root/library/bdm/stat/discrete.h @ 660

/*!
  \file
  \brief Probability distributions for discrete support densities
  \author Vaclav Smidl.

  -----------------------------------
  BDM++ - C++ library for Bayesian Decision Making under Uncertainty

  Using IT++ for numerical operations
  -----------------------------------
*/

#ifndef DISCR_H
#define DISCR_H


#include "../shared_ptr.h"
#include "../base/bdmbase.h"
#include "../math/chmat.h"

namespace bdm {

//! Rectangular support
//! Support points are located inbetween ranges! For example:
//! For ranges=[0,1] and gridsizes=[1] the support point is 0.5
class rectangular_support: public root {
protected:
        //! Array of boundaries (2D vectors: [begining,end]) for each dimension
        Array<vec> ranges;
        //! Number of support points in each dimension
        ivec gridsizes;
        //! dimension
        int dim;
        //! Number of data points
        int Npoints;
        //! active vector for first_vec and next_vec
        vec actvec;
        //! indeces of active vector
        vec actvec_ind;
        //! length of steps in each dimension
        vec steps;
public:
        //! default constructor
        rectangular_support() : dim ( 0 ), Npoints ( 0 ) {
        }

        //! set parameters
        void set_parameters ( const Array<vec> &ranges0, const ivec &gridsize0 );

        //! Internal functio to set temporaries correctly
        void initialize();

        //! return vector at position given by vector of indeces
        vec get_vec ( const ivec &inds );

        //! convert dimension indeces into linear index, the indexing is in the same way as in \c next_vec()
        long linear_index ( const ivec inds );

        //! set the first vector to corner and store result in actvec
        const vec& first_vec();

        //! Get next active vector, call ONLY after first_vector()!
        const vec& next_vec();

        //! \todo to je asi navic .. v predkovi!
        ivec nearest_point ( const vec &val );

        //! Access function
        int points() const {
                return Npoints;
        }

        //! access function
        //! \todo opet pouze do potomka..
        const vec& _steps() const {
                return steps;
        }

        void from_setting ( const Setting &set );
};
UIREGISTER ( rectangular_support );

//! Discrete support with stored support points
class discrete_support: public root {
protected:
        //! storage of support points
        Array<vec> Spoints;
        //! index in iterators
        int idx;
public:
        //! Default constructor
        discrete_support() : Spoints ( 0 ), idx ( 0 ) {}
        //! Access function
        int points() const {
                return Spoints.length();
        }
        //! set the first vector to corner and store result in actvec
        const vec& first_vec() {
                bdm_assert_debug ( Spoints.length() > 0, "Empty support" );
                idx = 0;
                return Spoints ( idx );
        }
        //! set next vector after calling first_vec()
        const vec& next_vec() {
                bdm_assert_debug ( Spoints.length() > idx - 1, "Out of support points" );
                return Spoints ( ++idx );
        }

        /*!
        \code
          class = "discrete_support";
          points = ( [1,2..], [2,2..], ...); // list of points
           === OR ===
          epdf = {class="epdf_offspring",...}; // epdf rfom which to sample
          npoints = 100;                     // number of samples
        \endcode
        */
        void from_setting ( const Setting &set );

        //! access function
        Array<vec> & _Spoints() {
                return Spoints;
        }
};
UIREGISTER ( discrete_support );

//! Function defined by values on a fixed grid and interpolated inbetween them
class grid_fnc: public fnc {
protected:
        //! grid - function support
        rectangular_support sup;
        //! function values on the grid
        vec values;
public:
        //! constructor function
        void set_support ( rectangular_support &sup0 ) {
                sup = sup0;
                values = zeros ( sup.points() );
        }
        //! constructor function fills values by calling function \c f , double f(vec&), given by a pointer
        void set_values ( double ( *evalptr ) ( const vec& ) );

        //! get value nearest to the given point
        double nearest_val ( const vec &val ) {
                return values ( sup.linear_index ( sup.nearest_point ( val ) ) );
        }

        vec eval ( const vec &val ) {
                return vec_1 ( nearest_val ( val ) );
        }
};
UIREGISTER ( grid_fnc );

//! Piecewise constant pdf on rectangular support
//! Each point on the grid represents a centroid around which the density is constant.
//! This is a trivial point-mass density where all points have the same mass.
class egrid: public epdf {
protected:
        //! support of the pdf - grid
        rectangular_support sup;
        //! values at the grid
        vec values;
public:
        //! we assume that evallog is not called too often otherwise we should cache log(values)
        double evallog ( const vec &val ) {
                return log ( values ( sup.linear_index ( sup.nearest_point ( val ) ) ) );
        }

};
}
#endif //DISCR_H