[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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[488] | 27 | namespace bdm |
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| 28 | { |
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[340] | 29 | |
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[270] | 30 | typedef std::map<string, int> RVmap; |
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[536] | 31 | //! Internal global variable storing sizes of RVs |
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[270] | 32 | extern ivec RV_SIZES; |
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[536] | 33 | //! Internal global variable storing names of RVs |
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[270] | 34 | extern Array<string> RV_NAMES; |
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| 35 | |
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[422] | 36 | //! Structure of RV, i.e. RVs expanded into a flat list of IDs, used for debugging. |
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[488] | 37 | class str |
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| 38 | { |
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| 39 | public: |
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| 40 | //! vector id ids (non-unique!) |
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| 41 | ivec ids; |
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| 42 | //! vector of times |
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| 43 | ivec times; |
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| 44 | //!Default constructor |
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| 45 | str (ivec ids0, ivec times0) : ids (ids0), times (times0) { |
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[565] | 46 | bdm_assert_debug (times0.length() == ids0.length(), "Incompatible input"); |
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[488] | 47 | }; |
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[270] | 48 | }; |
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[145] | 49 | |
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[270] | 50 | /*! |
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| 51 | * \brief Class representing variables, most often random variables |
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[5] | 52 | |
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[270] | 53 | 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] | 54 | |
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[270] | 55 | The class is implemented using global variables to assure uniqueness of description: |
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[2] | 56 | |
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[270] | 57 | In is a vector |
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| 58 | \dot |
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| 59 | digraph datalink { |
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| 60 | rankdir=LR; |
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| 61 | subgraph cluster0 { |
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| 62 | node [shape=record]; |
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| 63 | label = "RV_MAP \n std::map<string,int>"; |
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| 64 | map [label="{{\"a\"| \"b\" | \"c\"} | {<3> 3 |<1> 1|<2> 2}}"]; |
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| 65 | color = "white" |
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| 66 | } |
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| 67 | subgraph cluster1{ |
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| 68 | node [shape=record]; |
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| 69 | label = "RV_NAMES"; |
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| 70 | names [label="{<1> \"b\" | <2> \"c\" | <3>\"a\" }"]; |
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| 71 | color = "white" |
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| 72 | } |
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| 73 | subgraph cluster2{ |
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| 74 | node [shape=record]; |
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| 75 | label = "RV_SIZES"; |
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| 76 | labelloc = b; |
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| 77 | sizes [label="{<1>1 |<2> 4 |<3> 1}"]; |
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| 78 | color = "white" |
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| 79 | } |
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| 80 | map:1 -> names:1; |
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| 81 | map:1 -> sizes:1; |
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| 82 | map:3 -> names:3; |
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| 83 | map:3 -> sizes:3; |
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| 84 | } |
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| 85 | \enddot |
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| 86 | */ |
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[32] | 87 | |
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[488] | 88 | class RV : public root |
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| 89 | { |
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| 90 | protected: |
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| 91 | //! size of the data vector |
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| 92 | int dsize; |
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| 93 | //! number of individual rvs |
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| 94 | int len; |
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| 95 | //! Vector of unique IDs |
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| 96 | ivec ids; |
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| 97 | //! Vector of shifts from current time |
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| 98 | ivec times; |
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[5] | 99 | |
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[488] | 100 | private: |
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| 101 | //! auxiliary function used in constructor |
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| 102 | void init (const Array<std::string> &in_names, const ivec &in_sizes, const ivec &in_times); |
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| 103 | int init (const string &name, int size); |
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| 104 | public: |
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| 105 | //! \name Constructors |
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| 106 | //!@{ |
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[271] | 107 | |
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[488] | 108 | //! Full constructor |
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| 109 | RV (const Array<std::string> &in_names, const ivec &in_sizes, const ivec &in_times) { |
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| 110 | init (in_names, in_sizes, in_times); |
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| 111 | } |
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[422] | 112 | |
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[488] | 113 | //! Constructor with times=0 |
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| 114 | RV (const Array<std::string> &in_names, const ivec &in_sizes) { |
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| 115 | init (in_names, in_sizes, zeros_i (in_names.length())); |
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| 116 | } |
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[422] | 117 | |
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[488] | 118 | //! Constructor with sizes=1, times=0 |
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| 119 | RV (const Array<std::string> &in_names) { |
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| 120 | init (in_names, ones_i (in_names.length()), zeros_i (in_names.length())); |
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| 121 | } |
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[422] | 122 | |
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[488] | 123 | //! Constructor of empty RV |
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| 124 | RV() : dsize (0), len (0), ids (0), times (0) {} |
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[532] | 125 | |
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[488] | 126 | //! Constructor of a single RV with given id |
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| 127 | RV (string name, int sz, int tm = 0); |
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[532] | 128 | |
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| 129 | // compiler-generated copy constructor is used |
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[488] | 130 | //!@} |
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[271] | 131 | |
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[488] | 132 | //! \name Access functions |
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| 133 | //!@{ |
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[271] | 134 | |
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[488] | 135 | //! State output, e.g. for debugging. |
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| 136 | friend std::ostream &operator<< (std::ostream &os, const RV &rv); |
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[422] | 137 | |
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[488] | 138 | int _dsize() const { |
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| 139 | return dsize; |
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| 140 | } |
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[422] | 141 | |
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[488] | 142 | //! Recount size of the corresponding data vector |
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| 143 | int countsize() const; |
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| 144 | ivec cumsizes() const; |
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| 145 | int length() const { |
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| 146 | return len; |
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| 147 | } |
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| 148 | int id (int at) const { |
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| 149 | return ids (at); |
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| 150 | } |
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| 151 | int size (int at) const { |
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| 152 | return RV_SIZES (ids (at)); |
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| 153 | } |
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| 154 | int time (int at) const { |
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| 155 | return times (at); |
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| 156 | } |
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| 157 | std::string name (int at) const { |
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| 158 | return RV_NAMES (ids (at)); |
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| 159 | } |
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| 160 | void set_time (int at, int time0) { |
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| 161 | times (at) = time0; |
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| 162 | } |
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| 163 | //!@} |
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[271] | 164 | |
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[488] | 165 | //! \name Algebra on Random Variables |
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| 166 | //!@{ |
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[271] | 167 | |
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[488] | 168 | //! Find indices of self in another rv, \return ivec of the same size as self. |
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| 169 | ivec findself (const RV &rv2) const; |
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| 170 | //! Compare if \c rv2 is identical to this \c RV |
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| 171 | bool equal (const RV &rv2) const; |
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| 172 | //! 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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| 173 | bool add (const RV &rv2); |
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| 174 | //! Subtract another variable from the current one |
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| 175 | RV subt (const RV &rv2) const; |
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| 176 | //! Select only variables at indices ind |
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| 177 | RV subselect (const ivec &ind) const; |
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[422] | 178 | |
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[488] | 179 | //! Select only variables at indices ind |
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| 180 | RV operator() (const ivec &ind) const { |
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| 181 | return subselect (ind); |
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| 182 | } |
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[422] | 183 | |
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[488] | 184 | //! Select from data vector starting at di1 to di2 |
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| 185 | RV operator() (int di1, int di2) const; |
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[422] | 186 | |
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[488] | 187 | //! Shift \c time by delta. |
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| 188 | void t (int delta); |
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| 189 | //!@} |
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[271] | 190 | |
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[488] | 191 | //!\name Relation to vectors |
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| 192 | //!@{ |
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[271] | 193 | |
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[536] | 194 | //! generate \c str from rv, by expanding sizes |
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[488] | 195 | str tostr() const; |
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| 196 | //! 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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| 197 | //! Then, data can be copied via: data_of_this = cdata(ind); |
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| 198 | ivec dataind (const RV &crv) const; |
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| 199 | //! generate mutual indices when copying data between self and crv. |
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| 200 | //! Data are copied via: data_of_this(selfi) = data_of_rv2(rv2i) |
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| 201 | void dataind (const RV &rv2, ivec &selfi, ivec &rv2i) const; |
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| 202 | //! Minimum time-offset |
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| 203 | int mint() const { |
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| 204 | return min (times); |
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| 205 | } |
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| 206 | //!@} |
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[271] | 207 | |
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[488] | 208 | /*! \brief UI for class RV (description of data vectors) |
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[357] | 209 | |
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[488] | 210 | \code |
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| 211 | rv = { |
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[531] | 212 | class = "RV"; // class name |
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[488] | 213 | // UNIQUE IDENTIFIER same names = same variable |
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[531] | 214 | names = ( "a", "b", "c", ...); // which will be used e.g. in loggers |
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[357] | 215 | |
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[488] | 216 | //optional arguments |
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| 217 | sizes = [1, 2, 3, ...]; // (optional) default = ones() |
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| 218 | times = [-1, -2, 0, ...]; // time shifts with respect to current time (optional) default = zeros() |
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| 219 | } |
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| 220 | \endcode |
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| 221 | */ |
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| 222 | void from_setting (const Setting &set); |
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[357] | 223 | |
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[488] | 224 | // TODO dodelat void to_setting( Setting &set ) const; |
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| 225 | //! Invalidate all named RVs. Use before initializing any RV instances, with care... |
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| 226 | static void clear_all(); |
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[270] | 227 | }; |
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[488] | 228 | UIREGISTER (RV); |
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[529] | 229 | SHAREDPTR (RV); |
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[32] | 230 | |
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[145] | 231 | //! Concat two random variables |
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[488] | 232 | RV concat (const RV &rv1, const RV &rv2); |
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[2] | 233 | |
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[211] | 234 | //!Default empty RV that can be used as default argument |
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[270] | 235 | extern RV RV0; |
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[145] | 236 | |
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[85] | 237 | //! Class representing function \f$f(x)\f$ of variable \f$x\f$ represented by \c rv |
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[2] | 238 | |
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[488] | 239 | class fnc : public root |
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| 240 | { |
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| 241 | protected: |
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| 242 | //! Length of the output vector |
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| 243 | int dimy; |
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| 244 | public: |
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| 245 | //!default constructor |
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| 246 | fnc() {}; |
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| 247 | //! function evaluates numerical value of \f$f(x)\f$ at \f$x=\f$ \c cond |
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| 248 | virtual vec eval (const vec &cond) { |
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| 249 | return vec (0); |
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| 250 | }; |
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[27] | 251 | |
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[488] | 252 | //! function substitutes given value into an appropriate position |
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| 253 | virtual void condition (const vec &val) {}; |
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[28] | 254 | |
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[488] | 255 | //! access function |
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| 256 | int dimension() const { |
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| 257 | return dimy; |
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| 258 | } |
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[270] | 259 | }; |
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[2] | 260 | |
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[270] | 261 | class mpdf; |
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[7] | 262 | |
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[4] | 263 | //! Probability density function with numerical statistics, e.g. posterior density. |
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[32] | 264 | |
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[488] | 265 | class epdf : public root |
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| 266 | { |
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| 267 | protected: |
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| 268 | //! dimension of the random variable |
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| 269 | int dim; |
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| 270 | //! Description of the random variable |
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| 271 | RV rv; |
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[32] | 272 | |
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[488] | 273 | public: |
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| 274 | /*! \name Constructors |
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| 275 | Construction of each epdf should support two types of constructors: |
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| 276 | \li empty constructor, |
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| 277 | \li copy constructor, |
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[271] | 278 | |
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[488] | 279 | The following constructors should be supported for convenience: |
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| 280 | \li constructor followed by calling \c set_parameters() |
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| 281 | \li constructor accepting random variables calling \c set_rv() |
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[271] | 282 | |
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[488] | 283 | All internal data structures are constructed as empty. Their values (including sizes) will be set by method \c set_parameters(). This way references can be initialized in constructors. |
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| 284 | @{*/ |
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| 285 | epdf() : dim (0), rv() {}; |
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| 286 | epdf (const epdf &e) : dim (e.dim), rv (e.rv) {}; |
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| 287 | epdf (const RV &rv0) : dim (rv0._dsize()) { |
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| 288 | set_rv (rv0); |
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| 289 | }; |
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| 290 | void set_parameters (int dim0) { |
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| 291 | dim = dim0; |
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| 292 | } |
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| 293 | //!@} |
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[271] | 294 | |
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[488] | 295 | //! \name Matematical Operations |
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| 296 | //!@{ |
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[271] | 297 | |
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[488] | 298 | //! Returns a sample, \f$ x \f$ from density \f$ f_x()\f$ |
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| 299 | virtual vec sample() const { |
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[565] | 300 | bdm_error ("not implemented"); |
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| 301 | return vec(); |
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[502] | 302 | } |
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| 303 | |
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[488] | 304 | //! Returns N samples, \f$ [x_1 , x_2 , \ldots \ \f$ from density \f$ f_x(rv)\f$ |
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| 305 | virtual mat sample_m (int N) const; |
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[502] | 306 | |
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[488] | 307 | //! Compute log-probability of argument \c val |
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| 308 | //! In case the argument is out of suport return -Infinity |
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| 309 | virtual double evallog (const vec &val) const { |
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[565] | 310 | bdm_error ("not implemented"); |
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[488] | 311 | return 0.0; |
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[477] | 312 | } |
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[502] | 313 | |
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[488] | 314 | //! Compute log-probability of multiple values argument \c val |
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[502] | 315 | virtual vec evallog_m (const mat &Val) const; |
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| 316 | |
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| 317 | //! Compute log-probability of multiple values argument \c val |
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| 318 | virtual vec evallog_m (const Array<vec> &Avec) const; |
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| 319 | |
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[488] | 320 | //! Return conditional density on the given RV, the remaining rvs will be in conditioning |
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[504] | 321 | virtual shared_ptr<mpdf> condition (const RV &rv) const; |
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[271] | 322 | |
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[488] | 323 | //! Return marginal density on the given RV, the remainig rvs are intergrated out |
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[504] | 324 | virtual shared_ptr<epdf> marginal (const RV &rv) const; |
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[271] | 325 | |
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[488] | 326 | //! return expected value |
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| 327 | virtual vec mean() const { |
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[565] | 328 | bdm_error ("not implemneted"); |
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| 329 | return vec(); |
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| 330 | } |
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[271] | 331 | |
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[488] | 332 | //! return expected variance (not covariance!) |
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| 333 | virtual vec variance() const { |
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[565] | 334 | bdm_error ("not implemneted"); |
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| 335 | return vec(); |
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| 336 | } |
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| 337 | |
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[488] | 338 | //! Lower and upper bounds of \c percentage % quantile, returns mean-2*sigma as default |
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| 339 | virtual void qbounds (vec &lb, vec &ub, double percentage = 0.95) const { |
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| 340 | vec mea = mean(); |
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| 341 | vec std = sqrt (variance()); |
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| 342 | lb = mea - 2 * std; |
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| 343 | ub = mea + 2 * std; |
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| 344 | }; |
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| 345 | //!@} |
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[271] | 346 | |
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[488] | 347 | //! \name Connection to other classes |
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| 348 | //! Description of the random quantity via attribute \c rv is optional. |
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| 349 | //! For operations such as sampling \c rv does not need to be set. However, for \c marginalization |
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| 350 | //! and \c conditioning \c rv has to be set. NB: |
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| 351 | //! @{ |
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[271] | 352 | |
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[488] | 353 | //!Name its rv |
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| 354 | void set_rv (const RV &rv0) { |
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| 355 | rv = rv0; |
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[565] | 356 | } |
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| 357 | |
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[488] | 358 | //! True if rv is assigned |
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| 359 | bool isnamed() const { |
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| 360 | bool b = (dim == rv._dsize()); |
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| 361 | return b; |
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| 362 | } |
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[565] | 363 | |
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[488] | 364 | //! Return name (fails when isnamed is false) |
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| 365 | const RV& _rv() const { |
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[565] | 366 | bdm_assert_debug (isnamed(), ""); |
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[488] | 367 | return rv; |
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| 368 | } |
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| 369 | //!@} |
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[377] | 370 | |
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[488] | 371 | //! \name Access to attributes |
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| 372 | //! @{ |
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[377] | 373 | |
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[488] | 374 | //! Size of the random variable |
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| 375 | int dimension() const { |
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| 376 | return dim; |
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[477] | 377 | } |
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[488] | 378 | //! Load from structure with elements: |
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| 379 | //! \code |
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| 380 | //! { rv = {class="RV", names=(...),}; // RV describing meaning of random variable |
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| 381 | //! // elements of offsprings |
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| 382 | //! } |
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| 383 | //! \endcode |
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| 384 | //!@} |
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| 385 | void from_setting (const Setting &set) { |
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[527] | 386 | shared_ptr<RV> r = UI::build<RV> ( set, "rv", UI::optional ); |
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[488] | 387 | if (r) { |
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| 388 | set_rv (*r); |
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| 389 | } |
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| 390 | } |
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[377] | 391 | |
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[270] | 392 | }; |
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[529] | 393 | SHAREDPTR(epdf); |
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[32] | 394 | |
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[536] | 395 | //! 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. |
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[488] | 396 | class mpdf : public root |
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| 397 | { |
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| 398 | protected: |
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| 399 | //!dimension of the condition |
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| 400 | int dimc; |
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| 401 | //! random variable in condition |
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| 402 | RV rvc; |
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| 403 | private: |
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| 404 | //! internal epdf, used only as cache to avoid virtual calls of \c _rv() and \c _dimension() |
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| 405 | epdf* ep; |
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[461] | 406 | |
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[488] | 407 | protected: |
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[536] | 408 | //! set internal pointer \c ep to point to given \c iepdf |
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[488] | 409 | void set_ep (epdf &iepdf) { |
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| 410 | ep = &iepdf; |
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| 411 | } |
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[536] | 412 | //! set internal pointer \c ep to point to given \c iepdf |
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[489] | 413 | void set_ep (epdf *iepdfp) { |
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| 414 | ep = iepdfp; |
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| 415 | } |
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[271] | 416 | |
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[488] | 417 | public: |
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| 418 | //! \name Constructors |
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| 419 | //! @{ |
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[2] | 420 | |
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[488] | 421 | mpdf() : dimc (0), rvc(), ep (NULL) { } |
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[271] | 422 | |
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[488] | 423 | mpdf (const mpdf &m) : dimc (m.dimc), rvc (m.rvc), ep (m.ep) { } |
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| 424 | //!@} |
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[102] | 425 | |
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[488] | 426 | //! \name Matematical operations |
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| 427 | //!@{ |
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[461] | 428 | |
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[488] | 429 | //! 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 |
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[565] | 430 | virtual vec samplecond (const vec &cond) { |
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| 431 | bdm_error ("Not implemented"); |
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| 432 | return vec(); |
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| 433 | } |
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[461] | 434 | |
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[488] | 435 | //! 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 |
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[532] | 436 | virtual mat samplecond_m (const vec &cond, int N); |
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[461] | 437 | |
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[488] | 438 | //! Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently. |
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[565] | 439 | virtual double evallogcond (const vec &dt, const vec &cond) { |
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| 440 | bdm_error ("Not implemented"); |
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| 441 | return 0.0; |
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| 442 | } |
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[201] | 443 | |
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[488] | 444 | //! Matrix version of evallogcond |
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[489] | 445 | virtual vec evallogcond_m (const mat &Dt, const vec &cond) { |
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| 446 | vec v(Dt.cols()); |
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| 447 | for(int i=0;i<Dt.cols();i++){v(i)= evallogcond(Dt.get_col(i),cond);} |
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| 448 | return v; |
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| 449 | } |
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[271] | 450 | |
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[488] | 451 | //! Array<vec> version of evallogcond |
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[565] | 452 | virtual vec evallogcond_m (const Array<vec> &Dt, const vec &cond) { |
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| 453 | bdm_error ("Not implemented"); |
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| 454 | return vec(); |
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| 455 | } |
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[271] | 456 | |
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[488] | 457 | //! \name Access to attributes |
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| 458 | //! @{ |
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[461] | 459 | |
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[507] | 460 | RV _rv() const { |
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[488] | 461 | return ep->_rv(); |
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| 462 | } |
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| 463 | RV _rvc() { |
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| 464 | return rvc; |
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| 465 | } |
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[527] | 466 | |
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| 467 | int dimension() const { |
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[488] | 468 | return ep->dimension(); |
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| 469 | } |
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| 470 | int dimensionc() { |
---|
| 471 | return dimc; |
---|
| 472 | } |
---|
[461] | 473 | |
---|
[488] | 474 | //! Load from structure with elements: |
---|
| 475 | //! \code |
---|
| 476 | //! { class = "mpdf_offspring", |
---|
| 477 | //! rv = {class="RV", names=(...),}; // RV describing meaning of random variable |
---|
| 478 | //! rvc= {class="RV", names=(...),}; // RV describing meaning of random variable in condition |
---|
| 479 | //! // elements of offsprings |
---|
| 480 | //! } |
---|
| 481 | //! \endcode |
---|
| 482 | //!@} |
---|
| 483 | void from_setting (const Setting &set); |
---|
| 484 | //!@} |
---|
| 485 | |
---|
| 486 | //! \name Connection to other objects |
---|
| 487 | //!@{ |
---|
| 488 | void set_rvc (const RV &rvc0) { |
---|
| 489 | rvc = rvc0; |
---|
| 490 | } |
---|
| 491 | void set_rv (const RV &rv0) { |
---|
| 492 | ep->set_rv (rv0); |
---|
| 493 | } |
---|
| 494 | bool isnamed() { |
---|
| 495 | return (ep->isnamed()) && (dimc == rvc._dsize()); |
---|
| 496 | } |
---|
| 497 | //!@} |
---|
[270] | 498 | }; |
---|
[529] | 499 | SHAREDPTR(mpdf); |
---|
[32] | 500 | |
---|
[536] | 501 | //! Mpdf with internal epdf that is modified by function \c condition |
---|
[487] | 502 | template <class EPDF> |
---|
[488] | 503 | class mpdf_internal: public mpdf |
---|
| 504 | { |
---|
[487] | 505 | protected : |
---|
[536] | 506 | //! Internal epdf used for sampling |
---|
[487] | 507 | EPDF iepdf; |
---|
| 508 | public: |
---|
| 509 | //! constructor |
---|
[488] | 510 | mpdf_internal() : mpdf(), iepdf() {set_ep (iepdf);} |
---|
[565] | 511 | |
---|
[487] | 512 | //! Update \c iepdf so that it represents this mpdf conditioned on \c rvc = cond |
---|
| 513 | //! This function provides convenient reimplementation in offsprings |
---|
[488] | 514 | virtual void condition (const vec &cond) { |
---|
[565] | 515 | bdm_error ("Not implemented"); |
---|
| 516 | } |
---|
| 517 | |
---|
[487] | 518 | //!access function to iepdf |
---|
[488] | 519 | EPDF& e() {return iepdf;} |
---|
| 520 | |
---|
[487] | 521 | //! Reimplements samplecond using \c condition() |
---|
[488] | 522 | vec samplecond (const vec &cond); |
---|
[487] | 523 | //! Reimplements evallogcond using \c condition() |
---|
[488] | 524 | double evallogcond (const vec &val, const vec &cond); |
---|
| 525 | //! Efficient version of evallogcond for matrices |
---|
| 526 | virtual vec evallogcond_m (const mat &Dt, const vec &cond); |
---|
[487] | 527 | //! Efficient version of evallogcond for Array<vec> |
---|
[488] | 528 | virtual vec evallogcond_m (const Array<vec> &Dt, const vec &cond); |
---|
| 529 | //! Efficient version of samplecond |
---|
| 530 | virtual mat samplecond_m (const vec &cond, int N); |
---|
[487] | 531 | }; |
---|
| 532 | |
---|
[270] | 533 | /*! \brief DataLink is a connection between two data vectors Up and Down |
---|
[2] | 534 | |
---|
[270] | 535 | Up can be longer than Down. Down must be fully present in Up (TODO optional) |
---|
| 536 | See chart: |
---|
| 537 | \dot |
---|
| 538 | digraph datalink { |
---|
[377] | 539 | node [shape=record]; |
---|
| 540 | subgraph cluster0 { |
---|
| 541 | label = "Up"; |
---|
| 542 | up [label="<1>|<2>|<3>|<4>|<5>"]; |
---|
| 543 | color = "white" |
---|
[270] | 544 | } |
---|
[377] | 545 | subgraph cluster1{ |
---|
| 546 | label = "Down"; |
---|
| 547 | labelloc = b; |
---|
| 548 | down [label="<1>|<2>|<3>"]; |
---|
| 549 | color = "white" |
---|
[270] | 550 | } |
---|
| 551 | up:1 -> down:1; |
---|
| 552 | up:3 -> down:2; |
---|
| 553 | up:5 -> down:3; |
---|
| 554 | } |
---|
| 555 | \enddot |
---|
[263] | 556 | |
---|
[270] | 557 | */ |
---|
[488] | 558 | class datalink |
---|
| 559 | { |
---|
| 560 | protected: |
---|
| 561 | //! Remember how long val should be |
---|
| 562 | int downsize; |
---|
[424] | 563 | |
---|
[488] | 564 | //! Remember how long val of "Up" should be |
---|
| 565 | int upsize; |
---|
[424] | 566 | |
---|
[488] | 567 | //! val-to-val link, indices of the upper val |
---|
| 568 | ivec v2v_up; |
---|
[424] | 569 | |
---|
[488] | 570 | public: |
---|
| 571 | //! Constructor |
---|
| 572 | datalink() : downsize (0), upsize (0) { } |
---|
[545] | 573 | |
---|
| 574 | //! Convenience constructor |
---|
[488] | 575 | datalink (const RV &rv, const RV &rv_up) { |
---|
| 576 | set_connection (rv, rv_up); |
---|
| 577 | } |
---|
[424] | 578 | |
---|
[488] | 579 | //! set connection, rv must be fully present in rv_up |
---|
[545] | 580 | void set_connection (const RV &rv, const RV &rv_up); |
---|
[271] | 581 | |
---|
[488] | 582 | //! set connection using indices |
---|
[545] | 583 | void set_connection (int ds, int us, const ivec &upind); |
---|
[286] | 584 | |
---|
[488] | 585 | //! Get val for myself from val of "Up" |
---|
| 586 | vec pushdown (const vec &val_up) { |
---|
[565] | 587 | bdm_assert_debug (upsize == val_up.length(), "Wrong val_up"); |
---|
[488] | 588 | return get_vec (val_up, v2v_up); |
---|
| 589 | } |
---|
[424] | 590 | |
---|
[488] | 591 | //! Fill val of "Up" by my pieces |
---|
| 592 | void pushup (vec &val_up, const vec &val) { |
---|
[565] | 593 | bdm_assert_debug (downsize == val.length(), "Wrong val"); |
---|
| 594 | bdm_assert_debug (upsize == val_up.length(), "Wrong val_up"); |
---|
[488] | 595 | set_subvector (val_up, v2v_up, val); |
---|
| 596 | } |
---|
[270] | 597 | }; |
---|
[115] | 598 | |
---|
[424] | 599 | //! Data link with a condition. |
---|
[488] | 600 | class datalink_m2e: public datalink |
---|
| 601 | { |
---|
| 602 | protected: |
---|
| 603 | //! Remember how long cond should be |
---|
| 604 | int condsize; |
---|
[424] | 605 | |
---|
[488] | 606 | //!upper_val-to-local_cond link, indices of the upper val |
---|
| 607 | ivec v2c_up; |
---|
[424] | 608 | |
---|
[488] | 609 | //!upper_val-to-local_cond link, indices of the local cond |
---|
| 610 | ivec v2c_lo; |
---|
[192] | 611 | |
---|
[488] | 612 | public: |
---|
| 613 | //! Constructor |
---|
| 614 | datalink_m2e() : condsize (0) { } |
---|
[545] | 615 | |
---|
[536] | 616 | //! Set connection between vectors |
---|
[545] | 617 | void set_connection (const RV &rv, const RV &rvc, const RV &rv_up); |
---|
[424] | 618 | |
---|
[488] | 619 | //!Construct condition |
---|
[545] | 620 | vec get_cond (const vec &val_up); |
---|
| 621 | |
---|
[536] | 622 | //! Copy corresponding values to Up.condition |
---|
[545] | 623 | void pushup_cond (vec &val_up, const vec &val, const vec &cond); |
---|
[270] | 624 | }; |
---|
[424] | 625 | |
---|
[192] | 626 | //!DataLink is a connection between mpdf and its superordinate (Up) |
---|
| 627 | //! This class links |
---|
[488] | 628 | class datalink_m2m: public datalink_m2e |
---|
| 629 | { |
---|
| 630 | protected: |
---|
| 631 | //!cond-to-cond link, indices of the upper cond |
---|
| 632 | ivec c2c_up; |
---|
| 633 | //!cond-to-cond link, indices of the local cond |
---|
| 634 | ivec c2c_lo; |
---|
[424] | 635 | |
---|
[488] | 636 | public: |
---|
| 637 | //! Constructor |
---|
| 638 | datalink_m2m() {}; |
---|
[536] | 639 | //! Set connection between the vectors |
---|
[488] | 640 | void set_connection (const RV &rv, const RV &rvc, const RV &rv_up, const RV &rvc_up) { |
---|
| 641 | datalink_m2e::set_connection (rv, rvc, rv_up); |
---|
| 642 | //establish c2c connection |
---|
| 643 | rvc.dataind (rvc_up, c2c_lo, c2c_up); |
---|
[565] | 644 | bdm_assert_debug (c2c_lo.length() + v2c_lo.length() == condsize, "cond is not fully given"); |
---|
[488] | 645 | } |
---|
[424] | 646 | |
---|
[488] | 647 | //! Get cond for myself from val and cond of "Up" |
---|
| 648 | vec get_cond (const vec &val_up, const vec &cond_up) { |
---|
| 649 | vec tmp (condsize); |
---|
| 650 | set_subvector (tmp, v2c_lo, val_up (v2c_up)); |
---|
| 651 | set_subvector (tmp, c2c_lo, cond_up (c2c_up)); |
---|
| 652 | return tmp; |
---|
| 653 | } |
---|
| 654 | //! Fill |
---|
[190] | 655 | |
---|
[270] | 656 | }; |
---|
[190] | 657 | |
---|
[270] | 658 | /*! |
---|
| 659 | @brief Class for storing results (and semi-results) of an experiment |
---|
[267] | 660 | |
---|
[270] | 661 | 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. |
---|
| 662 | */ |
---|
[488] | 663 | class logger : public root |
---|
| 664 | { |
---|
| 665 | protected: |
---|
| 666 | //! RVs of all logged variables. |
---|
| 667 | Array<RV> entries; |
---|
| 668 | //! Names of logged quantities, e.g. names of algorithm variants |
---|
| 669 | Array<string> names; |
---|
| 670 | public: |
---|
| 671 | //!Default constructor |
---|
| 672 | logger() : entries (0), names (0) {} |
---|
[267] | 673 | |
---|
[488] | 674 | //! returns an identifier which will be later needed for calling the \c logit() function |
---|
| 675 | //! For empty RV it returns -1, this entry will be ignored by \c logit(). |
---|
| 676 | virtual int add (const RV &rv, string prefix = "") { |
---|
| 677 | int id; |
---|
| 678 | if (rv._dsize() > 0) { |
---|
| 679 | id = entries.length(); |
---|
| 680 | names = concat (names, prefix); // diff |
---|
| 681 | entries.set_length (id + 1, true); |
---|
| 682 | entries (id) = rv; |
---|
| 683 | } else { |
---|
| 684 | id = -1; |
---|
| 685 | } |
---|
| 686 | return id; // identifier of the last entry |
---|
[477] | 687 | } |
---|
[267] | 688 | |
---|
[488] | 689 | //! log this vector |
---|
| 690 | virtual void logit (int id, const vec &v) = 0; |
---|
| 691 | //! log this double |
---|
| 692 | virtual void logit (int id, const double &d) = 0; |
---|
[267] | 693 | |
---|
[488] | 694 | //! Shifts storage position for another time step. |
---|
| 695 | virtual void step() = 0; |
---|
[267] | 696 | |
---|
[488] | 697 | //! Finalize storing information |
---|
| 698 | virtual void finalize() {}; |
---|
[267] | 699 | |
---|
[488] | 700 | //! Initialize the storage |
---|
| 701 | virtual void init() {}; |
---|
[267] | 702 | |
---|
[270] | 703 | }; |
---|
[267] | 704 | |
---|
[270] | 705 | /*! \brief Unconditional mpdf, allows using epdf in the role of mpdf. |
---|
[190] | 706 | |
---|
[270] | 707 | */ |
---|
[488] | 708 | class mepdf : public mpdf |
---|
| 709 | { |
---|
[536] | 710 | //! Internal shared pointer to epdf |
---|
[489] | 711 | shared_ptr<epdf> iepdf; |
---|
[488] | 712 | public: |
---|
| 713 | //!Default constructor |
---|
| 714 | mepdf() { } |
---|
[536] | 715 | //! Set internal shared pointer |
---|
[488] | 716 | mepdf (shared_ptr<epdf> em) { |
---|
[489] | 717 | iepdf = em; |
---|
| 718 | set_ep (*iepdf.get()); |
---|
[488] | 719 | dimc = 0; |
---|
| 720 | } |
---|
[461] | 721 | |
---|
[488] | 722 | //! empty |
---|
[489] | 723 | vec samplecond(const vec &cond){return iepdf->sample();} |
---|
| 724 | double evallogcond(const vec &val, const vec &cond){return iepdf->evallog(val);} |
---|
[461] | 725 | |
---|
[488] | 726 | //! Load from structure with elements: |
---|
| 727 | //! \code |
---|
| 728 | //! { class = "mepdf", |
---|
| 729 | //! epdf = {class="epdf_offspring",...} |
---|
| 730 | //! } |
---|
| 731 | //! \endcode |
---|
| 732 | //!@} |
---|
| 733 | void from_setting (const Setting &set); |
---|
[270] | 734 | }; |
---|
[488] | 735 | UIREGISTER (mepdf); |
---|
[529] | 736 | SHAREDPTR (mepdf); |
---|
[115] | 737 | |
---|
[507] | 738 | //! \brief Combines RVs from a list of mpdfs to a single one. |
---|
| 739 | RV get_composite_rv ( const Array<shared_ptr<mpdf> > &mpdfs, bool checkoverlap = false ); |
---|
[175] | 740 | |
---|
[270] | 741 | /*! \brief Abstract class for discrete-time sources of data. |
---|
[12] | 742 | |
---|
[270] | 743 | The class abstracts operations of: (i) data aquisition, (ii) data-preprocessing, (iii) scaling of data, and (iv) data resampling from the task of estimation and control. |
---|
| 744 | 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] | 745 | |
---|
[270] | 746 | */ |
---|
[32] | 747 | |
---|
[488] | 748 | class DS : public root |
---|
| 749 | { |
---|
| 750 | protected: |
---|
| 751 | int dtsize; |
---|
| 752 | int utsize; |
---|
| 753 | //!Description of data returned by \c getdata(). |
---|
| 754 | RV Drv; |
---|
| 755 | //!Description of data witten by by \c write(). |
---|
| 756 | RV Urv; // |
---|
| 757 | //! Remember its own index in Logger L |
---|
| 758 | int L_dt, L_ut; |
---|
| 759 | public: |
---|
| 760 | //! default constructors |
---|
| 761 | DS() : Drv(), Urv() {}; |
---|
[565] | 762 | |
---|
[488] | 763 | //! Returns full vector of observed data=[output, input] |
---|
| 764 | virtual void getdata (vec &dt) { |
---|
[565] | 765 | bdm_error ("abstract class"); |
---|
| 766 | } |
---|
| 767 | |
---|
[488] | 768 | //! Returns data records at indeces. |
---|
| 769 | virtual void getdata (vec &dt, const ivec &indeces) { |
---|
[565] | 770 | bdm_error ("abstract class"); |
---|
| 771 | } |
---|
| 772 | |
---|
[488] | 773 | //! Accepts action variable and schedule it for application. |
---|
| 774 | virtual void write (vec &ut) { |
---|
[565] | 775 | bdm_error ("abstract class"); |
---|
| 776 | } |
---|
| 777 | |
---|
[488] | 778 | //! Accepts action variables at specific indeces |
---|
| 779 | virtual void write (vec &ut, const ivec &indeces) { |
---|
[565] | 780 | bdm_error ("abstract class"); |
---|
| 781 | } |
---|
[32] | 782 | |
---|
[488] | 783 | //! Moves from \f$ t \f$ to \f$ t+1 \f$, i.e. perfroms the actions and reads response of the system. |
---|
| 784 | virtual void step() = 0; |
---|
[32] | 785 | |
---|
[488] | 786 | //! Register DS for logging into logger L |
---|
| 787 | virtual void log_add (logger &L) { |
---|
[565] | 788 | bdm_assert_debug (dtsize == Drv._dsize(), "invalid DS: dtsize different from Drv"); |
---|
| 789 | bdm_assert_debug (utsize == Urv._dsize(), "invalid DS: utsize different from Urv"); |
---|
[32] | 790 | |
---|
[488] | 791 | L_dt = L.add (Drv, ""); |
---|
| 792 | L_ut = L.add (Urv, ""); |
---|
| 793 | } |
---|
| 794 | //! Register DS for logging into logger L |
---|
| 795 | virtual void logit (logger &L) { |
---|
| 796 | vec tmp (Drv._dsize() + Urv._dsize()); |
---|
| 797 | getdata (tmp); |
---|
| 798 | // d is first in getdata |
---|
| 799 | L.logit (L_dt, tmp.left (Drv._dsize())); |
---|
| 800 | // u follows after d in getdata |
---|
| 801 | L.logit (L_ut, tmp.mid (Drv._dsize(), Urv._dsize())); |
---|
| 802 | } |
---|
| 803 | //!access function |
---|
| 804 | virtual RV _drv() const { |
---|
| 805 | return concat (Drv, Urv); |
---|
| 806 | } |
---|
| 807 | //!access function |
---|
| 808 | const RV& _urv() const { |
---|
| 809 | return Urv; |
---|
| 810 | } |
---|
| 811 | //! set random rvariables |
---|
| 812 | virtual void set_drv (const RV &drv, const RV &urv) { |
---|
| 813 | Drv = drv; |
---|
| 814 | Urv = urv; |
---|
| 815 | } |
---|
[270] | 816 | }; |
---|
[18] | 817 | |
---|
[270] | 818 | /*! \brief Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities. |
---|
[32] | 819 | |
---|
[283] | 820 | This object represents exact or approximate evaluation of the Bayes rule: |
---|
| 821 | \f[ |
---|
| 822 | f(\theta_t | d_1,\ldots,d_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})} |
---|
| 823 | \f] |
---|
| 824 | |
---|
| 825 | Access to the resulting posterior density is via function \c posterior(). |
---|
| 826 | |
---|
| 827 | As a "side-effect" it also evaluates log-likelihood of the data, which can be accessed via function _ll(). |
---|
| 828 | It can also evaluate predictors of future values of \f$y_t\f$, see functions epredictor() and predictor(). |
---|
| 829 | |
---|
| 830 | Alternatively, it can evaluate posterior density conditioned by a known constant, \f$ c_t \f$: |
---|
| 831 | \f[ |
---|
| 832 | f(\theta_t | c_t, d_1,\ldots,d_t) \propto f(y_t,\theta_t|c_t,\cdot, d_1,\ldots,d_{t-1}) |
---|
| 833 | \f] |
---|
| 834 | |
---|
| 835 | The value of \f$ c_t \f$ is set by function condition(). |
---|
| 836 | |
---|
[270] | 837 | */ |
---|
[32] | 838 | |
---|
[488] | 839 | class BM : public root |
---|
| 840 | { |
---|
| 841 | protected: |
---|
| 842 | //! Random variable of the data (optional) |
---|
| 843 | RV drv; |
---|
| 844 | //!Logarithm of marginalized data likelihood. |
---|
| 845 | double ll; |
---|
| 846 | //! 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. |
---|
| 847 | bool evalll; |
---|
| 848 | public: |
---|
| 849 | //! \name Constructors |
---|
| 850 | //! @{ |
---|
[271] | 851 | |
---|
[488] | 852 | BM() : ll (0), evalll (true), LIDs (4), LFlags (4) { |
---|
| 853 | LIDs = -1;/*empty IDs*/ |
---|
| 854 | LFlags = 0; |
---|
| 855 | LFlags (0) = 1; /*log only mean*/ |
---|
| 856 | }; |
---|
| 857 | BM (const BM &B) : drv (B.drv), ll (B.ll), evalll (B.evalll) {} |
---|
| 858 | //! Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually! |
---|
| 859 | //! Prototype: \code BM* _copy_() const {return new BM(*this);} \endcode |
---|
| 860 | virtual BM* _copy_() const { |
---|
| 861 | return NULL; |
---|
| 862 | }; |
---|
| 863 | //!@} |
---|
[18] | 864 | |
---|
[488] | 865 | //! \name Mathematical operations |
---|
| 866 | //!@{ |
---|
[271] | 867 | |
---|
[488] | 868 | /*! \brief Incremental Bayes rule |
---|
| 869 | @param dt vector of input data |
---|
| 870 | */ |
---|
| 871 | virtual void bayes (const vec &dt) = 0; |
---|
| 872 | //! Batch Bayes rule (columns of Dt are observations) |
---|
| 873 | virtual void bayesB (const mat &Dt); |
---|
| 874 | //! Evaluates predictive log-likelihood of the given data record |
---|
| 875 | //! I.e. marginal likelihood of the data with the posterior integrated out. |
---|
| 876 | virtual double logpred (const vec &dt) const { |
---|
[565] | 877 | bdm_error ("Not implemented"); |
---|
[488] | 878 | return 0.0; |
---|
[477] | 879 | } |
---|
[565] | 880 | |
---|
[488] | 881 | //! Matrix version of logpred |
---|
| 882 | vec logpred_m (const mat &dt) const { |
---|
| 883 | vec tmp (dt.cols()); |
---|
| 884 | for (int i = 0; i < dt.cols(); i++) { |
---|
| 885 | tmp (i) = logpred (dt.get_col (i)); |
---|
| 886 | } |
---|
| 887 | return tmp; |
---|
| 888 | } |
---|
[32] | 889 | |
---|
[488] | 890 | //!Constructs a predictive density \f$ f(d_{t+1} |d_{t}, \ldots d_{0}) \f$ |
---|
| 891 | virtual epdf* epredictor() const { |
---|
[565] | 892 | bdm_error ("Not implemented"); |
---|
[488] | 893 | return NULL; |
---|
| 894 | }; |
---|
[536] | 895 | //!Constructs conditional density of 1-step ahead predictor \f$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) \f$ |
---|
[488] | 896 | virtual mpdf* predictor() const { |
---|
[565] | 897 | bdm_error ("Not implemented"); |
---|
[488] | 898 | return NULL; |
---|
| 899 | }; |
---|
| 900 | //!@} |
---|
[271] | 901 | |
---|
[488] | 902 | //! \name Extension to conditional BM |
---|
| 903 | //! This extension is useful e.g. in Marginalized Particle Filter (\ref bdm::MPF). |
---|
| 904 | //! Alternatively, it can be used for automated connection to DS when the condition is observed |
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| 905 | //!@{ |
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[283] | 906 | |
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[488] | 907 | //! Name of extension variable |
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| 908 | RV rvc; |
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| 909 | //! access function |
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| 910 | const RV& _rvc() const { |
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| 911 | return rvc; |
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| 912 | } |
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[283] | 913 | |
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[488] | 914 | //! Substitute \c val for \c rvc. |
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| 915 | virtual void condition (const vec &val) { |
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[565] | 916 | bdm_error ("Not implemented!"); |
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| 917 | } |
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[283] | 918 | |
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[488] | 919 | //!@} |
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[283] | 920 | |
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| 921 | |
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[488] | 922 | //! \name Access to attributes |
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| 923 | //!@{ |
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[271] | 924 | |
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[488] | 925 | const RV& _drv() const { |
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| 926 | return drv; |
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| 927 | } |
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| 928 | void set_drv (const RV &rv) { |
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| 929 | drv = rv; |
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| 930 | } |
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| 931 | void set_rv (const RV &rv) { |
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| 932 | const_cast<epdf&> (posterior()).set_rv (rv); |
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| 933 | } |
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| 934 | double _ll() const { |
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| 935 | return ll; |
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| 936 | } |
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| 937 | void set_evalll (bool evl0) { |
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| 938 | evalll = evl0; |
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| 939 | } |
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| 940 | virtual const epdf& posterior() const = 0; |
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| 941 | //!@} |
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[28] | 942 | |
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[488] | 943 | //! \name Logging of results |
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| 944 | //!@{ |
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[200] | 945 | |
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[488] | 946 | //! Set boolean options from a string, recognized are: "logbounds,logll" |
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| 947 | virtual void set_options (const string &opt) { |
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| 948 | LFlags (0) = 1; |
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| 949 | if (opt.find ("logbounds") != string::npos) { |
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| 950 | LFlags (1) = 1; |
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| 951 | LFlags (2) = 1; |
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| 952 | } |
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| 953 | if (opt.find ("logll") != string::npos) { |
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| 954 | LFlags (3) = 1; |
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| 955 | } |
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[477] | 956 | } |
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[488] | 957 | //! IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll] |
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| 958 | ivec LIDs; |
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[190] | 959 | |
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[488] | 960 | //! Flags for logging - same size as LIDs, each entry correspond to the same in LIDs |
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| 961 | ivec LFlags; |
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| 962 | //! Add all logged variables to a logger |
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| 963 | virtual void log_add (logger &L, const string &name = "") { |
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| 964 | // internal |
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| 965 | RV r; |
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| 966 | if (posterior().isnamed()) { |
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| 967 | r = posterior()._rv(); |
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| 968 | } else { |
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| 969 | r = RV ("est", posterior().dimension()); |
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| 970 | }; |
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[190] | 971 | |
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[488] | 972 | // Add mean value |
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| 973 | if (LFlags (0)) LIDs (0) = L.add (r, name + "mean_"); |
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| 974 | if (LFlags (1)) LIDs (1) = L.add (r, name + "lb_"); |
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| 975 | if (LFlags (2)) LIDs (2) = L.add (r, name + "ub_"); |
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| 976 | if (LFlags (3)) LIDs (3) = L.add (RV ("ll", 1), name); //TODO: "local" RV |
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[477] | 977 | } |
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[488] | 978 | virtual void logit (logger &L) { |
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| 979 | L.logit (LIDs (0), posterior().mean()); |
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| 980 | if (LFlags (1) || LFlags (2)) { //if one of them is off, its LID==-1 and will not be stored |
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| 981 | vec ub, lb; |
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| 982 | posterior().qbounds (lb, ub); |
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| 983 | L.logit (LIDs (1), lb); |
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| 984 | L.logit (LIDs (2), ub); |
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| 985 | } |
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| 986 | if (LFlags (3)) L.logit (LIDs (3), ll); |
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| 987 | } |
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| 988 | //!@} |
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[573] | 989 | void from_setting (const Setting &set){ |
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| 990 | shared_ptr<RV> r = UI::build<RV> ( set, "drv", UI::optional ); |
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| 991 | if (r) { |
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| 992 | set_drv (*r); |
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| 993 | } |
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| 994 | } |
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| 995 | |
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[270] | 996 | }; |
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[32] | 997 | |
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[529] | 998 | typedef Array<shared_ptr<epdf> > epdf_array; |
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| 999 | |
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| 1000 | typedef Array<shared_ptr<mpdf> > mpdf_array; |
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| 1001 | |
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[488] | 1002 | template<class EPDF> |
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| 1003 | vec mpdf_internal<EPDF>::samplecond (const vec &cond) |
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| 1004 | { |
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| 1005 | condition (cond); |
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| 1006 | vec temp = iepdf.sample(); |
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| 1007 | return temp; |
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| 1008 | } |
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[339] | 1009 | |
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[488] | 1010 | template<class EPDF> |
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| 1011 | mat mpdf_internal<EPDF>::samplecond_m (const vec &cond, int N) |
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| 1012 | { |
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| 1013 | condition (cond); |
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| 1014 | mat temp (dimension(), N); |
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| 1015 | vec smp (dimension()); |
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| 1016 | for (int i = 0; i < N; i++) { |
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| 1017 | smp = iepdf.sample(); |
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| 1018 | temp.set_col (i, smp); |
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| 1019 | } |
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| 1020 | |
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| 1021 | return temp; |
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| 1022 | } |
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| 1023 | |
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| 1024 | template<class EPDF> |
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| 1025 | double mpdf_internal<EPDF>::evallogcond (const vec &dt, const vec &cond) |
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| 1026 | { |
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| 1027 | double tmp; |
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| 1028 | condition (cond); |
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| 1029 | tmp = iepdf.evallog (dt); |
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| 1030 | return tmp; |
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| 1031 | } |
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| 1032 | |
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| 1033 | template<class EPDF> |
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| 1034 | vec mpdf_internal<EPDF>::evallogcond_m (const mat &Dt, const vec &cond) |
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| 1035 | { |
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| 1036 | condition (cond); |
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| 1037 | return iepdf.evallog_m (Dt); |
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| 1038 | } |
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| 1039 | |
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| 1040 | template<class EPDF> |
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| 1041 | vec mpdf_internal<EPDF>::evallogcond_m (const Array<vec> &Dt, const vec &cond) |
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| 1042 | { |
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| 1043 | condition (cond); |
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| 1044 | return iepdf.evallog_m (Dt); |
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| 1045 | } |
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| 1046 | |
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[254] | 1047 | }; //namespace |
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[384] | 1048 | #endif // BDMBASE_H |
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