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 Page</span></a></li> |
---|
12 | <li><a href="pages.html"><span>Related 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 <itpp/itbase.h></span> |
---|
22 | <a name="l00017"></a>00017 <span class="comment">//#include <std></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<std::string> <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<std::string> 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<std::string> 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<std::string> 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<std::string> 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 &<a class="code" href="classRV.html#cad6f15535d10437f6690cb4492176a8" title="Printing output e.g. for debugging.">operator<< </a>( std::ostream &os, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &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> &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> &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> &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#b9d175c327c21488b1e2fb756a84e149" title="Subtract another variable from the current one.">subt</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &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#b26d25a122be3303806af7726a625a0f" title="Select only variables at indeces ind.">subselect</a> ( <span class="keyword">const</span> 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#248dfb2387976db2658489347669278c" title="Select only variables at indeces ind.">operator() </a>( <span class="keyword">const</span> 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#bb724fa4e2d9ed7bfd0993b5975018a4" title="generate indeces into">dataind</a>(<span class="keyword">const</span> <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<std::string>& <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="l00105"></a>00105 |
---|
76 | <a name="l00107"></a><a class="code" href="classRV.html#f58db96c9f5b8a538e26f154b1047c62">00107</a> <span class="keywordtype">void</span> <a class="code" href="classRV.html#f58db96c9f5b8a538e26f154b1047c62" title="access function">set_id</a> ( <span class="keywordtype">int</span> at, <span class="keywordtype">int</span> id0 ) {<a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9" title="Vector of unique IDs.">ids</a> ( at )=id0;}; |
---|
77 | <a name="l00109"></a><a class="code" href="classRV.html#70b24c39c5130b1e4753fa2eef495433">00109</a> <span class="keywordtype">void</span> <a class="code" href="classRV.html#70b24c39c5130b1e4753fa2eef495433" title="access function">set_size</a> ( <span class="keywordtype">int</span> at, <span class="keywordtype">int</span> size0 ) {<a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b" title="Vector of sizes.">sizes</a> ( at )=size0; <a class="code" href="classRV.html#f2396efe2e6d656ebe9e6f06018cbe25" title="size = sum of sizes">tsize</a>=sum(<a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b" title="Vector of sizes.">sizes</a>);}; |
---|
78 | <a name="l00111"></a><a class="code" href="classRV.html#af668289c016d12ac2a9ddb85416006b">00111</a> <span class="keywordtype">void</span> <a class="code" href="classRV.html#af668289c016d12ac2a9ddb85416006b" title="access function">set_time</a> ( <span class="keywordtype">int</span> at, <span class="keywordtype">int</span> time0 ) {<a class="code" href="classRV.html#646e530c47a2dd38254b778d9f11ac89" title="Vector of shifts from current time.">times</a> ( at )=time0;}; |
---|
79 | <a name="l00112"></a>00112 |
---|
80 | <a name="l00114"></a>00114 <span class="keywordtype">void</span> <a class="code" href="classRV.html#fc4a3175ff678cba7ae4109654f66ce5" title="Assign unused ids to this rv.">newids</a>(); |
---|
81 | <a name="l00115"></a>00115 }; |
---|
82 | <a name="l00116"></a>00116 |
---|
83 | <a name="l00118"></a>00118 <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> &rv1, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv2 ); |
---|
84 | <a name="l00119"></a>00119 |
---|
85 | <a name="l00120"></a>00120 |
---|
86 | <a name="l00122"></a>00122 |
---|
87 | <a name="l00123"></a><a class="code" href="classfnc.html">00123</a> <span class="keyword">class </span><a class="code" href="classfnc.html" title="Class representing function of variable represented by rv.">fnc</a> { |
---|
88 | <a name="l00124"></a>00124 <span class="keyword">protected</span>: |
---|
89 | <a name="l00126"></a><a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9">00126</a> <span class="keywordtype">int</span> <a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9" title="Length of the output vector.">dimy</a>; |
---|
90 | <a name="l00127"></a>00127 <span class="keyword">public</span>: |
---|
91 | <a name="l00129"></a><a class="code" href="classfnc.html#8a1da32233c3006a4239cf601c413538">00129</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 ) {}; |
---|
92 | <a name="l00131"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00131</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 &cond ) { |
---|
93 | <a name="l00132"></a>00132 <span class="keywordflow">return</span> vec ( 0 ); |
---|
94 | <a name="l00133"></a>00133 }; |
---|
95 | <a name="l00134"></a>00134 |
---|
96 | <a name="l00136"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00136</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>;} |
---|
97 | <a name="l00137"></a>00137 |
---|
98 | <a name="l00139"></a><a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">00139</a> <span class="keyword">virtual</span> <a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab" title="Destructor for future use;.">~fnc</a>() {}; |
---|
99 | <a name="l00140"></a>00140 }; |
---|
100 | <a name="l00141"></a>00141 |
---|
101 | <a name="l00142"></a>00142 |
---|
102 | <a name="l00144"></a>00144 |
---|
103 | <a name="l00145"></a><a class="code" href="classepdf.html">00145</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> { |
---|
104 | <a name="l00146"></a>00146 <span class="keyword">protected</span>: |
---|
105 | <a name="l00148"></a><a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">00148</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>; |
---|
106 | <a name="l00149"></a>00149 <span class="keyword">public</span>: |
---|
107 | <a name="l00151"></a><a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">00151</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> ( ) {}; |
---|
108 | <a name="l00152"></a>00152 |
---|
109 | <a name="l00154"></a><a class="code" href="classepdf.html#c95b1a27a8dd9507bb9a5a3cb2809c7a">00154</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> &rv0 ) :<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ( rv0 ) {}; |
---|
110 | <a name="l00155"></a>00155 |
---|
111 | <a name="l00156"></a>00156 <span class="comment">// //! Returns the required moment of the epdf</span> |
---|
112 | <a name="l00157"></a>00157 <span class="comment">// virtual vec moment ( const int order = 1 );</span> |
---|
113 | <a name="l00158"></a>00158 |
---|
114 | <a name="l00160"></a>00160 <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; |
---|
115 | <a name="l00162"></a>00162 <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>; |
---|
116 | <a name="l00164"></a><a class="code" href="classepdf.html#3ea597362e11a0040fe7c990269d072c">00164</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 &val )<span class="keyword"> const </span>{<span class="keywordflow">return</span> exp ( this-><a class="code" href="classepdf.html#6aef3eca74899692503769c18add1a4c" title="Compute log-probability of argument val.">evalpdflog</a> ( val ) );}; |
---|
117 | <a name="l00165"></a>00165 |
---|
118 | <a name="l00167"></a>00167 <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 &val ) <span class="keyword">const</span> =0; |
---|
119 | <a name="l00168"></a>00168 |
---|
120 | <a name="l00170"></a><a class="code" href="classepdf.html#cebbdd7a85e6328f7358fc0ba8eee06c">00170</a> <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#cebbdd7a85e6328f7358fc0ba8eee06c" title="Compute log-probability of multiple values argument val.">evalpdflog_m</a> ( <span class="keyword">const</span> mat &Val )<span class="keyword"> const </span>{ |
---|
121 | <a name="l00171"></a>00171 vec x ( Val.cols() ); |
---|
122 | <a name="l00172"></a>00172 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<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) ) ;} |
---|
123 | <a name="l00173"></a>00173 <span class="keywordflow">return</span> x; |
---|
124 | <a name="l00174"></a>00174 } |
---|
125 | <a name="l00175"></a>00175 |
---|
126 | <a name="l00177"></a>00177 <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; |
---|
127 | <a name="l00178"></a>00178 |
---|
128 | <a name="l00180"></a><a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">00180</a> <span class="keyword">virtual</span> <a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396" title="Destructor for future use;.">~epdf</a>() {}; |
---|
129 | <a name="l00182"></a><a class="code" href="classepdf.html#ca0d32aabb4cbba347e0c37fe8607562">00182</a> <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>& <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>;} |
---|
130 | <a name="l00184"></a><a class="code" href="classepdf.html#7fb94ce90d1ac7077d29f7d6a6c3e0a5">00184</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> &in_rv){<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>=in_rv;} |
---|
131 | <a name="l00185"></a>00185 }; |
---|
132 | <a name="l00186"></a>00186 |
---|
133 | <a name="l00187"></a>00187 |
---|
134 | <a name="l00189"></a>00189 <span class="comment">//TODO Samplecond can be generalized</span> |
---|
135 | <a name="l00190"></a>00190 |
---|
136 | <a name="l00191"></a><a class="code" href="classmpdf.html">00191</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { |
---|
137 | <a name="l00192"></a>00192 <span class="keyword">protected</span>: |
---|
138 | <a name="l00194"></a><a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">00194</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>; |
---|
139 | <a name="l00196"></a><a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">00196</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>; |
---|
140 | <a name="l00198"></a><a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">00198</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>; |
---|
141 | <a name="l00199"></a>00199 <span class="keyword">public</span>: |
---|
142 | <a name="l00200"></a>00200 |
---|
143 | <a name="l00202"></a>00202 <span class="comment">// virtual fnc moment ( const int order = 1 );</span> |
---|
144 | <a name="l00204"></a><a class="code" href="classmpdf.html#3f172b79ec4a5ebc87898a5381141f1b">00204</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 &cond, <span class="keywordtype">double</span> &ll ) {this-><a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( cond ); |
---|
145 | <a name="l00205"></a>00205 vec temp= <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-><a class="code" href="classepdf.html#8019654e494bf5e458f6fb947e11b262" title="Returns a sample, from density .">sample</a>(); |
---|
146 | <a name="l00206"></a>00206 ll=<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-><a class="code" href="classepdf.html#6aef3eca74899692503769c18add1a4c" title="Compute log-probability of argument val.">evalpdflog</a> ( temp );<span class="keywordflow">return</span> temp;}; |
---|
147 | <a name="l00208"></a><a class="code" href="classmpdf.html#0e37163660f93df2a4d723cedb1da89c">00208</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 &cond, vec &ll, <span class="keywordtype">int</span> N ) { |
---|
148 | <a name="l00209"></a>00209 this-><a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( cond ); |
---|
149 | <a name="l00210"></a>00210 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>() ); |
---|
150 | <a name="l00211"></a>00211 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<N;i++ ) {smp=<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-><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>-><a class="code" href="classepdf.html#6aef3eca74899692503769c18add1a4c" title="Compute log-probability of argument val.">evalpdflog</a> ( smp );} |
---|
151 | <a name="l00212"></a>00212 <span class="keywordflow">return</span> temp; |
---|
152 | <a name="l00213"></a>00213 }; |
---|
153 | <a name="l00215"></a><a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83">00215</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 &cond ) {}; |
---|
154 | <a name="l00216"></a>00216 |
---|
155 | <a name="l00218"></a><a class="code" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91">00218</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 &dt, <span class="keyword">const</span> vec &cond ) {this-><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>-><a class="code" href="classepdf.html#3ea597362e11a0040fe7c990269d072c" title="Compute probability of argument val.">eval</a> ( dt );}; |
---|
156 | <a name="l00219"></a>00219 |
---|
157 | <a name="l00221"></a><a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">00221</a> <span class="keyword">virtual</span> <a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb" title="Destructor for future use;.">~mpdf</a>() {}; |
---|
158 | <a name="l00222"></a>00222 |
---|
159 | <a name="l00224"></a><a class="code" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">00224</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> &rv0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &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 ) {}; |
---|
160 | <a name="l00226"></a><a class="code" href="classmpdf.html#ec9c850305984582548e8deb64f0ffe8">00226</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>;} |
---|
161 | <a name="l00228"></a><a class="code" href="classmpdf.html#1e71ad4c66d5884c82d4a3b06b42fe32">00228</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>;} |
---|
162 | <a name="l00230"></a><a class="code" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8">00230</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#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>;} |
---|
163 | <a name="l00231"></a>00231 }; |
---|
164 | <a name="l00232"></a>00232 |
---|
165 | <a name="l00237"></a><a class="code" href="classmepdf.html">00237</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> { |
---|
166 | <a name="l00238"></a>00238 <span class="keyword">public</span>: |
---|
167 | <a name="l00240"></a><a class="code" href="classmepdf.html#7ab1c50f0aa16230117436dee500f2e0">00240</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> &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>=&em;}; |
---|
168 | <a name="l00241"></a>00241 }; |
---|
169 | <a name="l00242"></a>00242 |
---|
170 | <a name="l00244"></a><a class="code" href="classcompositepdf.html">00244</a> <span class="keyword">class </span><a class="code" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes.">compositepdf</a>{ |
---|
171 | <a name="l00245"></a>00245 <span class="keyword">protected</span>: |
---|
172 | <a name="l00247"></a><a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f">00247</a> <span class="keywordtype">int</span> <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a>; |
---|
173 | <a name="l00249"></a><a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d">00249</a> Array<mpdf*> <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a>; |
---|
174 | <a name="l00251"></a><a class="code" href="classcompositepdf.html#4d4a8269f9faefeca8cdc251a5a29a7f">00251</a> Array<ivec> <a class="code" href="classcompositepdf.html#4d4a8269f9faefeca8cdc251a5a29a7f" title="Indeces of rvs in common rv.">rvsinrv</a>; |
---|
175 | <a name="l00253"></a><a class="code" href="classcompositepdf.html#3df07bb5e3ed36a3119b145043296676">00253</a> Array<ivec> <a class="code" href="classcompositepdf.html#3df07bb5e3ed36a3119b145043296676" title="Indeces of rvc in common rv.">rvcsinrv</a>; |
---|
176 | <a name="l00254"></a>00254 <span class="keyword">public</span>: |
---|
177 | <a name="l00255"></a>00255 <a class="code" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes.">compositepdf</a>(Array<mpdf*> A0): <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a>(A0.length()), <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a>(A0), <a class="code" href="classcompositepdf.html#4d4a8269f9faefeca8cdc251a5a29a7f" title="Indeces of rvs in common rv.">rvsinrv</a>(<a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a>), <a class="code" href="classcompositepdf.html#3df07bb5e3ed36a3119b145043296676" title="Indeces of rvc in common rv.">rvcsinrv</a>(<a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a>){}; |
---|
178 | <a name="l00256"></a>00256 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> getrv(<span class="keywordtype">bool</span> checkoverlap=<span class="keyword">false</span>); |
---|
179 | <a name="l00257"></a>00257 <span class="keywordtype">void</span> setrvc(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvc); |
---|
180 | <a name="l00258"></a>00258 <span class="keywordtype">void</span> setindices(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv); |
---|
181 | <a name="l00259"></a>00259 <span class="keywordtype">void</span> setrvcinrv(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvc, Array<ivec> &rvcind); |
---|
182 | <a name="l00260"></a>00260 }; |
---|
183 | <a name="l00261"></a>00261 |
---|
184 | <a name="l00269"></a><a class="code" href="classDS.html">00269</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> { |
---|
185 | <a name="l00270"></a>00270 <span class="keyword">protected</span>: |
---|
186 | <a name="l00272"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00272</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>; |
---|
187 | <a name="l00274"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00274</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> |
---|
188 | <a name="l00275"></a>00275 <span class="keyword">public</span>: |
---|
189 | <a name="l00277"></a>00277 <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &dt ); |
---|
190 | <a name="l00279"></a>00279 <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &dt, ivec &indeces ); |
---|
191 | <a name="l00281"></a>00281 <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a> ( vec &ut ); |
---|
192 | <a name="l00283"></a>00283 <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a> ( vec &ut, ivec &indeces ); |
---|
193 | <a name="l00289"></a>00289 <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> &drv, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &urv ); |
---|
194 | <a name="l00290"></a>00290 |
---|
195 | <a name="l00292"></a>00292 <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>(); |
---|
196 | <a name="l00293"></a>00293 |
---|
197 | <a name="l00294"></a>00294 }; |
---|
198 | <a name="l00295"></a>00295 |
---|
199 | <a name="l00300"></a><a class="code" href="classBM.html">00300</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> { |
---|
200 | <a name="l00301"></a>00301 <span class="keyword">protected</span>: |
---|
201 | <a name="l00303"></a><a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88">00303</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>; |
---|
202 | <a name="l00305"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00305</a> <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>; |
---|
203 | <a name="l00307"></a><a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">00307</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>; |
---|
204 | <a name="l00308"></a>00308 <span class="keyword">public</span>: |
---|
205 | <a name="l00309"></a>00309 |
---|
206 | <a name="l00311"></a><a class="code" href="classBM.html#43d2ad6a6c9f1bcd22fe8906c477e50e">00311</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> &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> |
---|
207 | <a name="l00312"></a>00312 }; |
---|
208 | <a name="l00314"></a><a class="code" href="classBM.html#e8fc5fae042f2b46d4d3827f9587d47d">00314</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> &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>) {} |
---|
209 | <a name="l00315"></a>00315 |
---|
210 | <a name="l00319"></a>00319 <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 &dt ) = 0; |
---|
211 | <a name="l00321"></a>00321 <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 &Dt ); |
---|
212 | <a name="l00323"></a>00323 <span class="keyword">virtual</span> <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>& <a class="code" href="classBM.html#8554809fec160bee279bcd5fa14ead5c" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>() <span class="keyword">const</span> =0; |
---|
213 | <a name="l00324"></a>00324 |
---|
214 | <a name="l00327"></a><a class="code" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">00327</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 &dt)<span class="keyword">const</span>{it_error(<span class="stringliteral">"Not implemented"</span>);<span class="keywordflow">return</span> 0.0;} |
---|
215 | <a name="l00329"></a><a class="code" href="classBM.html#cd0660f2a1a344b56ac39802708ff165">00329</a> vec <a class="code" href="classBM.html#cd0660f2a1a344b56ac39802708ff165" title="Matrix version of logpred.">logpred_m</a>(<span class="keyword">const</span> mat &dt)<span class="keyword">const</span>{vec tmp(dt.cols());<span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i<dt.cols();i++){tmp(i)=<a class="code" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">logpred</a>(dt.get_col(i));}<span class="keywordflow">return</span> tmp;} |
---|
216 | <a name="l00330"></a>00330 |
---|
217 | <a name="l00332"></a><a class="code" href="classBM.html#a627c5a79cc6f5221b7e09675525e032">00332</a> <span class="keyword">virtual</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classBM.html#a627c5a79cc6f5221b7e09675525e032" title="Constructs a predictive density (marginal density on data).">predictor</a>(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>){it_error(<span class="stringliteral">"Not implemented"</span>);<span class="keywordflow">return</span> NULL;}; |
---|
218 | <a name="l00333"></a>00333 |
---|
219 | <a name="l00335"></a><a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">00335</a> <span class="keyword">virtual</span> <a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd" title="Destructor for future use;.">~BM</a>() {}; |
---|
220 | <a name="l00337"></a><a class="code" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">00337</a> <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>& <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>;} |
---|
221 | <a name="l00339"></a><a class="code" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">00339</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>;} |
---|
222 | <a name="l00341"></a><a class="code" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">00341</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;} |
---|
223 | <a name="l00342"></a>00342 |
---|
224 | <a name="l00345"></a><a class="code" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">00345</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;}; |
---|
225 | <a name="l00346"></a>00346 }; |
---|
226 | <a name="l00347"></a>00347 |
---|
227 | <a name="l00357"></a><a class="code" href="classBMcond.html">00357</a> <span class="keyword">class </span><a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { |
---|
228 | <a name="l00358"></a>00358 <span class="keyword">protected</span>: |
---|
229 | <a name="l00360"></a><a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec">00360</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>; |
---|
230 | <a name="l00361"></a>00361 <span class="keyword">public</span>: |
---|
231 | <a name="l00363"></a>00363 <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 &val ) =0; |
---|
232 | <a name="l00365"></a><a class="code" href="classBMcond.html#9a38dcdabef902fd91da3c9fb6ac27f7">00365</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> &rv0 ) :<a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec" title="Identificator of the conditioning variable.">rvc</a> ( rv0 ) {}; |
---|
233 | <a name="l00367"></a><a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2">00367</a> <span class="keyword">virtual</span> <a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2" title="Destructor for future use.">~BMcond</a>() {}; |
---|
234 | <a name="l00369"></a><a class="code" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">00369</a> <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>& <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>;} |
---|
235 | <a name="l00370"></a>00370 }; |
---|
236 | <a name="l00371"></a>00371 |
---|
237 | <a name="l00372"></a>00372 <span class="preprocessor">#endif // BM_H</span> |
---|
238 | </pre></div></div> |
---|
239 | <hr size="1"><address style="text-align: right;"><small>Generated on Thu Oct 9 21:26:31 2008 for mixpp by |
---|
240 | <a href="http://www.doxygen.org/index.html"> |
---|
241 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
---|
242 | </body> |
---|
243 | </html> |
---|