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16<h1>work/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
17<a name="l00013"></a>00013 <span class="preprocessor">#ifndef BM_H</span>
18<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define BM_H</span>
19<a name="l00015"></a>00015 <span class="preprocessor"></span>
20<a name="l00016"></a>00016 <span class="preprocessor">#include &lt;itpp/itbase.h&gt;</span>
21<a name="l00017"></a>00017 <span class="comment">//#include &lt;std&gt;</span>
22<a name="l00018"></a>00018
23<a name="l00019"></a>00019 <span class="keyword">using namespace </span>itpp;
24<a name="l00020"></a>00020
25<a name="l00026"></a><a class="code" href="classRV.html">00026</a> <span class="keyword">class </span><a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> {
26<a name="l00028"></a>00028         <span class="keywordtype">int</span> size;
27<a name="l00030"></a>00030         <span class="keywordtype">int</span> len;
28<a name="l00031"></a>00031         ivec ids;
29<a name="l00032"></a>00032         ivec sizes;
30<a name="l00033"></a>00033         ivec times;
31<a name="l00034"></a>00034         ivec obs;
32<a name="l00035"></a>00035         Array&lt;std::string&gt; names;
33<a name="l00036"></a>00036
34<a name="l00037"></a>00037 <span class="keyword">private</span>:
35<a name="l00038"></a>00038         <span class="keywordtype">void</span> init ( ivec in_ids, Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times, ivec in_obs );
36<a name="l00039"></a>00039 <span class="keyword">public</span>:
37<a name="l00041"></a>00041         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ( ivec in_ids, Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times, ivec in_obs );
38<a name="l00043"></a>00043         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ( ivec ids );
39<a name="l00045"></a>00045         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ();
40<a name="l00046"></a>00046         
41<a name="l00048"></a>00048         <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 );
42<a name="l00049"></a>00049
43<a name="l00051"></a><a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0">00051</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> size;} ;
44<a name="l00052"></a>00052         <span class="comment">//TODO why not inline and later??</span>
45<a name="l00053"></a>00053         
46<a name="l00055"></a>00055         ivec <a class="code" href="classRV.html#6b078b1086224aca3a9e5a203e647fb6" title="Find indexes of another rv in self.">find</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2);
47<a name="l00057"></a>00057         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <span class="keyword">add</span>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2);
48<a name="l00059"></a>00059         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#4c5ec5e913fc598e242cb930ae8bdf4a" title="Subtract another variable from the current one.">subt</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2);
49<a name="l00061"></a>00061         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#2bf35b18a32aad419f0516273939628e" title="Select only variables at indeces ind.">subselect</a>(ivec ind);
50<a name="l00063"></a>00063         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45" title="Select only variables at indeces ind.">operator()</a>(ivec ind);
51<a name="l00065"></a>00065         <span class="keywordtype">void</span> <a class="code" href="classRV.html#e0a158d53ab9430627241f844f4c9a60" title="Generate new RV with time shifted by delta.">t</a>(<span class="keywordtype">int</span> delta);
52<a name="l00067"></a>00067         ivec <a class="code" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7" title="generate a list of indeces, i.e. which">indexlist</a>();
53<a name="l00068"></a>00068 };
54<a name="l00069"></a>00069
55<a name="l00070"></a>00070
56<a name="l00071"></a>00071
57<a name="l00072"></a>00072
58<a name="l00074"></a><a class="code" href="classfnc.html">00074</a> <span class="keyword">class </span><a class="code" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv.">fnc</a> {
59<a name="l00075"></a>00075 <span class="keyword">protected</span>:
60<a name="l00076"></a>00076         <span class="keywordtype">int</span> dimy;
61<a name="l00077"></a>00077 <span class="keyword">public</span>:
62<a name="l00079"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00079</a>         <span class="keyword">virtual</span> vec <a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c" title="function evaluates numerical value of $f(x)$ at $x=cond$">eval</a>(<span class="keyword">const</span> vec &amp;cond){}; <span class="comment">//Fixme: virtual?</span>
63<a name="l00081"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00081</a> <span class="comment"></span>        <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> dimy;}
64<a name="l00082"></a>00082 };
65<a name="l00083"></a>00083
66<a name="l00087"></a><a class="code" href="classBM.html">00087</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> {
67<a name="l00088"></a>00088 <span class="keyword">public</span>:
68<a name="l00090"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00090</a>         <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>;
69<a name="l00092"></a><a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">00092</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>;
70<a name="l00093"></a>00093
71<a name="l00095"></a><a class="code" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">00095</a>         <a class="code" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae" title="Default constructor.">BM</a>():<a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>(0),evall(true){};
72<a name="l00096"></a>00096         
73<a name="l00100"></a>00100         <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;
74<a name="l00102"></a>00102         <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( mat Dt );
75<a name="l00104"></a>00104         <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#a5b8f6c8a872738cfaa30ab010e8c077" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>();
76<a name="l00105"></a>00105 };
77<a name="l00106"></a>00106
78<a name="l00108"></a><a class="code" href="classepdf.html">00108</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> {
79<a name="l00109"></a>00109         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv;
80<a name="l00110"></a>00110 <span class="keyword">public</span>:
81<a name="l00112"></a>00112 <span class="comment">//      virtual vec moment ( const int order = 1 );</span>
82<a name="l00114"></a>00114 <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa" title="Returns the required moment of the epdf.">sample</a> ()=0;
83<a name="l00116"></a><a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">00116</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc" title="Compute probability of argument val.">eval</a>(<span class="keyword">const</span> vec &amp;val){};
84<a name="l00117"></a>00117 };
85<a name="l00118"></a>00118
86<a name="l00120"></a><a class="code" href="classmpdf.html">00120</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
87<a name="l00122"></a>00122         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv;
88<a name="l00124"></a>00124         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvc;
89<a name="l00125"></a>00125 <span class="keyword">public</span>:
90<a name="l00126"></a>00126
91<a name="l00128"></a>00128 <span class="comment">//      virtual fnc moment ( const int order = 1 );</span>
92<a name="l00130"></a><a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">00130</a> <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41" title="Returns the required moment of the epdf.">samplecond</a> (vec &amp;cond, <span class="keywordtype">double</span> lik){};
93<a name="l00131"></a>00131         <span class="keyword">virtual</span> <span class="keywordtype">void</span> condition (vec &amp;cond){};
94<a name="l00132"></a>00132 };
95<a name="l00133"></a>00133
96<a name="l00140"></a><a class="code" href="classDS.html">00140</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> {
97<a name="l00141"></a>00141 <span class="keyword">protected</span>:
98<a name="l00143"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00143</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>;
99<a name="l00145"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00145</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>
100<a name="l00146"></a>00146 <span class="keyword">public</span>:
101<a name="l00148"></a>00148         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a>(vec &amp;dt);
102<a name="l00150"></a>00150         <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);
103<a name="l00152"></a>00152         <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);
104<a name="l00154"></a>00154         <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);
105<a name="l00160"></a>00160         <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);
106<a name="l00161"></a>00161         
107<a name="l00163"></a>00163         <span class="keywordtype">void</span> <a class="code" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6" title="Moves from $t$ to $t+1$, i.e. perfroms the actions and reads response of the system...">step</a>();
108<a name="l00164"></a>00164 };
109<a name="l00165"></a>00165
110<a name="l00166"></a>00166
111<a name="l00167"></a>00167 <span class="preprocessor">#endif // BM_H</span>
112</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by&nbsp;
113<a href="http://www.doxygen.org/index.html">
114<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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