Changeset 102 for bdm/stat/libBM.h

Timestamp:

05/12/08 17:34:07 (16 years ago)

Author:

smidl

Message:

corrections of sampling

Files:

• bdm/stat/libBM.h (modified) (11 diffs)

bdm/stat/libBM.h

@@ -31 +31 @@
         //! len = number of individual rvs
         int len;
-        //! Vector of unique IDs 
+        //! Vector of unique IDs
         ivec ids;
         //! Vector of sizes
@@ -42 +42 @@
 private:
         //! auxiliary function used in constructor
-        void init ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times);
+        void init ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times );
 public:
         //! Full constructor which is called by the others
-        RV ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times);
+        RV ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times );
         //! default constructor
         RV ( ivec ids );
@@ -63 +63 @@
         //! Find indexes of another rv in self
         ivec find ( RV rv2 );
+        //! Compare if \c rv2 is identical to this \c RV
+        bool equal ( RV rv2 ) const;
         //! Add (concat) another variable to the current one
-        void add (const RV &rv2 );
+        void add ( const RV &rv2 );
         //! Add (concat) another variable to the current one
-        friend RV concat (const RV &rv1, const RV &rv2 );
+        friend RV concat ( const RV &rv1, const RV &rv2 );
         //! Subtract  another variable from the current one
         RV subt ( RV rv2 );
@@ -79 +81 @@
 
         //!access function
-        Array<std::string>& _names(){return names;};
-
-        //!access function
-        int id(int at){return ids(at);};
-        //!access function
-        int size(int at){return sizes(at);};
-        //!access function
-        int time(int at){return times(at);};
-        //!access function
-        std::string name(int at){return names(at);};
+        Array<std::string>& _names() {return names;};
+
+        //!access function
+        int id ( int at ) {return ids ( at );};
+        //!access function
+        int size ( int at ) {return sizes ( at );};
+        //!access function
+        int time ( int at ) {return times ( at );};
+        //!access function
+        std::string name ( int at ) {return names ( at );};
 };
 
@@ -100 +102 @@
 public:
         //!default constructor
-        fnc(int dy):dimy(dy){};
+        fnc ( int dy ) :dimy ( dy ) {};
         //! function evaluates numerical value of \f$f(x)\f$ at \f$x=\f$ \c cond
         virtual vec eval ( const vec &cond ) {
                 return vec ( 0 );
-        }; 
+        };
 
         //! access function
@@ -131 +133 @@
         //! Returns a sample, \f$x\f$ from density \f$epdf(rv)\f$
         virtual vec sample () const =0;
+        //! Returns N samples from density \f$epdf(rv)\f$
+        virtual mat sampleN ( int N ) const;
         //! Compute probability of argument \c val
-        virtual double eval ( const vec &val ) const {return exp(this->evalpdflog(val));};
+        virtual double eval ( const vec &val ) const {return exp ( this->evalpdflog ( val ) );};
 
         //! Compute log-probability of argument \c val
         virtual double evalpdflog ( const vec &val ) const =0;
 
-        //! return expected value 
+        //! return expected value
         virtual vec mean() const =0;
-        
+
         //! Destructor for future use;
         virtual ~epdf() {};
@@ -163 +167 @@
 //      virtual fnc moment ( const int order = 1 );
         //! 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 \param ll is a return value of log-likelihood of the sample.
-        virtual vec samplecond ( vec &cond, double &ll ) {this->condition(cond);vec temp= ep->sample();ll=ep->evalpdflog(temp);return temp;};
+        virtual vec samplecond ( vec &cond, double &ll ) {this->condition ( cond );vec temp= ep->sample();ll=ep->evalpdflog ( temp );return temp;};
+        //! Returns N samples from the density conditioned on \c cond, \f$x \sim epdf(rv|cond)\f$. \param cond is numeric value of \c rv \param ll is a return value of log-likelihood of the sample.
+        virtual mat samplecond ( vec &cond, vec &ll, int N ) {
+                this->condition ( cond );
+                mat temp ( rv.count(),N ); vec smp ( rv.count() ); for ( int i=0;i<N;i++ ) {smp=ep->sample() ;temp.set_col ( i, smp );ll ( i ) =ep->evalpdflog ( smp );}
+                return temp;
+        };
         //! Update \c ep so that it represents this mpdf conditioned on \c rvc = cond
         virtual void condition ( const vec &cond ) {};
-        
+
         //! Shortcut for conditioning and evaluation of the internal epdf. In some cases,  this operation can be implemented efficiently.
-        virtual double evalcond (const vec &dt, const vec &cond ) {this->condition(cond);return ep->eval(dt);};
+        virtual double evalcond ( const vec &dt, const vec &cond ) {this->condition ( cond );return ep->eval ( dt );};
 
         //! Destructor for future use;
@@ -176 +186 @@
         mpdf ( const RV &rv0, const RV &rvc0 ) :rv ( rv0 ),rvc ( rvc0 ) {};
         //! access function
-        RV _rvc(){return rvc;}
-        //!access function
-        epdf& _epdf(){return *ep;}
+        RV _rvc() {return rvc;}
+        //!access function
+        epdf& _epdf() {return *ep;}
 };
 
@@ -230 +240 @@
 
         //!Default constructor
-        BM(const RV &rv0) :rv(rv0), ll ( 0 ),evalll ( true ) {//Fixme: test rv 
+        BM ( const RV &rv0 ) :rv ( rv0 ), ll ( 0 ),evalll ( true ) {//Fixme: test rv
         };
 
@@ -240 +250 @@
         void bayes ( mat Dt );
         //! Returns a pointer to the epdf representing posterior density on parameters. Use with care!
-        virtual epdf& _epdf()=0;
+        virtual epdf& _epdf() =0;
 
         //! Destructor for future use;
@@ -267 +277 @@
         virtual void condition ( const vec &val ) =0;
         //! Default constructor
-        BMcond(RV &rv0):rvc(rv0){};
+        BMcond ( RV &rv0 ) :rvc ( rv0 ) {};
         //! Destructor for future use
-        virtual ~BMcond(){};
+        virtual ~BMcond() {};
         //! access function
         const RV& _rvc() const {return rvc;}