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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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