[2] | 1 | /*! |
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[5] | 2 | \file |
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[508] | 3 | \brief Basic structures of probability calculus: random variables, probability densities, Bayes rule |
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[5] | 4 | \author Vaclav Smidl. |
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[2] | 5 | |
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[5] | 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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[384] | 13 | #ifndef BDMBASE_H |
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| 14 | #define BDMBASE_H |
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[2] | 15 | |
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[351] | 16 | #include <map> |
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[263] | 17 | |
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[190] | 18 | #include "../itpp_ext.h" |
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[357] | 19 | #include "../bdmroot.h" |
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[461] | 20 | #include "../shared_ptr.h" |
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[384] | 21 | #include "user_info.h" |
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[2] | 22 | |
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[340] | 23 | using namespace libconfig; |
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[270] | 24 | using namespace itpp; |
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| 25 | using namespace std; |
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[2] | 26 | |
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[600] | 27 | namespace bdm { |
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[850] | 28 | |
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[422] | 29 | //! Structure of RV, i.e. RVs expanded into a flat list of IDs, used for debugging. |
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[600] | 30 | class str { |
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| 31 | public: |
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[1064] | 32 | //! vector id ids (non-unique!) |
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| 33 | ivec ids; |
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| 34 | //! vector of times |
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| 35 | ivec times; |
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| 36 | //!Default constructor |
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| 37 | str ( ivec ids0, ivec times0 ) : ids ( ids0 ), times ( times0 ) { |
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| 38 | bdm_assert ( times0.length() == ids0.length(), "Incompatible input" ); |
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| 39 | }; |
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[270] | 40 | }; |
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[145] | 41 | |
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[270] | 42 | /*! |
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| 43 | * \brief Class representing variables, most often random variables |
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[5] | 44 | |
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[270] | 45 | The purpose of this class is to decribe a vector of data. Such description is used for connecting various vectors between each other, see class datalink. |
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[32] | 46 | |
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[270] | 47 | The class is implemented using global variables to assure uniqueness of description: |
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[2] | 48 | |
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[270] | 49 | In is a vector |
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| 50 | \dot |
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| 51 | digraph datalink { |
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| 52 | rankdir=LR; |
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| 53 | subgraph cluster0 { |
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| 54 | node [shape=record]; |
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[600] | 55 | label = "MAP \n std::map<string,int>"; |
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[270] | 56 | map [label="{{\"a\"| \"b\" | \"c\"} | {<3> 3 |<1> 1|<2> 2}}"]; |
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| 57 | color = "white" |
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| 58 | } |
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| 59 | subgraph cluster1{ |
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| 60 | node [shape=record]; |
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[600] | 61 | label = "NAMES"; |
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[270] | 62 | names [label="{<1> \"b\" | <2> \"c\" | <3>\"a\" }"]; |
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| 63 | color = "white" |
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| 64 | } |
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| 65 | subgraph cluster2{ |
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| 66 | node [shape=record]; |
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[600] | 67 | label = "SIZES"; |
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[270] | 68 | labelloc = b; |
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| 69 | sizes [label="{<1>1 |<2> 4 |<3> 1}"]; |
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| 70 | color = "white" |
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| 71 | } |
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| 72 | map:1 -> names:1; |
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| 73 | map:1 -> sizes:1; |
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| 74 | map:3 -> names:3; |
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| 75 | map:3 -> sizes:3; |
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| 76 | } |
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| 77 | \enddot |
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[1020] | 78 | |
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| 79 | RV name may be empty string! In that case, it is not a valid name but only a size holder. It will fail in comparison. |
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[270] | 80 | */ |
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[32] | 81 | |
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[600] | 82 | class RV : public root { |
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| 83 | private: |
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[1064] | 84 | typedef std::map<string, int> str2int_map; |
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[5] | 85 | |
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[1064] | 86 | //! Internal global variable storing sizes of RVs |
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| 87 | static ivec SIZES; |
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| 88 | //! Internal global variable storing names of RVs |
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| 89 | static Array<string> NAMES; |
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| 90 | //! TODO |
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| 91 | const static int BUFFER_STEP; |
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| 92 | //! TODO |
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| 93 | static str2int_map MAP; |
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[422] | 94 | |
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[600] | 95 | public: |
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[422] | 96 | |
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[600] | 97 | protected: |
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[1064] | 98 | //! size of the data vector |
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| 99 | int dsize; |
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| 100 | //! number of individual rvs |
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| 101 | int len; |
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| 102 | //! Vector of unique IDs |
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| 103 | ivec ids; |
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| 104 | //! Vector of shifts from current time |
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| 105 | ivec times; |
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[532] | 106 | |
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[600] | 107 | private: |
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[1064] | 108 | enum enum_dummy {dummy}; |
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[532] | 109 | |
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[1064] | 110 | //! auxiliary function used in constructor |
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| 111 | void init( const Array<std::string> &in_names, const ivec &in_sizes, const ivec &in_times ); |
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[766] | 112 | |
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[1064] | 113 | //! auxiliary function assigning unique integer index related to the passed name and size of the random variable |
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| 114 | int assign_id( const string &name, int size ); |
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[766] | 115 | |
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[1064] | 116 | //! Private constructor from IDs, potentially dangerous since all ids must be valid! |
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| 117 | //! dummy is there to prevent confusion with RV(" string"); |
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| 118 | explicit RV ( const ivec &ids0, enum_dummy dum ) : dsize ( 0 ), len ( ids0.length() ), ids ( ids0 ), times ( zeros_i ( ids0.length() ) ) { |
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| 119 | dsize = countsize(); |
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| 120 | } |
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[600] | 121 | public: |
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[1064] | 122 | //! \name Constructors |
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| 123 | //!@{ |
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[271] | 124 | |
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[1064] | 125 | //! Full constructor |
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| 126 | RV ( const Array<std::string> &in_names, const ivec &in_sizes, const ivec &in_times ) { |
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| 127 | init ( in_names, in_sizes, in_times ); |
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| 128 | } |
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[271] | 129 | |
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[1064] | 130 | //! Constructor with times=0 |
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| 131 | RV ( const Array<std::string> &in_names, const ivec &in_sizes ) { |
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| 132 | init ( in_names, in_sizes, zeros_i ( in_names.length() ) ); |
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| 133 | } |
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[422] | 134 | |
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[1064] | 135 | //! Constructor with sizes=1, times=0 |
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| 136 | RV ( const Array<std::string> &in_names ) { |
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| 137 | init ( in_names, ones_i ( in_names.length() ), zeros_i ( in_names.length() ) ); |
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| 138 | } |
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[422] | 139 | |
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[1064] | 140 | //! Constructor of empty RV |
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| 141 | RV() : dsize ( 0 ), len ( 0 ), ids ( 0 ), times ( 0 ) {} |
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[271] | 142 | |
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[1064] | 143 | //! Constructor of a single RV |
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| 144 | RV ( string name, int sz, int tm = 0 ); |
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[271] | 145 | |
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[1064] | 146 | //! Constructor of a single nameless RV |
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| 147 | RV ( int sz, int tm = 0 ); |
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[907] | 148 | |
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[1064] | 149 | // compiler-generated copy constructor is used |
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| 150 | //!@} |
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[422] | 151 | |
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[1064] | 152 | //! \name Access functions |
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| 153 | //!@{ |
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[422] | 154 | |
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[1064] | 155 | //! State output, e.g. for debugging. |
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| 156 | friend std::ostream &operator<< ( std::ostream &os, const RV &rv ); |
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[422] | 157 | |
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[1064] | 158 | string to_string() const { |
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| 159 | ostringstream o; |
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| 160 | o << *this; |
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| 161 | return o.str(); |
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| 162 | } |
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[737] | 163 | |
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[1064] | 164 | //! total size of a random variable |
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| 165 | int _dsize() const { |
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| 166 | return dsize; |
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| 167 | } |
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[271] | 168 | |
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[1064] | 169 | //! access function |
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| 170 | const ivec& _ids() const { |
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| 171 | return ids; |
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| 172 | } |
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[600] | 173 | |
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[1064] | 174 | //! Recount size of the corresponding data vector |
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| 175 | int countsize() const; |
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| 176 | //! Vector of cumulative sizes of RV |
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| 177 | ivec cumsizes() const; |
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| 178 | //! Number of named parts |
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| 179 | int length() const { |
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| 180 | return len; |
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| 181 | } |
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| 182 | int id ( int at ) const { |
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| 183 | return ids ( at ); |
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| 184 | } |
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| 185 | int size ( int at ) const { |
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| 186 | return SIZES ( ids ( at ) ); |
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| 187 | } |
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| 188 | int time ( int at ) const { |
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| 189 | return times ( at ); |
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| 190 | } |
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| 191 | std::string name ( int at ) const { |
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| 192 | return NAMES ( ids ( at ) ); |
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| 193 | } |
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| 194 | //! returns name of a scalar at position scalat, i.e. it can be in the middle of vector name, in that case it adds "_%d" to it |
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| 195 | std::string scalarname ( int scalat ) const; |
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[610] | 196 | |
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[1064] | 197 | void set_time ( int at, int time0 ) { |
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| 198 | times ( at ) = time0; |
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| 199 | } |
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| 200 | //!@} |
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[600] | 201 | |
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[1064] | 202 | //! \name Algebra on Random Variables |
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| 203 | //!@{ |
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[600] | 204 | |
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[1064] | 205 | //! Find indices of self in another rv, \return ivec of the same size as self. |
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| 206 | ivec findself ( const RV &rv2 ) const; |
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| 207 | //! Find indices of self in another rv, ignore time, \return ivec of the same size as self. |
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| 208 | ivec findself_ids ( const RV &rv2 ) const; |
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| 209 | //! Compare if \c rv2 is identical to this \c RV |
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| 210 | bool equal ( const RV &rv2 ) const; |
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| 211 | //! Add (concat) another variable to the current one, \return true if all rv2 were added, false if rv2 is in conflict |
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| 212 | bool add ( const RV &rv2 ); |
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| 213 | //! Subtract another variable from the current one |
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| 214 | RV subt ( const RV &rv2 ) const; |
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| 215 | //! Select only variables at indices ind |
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| 216 | RV subselect ( const ivec &ind ) const; |
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[600] | 217 | |
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[1064] | 218 | //! Select only variables at indices ind |
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| 219 | RV operator() ( const ivec &ind ) const { |
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| 220 | return subselect ( ind ); |
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| 221 | } |
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[600] | 222 | |
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[1064] | 223 | //! Select from data vector starting at di1 to di2 |
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| 224 | RV operator() ( int di1, int di2 ) const; |
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[600] | 225 | |
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[1064] | 226 | //! Shift \c time by delta. |
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| 227 | void t_plus ( int delta ); |
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| 228 | //!@} |
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[600] | 229 | |
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[1064] | 230 | //! @{ \name Time manipulation functions |
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| 231 | //! returns rvs with time set to 0 and removed duplicates |
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| 232 | RV remove_time() const { |
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| 233 | return RV ( unique ( ids ), dummy ); |
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| 234 | } |
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| 235 | //! create new RV from the current one with time shifted by given value |
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| 236 | RV copy_t ( int dt ) const { |
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| 237 | RV tmp = *this; |
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| 238 | tmp.t_plus ( dt ); |
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| 239 | return tmp; |
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| 240 | } |
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| 241 | //! return rvs with expanded delayes and sorted in the order of: \f$ [ rv_{0}, rv_{-1},\ldots rv_{max_delay}]\f$ |
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| 242 | RV expand_delayes() const; |
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| 243 | //!@} |
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[271] | 244 | |
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[1064] | 245 | //!\name Relation to vectors |
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| 246 | //!@{ |
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[271] | 247 | |
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[1064] | 248 | //! generate \c str from rv, by expanding sizes |
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| 249 | str tostr() const; |
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| 250 | //! when this rv is a part of bigger rv, this function returns indices of self in the data vector of the bigger crv. |
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| 251 | //! Then, data can be copied via: data_of_this = cdata(ind); |
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| 252 | ivec dataind ( const RV &crv ) const; |
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| 253 | //! same as dataind but this time crv should not be complete supperset of rv. |
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| 254 | ivec dataind_part ( const RV &crv ) const; |
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| 255 | //! generate mutual indices when copying data between self and crv. |
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| 256 | //! Data are copied via: data_of_this(selfi) = data_of_rv2(rv2i) |
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| 257 | void dataind ( const RV &rv2, ivec &selfi, ivec &rv2i ) const; |
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| 258 | //! Minimum time-offset |
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| 259 | int mint() const { |
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| 260 | return times.length() > 0 ? min ( times ) : 0; |
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| 261 | } |
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| 262 | //! Minimum time-offset of ids of given RVs |
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| 263 | int mint ( const RV &rv ) const { |
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| 264 | bvec belong = zeros_b ( len ); |
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| 265 | for ( int r = 0; r < rv.length(); r++ ) { |
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| 266 | belong = belong | ( ids == rv.id ( r ) ); |
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| 267 | } |
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| 268 | return times.length() > 0 ? min ( get_from_bvec ( times, belong ) ) : 0; |
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| 269 | } |
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| 270 | //!@} |
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[357] | 271 | |
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[1064] | 272 | /*! \brief UI for class RV (description of data vectors) |
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[357] | 273 | |
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[1064] | 274 | \code |
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| 275 | class = 'RV'; |
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| 276 | names = {'a', 'b', 'c', ...}; // UNIQUE IDENTIFIER same names = same variable |
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[1066] | 277 | // names are also used when storing results |
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[1064] | 278 | --- optional --- |
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| 279 | sizes = [1, 2, 3, ...]; // size of each name. default = ones() |
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[1066] | 280 | // if size = -1, it is found out from previous instances of the same name |
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[1064] | 281 | times = [-1, -2, 0, ...]; // time shifts with respect to current time, default = zeros() |
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| 282 | \endcode |
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| 283 | */ |
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| 284 | void from_setting ( const Setting &set ); |
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[600] | 285 | |
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[1064] | 286 | void to_setting ( Setting &set ) const; |
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[600] | 287 | |
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[1064] | 288 | //! Invalidate all named RVs. Use before initializing any RV instances, with care... |
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| 289 | static void clear_all(); |
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| 290 | //! function for debugging RV related stuff |
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| 291 | string show_all(); |
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[604] | 292 | |
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[270] | 293 | }; |
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[600] | 294 | UIREGISTER ( RV ); |
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| 295 | SHAREDPTR ( RV ); |
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[32] | 296 | |
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[145] | 297 | //! Concat two random variables |
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[600] | 298 | RV concat ( const RV &rv1, const RV &rv2 ); |
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[2] | 299 | |
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[959] | 300 | |
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| 301 | |
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| 302 | //! This class stores a details that will be logged to a logger |
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| 303 | //! |
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| 304 | //! This is only the first part of the whole declaration, which has to be however separated into |
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| 305 | //! two different classes for allowing the compilation of source code. For more details |
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| 306 | //! see logger::add_setting(...) method and mainly log_level_template<T>::template<class U> void store( const enum T::log_level_enums log_level_enum, const U data ) const |
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[1064] | 307 | //! method. For the reason the second one is templated, it was necessary to declare this whole class. |
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[959] | 308 | template<class T> class log_level_intermediate : public log_level_base { |
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| 309 | protected: |
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[1064] | 310 | //! boolean flags related indicating which details will be logged to a logger |
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| 311 | bitset<32> values; |
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[959] | 312 | |
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[1064] | 313 | //! default constructor is protected to prevent creating instances elsewhere than in log_level_template descendant class |
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| 314 | log_level_intermediate( ) { |
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| 315 | int len = names().length(); |
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| 316 | ids.set_size( len ); |
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| 317 | for( int i = 0; i<len; i++ ) |
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| 318 | { |
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| 319 | ids(i).set_size ( 1 ); |
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| 320 | ids(i) = -1; |
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| 321 | } |
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| 322 | } |
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[959] | 323 | public: |
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[1064] | 324 | //! a general utility transforming a comma-separated sequence of strings into an instance of Array<strings> |
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| 325 | static Array<string> string2Array( const string &input ) |
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| 326 | { |
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| 327 | string result = input; |
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| 328 | string::size_type loc; |
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| 329 | while( loc = result.find( ',' ), loc != string::npos ) |
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| 330 | result[loc] = ' '; |
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| 331 | return Array<string>("{ " + result + " }" ); |
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| 332 | } |
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[959] | 333 | |
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[1064] | 334 | //! this method adds new id to its proper position and return the name of this position |
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| 335 | string store_id_and_give_name( enum T::log_level_enums const log_level_enum, int enum_subindex, int id ) { |
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| 336 | if( ids(log_level_enum).length() <= enum_subindex ) |
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| 337 | ids(log_level_enum).set_size( enum_subindex+1, true ); |
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| 338 | ids(log_level_enum)(enum_subindex) = id; |
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[959] | 339 | |
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[1064] | 340 | // here we remove a "log" prefix from name, i.e., for instance it transforms "logevidence" to "evidence" |
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| 341 | ostringstream stream; |
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| 342 | string name_with_prefix = names()(log_level_enum); |
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| 343 | string possible_log_prefix = name_with_prefix.substr(0,3); |
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| 344 | if( possible_log_prefix == "log" ) |
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| 345 | stream << name_with_prefix.substr(3,name_with_prefix.length()-3); |
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| 346 | else |
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| 347 | stream << name_with_prefix; |
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[959] | 348 | |
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[1064] | 349 | // add number to name only in the case there are more registered vectors with the same log_level_enum |
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| 350 | if( ids(log_level_enum).length() > 1 ) |
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| 351 | stream << "_" << enum_subindex; |
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[959] | 352 | |
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[1064] | 353 | return stream.str(); |
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| 354 | } |
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[959] | 355 | |
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[1064] | 356 | //! string equivalents of the used enumerations which are filled with a help of #LOG_LEVEL macro within class T |
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| 357 | const Array<string> &names() const |
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| 358 | { |
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| 359 | return T::log_level_names(); |
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| 360 | } |
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[959] | 361 | |
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[1064] | 362 | //! read only operator for testing individual fields of log_level |
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| 363 | //! |
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| 364 | //! it is necessary to acces it with a proper enumeration type, thus this approach is type-safe |
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| 365 | bool operator [] (const enum T::log_level_enums &log_level_enum ) const |
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| 366 | { |
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| 367 | return values[log_level_enum]; |
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| 368 | } |
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| 369 | |
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| 370 | //! operator for setting an individual field of log_level |
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| 371 | //! |
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| 372 | //! it is necessary to acces it with a proper enumeration type, thus this approach is type-safe |
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| 373 | bitset<32>::reference operator [] (const enum T::log_level_enums &log_level_enum ) |
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| 374 | { |
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| 375 | return values[log_level_enum]; |
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| 376 | } |
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[959] | 377 | }; |
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| 378 | //UIREGISTER IS FORBIDDEN FOR THIS CLASS, AS IT SHOULD BE LOADED ONLY THROUGH THE SPECIALIZED UI::GET(...) METHOD |
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| 379 | |
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| 380 | |
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[907] | 381 | /*! |
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[676] | 382 | @brief Class for storing results (and semi-results) of an experiment |
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| 383 | |
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| 384 | This class abstracts logging of results from implementation. This class replaces direct logging of results (e.g. to files or to global variables) by calling methods of a logger. Specializations of this abstract class for specific storage method are designed. |
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| 385 | */ |
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| 386 | class logger : public root { |
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[737] | 387 | protected: |
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[1064] | 388 | //! RVs of all logged variables. |
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| 389 | Array<RV> entries; |
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| 390 | //! Names of logged quantities, e.g. names of algorithm variants |
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| 391 | Array<string> names; |
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| 392 | //! Root Setting for storing Settings |
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| 393 | Config setting_conf; |
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| 394 | //! list of Settings for specific ids |
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| 395 | Array<Setting*> settings; |
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[907] | 396 | |
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[1064] | 397 | //! log this instance to Setting |
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| 398 | //! |
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| 399 | //! this method has to be called only through \c log_level class to assure the validity of the passed id |
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| 400 | template<class U> void log_setting ( int id, const U data ) { |
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| 401 | UI::save(data, *settings ( id ) ); |
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| 402 | } |
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[907] | 403 | |
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[1064] | 404 | //! log this vector |
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| 405 | //! |
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| 406 | //! this method has to be called only through \c log_level class to assure the validity of the passed id |
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| 407 | virtual void log_vector ( int id, const vec &v ) NOT_IMPLEMENTED_VOID; |
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[907] | 408 | |
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[1064] | 409 | //! log this double |
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| 410 | //! |
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| 411 | //! this method has to be called only through \c log_level class to assure the validity of the passed id |
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| 412 | virtual void log_double ( int id, const double &d ) NOT_IMPLEMENTED_VOID; |
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[907] | 413 | |
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[1064] | 414 | //! it is necessary to allow log_levels to call log_setting, log_vector and log_double methods |
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| 415 | template<class T> friend class log_level_template; |
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[737] | 416 | public: |
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[1064] | 417 | //!separator of prefixes of entries |
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| 418 | //! |
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| 419 | //! It is a constant string, thus it can be safely declared as public without creating any accessor method |
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| 420 | const string separator; |
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[889] | 421 | |
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[1064] | 422 | //!Default constructor |
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| 423 | logger ( const string separator ) : entries ( 0 ), names ( 0 ), separator ( separator ) {} |
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[889] | 424 | |
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[1064] | 425 | //!Destructor calls the finalize method |
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| 426 | ~logger() { |
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| 427 | finalize(); |
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| 428 | } |
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[737] | 429 | |
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[1064] | 430 | //! sets up the ids identifier in the passed log_level instance to permit future calls of the log_level_template<T>::store(...) method |
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| 431 | //! |
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| 432 | //! It also sets a pointer to logger or justify it is correctly assigned from previous call to this procedure |
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| 433 | //! Entries with empty RV will be ignored |
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| 434 | //! |
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| 435 | //! passing the last parameter \c enum_subindex one can store multiple vectors in the position of one enum |
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| 436 | template<class T> void add_vector ( log_level_intermediate<T> &log_level, enum T::log_level_enums const log_level_enum, const RV &rv, const string &prefix, int enum_subindex = 0 ) |
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| 437 | { |
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| 438 | if( !log_level.registered_logger ) |
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| 439 | log_level.registered_logger = this; |
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| 440 | else |
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| 441 | bdm_assert_debug ( log_level.registered_logger == this, "This log_level is already registered to another logger!"); |
---|
[738] | 442 | |
---|
[1064] | 443 | if ( rv._dsize() == 0 ) |
---|
| 444 | return; |
---|
[915] | 445 | |
---|
[1064] | 446 | int id = entries.length(); |
---|
| 447 | string adjusted_name = log_level.store_id_and_give_name( log_level_enum, enum_subindex, id ); |
---|
[737] | 448 | |
---|
[1064] | 449 | names = concat ( names, prefix + separator + adjusted_name ); // diff |
---|
| 450 | entries.set_length ( id + 1, true ); |
---|
| 451 | entries ( id ) = rv; |
---|
| 452 | } |
---|
[907] | 453 | |
---|
[1064] | 454 | //! sets up the ids identifier in the passed log_level instance to permit future calls of the log_level_template<T>::store(...) method |
---|
| 455 | //! |
---|
| 456 | //! It also sets a pointer to logger or justify it is correctly assigned from previous call to this procedure |
---|
| 457 | //! |
---|
| 458 | //! To allow both arguments log_level and log_level_enum be templated, it was necessary to declare log_level_intermediate<T> class. |
---|
| 459 | //! This way we check compatibility of the passed log_level and log_level_enum, which would be impossible using just log_level_base class |
---|
| 460 | //! here. |
---|
| 461 | //! |
---|
| 462 | //! |
---|
| 463 | //! passing the last parameter \c enum_subindex one can store multiple settings in the position of one enum |
---|
| 464 | template<class T> void add_setting ( log_level_intermediate<T> &log_level, enum T::log_level_enums const log_level_enum, const string &prefix, int enum_subindex = 0 ) { |
---|
| 465 | if( !log_level.registered_logger ) |
---|
| 466 | log_level.registered_logger = this; |
---|
| 467 | else |
---|
| 468 | bdm_assert_debug ( log_level.registered_logger == this, "This log_level is already registered to another logger!"); |
---|
[907] | 469 | |
---|
[1064] | 470 | Setting &root = setting_conf.getRoot(); |
---|
| 471 | int id = root.getLength(); //root must be group!! |
---|
| 472 | string adjusted_name = log_level.store_id_and_give_name( log_level_enum, enum_subindex, id ); |
---|
| 473 | settings.set_length ( id + 1, true ); |
---|
| 474 | settings ( id ) = &root.add ( prefix + separator + adjusted_name, Setting::TypeList ); |
---|
| 475 | } |
---|
[737] | 476 | |
---|
[1064] | 477 | //! Shifts storage position for another time step. |
---|
| 478 | virtual void step() = 0; |
---|
[737] | 479 | |
---|
[1064] | 480 | //! Finalize storing information |
---|
| 481 | //! |
---|
| 482 | //! This method is called either directly or via destructor ~logger(), therefore it has to permit repetitive calls for the case it is called twice |
---|
| 483 | virtual void finalize() {}; |
---|
| 484 | |
---|
| 485 | //! Initialize the storage |
---|
| 486 | virtual void init() {}; |
---|
[676] | 487 | }; |
---|
| 488 | |
---|
[910] | 489 | //! This class stores a details that will be logged to a logger |
---|
[959] | 490 | template<class T> class log_level_template : public log_level_intermediate<T> { |
---|
[910] | 491 | public: |
---|
[945] | 492 | |
---|
[1064] | 493 | //! Set log_levels according to the Setting element |
---|
| 494 | void from_setting ( const Setting &element ) |
---|
| 495 | { |
---|
| 496 | string raw_log_level; |
---|
| 497 | UI::get( raw_log_level, element ); |
---|
| 498 | Array<string> loaded_log_level = this->string2Array( raw_log_level ); |
---|
[945] | 499 | |
---|
[1064] | 500 | this->values.reset(); |
---|
[945] | 501 | |
---|
[1064] | 502 | for( int i = 0; i < loaded_log_level.length(); i++ ) |
---|
| 503 | for( int j = 0; j < this->names().length(); j++ ) { |
---|
| 504 | if( loaded_log_level(i) == this->names()(j) ) |
---|
| 505 | { |
---|
| 506 | this->values[j] = true; |
---|
| 507 | break; |
---|
| 508 | } |
---|
| 509 | } |
---|
| 510 | } |
---|
[945] | 511 | |
---|
[1064] | 512 | //! Store log_levels into the Setting element |
---|
| 513 | void to_setting ( Setting &element ) const |
---|
| 514 | { |
---|
| 515 | // HERE WE WANT NOT TO DELETE PREVIOUS DATA STORED BY OTHER LOG_LEVELS, SEE SPECIAL IMPLEMENTATION OF UI::GET(...) FOR THIS CLASS |
---|
| 516 | const char* ch_elem=( const char* ) element; |
---|
| 517 | string string_to_write; |
---|
| 518 | if (ch_elem) |
---|
| 519 | string_to_write=ch_elem; |
---|
| 520 | else |
---|
| 521 | string_to_write=""; |
---|
[945] | 522 | |
---|
[1064] | 523 | for( unsigned int i = 0; i < this->values.size(); i++ ) |
---|
| 524 | if( this->values[i] ) |
---|
| 525 | { |
---|
| 526 | if( string_to_write.length() > 0 ) |
---|
| 527 | string_to_write = string_to_write + ','; |
---|
| 528 | string_to_write = string_to_write + this->names()(i); |
---|
| 529 | } |
---|
[910] | 530 | |
---|
[1064] | 531 | element = string_to_write; |
---|
| 532 | } |
---|
[910] | 533 | |
---|
[1064] | 534 | //! This method stores a vector to the proper place in registered logger |
---|
| 535 | //! |
---|
| 536 | //! parameter \c enum_subindex identifies the precise position of vector in the case there is more vectors registered to with this enum |
---|
| 537 | void store( const enum T::log_level_enums log_level_enum, const vec &vect, int enum_subindex = 0 ) const |
---|
| 538 | { |
---|
| 539 | bdm_assert_debug( this->registered_logger != NULL, "You have to register instance to a logger first! Use root::log_register(...) method."); |
---|
| 540 | bdm_assert_debug( ids( log_level_enum )( enum_subindex ) >= 0, "This particular vector was not added to logger! Use logger::add_vector(...) method."); |
---|
| 541 | this->registered_logger->log_vector( ids( log_level_enum )( enum_subindex ), vect ); |
---|
| 542 | } |
---|
| 543 | |
---|
| 544 | //! This method stores a double to the proper place in registered logger |
---|
| 545 | //! |
---|
| 546 | //! parameter \c enum_subindex identifies the precise position of double in the case there is more doubles registered to with this enum |
---|
| 547 | void store( const enum T::log_level_enums log_level_enum, const double &dbl, int enum_subindex = 0 ) const |
---|
| 548 | { |
---|
| 549 | bdm_assert_debug( this->registered_logger != NULL, "You have to register instance to a logger first! See root::log_register(...) method."); |
---|
| 550 | bdm_assert_debug( ids( log_level_enum )( enum_subindex ) >= 0, "This particular double was not added to logger! Use logger::add_vector(...) method."); |
---|
| 551 | this->registered_logger->log_double( ids( log_level_enum )( enum_subindex ), dbl ); |
---|
| 552 | } |
---|
| 553 | |
---|
| 554 | //! This method stores a Setting obtained by call of UI::save( data, .. ) to the proper place in registered logger |
---|
| 555 | //! |
---|
| 556 | //! parameter \c enum_subindex identifies the precise position of setting in the case there is more settings registered to with this enum |
---|
| 557 | template<class U> void store( const enum T::log_level_enums log_level_enum, const U data, int enum_subindex = 0 ) const |
---|
| 558 | { |
---|
| 559 | bdm_assert_debug( this->registered_logger != NULL, "You have to register instance to a logger first! See root::log_register(...) method."); |
---|
| 560 | bdm_assert_debug( ids( log_level_enum )(enum_subindex ) >= 0, "This particular vector was not added to logger! Use logger::add_setting(...) method."); |
---|
| 561 | this->registered_logger->log_setting( ids( log_level_enum )( enum_subindex ), data); |
---|
| 562 | } |
---|
[910] | 563 | }; |
---|
[945] | 564 | //UIREGISTER IS FORBIDDEN FOR THIS CLASS, AS IT SHOULD BE LOADED ONLY THROUGH THE SPECIALIZED UI::GET(...) METHOD |
---|
[910] | 565 | |
---|
[945] | 566 | |
---|
[910] | 567 | /*! |
---|
| 568 | \def LOG_LEVEL(classname,...) |
---|
[1064] | 569 | \brief Macro for defining a log_level attribute with a specific set of enumerations related to a specific class |
---|
[910] | 570 | |
---|
| 571 | This macro has to be called within a class declaration. Its argument \a classname has to correspond to that wrapping class. |
---|
[1063] | 572 | This macro defines a log_level instance which can be modified either directly or by the means of #bdm::UI class. |
---|
[910] | 573 | |
---|
| 574 | One of the main purposes of this macro is to allow variability in using enumerations. By relating them to their names through |
---|
[1064] | 575 | an array of strings, we are no more dependant on their precise ordering. What is more, we can add or remove any without harming |
---|
[910] | 576 | any applications which are using this library. |
---|
| 577 | |
---|
| 578 | \todo Write a more detailed explanation including also examples |
---|
| 579 | |
---|
| 580 | \ref ui |
---|
| 581 | */ |
---|
[959] | 582 | #define LOG_LEVEL(classname,...) public: enum log_level_enums { __VA_ARGS__ }; log_level_template<classname> log_level; private: friend class log_level_intermediate<classname>; static const Array<string> &log_level_names() { static const Array<string> log_level_names = log_level_template<classname>::string2Array( #__VA_ARGS__ ); return log_level_names; } |
---|
[910] | 583 | |
---|
| 584 | |
---|
[85] | 585 | //! Class representing function \f$f(x)\f$ of variable \f$x\f$ represented by \c rv |
---|
[1064] | 586 | class fnc : public root { |
---|
[600] | 587 | protected: |
---|
[1064] | 588 | //! Length of the output vector |
---|
| 589 | int dimy; |
---|
| 590 | //! Length of the input vector |
---|
| 591 | int dimc; |
---|
[600] | 592 | public: |
---|
[1064] | 593 | //!default constructor |
---|
| 594 | fnc() {}; |
---|
| 595 | //! function evaluates numerical value of \f$f(x)\f$ at \f$x=\f$ \c cond |
---|
| 596 | virtual vec eval ( const vec &cond ) { |
---|
| 597 | return vec ( 0 ); |
---|
| 598 | }; |
---|
[2] | 599 | |
---|
[1064] | 600 | //! access function |
---|
| 601 | int dimension() const { |
---|
| 602 | return dimy; |
---|
| 603 | } |
---|
| 604 | //! access function |
---|
| 605 | int dimensionc() const { |
---|
| 606 | return dimc; |
---|
| 607 | } |
---|
| 608 | void from_setting(const Setting &set) { |
---|
| 609 | UI::get(dimy, set, "dim", UI::optional); |
---|
| 610 | UI::get(dimc, set, "dimc", UI::optional); |
---|
| 611 | } |
---|
[270] | 612 | }; |
---|
[2] | 613 | |
---|
[675] | 614 | class epdf; |
---|
[7] | 615 | |
---|
[675] | 616 | //! Conditional probability density, e.g. modeling \f$ f( x | y) \f$, where \f$ x \f$ is random variable, \c rv, and \f$ y \f$ is conditioning variable, \c rvc. |
---|
[693] | 617 | class pdf : public root { |
---|
[675] | 618 | protected: |
---|
[1064] | 619 | //!dimension of the condition |
---|
| 620 | int dimc; |
---|
[766] | 621 | |
---|
[1064] | 622 | //! random variable in condition |
---|
| 623 | RV rvc; |
---|
[32] | 624 | |
---|
[1064] | 625 | //! dimension of random variable |
---|
| 626 | int dim; |
---|
[675] | 627 | |
---|
[1064] | 628 | //! random variable |
---|
| 629 | RV rv; |
---|
[675] | 630 | |
---|
| 631 | public: |
---|
[1064] | 632 | //! \name Constructors |
---|
| 633 | //! @{ |
---|
[675] | 634 | |
---|
[1064] | 635 | pdf() : dimc ( 0 ), rvc(), dim ( 0 ), rv() { } |
---|
[675] | 636 | |
---|
[1064] | 637 | pdf ( const pdf &m ) : dimc ( m.dimc ), rvc ( m.rvc ), dim ( m.dim ), rv ( m.rv ) { } |
---|
[737] | 638 | |
---|
[1064] | 639 | //!@} |
---|
[675] | 640 | |
---|
[1064] | 641 | //! \name Matematical operations |
---|
| 642 | //!@{ |
---|
[675] | 643 | |
---|
[1064] | 644 | //! Returns a sample from the density conditioned on \c cond, \f$x \sim epdf(rv|cond)\f$. \param cond is numeric value of \c rv |
---|
| 645 | virtual vec samplecond ( const vec &cond ) = 0; |
---|
[675] | 646 | |
---|
[1064] | 647 | //! Returns \param N samples from the density conditioned on \c cond, \f$x \sim epdf(rv|cond)\f$. \param cond is numeric value of \c rv |
---|
| 648 | virtual mat samplecond_mat ( const vec &cond, int N ); |
---|
[675] | 649 | |
---|
[1064] | 650 | //! Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently. |
---|
| 651 | virtual double evallogcond ( const vec &yt, const vec &cond ) = 0; |
---|
[675] | 652 | |
---|
[1064] | 653 | //! Matrix version of evallogcond |
---|
| 654 | virtual vec evallogcond_mat ( const mat &Yt, const vec &cond ) { |
---|
| 655 | vec v ( Yt.cols() ); |
---|
| 656 | for ( int i = 0; i < Yt.cols(); i++ ) { |
---|
| 657 | v ( i ) = evallogcond ( Yt.get_col ( i ), cond ); |
---|
| 658 | } |
---|
| 659 | return v; |
---|
| 660 | } |
---|
[675] | 661 | |
---|
[1064] | 662 | //! Array<vec> version of evallogcond |
---|
| 663 | virtual vec evallogcond_mat ( const Array<vec> &Yt, const vec &cond ) { |
---|
| 664 | vec v ( Yt.length() ); |
---|
| 665 | for ( int i = 0; i < Yt.length(); i++ ) { |
---|
| 666 | v ( i ) = evallogcond ( Yt( i ), cond ); |
---|
| 667 | } |
---|
| 668 | return v; |
---|
| 669 | } |
---|
[675] | 670 | |
---|
[1064] | 671 | //! \name Access to attributes |
---|
| 672 | //! @{ |
---|
[675] | 673 | |
---|
[1064] | 674 | const RV& _rv() const { |
---|
| 675 | return rv; |
---|
| 676 | } |
---|
| 677 | const RV& _rvc() const { |
---|
| 678 | return rvc; |
---|
| 679 | } |
---|
[675] | 680 | |
---|
[1064] | 681 | int dimension() const { |
---|
| 682 | return dim; |
---|
| 683 | } |
---|
| 684 | int dimensionc() { |
---|
| 685 | return dimc; |
---|
| 686 | } |
---|
[675] | 687 | |
---|
[1064] | 688 | //! access function |
---|
| 689 | void set_dim ( int d ) { |
---|
| 690 | dim = d; |
---|
| 691 | } |
---|
| 692 | //! access function |
---|
| 693 | void set_dimc ( int d ) { |
---|
| 694 | dimc = d; |
---|
| 695 | } |
---|
[1068] | 696 | |
---|
| 697 | /*! Create object from the following structure |
---|
| 698 | \code |
---|
| 699 | class = 'pdf'; |
---|
| 700 | --- optional fields --- |
---|
| 701 | rv = RV({'names',...},[sizes,...],[times,...]); % description of the random variable - typically delayed values, time=-1, etc.! |
---|
| 702 | rvc= RV({'names',...},[sizes,...],[times,...]); % description of the random variable in condition |
---|
| 703 | --- inherited fields --- |
---|
| 704 | bdm::root::from_setting |
---|
| 705 | \endcode |
---|
| 706 | */ |
---|
| 707 | //! @} |
---|
[1064] | 708 | void from_setting ( const Setting &set ); |
---|
[746] | 709 | |
---|
[1064] | 710 | void to_setting ( Setting &set ) const; |
---|
| 711 | //!@} |
---|
[675] | 712 | |
---|
[1064] | 713 | //! \name Connection to other objects |
---|
| 714 | //!@{ |
---|
| 715 | void set_rvc ( const RV &rvc0 ) { |
---|
| 716 | rvc = rvc0; |
---|
| 717 | } |
---|
| 718 | void set_rv ( const RV &rv0 ) { |
---|
| 719 | rv = rv0; |
---|
| 720 | } |
---|
[675] | 721 | |
---|
[1064] | 722 | //! Names of variables stored in RV are considered to be valid only if their size match size of the parameters (dim). |
---|
| 723 | bool isnamed() const { |
---|
| 724 | return ( dim == rv._dsize() ) && ( dimc == rvc._dsize() ); |
---|
| 725 | } |
---|
| 726 | //!@} |
---|
[675] | 727 | }; |
---|
[693] | 728 | SHAREDPTR ( pdf ); |
---|
[675] | 729 | |
---|
[1066] | 730 | //! Abstract class representing probability density function with numerical statistics, e.g. posterior density. |
---|
[693] | 731 | class epdf : public pdf { |
---|
[1064] | 732 | //! \var log_level_enums logmean |
---|
| 733 | //! log mean value of the density when requested |
---|
[32] | 734 | |
---|
[1064] | 735 | //! \var log_level_enums loglbound |
---|
| 736 | //! log lower bound of the density (see function qbounds) |
---|
| 737 | |
---|
| 738 | //! \var log_level_enums logubound |
---|
| 739 | //! log upper bound of the density (see function qbounds) |
---|
| 740 | |
---|
| 741 | LOG_LEVEL(epdf,logmean,loglbound,logubound); |
---|
| 742 | |
---|
[600] | 743 | public: |
---|
[1064] | 744 | /*! \name Constructors |
---|
| 745 | Construction of each epdf should support two types of constructors: |
---|
| 746 | \li empty constructor, |
---|
| 747 | \li copy constructor, |
---|
[271] | 748 | |
---|
[1064] | 749 | The following constructors should be supported for convenience: |
---|
| 750 | \li constructor followed by calling \c set_parameters() WHICH IS OBSOLETE (TODO) |
---|
| 751 | \li constructor accepting random variables calling \c set_rv() |
---|
[271] | 752 | |
---|
[1064] | 753 | All internal data structures are constructed as empty. Their values (including sizes) will be |
---|
| 754 | set by method \c set_parameters() WHICH IS OBSOLETE (TODO). This way references can be initialized in constructors. |
---|
| 755 | @{*/ |
---|
| 756 | epdf() {}; |
---|
| 757 | epdf ( const epdf &e ) : pdf ( e ) {}; |
---|
[271] | 758 | |
---|
| 759 | |
---|
[1064] | 760 | //!@} |
---|
[502] | 761 | |
---|
[1064] | 762 | //! \name Matematical Operations |
---|
| 763 | //!@{ |
---|
[502] | 764 | |
---|
[1064] | 765 | //! Returns a sample, \f$ x \f$ from density \f$ f_x()\f$ |
---|
| 766 | virtual vec sample() const = 0; |
---|
[502] | 767 | |
---|
[1064] | 768 | //! Returns N samples, \f$ [x_1 , x_2 , \ldots \ \f$ from density \f$ f_x(rv)\f$ |
---|
| 769 | virtual mat sample_mat ( int N ) const; |
---|
[502] | 770 | |
---|
[1064] | 771 | //! Compute log-probability of argument \c val |
---|
| 772 | //! In case the argument is out of suport return -Infinity |
---|
| 773 | virtual double evallog ( const vec &val ) const = 0; |
---|
[271] | 774 | |
---|
[1064] | 775 | //! Compute log-probability of multiple values argument \c val |
---|
| 776 | virtual vec evallog_mat ( const mat &Val ) const; |
---|
[271] | 777 | |
---|
[1064] | 778 | //! Compute log-probability of multiple values argument \c val |
---|
| 779 | virtual vec evallog_mat ( const Array<vec> &Avec ) const; |
---|
[271] | 780 | |
---|
[1064] | 781 | //! Return conditional density on the given RV, the remaining rvs will be in conditioning |
---|
| 782 | virtual shared_ptr<pdf> condition ( const RV &rv ) const; |
---|
[565] | 783 | |
---|
[1064] | 784 | //! Return marginal density on the given RV, the remainig rvs are intergrated out |
---|
| 785 | virtual shared_ptr<epdf> marginal ( const RV &rv ) const; |
---|
[271] | 786 | |
---|
[1064] | 787 | virtual vec mean() const = 0; |
---|
[271] | 788 | |
---|
[1064] | 789 | //! return expected variance (not covariance!) |
---|
| 790 | virtual vec variance() const = 0; |
---|
[737] | 791 | |
---|
[1064] | 792 | //! return expected covariance -- default is diag(variance)!! |
---|
| 793 | virtual mat covariance() const { |
---|
| 794 | return diag(variance()); |
---|
| 795 | }; |
---|
[377] | 796 | |
---|
[1064] | 797 | //! Lower and upper bounds of \c percentage % quantile, returns mean-2*sigma as default |
---|
| 798 | virtual void qbounds ( vec &lb, vec &ub, double percentage = 0.95 ) const { |
---|
| 799 | vec mea = mean(); |
---|
| 800 | vec std = sqrt ( variance() ); |
---|
| 801 | lb = mea - 2 * std; |
---|
| 802 | ub = mea + 2 * std; |
---|
| 803 | }; |
---|
| 804 | //! Set statistics to match given input epdf. Typically it copies statistics from epdf of the same type and projects those form different types |
---|
| 805 | //! \param pdf0 epdf to match |
---|
| 806 | void set_statistics(const epdf *pdf0) NOT_IMPLEMENTED_VOID; |
---|
| 807 | //!@} |
---|
[377] | 808 | |
---|
[1064] | 809 | //! \name Connection to other classes |
---|
| 810 | //! Description of the random quantity via attribute \c rv is optional. |
---|
| 811 | //! For operations such as sampling \c rv does not need to be set. However, for \c marginalization |
---|
| 812 | //! and \c conditioning \c rv has to be set. NB: |
---|
| 813 | //! @{ |
---|
[377] | 814 | |
---|
[1064] | 815 | //! store values of the epdf on the following levels: |
---|
| 816 | //! #1 mean |
---|
| 817 | //! #2 mean + lower & upper bound |
---|
| 818 | void log_register ( logger &L, const string &prefix ); |
---|
| 819 | |
---|
| 820 | void log_write() const; |
---|
| 821 | //!@} |
---|
| 822 | |
---|
| 823 | //! \name Access to attributes |
---|
| 824 | //! @{ |
---|
[1066] | 825 | //! Create object from the following structure |
---|
| 826 | //! |
---|
| 827 | //! \code |
---|
| 828 | //! rv = RV({'names',...},[sizes,...],[times,...]); % RV describing meaning of random variable |
---|
| 829 | //! --- inherited fields --- |
---|
| 830 | //! bdm::pdf::from_setting |
---|
[1064] | 831 | //! \endcode |
---|
[1066] | 832 | //! @} |
---|
[1064] | 833 | void from_setting ( const Setting &set ); |
---|
| 834 | void to_setting ( Setting &set ) const; |
---|
| 835 | |
---|
| 836 | vec samplecond ( const vec &cond ) { |
---|
| 837 | return sample(); |
---|
| 838 | } |
---|
| 839 | double evallogcond ( const vec &val, const vec &cond ) { |
---|
| 840 | return evallog ( val ); |
---|
| 841 | } |
---|
[270] | 842 | }; |
---|
[675] | 843 | SHAREDPTR ( epdf ); |
---|
[32] | 844 | |
---|
[693] | 845 | //! pdf with internal epdf that is modified by function \c condition |
---|
[487] | 846 | template <class EPDF> |
---|
[693] | 847 | class pdf_internal: public pdf { |
---|
[600] | 848 | protected : |
---|
[1064] | 849 | //! Internal epdf used for sampling |
---|
| 850 | EPDF iepdf; |
---|
[600] | 851 | public: |
---|
[1064] | 852 | //! constructor |
---|
| 853 | pdf_internal() : pdf(), iepdf() { |
---|
| 854 | } |
---|
[565] | 855 | |
---|
[1064] | 856 | //! Update \c iepdf so that it represents this pdf conditioned on \c rvc = cond |
---|
| 857 | //! This function provides convenient reimplementation in offsprings |
---|
| 858 | virtual void condition ( const vec &cond ) = 0; |
---|
[565] | 859 | |
---|
[1064] | 860 | //!access function to iepdf |
---|
| 861 | EPDF& e() { |
---|
| 862 | return iepdf; |
---|
| 863 | } |
---|
[488] | 864 | |
---|
[1064] | 865 | //! Reimplements samplecond using \c condition() |
---|
| 866 | vec samplecond ( const vec &cond ); |
---|
| 867 | //! Reimplements evallogcond using \c condition() |
---|
| 868 | double evallogcond ( const vec &val, const vec &cond ); |
---|
| 869 | //! Efficient version of evallogcond for matrices |
---|
| 870 | virtual vec evallogcond_mat ( const mat &Dt, const vec &cond ); |
---|
| 871 | //! Efficient version of evallogcond for Array<vec> |
---|
| 872 | virtual vec evallogcond_mat ( const Array<vec> &Dt, const vec &cond ); |
---|
| 873 | //! Efficient version of samplecond |
---|
| 874 | virtual mat samplecond_mat ( const vec &cond, int N ); |
---|
[737] | 875 | |
---|
[1064] | 876 | void validate() { |
---|
| 877 | pdf::validate(); |
---|
| 878 | iepdf.validate(); |
---|
| 879 | if ( rv._dsize() < iepdf._rv()._dsize() ) { |
---|
| 880 | rv = iepdf._rv(); |
---|
| 881 | }; |
---|
| 882 | dim = iepdf.dimension(); |
---|
| 883 | } |
---|
[487] | 884 | }; |
---|
| 885 | |
---|
[270] | 886 | /*! \brief DataLink is a connection between two data vectors Up and Down |
---|
[2] | 887 | |
---|
[270] | 888 | Up can be longer than Down. Down must be fully present in Up (TODO optional) |
---|
| 889 | See chart: |
---|
| 890 | \dot |
---|
| 891 | digraph datalink { |
---|
[377] | 892 | node [shape=record]; |
---|
| 893 | subgraph cluster0 { |
---|
| 894 | label = "Up"; |
---|
| 895 | up [label="<1>|<2>|<3>|<4>|<5>"]; |
---|
| 896 | color = "white" |
---|
[270] | 897 | } |
---|
[377] | 898 | subgraph cluster1{ |
---|
| 899 | label = "Down"; |
---|
| 900 | labelloc = b; |
---|
| 901 | down [label="<1>|<2>|<3>"]; |
---|
| 902 | color = "white" |
---|
[270] | 903 | } |
---|
| 904 | up:1 -> down:1; |
---|
| 905 | up:3 -> down:2; |
---|
| 906 | up:5 -> down:3; |
---|
| 907 | } |
---|
| 908 | \enddot |
---|
[263] | 909 | |
---|
[270] | 910 | */ |
---|
[600] | 911 | class datalink { |
---|
| 912 | protected: |
---|
[1064] | 913 | //! Remember how long val should be |
---|
| 914 | int downsize; |
---|
[424] | 915 | |
---|
[1064] | 916 | //! Remember how long val of "Up" should be |
---|
| 917 | int upsize; |
---|
[424] | 918 | |
---|
[1064] | 919 | //! val-to-val link, indices of the upper val |
---|
| 920 | ivec v2v_up; |
---|
[545] | 921 | |
---|
[600] | 922 | public: |
---|
[1064] | 923 | //! Constructor |
---|
| 924 | datalink() : downsize ( 0 ), upsize ( 0 ) { } |
---|
[424] | 925 | |
---|
[1064] | 926 | //! Convenience constructor |
---|
| 927 | datalink ( const RV &rv, const RV &rv_up ) { |
---|
| 928 | set_connection ( rv, rv_up ); |
---|
| 929 | } |
---|
[271] | 930 | |
---|
[1064] | 931 | //! set connection, rv must be fully present in rv_up |
---|
| 932 | virtual void set_connection ( const RV &rv, const RV &rv_up ); |
---|
[286] | 933 | |
---|
[1064] | 934 | //! set connection using indices |
---|
| 935 | virtual void set_connection ( int ds, int us, const ivec &upind ); |
---|
[424] | 936 | |
---|
[1064] | 937 | //! Get val for myself from val of "Up" |
---|
| 938 | vec pushdown ( const vec &val_up ) { |
---|
| 939 | vec tmp ( downsize ); |
---|
| 940 | filldown ( val_up, tmp ); |
---|
| 941 | return tmp; |
---|
| 942 | } |
---|
| 943 | //! Get val for vector val_down from val of "Up" |
---|
| 944 | virtual void filldown ( const vec &val_up, vec &val_down ) { |
---|
| 945 | bdm_assert_debug ( upsize == val_up.length(), "Wrong val_up" ); |
---|
| 946 | val_down = val_up ( v2v_up ); |
---|
| 947 | } |
---|
| 948 | //! Fill val of "Up" by my pieces |
---|
| 949 | virtual void pushup ( vec &val_up, const vec &val ) { |
---|
| 950 | bdm_assert_debug ( downsize == val.length(), "Wrong val" ); |
---|
| 951 | bdm_assert_debug ( upsize == val_up.length(), "Wrong val_up" ); |
---|
| 952 | set_subvector ( val_up, v2v_up, val ); |
---|
| 953 | } |
---|
| 954 | //! access functions |
---|
| 955 | int _upsize() { |
---|
| 956 | return upsize; |
---|
| 957 | } |
---|
| 958 | //! access functions |
---|
| 959 | int _downsize() { |
---|
| 960 | return downsize; |
---|
| 961 | } |
---|
| 962 | //! for future use |
---|
| 963 | virtual ~datalink() {} |
---|
[270] | 964 | }; |
---|
[115] | 965 | |
---|
[598] | 966 | /*! Extension of datalink to fill only part of Down |
---|
| 967 | */ |
---|
[600] | 968 | class datalink_part : public datalink { |
---|
| 969 | protected: |
---|
[1064] | 970 | //! indices of values in vector downsize |
---|
| 971 | ivec v2v_down; |
---|
[600] | 972 | public: |
---|
[1064] | 973 | void set_connection ( const RV &rv, const RV &rv_up ); |
---|
| 974 | //! Get val for vector val_down from val of "Up" |
---|
| 975 | void filldown ( const vec &val_up, vec &val_down ) { |
---|
| 976 | set_subvector ( val_down, v2v_down, val_up ( v2v_up ) ); |
---|
| 977 | } |
---|
[598] | 978 | }; |
---|
| 979 | |
---|
| 980 | /*! \brief Datalink that buffers delayed values - do not forget to call step() |
---|
| 981 | |
---|
| 982 | Up is current data, Down is their subset with possibly delayed values |
---|
| 983 | */ |
---|
[600] | 984 | class datalink_buffered: public datalink_part { |
---|
| 985 | protected: |
---|
[1064] | 986 | //! History, ordered as \f$[Up_{t-1},Up_{t-2}, \ldots]\f$ |
---|
| 987 | vec history; |
---|
| 988 | //! rv of the history |
---|
| 989 | RV Hrv; |
---|
| 990 | //! h2v : indices in down |
---|
| 991 | ivec h2v_down; |
---|
| 992 | //! h2v : indices in history |
---|
| 993 | ivec h2v_hist; |
---|
| 994 | //! v2h: indices of up too be pushed to h |
---|
| 995 | ivec v2h_up; |
---|
[600] | 996 | public: |
---|
| 997 | |
---|
[1064] | 998 | datalink_buffered() : datalink_part(), history ( 0 ), h2v_down ( 0 ), h2v_hist ( 0 ) {}; |
---|
| 999 | //! push current data to history |
---|
| 1000 | void store_data ( const vec &val_up ) { |
---|
| 1001 | if ( v2h_up.length() > 0 ) { |
---|
| 1002 | history.shift_right ( 0, v2h_up.length() ); |
---|
| 1003 | history.set_subvector ( 0, val_up ( v2h_up ) ); |
---|
| 1004 | } |
---|
| 1005 | } |
---|
| 1006 | //! Get val for myself from val of "Up" |
---|
| 1007 | vec pushdown ( const vec &val_up ) { |
---|
| 1008 | vec tmp ( downsize ); |
---|
| 1009 | filldown ( val_up, tmp ); |
---|
| 1010 | return tmp; |
---|
| 1011 | } |
---|
[600] | 1012 | |
---|
[1064] | 1013 | void filldown ( const vec &val_up, vec &val_down ) { |
---|
| 1014 | bdm_assert_debug ( val_down.length() >= downsize, "short val_down" ); |
---|
[600] | 1015 | |
---|
[1064] | 1016 | set_subvector ( val_down, v2v_down, val_up ( v2v_up ) ); // copy direct values |
---|
| 1017 | set_subvector ( val_down, h2v_down, history ( h2v_hist ) ); // copy delayed values |
---|
| 1018 | } |
---|
[600] | 1019 | |
---|
[1064] | 1020 | void set_connection ( const RV &rv, const RV &rv_up ); |
---|
| 1021 | |
---|
| 1022 | //! set history of variable given by \c rv1 to values of \c hist. |
---|
| 1023 | void set_history ( const RV& rv1, const vec &hist0 ); |
---|
[598] | 1024 | }; |
---|
| 1025 | |
---|
[980] | 1026 | class vec_from_vec: public vec { |
---|
[1064] | 1027 | protected: |
---|
| 1028 | datalink_part dl; |
---|
| 1029 | int vecfromlen; |
---|
| 1030 | public: |
---|
| 1031 | void update(const vec &v1) { |
---|
| 1032 | bdm_assert_debug(length()==dl._downsize(),"vec_from_vec incompatible"); |
---|
| 1033 | bdm_assert_debug(v1.length()==vecfromlen,"This vec was connected to vec of length "+num2str(vecfromlen)+ |
---|
| 1034 | ", but vec of length "+num2str(v1.length())+" was obtained" ); |
---|
| 1035 | dl.filldown(v1,*this); |
---|
| 1036 | }; |
---|
| 1037 | void connect(const RV &vecrv, const RV & vec1) { |
---|
| 1038 | bdm_assert(vecrv._dsize()==length(),"Description of this vector, "+ vecrv.to_string() +" does not math it length: " + num2str(length())); |
---|
| 1039 | dl.set_connection(vecrv,vec1); |
---|
| 1040 | bdm_assert(dl._downsize()==length(), "Rv of this vector, "+vecrv.to_string() +" was not found in given rv: "+vec1.to_string()); |
---|
| 1041 | }; |
---|
[980] | 1042 | }; |
---|
| 1043 | |
---|
| 1044 | class vec_from_2vec: public vec { |
---|
[1064] | 1045 | protected: |
---|
| 1046 | datalink_part dl1; |
---|
| 1047 | datalink_part dl2; |
---|
| 1048 | public: |
---|
| 1049 | void update(const vec &v1, const vec &v2) { |
---|
| 1050 | bdm_assert_debug(length()==dl1._downsize()+dl2._downsize(),"vec_from_vec incompatible"); |
---|
| 1051 | bdm_assert_debug(v1.length()>=dl1._upsize(),"vec_from_vec incompatible"); |
---|
| 1052 | bdm_assert_debug(v2.length()>=dl2._upsize(),"vec_from_vec incompatible"); |
---|
| 1053 | dl1.filldown(v1,*this); |
---|
| 1054 | dl2.filldown(v2,*this); |
---|
| 1055 | }; |
---|
| 1056 | void connect(const RV &rv, const RV & rv1, const RV &rv2) { |
---|
| 1057 | dl1.set_connection(rv,rv1); |
---|
| 1058 | dl2.set_connection(rv,rv2); |
---|
| 1059 | set_length(rv._dsize()); |
---|
| 1060 | }; |
---|
[980] | 1061 | }; |
---|
| 1062 | |
---|
[598] | 1063 | //! buffered datalink from 2 vectors to 1 |
---|
[600] | 1064 | class datalink_2to1_buffered { |
---|
| 1065 | protected: |
---|
[1064] | 1066 | //! link 1st vector to down |
---|
| 1067 | datalink_buffered dl1; |
---|
| 1068 | //! link 2nd vector to down |
---|
| 1069 | datalink_buffered dl2; |
---|
[600] | 1070 | public: |
---|
[1064] | 1071 | //! set connection between RVs |
---|
| 1072 | void set_connection ( const RV &rv, const RV &rv_up1, const RV &rv_up2 ) { |
---|
| 1073 | dl1.set_connection ( rv, rv_up1 ); |
---|
| 1074 | dl2.set_connection ( rv, rv_up2 ); |
---|
| 1075 | } |
---|
| 1076 | //! fill values of down from the values of the two up vectors |
---|
| 1077 | void filldown ( const vec &val1, const vec &val2, vec &val_down ) { |
---|
| 1078 | bdm_assert_debug ( val_down.length() >= dl1._downsize() + dl2._downsize(), "short val_down" ); |
---|
| 1079 | dl1.filldown ( val1, val_down ); |
---|
| 1080 | dl2.filldown ( val2, val_down ); |
---|
| 1081 | } |
---|
| 1082 | //! update buffer |
---|
| 1083 | void step ( const vec &dt, const vec &ut ) { |
---|
| 1084 | dl1.store_data ( dt ); |
---|
| 1085 | dl2.store_data ( ut ); |
---|
| 1086 | } |
---|
[598] | 1087 | }; |
---|
| 1088 | |
---|
[600] | 1089 | |
---|
| 1090 | |
---|
[424] | 1091 | //! Data link with a condition. |
---|
[600] | 1092 | class datalink_m2e: public datalink { |
---|
| 1093 | protected: |
---|
[1064] | 1094 | //! Remember how long cond should be |
---|
| 1095 | int condsize; |
---|
[424] | 1096 | |
---|
[1064] | 1097 | //!upper_val-to-local_cond link, indices of the upper val |
---|
| 1098 | ivec v2c_up; |
---|
[424] | 1099 | |
---|
[1064] | 1100 | //!upper_val-to-local_cond link, indices of the local cond |
---|
| 1101 | ivec v2c_lo; |
---|
[192] | 1102 | |
---|
[600] | 1103 | public: |
---|
[1064] | 1104 | //! Constructor |
---|
| 1105 | datalink_m2e() : condsize ( 0 ) { } |
---|
[545] | 1106 | |
---|
[1064] | 1107 | //! Set connection between vectors |
---|
| 1108 | void set_connection ( const RV &rv, const RV &rvc, const RV &rv_up ); |
---|
[424] | 1109 | |
---|
[1064] | 1110 | //!Construct condition |
---|
| 1111 | vec get_cond ( const vec &val_up ); |
---|
[545] | 1112 | |
---|
[1064] | 1113 | //! Copy corresponding values to Up.condition |
---|
| 1114 | void pushup_cond ( vec &val_up, const vec &val, const vec &cond ); |
---|
[270] | 1115 | }; |
---|
[424] | 1116 | |
---|
[693] | 1117 | //!DataLink is a connection between pdf and its superordinate (Up) |
---|
[192] | 1118 | //! This class links |
---|
[600] | 1119 | class datalink_m2m: public datalink_m2e { |
---|
| 1120 | protected: |
---|
[1064] | 1121 | //!cond-to-cond link, indices of the upper cond |
---|
| 1122 | ivec c2c_up; |
---|
| 1123 | //!cond-to-cond link, indices of the local cond |
---|
| 1124 | ivec c2c_lo; |
---|
[424] | 1125 | |
---|
[600] | 1126 | public: |
---|
[1064] | 1127 | //! Constructor |
---|
| 1128 | datalink_m2m() {}; |
---|
| 1129 | //! Set connection between the vectors |
---|
| 1130 | void set_connection ( const RV &rv, const RV &rvc, const RV &rv_up, const RV &rvc_up ) { |
---|
| 1131 | datalink_m2e::set_connection ( rv, rvc, rv_up ); |
---|
| 1132 | //establish c2c connection |
---|
| 1133 | rvc.dataind ( rvc_up, c2c_lo, c2c_up ); |
---|
[1066] | 1134 | // bdm_assert_debug ( c2c_lo.length() + v2c_lo.length() == condsize, "cond is not fully given" ); |
---|
[1064] | 1135 | } |
---|
[424] | 1136 | |
---|
[1064] | 1137 | //! Get cond for myself from val and cond of "Up" |
---|
| 1138 | vec get_cond ( const vec &val_up, const vec &cond_up ) { |
---|
| 1139 | vec tmp ( condsize ); |
---|
| 1140 | fill_cond ( val_up, cond_up, tmp ); |
---|
| 1141 | return tmp; |
---|
| 1142 | } |
---|
| 1143 | //! fill condition |
---|
| 1144 | void fill_cond ( const vec &val_up, const vec &cond_up, vec& cond_out ) { |
---|
| 1145 | bdm_assert_debug ( cond_out.length() >= condsize, "dl.fill_cond: cond_out is too small" ); |
---|
| 1146 | set_subvector ( cond_out, v2c_lo, val_up ( v2c_up ) ); |
---|
| 1147 | set_subvector ( cond_out, c2c_lo, cond_up ( c2c_up ) ); |
---|
| 1148 | } |
---|
| 1149 | //! Fill |
---|
[190] | 1150 | |
---|
[270] | 1151 | }; |
---|
[190] | 1152 | |
---|
[267] | 1153 | |
---|
[693] | 1154 | //! \brief Combines RVs from a list of pdfs to a single one. |
---|
| 1155 | RV get_composite_rv ( const Array<shared_ptr<pdf> > &pdfs, bool checkoverlap = false ); |
---|
[175] | 1156 | |
---|
[270] | 1157 | /*! \brief Abstract class for discrete-time sources of data. |
---|
[12] | 1158 | |
---|
[737] | 1159 | The class abstracts operations of: |
---|
| 1160 | \li data aquisition, |
---|
| 1161 | \li data-preprocessing, such as scaling of data, |
---|
[603] | 1162 | \li data resampling from the task of estimation and control. |
---|
[270] | 1163 | Moreover, for controlled systems, it is able to receive the desired control action and perform it in the next step. (Or as soon as possible). |
---|
[12] | 1164 | |
---|
[603] | 1165 | The DataSource has three main data interaction structures: |
---|
[1058] | 1166 | \li input, \f$ u_t \f$, which are described via RVs in attribute \c urv |
---|
| 1167 | \li observations \f$ d_t \f$, which are described in \c drv |
---|
| 1168 | In simulators, dt may contain "hidden" variables as well. |
---|
| 1169 | |
---|
[270] | 1170 | */ |
---|
[32] | 1171 | |
---|
[600] | 1172 | class DS : public root { |
---|
[1064] | 1173 | //! \var log_level_enums logdt |
---|
| 1174 | //! log all outputs |
---|
[870] | 1175 | |
---|
[1064] | 1176 | //! \var log_level_enums logut |
---|
| 1177 | //! log all inputs |
---|
| 1178 | LOG_LEVEL(DS,logdt,logut); |
---|
[907] | 1179 | |
---|
[600] | 1180 | protected: |
---|
[1064] | 1181 | //! size of data returned by \c getdata() |
---|
| 1182 | int dtsize; |
---|
| 1183 | //! size of data |
---|
| 1184 | int utsize; |
---|
| 1185 | //!Description of data returned by \c getdata(). |
---|
| 1186 | RV Drv; |
---|
| 1187 | //!Description of data witten by by \c write(). |
---|
| 1188 | RV Urv; // |
---|
[600] | 1189 | public: |
---|
[1064] | 1190 | //! publicly acessible vector of observations |
---|
| 1191 | vec dt; |
---|
| 1192 | //! publicly writeble vector of inputs |
---|
| 1193 | vec ut; |
---|
[565] | 1194 | |
---|
[1064] | 1195 | //! default constructors |
---|
| 1196 | DS() : dtsize ( 0 ), utsize ( 0 ), Drv(), Urv() { |
---|
| 1197 | log_level[logdt] = true; |
---|
| 1198 | log_level[logut] = true; |
---|
| 1199 | }; |
---|
[766] | 1200 | |
---|
[1064] | 1201 | //! Returns maximum number of provided data, by default it is set to maximum allowed length, shorter DS should overload this method! See, MemDS.max_length(). |
---|
| 1202 | virtual int max_length() { |
---|
| 1203 | return std::numeric_limits< int >::max(); |
---|
| 1204 | } |
---|
| 1205 | //! Returns full vector of observed data=[output, input] |
---|
| 1206 | virtual void getdata ( vec &dt_out ) const { |
---|
| 1207 | bdm_assert_debug(dtsize==dt.length(),"DS::getdata: dt is not of declared size;"); |
---|
| 1208 | dt_out=dt; |
---|
| 1209 | }; |
---|
[565] | 1210 | |
---|
[1064] | 1211 | //! Returns data records at indices. Default is inefficent. |
---|
| 1212 | virtual void getdata ( vec &dt_out, const ivec &indices ) { |
---|
| 1213 | bdm_assert_debug(max(indices)<dt.length(), "DS::getdata: indeces out of bounds"); |
---|
| 1214 | dt_out = dt(indices); |
---|
| 1215 | }; |
---|
[565] | 1216 | |
---|
[1064] | 1217 | //! Accepts action variable and schedule it for application. |
---|
| 1218 | virtual void write ( const vec &ut ) NOT_IMPLEMENTED_VOID; |
---|
[32] | 1219 | |
---|
[1064] | 1220 | //! Accepts action variables at specific indices |
---|
| 1221 | virtual void write ( const vec &ut, const ivec &indices ) NOT_IMPLEMENTED_VOID; |
---|
[32] | 1222 | |
---|
[1064] | 1223 | //! Moves from \f$ t \f$ to \f$ t+1 \f$, i.e. perfroms the actions and reads response of the system. |
---|
| 1224 | virtual void step() = 0; |
---|
[896] | 1225 | |
---|
[1064] | 1226 | //! Register DS for logging into logger L |
---|
| 1227 | virtual void log_register ( logger &L, const string &prefix ); |
---|
| 1228 | //! Register DS for logging into logger L |
---|
| 1229 | virtual void log_write ( ) const; |
---|
| 1230 | //!access function |
---|
| 1231 | virtual const RV& _drv() const { |
---|
| 1232 | return Drv; |
---|
| 1233 | } |
---|
| 1234 | //!access function |
---|
| 1235 | const RV& _urv() const { |
---|
| 1236 | return Urv; |
---|
| 1237 | } |
---|
[907] | 1238 | |
---|
[1064] | 1239 | /*! Create object from the following structure |
---|
| 1240 | \code |
---|
| 1241 | drv = RV({"names",...},[..sizes..]); % decription of observed data using bdm::RV::from_setting |
---|
| 1242 | urv = RV({"names",...},[..sizes..]); % decription of input data using bdm::RV::from_setting |
---|
| 1243 | log_level = 'logdt,logut'; % when set, both the simulated data and the inputs are stored to the logger |
---|
| 1244 | % By default both are on. It makes sense to switch them off e.g. for MemDS where the data are already stored. |
---|
| 1245 | \endcode |
---|
| 1246 | */ |
---|
| 1247 | void from_setting ( const Setting &set ); |
---|
| 1248 | |
---|
| 1249 | void validate(); |
---|
[270] | 1250 | }; |
---|
[18] | 1251 | |
---|
[270] | 1252 | /*! \brief Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities. |
---|
[32] | 1253 | |
---|
[283] | 1254 | This object represents exact or approximate evaluation of the Bayes rule: |
---|
| 1255 | \f[ |
---|
[679] | 1256 | f(\theta_t | y_1,\ldots,y_t, u_1,\ldots,u_t) = \frac{f(y_t|\theta_t,\cdot) f(\theta_t|d_1,\ldots,d_{t-1})}{f(y_t|d_1,\ldots,d_{t-1})} |
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[283] | 1257 | \f] |
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[679] | 1258 | where: |
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[737] | 1259 | * \f$ y_t \f$ is the variable |
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[283] | 1260 | Access to the resulting posterior density is via function \c posterior(). |
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| 1261 | |
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| 1262 | As a "side-effect" it also evaluates log-likelihood of the data, which can be accessed via function _ll(). |
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| 1263 | It can also evaluate predictors of future values of \f$y_t\f$, see functions epredictor() and predictor(). |
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| 1264 | |
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[679] | 1265 | Alternatively, it can evaluate posterior density with rvc replaced by the given values, \f$ c_t \f$: |
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[283] | 1266 | \f[ |
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| 1267 | f(\theta_t | c_t, d_1,\ldots,d_t) \propto f(y_t,\theta_t|c_t,\cdot, d_1,\ldots,d_{t-1}) |
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| 1268 | \f] |
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| 1269 | |
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[270] | 1270 | */ |
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[32] | 1271 | |
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[600] | 1272 | class BM : public root { |
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[1064] | 1273 | //! \var log_level_enums logfull |
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| 1274 | //! log full description of posterior in descriptive structure |
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[850] | 1275 | |
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[1064] | 1276 | //! \var log_level_enums logevidence |
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| 1277 | //! log value of eveidence in each step |
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[870] | 1278 | |
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[1064] | 1279 | //! \var log_level_enums logbounds |
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| 1280 | //! log lower and upper bounds of estimates |
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[1077] | 1281 | |
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[1064] | 1282 | LOG_LEVEL(BM,logfull,logevidence,logbounds); |
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| 1283 | |
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[600] | 1284 | protected: |
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[1064] | 1285 | //! Random variable of the data (optional) |
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| 1286 | RV yrv; |
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| 1287 | //! size of the data record |
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| 1288 | int dimy; |
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| 1289 | //! Name of extension variable |
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| 1290 | RV rvc; |
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| 1291 | //! size of the conditioning vector |
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| 1292 | int dimc; |
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[737] | 1293 | |
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[1064] | 1294 | //!Logarithm of marginalized data likelihood. |
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| 1295 | double ll; |
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| 1296 | //! If true, the filter will compute likelihood of the data record and store it in \c ll . Set to false if you want to save computational time. |
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| 1297 | bool evalll; |
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[679] | 1298 | |
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[600] | 1299 | public: |
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[1064] | 1300 | //! \name Constructors |
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| 1301 | //! @{ |
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[271] | 1302 | |
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[1064] | 1303 | BM() : yrv(), dimy ( 0 ), rvc(), dimc ( 0 ), ll ( 0 ), evalll ( true ) { }; |
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[1066] | 1304 | // BM ( const BM &B ) : yrv ( B.yrv ), dimy(B.dimy), rvc ( B.rvc ),dimc(B.dimc), ll ( B.ll ), evalll ( B.evalll ) {} |
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[1064] | 1305 | //! \brief Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually! |
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| 1306 | //! Prototype: \code BM* _copy() const {return new BM(*this);} \endcode |
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| 1307 | virtual BM* _copy() const NOT_IMPLEMENTED(NULL); |
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| 1308 | //!@} |
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[18] | 1309 | |
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[1064] | 1310 | //! \name Mathematical operations |
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| 1311 | //!@{ |
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[271] | 1312 | |
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[1064] | 1313 | /*! \brief Incremental Bayes rule |
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| 1314 | @param yt vector of input data |
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| 1315 | */ |
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| 1316 | virtual void bayes ( const vec &yt, const vec &cond = empty_vec ) =0; |
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| 1317 | //! Batch Bayes rule (columns of Dt are observations) |
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| 1318 | virtual double bayes_batch ( const mat &Dt, const vec &cond = empty_vec ); |
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| 1319 | //! Batch Bayes rule (columns of Dt are observations, columns of Cond are conditions) |
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| 1320 | virtual double bayes_batch ( const mat &Dt, const mat &Cond ); |
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| 1321 | //! Evaluates predictive log-likelihood of the given data record |
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| 1322 | //! I.e. marginal likelihood of the data with the posterior integrated out. |
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[1165] | 1323 | //! Shortcut for bdm::BM::predictor().evallog(yt,cond) - sometimes easier to implement. |
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[1064] | 1324 | virtual double logpred ( const vec &yt, const vec &cond ) const NOT_IMPLEMENTED(0.0); |
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[1165] | 1325 | |
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| 1326 | //! Sample from predictor(cond). Implemented as sampling the joint density \f$ f(y_t, \theta_t) \f$ and discarding the sample of \f$ \theta_t \f$. |
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| 1327 | virtual vec samplepred(const vec &cond=empty_vec) const NOT_IMPLEMENTED(empty_vec); |
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[565] | 1328 | |
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[1064] | 1329 | //! Matrix version of logpred |
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| 1330 | vec logpred_mat ( const mat &Yt, const mat &Cond ) const { |
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| 1331 | vec tmp ( Yt.cols() ); |
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| 1332 | for ( int i = 0; i < Yt.cols(); i++ ) { |
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| 1333 | tmp ( i ) = logpred ( Yt.get_col ( i ), Cond.get_col(i) ); |
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| 1334 | } |
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| 1335 | return tmp; |
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| 1336 | } |
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[32] | 1337 | |
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[1064] | 1338 | //!Constructs a predictive density \f$ f(d_{t+1} |d_{t}, \ldots d_{0}) \f$ |
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| 1339 | virtual epdf* epredictor(const vec &cond=vec()) const NOT_IMPLEMENTED(NULL); |
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[766] | 1340 | |
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[1064] | 1341 | //!Constructs conditional density of 1-step ahead predictor \f$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) \f$ |
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| 1342 | virtual pdf* predictor() const NOT_IMPLEMENTED(NULL); |
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[766] | 1343 | |
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[1064] | 1344 | //!@} |
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[271] | 1345 | |
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[283] | 1346 | |
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[1064] | 1347 | //! \name Access to attributes |
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| 1348 | //!@{ |
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| 1349 | //! access function |
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| 1350 | const RV& _rvc() const { |
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| 1351 | return rvc; |
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| 1352 | } |
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| 1353 | //! access function |
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| 1354 | int dimensionc() const { |
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| 1355 | return dimc; |
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| 1356 | } |
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| 1357 | //! access function |
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| 1358 | int dimensiony() const { |
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| 1359 | return dimy; |
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| 1360 | } |
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| 1361 | //! access function |
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| 1362 | int dimension() const { |
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| 1363 | return posterior().dimension(); |
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| 1364 | } |
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| 1365 | //! access function |
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| 1366 | const RV& _rv() const { |
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| 1367 | return posterior()._rv(); |
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| 1368 | } |
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| 1369 | //! access function |
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| 1370 | const RV& _yrv() const { |
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| 1371 | return yrv; |
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| 1372 | } |
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| 1373 | //! access function |
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| 1374 | void set_yrv ( const RV &rv ) { |
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| 1375 | yrv = rv; |
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| 1376 | } |
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| 1377 | //! access function |
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| 1378 | void set_rvc ( const RV &rv ) { |
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| 1379 | rvc = rv; |
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| 1380 | } |
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| 1381 | //! access to rv of the posterior |
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| 1382 | void set_rv ( const RV &rv ) { |
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| 1383 | const_cast<epdf&> ( posterior() ).set_rv ( rv ); |
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| 1384 | } |
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| 1385 | //! access function |
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| 1386 | void set_dim ( int dim ) { |
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| 1387 | const_cast<epdf&> ( posterior() ).set_dim ( dim ); |
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| 1388 | } |
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| 1389 | //! return internal log-likelihood of the last data vector |
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| 1390 | double _ll() const { |
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| 1391 | return ll; |
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| 1392 | } |
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| 1393 | //! switch evaluation of log-likelihood on/off |
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| 1394 | void set_evalll ( bool evl0 ) { |
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| 1395 | evalll = evl0; |
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| 1396 | } |
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| 1397 | //! return posterior density |
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| 1398 | virtual const epdf& posterior() const = 0; |
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[28] | 1399 | |
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[1064] | 1400 | epdf& prior() { |
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| 1401 | return const_cast<epdf&>(posterior()); |
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| 1402 | } |
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| 1403 | //! set prior density -- same as posterior but writable |
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| 1404 | virtual void set_prior(const epdf *pdf0) NOT_IMPLEMENTED_VOID; |
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[200] | 1405 | |
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[1064] | 1406 | //!@} |
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[190] | 1407 | |
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[1064] | 1408 | //! \name Logging of results |
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| 1409 | //!@{ |
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[738] | 1410 | |
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[1064] | 1411 | //! Add all logged variables to a logger |
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| 1412 | //! Log levels two digits: xy where |
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| 1413 | //! * y = 0/1 log-likelihood is to be logged |
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| 1414 | //! * x = level of the posterior (typically 0/1/2 for nothing/mean/bounds) |
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| 1415 | virtual void log_register ( logger &L, const string &prefix = "" ); |
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| 1416 | |
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| 1417 | //! Save results to the given logger, details of what is stored is configured by \c LIDs and \c options |
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| 1418 | virtual void log_write ( ) const; |
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| 1419 | |
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| 1420 | //!@} |
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[1077] | 1421 | |
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| 1422 | /*! Create object from the following structure |
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[1064] | 1423 | \TODO check if not remove... rv... |
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[1077] | 1424 | |
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[1064] | 1425 | \code |
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[1077] | 1426 | class = 'BM'; |
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| 1427 | --- optional fields --- |
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| 1428 | log_level = "..."; % identifiers of levels of detail to store to loggers |
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| 1429 | yrv = RV({'names',...},[sizes,...],[times,...]); % names of modelled data |
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| 1430 | rvc = RV({'names',...},[sizes,...],[times,...]); % names of data in condition |
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| 1431 | rv = RV({'names',...},[sizes,...],[times,...]); % names of parameters |
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| 1432 | --- inherited fields --- |
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| 1433 | bdm::root::from_setting |
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[1064] | 1434 | \endcode |
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| 1435 | */ |
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| 1436 | void from_setting ( const Setting &set ) { |
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| 1437 | UI::get(yrv, set, "yrv", UI::optional ); |
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| 1438 | UI::get(rvc, set, "rvc", UI::optional ); |
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| 1439 | RV r; |
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| 1440 | UI::get(r, set, "rv", UI::optional ); |
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| 1441 | set_rv ( r ); |
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[573] | 1442 | |
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[1064] | 1443 | UI::get ( log_level, set, "log_level", UI::optional ); |
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| 1444 | } |
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[746] | 1445 | |
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[1064] | 1446 | void to_setting ( Setting &set ) const { |
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| 1447 | root::to_setting( set ); |
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| 1448 | UI::save( &yrv, set, "yrv" ); |
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| 1449 | UI::save( &rvc, set, "rvc" ); |
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| 1450 | UI::save( &posterior()._rv(), set, "rv" ); |
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| 1451 | UI::save( log_level, set ); |
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| 1452 | } |
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| 1453 | |
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| 1454 | //! process |
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| 1455 | void validate() |
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| 1456 | { |
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| 1457 | if ( log_level[logbounds] ) { |
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| 1458 | const_cast<epdf&> ( posterior() ).log_level[epdf::loglbound] = true; |
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| 1459 | } else { |
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| 1460 | const_cast<epdf&> ( posterior() ).log_level[epdf::logmean] = true;; |
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| 1461 | } |
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| 1462 | } |
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[768] | 1463 | }; |
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[746] | 1464 | |
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[660] | 1465 | //! array of pointers to epdf |
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[529] | 1466 | typedef Array<shared_ptr<epdf> > epdf_array; |
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[693] | 1467 | //! array of pointers to pdf |
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| 1468 | typedef Array<shared_ptr<pdf> > pdf_array; |
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[529] | 1469 | |
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[488] | 1470 | template<class EPDF> |
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[693] | 1471 | vec pdf_internal<EPDF>::samplecond ( const vec &cond ) { |
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[1064] | 1472 | condition ( cond ); |
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| 1473 | vec temp = iepdf.sample(); |
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| 1474 | return temp; |
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[488] | 1475 | } |
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[339] | 1476 | |
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[488] | 1477 | template<class EPDF> |
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[713] | 1478 | mat pdf_internal<EPDF>::samplecond_mat ( const vec &cond, int N ) { |
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[1064] | 1479 | condition ( cond ); |
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| 1480 | mat temp ( dimension(), N ); |
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| 1481 | vec smp ( dimension() ); |
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| 1482 | for ( int i = 0; i < N; i++ ) { |
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| 1483 | smp = iepdf.sample(); |
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| 1484 | temp.set_col ( i, smp ); |
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| 1485 | } |
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[488] | 1486 | |
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[1064] | 1487 | return temp; |
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[488] | 1488 | } |
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| 1489 | |
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| 1490 | template<class EPDF> |
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[693] | 1491 | double pdf_internal<EPDF>::evallogcond ( const vec &yt, const vec &cond ) { |
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[1064] | 1492 | double tmp; |
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| 1493 | condition ( cond ); |
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| 1494 | tmp = iepdf.evallog ( yt ); |
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| 1495 | return tmp; |
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[488] | 1496 | } |
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| 1497 | |
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| 1498 | template<class EPDF> |
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[713] | 1499 | vec pdf_internal<EPDF>::evallogcond_mat ( const mat &Yt, const vec &cond ) { |
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[1064] | 1500 | condition ( cond ); |
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| 1501 | return iepdf.evallog_mat ( Yt ); |
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[488] | 1502 | } |
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| 1503 | |
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| 1504 | template<class EPDF> |
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[713] | 1505 | vec pdf_internal<EPDF>::evallogcond_mat ( const Array<vec> &Yt, const vec &cond ) { |
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[1064] | 1506 | condition ( cond ); |
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| 1507 | return iepdf.evallog_mat ( Yt ); |
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[488] | 1508 | } |
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| 1509 | |
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[254] | 1510 | }; //namespace |
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[384] | 1511 | #endif // BDMBASE_H |
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