arx.h

Go to the documentation of this file.

#ifndef AR_H
#define AR_H

#include "../stat/libFN.h"
#include "../stat/libEF.h"

namespace bdm {

class ARX: public BMEF {
protected:
        int dimx;
        RV _yrv;
        egiw est;
        ldmat &V;
        double ν
public:
        ARX ( const double frg0=1.0 ) : BMEF ( frg0 ),est (), V ( est._V() ), nu ( est._nu() ) {};
        ARX ( const ARX &A0 ) : BMEF (),est ( A0.est ), V ( est._V() ), nu ( est._nu() ) {};
        ARX* _copy_() const;
        void set_parameters ( double frg0 ) {frg=frg0;}
        void set_statistics ( int dimx0, const ldmat V0, double nu0=-1.0 ) {est.set_parameters ( dimx0,V0,nu0 );last_lognc=est.lognc();dimx=dimx0;}

//      //! Set parameters given by moments, \c mu (mean of theta), \c R (mean of R) and \c C (variance of theta)
//      void set_parameters ( const vec &mu, const mat &R, const mat &C, double dfm){};
        void set_statistics ( const BMEF* BM0 );
//      //! Returns sufficient statistics
//      void get_parameters ( mat &V0, double &nu0 ) {V0=est._V().to_mat(); nu0=est._nu();}

        void bayes ( const vec &dt, const double w );
        void bayes ( const vec &dt ) {bayes ( dt,1.0 );};
        double logpred ( const vec &dt ) const;
        void flatten ( const BMEF* B ) {
                const ARX* A=dynamic_cast<const ARX*> ( B );
                // nu should be equal to B.nu
                est.pow ( A->nu/nu );
                if ( evalll ) {last_lognc=est.lognc();}
        }
        enorm<ldmat>* epredictor ( const vec &rgr ) const;
        enorm<ldmat>* epredictor() const {it_assert_debug ( est.dimension() ==V.rows()-1,"Regressor is not only 1" );return epredictor ( vec_1 ( 1.0 ) );}
        mlnorm<ldmat>* predictor() const;
        mlstudent* predictor_student() const;
        ivec structure_est ( egiw Eg0 );

        const egiw* _e() const {return &est ;};
        const egiw& posterior() const {return est;}

        void set_drv ( const RV &drv0 ) {drv=drv0;}
        RV& get_yrv() {
                //if yrv is not ready create it
                if ( _yrv._dsize() !=dimx ) {
                        int i=0;
                        while ( _yrv._dsize() <dimx ) {_yrv.add ( drv ( vec_1(i) ) );i++;}
                }
                //yrv should be ready by now
                it_assert_debug ( _yrv._dsize() ==dimx,"incompatible drv" );
                return _yrv;
        }
};

}

#endif // AR_H

---