work/git/mixpp/bdm/stat/libBM.h

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#ifndef BM_H
#define BM_H

#include <itpp/itbase.h>
//#include <std>

using namespace itpp;

class RV {
protected:
        int tsize;
        int len;
        ivec ids;
        ivec sizes;
        ivec times;
        Array<std::string> names;

private:
        void init ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times );
public:
        RV ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times );
        RV ( ivec ids );
        RV ();

        friend std::ostream &operator<< ( std::ostream &os, const RV &rv );

        int count() const {return tsize;} ;
        int length() const {return len;} ;

        //TODO why not inline and later??

        ivec find ( RV rv2 );
        bool equal ( RV rv2 ) const;
        void add ( const RV &rv2 );
        friend RV concat ( const RV &rv1, const RV &rv2 );
        RV subt ( RV rv2 );
        RV subselect ( ivec ind );
        RV operator() ( ivec ind );
        void t ( int delta );
        ivec indexlist();

        Array<std::string>& _names() {return names;};

        int id ( int at ) {return ids ( at );};
        int size ( int at ) {return sizes ( at );};
        int time ( int at ) {return times ( at );};
        std::string name ( int at ) {return names ( at );};
};



class fnc {
protected:
        int dimy;
public:
        fnc ( int dy ) :dimy ( dy ) {};
        virtual vec eval ( const vec &cond ) {
                return vec ( 0 );
        };

        int _dimy() const{return dimy;}

        virtual ~fnc() {};
};



class epdf {
protected:
        RV rv;
public:
        epdf() :rv ( ivec ( 0 ) ) {};

        epdf ( const RV &rv0 ) :rv ( rv0 ) {};

//      virtual vec moment ( const int order = 1 );
        virtual vec sample () const =0;
        virtual mat sampleN ( int N ) const;
        virtual double eval ( const vec &val ) const {return exp ( this->evalpdflog ( val ) );};

        virtual double evalpdflog ( const vec &val ) const =0;

        virtual vec mean() const =0;

        virtual ~epdf() {};
        RV _rv() const {return rv;}
};


//TODO Samplecond can be generalized

class mpdf {
protected:
        RV rv;
        RV rvc;
        epdf* ep;
public:

//      virtual fnc moment ( const int order = 1 );
        virtual vec samplecond ( vec &cond, double &ll ) {this->condition ( cond );
        vec temp= ep->sample();
        ll=ep->evalpdflog ( temp );return temp;};
        virtual mat samplecond ( vec &cond, vec &ll, int N ) {
                this->condition ( cond );
                mat temp ( rv.count(),N ); vec smp ( rv.count() ); 
                for ( int i=0;i<N;i++ ) {smp=ep->sample() ;temp.set_col ( i, smp );ll ( i ) =ep->evalpdflog ( smp );}
                return temp;
        };
        virtual void condition ( const vec &cond ) {};

        virtual double evalcond ( const vec &dt, const vec &cond ) {this->condition ( cond );return ep->eval ( dt );};

        virtual ~mpdf() {};

        mpdf ( const RV &rv0, const RV &rvc0 ) :rv ( rv0 ),rvc ( rvc0 ) {};
        RV _rvc() {return rvc;}
        epdf& _epdf() {return *ep;}
};

class mepdf : public mpdf {
public:
        mepdf ( const RV &rv, const RV &rvc, epdf* em ) :mpdf ( rv,rvc ) {ep=em;};
};

class DS {
protected:
        RV Drv;
        RV Urv; //
public:
        void getdata ( vec &dt );
        void getdata ( vec &dt, ivec &indeces );
        void write ( vec &ut );
        void write ( vec &ut, ivec &indeces );
        void linkrvs ( RV &drv, RV &urv );

        void step();

};

class BM {
protected:
        RV rv;
        double ll;
        bool evalll;
public:

        BM ( const RV &rv0 ) :rv ( rv0 ), ll ( 0 ),evalll ( true ) {//Fixme: test rv
        };

        virtual void bayes ( const vec &dt ) = 0;
        void bayes ( mat Dt );
        virtual epdf& _epdf() =0;

        virtual ~BM() {};
        const RV& _rv() const {return rv;}
        double _ll() const {return ll;}
};

class BMcond {
protected:
        RV rvc;
public:
        virtual void condition ( const vec &val ) =0;
        BMcond ( RV &rv0 ) :rvc ( rv0 ) {};
        virtual ~BMcond() {};
        const RV& _rvc() const {return rvc;}
};

#endif // BM_H

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