Changeset 1020 for library/bdm/stat

Timestamp:

05/28/10 22:50:46 (14 years ago)

Author:

smidl

Message:

DEBUG macro for conditional output + new class

Location:

library/bdm/stat

Files:

• emix.h (modified) (1 diff)
• exp_family.h (modified) (1 diff)

library/bdm/stat/emix.h

@@ -476 +476 @@
 UIREGISTER(ProdBM);
 
+//! \brief class for on-line model selection 
+class ModelComparator: public ProdBM{
+        protected:
+                multiBM weights;
+        public:
+                void bayes(const vec &yt, const vec &cond){
+                        vec w_nn(no_bms());
+                        for (int i=0; i<no_bms(); i++){
+                                bm(i)->bayes(yt,cond);
+                                w_nn(i) += bm(i)->_ll();
+                        }
+                        vec w=exp(w_nn-max(w_nn));
+                        weights.bayes(w/sum(w));
+                }
+                void validate(){
+                        ProdBM::validate();
+                        weights.validate();
+                }
+                void from_setting(const Setting& set){
+                        ProdBM::from_setting(set);
+                        UI::get(weights.frg, set, "frg",UI::optional);
+                }
+                void to_setting(Setting& set) const{
+                        ProdBM::to_setting(set);
+                        UI::save(weights.frg, set, "frg");
+                }
+};
+
 }
 #endif //MX_H

library/bdm/stat/exp_family.h

@@ -76 +76 @@
 //! Estimator for Exponential family
 class BMEF : public BM {
-protected:
+        public:
         //! forgetting factor
         double frg;
+        protected:
         //! cached value of lognc() in the previous step (used in evaluation of \c ll )
         double last_lognc;