root/doc/html/libBM_8h-source.html @ 171

Revision 171, 43.3 kB (checked in by smidl, 16 years ago)

New documentation

Line 
1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3<title>mixpp: work/git/mixpp/bdm/stat/libBM.h Source File</title>
4<link href="doxygen.css" rel="stylesheet" type="text/css">
5<link href="tabs.css" rel="stylesheet" type="text/css">
6</head><body>
7<!-- Generated by Doxygen 1.5.6 -->
8<div class="navigation" id="top">
9  <div class="tabs">
10    <ul>
11      <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
12      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
13      <li><a href="annotated.html"><span>Classes</span></a></li>
14      <li class="current"><a href="files.html"><span>Files</span></a></li>
15    </ul>
16  </div>
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="l00022"></a><a class="code" href="classstr.html">00022</a> <span class="keyword">class </span><a class="code" href="classstr.html" title="Structure of RV (used internally).">str</a>{
27<a name="l00023"></a>00023 <span class="keyword">public</span>:
28<a name="l00024"></a>00024         ivec ids;
29<a name="l00025"></a>00025         ivec times;
30<a name="l00026"></a>00026         <a class="code" href="classstr.html" title="Structure of RV (used internally).">str</a>(ivec ids0, ivec times0):ids(ids0),times(times0){
31<a name="l00027"></a>00027                 it_assert_debug(times0.length()==ids0.length(),<span class="stringliteral">"Incompatible input"</span>);
32<a name="l00028"></a>00028         };
33<a name="l00029"></a>00029 };
34<a name="l00030"></a>00030
35<a name="l00037"></a><a class="code" href="classRV.html">00037</a> <span class="keyword">class </span><a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> {
36<a name="l00038"></a>00038 <span class="keyword">protected</span>:
37<a name="l00040"></a><a class="code" href="classRV.html#f2396efe2e6d656ebe9e6f06018cbe25">00040</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#f2396efe2e6d656ebe9e6f06018cbe25" title="size = sum of sizes">tsize</a>;
38<a name="l00042"></a><a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9">00042</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9" title="len = number of individual rvs">len</a>;
39<a name="l00044"></a><a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9">00044</a>         ivec <a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9" title="Vector of unique IDs.">ids</a>;
40<a name="l00046"></a><a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b">00046</a>         ivec <a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b" title="Vector of sizes.">sizes</a>;
41<a name="l00048"></a><a class="code" href="classRV.html#646e530c47a2dd38254b778d9f11ac89">00048</a>         ivec <a class="code" href="classRV.html#646e530c47a2dd38254b778d9f11ac89" title="Vector of shifts from current time.">times</a>;
42<a name="l00050"></a><a class="code" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb">00050</a>         Array&lt;std::string&gt; <a class="code" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb" title="Array of names.">names</a>;
43<a name="l00051"></a>00051
44<a name="l00052"></a>00052 <span class="keyword">private</span>:
45<a name="l00054"></a>00054         <span class="keywordtype">void</span> init (ivec in_ids, Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times );
46<a name="l00055"></a>00055 <span class="keyword">public</span>:
47<a name="l00057"></a>00057         <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 );
48<a name="l00059"></a>00059         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Constructor of empty RV.">RV</a> ( Array&lt;std::string&gt; in_names, ivec in_sizes );
49<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 );
50<a name="l00063"></a>00063         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Constructor of empty RV.">RV</a> ();
51<a name="l00064"></a>00064
52<a name="l00066"></a>00066         <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 );
53<a name="l00067"></a>00067
54<a name="l00069"></a><a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0">00069</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>;} ;
55<a name="l00071"></a><a class="code" href="classRV.html#c114a6f3ff06796cc2f4dacba74291eb">00071</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>;} ;
56<a name="l00072"></a>00072
57<a name="l00073"></a>00073         <span class="comment">//TODO why not inline and later??</span>
58<a name="l00074"></a>00074
59<a name="l00076"></a>00076         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>;
60<a name="l00078"></a>00078         <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>;
61<a name="l00080"></a>00080         <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 );
62<a name="l00082"></a>00082         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#a85c47bd838ebbdcb6798d7843e87db2" 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> rv2 ) <span class="keyword">const</span>;
63<a name="l00084"></a>00084         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#0a9ea7bc6fad270cc54a455a9f8f387d" title="Select only variables at indeces ind.">subselect</a> ( ivec ind ) <span class="keyword">const</span>;
64<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#65e5b820e482caff7f284d11898ef64f" title="Select only variables at indeces ind.">operator() </a>( ivec ind ) <span class="keyword">const</span>;
65<a name="l00088"></a>00088         <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 );
66<a name="l00090"></a>00090         <a class="code" href="classstr.html" title="Structure of RV (used internally).">str</a> <a class="code" href="classRV.html#52f3ade796814da627ff5a44d00986be" title="generate str from rv, by expanding sizes">tostr</a>() <span class="keyword">const</span>;
67<a name="l00092"></a>00092         ivec <a class="code" href="classRV.html#1844ea0d9c10428f5e0ee1d4d569ef0a" title="generate indeces into">dataind</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> crv) <span class="keyword">const</span>;
68<a name="l00093"></a>00093
69<a name="l00095"></a><a class="code" href="classRV.html#b88ef5124713c9e30fd9446846b3f044">00095</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>;};
70<a name="l00096"></a>00096
71<a name="l00098"></a><a class="code" href="classRV.html#4a0069bc69f5a98d7ce9ed59077f2e6c">00098</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 );};
72<a name="l00100"></a><a class="code" href="classRV.html#20db23a5585d64a6e24404cc8379bc28">00100</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 );};
73<a name="l00102"></a><a class="code" href="classRV.html#af068cf478864fe1a4fbfc6b4693b088">00102</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 );};
74<a name="l00104"></a><a class="code" href="classRV.html#3ae4dd6e368f814a02710636ac8e1721">00104</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 );};
75<a name="l00106"></a>00106         <span class="keywordtype">void</span> <a class="code" href="classRV.html#fc4a3175ff678cba7ae4109654f66ce5" title="Assign unused ids to this rv.">newids</a>();
76<a name="l00107"></a>00107 };
77<a name="l00108"></a>00108
78<a name="l00110"></a>00110 <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 );
79<a name="l00111"></a>00111
80<a name="l00112"></a>00112
81<a name="l00114"></a>00114
82<a name="l00115"></a><a class="code" href="classfnc.html">00115</a> <span class="keyword">class </span><a class="code" href="classfnc.html" title="Class representing function  of variable  represented by rv.">fnc</a> {
83<a name="l00116"></a>00116 <span class="keyword">protected</span>:
84<a name="l00118"></a><a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9">00118</a>         <span class="keywordtype">int</span> <a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9" title="Length of the output vector.">dimy</a>;
85<a name="l00119"></a>00119 <span class="keyword">public</span>:
86<a name="l00121"></a><a class="code" href="classfnc.html#8a1da32233c3006a4239cf601c413538">00121</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 ) {};
87<a name="l00123"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00123</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 ) {
88<a name="l00124"></a>00124                 <span class="keywordflow">return</span> vec ( 0 );
89<a name="l00125"></a>00125         };
90<a name="l00126"></a>00126
91<a name="l00128"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00128</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>;}
92<a name="l00129"></a>00129
93<a name="l00131"></a><a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">00131</a>         <span class="keyword">virtual</span> <a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab" title="Destructor for future use;.">~fnc</a>() {};
94<a name="l00132"></a>00132 };
95<a name="l00133"></a>00133
96<a name="l00134"></a>00134
97<a name="l00136"></a>00136
98<a name="l00137"></a><a class="code" href="classepdf.html">00137</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> {
99<a name="l00138"></a>00138 <span class="keyword">protected</span>:
100<a name="l00140"></a><a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">00140</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>;
101<a name="l00141"></a>00141 <span class="keyword">public</span>:
102<a name="l00143"></a><a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">00143</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> ( ) {};
103<a name="l00144"></a>00144
104<a name="l00146"></a><a class="code" href="classepdf.html#c95b1a27a8dd9507bb9a5a3cb2809c7a">00146</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 ) {};
105<a name="l00147"></a>00147
106<a name="l00148"></a>00148 <span class="comment">//      //! Returns the required moment of the epdf</span>
107<a name="l00149"></a>00149 <span class="comment">//      virtual vec moment ( const int order = 1 );</span>
108<a name="l00150"></a>00150         
109<a name="l00152"></a>00152         <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;
110<a name="l00154"></a>00154         <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>;
111<a name="l00156"></a><a class="code" href="classepdf.html#3ea597362e11a0040fe7c990269d072c">00156</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 ) );};
112<a name="l00157"></a>00157
113<a name="l00159"></a>00159         <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;
114<a name="l00160"></a>00160
115<a name="l00162"></a><a class="code" href="classepdf.html#6af383b6f1c6ea6fc5f6724dd03d8877">00162</a>         <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#6aef3eca74899692503769c18add1a4c" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> mat &amp;Val )<span class="keyword"> const </span>{
116<a name="l00163"></a>00163                 vec x ( Val.cols() );
117<a name="l00164"></a>00164                 <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) ) ;}
118<a name="l00165"></a>00165                 <span class="keywordflow">return</span> x;
119<a name="l00166"></a>00166         }
120<a name="l00167"></a>00167
121<a name="l00169"></a>00169         <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;
122<a name="l00170"></a>00170
123<a name="l00172"></a><a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">00172</a>         <span class="keyword">virtual</span> <a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396" title="Destructor for future use;.">~epdf</a>() {};
124<a name="l00174"></a><a class="code" href="classepdf.html#ca0d32aabb4cbba347e0c37fe8607562">00174</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>;}
125<a name="l00176"></a><a class="code" href="classepdf.html#7fb94ce90d1ac7077d29f7d6a6c3e0a5">00176</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;}
126<a name="l00177"></a>00177 };
127<a name="l00178"></a>00178
128<a name="l00179"></a>00179
129<a name="l00181"></a>00181 <span class="comment">//TODO Samplecond can be generalized</span>
130<a name="l00182"></a>00182
131<a name="l00183"></a><a class="code" href="classmpdf.html">00183</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
132<a name="l00184"></a>00184 <span class="keyword">protected</span>:
133<a name="l00186"></a><a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">00186</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>;
134<a name="l00188"></a><a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">00188</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>;
135<a name="l00190"></a><a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">00190</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>;
136<a name="l00191"></a>00191 <span class="keyword">public</span>:
137<a name="l00192"></a>00192
138<a name="l00194"></a>00194 <span class="comment">//      virtual fnc moment ( const int order = 1 );</span>
139<a name="l00196"></a><a class="code" href="classmpdf.html#3f172b79ec4a5ebc87898a5381141f1b">00196</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 ) {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 );
140<a name="l00197"></a>00197         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>();
141<a name="l00198"></a>00198         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;};
142<a name="l00200"></a><a class="code" href="classmpdf.html#0e37163660f93df2a4d723cedb1da89c">00200</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 ) {
143<a name="l00201"></a>00201                 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 );
144<a name="l00202"></a>00202                 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>() );
145<a name="l00203"></a>00203                 <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 );}
146<a name="l00204"></a>00204                 <span class="keywordflow">return</span> temp;
147<a name="l00205"></a>00205         };
148<a name="l00207"></a><a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83">00207</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 ) {};
149<a name="l00208"></a>00208
150<a name="l00210"></a><a class="code" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91">00210</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 );};
151<a name="l00211"></a>00211
152<a name="l00213"></a><a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">00213</a>         <span class="keyword">virtual</span> <a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb" title="Destructor for future use;.">~mpdf</a>() {};
153<a name="l00214"></a>00214
154<a name="l00216"></a><a class="code" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">00216</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 ) {};
155<a name="l00218"></a><a class="code" href="classmpdf.html#ec9c850305984582548e8deb64f0ffe8">00218</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>;}
156<a name="l00220"></a><a class="code" href="classmpdf.html#1e71ad4c66d5884c82d4a3b06b42fe32">00220</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#1e71ad4c66d5884c82d4a3b06b42fe32" title="access function">_rv</a>() {<span class="keywordflow">return</span> <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>;}
157<a name="l00222"></a><a class="code" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8">00222</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>;}
158<a name="l00223"></a>00223 };
159<a name="l00224"></a>00224
160<a name="l00229"></a><a class="code" href="classmepdf.html">00229</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> {
161<a name="l00230"></a>00230 <span class="keyword">public</span>:
162<a name="l00232"></a><a class="code" href="classmepdf.html#7ab1c50f0aa16230117436dee500f2e0">00232</a>         <a class="code" href="classmepdf.html#7ab1c50f0aa16230117436dee500f2e0" title="Default constructor.">mepdf</a> (<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &amp;em ) :<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( em.<a class="code" href="classmpdf.html#1e71ad4c66d5884c82d4a3b06b42fe32" 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>=&amp;em;};
163<a name="l00233"></a>00233 };
164<a name="l00234"></a>00234
165<a name="l00242"></a><a class="code" href="classDS.html">00242</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> {
166<a name="l00243"></a>00243 <span class="keyword">protected</span>:
167<a name="l00245"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00245</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>;
168<a name="l00247"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00247</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>
169<a name="l00248"></a>00248 <span class="keyword">public</span>:
170<a name="l00250"></a>00250         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &amp;dt );
171<a name="l00252"></a>00252         <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 );
172<a name="l00254"></a>00254         <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 );
173<a name="l00256"></a>00256         <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 );
174<a name="l00262"></a>00262         <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 );
175<a name="l00263"></a>00263
176<a name="l00265"></a>00265         <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>();
177<a name="l00266"></a>00266
178<a name="l00267"></a>00267 };
179<a name="l00268"></a>00268
180<a name="l00273"></a><a class="code" href="classBM.html">00273</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> {
181<a name="l00274"></a>00274 <span class="keyword">protected</span>:
182<a name="l00276"></a><a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88">00276</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>;
183<a name="l00278"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00278</a>         <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>;
184<a name="l00280"></a><a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">00280</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>;
185<a name="l00281"></a>00281 <span class="keyword">public</span>:
186<a name="l00282"></a>00282
187<a name="l00284"></a><a class="code" href="classBM.html#43d2ad6a6c9f1bcd22fe8906c477e50e">00284</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>
188<a name="l00285"></a>00285         };
189<a name="l00287"></a><a class="code" href="classBM.html#e8fc5fae042f2b46d4d3827f9587d47d">00287</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>) {}
190<a name="l00288"></a>00288
191<a name="l00292"></a>00292         <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;
192<a name="l00294"></a>00294         <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 );
193<a name="l00296"></a>00296         <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 pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>() <span class="keyword">const</span> =0;
194<a name="l00297"></a>00297
195<a name="l00300"></a><a class="code" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">00300</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;}
196<a name="l00301"></a>00301         
197<a name="l00303"></a><a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">00303</a>         <span class="keyword">virtual</span> <a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd" title="Destructor for future use;.">~BM</a>() {};
198<a name="l00305"></a><a class="code" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">00305</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>;}
199<a name="l00307"></a><a class="code" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">00307</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>;}
200<a name="l00309"></a><a class="code" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">00309</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;}
201<a name="l00310"></a>00310         
202<a name="l00313"></a><a class="code" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">00313</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;};
203<a name="l00314"></a>00314 };
204<a name="l00315"></a>00315
205<a name="l00325"></a><a class="code" href="classBMcond.html">00325</a> <span class="keyword">class </span><a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> {
206<a name="l00326"></a>00326 <span class="keyword">protected</span>:
207<a name="l00328"></a><a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec">00328</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>;
208<a name="l00329"></a>00329 <span class="keyword">public</span>:
209<a name="l00331"></a>00331         <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;
210<a name="l00333"></a><a class="code" href="classBMcond.html#9a38dcdabef902fd91da3c9fb6ac27f7">00333</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 ) {};
211<a name="l00335"></a><a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2">00335</a>         <span class="keyword">virtual</span> <a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2" title="Destructor for future use.">~BMcond</a>() {};
212<a name="l00337"></a><a class="code" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">00337</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>;}
213<a name="l00338"></a>00338 };
214<a name="l00339"></a>00339
215<a name="l00340"></a>00340 <span class="preprocessor">#endif // BM_H</span>
216</pre></div></div>
217<hr size="1"><address style="text-align: right;"><small>Generated on Tue Sep 23 16:00:45 2008 for mixpp by&nbsp;
218<a href="http://www.doxygen.org/index.html">
219<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
220</body>
221</html>
Note: See TracBrowser for help on using the browser.