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Matrix in Cholesky decomposition, Square-root Kalman and many bug fixes

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16<h1>work/mixpp/bdm/stat/libBM.h</h1><a href="libBM_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
17<a name="l00013"></a>00013 <span class="preprocessor">#ifndef BM_H</span>
18<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define BM_H</span>
19<a name="l00015"></a>00015 <span class="preprocessor"></span>
20<a name="l00016"></a>00016 <span class="preprocessor">#include &lt;itpp/itbase.h&gt;</span>
21<a name="l00017"></a>00017 <span class="comment">//#include &lt;std&gt;</span>
22<a name="l00018"></a>00018
23<a name="l00019"></a>00019 <span class="keyword">using namespace </span>itpp;
24<a name="l00020"></a>00020
25<a name="l00027"></a><a class="code" href="classRV.html">00027</a> <span class="keyword">class </span><a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> {
26<a name="l00028"></a>00028 <span class="keyword">protected</span>:
27<a name="l00030"></a><a class="code" href="classRV.html#0cae53d262be90a775a99a198e17fa58">00030</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#0cae53d262be90a775a99a198e17fa58" title="size = sum of sizes">size</a>;
28<a name="l00032"></a><a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9">00032</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9" title="len = number of individual rvs">len</a>;
29<a name="l00034"></a><a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9">00034</a>         ivec <a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9" title="Vector of unique IDs.">ids</a>;
30<a name="l00036"></a><a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b">00036</a>         ivec <a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b" title="Vector of sizes.">sizes</a>;
31<a name="l00038"></a><a class="code" href="classRV.html#646e530c47a2dd38254b778d9f11ac89">00038</a>         ivec <a class="code" href="classRV.html#646e530c47a2dd38254b778d9f11ac89" title="Vector of shifts from current time.">times</a>;
32<a name="l00040"></a><a class="code" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb">00040</a>         Array&lt;std::string&gt; <a class="code" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb" title="Array of names.">names</a>;
33<a name="l00041"></a>00041
34<a name="l00042"></a>00042 <span class="keyword">private</span>:
35<a name="l00044"></a>00044         <span class="keywordtype">void</span> init ( ivec in_ids, Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times);
36<a name="l00045"></a>00045 <span class="keyword">public</span>:
37<a name="l00047"></a>00047         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ( ivec in_ids, Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times);
38<a name="l00049"></a>00049         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ( ivec <a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9" title="Vector of unique IDs.">ids</a> );
39<a name="l00051"></a>00051         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ();
40<a name="l00052"></a>00052
41<a name="l00054"></a>00054         <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 );
42<a name="l00055"></a>00055
43<a name="l00057"></a><a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0">00057</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classRV.html#0cae53d262be90a775a99a198e17fa58" title="size = sum of sizes">size</a>;} ;
44<a name="l00058"></a>00058
45<a name="l00059"></a>00059         <span class="comment">//TODO why not inline and later??</span>
46<a name="l00060"></a>00060
47<a name="l00062"></a>00062         ivec <a class="code" href="classRV.html#6b078b1086224aca3a9e5a203e647fb6" title="Find indexes of another rv in self.">find</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2 );
48<a name="l00064"></a>00064         <span class="keywordtype">void</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 );
49<a name="l00066"></a>00066         <span class="keyword">friend</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#33c114e83980d883c5b211c47d5322a4" title="Add (concat) another variable to the current one.">concat</a> (<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 );
50<a name="l00068"></a>00068         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#4c5ec5e913fc598e242cb930ae8bdf4a" title="Subtract another variable from the current one.">subt</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2 );
51<a name="l00070"></a>00070         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#2bf35b18a32aad419f0516273939628e" title="Select only variables at indeces ind.">subselect</a> ( ivec ind );
52<a name="l00072"></a>00072         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45" title="Select only variables at indeces ind.">operator() </a>( ivec ind );
53<a name="l00074"></a>00074         <span class="keywordtype">void</span> <a class="code" href="classRV.html#e0a158d53ab9430627241f844f4c9a60" title="Generate new RV with time shifted by delta.">t</a> ( <span class="keywordtype">int</span> delta );
54<a name="l00076"></a>00076         ivec <a class="code" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7" title="generate a list of indeces, i.e. which">indexlist</a>();
55<a name="l00077"></a>00077 };
56<a name="l00078"></a>00078
57<a name="l00079"></a>00079
58<a name="l00081"></a>00081
59<a name="l00082"></a><a class="code" href="classfnc.html">00082</a> <span class="keyword">class </span><a class="code" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv.">fnc</a> {
60<a name="l00083"></a>00083 <span class="keyword">protected</span>:
61<a name="l00085"></a><a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9">00085</a>         <span class="keywordtype">int</span> <a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9" title="Length of the output vector.">dimy</a>;
62<a name="l00086"></a>00086 <span class="keyword">public</span>:
63<a name="l00088"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00088</a>         <span class="keyword">virtual</span> vec <a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c" title="function evaluates numerical value of $f(x)$ at $x=cond$">eval</a> ( <span class="keyword">const</span> vec &amp;cond ) {
64<a name="l00089"></a>00089                 <span class="keywordflow">return</span> vec ( 0 );
65<a name="l00090"></a>00090         };
66<a name="l00091"></a>00091
67<a name="l00093"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00093</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>;}
68<a name="l00094"></a>00094
69<a name="l00096"></a><a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">00096</a>         <span class="keyword">virtual</span> <a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab" title="Destructor for future use;.">~fnc</a>() {};
70<a name="l00097"></a>00097 };
71<a name="l00098"></a>00098
72<a name="l00099"></a>00099
73<a name="l00101"></a>00101
74<a name="l00102"></a><a class="code" href="classepdf.html">00102</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> {
75<a name="l00103"></a>00103 <span class="keyword">protected</span>:
76<a name="l00105"></a><a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">00105</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>;
77<a name="l00106"></a>00106 <span class="keyword">public</span>:
78<a name="l00108"></a><a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">00108</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> ( ivec ( 0 ) ) {};
79<a name="l00109"></a>00109
80<a name="l00111"></a><a class="code" href="classepdf.html#c95b1a27a8dd9507bb9a5a3cb2809c7a">00111</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 ) {};
81<a name="l00112"></a>00112
82<a name="l00114"></a>00114 <span class="comment">//      virtual vec moment ( const int order = 1 );</span>
83<a name="l00116"></a>00116 <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#8019654e494bf5e458f6fb947e11b262" title="Returns the required moment of the epdf.">sample</a> () <span class="keyword">const</span> =0;
84<a name="l00118"></a><a class="code" href="classepdf.html#3ea597362e11a0040fe7c990269d072c">00118</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;evalpdflog(val));};
85<a name="l00119"></a>00119
86<a name="l00121"></a>00121         <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;
87<a name="l00122"></a>00122
88<a name="l00124"></a>00124         <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;
89<a name="l00125"></a>00125         
90<a name="l00127"></a><a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">00127</a>         <span class="keyword">virtual</span> <a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396" title="Destructor for future use;.">~epdf</a>() {};
91<a name="l00129"></a><a class="code" href="classepdf.html#b89143f12c9b49282e30841e4fb5f337">00129</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classepdf.html#b89143f12c9b49282e30841e4fb5f337" title="access function">_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>;}
92<a name="l00130"></a>00130 };
93<a name="l00131"></a>00131
94<a name="l00132"></a>00132
95<a name="l00134"></a>00134 <span class="comment">//TODO Samplecond can be generalized</span>
96<a name="l00135"></a>00135
97<a name="l00136"></a><a class="code" href="classmpdf.html">00136</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
98<a name="l00137"></a>00137 <span class="keyword">protected</span>:
99<a name="l00139"></a><a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">00139</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>;
100<a name="l00141"></a><a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">00141</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>;
101<a name="l00143"></a><a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">00143</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>;
102<a name="l00144"></a>00144 <span class="keyword">public</span>:
103<a name="l00145"></a>00145
104<a name="l00147"></a>00147 <span class="comment">//      virtual fnc moment ( const int order = 1 );</span>
105<a name="l00149"></a><a class="code" href="classmpdf.html#b0193a350c97933ddf15b15a130da352">00149</a> <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classmpdf.html#b0193a350c97933ddf15b15a130da352" title="Returns the required moment of the epdf.">samplecond</a> ( 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);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 the required moment of the epdf.">sample</a>();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;};
106<a name="l00151"></a><a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83">00151</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 ) {};
107<a name="l00152"></a>00152         
108<a name="l00154"></a><a class="code" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91">00154</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);};
109<a name="l00155"></a>00155
110<a name="l00157"></a><a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">00157</a>         <span class="keyword">virtual</span> <a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb" title="Destructor for future use;.">~mpdf</a>() {};
111<a name="l00158"></a>00158
112<a name="l00160"></a><a class="code" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">00160</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 ) {};
113<a name="l00162"></a><a class="code" href="classmpdf.html#ec9c850305984582548e8deb64f0ffe8">00162</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>;}
114<a name="l00164"></a><a class="code" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8">00164</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>;}
115<a name="l00165"></a>00165 };
116<a name="l00166"></a>00166
117<a name="l00174"></a><a class="code" href="classDS.html">00174</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> {
118<a name="l00175"></a>00175 <span class="keyword">protected</span>:
119<a name="l00177"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00177</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>;
120<a name="l00179"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00179</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>
121<a name="l00180"></a>00180 <span class="keyword">public</span>:
122<a name="l00182"></a>00182         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &amp;dt );
123<a name="l00184"></a>00184         <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 );
124<a name="l00186"></a>00186         <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 );
125<a name="l00188"></a>00188         <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 );
126<a name="l00194"></a>00194         <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 );
127<a name="l00195"></a>00195
128<a name="l00197"></a>00197         <span class="keywordtype">void</span> <a class="code" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6" title="Moves from $t$ to $t+1$, i.e. perfroms the actions and reads response of the system...">step</a>();
129<a name="l00198"></a>00198
130<a name="l00199"></a>00199 };
131<a name="l00200"></a>00200
132<a name="l00205"></a><a class="code" href="classBM.html">00205</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> {
133<a name="l00206"></a>00206 <span class="keyword">protected</span>:
134<a name="l00208"></a><a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88">00208</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>;
135<a name="l00210"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00210</a>  <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>;
136<a name="l00212"></a><a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">00212</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>;
137<a name="l00213"></a>00213 <span class="keyword">public</span>:
138<a name="l00214"></a>00214
139<a name="l00216"></a><a class="code" href="classBM.html#605d28b426adb677c86a57ddb525132a">00216</a>         <a class="code" href="classBM.html#605d28b426adb677c86a57ddb525132a" 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) :<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> ( 0 ),<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> ( true ) {<span class="comment">//Fixme: test rv </span>
140<a name="l00217"></a>00217         };
141<a name="l00218"></a>00218
142<a name="l00222"></a>00222         <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;
143<a name="l00224"></a>00224         <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( mat Dt );
144<a name="l00226"></a>00226         <span class="keyword">virtual</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#3dc45554556926bde996a267636abe55" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>()=0;
145<a name="l00227"></a>00227
146<a name="l00229"></a><a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">00229</a>         <span class="keyword">virtual</span> <a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd" title="Destructor for future use;.">~BM</a>() {};
147<a name="l00231"></a><a class="code" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">00231</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>;}
148<a name="l00233"></a><a class="code" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">00233</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>;}
149<a name="l00234"></a>00234 };
150<a name="l00235"></a>00235
151<a name="l00245"></a><a class="code" href="classBMcond.html">00245</a> <span class="keyword">class </span><a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> {
152<a name="l00246"></a>00246 <span class="keyword">protected</span>:
153<a name="l00248"></a><a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec">00248</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>;
154<a name="l00249"></a>00249 <span class="keyword">public</span>:
155<a name="l00251"></a>00251         <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;
156<a name="l00253"></a><a class="code" href="classBMcond.html#9a38dcdabef902fd91da3c9fb6ac27f7">00253</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){};
157<a name="l00255"></a><a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2">00255</a>         <span class="keyword">virtual</span> <a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2" title="Destructor for future use.">~BMcond</a>(){};
158<a name="l00257"></a><a class="code" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">00257</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>;}
159<a name="l00258"></a>00258 };
160<a name="l00259"></a>00259
161<a name="l00260"></a>00260 <span class="preprocessor">#endif // BM_H</span>
162</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 12 16:15:44 2008 for mixpp by&nbsp;
163<a href="http://www.doxygen.org/index.html">
164<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
165</body>
166</html>
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