vertex(origin_coord); |
---|
1460 | |
---|
1461 | origin->my_emlig = this; |
---|
1462 | |
---|
1463 | /* |
---|
1464 | // As a statistic, we have to create a vector of vectors of polyhedron pointers. It will then represent the Hasse |
---|
1465 | // diagram. First we create a vector of polyhedrons.. |
---|
1466 | list<polyhedron*> origin_vec; |
---|
1467 | |
---|
1468 | // ..we fill it with the origin.. |
---|
1469 | origin_vec.push_back(origin); |
---|
1470 | |
---|
1471 | // ..and we fill the statistic with the created vector. |
---|
1472 | statistic.push_back(origin_vec); |
---|
1473 | */ |
---|
1474 | |
---|
1475 | statistic = *(new c_statistic()); |
---|
1476 | |
---|
1477 | statistic.append_polyhedron(0, origin); |
---|
1478 | |
---|
1479 | // Now we have a statistic for a zero dimensional space. Regarding to how many dimensional space we need to |
---|
1480 | // describe, we have to widen the descriptional default statistic. We use an iterative procedure as follows: |
---|
1481 | for(int i=0;i<number_of_parameters;i++) |
---|
1482 | { |
---|
1483 | // We first will create two new vertices. These will be the borders of the parameter space in the dimension |
---|
1484 | // of newly added parameter. Therefore they will have all coordinates except the last one zero. We get the |
---|
1485 | // right amount of zero cooridnates by reading them from the origin |
---|
1486 | vec origin_coord = origin->get_coordinates(); |
---|
1487 | |
---|
1488 | // And we incorporate the nonzero coordinates into the new cooordinate vectors |
---|
1489 | vec origin_coord1 = concat(origin_coord,-max_range); |
---|
1490 | vec origin_coord2 = concat(origin_coord,max_range); |
---|
1491 | |
---|
1492 | |
---|
1493 | // Now we create the points |
---|
1494 | vertex* new_point1 = new vertex(origin_coord1); |
---|
1495 | vertex* new_point2 = new vertex(origin_coord2); |
---|
1496 | |
---|
1497 | new_point1->my_emlig = this; |
---|
1498 | new_point2->my_emlig = this; |
---|
1499 | |
---|
1500 | //********************************************************************************************************* |
---|
1501 | // The algorithm for recursive build of a new Hasse diagram representing the space structure from the old |
---|
1502 | // diagram works so that you create two copies of the old Hasse diagram, you shift them up one level (points |
---|
1503 | // will be segments, segments will be areas etc.) and you connect each one of the original copied polyhedrons |
---|
1504 | // with its offspring by a parent-child relation. Also each of the segments in the first (second) copy is |
---|
1505 | // connected to the first (second) newly created vertex by a parent-child relation. |
---|
1506 | //********************************************************************************************************* |
---|
1507 | |
---|
1508 | |
---|
1509 | /* |
---|
1510 | // Create the vectors of vectors of pointers to polyhedrons to hold the copies of the old Hasse diagram |
---|
1511 | vector<vector<polyhedron*>> new_statistic1; |
---|
1512 | vector<vector<polyhedron*>> new_statistic2; |
---|
1513 | */ |
---|
1514 | |
---|
1515 | c_statistic* new_statistic1 = new c_statistic(); |
---|
1516 | c_statistic* new_statistic2 = new c_statistic(); |
---|
1517 | |
---|
1518 | |
---|
1519 | // Copy the statistic by rows |
---|
1520 | for(int j=0;j<statistic.size();j++) |
---|
1521 | { |
---|
1522 | |
---|
1523 | |
---|
1524 | // an element counter |
---|
1525 | int element_number = 0; |
---|
1526 | |
---|
1527 | /* |
---|
1528 | vector<polyhedron*> supportnew_1; |
---|
1529 | vector<polyhedron*> supportnew_2; |
---|
1530 | |
---|
1531 | new_statistic1.push_back(supportnew_1); |
---|
1532 | new_statistic2.push_back(supportnew_2); |
---|
1533 | */ |
---|
1534 | |
---|
1535 | // for each polyhedron in the given row |
---|
1536 | for(polyhedron* horiz_ref = statistic.rows[j];horiz_ref!=statistic.get_end();horiz_ref=horiz_ref->next_poly) |
---|
1537 | { |
---|
1538 | // Append an extra zero coordinate to each of the vertices for the new dimension |
---|
1539 | // If vert_ref is at the first index => we loop through vertices |
---|
1540 | if(j == 0) |
---|
1541 | { |
---|
1542 | // cast the polyhedron pointer to a vertex pointer and push a zero to its vector of coordinates |
---|
1543 | ((vertex*) horiz_ref)->push_coordinate(0); |
---|
1544 | } |
---|
1545 | /* |
---|
1546 | else |
---|
1547 | { |
---|
1548 | ((toprow*) (*horiz_ref))->condition.ins(0,0); |
---|
1549 | }*/ |
---|
1550 | |
---|
1551 | // if it has parents |
---|
1552 | if(!horiz_ref->parents.empty()) |
---|
1553 | { |
---|
1554 | // save the relative address of this child in a vector kids_rel_addresses of all its parents. |
---|
1555 | // This information will later be used for copying the whole Hasse diagram with each of the |
---|
1556 | // relations contained within. |
---|
1557 | for(list<polyhedron*>::iterator parent_ref = horiz_ref->parents.begin();parent_ref != horiz_ref->parents.end();parent_ref++) |
---|
1558 | { |
---|
1559 | (*parent_ref)->kids_rel_addresses.push_back(element_number); |
---|
1560 | } |
---|
1561 | } |
---|
1562 | |
---|
1563 | // ************************************************************************************************** |
---|
1564 | // Here we begin creating a new polyhedron, which will be a copy of the old one. Each such polyhedron |
---|
1565 | // will be created as a toprow, but this information will be later forgotten and only the polyhedrons |
---|
1566 | // in the top row of the Hasse diagram will be considered toprow for later use. |
---|
1567 | // ************************************************************************************************** |
---|
1568 | |
---|
1569 | // First we create vectors specifying a toprow condition. In the case of a preconstructed statistic |
---|
1570 | // this condition will be a vector of zeros. There are two vectors, because we need two copies of |
---|
1571 | // the original Hasse diagram. |
---|
1572 | vec vec1(number_of_parameters+1); |
---|
1573 | vec1.zeros(); |
---|
1574 | |
---|
1575 | vec vec2(number_of_parameters+1); |
---|
1576 | vec2.zeros(); |
---|
1577 | |
---|
1578 | // We create a new toprow with the previously specified condition. |
---|
1579 | toprow* current_copy1 = new toprow(vec1, 0); |
---|
1580 | toprow* current_copy2 = new toprow(vec2, 0); |
---|
1581 | |
---|
1582 | current_copy1->my_emlig = this; |
---|
1583 | current_copy2->my_emlig = this; |
---|
1584 | |
---|
1585 | // The vertices of the copies will be inherited, because there will be a parent/child relation |
---|
1586 | // between each polyhedron and its offspring (comming from the copy) and a parent has all the |
---|
1587 | // vertices of its child plus more. |
---|
1588 | for(set<vertex*>::iterator vertex_ref = horiz_ref->vertices.begin();vertex_ref!=horiz_ref->vertices.end();vertex_ref++) |
---|
1589 | { |
---|
1590 | current_copy1->vertices.insert(*vertex_ref); |
---|
1591 | current_copy2->vertices.insert(*vertex_ref); |
---|
1592 | } |
---|
1593 | |
---|
1594 | // The only new vertex of the offspring should be the newly created point. |
---|
1595 | current_copy1->vertices.insert(new_point1); |
---|
1596 | current_copy2->vertices.insert(new_point2); |
---|
1597 | |
---|
1598 | // This method guarantees that each polyhedron is already triangulated, therefore its triangulation |
---|
1599 | // is only one set of vertices and it is the set of all its vertices. |
---|
1600 | set<vertex*> t_simplex1; |
---|
1601 | set<vertex*> t_simplex2; |
---|
1602 | |
---|
1603 | t_simplex1.insert(current_copy1->vertices.begin(),current_copy1->vertices.end()); |
---|
1604 | t_simplex2.insert(current_copy2->vertices.begin(),current_copy2->vertices.end()); |
---|
1605 | |
---|
1606 | current_copy1->triangulation.push_back(t_simplex1); |
---|
1607 | current_copy2->triangulation.push_back(t_simplex2); |
---|
1608 | |
---|
1609 | // Now we have copied the polyhedron and we have to copy all of its relations. Because we are copying |
---|
1610 | // in the Hasse diagram from bottom up, we always have to copy the parent/child relations to all the |
---|
1611 | // kids and when we do that and know the child, in the child we will remember the parent we came from. |
---|
1612 | // This way all the parents/children relations are saved in both the parent and the child. |
---|
1613 | if(!horiz_ref->kids_rel_addresses.empty()) |
---|
1614 | { |
---|
1615 | for(list<int>::iterator kid_ref = horiz_ref->kids_rel_addresses.begin();kid_ref!=horiz_ref->kids_rel_addresses.end();kid_ref++) |
---|
1616 | { |
---|
1617 | polyhedron* new_kid1 = new_statistic1->rows[j-1]; |
---|
1618 | polyhedron* new_kid2 = new_statistic2->rows[j-1]; |
---|
1619 | |
---|
1620 | // THIS IS NOT EFFECTIVE: It could be improved by having the list indexed for new_statistic, but |
---|
1621 | // not indexed for statistic. Hopefully this will not cause a big slowdown - happens only offline. |
---|
1622 | if(*kid_ref) |
---|
1623 | { |
---|
1624 | for(int k = 1;k<=(*kid_ref);k++) |
---|
1625 | { |
---|
1626 | new_kid1=new_kid1->next_poly; |
---|
1627 | new_kid2=new_kid2->next_poly; |
---|
1628 | } |
---|
1629 | } |
---|
1630 | |
---|
1631 | // find the child and save the relation to the parent |
---|
1632 | current_copy1->children.push_back(new_kid1); |
---|
1633 | current_copy2->children.push_back(new_kid2); |
---|
1634 | |
---|
1635 | // in the child save the parents' address |
---|
1636 | new_kid1->parents.push_back(current_copy1); |
---|
1637 | new_kid2->parents.push_back(current_copy2); |
---|
1638 | } |
---|
1639 | |
---|
1640 | // Here we clear the parents kids_rel_addresses vector for later use (when we need to widen the |
---|
1641 | // Hasse diagram again) |
---|
1642 | horiz_ref->kids_rel_addresses.clear(); |
---|
1643 | } |
---|
1644 | // If there were no children previously, we are copying a polyhedron that has been a vertex before. |
---|
1645 | // In this case it is a segment now and it will have a relation to its mother (copywise) and to the |
---|
1646 | // newly created point. Here we create the connection to the new point, again from both sides. |
---|
1647 | else |
---|
1648 | { |
---|
1649 | // Add the address of the new point in the former vertex |
---|
1650 | current_copy1->children.push_back(new_point1); |
---|
1651 | current_copy2->children.push_back(new_point2); |
---|
1652 | |
---|
1653 | // Add the address of the former vertex in the new point |
---|
1654 | new_point1->parents.push_back(current_copy1); |
---|
1655 | new_point2->parents.push_back(current_copy2); |
---|
1656 | } |
---|
1657 | |
---|
1658 | // Save the mother in its offspring |
---|
1659 | current_copy1->children.push_back(horiz_ref); |
---|
1660 | current_copy2->children.push_back(horiz_ref); |
---|
1661 | |
---|
1662 | // Save the offspring in its mother |
---|
1663 | horiz_ref->parents.push_back(current_copy1); |
---|
1664 | horiz_ref->parents.push_back(current_copy2); |
---|
1665 | |
---|
1666 | |
---|
1667 | // Add the copies into the relevant statistic. The statistic will later be appended to the previous |
---|
1668 | // Hasse diagram |
---|
1669 | new_statistic1->append_polyhedron(j,current_copy1); |
---|
1670 | new_statistic2->append_polyhedron(j,current_copy2); |
---|
1671 | |
---|
1672 | // Raise the count in the vector of polyhedrons |
---|
1673 | element_number++; |
---|
1674 | |
---|
1675 | } |
---|
1676 | |
---|
1677 | } |
---|
1678 | |
---|
1679 | /* |
---|
1680 | statistic.begin()->push_back(new_point1); |
---|
1681 | statistic.begin()->push_back(new_point2); |
---|
1682 | */ |
---|
1683 | |
---|
1684 | statistic.append_polyhedron(0, new_point1); |
---|
1685 | statistic.append_polyhedron(0, new_point2); |
---|
1686 | |
---|
1687 | // Merge the new statistics into the old one. This will either be the final statistic or we will |
---|
1688 | // reenter the widening loop. |
---|
1689 | for(int j=0;j<new_statistic1->size();j++) |
---|
1690 | { |
---|
1691 | /* |
---|
1692 | if(j+1==statistic.size()) |
---|
1693 | { |
---|
1694 | list<polyhedron*> support; |
---|
1695 | statistic.push_back(support); |
---|
1696 | } |
---|
1697 | |
---|
1698 | (statistic.begin()+j+1)->insert((statistic.begin()+j+1)->end(),new_statistic1[j].begin(),new_statistic1[j].end()); |
---|
1699 | (statistic.begin()+j+1)->insert((statistic.begin()+j+1)->end(),new_statistic2[j].begin(),new_statistic2[j].end()); |
---|
1700 | */ |
---|
1701 | statistic.append_polyhedron(j+1,new_statistic1->rows[j],new_statistic1->row_ends[j]); |
---|
1702 | statistic.append_polyhedron(j+1,new_statistic2->rows[j],new_statistic2->row_ends[j]); |
---|
1703 | } |
---|
1704 | } |
---|
1705 | |
---|
1706 | /* |
---|
1707 | vector<list<toprow*>> toprow_statistic; |
---|
1708 | int line_count = 0; |
---|
1709 | |
---|
1710 | for(vector<list<polyhedron*>>::iterator polyhedron_ref = ++statistic.begin(); polyhedron_ref!=statistic.end();polyhedron_ref++) |
---|
1711 | { |
---|
1712 | list<toprow*> support_list; |
---|
1713 | toprow_statistic.push_back(support_list); |
---|
1714 | |
---|
1715 | for(list<polyhedron*>::iterator polyhedron_ref2 = polyhedron_ref->begin(); polyhedron_ref2 != polyhedron_ref->end(); polyhedron_ref2++) |
---|
1716 | { |
---|
1717 | toprow* support_top = (toprow*)(*polyhedron_ref2); |
---|
1718 | |
---|
1719 | toprow_statistic[line_count].push_back(support_top); |
---|
1720 | } |
---|
1721 | |
---|
1722 | line_count++; |
---|
1723 | }*/ |
---|
1724 | |
---|
1725 | /* |
---|
1726 | vector<int> sizevector; |
---|
1727 | for(int s = 0;s<statistic.size();s++) |
---|
1728 | { |
---|
1729 | sizevector.push_back(statistic.row_size(s)); |
---|
1730 | } |
---|
1731 | */ |
---|
1732 | |
---|
1733 | } |
---|
1734 | |
---|
1735 | |
---|
1736 | |
---|
1737 | |
---|
1738 | }; |
---|
1739 | |
---|
1740 | /* |
---|
1741 | |
---|
1742 | //! Robust Bayesian AR model for Multicriteria-Laplace-Inverse-Gamma density |
---|
1743 | class RARX : public BM |
---|
1744 | { |
---|
1745 | private: |
---|
1746 | |
---|
1747 | emlig posterior; |
---|
1748 | |
---|
1749 | public: |
---|
1750 | RARX():BM() |
---|
1751 | { |
---|
1752 | }; |
---|
1753 | |
---|
1754 | void bayes(const itpp::vec &yt, const itpp::vec &cond = empty_vec) |
---|
1755 | { |
---|
1756 | |
---|
1757 | } |
---|
1758 | |
---|
1759 | };*/ |
---|
1760 | |
---|
1761 | |
---|
1762 | |
---|
1763 | #endif //TRAGE_H |
---|