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15<h1>work/mixpp/bdm/stat/libBM.h</h1><a href="libBM_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
16<a name="l00013"></a>00013 <span class="preprocessor">#ifndef BM_H</span>
17<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define BM_H</span>
18<a name="l00015"></a>00015 <span class="preprocessor"></span>
19<a name="l00016"></a>00016 <span class="preprocessor">#include &lt;itpp/itbase.h&gt;</span>
20<a name="l00017"></a>00017 <span class="comment">//#include &lt;std&gt;</span>
21<a name="l00018"></a>00018
22<a name="l00019"></a>00019 <span class="keyword">using namespace </span>itpp;
23<a name="l00020"></a>00020
24<a name="l00026"></a><a class="code" href="classRV.html">00026</a> <span class="keyword">class </span><a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> {
25<a name="l00027"></a>00027         <span class="keywordtype">int</span> size,len;
26<a name="l00028"></a>00028         ivec ids;
27<a name="l00029"></a>00029         ivec sizes;
28<a name="l00030"></a>00030         ivec times;
29<a name="l00031"></a>00031         ivec obs;
30<a name="l00032"></a>00032         Array&lt;std::string&gt; names;
31<a name="l00033"></a>00033
32<a name="l00034"></a>00034 <span class="keyword">private</span>:
33<a name="l00035"></a>00035         <span class="keywordtype">void</span> init ( ivec in_ids, Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times, ivec in_obs );
34<a name="l00036"></a>00036 <span class="keyword">public</span>:
35<a name="l00038"></a>00038         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ( ivec in_ids, Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times, ivec in_obs );
36<a name="l00040"></a>00040         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ( ivec ids );
37<a name="l00042"></a>00042         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ();
38<a name="l00043"></a>00043         
39<a name="l00045"></a>00045         <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 );
40<a name="l00046"></a>00046
41<a name="l00048"></a><a class="code" href="classRV.html#9dcaca7b87cfb0e24a19260067d62f04">00048</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#9dcaca7b87cfb0e24a19260067d62f04" title="Return length (number of scalars) of the RV.">count</a>() {<span class="keywordflow">return</span> size;}
42<a name="l00049"></a>00049         <span class="comment">//TODO why not inline and later??</span>
43<a name="l00050"></a>00050         
44<a name="l00052"></a>00052         ivec <a class="code" href="classRV.html#6b078b1086224aca3a9e5a203e647fb6" title="Find indexes of another rv in self.">find</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2);
45<a name="l00054"></a>00054         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <span class="keyword">add</span>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2);
46<a name="l00056"></a>00056         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#4c5ec5e913fc598e242cb930ae8bdf4a" title="Subtract another variable from the current one.">subt</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2);
47<a name="l00058"></a>00058         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#2bf35b18a32aad419f0516273939628e" title="Select only variables at indeces ind.">subselect</a>(ivec ind);
48<a name="l00060"></a>00060         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45" title="Select only variables at indeces ind.">operator()</a>(ivec ind);
49<a name="l00062"></a>00062         <span class="keywordtype">void</span> <a class="code" href="classRV.html#e0a158d53ab9430627241f844f4c9a60" title="Generate new RV with time shifted by delta.">t</a>(<span class="keywordtype">int</span> delta);
50<a name="l00063"></a>00063 };
51<a name="l00064"></a>00064
52<a name="l00065"></a>00065
53<a name="l00066"></a>00066
54<a name="l00067"></a>00067
55<a name="l00069"></a><a class="code" href="classfnc.html">00069</a> <span class="keyword">class </span><a class="code" href="classfnc.html" title="Class representing function of variables.">fnc</a> {
56<a name="l00070"></a>00070         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv;
57<a name="l00071"></a>00071 };
58<a name="l00072"></a>00072
59<a name="l00074"></a><a class="code" href="classBM.html">00074</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> {
60<a name="l00075"></a>00075 <span class="keyword">public</span>:
61<a name="l00077"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00077</a>         <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>;
62<a name="l00078"></a>00078
63<a name="l00083"></a>00083         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBM.html#c52edf4ad6e1dff9bf64b9e1e0cfb1f0" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt, <span class="keywordtype">bool</span> evall=<span class="keyword">true</span> ) = 0;
64<a name="l00085"></a>00085         <span class="keywordtype">void</span> <a class="code" href="classBM.html#c52edf4ad6e1dff9bf64b9e1e0cfb1f0" title="Incremental Bayes rule.">bayes</a> ( mat Dt );
65<a name="l00086"></a>00086 };
66<a name="l00087"></a>00087
67<a name="l00089"></a><a class="code" href="classepdf.html">00089</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> {
68<a name="l00090"></a>00090         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv;
69<a name="l00091"></a>00091 <span class="keyword">public</span>:
70<a name="l00093"></a>00093 <span class="comment">//      virtual vec moment ( const int order = 1 );</span>
71<a name="l00095"></a>00095 <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa" title="Returns the required moment of the epdf.">sample</a> ()=0;
72<a name="l00096"></a>00096         <span class="keyword">virtual</span> <span class="keywordtype">double</span> eval(<span class="keyword">const</span> vec &amp;val){};
73<a name="l00097"></a>00097 };
74<a name="l00098"></a>00098
75<a name="l00100"></a><a class="code" href="classmpdf.html">00100</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
76<a name="l00102"></a>00102         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv;
77<a name="l00104"></a>00104         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvc;
78<a name="l00105"></a>00105 <span class="keyword">public</span>:
79<a name="l00106"></a>00106
80<a name="l00108"></a>00108 <span class="comment">//      virtual fnc moment ( const int order = 1 );</span>
81<a name="l00110"></a><a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">00110</a> <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41" title="Returns the required moment of the epdf.">samplecond</a> (vec &amp;cond, <span class="keywordtype">double</span> lik){};
82<a name="l00111"></a>00111         <span class="keyword">virtual</span> <span class="keywordtype">void</span> condition (vec &amp;cond){};
83<a name="l00112"></a>00112 };
84<a name="l00113"></a>00113
85<a name="l00120"></a><a class="code" href="classDS.html">00120</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> {
86<a name="l00121"></a>00121 <span class="keyword">protected</span>:
87<a name="l00123"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00123</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>;
88<a name="l00125"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00125</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>
89<a name="l00126"></a>00126 <span class="keyword">public</span>:
90<a name="l00128"></a>00128         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a>(vec &amp;dt);
91<a name="l00130"></a>00130         <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);
92<a name="l00132"></a>00132         <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);
93<a name="l00134"></a>00134         <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);
94<a name="l00140"></a>00140         <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);
95<a name="l00141"></a>00141         
96<a name="l00143"></a>00143         <span class="keywordtype">void</span> <a class="code" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6" title="Moves from $t$ to $t+1$, i.e. perfroms the actions and reads response of the system...">step</a>();
97<a name="l00144"></a>00144 };
98<a name="l00145"></a>00145
99<a name="l00146"></a>00146
100<a name="l00147"></a>00147 <span class="preprocessor">#endif // BM_H</span>
101</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Fri Feb 15 18:57:36 2008 for mixpp by&nbsp;
102<a href="http://www.doxygen.org/index.html">
103<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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