root/doc/html/libBM_8h-source.html @ 270

Revision 270, 84.6 kB (checked in by smidl, 16 years ago)

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

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19<h1>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
20<a name="l00019"></a>00019 <span class="preprocessor">#ifndef BM_H</span>
21<a name="l00020"></a>00020 <span class="preprocessor"></span><span class="preprocessor">#define BM_H</span>
22<a name="l00021"></a>00021 <span class="preprocessor"></span>
23<a name="l00022"></a>00022
24<a name="l00023"></a>00023 <span class="preprocessor">#include "../itpp_ext.h"</span>
25<a name="l00024"></a>00024 <span class="preprocessor">#include &lt;map&gt;</span>
26<a name="l00025"></a>00025
27<a name="l00026"></a>00026 <span class="keyword">namespace </span>bdm {
28<a name="l00027"></a>00027 <span class="keyword">using namespace </span>itpp;
29<a name="l00028"></a>00028 <span class="keyword">using namespace </span>std;
30<a name="l00029"></a>00029
31<a name="l00031"></a><a class="code" href="classbdm_1_1bdmroot.html">00031</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects.">bdmroot</a> {
32<a name="l00032"></a>00032 <span class="keyword">public</span>:
33<a name="l00034"></a><a class="code" href="classbdm_1_1bdmroot.html#9c191bccc52a133d32d84edbc1a19c49">00034</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1bdmroot.html#9c191bccc52a133d32d84edbc1a19c49" title="make sure this is a virtual object">~bdmroot</a>() {}
34<a name="l00035"></a>00035 };
35<a name="l00036"></a>00036
36<a name="l00037"></a>00037 <span class="keyword">typedef</span> std::map&lt;string, int&gt; RVmap;
37<a name="l00038"></a>00038 <span class="keyword">extern</span> ivec RV_SIZES;
38<a name="l00039"></a>00039 <span class="keyword">extern</span> Array&lt;string&gt; RV_NAMES;
39<a name="l00040"></a>00040
40<a name="l00042"></a><a class="code" href="classbdm_1_1str.html">00042</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1str.html" title="Structure of RV (used internally), i.e. expanded RVs.">str</a> {
41<a name="l00043"></a>00043 <span class="keyword">public</span>:
42<a name="l00045"></a><a class="code" href="classbdm_1_1str.html#64675a73fc7324177175f19b3baeb0b0">00045</a>         ivec <a class="code" href="classbdm_1_1str.html#64675a73fc7324177175f19b3baeb0b0" title="vector id ids (non-unique!)">ids</a>;
43<a name="l00047"></a><a class="code" href="classbdm_1_1str.html#905dc0f240e40432c103708c4a34f80a">00047</a>         ivec <a class="code" href="classbdm_1_1str.html#905dc0f240e40432c103708c4a34f80a" title="vector of times">times</a>;
44<a name="l00049"></a><a class="code" href="classbdm_1_1str.html#7c6b9dccc6814d7bd1e8e2208a0d3f3f">00049</a>         <a class="code" href="classbdm_1_1str.html#7c6b9dccc6814d7bd1e8e2208a0d3f3f" title="Default constructor.">str</a> ( ivec ids0, ivec times0 ) :<a class="code" href="classbdm_1_1str.html#64675a73fc7324177175f19b3baeb0b0" title="vector id ids (non-unique!)">ids</a> ( ids0 ),<a class="code" href="classbdm_1_1str.html#905dc0f240e40432c103708c4a34f80a" title="vector of times">times</a> ( times0 ) {
45<a name="l00050"></a>00050                 it_assert_debug ( times0.length() ==ids0.length(),<span class="stringliteral">"Incompatible input"</span> );
46<a name="l00051"></a>00051         };
47<a name="l00052"></a>00052 };
48<a name="l00053"></a>00053
49<a name="l00092"></a><a class="code" href="classbdm_1_1RV.html">00092</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> :<span class="keyword">public</span> <a class="code" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects.">bdmroot</a> {
50<a name="l00093"></a>00093 <span class="keyword">protected</span>:
51<a name="l00095"></a><a class="code" href="classbdm_1_1RV.html#0cfe477965243a89eb87a06b024e2fcb">00095</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1RV.html#0cfe477965243a89eb87a06b024e2fcb" title="size of the data vector">dsize</a>;
52<a name="l00097"></a><a class="code" href="classbdm_1_1RV.html#b11bfdceb831ed30d33b852dd4a6b385">00097</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1RV.html#b11bfdceb831ed30d33b852dd4a6b385" title="number of individual rvs">len</a>;
53<a name="l00099"></a><a class="code" href="classbdm_1_1RV.html#0a9a4769ab5a322495bea0cd8091500b">00099</a>         ivec <a class="code" href="classbdm_1_1RV.html#0a9a4769ab5a322495bea0cd8091500b" title="Vector of unique IDs.">ids</a>;
54<a name="l00101"></a><a class="code" href="classbdm_1_1RV.html#ef6703854820bbf61736738f1bac6896">00101</a>         ivec <a class="code" href="classbdm_1_1RV.html#ef6703854820bbf61736738f1bac6896" title="Vector of shifts from current time.">times</a>;
55<a name="l00102"></a>00102
56<a name="l00103"></a>00103 <span class="keyword">private</span>:
57<a name="l00105"></a>00105         <span class="keywordtype">void</span> init ( Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times );
58<a name="l00106"></a>00106         <span class="keywordtype">int</span> init ( <span class="keyword">const</span>  <span class="keywordtype">string</span> &amp;name, <span class="keywordtype">int</span> size );
59<a name="l00107"></a>00107 <span class="keyword">public</span>:
60<a name="l00110"></a>00110         
61<a name="l00112"></a><a class="code" href="classbdm_1_1RV.html#3d93da01a64dab31074b25b7d93e5eae">00112</a>         <a class="code" href="classbdm_1_1RV.html#e319ca900261a5005a9b4b353ec16412" title="Constructor of empty RV.">RV</a> ( Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times ) {init ( in_names,in_sizes,in_times );};
62<a name="l00114"></a><a class="code" href="classbdm_1_1RV.html#5bd1bd9ec51b91578ecc83a6b2398a20">00114</a>         <a class="code" href="classbdm_1_1RV.html#e319ca900261a5005a9b4b353ec16412" title="Constructor of empty RV.">RV</a> ( Array&lt;std::string&gt; in_names, ivec in_sizes ) {init ( in_names,in_sizes,zeros_i ( in_names.length() ) );};
63<a name="l00116"></a><a class="code" href="classbdm_1_1RV.html#a222dfef569e8f123180d40fde97c1cd">00116</a>         <a class="code" href="classbdm_1_1RV.html#e319ca900261a5005a9b4b353ec16412" title="Constructor of empty RV.">RV</a> ( Array&lt;std::string&gt; in_names ) {init ( in_names,ones_i ( in_names.length() ),zeros_i ( in_names.length() ) );}
64<a name="l00118"></a><a class="code" href="classbdm_1_1RV.html#e319ca900261a5005a9b4b353ec16412">00118</a>         <a class="code" href="classbdm_1_1RV.html#e319ca900261a5005a9b4b353ec16412" title="Constructor of empty RV.">RV</a> () :<a class="code" href="classbdm_1_1RV.html#0cfe477965243a89eb87a06b024e2fcb" title="size of the data vector">dsize</a> ( 0 ),<a class="code" href="classbdm_1_1RV.html#b11bfdceb831ed30d33b852dd4a6b385" title="number of individual rvs">len</a> ( 0 ),<a class="code" href="classbdm_1_1RV.html#0a9a4769ab5a322495bea0cd8091500b" title="Vector of unique IDs.">ids</a> ( 0 ),<a class="code" href="classbdm_1_1RV.html#ef6703854820bbf61736738f1bac6896" title="Vector of shifts from current time.">times</a> ( 0 ) {};
65<a name="l00120"></a>00120         <a class="code" href="classbdm_1_1RV.html#e319ca900261a5005a9b4b353ec16412" title="Constructor of empty RV.">RV</a> ( <span class="keywordtype">string</span> name, <span class="keywordtype">int</span> sz, <span class="keywordtype">int</span> tm=0 );
66<a name="l00122"></a>00122         
67<a name="l00125"></a>00125         
68<a name="l00127"></a>00127         <span class="keyword">friend</span> std::ostream &amp;<a class="code" href="classbdm_1_1RV.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="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv );
69<a name="l00128"></a>00128         <span class="keywordtype">int</span> _dsize()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1RV.html#0cfe477965243a89eb87a06b024e2fcb" title="size of the data vector">dsize</a>;} ;
70<a name="l00130"></a>00130         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1RV.html#39f9b44752376f07e346579b5ff8cbbd" title="Recount size of the corresponding data vector.">countsize</a>() <span class="keyword">const</span>;
71<a name="l00131"></a>00131         <span class="keywordtype">int</span> length()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1RV.html#b11bfdceb831ed30d33b852dd4a6b385" title="number of individual rvs">len</a>;} ;
72<a name="l00132"></a>00132         <span class="keywordtype">int</span> id ( <span class="keywordtype">int</span> at )<span class="keyword"> const</span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1RV.html#0a9a4769ab5a322495bea0cd8091500b" title="Vector of unique IDs.">ids</a> ( at );};
73<a name="l00133"></a>00133         <span class="keywordtype">int</span> size ( <span class="keywordtype">int</span> at )<span class="keyword"> const </span>{<span class="keywordflow">return</span> RV_SIZES ( at );};
74<a name="l00134"></a>00134         <span class="keywordtype">int</span> time ( <span class="keywordtype">int</span> at )<span class="keyword"> const</span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1RV.html#ef6703854820bbf61736738f1bac6896" title="Vector of shifts from current time.">times</a> ( at );};
75<a name="l00135"></a>00135         std::string name ( <span class="keywordtype">int</span> at )<span class="keyword"> const </span>{<span class="keywordflow">return</span> RV_NAMES ( at );};
76<a name="l00136"></a>00136         <span class="keywordtype">void</span> set_time ( <span class="keywordtype">int</span> at, <span class="keywordtype">int</span> time0 ) {<a class="code" href="classbdm_1_1RV.html#ef6703854820bbf61736738f1bac6896" title="Vector of shifts from current time.">times</a> ( at ) =time0;};
77<a name="l00138"></a>00138         
78<a name="l00139"></a>00139         <span class="comment">//TODO why not inline and later??</span>
79<a name="l00140"></a>00140
80<a name="l00143"></a>00143         
81<a name="l00145"></a>00145         ivec <a class="code" href="classbdm_1_1RV.html#1367055b2608ad9d50d01a2da6cec869" title="Find indexes of self in another rv,.">findself</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html#e319ca900261a5005a9b4b353ec16412" title="Constructor of empty RV.">RV</a> &amp;rv2 ) <span class="keyword">const</span>;
82<a name="l00147"></a>00147         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1RV.html#3bb011af88ae98f5c97955bb2c95cfee" title="Compare if rv2 is identical to this RV.">equal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html#e319ca900261a5005a9b4b353ec16412" title="Constructor of empty RV.">RV</a> &amp;rv2 ) <span class="keyword">const</span>;
83<a name="l00149"></a>00149         <span class="keywordtype">bool</span> <span class="keyword">add</span> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html#e319ca900261a5005a9b4b353ec16412" title="Constructor of empty RV.">RV</a> &amp;rv2 );
84<a name="l00151"></a>00151         <a class="code" href="classbdm_1_1RV.html#e319ca900261a5005a9b4b353ec16412" title="Constructor of empty RV.">RV</a> <a class="code" href="classbdm_1_1RV.html#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html#e319ca900261a5005a9b4b353ec16412" title="Constructor of empty RV.">RV</a> &amp;rv2 ) <span class="keyword">const</span>;
85<a name="l00153"></a>00153         <a class="code" href="classbdm_1_1RV.html#e319ca900261a5005a9b4b353ec16412" title="Constructor of empty RV.">RV</a> <a class="code" href="classbdm_1_1RV.html#c0c04ab99ded62e1e05bcefb151ebeb9" title="Select only variables at indeces ind.">subselect</a> ( <span class="keyword">const</span> ivec &amp;ind ) <span class="keyword">const</span>;
86<a name="l00155"></a><a class="code" href="classbdm_1_1RV.html#6f3daf0f857fff53a1c0a445fe160966">00155</a>         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1RV.html#6f3daf0f857fff53a1c0a445fe160966" title="Select only variables at indeces ind.">operator() </a>( <span class="keyword">const</span> ivec &amp;ind )<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1RV.html#c0c04ab99ded62e1e05bcefb151ebeb9" title="Select only variables at indeces ind.">subselect</a> ( ind );};
87<a name="l00157"></a>00157         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1RV.html#bd77cb0899f7fba1d0e34396137b7f1f" title="Shift time shifted by delta.">t</a> ( <span class="keywordtype">int</span> delta );
88<a name="l00159"></a>00159         
89<a name="l00162"></a>00162         
90<a name="l00164"></a>00164         <a class="code" href="classbdm_1_1str.html" title="Structure of RV (used internally), i.e. expanded RVs.">str</a> <a class="code" href="classbdm_1_1RV.html#8bdd7f4072749c7cc864b78a418ca388" title="generate str from rv, by expanding sizes">tostr</a>() <span class="keyword">const</span>;
91<a name="l00167"></a>00167         ivec <a class="code" href="classbdm_1_1RV.html#cbebdb5e0d30101a6eb63550ef701c55">dataind</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;crv ) <span class="keyword">const</span>;
92<a name="l00170"></a>00170         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1RV.html#cbebdb5e0d30101a6eb63550ef701c55">dataind</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv2, ivec &amp;selfi, ivec &amp;rv2i ) <span class="keyword">const</span>;
93<a name="l00172"></a><a class="code" href="classbdm_1_1RV.html#9a5c5aeeaf39299d07763377b05a8241">00172</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1RV.html#9a5c5aeeaf39299d07763377b05a8241" title="Minimum time-offset.">mint</a> ()<span class="keyword"> const </span>{<span class="keywordflow">return</span> min ( <a class="code" href="classbdm_1_1RV.html#ef6703854820bbf61736738f1bac6896" title="Vector of shifts from current time.">times</a> );};
94<a name="l00174"></a>00174         
95<a name="l00175"></a>00175 };
96<a name="l00176"></a>00176
97<a name="l00177"></a>00177
98<a name="l00179"></a>00179 RV <a class="code" href="namespacebdm.html#b9016687c0e874ca5cdcf75ae28811aa" title="Concat two random variables.">concat</a> ( <span class="keyword">const</span> RV &amp;rv1, <span class="keyword">const</span> RV &amp;rv2 );
99<a name="l00180"></a>00180
100<a name="l00182"></a>00182 <span class="keyword">extern</span> RV <a class="code" href="namespacebdm.html#bdd4760f14ec7d6fea083aa2170f6236" title="Default empty RV that can be used as default argument.">RV0</a>;
101<a name="l00183"></a>00183
102<a name="l00185"></a>00185
103<a name="l00186"></a><a class="code" href="classbdm_1_1fnc.html">00186</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1fnc.html" title="Class representing function  of variable  represented by rv.">fnc</a> :<span class="keyword">public</span> <a class="code" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects.">bdmroot</a> {
104<a name="l00187"></a>00187 <span class="keyword">protected</span>:
105<a name="l00189"></a><a class="code" href="classbdm_1_1fnc.html#52156cb4a52a62d51fc7455985797a62">00189</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1fnc.html#52156cb4a52a62d51fc7455985797a62" title="Length of the output vector.">dimy</a>;
106<a name="l00190"></a>00190 <span class="keyword">public</span>:
107<a name="l00192"></a><a class="code" href="classbdm_1_1fnc.html#65e9fb11f6cc7884018d8f229bcabbb7">00192</a>         <a class="code" href="classbdm_1_1fnc.html#65e9fb11f6cc7884018d8f229bcabbb7" title="default constructor">fnc</a> ( ) {};
108<a name="l00194"></a><a class="code" href="classbdm_1_1fnc.html#6277b11d7fffc7ef8a2fa3e84ae5bad4">00194</a>         <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1fnc.html#6277b11d7fffc7ef8a2fa3e84ae5bad4" title="function evaluates numerical value of  at  cond ">eval</a> ( <span class="keyword">const</span> vec &amp;cond ) {
109<a name="l00195"></a>00195                 <span class="keywordflow">return</span> vec ( 0 );
110<a name="l00196"></a>00196         };
111<a name="l00197"></a>00197
112<a name="l00199"></a><a class="code" href="classbdm_1_1fnc.html#0786e40fade2663a70d654c1dda5d73e">00199</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1fnc.html#0786e40fade2663a70d654c1dda5d73e" title="function substitutes given value into an appropriate position">condition</a> ( <span class="keyword">const</span> vec &amp;val ) {};
113<a name="l00200"></a>00200
114<a name="l00202"></a><a class="code" href="classbdm_1_1fnc.html#a2277a400fc9f4d6c0bf24dc7156183f">00202</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1fnc.html#a2277a400fc9f4d6c0bf24dc7156183f" title="access function">_dimy</a>()<span class="keyword"> const</span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1fnc.html#52156cb4a52a62d51fc7455985797a62" title="Length of the output vector.">dimy</a>;}
115<a name="l00203"></a>00203 };
116<a name="l00204"></a>00204
117<a name="l00205"></a>00205 <span class="keyword">class </span>mpdf;
118<a name="l00206"></a>00206
119<a name="l00208"></a>00208
120<a name="l00209"></a><a class="code" href="classbdm_1_1epdf.html">00209</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> :<span class="keyword">public</span> <a class="code" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects.">bdmroot</a> {
121<a name="l00210"></a>00210 <span class="keyword">protected</span>:
122<a name="l00212"></a><a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">00212</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>;
123<a name="l00214"></a><a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">00214</a>         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>;
124<a name="l00215"></a>00215
125<a name="l00216"></a>00216 <span class="keyword">public</span>:
126<a name="l00225"></a>00225         <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>() :<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>(0),<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ( ) {};
127<a name="l00226"></a>00226         <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &amp;e) :<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>(e.<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>),<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> (e.<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>) {};
128<a name="l00228"></a>00228         
129<a name="l00231"></a>00231         
130<a name="l00233"></a>00233         <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10" title="Returns a sample,  from density .">sample</a> () <span class="keyword">const</span> =0;
131<a name="l00235"></a>00235         <span class="keyword">virtual</span> mat <a class="code" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058" title="Returns N samples,  from density .">sample_m</a> ( <span class="keywordtype">int</span> N ) <span class="keyword">const</span>;
132<a name="l00237"></a>00237         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3" title="Compute log-probability of argument val.">evallog</a> ( <span class="keyword">const</span> vec &amp;val ) <span class="keyword">const</span> =0;
133<a name="l00239"></a><a class="code" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62">00239</a>         <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( <span class="keyword">const</span> mat &amp;Val )<span class="keyword"> const </span>{
134<a name="l00240"></a>00240                 vec x ( Val.cols() );
135<a name="l00241"></a>00241                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;Val.cols();i++ ) {x ( i ) =<a class="code" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3" title="Compute log-probability of argument val.">evallog</a> ( Val.get_col ( i ) ) ;}
136<a name="l00242"></a>00242                 <span class="keywordflow">return</span> x;
137<a name="l00243"></a>00243         }
138<a name="l00245"></a><a class="code" href="classbdm_1_1epdf.html#e584eac5579c1b6384947ecf66166c77">00245</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>* <a class="code" href="classbdm_1_1epdf.html#e584eac5579c1b6384947ecf66166c77" 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="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> )<span class="keyword"> const  </span>{it_warning ( <span class="stringliteral">"Not implemented"</span> ); <span class="keywordflow">return</span> NULL;}
139<a name="l00247"></a><a class="code" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1">00247</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1" 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="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> )<span class="keyword"> const </span>{it_warning ( <span class="stringliteral">"Not implemented"</span> ); <span class="keywordflow">return</span> NULL;}
140<a name="l00249"></a>00249         <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1epdf.html#565300f603ca00c989e16389d9eb42f5" title="return expected value">mean</a>() <span class="keyword">const</span> =0;
141<a name="l00251"></a>00251         <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1epdf.html#45c2b64faa4bf526799e4154a6ec6097" title="return expected variance (not covariance!)">variance</a>() <span class="keyword">const</span> = 0;
142<a name="l00253"></a>00253         
143<a name="l00259"></a>00259         
144<a name="l00261"></a><a class="code" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">00261</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0 ) {<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> = rv0; it_assert_debug(<a class="code" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(),<span class="stringliteral">""</span>); };
145<a name="l00263"></a><a class="code" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">00263</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>==<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() );}
146<a name="l00265"></a><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">00265</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>()<span class="keyword"> const </span>{it_assert_debug ( <a class="code" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(),<span class="stringliteral">""</span> ); <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>;}
147<a name="l00267"></a>00267         
148<a name="l00270"></a>00270         
149<a name="l00272"></a><a class="code" href="classbdm_1_1epdf.html#46dfe100cd621716ee5c7ee25a20f24b">00272</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1epdf.html#46dfe100cd621716ee5c7ee25a20f24b" title="Size of the random variable.">dimension</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>;}
150<a name="l00274"></a>00274         
151<a name="l00275"></a>00275 };
152<a name="l00276"></a>00276
153<a name="l00277"></a>00277
154<a name="l00279"></a>00279 <span class="comment">//TODO Samplecond can be generalized</span>
155<a name="l00280"></a>00280
156<a name="l00281"></a><a class="code" href="classbdm_1_1mpdf.html">00281</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects.">bdmroot</a> {
157<a name="l00282"></a>00282 <span class="keyword">protected</span>:
158<a name="l00284"></a><a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">00284</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a>;
159<a name="l00286"></a><a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">00286</a>         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>;
160<a name="l00288"></a><a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0">00288</a>         <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>;
161<a name="l00289"></a>00289 <span class="keyword">public</span>:
162<a name="l00292"></a>00292         
163<a name="l00293"></a>00293         <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( ) :<a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a>(0),<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ( ) {};
164<a name="l00295"></a><a class="code" href="classbdm_1_1mpdf.html#7089fcbd918f201fdf4256119e31f173">00295</a>         <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;m ) :<a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a>(m.<a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a>),<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> (m.<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ) {};
165<a name="l00297"></a>00297
166<a name="l00300"></a>00300         
167<a name="l00302"></a><a class="code" href="classbdm_1_1mpdf.html#f0c1db6fcbb3aae2dd6123884457a367">00302</a>         <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1mpdf.html#f0c1db6fcbb3aae2dd6123884457a367" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond ) {
168<a name="l00303"></a>00303                 this-&gt;<a class="code" href="classbdm_1_1mpdf.html#db94784a9aacf74c65c5a014f6743530" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( cond );
169<a name="l00304"></a>00304                 vec temp= <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10" title="Returns a sample,  from density .">sample</a>();
170<a name="l00305"></a>00305                 <span class="keywordflow">return</span> temp;
171<a name="l00306"></a>00306         };
172<a name="l00308"></a><a class="code" href="classbdm_1_1mpdf.html#afe4185b26baeb03688202e254d3b005">00308</a>         <span class="keyword">virtual</span> mat <a class="code" href="classbdm_1_1mpdf.html#afe4185b26baeb03688202e254d3b005" title="Returns.">samplecond_m</a> ( <span class="keyword">const</span> vec &amp;cond, <span class="keywordtype">int</span> N ) {
173<a name="l00309"></a>00309                 this-&gt;<a class="code" href="classbdm_1_1mpdf.html#db94784a9aacf74c65c5a014f6743530" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( cond );
174<a name="l00310"></a>00310                 mat temp ( <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#46dfe100cd621716ee5c7ee25a20f24b" title="Size of the random variable.">dimension</a>(),N ); vec smp ( <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#46dfe100cd621716ee5c7ee25a20f24b" title="Size of the random variable.">dimension</a>() );
175<a name="l00311"></a>00311                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;N;i++ ) {smp=<a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10" title="Returns a sample,  from density .">sample</a>() ;temp.set_col ( i, smp );}
176<a name="l00312"></a>00312                 <span class="keywordflow">return</span> temp;
177<a name="l00313"></a>00313         };
178<a name="l00315"></a><a class="code" href="classbdm_1_1mpdf.html#db94784a9aacf74c65c5a014f6743530">00315</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mpdf.html#db94784a9aacf74c65c5a014f6743530" 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> );};
179<a name="l00316"></a>00316
180<a name="l00318"></a><a class="code" href="classbdm_1_1mpdf.html#6336a8a72462e2a56a3989a220f18b1b">00318</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mpdf.html#6336a8a72462e2a56a3989a220f18b1b" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &amp;dt, <span class="keyword">const</span> vec &amp;cond ) {
181<a name="l00319"></a>00319                 <span class="keywordtype">double</span> tmp; this-&gt;<a class="code" href="classbdm_1_1mpdf.html#db94784a9aacf74c65c5a014f6743530" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( cond );tmp = <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3" title="Compute log-probability of argument val.">evallog</a> ( dt );          it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite value"</span> ); <span class="keywordflow">return</span> tmp;
182<a name="l00320"></a>00320         };
183<a name="l00321"></a>00321
184<a name="l00323"></a><a class="code" href="classbdm_1_1mpdf.html#0b0ed1ed663071bb7cf4a1349eb94fcb">00323</a>         <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1mpdf.html#0b0ed1ed663071bb7cf4a1349eb94fcb" title="Matrix version of evallogcond.">evallogcond_m</a> ( <span class="keyword">const</span> mat &amp;Dt, <span class="keyword">const</span> vec &amp;cond ) {this-&gt;<a class="code" href="classbdm_1_1mpdf.html#db94784a9aacf74c65c5a014f6743530" 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="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Dt );};
185<a name="l00324"></a>00324
186<a name="l00327"></a>00327         
187<a name="l00328"></a>00328         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> _rv() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>();}
188<a name="l00329"></a>00329         RV _rvc() {it_assert_debug ( isnamed(),<span class="stringliteral">""</span> ); <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>;}
189<a name="l00330"></a>00330         <span class="keywordtype">int</span> dimension() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;dimension();}
190<a name="l00331"></a>00331         <span class="keywordtype">int</span> dimensionc() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a>;}
191<a name="l00332"></a>00332         epdf&amp; _epdf() {<span class="keywordflow">return</span> *<a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>;}
192<a name="l00333"></a>00333         epdf* _e() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>;}
193<a name="l00335"></a>00335         
194<a name="l00338"></a>00338         <span class="keywordtype">void</span> set_rvc ( <span class="keyword">const</span> RV &amp;rvc0 ) {<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>=rvc0;}
195<a name="l00339"></a>00339         <span class="keywordtype">void</span> set_rv ( <span class="keyword">const</span> RV &amp;rv0 ) {<a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;set_rv(rv0);}
196<a name="l00340"></a>00340         <span class="keywordtype">bool</span> isnamed() {<span class="keywordflow">return</span> (<a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;isnamed())&amp;&amp;(<a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a>=<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>._dsize());}
197<a name="l00342"></a>00342 };
198<a name="l00343"></a>00343
199<a name="l00369"></a><a class="code" href="classbdm_1_1datalink.html">00369</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a> {
200<a name="l00370"></a>00370 <span class="keyword">protected</span>:
201<a name="l00372"></a><a class="code" href="classbdm_1_1datalink.html#bc8ff50395fc1066a1e486dea18d987c">00372</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1datalink.html#bc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a>;
202<a name="l00374"></a><a class="code" href="classbdm_1_1datalink.html#0f0d0af6848114d96108d3a6af25a045">00374</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1datalink.html#0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &amp;quot;Up&amp;quot; should be.">upsize</a>;
203<a name="l00376"></a><a class="code" href="classbdm_1_1datalink.html#240b37d793c6bdc32824ed0a0541b1eb">00376</a>         ivec <a class="code" href="classbdm_1_1datalink.html#240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indeces of the upper val">v2v_up</a>;
204<a name="l00377"></a>00377 <span class="keyword">public</span>:
205<a name="l00379"></a><a class="code" href="classbdm_1_1datalink.html#4016403730eb742462614d60393565cd">00379</a>         <a class="code" href="classbdm_1_1datalink.html#4016403730eb742462614d60393565cd" title="Constructor.">datalink</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv_up ) :
206<a name="l00380"></a>00380                         <a class="code" href="classbdm_1_1datalink.html#bc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a> ( rv._dsize() ), <a class="code" href="classbdm_1_1datalink.html#0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &amp;quot;Up&amp;quot; should be.">upsize</a> ( rv_up._dsize() ), <a class="code" href="classbdm_1_1datalink.html#240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indeces of the upper val">v2v_up</a> ( rv.dataind ( rv_up ) )  {
207<a name="l00381"></a>00381                 it_assert_debug ( <a class="code" href="classbdm_1_1datalink.html#240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indeces of the upper val">v2v_up</a>.length() ==<a class="code" href="classbdm_1_1datalink.html#bc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a>,<span class="stringliteral">"rv is not fully in rv_up"</span> );
208<a name="l00382"></a>00382         }
209<a name="l00384"></a><a class="code" href="classbdm_1_1datalink.html#5b5368c3899eed2f670d09142c2548e5">00384</a>         vec <a class="code" href="classbdm_1_1datalink.html#5b5368c3899eed2f670d09142c2548e5" title="Get val for myself from val of &amp;quot;Up&amp;quot;.">pushdown</a> ( <span class="keyword">const</span> vec &amp;val_up ) {
210<a name="l00385"></a>00385                 it_assert_debug ( <a class="code" href="classbdm_1_1datalink.html#0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &amp;quot;Up&amp;quot; should be.">upsize</a>==val_up.length(),<span class="stringliteral">"Wrong val_up"</span> );
211<a name="l00386"></a>00386                 <span class="keywordflow">return</span> get_vec ( val_up,<a class="code" href="classbdm_1_1datalink.html#240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indeces of the upper val">v2v_up</a> );
212<a name="l00387"></a>00387         }
213<a name="l00389"></a><a class="code" href="classbdm_1_1datalink.html#610e966f2edb1fcd6a5b28267c571793">00389</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink.html#610e966f2edb1fcd6a5b28267c571793" title="Fill val of &amp;quot;Up&amp;quot; by my pieces.">pushup</a> ( vec &amp;val_up, <span class="keyword">const</span> vec &amp;val ) {
214<a name="l00390"></a>00390                 it_assert_debug ( <a class="code" href="classbdm_1_1datalink.html#bc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a>==val.length(),<span class="stringliteral">"Wrong val"</span> );
215<a name="l00391"></a>00391                 it_assert_debug ( <a class="code" href="classbdm_1_1datalink.html#0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &amp;quot;Up&amp;quot; should be.">upsize</a>==val_up.length(),<span class="stringliteral">"Wrong val_up"</span> );
216<a name="l00392"></a>00392                 set_subvector ( val_up, <a class="code" href="classbdm_1_1datalink.html#240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indeces of the upper val">v2v_up</a>, val );
217<a name="l00393"></a>00393         }
218<a name="l00394"></a>00394 };
219<a name="l00395"></a>00395
220<a name="l00397"></a><a class="code" href="classbdm_1_1datalink__m2e.html">00397</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1datalink__m2e.html" title="data link between">datalink_m2e</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a> {
221<a name="l00398"></a>00398 <span class="keyword">protected</span>:
222<a name="l00400"></a><a class="code" href="classbdm_1_1datalink__m2e.html#3fb26525e0bfa7932a37c5cd404801f9">00400</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1datalink__m2e.html#3fb26525e0bfa7932a37c5cd404801f9" title="Remember how long cond should be.">condsize</a>;
223<a name="l00402"></a><a class="code" href="classbdm_1_1datalink__m2e.html#43fe3e2d7aa04134053ec15793722783">00402</a>         ivec <a class="code" href="classbdm_1_1datalink__m2e.html#43fe3e2d7aa04134053ec15793722783" title="upper_val-to-local_cond link, indeces of the upper val">v2c_up</a>;
224<a name="l00404"></a><a class="code" href="classbdm_1_1datalink__m2e.html#9e0048d87bda78e9b8d38761440c7abc">00404</a>         ivec <a class="code" href="classbdm_1_1datalink__m2e.html#9e0048d87bda78e9b8d38761440c7abc" title="upper_val-to-local_cond link, ideces of the local cond">v2c_lo</a>;
225<a name="l00405"></a>00405
226<a name="l00406"></a>00406 <span class="keyword">public</span>:
227<a name="l00408"></a><a class="code" href="classbdm_1_1datalink__m2e.html#31bb5b6cd04b4d99a02fc8d1ad5ce202">00408</a>         <a class="code" href="classbdm_1_1datalink__m2e.html#31bb5b6cd04b4d99a02fc8d1ad5ce202" title="Constructor.">datalink_m2e</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv,  <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv_up ) :
228<a name="l00409"></a>00409                         <a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a> ( rv,rv_up ), <a class="code" href="classbdm_1_1datalink__m2e.html#3fb26525e0bfa7932a37c5cd404801f9" title="Remember how long cond should be.">condsize</a> ( rvc._dsize() ) {
229<a name="l00410"></a>00410                 <span class="comment">//establish v2c connection</span>
230<a name="l00411"></a>00411                 rvc.<a class="code" href="classbdm_1_1RV.html#cbebdb5e0d30101a6eb63550ef701c55">dataind</a> ( rv_up, <a class="code" href="classbdm_1_1datalink__m2e.html#9e0048d87bda78e9b8d38761440c7abc" title="upper_val-to-local_cond link, ideces of the local cond">v2c_lo</a>, <a class="code" href="classbdm_1_1datalink__m2e.html#43fe3e2d7aa04134053ec15793722783" title="upper_val-to-local_cond link, indeces of the upper val">v2c_up</a> );
231<a name="l00412"></a>00412         }
232<a name="l00414"></a><a class="code" href="classbdm_1_1datalink__m2e.html#7ba850822e3cf9a4b079afc7e7c01703">00414</a>         vec <a class="code" href="classbdm_1_1datalink__m2e.html#7ba850822e3cf9a4b079afc7e7c01703" title="Construct condition.">get_cond</a> ( <span class="keyword">const</span> vec &amp;val_up ) {
233<a name="l00415"></a>00415                 vec tmp ( <a class="code" href="classbdm_1_1datalink__m2e.html#3fb26525e0bfa7932a37c5cd404801f9" title="Remember how long cond should be.">condsize</a> );
234<a name="l00416"></a>00416                 set_subvector ( tmp,<a class="code" href="classbdm_1_1datalink__m2e.html#9e0048d87bda78e9b8d38761440c7abc" title="upper_val-to-local_cond link, ideces of the local cond">v2c_lo</a>,val_up ( <a class="code" href="classbdm_1_1datalink__m2e.html#43fe3e2d7aa04134053ec15793722783" title="upper_val-to-local_cond link, indeces of the upper val">v2c_up</a> ) );
235<a name="l00417"></a>00417                 <span class="keywordflow">return</span> tmp;
236<a name="l00418"></a>00418         }
237<a name="l00419"></a>00419         <span class="keywordtype">void</span> pushup_cond ( vec &amp;val_up, <span class="keyword">const</span> vec &amp;val, <span class="keyword">const</span> vec &amp;cond ) {
238<a name="l00420"></a>00420                 it_assert_debug ( <a class="code" href="classbdm_1_1datalink.html#bc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a>==val.length(),<span class="stringliteral">"Wrong val"</span> );
239<a name="l00421"></a>00421                 it_assert_debug ( <a class="code" href="classbdm_1_1datalink.html#0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &amp;quot;Up&amp;quot; should be.">upsize</a>==val_up.length(),<span class="stringliteral">"Wrong val_up"</span> );
240<a name="l00422"></a>00422                 set_subvector ( val_up, <a class="code" href="classbdm_1_1datalink.html#240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indeces of the upper val">v2v_up</a>, val );
241<a name="l00423"></a>00423                 set_subvector ( val_up, <a class="code" href="classbdm_1_1datalink__m2e.html#43fe3e2d7aa04134053ec15793722783" title="upper_val-to-local_cond link, indeces of the upper val">v2c_up</a>, cond );
242<a name="l00424"></a>00424         }
243<a name="l00425"></a>00425 };
244<a name="l00428"></a><a class="code" href="classbdm_1_1datalink__m2m.html">00428</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1datalink__m2m.html">datalink_m2m</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="data link between">datalink_m2e</a> {
245<a name="l00429"></a>00429 <span class="keyword">protected</span>:
246<a name="l00431"></a><a class="code" href="classbdm_1_1datalink__m2m.html#d64dda6f92654628276bbcebb7600d0d">00431</a>         ivec <a class="code" href="classbdm_1_1datalink__m2m.html#d64dda6f92654628276bbcebb7600d0d" title="cond-to-cond link, indeces of the upper cond">c2c_up</a>;
247<a name="l00433"></a><a class="code" href="classbdm_1_1datalink__m2m.html#0ea05c47de4538b7042ff878e6e309a5">00433</a>         ivec <a class="code" href="classbdm_1_1datalink__m2m.html#0ea05c47de4538b7042ff878e6e309a5" title="cond-to-cond link, indeces of the local cond">c2c_lo</a>;
248<a name="l00434"></a>00434 <span class="keyword">public</span>:
249<a name="l00436"></a><a class="code" href="classbdm_1_1datalink__m2m.html#540c4b60686fdf1a7915300ae11bc41b">00436</a>         <a class="code" href="classbdm_1_1datalink__m2m.html#540c4b60686fdf1a7915300ae11bc41b" title="Constructor.">datalink_m2m</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv_up, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc_up ) :
250<a name="l00437"></a>00437                         <a class="code" href="classbdm_1_1datalink__m2e.html" title="data link between">datalink_m2e</a> ( rv, rvc, rv_up ) {
251<a name="l00438"></a>00438                 <span class="comment">//establish c2c connection</span>
252<a name="l00439"></a>00439                 rvc.<a class="code" href="classbdm_1_1RV.html#cbebdb5e0d30101a6eb63550ef701c55">dataind</a> ( rvc_up, <a class="code" href="classbdm_1_1datalink__m2m.html#0ea05c47de4538b7042ff878e6e309a5" title="cond-to-cond link, indeces of the local cond">c2c_lo</a>, <a class="code" href="classbdm_1_1datalink__m2m.html#d64dda6f92654628276bbcebb7600d0d" title="cond-to-cond link, indeces of the upper cond">c2c_up</a> );
253<a name="l00440"></a>00440                 it_assert_debug ( <a class="code" href="classbdm_1_1datalink__m2m.html#0ea05c47de4538b7042ff878e6e309a5" title="cond-to-cond link, indeces of the local cond">c2c_lo</a>.length() +<a class="code" href="classbdm_1_1datalink__m2e.html#9e0048d87bda78e9b8d38761440c7abc" title="upper_val-to-local_cond link, ideces of the local cond">v2c_lo</a>.length() ==<a class="code" href="classbdm_1_1datalink__m2e.html#3fb26525e0bfa7932a37c5cd404801f9" title="Remember how long cond should be.">condsize</a>, <span class="stringliteral">"cond is not fully given"</span> );
254<a name="l00441"></a>00441         }
255<a name="l00443"></a><a class="code" href="classbdm_1_1datalink__m2m.html#911fb7fcfa80d4e31db8e0cc03141a90">00443</a>         vec <a class="code" href="classbdm_1_1datalink__m2m.html#911fb7fcfa80d4e31db8e0cc03141a90" title="Get cond for myself from val and cond of &amp;quot;Up&amp;quot;.">get_cond</a> ( <span class="keyword">const</span> vec &amp;val_up, <span class="keyword">const</span> vec &amp;cond_up ) {
256<a name="l00444"></a>00444                 vec tmp ( <a class="code" href="classbdm_1_1datalink__m2e.html#3fb26525e0bfa7932a37c5cd404801f9" title="Remember how long cond should be.">condsize</a> );
257<a name="l00445"></a>00445                 set_subvector ( tmp,<a class="code" href="classbdm_1_1datalink__m2e.html#9e0048d87bda78e9b8d38761440c7abc" title="upper_val-to-local_cond link, ideces of the local cond">v2c_lo</a>,val_up ( <a class="code" href="classbdm_1_1datalink__m2e.html#43fe3e2d7aa04134053ec15793722783" title="upper_val-to-local_cond link, indeces of the upper val">v2c_up</a> ) );
258<a name="l00446"></a>00446                 set_subvector ( tmp,<a class="code" href="classbdm_1_1datalink__m2m.html#0ea05c47de4538b7042ff878e6e309a5" title="cond-to-cond link, indeces of the local cond">c2c_lo</a>,cond_up ( <a class="code" href="classbdm_1_1datalink__m2m.html#d64dda6f92654628276bbcebb7600d0d" title="cond-to-cond link, indeces of the upper cond">c2c_up</a> ) );
259<a name="l00447"></a>00447                 <span class="keywordflow">return</span> tmp;
260<a name="l00448"></a>00448         }
261<a name="l00450"></a>00450
262<a name="l00451"></a>00451 };
263<a name="l00452"></a>00452
264<a name="l00458"></a><a class="code" href="classbdm_1_1logger.html">00458</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects.">bdmroot</a> {
265<a name="l00459"></a>00459 <span class="keyword">protected</span>:
266<a name="l00461"></a><a class="code" href="classbdm_1_1logger.html#c54566a4554089443a20b2a49ed1a61f">00461</a>         Array&lt;RV&gt; <a class="code" href="classbdm_1_1logger.html#c54566a4554089443a20b2a49ed1a61f" title="RVs of all logged variables.">entries</a>;
267<a name="l00463"></a><a class="code" href="classbdm_1_1logger.html#68ca1f05cf3d414ba0f39211977b8d02">00463</a>         Array&lt;string&gt; <a class="code" href="classbdm_1_1logger.html#68ca1f05cf3d414ba0f39211977b8d02" title="Names of logged quantities, e.g. names of algorithm variants.">names</a>;
268<a name="l00464"></a>00464 <span class="keyword">public</span>:
269<a name="l00466"></a><a class="code" href="classbdm_1_1logger.html#f9c2fe7db5ddbda0098a4a5bd2c29fbf">00466</a>         <a class="code" href="classbdm_1_1logger.html#f9c2fe7db5ddbda0098a4a5bd2c29fbf" title="Default constructor.">logger</a> ( ) : <a class="code" href="classbdm_1_1logger.html#c54566a4554089443a20b2a49ed1a61f" title="RVs of all logged variables.">entries</a> ( 0 ),<a class="code" href="classbdm_1_1logger.html#68ca1f05cf3d414ba0f39211977b8d02" title="Names of logged quantities, e.g. names of algorithm variants.">names</a> ( 0 ) {}
270<a name="l00467"></a>00467
271<a name="l00469"></a><a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1">00469</a>         <span class="keyword">virtual</span> <span class="keywordtype">int</span> <span class="keyword">add</span> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv, <span class="keywordtype">string</span> name=<span class="stringliteral">""</span> ) {
272<a name="l00470"></a>00470                 <span class="keywordtype">int</span> <span class="keywordtype">id</span>=<a class="code" href="classbdm_1_1logger.html#c54566a4554089443a20b2a49ed1a61f" title="RVs of all logged variables.">entries</a>.length();
273<a name="l00471"></a>00471                 <a class="code" href="classbdm_1_1logger.html#68ca1f05cf3d414ba0f39211977b8d02" title="Names of logged quantities, e.g. names of algorithm variants.">names</a>=<a class="code" href="namespacebdm.html#b9016687c0e874ca5cdcf75ae28811aa" title="Concat two random variables.">concat</a> ( <a class="code" href="classbdm_1_1logger.html#68ca1f05cf3d414ba0f39211977b8d02" title="Names of logged quantities, e.g. names of algorithm variants.">names</a>, name ); <span class="comment">// diff</span>
274<a name="l00472"></a>00472                 <a class="code" href="classbdm_1_1logger.html#c54566a4554089443a20b2a49ed1a61f" title="RVs of all logged variables.">entries</a>.set_length ( <span class="keywordtype">id</span>+1,<span class="keyword">true</span> );
275<a name="l00473"></a>00473                 <a class="code" href="classbdm_1_1logger.html#c54566a4554089443a20b2a49ed1a61f" title="RVs of all logged variables.">entries</a> ( <span class="keywordtype">id</span> ) = rv;
276<a name="l00474"></a>00474                 <span class="keywordflow">return</span> id; <span class="comment">// identifier of the last entry</span>
277<a name="l00475"></a>00475         }
278<a name="l00476"></a>00476
279<a name="l00478"></a>00478         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( <span class="keywordtype">int</span> <span class="keywordtype">id</span>, <span class="keyword">const</span> vec &amp;v ) =0;
280<a name="l00479"></a>00479
281<a name="l00481"></a>00481         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1logger.html#4f31c03578a7b9b30d8b1f8c338a37e8" title="Shifts storage position for another time step.">step</a>() =0;
282<a name="l00482"></a>00482
283<a name="l00484"></a><a class="code" href="classbdm_1_1logger.html#0e3fc7d13e23a8f71fc7c8a5ea68559d">00484</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1logger.html#0e3fc7d13e23a8f71fc7c8a5ea68559d" title="Finalize storing information.">finalize</a>() {};
284<a name="l00485"></a>00485
285<a name="l00487"></a><a class="code" href="classbdm_1_1logger.html#cd6291a73491f755dc7bc88d022eb2fc">00487</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1logger.html#cd6291a73491f755dc7bc88d022eb2fc" title="Initialize the storage.">init</a>() {};
286<a name="l00488"></a>00488
287<a name="l00489"></a>00489 };
288<a name="l00490"></a>00490
289<a name="l00494"></a><a class="code" href="classbdm_1_1mepdf.html">00494</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mepdf.html" title="Unconditional mpdf, allows using epdf in the role of mpdf.">mepdf</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
290<a name="l00495"></a>00495 <span class="keyword">public</span>:
291<a name="l00497"></a><a class="code" href="classbdm_1_1mepdf.html#27cc32d1a810516c25bda51ddf886376">00497</a>         <a class="code" href="classbdm_1_1mepdf.html#27cc32d1a810516c25bda51ddf886376" title="Default constructor.">mepdf</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* em ) :<a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( ) {<a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>=<span class="keyword">const_cast&lt;</span><a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>*<span class="keyword">&gt;</span> ( em );};
292<a name="l00498"></a><a class="code" href="classbdm_1_1mepdf.html#b2b898058169e7ed9a6dc7cd4e1c147c">00498</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mepdf.html#b2b898058169e7ed9a6dc7cd4e1c147c" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;cond ) {}
293<a name="l00499"></a>00499 };
294<a name="l00500"></a>00500
295<a name="l00503"></a><a class="code" href="classbdm_1_1compositepdf.html">00503</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1compositepdf.html" title="Abstract composition of pdfs, will be used for specific classes this abstract class...">compositepdf</a> {
296<a name="l00504"></a>00504 <span class="keyword">protected</span>:
297<a name="l00506"></a><a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a">00506</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a>;
298<a name="l00508"></a><a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a">00508</a>         Array&lt;mpdf*&gt; <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>;
299<a name="l00509"></a>00509 <span class="keyword">public</span>:
300<a name="l00510"></a>00510         <a class="code" href="classbdm_1_1compositepdf.html" title="Abstract composition of pdfs, will be used for specific classes this abstract class...">compositepdf</a> ( Array&lt;mpdf*&gt; A0 ) : <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> ( A0.length() ), <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( A0 ) {};
301<a name="l00512"></a>00512         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1compositepdf.html#c73d39acc4378eee6a63155c3517d3c9" title="find common rv, flag">getrv</a> ( <span class="keywordtype">bool</span> checkoverlap=<span class="keyword">false</span> );
302<a name="l00514"></a>00514         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1compositepdf.html#c71fc2c51f49d797e61f479f543c75ce" title="common rvc of all mpdfs is written to rvc">setrvc</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv, <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc );
303<a name="l00515"></a>00515 };
304<a name="l00516"></a>00516
305<a name="l00524"></a><a class="code" href="classbdm_1_1DS.html">00524</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects.">bdmroot</a> {
306<a name="l00525"></a>00525 <span class="keyword">protected</span>:
307<a name="l00526"></a>00526         <span class="keywordtype">int</span> dtsize;
308<a name="l00527"></a>00527         <span class="keywordtype">int</span> utsize;
309<a name="l00529"></a><a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec">00529</a>         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>;
310<a name="l00531"></a><a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702">00531</a>         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>; <span class="comment">//</span>
311<a name="l00533"></a><a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867">00533</a> <span class="comment"></span>        <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a>, L_ut;
312<a name="l00534"></a>00534 <span class="keyword">public</span>:
313<a name="l00536"></a><a class="code" href="classbdm_1_1DS.html#bedd82e08ae6686b4b1732a122c2201a">00536</a>         <a class="code" href="classbdm_1_1DS.html#bedd82e08ae6686b4b1732a122c2201a" title="default constructors">DS</a>() :<a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a> (  ),<a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a> ( ) {};
314<a name="l00538"></a><a class="code" href="classbdm_1_1DS.html#c1ec862dec7164fee3284c6f9a51b0ba">00538</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#c1ec862dec7164fee3284c6f9a51b0ba" title="Returns full vector of observed data=[output, input].">getdata</a> ( vec &amp;dt ) {it_error ( <span class="stringliteral">"abstract class"</span> );};
315<a name="l00540"></a><a class="code" href="classbdm_1_1DS.html#a0bf451c7fea73ff4150ff9e83da4832">00540</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#c1ec862dec7164fee3284c6f9a51b0ba" title="Returns full vector of observed data=[output, input].">getdata</a> ( vec &amp;dt, <span class="keyword">const</span> ivec &amp;indeces ) {it_error ( <span class="stringliteral">"abstract class"</span> );};
316<a name="l00542"></a><a class="code" href="classbdm_1_1DS.html#f5baeee8528e5e4c5c7a344b2e3f192a">00542</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#f5baeee8528e5e4c5c7a344b2e3f192a" title="Accepts action variable and schedule it for application.">write</a> ( vec &amp;ut ) {it_error ( <span class="stringliteral">"abstract class"</span> );};
317<a name="l00544"></a><a class="code" href="classbdm_1_1DS.html#6bced13f84f6bf04449728817e049e1d">00544</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#f5baeee8528e5e4c5c7a344b2e3f192a" title="Accepts action variable and schedule it for application.">write</a> ( vec &amp;ut, <span class="keyword">const</span> ivec &amp;indeces ) {it_error ( <span class="stringliteral">"abstract class"</span> );};
318<a name="l00545"></a>00545
319<a name="l00547"></a>00547         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#9a14c64d881e838ddc3a5617ee8a973b" title="Moves from  to , i.e. perfroms the actions and reads response of the system.">step</a>() =0;
320<a name="l00548"></a>00548
321<a name="l00550"></a><a class="code" href="classbdm_1_1DS.html#3c9e417d85052396fe74c164857ee67e">00550</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#3c9e417d85052396fe74c164857ee67e" title="Register DS for logging into logger L.">log_add</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &amp;L ) {
322<a name="l00551"></a>00551                 it_assert_debug ( dtsize==<a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(),<span class="stringliteral">""</span> );
323<a name="l00552"></a>00552                 it_assert_debug ( utsize==<a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(),<span class="stringliteral">""</span> );
324<a name="l00553"></a>00553
325<a name="l00554"></a>00554                 <a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a>=L.<a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1" title="returns an identifier which will be later needed for calling the log() function">add</a> ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>,<span class="stringliteral">""</span> );
326<a name="l00555"></a>00555                 L_ut=L.<a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1" title="returns an identifier which will be later needed for calling the log() function">add</a> ( <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>,<span class="stringliteral">""</span> );
327<a name="l00556"></a>00556         }
328<a name="l00558"></a><a class="code" href="classbdm_1_1DS.html#e03d2c93cddd5c3a03107ddd3ae999cf">00558</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#e03d2c93cddd5c3a03107ddd3ae999cf" title="Register DS for logging into logger L.">logit</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &amp;L ) {
329<a name="l00559"></a>00559                 vec tmp ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() +<a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() );
330<a name="l00560"></a>00560                 <a class="code" href="classbdm_1_1DS.html#c1ec862dec7164fee3284c6f9a51b0ba" title="Returns full vector of observed data=[output, input].">getdata</a> ( tmp );
331<a name="l00561"></a>00561                 <span class="comment">// d is first in getdata</span>
332<a name="l00562"></a>00562                 L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a>,tmp.left ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ) );
333<a name="l00563"></a>00563                 <span class="comment">// u follows after d in getdata</span>
334<a name="l00564"></a>00564                 L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( L_ut,tmp.mid ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(), <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ) );
335<a name="l00565"></a>00565         }
336<a name="l00567"></a><a class="code" href="classbdm_1_1DS.html#ed2113851294ed96abe60fc3f05aa660">00567</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1DS.html#ed2113851294ed96abe60fc3f05aa660" title="access function">_drv</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="namespacebdm.html#b9016687c0e874ca5cdcf75ae28811aa" title="Concat two random variables.">concat</a> ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>,<a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a> );}
337<a name="l00569"></a><a class="code" href="classbdm_1_1DS.html#a6a9a375da64c82fc227bda3418a1f33">00569</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classbdm_1_1DS.html#a6a9a375da64c82fc227bda3418a1f33" title="access function">_urv</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>;}
338<a name="l00570"></a>00570 };
339<a name="l00571"></a>00571
340<a name="l00576"></a><a class="code" href="classbdm_1_1BM.html">00576</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> :<span class="keyword">public</span> <a class="code" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects.">bdmroot</a> {
341<a name="l00577"></a>00577 <span class="keyword">protected</span>:
342<a name="l00579"></a><a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">00579</a>         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a>;
343<a name="l00581"></a><a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">00581</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a>;
344<a name="l00583"></a><a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">00583</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>;
345<a name="l00584"></a>00584 <span class="keyword">public</span>:
346<a name="l00587"></a>00587         
347<a name="l00588"></a>00588         <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> () :<a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> (0),<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( false) {};
348<a name="l00589"></a>00589         <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> &amp;B ) :  <a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a>(B.<a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a>), <a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ( B.<a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ), <a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( B.<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ) {}
349<a name="l00592"></a><a class="code" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">00592</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>* <a class="code" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a> () {<span class="keywordflow">return</span> NULL;};
350<a name="l00594"></a>00594
351<a name="l00597"></a>00597         
352<a name="l00601"></a>00601         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ) = 0;
353<a name="l00603"></a>00603         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc" title="Batch Bayes rule (columns of Dt are observations).">bayesB</a> ( <span class="keyword">const</span> mat &amp;Dt );
354<a name="l00606"></a><a class="code" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">00606</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">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;}
355<a name="l00608"></a><a class="code" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">00608</a>         vec <a class="code" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae" 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="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> ( dt.get_col ( i ) );}<span class="keywordflow">return</span> tmp;}
356<a name="l00609"></a>00609
357<a name="l00611"></a><a class="code" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">00611</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor</a> (  )<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> NULL;};
358<a name="l00613"></a><a class="code" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">00613</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>* <a class="code" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs a conditional density 1-step ahead predictor.">predictor</a> ( )<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> NULL;};
359<a name="l00615"></a>00615         
360<a name="l00618"></a>00618         
361<a name="l00619"></a>00619         <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>&amp; _drv()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a>;}
362<a name="l00620"></a>00620         <span class="keywordtype">void</span> set_drv ( <span class="keyword">const</span> RV &amp;rv ) {<a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a>=rv;}
363<a name="l00621"></a>00621         <span class="keywordtype">double</span> _ll()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a>;}
364<a name="l00622"></a>00622         <span class="keywordtype">void</span> set_evalll ( <span class="keywordtype">bool</span> evl0 ) {<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>=evl0;}
365<a name="l00623"></a>00623         <span class="keyword">virtual</span> <span class="keyword">const</span> epdf&amp; _epdf() <span class="keyword">const</span> =0;
366<a name="l00624"></a>00624         <span class="keyword">virtual</span> <span class="keyword">const</span> epdf* _e() <span class="keyword">const</span> =0;
367<a name="l00626"></a>00626
368<a name="l00627"></a>00627 };
369<a name="l00628"></a>00628
370<a name="l00638"></a><a class="code" href="classbdm_1_1BMcond.html">00638</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> :<span class="keyword">public</span> <a class="code" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects.">bdmroot</a> {
371<a name="l00639"></a>00639 <span class="keyword">protected</span>:
372<a name="l00641"></a><a class="code" href="classbdm_1_1BMcond.html#9a12750776d977408aada06a70093297">00641</a>         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1BMcond.html#9a12750776d977408aada06a70093297" title="Identificator of the conditioning variable.">rvc</a>;
373<a name="l00642"></a>00642 <span class="keyword">public</span>:
374<a name="l00644"></a>00644         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMcond.html#a67bac171f89ef18d0191f8f74189f25" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) =0;
375<a name="l00646"></a><a class="code" href="classbdm_1_1BMcond.html#ecf4a1c5d2bbb28105564ef3d278c40b">00646</a>         <a class="code" href="classbdm_1_1BMcond.html#ecf4a1c5d2bbb28105564ef3d278c40b" title="Default constructor.">BMcond</a> ( ) :<a class="code" href="classbdm_1_1BMcond.html#9a12750776d977408aada06a70093297" title="Identificator of the conditioning variable.">rvc</a> ( ) {};
376<a name="l00648"></a><a class="code" href="classbdm_1_1BMcond.html#7d68d46cfcc36f9cc07a15a5403b5a1a">00648</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1BMcond.html#7d68d46cfcc36f9cc07a15a5403b5a1a" title="Destructor for future use.">~BMcond</a>() {};
377<a name="l00650"></a><a class="code" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">00650</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc" title="access function">_rvc</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1BMcond.html#9a12750776d977408aada06a70093297" title="Identificator of the conditioning variable.">rvc</a>;}
378<a name="l00651"></a>00651 };
379<a name="l00652"></a>00652
380<a name="l00653"></a>00653 }; <span class="comment">//namespace</span>
381<a name="l00655"></a>00655 <span class="comment"></span><span class="preprocessor">#endif // BM_H</span>
382</pre></div></div>
383<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:33:55 2009 for mixpp by&nbsp;
384<a href="http://www.doxygen.org/index.html">
385<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
386</body>
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