root/doc/html/libBM_8h-source.html @ 199

Revision 181, 53.5 kB (checked in by smidl, 16 years ago)

Regenerated doc

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), i.e. expanded RVs.">str</a>{
27<a name="l00023"></a>00023 <span class="keyword">public</span>:
28<a name="l00025"></a><a class="code" href="classstr.html#8c4e7241505999c272eb15e586ba7923">00025</a>         ivec <a class="code" href="classstr.html#8c4e7241505999c272eb15e586ba7923" title="vector id ids (non-unique!)">ids</a>;
29<a name="l00027"></a><a class="code" href="classstr.html#a55be419d33638dd0b2de3ecd64a4f27">00027</a>         ivec <a class="code" href="classstr.html#a55be419d33638dd0b2de3ecd64a4f27" title="vector of times">times</a>;
30<a name="l00029"></a><a class="code" href="classstr.html#11ba7967bca045fe27fab8e70b6c0598">00029</a>         <a class="code" href="classstr.html#11ba7967bca045fe27fab8e70b6c0598" title="Default constructor.">str</a>(ivec ids0, ivec times0):<a class="code" href="classstr.html#8c4e7241505999c272eb15e586ba7923" title="vector id ids (non-unique!)">ids</a>(ids0),<a class="code" href="classstr.html#a55be419d33638dd0b2de3ecd64a4f27" title="vector of times">times</a>(times0){
31<a name="l00030"></a>00030                 it_assert_debug(times0.length()==ids0.length(),<span class="stringliteral">"Incompatible input"</span>);
32<a name="l00031"></a>00031         };
33<a name="l00032"></a>00032 };
34<a name="l00033"></a>00033
35<a name="l00040"></a><a class="code" href="classRV.html">00040</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="l00041"></a>00041 <span class="keyword">protected</span>:
37<a name="l00043"></a><a class="code" href="classRV.html#f2396efe2e6d656ebe9e6f06018cbe25">00043</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#f2396efe2e6d656ebe9e6f06018cbe25" title="size = sum of sizes">tsize</a>;
38<a name="l00045"></a><a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9">00045</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9" title="len = number of individual rvs">len</a>;
39<a name="l00047"></a><a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9">00047</a>         ivec <a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9" title="Vector of unique IDs.">ids</a>;
40<a name="l00049"></a><a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b">00049</a>         ivec <a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b" title="Vector of sizes.">sizes</a>;
41<a name="l00051"></a><a class="code" href="classRV.html#646e530c47a2dd38254b778d9f11ac89">00051</a>         ivec <a class="code" href="classRV.html#646e530c47a2dd38254b778d9f11ac89" title="Vector of shifts from current time.">times</a>;
42<a name="l00053"></a><a class="code" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb">00053</a>         Array&lt;std::string&gt; <a class="code" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb" title="Array of names.">names</a>;
43<a name="l00054"></a>00054
44<a name="l00055"></a>00055 <span class="keyword">private</span>:
45<a name="l00057"></a>00057         <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="l00058"></a>00058 <span class="keyword">public</span>:
47<a name="l00060"></a>00060         <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="l00062"></a>00062         <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="l00064"></a>00064         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Constructor of empty RV.">RV</a> ( Array&lt;std::string&gt; in_names );
50<a name="l00066"></a>00066         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Constructor of empty RV.">RV</a> ();
51<a name="l00067"></a>00067
52<a name="l00069"></a>00069         <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="l00070"></a>00070
54<a name="l00072"></a><a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0">00072</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="l00074"></a><a class="code" href="classRV.html#c114a6f3ff06796cc2f4dacba74291eb">00074</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="l00075"></a>00075
57<a name="l00076"></a>00076         <span class="comment">//TODO why not inline and later??</span>
58<a name="l00077"></a>00077
59<a name="l00079"></a>00079         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="l00081"></a>00081         <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="l00083"></a>00083         <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="l00085"></a>00085         <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> &amp;rv2 ) <span class="keyword">const</span>;
63<a name="l00087"></a>00087         <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 &amp;ind ) <span class="keyword">const</span>;
64<a name="l00089"></a>00089         <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 &amp;ind ) <span class="keyword">const</span>;
65<a name="l00091"></a>00091         <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="l00093"></a>00093         <a class="code" href="classstr.html" title="Structure of RV (used internally), i.e. expanded RVs.">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="l00095"></a>00095         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> &amp;crv) <span class="keyword">const</span>;
68<a name="l00096"></a>00096
69<a name="l00098"></a><a class="code" href="classRV.html#b88ef5124713c9e30fd9446846b3f044">00098</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="l00099"></a>00099
71<a name="l00101"></a><a class="code" href="classRV.html#4a0069bc69f5a98d7ce9ed59077f2e6c">00101</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="l00103"></a><a class="code" href="classRV.html#20db23a5585d64a6e24404cc8379bc28">00103</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="l00105"></a><a class="code" href="classRV.html#af068cf478864fe1a4fbfc6b4693b088">00105</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="l00107"></a><a class="code" href="classRV.html#3ae4dd6e368f814a02710636ac8e1721">00107</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="l00108"></a>00108         
76<a name="l00110"></a><a class="code" href="classRV.html#f58db96c9f5b8a538e26f154b1047c62">00110</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="l00112"></a><a class="code" href="classRV.html#70b24c39c5130b1e4753fa2eef495433">00112</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="l00114"></a><a class="code" href="classRV.html#af668289c016d12ac2a9ddb85416006b">00114</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="l00115"></a>00115
80<a name="l00117"></a>00117         <span class="keywordtype">void</span> <a class="code" href="classRV.html#fc4a3175ff678cba7ae4109654f66ce5" title="Assign unused ids to this rv.">newids</a>();
81<a name="l00118"></a>00118 };
82<a name="l00119"></a>00119
83<a name="l00121"></a>00121 <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 );
84<a name="l00122"></a>00122
85<a name="l00123"></a>00123
86<a name="l00125"></a>00125
87<a name="l00126"></a><a class="code" href="classfnc.html">00126</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="l00127"></a>00127 <span class="keyword">protected</span>:
89<a name="l00129"></a><a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9">00129</a>         <span class="keywordtype">int</span> <a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9" title="Length of the output vector.">dimy</a>;
90<a name="l00130"></a>00130 <span class="keyword">public</span>:
91<a name="l00132"></a><a class="code" href="classfnc.html#8a1da32233c3006a4239cf601c413538">00132</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="l00134"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00134</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 ) {
93<a name="l00135"></a>00135                 <span class="keywordflow">return</span> vec ( 0 );
94<a name="l00136"></a>00136         };
95<a name="l00137"></a>00137
96<a name="l00139"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00139</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="l00140"></a>00140
98<a name="l00142"></a><a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">00142</a>         <span class="keyword">virtual</span> <a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab" title="Destructor for future use;.">~fnc</a>() {};
99<a name="l00143"></a>00143 };
100<a name="l00144"></a>00144
101<a name="l00145"></a>00145 <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>;
102<a name="l00146"></a>00146
103<a name="l00148"></a>00148
104<a name="l00149"></a><a class="code" href="classepdf.html">00149</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> {
105<a name="l00150"></a>00150 <span class="keyword">protected</span>:
106<a name="l00152"></a><a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">00152</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>;
107<a name="l00153"></a>00153 <span class="keyword">public</span>:
108<a name="l00155"></a><a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">00155</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> ( ) {};
109<a name="l00156"></a>00156
110<a name="l00158"></a><a class="code" href="classepdf.html#c95b1a27a8dd9507bb9a5a3cb2809c7a">00158</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 ) {};
111<a name="l00159"></a>00159
112<a name="l00160"></a>00160 <span class="comment">//      //! Returns the required moment of the epdf</span>
113<a name="l00161"></a>00161 <span class="comment">//      virtual vec moment ( const int order = 1 );</span>
114<a name="l00162"></a>00162         
115<a name="l00164"></a>00164         <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;
116<a name="l00166"></a>00166         <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>;
117<a name="l00168"></a><a class="code" href="classepdf.html#3ea597362e11a0040fe7c990269d072c">00168</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 ) );};
118<a name="l00169"></a>00169
119<a name="l00171"></a>00171         <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;
120<a name="l00172"></a>00172
121<a name="l00174"></a><a class="code" href="classepdf.html#cebbdd7a85e6328f7358fc0ba8eee06c">00174</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 &amp;Val )<span class="keyword"> const </span>{
122<a name="l00175"></a>00175                 vec x ( Val.cols() );
123<a name="l00176"></a>00176                 <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) ) ;}
124<a name="l00177"></a>00177                 <span class="keywordflow">return</span> x;
125<a name="l00178"></a>00178         }
126<a name="l00180"></a><a class="code" href="classepdf.html#3ba08c0e788deff22134c049b9269666">00180</a>         <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>* <a class="code" href="classepdf.html#3ba08c0e788deff22134c049b9269666" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</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#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>){it_warning(<span class="stringliteral">"Not implemented"</span>); <span class="keywordflow">return</span> NULL;}
127<a name="l00182"></a><a class="code" href="classepdf.html#bc0c171b6dafacd78d26263913b1d0c0">00182</a>         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classepdf.html#bc0c171b6dafacd78d26263913b1d0c0" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</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#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>){it_warning(<span class="stringliteral">"Not implemented"</span>); <span class="keywordflow">return</span> NULL;}
128<a name="l00183"></a>00183
129<a name="l00185"></a>00185         <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;
130<a name="l00186"></a>00186
131<a name="l00188"></a><a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">00188</a>         <span class="keyword">virtual</span> <a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396" title="Destructor for future use;.">~epdf</a>() {};
132<a name="l00190"></a><a class="code" href="classepdf.html#ca0d32aabb4cbba347e0c37fe8607562">00190</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>;}
133<a name="l00192"></a><a class="code" href="classepdf.html#7fb94ce90d1ac7077d29f7d6a6c3e0a5">00192</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;}
134<a name="l00194"></a>00194 };
135<a name="l00195"></a>00195
136<a name="l00196"></a>00196
137<a name="l00198"></a>00198 <span class="comment">//TODO Samplecond can be generalized</span>
138<a name="l00199"></a>00199
139<a name="l00200"></a><a class="code" href="classmpdf.html">00200</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
140<a name="l00201"></a>00201 <span class="keyword">protected</span>:
141<a name="l00203"></a><a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">00203</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>;
142<a name="l00205"></a><a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">00205</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>;
143<a name="l00207"></a><a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">00207</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>;
144<a name="l00208"></a>00208 <span class="keyword">public</span>:
145<a name="l00209"></a>00209
146<a name="l00211"></a>00211 <span class="comment">//      virtual fnc moment ( const int order = 1 );</span>
147<a name="l00213"></a><a class="code" href="classmpdf.html#3f172b79ec4a5ebc87898a5381141f1b">00213</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 );
148<a name="l00214"></a>00214         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>();
149<a name="l00215"></a>00215         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;};
150<a name="l00217"></a><a class="code" href="classmpdf.html#0e37163660f93df2a4d723cedb1da89c">00217</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 ) {
151<a name="l00218"></a>00218                 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 );
152<a name="l00219"></a>00219                 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>() );
153<a name="l00220"></a>00220                 <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 );}
154<a name="l00221"></a>00221                 <span class="keywordflow">return</span> temp;
155<a name="l00222"></a>00222         };
156<a name="l00224"></a><a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83">00224</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 ) {it_error(<span class="stringliteral">"Not implemented"</span>);};
157<a name="l00225"></a>00225
158<a name="l00227"></a><a class="code" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91">00227</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 );};
159<a name="l00228"></a>00228
160<a name="l00230"></a><a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">00230</a>         <span class="keyword">virtual</span> <a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb" title="Destructor for future use;.">~mpdf</a>() {};
161<a name="l00231"></a>00231
162<a name="l00233"></a><a class="code" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">00233</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 ) {};
163<a name="l00235"></a><a class="code" href="classmpdf.html#ec9c850305984582548e8deb64f0ffe8">00235</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>;}
164<a name="l00237"></a><a class="code" href="classmpdf.html#1e71ad4c66d5884c82d4a3b06b42fe32">00237</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>;}
165<a name="l00239"></a><a class="code" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8">00239</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>;}
166<a name="l00240"></a>00240 };
167<a name="l00241"></a>00241
168<a name="l00246"></a><a class="code" href="classmepdf.html">00246</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> {
169<a name="l00247"></a>00247 <span class="keyword">public</span>:
170<a name="l00249"></a><a class="code" href="classmepdf.html#7ab1c50f0aa16230117436dee500f2e0">00249</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;};
171<a name="l00250"></a>00250 };
172<a name="l00251"></a>00251
173<a name="l00253"></a><a class="code" href="classcompositepdf.html">00253</a> <span class="keyword">class </span><a class="code" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes.">compositepdf</a>{
174<a name="l00254"></a>00254         <span class="keyword">protected</span>:
175<a name="l00256"></a><a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f">00256</a>                 <span class="keywordtype">int</span> <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a>;
176<a name="l00258"></a><a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d">00258</a>                 Array&lt;mpdf*&gt; <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a>;
177<a name="l00260"></a><a class="code" href="classcompositepdf.html#4d4a8269f9faefeca8cdc251a5a29a7f">00260</a>                 Array&lt;ivec&gt; <a class="code" href="classcompositepdf.html#4d4a8269f9faefeca8cdc251a5a29a7f" title="Indeces of rvs in common rv.">rvsinrv</a>;
178<a name="l00262"></a><a class="code" href="classcompositepdf.html#3df07bb5e3ed36a3119b145043296676">00262</a>                 Array&lt;ivec&gt; <a class="code" href="classcompositepdf.html#3df07bb5e3ed36a3119b145043296676" title="Indeces of rvc in common rv.">rvcsinrv</a>;
179<a name="l00264"></a><a class="code" href="classcompositepdf.html#de3bd289a26d5549dcf1ed19e5b13569">00264</a>                 Array&lt;ivec&gt; <a class="code" href="classcompositepdf.html#de3bd289a26d5549dcf1ed19e5b13569" title="Indeces of common rv in rvc.">rvinrvcs</a>;
180<a name="l00265"></a>00265         <span class="keyword">public</span>:
181<a name="l00266"></a>00266                 <a class="code" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes.">compositepdf</a>(Array&lt;mpdf*&gt; 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>),<a class="code" href="classcompositepdf.html#de3bd289a26d5549dcf1ed19e5b13569" title="Indeces of common rv in rvc.">rvinrvcs</a>(<a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a>){};
182<a name="l00268"></a>00268                 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classcompositepdf.html#635d219fb3e32852400d6f98aa4bdc93" title="find common rv, flag">getrv</a>(<span class="keywordtype">bool</span> checkoverlap=<span class="keyword">false</span>);
183<a name="l00270"></a>00270                 <span class="keywordtype">void</span> <a class="code" href="classcompositepdf.html#5a4479785c1fdb2cc351fbea07b899ac" title="common rvc of all mpdfs is written to rvc">setrvc</a>(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc);
184<a name="l00272"></a>00272                 <span class="keywordtype">void</span> <a class="code" href="classcompositepdf.html#08958c8f76d65de94ecc37b8d90bc77a" title="fill all rv*inrv* according to">setindices</a>(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv);
185<a name="l00274"></a>00274                 <span class="keywordtype">void</span> <a class="code" href="classcompositepdf.html#3bd4ada95f381ea6c4cff2dc86e957c4" title="Function fills Array by indeces of mpdfs inside given rv.">setrvcinrv</a>(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc, Array&lt;ivec&gt; &amp;rvcind);
186<a name="l00275"></a>00275 };
187<a name="l00276"></a>00276
188<a name="l00284"></a><a class="code" href="classDS.html">00284</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> {
189<a name="l00285"></a>00285 <span class="keyword">protected</span>:
190<a name="l00287"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00287</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>;
191<a name="l00289"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00289</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>
192<a name="l00290"></a>00290 <span class="keyword">public</span>:
193<a name="l00292"></a>00292         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &amp;dt );
194<a name="l00294"></a>00294         <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 );
195<a name="l00296"></a>00296         <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 );
196<a name="l00298"></a>00298         <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 );
197<a name="l00304"></a>00304         <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 );
198<a name="l00305"></a>00305
199<a name="l00307"></a>00307         <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>();
200<a name="l00308"></a>00308
201<a name="l00309"></a>00309 };
202<a name="l00310"></a>00310
203<a name="l00315"></a><a class="code" href="classBM.html">00315</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> {
204<a name="l00316"></a>00316 <span class="keyword">protected</span>:
205<a name="l00318"></a><a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88">00318</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>;
206<a name="l00320"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00320</a>         <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>;
207<a name="l00322"></a><a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">00322</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>;
208<a name="l00323"></a>00323 <span class="keyword">public</span>:
209<a name="l00324"></a>00324
210<a name="l00326"></a><a class="code" href="classBM.html#43d2ad6a6c9f1bcd22fe8906c477e50e">00326</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>
211<a name="l00327"></a>00327         };
212<a name="l00329"></a><a class="code" href="classBM.html#e8fc5fae042f2b46d4d3827f9587d47d">00329</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>) {}
213<a name="l00330"></a>00330
214<a name="l00334"></a>00334         <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;
215<a name="l00336"></a>00336         <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 );
216<a name="l00338"></a>00338         <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;
217<a name="l00339"></a>00339
218<a name="l00342"></a><a class="code" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">00342</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;}
219<a name="l00344"></a><a class="code" href="classBM.html#cd0660f2a1a344b56ac39802708ff165">00344</a>         vec <a class="code" href="classBM.html#cd0660f2a1a344b56ac39802708ff165" title="Matrix version of logpred.">logpred_m</a>(<span class="keyword">const</span> mat &amp;dt)<span class="keyword">const</span>{vec tmp(dt.cols());<span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i&lt;dt.cols();i++){tmp(i)=<a class="code" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">logpred</a>(dt.get_col(i));}<span class="keywordflow">return</span> tmp;}
220<a name="l00345"></a>00345         
221<a name="l00347"></a><a class="code" href="classBM.html#a627c5a79cc6f5221b7e09675525e032">00347</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> &amp;<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;};
222<a name="l00348"></a>00348         
223<a name="l00350"></a><a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">00350</a>         <span class="keyword">virtual</span> <a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd" title="Destructor for future use;.">~BM</a>() {};
224<a name="l00352"></a><a class="code" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">00352</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>;}
225<a name="l00354"></a><a class="code" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">00354</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>;}
226<a name="l00356"></a><a class="code" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">00356</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;}
227<a name="l00357"></a>00357         
228<a name="l00360"></a><a class="code" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">00360</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;};
229<a name="l00361"></a>00361 };
230<a name="l00362"></a>00362
231<a name="l00372"></a><a class="code" href="classBMcond.html">00372</a> <span class="keyword">class </span><a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> {
232<a name="l00373"></a>00373 <span class="keyword">protected</span>:
233<a name="l00375"></a><a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec">00375</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>;
234<a name="l00376"></a>00376 <span class="keyword">public</span>:
235<a name="l00378"></a>00378         <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;
236<a name="l00380"></a><a class="code" href="classBMcond.html#9a38dcdabef902fd91da3c9fb6ac27f7">00380</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 ) {};
237<a name="l00382"></a><a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2">00382</a>         <span class="keyword">virtual</span> <a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2" title="Destructor for future use.">~BMcond</a>() {};
238<a name="l00384"></a><a class="code" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">00384</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>;}
239<a name="l00385"></a>00385 };
240<a name="l00386"></a>00386
241<a name="l00387"></a>00387 <span class="preprocessor">#endif // BM_H</span>
242</pre></div></div>
243<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 15 15:57:09 2008 for mixpp by&nbsp;
244<a href="http://www.doxygen.org/index.html">
245<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
246</body>
247</html>
Note: See TracBrowser for help on using the browser.