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| 1 | /*! |
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| 2 | * \file |
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| 3 | * \brief Bayesian Models (bm) that use Bayes rule to learn from observations |
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| 4 | * \author Vaclav Smidl. |
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| 5 | * |
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| 6 | * ----------------------------------- |
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| 7 | * BDM++ - C++ library for Bayesian Decision Making under Uncertainty |
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| 8 | * |
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| 9 | * Using IT++ for numerical operations |
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| 10 | * ----------------------------------- |
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| 11 | */ |
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| 12 | |
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| 13 | #ifndef BM_H |
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| 14 | #define BM_H |
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| 15 | |
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| 16 | #include <itpp/itbase.h> |
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| 17 | //#include <std> |
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| 18 | |
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| 19 | using namespace itpp; |
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| 20 | |
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| 21 | class RV { |
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| 22 | int len; |
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| 23 | ivec ids; |
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| 24 | ivec sizes; |
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| 25 | ivec times; |
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| 26 | ivec obs; |
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| 27 | Array<std::string> names; |
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| 28 | |
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| 29 | public: |
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| 30 | //! Full constructor which is called by the others |
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| 31 | RV(ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times, ivec in_obs); |
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| 32 | //! default constructor |
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| 33 | RV(ivec ids); |
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| 34 | friend std::ostream &operator<<(std::ostream &os, const RV &rv); |
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| 35 | }; |
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| 36 | |
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| 37 | |
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| 38 | |
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| 39 | |
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| 40 | //! Class representing function of variables |
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| 41 | class fnc { |
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| 42 | RV rv; |
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| 43 | }; |
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| 44 | |
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| 45 | |
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| 46 | class BM { |
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| 47 | public: |
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| 48 | //! Incremental Bayes rule |
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| 49 | void bayes(vec dt); |
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| 50 | //! Batch Bayes rule (columns of Dt are observations) |
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| 51 | virtual void bayes(mat Dt); |
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| 52 | }; |
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| 53 | |
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| 54 | class epdf { |
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| 55 | RV rv; |
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| 56 | public: |
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| 57 | //! Returns the required moment of the epdf |
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| 58 | virtual vec moment(const int order = 1); |
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| 59 | }; |
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| 60 | |
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| 61 | class mpdf { |
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| 62 | //! modeled random variable |
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| 63 | RV rv; |
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| 64 | //! random variable in condition |
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| 65 | RV rvc; |
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| 66 | public: |
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| 67 | |
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| 68 | //! Returns the required moment of the epdf |
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| 69 | virtual fnc moment(const int order = 1); |
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| 70 | }; |
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| 71 | |
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| 72 | #endif // BM_H |
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