1 | /*! |
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2 | \file |
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3 | \brief Probability distributions for discrete support densities |
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4 | \author Vaclav Smidl. |
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5 | |
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6 | ----------------------------------- |
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7 | BDM++ - C++ library for Bayesian Decision Making under Uncertainty |
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8 | |
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9 | Using IT++ for numerical operations |
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10 | ----------------------------------- |
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11 | */ |
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12 | |
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13 | #ifndef DISCR_H |
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14 | #define DISCR_H |
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15 | |
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16 | |
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17 | #include "../shared_ptr.h" |
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18 | #include "../base/bdmbase.h" |
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19 | #include "../math/chmat.h" |
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20 | |
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21 | namespace bdm { |
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22 | |
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23 | //! Rectangular support |
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24 | //! Support points are located inbetween ranges! For example: |
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25 | //! For ranges=[0,1] and gridsizes=[1] the support point is 0.5 |
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26 | class rectangular_support: public root { |
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27 | protected: |
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28 | //! Array of boundaries (2D vectors: [begining,end]) for each dimension |
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29 | Array<vec> ranges; |
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30 | //! Number of support points in each dimension |
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31 | ivec gridsizes; |
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32 | //! dimension |
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33 | int dim; |
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34 | //! Number of data points |
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35 | int Npoints; |
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36 | //! active vector for first_vec and next_vec |
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37 | vec actvec; |
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38 | //! indices of active vector |
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39 | vec actvec_ind; |
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40 | //! length of steps in each dimension |
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41 | vec steps; |
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42 | public: |
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43 | //! default constructor |
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44 | rectangular_support() : dim ( 0 ), Npoints ( 0 ) { |
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45 | } |
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46 | |
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47 | //! set parameters |
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48 | void set_parameters ( const Array<vec> &ranges0, const ivec &gridsize0 ); |
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49 | |
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50 | //! Internal functio to set temporaries correctly |
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51 | void initialize(); |
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52 | |
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53 | //! return vector at position given by vector of indices |
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54 | vec get_vec ( const ivec &inds ); |
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55 | |
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56 | //! convert dimension indices into linear index, the indexing is in the same way as in \c next_vec() |
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57 | long linear_index ( const ivec inds ); |
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58 | |
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59 | //! set the first vector to corner and store result in actvec |
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60 | const vec& first_vec(); |
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61 | |
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62 | //! Get next active vector, call ONLY after first_vector()! |
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63 | const vec& next_vec(); |
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64 | |
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65 | //! return active vector, call ONLY after first_vector()! |
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66 | const vec& act_vec() { |
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67 | return actvec; |
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68 | }; |
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69 | |
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70 | //! \todo to je asi navic .. v predkovi! |
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71 | ivec nearest_point ( const vec &val ); |
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72 | |
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73 | //! Access function |
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74 | int points() const { |
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75 | return Npoints; |
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76 | } |
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77 | |
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78 | //! access function |
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79 | //! \todo opet pouze do potomka.. |
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80 | const vec& _steps() const { |
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81 | return steps; |
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82 | } |
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83 | |
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84 | void from_setting ( const Setting &set ); |
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85 | }; |
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86 | UIREGISTER ( rectangular_support ); |
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87 | |
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88 | //! Discrete support with stored support points |
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89 | class discrete_support: public root { |
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90 | protected: |
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91 | //! storage of support points |
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92 | Array<vec> Spoints; |
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93 | //! index in iterators |
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94 | int idx; |
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95 | public: |
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96 | //! Default constructor |
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97 | discrete_support() : Spoints ( 0 ), idx ( 0 ) {} |
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98 | //! Access function |
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99 | int points() const { |
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100 | return Spoints.length(); |
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101 | } |
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102 | //! set the first vector to corner and store result in actvec |
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103 | const vec& first_vec() { |
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104 | bdm_assert_debug ( Spoints.length() > 0, "Empty support" ); |
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105 | idx = 0; |
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106 | return Spoints ( idx ); |
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107 | } |
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108 | //! set next vector after calling first_vec() |
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109 | const vec& next_vec() { |
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110 | bdm_assert_debug ( Spoints.length() > idx - 1, "Out of support points" ); |
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111 | return Spoints ( ++idx ); |
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112 | } |
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113 | |
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114 | /*! |
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115 | \code |
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116 | class = "discrete_support"; |
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117 | points = ( [1,2..], [2,2..], ...); // list of points |
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118 | === OR === |
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119 | epdf = {class="epdf_offspring",...}; // epdf rfom which to sample |
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120 | npoints = 100; // number of samples |
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121 | \endcode |
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122 | */ |
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123 | void from_setting ( const Setting &set ); |
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124 | |
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125 | //! access function |
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126 | Array<vec> & _Spoints() { |
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127 | return Spoints; |
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128 | } |
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129 | }; |
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130 | UIREGISTER ( discrete_support ); |
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131 | |
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132 | //! Function defined by values on a fixed grid and interpolated inbetween them |
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133 | class grid_fnc: public fnc { |
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134 | protected: |
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135 | //! grid - function support |
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136 | rectangular_support sup; |
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137 | //! function values on the grid |
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138 | vec values; |
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139 | public: |
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140 | //! constructor function |
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141 | void set_support ( rectangular_support &sup0 ) { |
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142 | sup = sup0; |
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143 | values = zeros ( sup.points() ); |
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144 | } |
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145 | //! constructor function fills values by calling function \c f , double f(vec&), given by a pointer |
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146 | void set_values ( double ( *evalptr ) ( const vec& ) ); |
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147 | |
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148 | //! constructor function fills values by calling function \c f , double f(vec&), given by a pointer |
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149 | void set_values ( const epdf &ep ); |
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150 | |
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151 | //! get value nearest to the given point |
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152 | double nearest_val ( const vec &val ) { |
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153 | return values ( sup.linear_index ( sup.nearest_point ( val ) ) ); |
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154 | } |
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155 | |
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156 | vec eval ( const vec &val ) { |
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157 | return vec_1 ( nearest_val ( val ) ); |
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158 | } |
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159 | const vec & _values() const { |
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160 | return values; |
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161 | } |
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162 | }; |
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163 | UIREGISTER ( grid_fnc ); |
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164 | |
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165 | //! \brief Piecewise constant pdf on rectangular support |
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166 | //! |
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167 | //! Each point on the grid represents a centroid around which the density is constant. |
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168 | //! This is a trivial point-mass density where all points have the same mass. |
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169 | class egrid: public epdf { |
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170 | protected: |
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171 | //! support of the pdf - grid |
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172 | rectangular_support sup; |
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173 | //! values at the grid |
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174 | vec values; |
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175 | public: |
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176 | //! we assume that evallog is not called too often otherwise we should cache log(values) |
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177 | double evallog ( const vec &val ) { |
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178 | return log ( values ( sup.linear_index ( sup.nearest_point ( val ) ) ) ); |
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179 | } |
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180 | }; |
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181 | } |
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182 | #endif //DISCR_H |
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