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[145]17<h1>work/git/mixpp/bdm/stat/libBM.h</h1><a href="libBM_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
[3]18<a name="l00013"></a>00013 <span class="preprocessor">#ifndef BM_H</span>
19<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define BM_H</span>
20<a name="l00015"></a>00015 <span class="preprocessor"></span>
21<a name="l00016"></a>00016 <span class="preprocessor">#include &lt;itpp/itbase.h&gt;</span>
[210]22<a name="l00017"></a>00017 <span class="preprocessor">#include "../itpp_ext.h"</span>
23<a name="l00018"></a>00018 <span class="comment">//#include &lt;std&gt;</span>
24<a name="l00019"></a>00019
25<a name="l00020"></a>00020 <span class="keyword">using namespace </span>itpp;
26<a name="l00021"></a>00021
27<a name="l00023"></a><a class="code" href="classstr.html">00023</a> <span class="keyword">class </span><a class="code" href="classstr.html" title="Structure of RV (used internally), i.e. expanded RVs.">str</a> {
28<a name="l00024"></a>00024 <span class="keyword">public</span>:
29<a name="l00026"></a><a class="code" href="classstr.html#8c4e7241505999c272eb15e586ba7923">00026</a>         ivec <a class="code" href="classstr.html#8c4e7241505999c272eb15e586ba7923" title="vector id ids (non-unique!)">ids</a>;
30<a name="l00028"></a><a class="code" href="classstr.html#a55be419d33638dd0b2de3ecd64a4f27">00028</a>         ivec <a class="code" href="classstr.html#a55be419d33638dd0b2de3ecd64a4f27" title="vector of times">times</a>;
31<a name="l00030"></a><a class="code" href="classstr.html#11ba7967bca045fe27fab8e70b6c0598">00030</a>         <a class="code" href="classstr.html#11ba7967bca045fe27fab8e70b6c0598" title="Default constructor.">str</a> ( ivec ids0, ivec times0 ) :<a class="code" href="classstr.html#8c4e7241505999c272eb15e586ba7923" title="vector id ids (non-unique!)">ids</a> ( ids0 ),<a class="code" href="classstr.html#a55be419d33638dd0b2de3ecd64a4f27" title="vector of times">times</a> ( times0 ) {
32<a name="l00031"></a>00031                 it_assert_debug ( times0.length() ==ids0.length(),<span class="stringliteral">"Incompatible input"</span> );
33<a name="l00032"></a>00032         };
34<a name="l00033"></a>00033 };
35<a name="l00034"></a>00034
36<a name="l00041"></a><a class="code" href="classRV.html">00041</a> <span class="keyword">class </span><a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> {
37<a name="l00042"></a>00042 <span class="keyword">protected</span>:
38<a name="l00044"></a><a class="code" href="classRV.html#f2396efe2e6d656ebe9e6f06018cbe25">00044</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#f2396efe2e6d656ebe9e6f06018cbe25" title="size = sum of sizes">tsize</a>;
39<a name="l00046"></a><a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9">00046</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9" title="len = number of individual rvs">len</a>;
40<a name="l00048"></a><a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9">00048</a>         ivec <a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9" title="Vector of unique IDs.">ids</a>;
41<a name="l00050"></a><a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b">00050</a>         ivec <a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b" title="Vector of sizes.">sizes</a>;
42<a name="l00052"></a><a class="code" href="classRV.html#646e530c47a2dd38254b778d9f11ac89">00052</a>         ivec <a class="code" href="classRV.html#646e530c47a2dd38254b778d9f11ac89" title="Vector of shifts from current time.">times</a>;
43<a name="l00054"></a><a class="code" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb">00054</a>         Array&lt;std::string&gt; <a class="code" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb" title="Array of names.">names</a>;
44<a name="l00055"></a>00055
45<a name="l00056"></a>00056 <span class="keyword">private</span>:
46<a name="l00058"></a>00058         <span class="keywordtype">void</span> init ( ivec in_ids, Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times );
47<a name="l00059"></a>00059 <span class="keyword">public</span>:
48<a name="l00061"></a>00061         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Constructor of empty RV.">RV</a> ( Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times );
49<a name="l00063"></a>00063         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Constructor of empty RV.">RV</a> ( Array&lt;std::string&gt; in_names, ivec in_sizes );
50<a name="l00065"></a>00065         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Constructor of empty RV.">RV</a> ( Array&lt;std::string&gt; in_names );
51<a name="l00067"></a>00067         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Constructor of empty RV.">RV</a> ();
52<a name="l00068"></a>00068
53<a name="l00070"></a>00070         <span class="keyword">friend</span> std::ostream &amp;<a class="code" href="classRV.html#cad6f15535d10437f6690cb4492176a8" title="Printing output e.g. for debugging.">operator&lt;&lt; </a>( std::ostream &amp;os, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv );
54<a name="l00071"></a>00071
55<a name="l00073"></a><a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0">00073</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classRV.html#f2396efe2e6d656ebe9e6f06018cbe25" title="size = sum of sizes">tsize</a>;} ;
56<a name="l00075"></a><a class="code" href="classRV.html#c114a6f3ff06796cc2f4dacba74291eb">00075</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#c114a6f3ff06796cc2f4dacba74291eb" title="Return length (number of entries) of the RV.">length</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9" title="len = number of individual rvs">len</a>;} ;
57<a name="l00076"></a>00076
58<a name="l00077"></a>00077         <span class="comment">//TODO why not inline and later??</span>
59<a name="l00078"></a>00078
60<a name="l00080"></a>00080         ivec <a class="code" href="classRV.html#0c493a7a897f4d75682f4264e40779a1" title="Find indexes of self in another rv,.">findself</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv2 ) <span class="keyword">const</span>;
61<a name="l00082"></a>00082         <span class="keywordtype">bool</span> <a class="code" href="classRV.html#82cc7fa22ce91cf461a522ad62014c65" title="Compare if rv2 is identical to this RV.">equal</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv2 ) <span class="keyword">const</span>;
62<a name="l00084"></a>00084         <span class="keywordtype">bool</span> <span class="keyword">add</span> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv2 );
63<a name="l00086"></a>00086         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#b9d175c327c21488b1e2fb756a84e149" title="Subtract another variable from the current one.">subt</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv2 ) <span class="keyword">const</span>;
64<a name="l00088"></a>00088         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#b26d25a122be3303806af7726a625a0f" title="Select only variables at indeces ind.">subselect</a> ( <span class="keyword">const</span> ivec &amp;ind ) <span class="keyword">const</span>;
65<a name="l00090"></a>00090         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#248dfb2387976db2658489347669278c" title="Select only variables at indeces ind.">operator() </a>( <span class="keyword">const</span> ivec &amp;ind ) <span class="keyword">const</span>;
66<a name="l00092"></a>00092         <span class="keywordtype">void</span> <a class="code" href="classRV.html#e0a158d53ab9430627241f844f4c9a60" title="Shift time shifted by delta.">t</a> ( <span class="keywordtype">int</span> delta );
67<a name="l00094"></a>00094         <a class="code" href="classstr.html" title="Structure of RV (used internally), i.e. expanded RVs.">str</a> <a class="code" href="classRV.html#52f3ade796814da627ff5a44d00986be" title="generate str from rv, by expanding sizes">tostr</a>() <span class="keyword">const</span>;
68<a name="l00097"></a>00097         ivec <a class="code" href="classRV.html#bb724fa4e2d9ed7bfd0993b5975018a4">dataind</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;crv ) <span class="keyword">const</span>;
69<a name="l00100"></a>00100         <span class="keywordtype">void</span> <a class="code" href="classRV.html#bb724fa4e2d9ed7bfd0993b5975018a4">dataind</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv2, ivec &amp;selfi, ivec &amp;rv2i ) <span class="keyword">const</span>;
70<a name="l00101"></a>00101
71<a name="l00103"></a><a class="code" href="classRV.html#b88ef5124713c9e30fd9446846b3f044">00103</a>         Array&lt;std::string&gt;&amp; <a class="code" href="classRV.html#b88ef5124713c9e30fd9446846b3f044" title="access function">_names</a>() {<span class="keywordflow">return</span> <a class="code" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb" title="Array of names.">names</a>;};
72<a name="l00104"></a>00104
73<a name="l00106"></a><a class="code" href="classRV.html#4a0069bc69f5a98d7ce9ed59077f2e6c">00106</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#4a0069bc69f5a98d7ce9ed59077f2e6c" title="access function">id</a> ( <span class="keywordtype">int</span> at ) {<span class="keywordflow">return</span> <a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9" title="Vector of unique IDs.">ids</a> ( at );};
74<a name="l00108"></a><a class="code" href="classRV.html#20db23a5585d64a6e24404cc8379bc28">00108</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#20db23a5585d64a6e24404cc8379bc28" title="access function">size</a> ( <span class="keywordtype">int</span> at ) {<span class="keywordflow">return</span> <a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b" title="Vector of sizes.">sizes</a> ( at );};
75<a name="l00110"></a><a class="code" href="classRV.html#af068cf478864fe1a4fbfc6b4693b088">00110</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#af068cf478864fe1a4fbfc6b4693b088" title="access function">time</a> ( <span class="keywordtype">int</span> at ) {<span class="keywordflow">return</span> <a class="code" href="classRV.html#646e530c47a2dd38254b778d9f11ac89" title="Vector of shifts from current time.">times</a> ( at );};
76<a name="l00112"></a><a class="code" href="classRV.html#3ae4dd6e368f814a02710636ac8e1721">00112</a>         std::string <a class="code" href="classRV.html#3ae4dd6e368f814a02710636ac8e1721" title="access function">name</a> ( <span class="keywordtype">int</span> at ) {<span class="keywordflow">return</span> <a class="code" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb" title="Array of names.">names</a> ( at );};
77<a name="l00113"></a>00113
78<a name="l00115"></a><a class="code" href="classRV.html#f58db96c9f5b8a538e26f154b1047c62">00115</a>         <span class="keywordtype">void</span> <a class="code" href="classRV.html#f58db96c9f5b8a538e26f154b1047c62" title="access function">set_id</a> ( <span class="keywordtype">int</span> at, <span class="keywordtype">int</span> id0 ) {<a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9" title="Vector of unique IDs.">ids</a> ( at ) =id0;};
79<a name="l00117"></a><a class="code" href="classRV.html#70b24c39c5130b1e4753fa2eef495433">00117</a>         <span class="keywordtype">void</span> <a class="code" href="classRV.html#70b24c39c5130b1e4753fa2eef495433" title="access function">set_size</a> ( <span class="keywordtype">int</span> at, <span class="keywordtype">int</span> size0 ) {<a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b" title="Vector of sizes.">sizes</a> ( at ) =size0; <a class="code" href="classRV.html#f2396efe2e6d656ebe9e6f06018cbe25" title="size = sum of sizes">tsize</a>=sum ( <a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b" title="Vector of sizes.">sizes</a> );};
80<a name="l00119"></a><a class="code" href="classRV.html#af668289c016d12ac2a9ddb85416006b">00119</a>         <span class="keywordtype">void</span> <a class="code" href="classRV.html#af668289c016d12ac2a9ddb85416006b" title="access function">set_time</a> ( <span class="keywordtype">int</span> at, <span class="keywordtype">int</span> time0 ) {<a class="code" href="classRV.html#646e530c47a2dd38254b778d9f11ac89" title="Vector of shifts from current time.">times</a> ( at ) =time0;};
81<a name="l00120"></a>00120
82<a name="l00122"></a>00122         <span class="keywordtype">void</span> <a class="code" href="classRV.html#fc4a3175ff678cba7ae4109654f66ce5" title="Assign unused ids to this rv.">newids</a>();
83<a name="l00123"></a>00123 };
84<a name="l00124"></a>00124
85<a name="l00126"></a>00126 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> concat ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv1, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv2 );
86<a name="l00127"></a>00127
87<a name="l00128"></a>00128
88<a name="l00130"></a>00130
89<a name="l00131"></a><a class="code" href="classfnc.html">00131</a> <span class="keyword">class </span><a class="code" href="classfnc.html" title="Class representing function  of variable  represented by rv.">fnc</a> {
90<a name="l00132"></a>00132 <span class="keyword">protected</span>:
91<a name="l00134"></a><a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9">00134</a>         <span class="keywordtype">int</span> <a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9" title="Length of the output vector.">dimy</a>;
92<a name="l00135"></a>00135 <span class="keyword">public</span>:
93<a name="l00137"></a><a class="code" href="classfnc.html#8a1da32233c3006a4239cf601c413538">00137</a>         <a class="code" href="classfnc.html#8a1da32233c3006a4239cf601c413538" title="default constructor">fnc</a> ( <span class="keywordtype">int</span> dy ) :<a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9" title="Length of the output vector.">dimy</a> ( dy ) {};
94<a name="l00139"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00139</a>         <span class="keyword">virtual</span> vec <a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c" title="function evaluates numerical value of  at  cond ">eval</a> ( <span class="keyword">const</span> vec &amp;cond ) {
95<a name="l00140"></a>00140                 <span class="keywordflow">return</span> vec ( 0 );
96<a name="l00141"></a>00141         };
97<a name="l00142"></a>00142
98<a name="l00144"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00144</a>         <span class="keywordtype">int</span> <a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298" title="access function">_dimy</a>()<span class="keyword"> const</span>{<span class="keywordflow">return</span> <a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9" title="Length of the output vector.">dimy</a>;}
99<a name="l00145"></a>00145
100<a name="l00147"></a><a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">00147</a>         <span class="keyword">virtual</span> <a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab" title="Destructor for future use;.">~fnc</a>() {};
101<a name="l00148"></a>00148 };
102<a name="l00149"></a>00149
103<a name="l00150"></a>00150 <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>;
104<a name="l00151"></a>00151
105<a name="l00153"></a>00153
106<a name="l00154"></a><a class="code" href="classepdf.html">00154</a> <span class="keyword">class </span><a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> {
107<a name="l00155"></a>00155 <span class="keyword">protected</span>:
108<a name="l00157"></a><a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">00157</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>;
109<a name="l00158"></a>00158 <span class="keyword">public</span>:
110<a name="l00160"></a><a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">00160</a>         <a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd" title="default constructor">epdf</a>() :<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ( ) {};
111<a name="l00161"></a>00161
112<a name="l00163"></a><a class="code" href="classepdf.html#c95b1a27a8dd9507bb9a5a3cb2809c7a">00163</a>         <a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd" title="default constructor">epdf</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0 ) :<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ( rv0 ) {};
113<a name="l00164"></a>00164
114<a name="l00165"></a>00165 <span class="comment">//      //! Returns the required moment of the epdf</span>
115<a name="l00166"></a>00166 <span class="comment">//      virtual vec moment ( const int order = 1 );</span>
116<a name="l00167"></a>00167
117<a name="l00169"></a>00169         <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#8019654e494bf5e458f6fb947e11b262" title="Returns a sample,  from density .">sample</a> () <span class="keyword">const</span> =0;
118<a name="l00171"></a>00171         <span class="keyword">virtual</span> mat <a class="code" href="classepdf.html#76608914c3b19e150292d5c56e93e508" title="Returns N samples from density .">sample_m</a> ( <span class="keywordtype">int</span> N ) <span class="keyword">const</span>;
119<a name="l00172"></a>00172         
120<a name="l00174"></a>00174         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#6aef3eca74899692503769c18add1a4c" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &amp;val ) <span class="keyword">const</span> =0;
121<a name="l00175"></a>00175
122<a name="l00177"></a><a class="code" href="classepdf.html#cebbdd7a85e6328f7358fc0ba8eee06c">00177</a>         <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#cebbdd7a85e6328f7358fc0ba8eee06c" title="Compute log-probability of multiple values argument val.">evalpdflog_m</a> ( <span class="keyword">const</span> mat &amp;Val )<span class="keyword"> const </span>{
123<a name="l00178"></a>00178                 vec x ( Val.cols() );
124<a name="l00179"></a>00179                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;Val.cols();i++ ) {x ( i ) =<a class="code" href="classepdf.html#6aef3eca74899692503769c18add1a4c" title="Compute log-probability of argument val.">evalpdflog</a> ( Val.get_col ( i ) ) ;}
125<a name="l00180"></a>00180                 <span class="keywordflow">return</span> x;
126<a name="l00181"></a>00181         }
127<a name="l00183"></a><a class="code" href="classepdf.html#e87dc8260a5c37bc1b03eb66174741a0">00183</a>         <span class="keyword">virtual</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>* <a class="code" href="classepdf.html#e87dc8260a5c37bc1b03eb66174741a0" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> )<span class="keyword"> const  </span>{it_warning ( <span class="stringliteral">"Not implemented"</span> ); <span class="keywordflow">return</span> NULL;}
128<a name="l00185"></a><a class="code" href="classepdf.html#38de9f59b65ee06028554f3f74b66025">00185</a>         <span class="keyword">virtual</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classepdf.html#38de9f59b65ee06028554f3f74b66025" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> )<span class="keyword"> const </span>{it_warning ( <span class="stringliteral">"Not implemented"</span> ); <span class="keywordflow">return</span> NULL;}
[180]129<a name="l00186"></a>00186
[210]130<a name="l00188"></a>00188         <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#bf0a070a8f3e67a93604ca724638b870" title="return expected value">mean</a>() <span class="keyword">const</span> =0;
131<a name="l00189"></a>00189
132<a name="l00191"></a><a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">00191</a>         <span class="keyword">virtual</span> <a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396" title="Destructor for future use;.">~epdf</a>() {};
133<a name="l00193"></a><a class="code" href="classepdf.html#ca0d32aabb4cbba347e0c37fe8607562">00193</a>         <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classepdf.html#ca0d32aabb4cbba347e0c37fe8607562" title="access function, possibly dangerous!">_rv</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>;}
134<a name="l00195"></a><a class="code" href="classepdf.html#7fb94ce90d1ac7077d29f7d6a6c3e0a5">00195</a>         <span class="keywordtype">void</span> <a class="code" href="classepdf.html#7fb94ce90d1ac7077d29f7d6a6c3e0a5" title="modifier function - useful when copying epdfs">_renewrv</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;in_rv ) {<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>=in_rv;}
135<a name="l00197"></a>00197 };
136<a name="l00198"></a>00198
[181]137<a name="l00199"></a>00199
[210]138<a name="l00201"></a>00201 <span class="comment">//TODO Samplecond can be generalized</span>
139<a name="l00202"></a>00202
140<a name="l00203"></a><a class="code" href="classmpdf.html">00203</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
141<a name="l00204"></a>00204 <span class="keyword">protected</span>:
142<a name="l00206"></a><a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">00206</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>;
143<a name="l00208"></a><a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">00208</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>;
144<a name="l00210"></a><a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">00210</a>         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>;
145<a name="l00211"></a>00211 <span class="keyword">public</span>:
146<a name="l00212"></a>00212
147<a name="l00214"></a>00214 <span class="comment">//      virtual fnc moment ( const int order = 1 );</span>
148<a name="l00216"></a><a class="code" href="classmpdf.html#3f172b79ec4a5ebc87898a5381141f1b">00216</a> <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classmpdf.html#3f172b79ec4a5ebc87898a5381141f1b" title="Returns the required moment of the epdf.">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond, <span class="keywordtype">double</span> &amp;ll ) {
149<a name="l00217"></a>00217                 this-&gt;<a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( cond );
150<a name="l00218"></a>00218                 vec temp= <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classepdf.html#8019654e494bf5e458f6fb947e11b262" title="Returns a sample,  from density .">sample</a>();
151<a name="l00219"></a>00219                 ll=<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classepdf.html#6aef3eca74899692503769c18add1a4c" title="Compute log-probability of argument val.">evalpdflog</a> ( temp );<span class="keywordflow">return</span> temp;
152<a name="l00220"></a>00220         };
153<a name="l00222"></a><a class="code" href="classmpdf.html#0e37163660f93df2a4d723cedb1da89c">00222</a>         <span class="keyword">virtual</span> mat <a class="code" href="classmpdf.html#3f172b79ec4a5ebc87898a5381141f1b" title="Returns the required moment of the epdf.">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond, vec &amp;ll, <span class="keywordtype">int</span> N ) {
154<a name="l00223"></a>00223                 this-&gt;<a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( cond );
155<a name="l00224"></a>00224                 mat temp ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>(),N ); vec smp ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() );
156<a name="l00225"></a>00225                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;N;i++ ) {smp=<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classepdf.html#8019654e494bf5e458f6fb947e11b262" title="Returns a sample,  from density .">sample</a>() ;temp.set_col ( i, smp );ll ( i ) =<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classepdf.html#6aef3eca74899692503769c18add1a4c" title="Compute log-probability of argument val.">evalpdflog</a> ( smp );}
157<a name="l00226"></a>00226                 <span class="keywordflow">return</span> temp;
158<a name="l00227"></a>00227         };
159<a name="l00229"></a><a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83">00229</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;cond ) {it_error ( <span class="stringliteral">"Not implemented"</span> );};
160<a name="l00230"></a>00230
161<a name="l00232"></a><a class="code" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91">00232</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evalcond</a> ( <span class="keyword">const</span> vec &amp;dt, <span class="keyword">const</span> vec &amp;cond ) {this-&gt;<a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( cond );<span class="keywordflow">return</span> exp(<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classepdf.html#6aef3eca74899692503769c18add1a4c" title="Compute log-probability of argument val.">evalpdflog</a> ( dt ));};
162<a name="l00233"></a>00233
163<a name="l00234"></a>00234         <span class="keyword">virtual</span> vec evalcond_m ( <span class="keyword">const</span> mat &amp;Dt, <span class="keyword">const</span> vec &amp;cond ) {this-&gt;<a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( cond );<span class="keywordflow">return</span> exp(<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classepdf.html#cebbdd7a85e6328f7358fc0ba8eee06c" title="Compute log-probability of multiple values argument val.">evalpdflog_m</a> ( Dt ));};
164<a name="l00235"></a>00235
165<a name="l00237"></a><a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">00237</a>         <span class="keyword">virtual</span> <a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb" title="Destructor for future use;.">~mpdf</a>() {};
166<a name="l00238"></a>00238
167<a name="l00240"></a><a class="code" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">00240</a>         <a class="code" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f" title="Default constructor.">mpdf</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc0 ) :<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a> ( rv0 ),<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ( rvc0 ) {};
168<a name="l00242"></a><a class="code" href="classmpdf.html#15ef062183b1ccdf794732d5fa0b77cd">00242</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#15ef062183b1ccdf794732d5fa0b77cd" title="access function">_rvc</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>;}
169<a name="l00244"></a><a class="code" href="classmpdf.html#71256ffb5fbd08f41d650e606a5bd585">00244</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#71256ffb5fbd08f41d650e606a5bd585" title="access function">_rv</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>;}
170<a name="l00246"></a><a class="code" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8">00246</a>         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; <a class="code" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8" title="access function">_epdf</a>() {<span class="keywordflow">return</span> *<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>;}
171<a name="l00247"></a>00247 };
172<a name="l00248"></a>00248
173<a name="l00251"></a><a class="code" href="classdatalink__e2e.html">00251</a> <span class="keyword">class </span><a class="code" href="classdatalink__e2e.html">datalink_e2e</a> {
174<a name="l00252"></a>00252 <span class="keyword">protected</span>:
175<a name="l00254"></a><a class="code" href="classdatalink__e2e.html#3ce1d13efa0b133a4d202c11bd57d216">00254</a>         <span class="keywordtype">int</span> <a class="code" href="classdatalink__e2e.html#3ce1d13efa0b133a4d202c11bd57d216" title="Remember how long val should be.">valsize</a>;
176<a name="l00256"></a><a class="code" href="classdatalink__e2e.html#db962bc6201d1ec12dce00d7c1a8b4f8">00256</a>         <span class="keywordtype">int</span> <a class="code" href="classdatalink__e2e.html#db962bc6201d1ec12dce00d7c1a8b4f8" title="Remember how long val of &amp;quot;Up&amp;quot; should be.">valupsize</a>;
177<a name="l00258"></a><a class="code" href="classdatalink__e2e.html#d4c3a76395b46d9d901eb232aacdafae">00258</a>         ivec <a class="code" href="classdatalink__e2e.html#d4c3a76395b46d9d901eb232aacdafae" title="val-to-val link, indeces of the upper val">v2v_up</a>;
178<a name="l00259"></a>00259 <span class="keyword">public</span>:
179<a name="l00261"></a><a class="code" href="classdatalink__e2e.html#366d0aca52e56d4108f85390f87c1b9f">00261</a>         <a class="code" href="classdatalink__e2e.html#366d0aca52e56d4108f85390f87c1b9f" title="Constructor.">datalink_e2e</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv_up ) :
180<a name="l00262"></a>00262                         <a class="code" href="classdatalink__e2e.html#3ce1d13efa0b133a4d202c11bd57d216" title="Remember how long val should be.">valsize</a> ( rv.count() ), <a class="code" href="classdatalink__e2e.html#db962bc6201d1ec12dce00d7c1a8b4f8" title="Remember how long val of &amp;quot;Up&amp;quot; should be.">valupsize</a> ( rv_up.count() ), <a class="code" href="classdatalink__e2e.html#d4c3a76395b46d9d901eb232aacdafae" title="val-to-val link, indeces of the upper val">v2v_up</a> ( rv.dataind ( rv_up ) )  {
181<a name="l00263"></a>00263                 it_assert_debug ( <a class="code" href="classdatalink__e2e.html#d4c3a76395b46d9d901eb232aacdafae" title="val-to-val link, indeces of the upper val">v2v_up</a>.length() ==<a class="code" href="classdatalink__e2e.html#3ce1d13efa0b133a4d202c11bd57d216" title="Remember how long val should be.">valsize</a>,<span class="stringliteral">"rv is not fully in rv_up"</span> );
182<a name="l00264"></a>00264         }
183<a name="l00266"></a><a class="code" href="classdatalink__e2e.html#1b114a76be7aa45bf33697e521fd041d">00266</a>         vec <a class="code" href="classdatalink__e2e.html#1b114a76be7aa45bf33697e521fd041d" title="Get val for myself from val of &amp;quot;Up&amp;quot;.">get_val</a> ( <span class="keyword">const</span> vec &amp;val_up ) {it_assert_debug ( <a class="code" href="classdatalink__e2e.html#db962bc6201d1ec12dce00d7c1a8b4f8" title="Remember how long val of &amp;quot;Up&amp;quot; should be.">valupsize</a>==val_up.length(),<span class="stringliteral">"Wrong val_up"</span> ); <span class="keywordflow">return</span> get_vec ( val_up,<a class="code" href="classdatalink__e2e.html#d4c3a76395b46d9d901eb232aacdafae" title="val-to-val link, indeces of the upper val">v2v_up</a> );}
184<a name="l00268"></a><a class="code" href="classdatalink__e2e.html#1ee38edb1778e8900a8d7535c3b3f053">00268</a>         <span class="keywordtype">void</span> <a class="code" href="classdatalink__e2e.html#1ee38edb1778e8900a8d7535c3b3f053" title="Fill val of &amp;quot;Up&amp;quot; by my pieces.">fill_val</a> ( vec &amp;val_up, <span class="keyword">const</span> vec &amp;val ) {
185<a name="l00269"></a>00269                 it_assert_debug ( <a class="code" href="classdatalink__e2e.html#3ce1d13efa0b133a4d202c11bd57d216" title="Remember how long val should be.">valsize</a>==val.length(),<span class="stringliteral">"Wrong val"</span> );
186<a name="l00270"></a>00270                 it_assert_debug ( <a class="code" href="classdatalink__e2e.html#db962bc6201d1ec12dce00d7c1a8b4f8" title="Remember how long val of &amp;quot;Up&amp;quot; should be.">valupsize</a>==val_up.length(),<span class="stringliteral">"Wrong val_up"</span> );
187<a name="l00271"></a>00271                 set_subvector ( val_up, <a class="code" href="classdatalink__e2e.html#d4c3a76395b46d9d901eb232aacdafae" title="val-to-val link, indeces of the upper val">v2v_up</a>, val );
188<a name="l00272"></a>00272         }
189<a name="l00273"></a>00273 };
190<a name="l00274"></a>00274
191<a name="l00276"></a><a class="code" href="classdatalink__m2e.html">00276</a> <span class="keyword">class </span><a class="code" href="classdatalink__m2e.html" title="data link between">datalink_m2e</a>: <span class="keyword">public</span> <a class="code" href="classdatalink__e2e.html">datalink_e2e</a> {
192<a name="l00277"></a>00277 <span class="keyword">protected</span>:
193<a name="l00279"></a><a class="code" href="classdatalink__m2e.html#b3927998b71fce3ab030eba1c3c3cec3">00279</a>         <span class="keywordtype">int</span> <a class="code" href="classdatalink__m2e.html#b3927998b71fce3ab030eba1c3c3cec3" title="Remember how long cond should be.">condsize</a>;
194<a name="l00281"></a><a class="code" href="classdatalink__m2e.html#6b46f983c46621b6bfe2b5da3d467d2a">00281</a>         ivec <a class="code" href="classdatalink__m2e.html#6b46f983c46621b6bfe2b5da3d467d2a" title="upper_val-to-local_cond link, indeces of the upper val">v2c_up</a>;
195<a name="l00283"></a><a class="code" href="classdatalink__m2e.html#29604fb622b6a319d2d5d2709fe01f28">00283</a>         ivec <a class="code" href="classdatalink__m2e.html#29604fb622b6a319d2d5d2709fe01f28" title="upper_val-to-local_cond link, ideces of the local cond">v2c_lo</a>;
196<a name="l00284"></a>00284
197<a name="l00285"></a>00285 <span class="keyword">public</span>:
198<a name="l00287"></a><a class="code" href="classdatalink__m2e.html#ff8f6e8a974e22ced461b232fadbdce0">00287</a>         <a class="code" href="classdatalink__m2e.html#ff8f6e8a974e22ced461b232fadbdce0" title="Constructor.">datalink_m2e</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv,  <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv_up ) :
199<a name="l00288"></a>00288                         <a class="code" href="classdatalink__e2e.html">datalink_e2e</a> ( rv,rv_up ), <a class="code" href="classdatalink__m2e.html#b3927998b71fce3ab030eba1c3c3cec3" title="Remember how long cond should be.">condsize</a> ( rvc.count() ) {
200<a name="l00289"></a>00289                 <span class="comment">//establish v2c connection</span>
201<a name="l00290"></a>00290                 rvc.<a class="code" href="classRV.html#bb724fa4e2d9ed7bfd0993b5975018a4">dataind</a> ( rv_up, <a class="code" href="classdatalink__m2e.html#29604fb622b6a319d2d5d2709fe01f28" title="upper_val-to-local_cond link, ideces of the local cond">v2c_lo</a>, <a class="code" href="classdatalink__m2e.html#6b46f983c46621b6bfe2b5da3d467d2a" title="upper_val-to-local_cond link, indeces of the upper val">v2c_up</a> );
202<a name="l00291"></a>00291         }
203<a name="l00293"></a><a class="code" href="classdatalink__m2e.html#6db351e5e2158791e97144d212844084">00293</a>         vec <a class="code" href="classdatalink__m2e.html#6db351e5e2158791e97144d212844084" title="Construct condition.">get_cond</a> ( <span class="keyword">const</span> vec &amp;val_up ) {
204<a name="l00294"></a>00294                 vec tmp ( <a class="code" href="classdatalink__m2e.html#b3927998b71fce3ab030eba1c3c3cec3" title="Remember how long cond should be.">condsize</a> );
205<a name="l00295"></a>00295                 set_subvector ( tmp,<a class="code" href="classdatalink__m2e.html#29604fb622b6a319d2d5d2709fe01f28" title="upper_val-to-local_cond link, ideces of the local cond">v2c_lo</a>,val_up ( <a class="code" href="classdatalink__m2e.html#6b46f983c46621b6bfe2b5da3d467d2a" title="upper_val-to-local_cond link, indeces of the upper val">v2c_up</a> ) );
206<a name="l00296"></a>00296                 <span class="keywordflow">return</span> tmp;
207<a name="l00297"></a>00297         }
208<a name="l00298"></a>00298         <span class="keywordtype">void</span> fill_val_cond ( vec &amp;val_up, <span class="keyword">const</span> vec &amp;val, <span class="keyword">const</span> vec &amp;cond ) {
209<a name="l00299"></a>00299                 it_assert_debug ( <a class="code" href="classdatalink__e2e.html#3ce1d13efa0b133a4d202c11bd57d216" title="Remember how long val should be.">valsize</a>==val.length(),<span class="stringliteral">"Wrong val"</span> );
210<a name="l00300"></a>00300                 it_assert_debug ( <a class="code" href="classdatalink__e2e.html#db962bc6201d1ec12dce00d7c1a8b4f8" title="Remember how long val of &amp;quot;Up&amp;quot; should be.">valupsize</a>==val_up.length(),<span class="stringliteral">"Wrong val_up"</span> );
211<a name="l00301"></a>00301                 set_subvector ( val_up, <a class="code" href="classdatalink__e2e.html#d4c3a76395b46d9d901eb232aacdafae" title="val-to-val link, indeces of the upper val">v2v_up</a>, val );
212<a name="l00302"></a>00302                 set_subvector ( val_up, <a class="code" href="classdatalink__m2e.html#6b46f983c46621b6bfe2b5da3d467d2a" title="upper_val-to-local_cond link, indeces of the upper val">v2c_up</a>, cond );
213<a name="l00303"></a>00303         }
214<a name="l00304"></a>00304 };
215<a name="l00307"></a><a class="code" href="classdatalink__m2m.html">00307</a> <span class="keyword">class </span><a class="code" href="classdatalink__m2m.html">datalink_m2m</a>: <span class="keyword">public</span> <a class="code" href="classdatalink__m2e.html" title="data link between">datalink_m2e</a> {
216<a name="l00308"></a>00308 <span class="keyword">protected</span>:
217<a name="l00310"></a><a class="code" href="classdatalink__m2m.html#d1044bf4846f878290100429600273b2">00310</a>         ivec <a class="code" href="classdatalink__m2m.html#d1044bf4846f878290100429600273b2" title="cond-to-cond link, indeces of the upper cond">c2c_up</a>;
218<a name="l00312"></a><a class="code" href="classdatalink__m2m.html#056193d459cd5e5fd323b5cbc6a55bad">00312</a>         ivec <a class="code" href="classdatalink__m2m.html#056193d459cd5e5fd323b5cbc6a55bad" title="cond-to-cond link, indeces of the local cond">c2c_lo</a>;
219<a name="l00313"></a>00313 <span class="keyword">public</span>:
220<a name="l00315"></a><a class="code" href="classdatalink__m2m.html#bd64962e779b6dd89529046245a8a98d">00315</a>         <a class="code" href="classdatalink__m2m.html#bd64962e779b6dd89529046245a8a98d" title="Constructor.">datalink_m2m</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv_up, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc_up ) :
221<a name="l00316"></a>00316                         <a class="code" href="classdatalink__m2e.html" title="data link between">datalink_m2e</a> ( rv, rvc, rv_up) {
222<a name="l00317"></a>00317                 <span class="comment">//establish c2c connection</span>
223<a name="l00318"></a>00318                 rvc.<a class="code" href="classRV.html#bb724fa4e2d9ed7bfd0993b5975018a4">dataind</a> ( rvc_up, <a class="code" href="classdatalink__m2m.html#056193d459cd5e5fd323b5cbc6a55bad" title="cond-to-cond link, indeces of the local cond">c2c_lo</a>, <a class="code" href="classdatalink__m2m.html#d1044bf4846f878290100429600273b2" title="cond-to-cond link, indeces of the upper cond">c2c_up</a> );
224<a name="l00319"></a>00319                 it_assert_debug(<a class="code" href="classdatalink__m2m.html#056193d459cd5e5fd323b5cbc6a55bad" title="cond-to-cond link, indeces of the local cond">c2c_lo</a>.length()+<a class="code" href="classdatalink__m2e.html#29604fb622b6a319d2d5d2709fe01f28" title="upper_val-to-local_cond link, ideces of the local cond">v2c_lo</a>.length()==<a class="code" href="classdatalink__m2e.html#b3927998b71fce3ab030eba1c3c3cec3" title="Remember how long cond should be.">condsize</a>, <span class="stringliteral">"cond is not fully given"</span>);
225<a name="l00320"></a>00320         }
226<a name="l00322"></a><a class="code" href="classdatalink__m2m.html#51dd05760f99282a1da5f51eb88e7e42">00322</a>         vec <a class="code" href="classdatalink__m2m.html#51dd05760f99282a1da5f51eb88e7e42" title="Get cond for myself from val and cond of &amp;quot;Up&amp;quot;.">get_cond</a> ( <span class="keyword">const</span> vec &amp;val_up, <span class="keyword">const</span> vec &amp;cond_up ) {
227<a name="l00323"></a>00323                 vec tmp ( <a class="code" href="classdatalink__m2e.html#b3927998b71fce3ab030eba1c3c3cec3" title="Remember how long cond should be.">condsize</a> );
228<a name="l00324"></a>00324                 set_subvector ( tmp,<a class="code" href="classdatalink__m2e.html#29604fb622b6a319d2d5d2709fe01f28" title="upper_val-to-local_cond link, ideces of the local cond">v2c_lo</a>,val_up ( <a class="code" href="classdatalink__m2e.html#6b46f983c46621b6bfe2b5da3d467d2a" title="upper_val-to-local_cond link, indeces of the upper val">v2c_up</a> ) );
229<a name="l00325"></a>00325                 set_subvector ( tmp,<a class="code" href="classdatalink__m2m.html#056193d459cd5e5fd323b5cbc6a55bad" title="cond-to-cond link, indeces of the local cond">c2c_lo</a>,cond_up ( <a class="code" href="classdatalink__m2m.html#d1044bf4846f878290100429600273b2" title="cond-to-cond link, indeces of the upper cond">c2c_up</a> ) );
230<a name="l00326"></a>00326                 <span class="keywordflow">return</span> tmp;
231<a name="l00327"></a>00327         }
232<a name="l00329"></a>00329
233<a name="l00330"></a>00330 };
234<a name="l00331"></a>00331
235<a name="l00335"></a><a class="code" href="classmepdf.html">00335</a> <span class="keyword">class </span><a class="code" href="classmepdf.html" title="Unconditional mpdf, allows using epdf in the role of mpdf.">mepdf</a> : <span class="keyword">public</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
236<a name="l00336"></a>00336 <span class="keyword">public</span>:
237<a name="l00338"></a><a class="code" href="classmepdf.html#0f39973ffd94c1e20e2d8aacc4adc6fa">00338</a>         <a class="code" href="classmepdf.html#0f39973ffd94c1e20e2d8aacc4adc6fa" title="Default constructor.">mepdf</a> (<span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* em ) :<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( em-&gt;<a class="code" href="classmpdf.html#71256ffb5fbd08f41d650e606a5bd585" title="access function">_rv</a>(),<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>() ) {<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>=<span class="keyword">const_cast&lt;</span><a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>*<span class="keyword">&gt;</span>(em);};
238<a name="l00339"></a><a class="code" href="classmepdf.html#bc87d89dbc3cf5eb6a0ad7d6d572488f">00339</a>         <span class="keywordtype">void</span> <a class="code" href="classmepdf.html#bc87d89dbc3cf5eb6a0ad7d6d572488f" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;cond ) {}
239<a name="l00340"></a>00340 };
240<a name="l00341"></a>00341
241<a name="l00344"></a><a class="code" href="classcompositepdf.html">00344</a> <span class="keyword">class </span><a class="code" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes this abstract class is...">compositepdf</a> {
242<a name="l00345"></a>00345 <span class="keyword">protected</span>:
243<a name="l00347"></a><a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f">00347</a>         <span class="keywordtype">int</span> <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a>;
244<a name="l00349"></a><a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d">00349</a>         Array&lt;mpdf*&gt; <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a>;
245<a name="l00350"></a>00350 <span class="keyword">public</span>:
246<a name="l00351"></a>00351         <a class="code" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes this abstract class is...">compositepdf</a> ( Array&lt;mpdf*&gt; A0 ) : <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a> ( A0.length() ), <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( A0 ) {};
247<a name="l00353"></a>00353         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classcompositepdf.html#635d219fb3e32852400d6f98aa4bdc93" title="find common rv, flag">getrv</a> ( <span class="keywordtype">bool</span> checkoverlap=<span class="keyword">false</span> );
248<a name="l00355"></a>00355         <span class="keywordtype">void</span> <a class="code" href="classcompositepdf.html#5a4479785c1fdb2cc351fbea07b899ac" title="common rvc of all mpdfs is written to rvc">setrvc</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc );
249<a name="l00356"></a>00356 };
250<a name="l00357"></a>00357
251<a name="l00365"></a><a class="code" href="classDS.html">00365</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> {
252<a name="l00366"></a>00366 <span class="keyword">protected</span>:
253<a name="l00368"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00368</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454" title="Observed variables, returned by getdata().">Drv</a>;
254<a name="l00370"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00370</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629" title="Action variables, accepted by write().">Urv</a>; <span class="comment">//</span>
255<a name="l00371"></a>00371 <span class="keyword">public</span>:
256<a name="l00373"></a>00373         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &amp;dt );
257<a name="l00375"></a>00375         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &amp;dt, ivec &amp;indeces );
258<a name="l00377"></a>00377         <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a> ( vec &amp;ut );
259<a name="l00379"></a>00379         <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a> ( vec &amp;ut, ivec &amp;indeces );
260<a name="l00385"></a>00385         <span class="keywordtype">void</span> <a class="code" href="classDS.html#9a35ca9c9321dce2bf63bf668f785b75" title="Method that assigns random variables to the datasource. Typically, the datasource...">linkrvs</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;drv, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;urv );
[181]261<a name="l00386"></a>00386
[210]262<a name="l00388"></a>00388         <span class="keywordtype">void</span> <a class="code" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6" title="Moves from  to , i.e. perfroms the actions and reads response of the system.">step</a>();
263<a name="l00389"></a>00389
264<a name="l00390"></a>00390 };
265<a name="l00391"></a>00391
266<a name="l00396"></a><a class="code" href="classBM.html">00396</a> <span class="keyword">class </span><a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> {
267<a name="l00397"></a>00397 <span class="keyword">protected</span>:
268<a name="l00399"></a><a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88">00399</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>;
269<a name="l00401"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00401</a>         <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>;
270<a name="l00403"></a><a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">00403</a>         <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>;
271<a name="l00404"></a>00404 <span class="keyword">public</span>:
272<a name="l00405"></a>00405
273<a name="l00407"></a><a class="code" href="classBM.html#43d2ad6a6c9f1bcd22fe8906c477e50e">00407</a>         <a class="code" href="classBM.html#43d2ad6a6c9f1bcd22fe8906c477e50e" title="Default constructor.">BM</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0, <span class="keywordtype">double</span> ll0=0,<span class="keywordtype">bool</span> evalll0=<span class="keyword">true</span> ) :<a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a> ( rv0 ), <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a> ( ll0 ),<a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( evalll0 ) {<span class="comment">//Fixme: test rv</span>
274<a name="l00408"></a>00408         };
275<a name="l00410"></a><a class="code" href="classBM.html#e8fc5fae042f2b46d4d3827f9587d47d">00410</a>         <a class="code" href="classBM.html#43d2ad6a6c9f1bcd22fe8906c477e50e" title="Default constructor.">BM</a> ( <span class="keyword">const</span> <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> &amp;B ) : <a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a> ( B.<a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a> ), <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a> ( B.<a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a> ), <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( B.<a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ) {}
276<a name="l00411"></a>00411
277<a name="l00415"></a>00415         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ) = 0;
278<a name="l00417"></a>00417         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBM.html#0186270f75189677f390fe088a9947e9" title="Batch Bayes rule (columns of Dt are observations).">bayesB</a> ( <span class="keyword">const</span> mat &amp;Dt );
279<a name="l00419"></a>00419         <span class="keyword">virtual</span> <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; <a class="code" href="classBM.html#8554809fec160bee279bcd5fa14ead5c" title="Returns a reference to the epdf representing posterior density on parameters.">_epdf</a>() <span class="keyword">const</span> =0;
280<a name="l00420"></a>00420
281<a name="l00422"></a>00422         <span class="keyword">virtual</span> <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classBM.html#db500c4836f883c175a3cf3ab5a3ce24" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_e</a>() <span class="keyword">const</span> =0;
282<a name="l00423"></a>00423
283<a name="l00426"></a><a class="code" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">00426</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">logpred</a> ( <span class="keyword">const</span> vec &amp;dt )<span class="keyword"> const</span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0.0;}
284<a name="l00428"></a><a class="code" href="classBM.html#cd0660f2a1a344b56ac39802708ff165">00428</a>         vec <a class="code" href="classBM.html#cd0660f2a1a344b56ac39802708ff165" title="Matrix version of logpred.">logpred_m</a> ( <span class="keyword">const</span> mat &amp;dt )<span class="keyword"> const</span>{vec tmp ( dt.cols() );<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;dt.cols();i++ ) {tmp ( i ) =<a class="code" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">logpred</a> ( dt.get_col ( i ) );}<span class="keywordflow">return</span> tmp;}
285<a name="l00429"></a>00429
286<a name="l00431"></a><a class="code" href="classBM.html#5594d68ee9aa6fc8c1e79019da5c9d56">00431</a>         <span class="keyword">virtual</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classBM.html#5594d68ee9aa6fc8c1e79019da5c9d56" title="Constructs a predictive density (marginal density on data).">predictor</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a> )<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> NULL;};
287<a name="l00432"></a>00432
288<a name="l00434"></a><a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">00434</a>         <span class="keyword">virtual</span> <a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd" title="Destructor for future use;.">~BM</a>() {};
289<a name="l00436"></a><a class="code" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">00436</a>         <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classBM.html#126bd2595c48e311fc2a7ab72876092a" title="access function">_rv</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>;}
290<a name="l00438"></a><a class="code" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">00438</a>         <span class="keywordtype">double</span> <a class="code" href="classBM.html#87f4a547d2c29180be88175e5eab9c88" title="access function">_ll</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>;}
291<a name="l00440"></a><a class="code" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">00440</a>         <span class="keywordtype">void</span> <a class="code" href="classBM.html#1ffa9f23669aabecc3760c06c6987522" title="access function">set_evalll</a> ( <span class="keywordtype">bool</span> evl0 ) {<a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>=evl0;}
292<a name="l00441"></a>00441
293<a name="l00444"></a><a class="code" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">00444</a>         <span class="keyword">virtual</span> <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a>* <a class="code" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">_copy_</a> ( <span class="keywordtype">bool</span> changerv=<span class="keyword">false</span> ) {it_error ( <span class="stringliteral">"function _copy_ not implemented for this BM"</span> ); <span class="keywordflow">return</span> NULL;};
294<a name="l00445"></a>00445 };
295<a name="l00446"></a>00446
296<a name="l00456"></a><a class="code" href="classBMcond.html">00456</a> <span class="keyword">class </span><a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> {
297<a name="l00457"></a>00457 <span class="keyword">protected</span>:
298<a name="l00459"></a><a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec">00459</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec" title="Identificator of the conditioning variable.">rvc</a>;
299<a name="l00460"></a>00460 <span class="keyword">public</span>:
300<a name="l00462"></a>00462         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBMcond.html#3543cfe274c35f9033c24d8036a96c4d" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) =0;
301<a name="l00464"></a><a class="code" href="classBMcond.html#9a38dcdabef902fd91da3c9fb6ac27f7">00464</a>         <a class="code" href="classBMcond.html#9a38dcdabef902fd91da3c9fb6ac27f7" title="Default constructor.">BMcond</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0 ) :<a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec" title="Identificator of the conditioning variable.">rvc</a> ( rv0 ) {};
302<a name="l00466"></a><a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2">00466</a>         <span class="keyword">virtual</span> <a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2" title="Destructor for future use.">~BMcond</a>() {};
303<a name="l00468"></a><a class="code" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">00468</a>         <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a" title="access function">_rvc</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec" title="Identificator of the conditioning variable.">rvc</a>;}
304<a name="l00469"></a>00469 };
305<a name="l00470"></a>00470
306<a name="l00471"></a>00471 <span class="preprocessor">#endif // BM_H</span>
[91]307</pre></div></div>
[210]308<hr size="1"><address style="text-align: right;"><small>Generated on Wed Nov 12 20:46:06 2008 for mixpp by&nbsp;
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[139]310<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
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