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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
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>
22<a name="l00017"></a>00017 <span class="comment">//#include &lt;std&gt;</span>
23<a name="l00018"></a>00018
24<a name="l00019"></a>00019 <span class="keyword">using namespace </span>itpp;
25<a name="l00020"></a>00020
26<a name="l00027"></a><a class="code" href="classRV.html">00027</a> <span class="keyword">class </span><a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> {
27<a name="l00028"></a>00028 <span class="keyword">protected</span>:
28<a name="l00030"></a><a class="code" href="classRV.html#f2396efe2e6d656ebe9e6f06018cbe25">00030</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#f2396efe2e6d656ebe9e6f06018cbe25" title="size = sum of sizes">tsize</a>;
29<a name="l00032"></a><a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9">00032</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9" title="len = number of individual rvs">len</a>;
30<a name="l00034"></a><a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9">00034</a>         ivec <a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9" title="Vector of unique IDs.">ids</a>;
31<a name="l00036"></a><a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b">00036</a>         ivec <a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b" title="Vector of sizes.">sizes</a>;
32<a name="l00038"></a><a class="code" href="classRV.html#646e530c47a2dd38254b778d9f11ac89">00038</a>         ivec <a class="code" href="classRV.html#646e530c47a2dd38254b778d9f11ac89" title="Vector of shifts from current time.">times</a>;
33<a name="l00040"></a><a class="code" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb">00040</a>         Array&lt;std::string&gt; <a class="code" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb" title="Array of names.">names</a>;
34<a name="l00041"></a>00041
35<a name="l00042"></a>00042 <span class="keyword">private</span>:
36<a name="l00044"></a>00044         <span class="keywordtype">void</span> init ( ivec in_ids, Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times );
37<a name="l00045"></a>00045 <span class="keyword">public</span>:
38<a name="l00047"></a>00047         <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 );
39<a name="l00049"></a>00049         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ( ivec <a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9" title="Vector of unique IDs.">ids</a> );
40<a name="l00051"></a>00051         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ();
41<a name="l00052"></a>00052
42<a name="l00054"></a>00054         <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 );
43<a name="l00055"></a>00055
44<a name="l00057"></a><a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0">00057</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>;} ;
45<a name="l00059"></a><a class="code" href="classRV.html#c114a6f3ff06796cc2f4dacba74291eb">00059</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>;} ;
46<a name="l00060"></a>00060
47<a name="l00061"></a>00061         <span class="comment">//TODO why not inline and later??</span>
48<a name="l00062"></a>00062
49<a name="l00064"></a>00064         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 );
50<a name="l00066"></a>00066         <span class="keywordtype">bool</span> <a class="code" href="classRV.html#c4f547370d67eba414caafe91c64b12a" title="Compare if rv2 is identical to this RV.">equal</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2 ) <span class="keyword">const</span>;
51<a name="l00068"></a>00068         <span class="keywordtype">void</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 );
52<a name="l00070"></a>00070         <span class="keyword">friend</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#33c114e83980d883c5b211c47d5322a4" title="Add (concat) another variable to the current one.">concat</a> ( <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 );
53<a name="l00072"></a>00072         <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 );
54<a name="l00074"></a>00074         <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 );
55<a name="l00076"></a>00076         <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 );
56<a name="l00078"></a>00078         <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 );
57<a name="l00080"></a>00080         ivec <a class="code" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7" title="generate a list of indeces, i.e. which">indexlist</a>();
58<a name="l00081"></a>00081
59<a name="l00083"></a><a class="code" href="classRV.html#b88ef5124713c9e30fd9446846b3f044">00083</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>;};
60<a name="l00084"></a>00084
61<a name="l00086"></a><a class="code" href="classRV.html#4a0069bc69f5a98d7ce9ed59077f2e6c">00086</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 );};
62<a name="l00088"></a><a class="code" href="classRV.html#20db23a5585d64a6e24404cc8379bc28">00088</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 );};
63<a name="l00090"></a><a class="code" href="classRV.html#af068cf478864fe1a4fbfc6b4693b088">00090</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 );};
64<a name="l00092"></a><a class="code" href="classRV.html#3ae4dd6e368f814a02710636ac8e1721">00092</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 );};
65<a name="l00093"></a>00093 };
66<a name="l00094"></a>00094
67<a name="l00095"></a>00095
68<a name="l00097"></a>00097
69<a name="l00098"></a><a class="code" href="classfnc.html">00098</a> <span class="keyword">class </span><a class="code" href="classfnc.html" title="Class representing function  of variable  represented by rv.">fnc</a> {
70<a name="l00099"></a>00099 <span class="keyword">protected</span>:
71<a name="l00101"></a><a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9">00101</a>         <span class="keywordtype">int</span> <a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9" title="Length of the output vector.">dimy</a>;
72<a name="l00102"></a>00102 <span class="keyword">public</span>:
73<a name="l00104"></a><a class="code" href="classfnc.html#8a1da32233c3006a4239cf601c413538">00104</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 ) {};
74<a name="l00106"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00106</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 ) {
75<a name="l00107"></a>00107                 <span class="keywordflow">return</span> vec ( 0 );
76<a name="l00108"></a>00108         };
77<a name="l00109"></a>00109
78<a name="l00111"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00111</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>;}
79<a name="l00112"></a>00112
80<a name="l00114"></a><a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">00114</a>         <span class="keyword">virtual</span> <a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab" title="Destructor for future use;.">~fnc</a>() {};
81<a name="l00115"></a>00115 };
82<a name="l00116"></a>00116
83<a name="l00117"></a>00117
84<a name="l00119"></a>00119
85<a name="l00120"></a><a class="code" href="classepdf.html">00120</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> {
86<a name="l00121"></a>00121 <span class="keyword">protected</span>:
87<a name="l00123"></a><a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">00123</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>;
88<a name="l00124"></a>00124 <span class="keyword">public</span>:
89<a name="l00126"></a><a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">00126</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> ( ivec ( 0 ) ) {};
90<a name="l00127"></a>00127
91<a name="l00129"></a><a class="code" href="classepdf.html#c95b1a27a8dd9507bb9a5a3cb2809c7a">00129</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 ) {};
92<a name="l00130"></a>00130
93<a name="l00132"></a>00132 <span class="comment">//      virtual vec moment ( const int order = 1 );</span>
94<a name="l00134"></a>00134 <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#8019654e494bf5e458f6fb947e11b262" title="Returns the required moment of the epdf.">sample</a> () <span class="keyword">const</span> =0;
95<a name="l00136"></a>00136         <span class="keyword">virtual</span> mat <a class="code" href="classepdf.html#54d7dd53a641b618771cd9bee135181f" title="Returns N samples from density .">sampleN</a> ( <span class="keywordtype">int</span> N ) <span class="keyword">const</span>;
96<a name="l00138"></a><a class="code" href="classepdf.html#3ea597362e11a0040fe7c990269d072c">00138</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#3ea597362e11a0040fe7c990269d072c" title="Compute probability of argument val.">eval</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{<span class="keywordflow">return</span> exp ( this-&gt;<a class="code" href="classepdf.html#6aef3eca74899692503769c18add1a4c" title="Compute log-probability of argument val.">evalpdflog</a> ( val ) );};
97<a name="l00139"></a>00139
98<a name="l00141"></a>00141         <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;
99<a name="l00142"></a>00142
100<a name="l00144"></a>00144         <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;
101<a name="l00145"></a>00145
102<a name="l00147"></a><a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">00147</a>         <span class="keyword">virtual</span> <a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396" title="Destructor for future use;.">~epdf</a>() {};
103<a name="l00149"></a><a class="code" href="classepdf.html#b89143f12c9b49282e30841e4fb5f337">00149</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classepdf.html#b89143f12c9b49282e30841e4fb5f337" title="access function">_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>;}
104<a name="l00150"></a>00150 };
105<a name="l00151"></a>00151
106<a name="l00152"></a>00152
107<a name="l00154"></a>00154 <span class="comment">//TODO Samplecond can be generalized</span>
108<a name="l00155"></a>00155
109<a name="l00156"></a><a class="code" href="classmpdf.html">00156</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
110<a name="l00157"></a>00157 <span class="keyword">protected</span>:
111<a name="l00159"></a><a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">00159</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>;
112<a name="l00161"></a><a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">00161</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>;
113<a name="l00163"></a><a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">00163</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>;
114<a name="l00164"></a>00164 <span class="keyword">public</span>:
115<a name="l00165"></a>00165
116<a name="l00167"></a>00167 <span class="comment">//      virtual fnc moment ( const int order = 1 );</span>
117<a name="l00169"></a><a class="code" href="classmpdf.html#b0193a350c97933ddf15b15a130da352">00169</a> <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classmpdf.html#b0193a350c97933ddf15b15a130da352" title="Returns the required moment of the epdf.">samplecond</a> ( vec &amp;cond, <span class="keywordtype">double</span> &amp;ll ) {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 );
118<a name="l00170"></a>00170         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 the required moment of the epdf.">sample</a>();
119<a name="l00171"></a>00171         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;};
120<a name="l00173"></a><a class="code" href="classmpdf.html#6bf806badfdac606c847e458e8fce18c">00173</a>         <span class="keyword">virtual</span> mat <a class="code" href="classmpdf.html#b0193a350c97933ddf15b15a130da352" title="Returns the required moment of the epdf.">samplecond</a> ( vec &amp;cond, vec &amp;ll, <span class="keywordtype">int</span> N ) {
121<a name="l00174"></a>00174                 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 );
122<a name="l00175"></a>00175                 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>() );
123<a name="l00176"></a>00176                 <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 the required moment of the epdf.">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 );}
124<a name="l00177"></a>00177                 <span class="keywordflow">return</span> temp;
125<a name="l00178"></a>00178         };
126<a name="l00180"></a><a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83">00180</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 ) {};
127<a name="l00181"></a>00181
128<a name="l00183"></a><a class="code" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91">00183</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> <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classepdf.html#3ea597362e11a0040fe7c990269d072c" title="Compute probability of argument val.">eval</a> ( dt );};
129<a name="l00184"></a>00184
130<a name="l00186"></a><a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">00186</a>         <span class="keyword">virtual</span> <a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb" title="Destructor for future use;.">~mpdf</a>() {};
131<a name="l00187"></a>00187
132<a name="l00189"></a><a class="code" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">00189</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 ) {};
133<a name="l00191"></a><a class="code" href="classmpdf.html#ec9c850305984582548e8deb64f0ffe8">00191</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#ec9c850305984582548e8deb64f0ffe8" title="access function">_rvc</a>() {<span class="keywordflow">return</span> <a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>;}
134<a name="l00193"></a><a class="code" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8">00193</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>;}
135<a name="l00194"></a>00194 };
136<a name="l00195"></a>00195
137<a name="l00200"></a><a class="code" href="classmepdf.html">00200</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> {
138<a name="l00201"></a>00201 <span class="keyword">public</span>:
139<a name="l00203"></a><a class="code" href="classmepdf.html#213e3a177540a0815aa7bdcc1bb25c6e">00203</a>         <a class="code" href="classmepdf.html#213e3a177540a0815aa7bdcc1bb25c6e" title="Default constructor.">mepdf</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="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</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="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>, <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> ( rv,rvc ) {<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>=em;};
140<a name="l00204"></a>00204 };
141<a name="l00205"></a>00205
142<a name="l00213"></a><a class="code" href="classDS.html">00213</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> {
143<a name="l00214"></a>00214 <span class="keyword">protected</span>:
144<a name="l00216"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00216</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>;
145<a name="l00218"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00218</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>
146<a name="l00219"></a>00219 <span class="keyword">public</span>:
147<a name="l00221"></a>00221         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &amp;dt );
148<a name="l00223"></a>00223         <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 );
149<a name="l00225"></a>00225         <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 );
150<a name="l00227"></a>00227         <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 );
151<a name="l00233"></a>00233         <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 );
152<a name="l00234"></a>00234
153<a name="l00236"></a>00236         <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>();
154<a name="l00237"></a>00237
155<a name="l00238"></a>00238 };
156<a name="l00239"></a>00239
157<a name="l00244"></a><a class="code" href="classBM.html">00244</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> {
158<a name="l00245"></a>00245 <span class="keyword">protected</span>:
159<a name="l00247"></a><a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88">00247</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>;
160<a name="l00249"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00249</a>         <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>;
161<a name="l00251"></a><a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">00251</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>;
162<a name="l00252"></a>00252 <span class="keyword">public</span>:
163<a name="l00253"></a>00253
164<a name="l00255"></a><a class="code" href="classBM.html#605d28b426adb677c86a57ddb525132a">00255</a>         <a class="code" href="classBM.html#605d28b426adb677c86a57ddb525132a" 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 ) :<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> ( 0 ),<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> ( true ) {<span class="comment">//Fixme: test rv</span>
165<a name="l00256"></a>00256         };
166<a name="l00257"></a>00257
167<a name="l00261"></a>00261         <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;
168<a name="l00263"></a>00263         <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( mat Dt );
169<a name="l00265"></a>00265         <span class="keyword">virtual</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#3dc45554556926bde996a267636abe55" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>() =0;
170<a name="l00266"></a>00266
171<a name="l00268"></a><a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">00268</a>         <span class="keyword">virtual</span> <a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd" title="Destructor for future use;.">~BM</a>() {};
172<a name="l00270"></a><a class="code" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">00270</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>;}
173<a name="l00272"></a><a class="code" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">00272</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>;}
174<a name="l00273"></a>00273 };
175<a name="l00274"></a>00274
176<a name="l00284"></a><a class="code" href="classBMcond.html">00284</a> <span class="keyword">class </span><a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> {
177<a name="l00285"></a>00285 <span class="keyword">protected</span>:
178<a name="l00287"></a><a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec">00287</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>;
179<a name="l00288"></a>00288 <span class="keyword">public</span>:
180<a name="l00290"></a>00290         <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;
181<a name="l00292"></a><a class="code" href="classBMcond.html#9a38dcdabef902fd91da3c9fb6ac27f7">00292</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 ) {};
182<a name="l00294"></a><a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2">00294</a>         <span class="keyword">virtual</span> <a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2" title="Destructor for future use.">~BMcond</a>() {};
183<a name="l00296"></a><a class="code" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">00296</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>;}
184<a name="l00297"></a>00297 };
185<a name="l00298"></a>00298
186<a name="l00299"></a>00299 <span class="preprocessor">#endif // BM_H</span>
187</pre></div></div>
188<hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 16 17:22:03 2008 for mixpp by&nbsp;
189<a href="http://www.doxygen.org/index.html">
190<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
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