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65<h1>libDS.h</h1><a href="libDS_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
66<a name="l00013"></a>00013 <span class="preprocessor">#ifndef DS_H</span>
67<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define DS_H</span>
68<a name="l00015"></a>00015 <span class="preprocessor"></span>
69<a name="l00016"></a>00016
70<a name="l00017"></a>00017 <span class="preprocessor">#include "<a class="code" href="libBM_8h.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations.">libBM.h</a>"</span>
71<a name="l00018"></a>00018 <span class="preprocessor">#include "<a class="code" href="libEF_8h.html" title="Probability distributions for Exponential Family models.">libEF.h</a>"</span>
72<a name="l00019"></a>00019
73<a name="l00020"></a>00020
74<a name="l00021"></a>00021 <span class="keyword">namespace </span>bdm {
75<a name="l00029"></a><a class="code" href="classbdm_1_1MemDS.html">00029</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1MemDS.html" title="Memory storage of off-line data column-wise.">MemDS</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> {
76<a name="l00030"></a>00030         <span class="keyword">protected</span>:
77<a name="l00032"></a><a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260">00032</a>         mat <a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260" title="internal matrix of data">Data</a>;
78<a name="l00034"></a><a class="code" href="classbdm_1_1MemDS.html#681ee3831f68f4f20ed54e04e8b3f107">00034</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1MemDS.html#681ee3831f68f4f20ed54e04e8b3f107" title="active column in the Data matrix">time</a>;
79<a name="l00036"></a><a class="code" href="classbdm_1_1MemDS.html#865814d49913dcf672bb20a4334d3dc4">00036</a>         ivec <a class="code" href="classbdm_1_1MemDS.html#865814d49913dcf672bb20a4334d3dc4" title="vector of rows that are presented in Dt">rowid</a>;
80<a name="l00038"></a><a class="code" href="classbdm_1_1MemDS.html#166522aed4d3b12d9b3c2afaf6673301">00038</a>         ivec <a class="code" href="classbdm_1_1MemDS.html#166522aed4d3b12d9b3c2afaf6673301" title="vector of delays that are presented in Dt">delays</a>;
81<a name="l00039"></a>00039
82<a name="l00040"></a>00040 <span class="keyword">public</span>:
83<a name="l00041"></a>00041         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MemDS.html#23522b9e7dd0bb0c365cc9cde4c05449" title="Returns full vector of observed data=[output, input].">getdata</a> ( vec &amp;dt );
84<a name="l00042"></a>00042         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MemDS.html#23522b9e7dd0bb0c365cc9cde4c05449" title="Returns full vector of observed data=[output, input].">getdata</a> ( vec &amp;dt, <span class="keyword">const</span> ivec &amp;indeces );
85<a name="l00043"></a>00043         <span class="keywordtype">void</span> set_rvs ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;drv, <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;urv );
86<a name="l00044"></a><a class="code" href="classbdm_1_1MemDS.html#9a7f17598fe2b458707ba932865beef5">00044</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MemDS.html#9a7f17598fe2b458707ba932865beef5" title="Accepts action variable and schedule it for application.">write</a> ( vec &amp;ut ) {it_error ( <span class="stringliteral">"MemDS::write is not supported"</span> );}
87<a name="l00045"></a>00045         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MemDS.html#9a7f17598fe2b458707ba932865beef5" title="Accepts action variable and schedule it for application.">write</a> ( vec &amp;ut,ivec &amp;indices ) {it_error ( <span class="stringliteral">"MemDS::write is not supported"</span> );}
88<a name="l00046"></a>00046         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MemDS.html#21916feb3e5ff960855c09b06a0d279b" title="Moves from  to , i.e. perfroms the actions and reads response of the system.">step</a>();
89<a name="l00048"></a><a class="code" href="classbdm_1_1MemDS.html#1ea231f4066652996cde4826560d93e3">00048</a>         <a class="code" href="classbdm_1_1MemDS.html#1ea231f4066652996cde4826560d93e3" title="Default constructor.">MemDS</a> () {};
90<a name="l00049"></a>00049         <a class="code" href="classbdm_1_1MemDS.html#1ea231f4066652996cde4826560d93e3" title="Default constructor.">MemDS</a> ( mat &amp;Dat, ivec &amp;<a class="code" href="classbdm_1_1MemDS.html#865814d49913dcf672bb20a4334d3dc4" title="vector of rows that are presented in Dt">rowid</a>, ivec &amp;<a class="code" href="classbdm_1_1MemDS.html#166522aed4d3b12d9b3c2afaf6673301" title="vector of delays that are presented in Dt">delays</a> );
91<a name="l00050"></a>00050 };
92<a name="l00051"></a>00051
93<a name="l00055"></a><a class="code" href="classbdm_1_1FileDS.html">00055</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1FileDS.html">FileDS</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1MemDS.html" title="Memory storage of off-line data column-wise.">MemDS</a> {
94<a name="l00056"></a>00056
95<a name="l00057"></a>00057 <span class="keyword">public</span>:
96<a name="l00058"></a>00058         <a class="code" href="classbdm_1_1FileDS.html">FileDS</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> &amp;fname, <span class="keyword">const</span> <span class="keywordtype">string</span> &amp;varname ) :<a class="code" href="classbdm_1_1MemDS.html#1ea231f4066652996cde4826560d93e3" title="Default constructor.">MemDS</a>() {
97<a name="l00059"></a>00059                 it_file it ( fname );
98<a name="l00060"></a>00060                 it &lt;&lt; Name ( varname );
99<a name="l00061"></a>00061                 it &gt;&gt; <a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260" title="internal matrix of data">Data</a>;
100<a name="l00062"></a>00062                 <a class="code" href="classbdm_1_1MemDS.html#681ee3831f68f4f20ed54e04e8b3f107" title="active column in the Data matrix">time</a> =0;
101<a name="l00063"></a>00063                 <span class="comment">//rowid and delays are ignored</span>
102<a name="l00064"></a>00064         }
103<a name="l00065"></a><a class="code" href="classbdm_1_1FileDS.html#0bf36650e9d1af2d0743ffe8a3fcff14">00065</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1FileDS.html#0bf36650e9d1af2d0743ffe8a3fcff14" title="Returns full vector of observed data=[output, input].">getdata</a> ( vec &amp;dt ) {
104<a name="l00066"></a>00066                 it_assert_debug ( dt.length() ==<a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260" title="internal matrix of data">Data</a>.rows(),<span class="stringliteral">""</span> );
105<a name="l00067"></a>00067                 dt = <a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260" title="internal matrix of data">Data</a>.get_col(<a class="code" href="classbdm_1_1MemDS.html#681ee3831f68f4f20ed54e04e8b3f107" title="active column in the Data matrix">time</a>);
106<a name="l00068"></a>00068         };
107<a name="l00069"></a><a class="code" href="classbdm_1_1FileDS.html#ed680c40e53fd838c044dc223421c0fe">00069</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1FileDS.html#ed680c40e53fd838c044dc223421c0fe" title="Returns data records at indeces.">getdata</a> ( vec &amp;dt, <span class="keyword">const</span> ivec &amp;indeces ){
108<a name="l00070"></a>00070                 it_assert_debug ( dt.length() ==indeces.length(),<span class="stringliteral">""</span> );
109<a name="l00071"></a>00071                 vec tmp(indeces.length());
110<a name="l00072"></a>00072                 tmp = <a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260" title="internal matrix of data">Data</a>.get_col(<a class="code" href="classbdm_1_1MemDS.html#681ee3831f68f4f20ed54e04e8b3f107" title="active column in the Data matrix">time</a>);
111<a name="l00073"></a>00073                 dt = tmp(indeces);
112<a name="l00074"></a>00074         };
113<a name="l00076"></a><a class="code" href="classbdm_1_1FileDS.html#a6af63065097147b390e684a7842a26a">00076</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1FileDS.html#a6af63065097147b390e684a7842a26a" title="returns number of data in the file;">ndat</a>(){<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260" title="internal matrix of data">Data</a>.cols();}
114<a name="l00077"></a>00077 };
115<a name="l00078"></a>00078
116<a name="l00083"></a><a class="code" href="classbdm_1_1ArxDS.html">00083</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1ArxDS.html" title="Generator of ARX data.">ArxDS</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> {
117<a name="l00084"></a>00084 <span class="keyword">protected</span>:
118<a name="l00086"></a><a class="code" href="classbdm_1_1ArxDS.html#c7b3cc6cd059ff3d7f4462cedff4bdeb">00086</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_1ArxDS.html#c7b3cc6cd059ff3d7f4462cedff4bdeb" title="Rv of the regressor.">Rrv</a>;
119<a name="l00088"></a><a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597">00088</a>         vec <a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597" title="History, ordered as .">H</a>;
120<a name="l00090"></a><a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5">00090</a>         vec <a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5" title="(future) input">U</a>;
121<a name="l00092"></a><a class="code" href="classbdm_1_1ArxDS.html#b2d7530264499b92c3aa32454b960abe">00092</a>         vec <a class="code" href="classbdm_1_1ArxDS.html#b2d7530264499b92c3aa32454b960abe" title="temporary variable for regressor">rgr</a>;
122<a name="l00094"></a><a class="code" href="classbdm_1_1ArxDS.html#fbe7b993ec5f75c195ae1b2ccd96a898">00094</a>         <a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a> <a class="code" href="classbdm_1_1ArxDS.html#fbe7b993ec5f75c195ae1b2ccd96a898" title="data link: H -&amp;gt; rgr">rgrlnk</a>;
123<a name="l00096"></a><a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb">00096</a>         <a class="code" href="classbdm_1_1mlnorm.html">mlnorm&lt;chmat&gt;</a> <a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>;
124<a name="l00098"></a><a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1">00098</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a>;
125<a name="l00100"></a><a class="code" href="classbdm_1_1ArxDS.html#e13e5ffdfe9d896089310b0fc54e0c85">00100</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1ArxDS.html#e13e5ffdfe9d896089310b0fc54e0c85" title="loggers">L_theta</a>;
126<a name="l00101"></a>00101         <span class="keywordtype">int</span> L_R;
127<a name="l00102"></a>00102         <span class="keywordtype">int</span> dt_size;
128<a name="l00103"></a>00103 <span class="keyword">public</span>:
129<a name="l00104"></a><a class="code" href="classbdm_1_1ArxDS.html#db242e35812c311c8415bb7e31c3f595">00104</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#db242e35812c311c8415bb7e31c3f595" title="Returns full vector of observed data=[output, input].">getdata</a> ( vec &amp;dt ) {
130<a name="l00105"></a>00105                 <span class="comment">//it_assert_debug ( dt.length() ==Drv.count(),"ArxDS" );</span>
131<a name="l00106"></a>00106                 dt=<a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597" title="History, ordered as .">H</a>;
132<a name="l00107"></a>00107         };
133<a name="l00108"></a><a class="code" href="classbdm_1_1ArxDS.html#701151418bc5fc3861acef8359fb0d80">00108</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#701151418bc5fc3861acef8359fb0d80" title="Returns data records at indeces.">getdata</a> ( vec &amp;dt, <span class="keyword">const</span> ivec &amp;indices ) {
134<a name="l00109"></a>00109                 it_assert_debug ( dt.length() ==indices.length(),<span class="stringliteral">"ArxDS"</span> );
135<a name="l00110"></a>00110                 dt=<a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597" title="History, ordered as .">H</a> ( indices );
136<a name="l00111"></a>00111         };
137<a name="l00112"></a><a class="code" href="classbdm_1_1ArxDS.html#8f6da8a00abba70bc58c7a4030bd8940">00112</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#8f6da8a00abba70bc58c7a4030bd8940" title="Accepts action variable and schedule it for application.">write</a> ( vec &amp;ut ) {
138<a name="l00113"></a>00113                 <span class="comment">//it_assert_debug ( ut.length() ==Urv.count(),"ArxDS" );</span>
139<a name="l00114"></a>00114                 <a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5" title="(future) input">U</a>=ut;
140<a name="l00115"></a>00115         };
141<a name="l00116"></a><a class="code" href="classbdm_1_1ArxDS.html#477fd706639535f520e9dbbd19f73318">00116</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#477fd706639535f520e9dbbd19f73318" title="Accepts action variables at specific indeces.">write</a> ( vec &amp;ut, <span class="keyword">const</span> ivec &amp;indices ) {
142<a name="l00117"></a>00117                 it_assert_debug ( ut.length() ==indices.length(),<span class="stringliteral">"ArxDS"</span> );
143<a name="l00118"></a>00118                 set_subvector ( <a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5" title="(future) input">U</a>, indices,ut );
144<a name="l00119"></a>00119         };
145<a name="l00120"></a>00120         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#57dfa26b23cc03d53b123fa7e0474b19" title="Moves from  to , i.e. perfroms the actions and reads response of the system.">step</a>();
146<a name="l00122"></a><a class="code" href="classbdm_1_1ArxDS.html#7c8b418677a48041adacac8e8e9c9849">00122</a>         <a class="code" href="classbdm_1_1ArxDS.html#7c8b418677a48041adacac8e8e9c9849" title="Default constructor.">ArxDS</a> ( ) {};
147<a name="l00124"></a><a class="code" href="classbdm_1_1ArxDS.html#2d9abc62f1fee862f0e1c60c5c4a3c8a">00124</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#2d9abc62f1fee862f0e1c60c5c4a3c8a" title="Set parameters of the internal model, H is maximum time delay.">set_parameters</a> ( <span class="keyword">const</span> mat &amp;Th0, <span class="keyword">const</span> vec mu0, <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;sqR0 )
148<a name="l00125"></a>00125         { <a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>.<a class="code" href="classbdm_1_1mlnorm.html#5d18dec3167584338a4775c1d165d96f" title="Set A and R.">set_parameters</a> ( Th0, mu0, sqR0 );};
149<a name="l00127"></a><a class="code" href="classbdm_1_1ArxDS.html#bf9cd9d4043d7e0dc61de56db37ec703">00127</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#bf9cd9d4043d7e0dc61de56db37ec703" title="Set.">set_drv</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;yrv, <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;urv, <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rrv ) {
150<a name="l00128"></a>00128                 <a class="code" href="classbdm_1_1ArxDS.html#c7b3cc6cd059ff3d7f4462cedff4bdeb" title="Rv of the regressor.">Rrv</a> = rrv;
151<a name="l00129"></a>00129                 <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a> = urv;
152<a name="l00130"></a>00130                 dt_size = yrv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() +urv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>();
153<a name="l00131"></a>00131
154<a name="l00132"></a>00132                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> drv = concat ( yrv,urv );
155<a name="l00133"></a>00133                 <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a> = drv;
156<a name="l00134"></a>00134                 <span class="keywordtype">int</span> td = rrv.<a class="code" href="classbdm_1_1RV.html#9a5c5aeeaf39299d07763377b05a8241" title="Minimum time-offset.">mint</a>();
157<a name="l00135"></a>00135                 <a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597" title="History, ordered as .">H</a>.set_size ( drv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() * ( -td+1 ) );
158<a name="l00136"></a>00136                 <a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5" title="(future) input">U</a>.set_size ( <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>() );
159<a name="l00137"></a>00137                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=-1;i&gt;=td;i-- ) {
160<a name="l00138"></a>00138                         drv.<a class="code" href="classbdm_1_1RV.html#bd77cb0899f7fba1d0e34396137b7f1f" title="Shift time shifted by delta.">t</a> ( -1 );
161<a name="l00139"></a>00139                         <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#87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> ( drv ); <span class="comment">//shift u1</span>
162<a name="l00140"></a>00140                 }
163<a name="l00141"></a>00141                 <a class="code" href="classbdm_1_1ArxDS.html#fbe7b993ec5f75c195ae1b2ccd96a898" title="data link: H -&amp;gt; rgr">rgrlnk</a>.<a class="code" href="classbdm_1_1datalink.html#fb8337aac8329eb0ca96bfb3ff73ec67" title="set connection, rv must be fully present in rv_up">set_connection</a> ( rrv,<a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a> );
164<a name="l00142"></a>00142
165<a name="l00143"></a>00143                 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>();
166<a name="l00144"></a>00144                 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>();
167<a name="l00145"></a>00145         }
168<a name="l00147"></a><a class="code" href="classbdm_1_1ArxDS.html#e7438127de87c5a8128edfa12255b436">00147</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#e7438127de87c5a8128edfa12255b436" title="set options from a string">set_options</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> &amp;s ) {
169<a name="l00148"></a>00148                 <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a>= ( s.find ( <span class="stringliteral">"L_theta"</span> ) !=string::npos );
170<a name="l00149"></a>00149         };
171<a name="l00150"></a><a class="code" href="classbdm_1_1ArxDS.html#64819633a1191fcaa60d0de26ade2e52">00150</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#64819633a1191fcaa60d0de26ade2e52" 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 ) {
172<a name="l00151"></a>00151                 <span class="comment">//DS::log_add ( L ); too long!!</span>
173<a name="l00152"></a>00152                 <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">add</a> ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a> ( 0,dt_size ),<span class="stringliteral">""</span> );
174<a name="l00153"></a>00153                 L_ut=L.<a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1">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> );
175<a name="l00154"></a>00154
176<a name="l00155"></a>00155                 mat &amp;A =<a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>.<a class="code" href="classbdm_1_1mlnorm.html#262a2a486bff585f34bb6a5005b02614" title="access function">_A</a>();
177<a name="l00156"></a>00156                 mat R =<a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>.<a class="code" href="classbdm_1_1mlnorm.html#78120ecd1c2b1d7e80124b4603504604" title="access function">_R</a>();
178<a name="l00157"></a>00157                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a> ) {<a class="code" href="classbdm_1_1ArxDS.html#e13e5ffdfe9d896089310b0fc54e0c85" title="loggers">L_theta</a>=L.<a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1">add</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ( <span class="stringliteral">"{th }"</span>, vec_1 ( A.rows() *A.cols() ) ),<span class="stringliteral">"t"</span> );}
179<a name="l00158"></a>00158                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a> ) {L_R=L.<a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1">add</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ( <span class="stringliteral">"{R }"</span>, vec_1 ( R.rows() *R.cols() ) ),<span class="stringliteral">"r"</span> );}
180<a name="l00159"></a>00159         }
181<a name="l00160"></a><a class="code" href="classbdm_1_1ArxDS.html#4128f5dc3a04063d62fc7e35635aeb90">00160</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#4128f5dc3a04063d62fc7e35635aeb90" 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 ) {
182<a name="l00161"></a>00161                 <span class="comment">//DS::logit ( L );</span>
183<a name="l00162"></a>00162                 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>, <a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597" title="History, ordered as .">H</a>.left ( dt_size ) );
184<a name="l00163"></a>00163                 L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( L_ut, <a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5" title="(future) input">U</a> );
185<a name="l00164"></a>00164
186<a name="l00165"></a>00165                 mat &amp;A =<a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>.<a class="code" href="classbdm_1_1mlnorm.html#262a2a486bff585f34bb6a5005b02614" title="access function">_A</a>();
187<a name="l00166"></a>00166                 mat R =<a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>.<a class="code" href="classbdm_1_1mlnorm.html#78120ecd1c2b1d7e80124b4603504604" title="access function">_R</a>();
188<a name="l00167"></a>00167                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a> ) {L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1ArxDS.html#e13e5ffdfe9d896089310b0fc54e0c85" title="loggers">L_theta</a>,vec ( A._data(), A.rows() *A.cols() ) );};
189<a name="l00168"></a>00168                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a> ) {L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( L_R, vec ( R._data(), R.rows() *R.rows() ) );};
190<a name="l00169"></a>00169         }
191<a name="l00170"></a>00170
192<a name="l00171"></a>00171 };
193<a name="l00172"></a>00172
194<a name="l00173"></a>00173 <span class="keyword">class </span>stateDS : <span class="keyword">public</span> DS {
195<a name="l00174"></a>00174 <span class="keyword">protected</span>:
196<a name="l00176"></a>00176         mpdf* IM;
197<a name="l00178"></a>00178         mpdf* OM;
198<a name="l00180"></a>00180         vec dt;
199<a name="l00182"></a>00182         vec xt;
200<a name="l00184"></a>00184         vec ut;
201<a name="l00186"></a>00186         <span class="keywordtype">int</span> L_xt;
202<a name="l00187"></a>00187 <span class="keyword">public</span>:
203<a name="l00188"></a>00188         <span class="keywordtype">void</span> getdata ( vec &amp;dt0 ) {dt0=dt;}
204<a name="l00189"></a>00189         <span class="keywordtype">void</span> getdata ( vec &amp;dt0, <span class="keyword">const</span> ivec &amp;indeces ) {dt0=dt ( indeces );}
205<a name="l00190"></a>00190
206<a name="l00191"></a>00191         stateDS ( mpdf* IM0, mpdf* OM0, <span class="keywordtype">int</span> usize ) :<a class="code" href="classbdm_1_1DS.html#bedd82e08ae6686b4b1732a122c2201a" title="default constructors">DS</a> ( ),IM ( IM0 ),OM ( OM0 ),
207<a name="l00192"></a>00192                         dt ( OM0-&gt;dimension() ), xt ( IM0-&gt;dimension() ), ut ( usize ) {}
208<a name="l00193"></a>00193         ~stateDS() {<span class="keyword">delete</span> IM; <span class="keyword">delete</span> OM;}
209<a name="l00194"></a>00194         <span class="keyword">virtual</span> <span class="keywordtype">void</span> step() {
210<a name="l00195"></a>00195                 xt=IM-&gt;samplecond ( concat ( xt,ut ) );
211<a name="l00196"></a>00196                 dt=OM-&gt;samplecond ( concat ( xt,ut ) );
212<a name="l00197"></a>00197         };
213<a name="l00198"></a>00198
214<a name="l00199"></a>00199         <span class="keyword">virtual</span> <span class="keywordtype">void</span> log_add ( logger &amp;L ) {
215<a name="l00200"></a>00200                 <a class="code" href="classbdm_1_1DS.html#3c9e417d85052396fe74c164857ee67e" title="Register DS for logging into logger L.">DS::log_add</a> ( L );
216<a name="l00201"></a>00201                 L_xt=L.add ( IM-&gt;_rv(),<span class="stringliteral">"true"</span> );
217<a name="l00202"></a>00202         }
218<a name="l00203"></a>00203         <span class="keyword">virtual</span> <span class="keywordtype">void</span> logit ( logger &amp;L ) {
219<a name="l00204"></a>00204                 <a class="code" href="classbdm_1_1DS.html#e03d2c93cddd5c3a03107ddd3ae999cf" title="Register DS for logging into logger L.">DS::logit</a> ( L );
220<a name="l00205"></a>00205                 L.logit ( L_xt,xt );
221<a name="l00206"></a>00206         }
222<a name="l00207"></a>00207
223<a name="l00208"></a>00208 };
224<a name="l00209"></a>00209
225<a name="l00210"></a>00210 }; <span class="comment">//namespace</span>
226<a name="l00211"></a>00211
227<a name="l00212"></a>00212 <span class="preprocessor">#endif // DS_H</span>
228</pre></div></div>
229<hr size="1"><address style="text-align: right;"><small>Generated on Fri Mar 6 15:01:36 2009 for mixpp by&nbsp;
230<a href="http://www.doxygen.org/index.html">
231<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
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