Changeset 1063 for library

Timestamp:

06/09/10 11:50:16 (14 years ago)

Author:

mido

Message:

a small patch of documentation, to be contiuned..

Location:

library

Files:

• bdm/base/bdmbase.h (modified) (4 diffs)
• bdm/base/datasources.h (modified) (1 diff)
• bdm/base/user_info.h (modified) (6 diffs)
• bdm/estim/arx.h (modified) (2 diffs)
• bdm/estim/particles.h (modified) (1 diff)
• bdm/stat/exp_family.cpp (modified) (2 diffs)
• bdm/stat/exp_family.h (modified) (11 diffs)
• doc/tutorial/kalman.dox (modified) (1 diff)

library/bdm/base/bdmbase.h

@@ -570 +570 @@
 
   This macro has to be called within a class declaration. Its argument \a classname has to correspond to that wrapping class.
-  This macro defines a log_level instance which can be modified either directly or by the means of #UI class.
+  This macro defines a log_level instance which can be modified either directly or by the means of #bdm::UI class.
 
   One of the main purposes of this macro is to allow variability in using enumerations. By relating them to their names through
@@ -736 +736 @@
         //! log upper bound of the density (see function qbounds)
         
-        //! \var log_level_enums logfull
-        //! log full record of the density in the form of setting
         LOG_LEVEL(epdf,logmean,loglbound,logubound);
 
@@ -801 +799 @@
         //! Set statistics to match given input epdf. Typically it copies statistics from epdf of the same type and projects those form different types
         //! \param pdf0 epdf to match
-        //! \param option placeholder for potential options
         void set_statistics(const epdf *pdf0) NOT_IMPLEMENTED_VOID;
         //!@}
@@ -1309 +1306 @@
 
         /*! \brief Incremental Bayes rule
-        @param dt vector of input data
+        @param yt vector of input data
         */
         virtual void bayes ( const vec &yt, const vec &cond = empty_vec ) =0;

library/bdm/base/datasources.h

@@ -269 +269 @@
         class = 'PdfDS';
         pdf = configuration of bdm::pdf;          % any offspring of pdf, bdm::pdf::from_setting
-        --- optional ---
+        --- optional fields ---
         init_rv = RV({'names',...},[sizes,...],[times,...]);   % define what rv to initialize - typically delayed values, time=-1, etc.!
         init_values = [...];                      % vector of initial values corresponding to init_rv
         \endcode
-        Class does not inherits from bdm::DS::from_setting, names of data are taken from pdf.rv and pdf.rvc.
+        Class does not call from bdm::DS::from_setting, names of data are taken from pdf.rv and pdf.rvc.
         
         If init_rv is not given, init_values are set to zero.

library/bdm/base/user_info.h

@@ -395 +395 @@
         //! The new instance of type T* is constructed and initialized with values stored in the Setting element[name]
         //!
-        //! If there does not exist any sub-element named #name and settingPresence is #optional, an empty bdm::shared_ptr<T> is returned. When settingPresence is #compulsory, the returned bdm::shared_ptr<T> is never empty (an exception is thrown when the object isn't found).
+        //! If there does not exist any sub-element named name and settingPresence is optional, an empty bdm::shared_ptr<T> is returned. 
+        //! When settingPresence is compulsory, the returned bdm::shared_ptr<T> is never empty (an exception is thrown when the object isn't found).
         template<class T>
         static bdm::shared_ptr<T> build ( const Setting &element, const string &name, SettingPresence settingPresence = optional ) {
@@ -412 +413 @@
         //! The new instance of type T* is constructed and initialized with values stored in the Setting element[index]
         //!
-        //! If there does not exist  any sub-element indexed by #index, and settingPresence is #optional, an empty bdm::shared_ptr<T> is returned. When settingPresence is #compulsory, the returned bdm::shared_ptr<T> is never empty (an exception is thrown when the object isn't found).
+        //! If there does not exist  any sub-element indexed by index, and settingPresence is optional, an empty bdm::shared_ptr<T> is returned. 
+        //! When settingPresence is compulsory, the returned bdm::shared_ptr<T> is never empty (an exception is thrown when the object isn't found).
         template<class T>
         static bdm::shared_ptr<T> build ( const Setting &element, const int index, SettingPresence settingPresence = optional ) {
@@ -447 +449 @@
 
         //! The existing instance of type T is initialized with values stored in the Setting element[name]
-        //! If there does not exist any sub-element named #name, this method returns false.
+        //! If there does not exist any sub-element named name, this method returns false.
         template<class T> static bool get ( T &instance, const Setting &element, const string &name, SettingPresence settingPresence = optional ) {
                 if ( !element.exists ( name ) ) {
@@ -461 +463 @@
 
         //! The existing instance of type T is initialized with values stored in the Setting element[index]
-        //! If there does not exist any sub-element indexed by #index, this method returns false.
+        //! If there does not exist any sub-element indexed by index, this method returns false.
         template<class T> static bool get ( T &instance, const Setting &element, const int index, SettingPresence settingPresence = optional ) {
                 if ( element.getLength() <= index ) {
@@ -490 +492 @@
 
         //! The existing array of type T is initialized with values stored in the Setting element[name]
-        //! If there is not any sub-element named #name, this method returns false.
+        //! If there is not any sub-element named name, this method returns false.
         template<class T> static bool get ( Array<T> &array_to_load, const Setting &element, const string &name, SettingPresence settingPresence = optional ) {
                 if ( !element.exists ( name ) ) {
@@ -504 +506 @@
 
         //! The existing array of type T is initialized with values stored in the Setting element[index]
-        //! If there is not any sub-element indexed by #index, this method returns false.
+        //! If there is not any sub-element indexed by index, this method returns false.
         template<class T> static bool get ( Array<T> &array_to_load, const Setting &element, const int index, SettingPresence settingPresence = optional ) {
                 if ( element.getLength() <= index ) {

library/bdm/estim/arx.h

@@ -229 +229 @@
 
 
-/*!
-* \brief ARX with partial forgetting
+/*! \brief ARX with partial forgetting
 
 Implements partial forgetting when <tt>bayes(const vec &yt, const vec &cond=empty_vec)</tt> is called, where \c cond is a vector <em>(regressor', forg.factor')</em>.
@@ -261 +260 @@
 
     void bayes ( const vec &val, const vec &cond ); 
+
         void validate() {
                 ARX::validate();

library/bdm/estim/particles.h

@@ -223 +223 @@
 
 class PF : public BM {
-        //! \var log_level_enums weights
+        //! \var log_level_enums logweights
         //! all weightes will be logged
 
-        //! \var log_level_enums menas
+        //! \var log_level_enums logmeans
         //! means of particles will be logged
         LOG_LEVEL(PF,logweights,logmeans,logvars);

library/bdm/stat/exp_family.cpp

@@ -438 +438 @@
 
 void egamma::from_setting ( const Setting &set ) {
-                epdf::from_setting ( set ); // reads rv
-                UI::get ( alpha, set, "alpha", UI::compulsory );
-                UI::get ( beta, set, "beta", UI::compulsory );
-        }
+        epdf::from_setting ( set ); // reads rv
+        UI::get ( alpha, set, "alpha", UI::compulsory );
+        UI::get ( beta, set, "beta", UI::compulsory );
+}
         
 void egamma::to_setting ( Setting &set ) const
@@ -675 +675 @@
 
 void eEmp::from_setting ( const Setting &set ) {
-                epdf::from_setting( set );
+        epdf::from_setting( set );
                 
-                UI::get( samples, set, "samples", UI::compulsory );
-                UI::get ( w, set, "w", UI::compulsory );
-        }
-
-void    eEmp::validate (){
-          epdf::validate();
-          bdm_assert (samples.length()==w.length(),"samples and weigths are of different lengths");
-          n = w.length();
-          if (n>0)
-                pdf::dim = samples ( 0 ).length();
-        }
-        
-        void eDirich::from_setting ( const Setting &set ) {
-                epdf::from_setting ( set );
-                UI::get ( beta, set, "beta", UI::compulsory );
-        }
+        UI::get( samples, set, "samples", UI::compulsory );
+        UI::get ( w, set, "w", UI::compulsory );
+}
+
+void eEmp::validate (){
+        epdf::validate();
+        bdm_assert (samples.length()==w.length(),"samples and weigths are of different lengths");
+        n = w.length();
+        if (n>0)
+        pdf::dim = samples ( 0 ).length();
+}
+        
+void eDirich::from_setting ( const Setting &set ) {
+        epdf::from_setting ( set );
+        UI::get ( beta, set, "beta", UI::compulsory );
+}
+
 void eDirich::validate() {
                 //check rv

library/bdm/stat/exp_family.h

@@ -30 +30 @@
 
 /*!
-* \brief General conjugate exponential family posterior density.
+* \brief Abstract class of general conjugate exponential family posterior density.
 
 * More?...
 */
-
 class eEF : public epdf {
 public:
@@ -540 +539 @@
                 return beta;
         }
-        /*! configuration structure
+
+        /*! Create object from the following structure
         \code
         class = 'eDirich';
-        beta  = [];           //parametr beta
+        beta  = [...];           % vector parameter beta
+        --- inherited fields ---
+        bdm::eEF::from_setting
         \endcode
         */
         void from_setting ( const Setting &set );
+
         void validate();
+
         void to_setting ( Setting &set ) const;
 };
 UIREGISTER ( eDirich );
 
-/*! Product of Beta distributions
+/*! \brief Product of Beta distributions
 
 Continuous Dirichlet density of \f$n\f$-dimensional variable \f$x\f$
@@ -567 +571 @@
                 vec beta;
         public:
-                //!\name Constructors
-                //!@{
+        //!\name Constructors
+        //!@{
                         
-                        eBeta () : eEF () {};
-                        eBeta ( const eBeta &B0 ) : eEF (), alpha(B0.alpha),beta(B0.beta) {
-                                validate();
-                        };
-                        //!@}
+        eBeta () : eEF () {};
+        eBeta ( const eBeta &B0 ) : eEF (), alpha(B0.alpha),beta(B0.beta) {
+                validate();
+        };
+        //!@}
                         
-                        //! using sampling procedure from wikipedia
-                        vec sample() const {
-                                vec y ( beta.length() ); // all vectors
-                                for ( int i = 0; i < beta.length(); i++ ) {
-                                        GamRNG.setup ( alpha ( i ), 1 );
-                                        #pragma omp critical
-                                        double Ga = GamRNG();
+        //! using sampling procedure from wikipedia
+        vec sample() const {
+                vec y ( beta.length() ); // all vectors
+                for ( int i = 0; i < beta.length(); i++ ) {
+                        GamRNG.setup ( alpha ( i ), 1 );
+                        #pragma omp critical
+                        double Ga = GamRNG();
                                         
-                                        GamRNG.setup ( beta ( i ), 1 );
-                                        #pragma omp critical
-                                        double Gb = GamRNG();
+                        GamRNG.setup ( beta ( i ), 1 );
+                        #pragma omp critical
+                        double Gb = GamRNG();
                                         
-                                        y ( i ) = Ga/(Ga+Gb);
-                                }
-                                return y;
-                        }
+                        y ( i ) = Ga/(Ga+Gb);
+                }
+                return y;
+        }
                         
-                        vec mean() const {
-                                return elem_div(alpha, alpha + beta); // dot-division
-                        };
-                        vec variance() const {
-                                vec apb=alpha+beta;
-                                return elem_div (elem_mult ( alpha, beta) ,
-                                                                 elem_mult ( elem_mult(apb,apb), apb+1 ) );
-                        }
-                        //! In this instance, val is ...
-                        double evallog_nn ( const vec &val ) const {
-                                double tmp;
-                                tmp = ( alpha - 1 ) * log ( val ) + (beta-1)*log(1-val);
-                                return tmp;
-                        }
+        vec mean() const {
+                return elem_div(alpha, alpha + beta); // dot-division
+        };
+        vec variance() const {
+                vec apb=alpha+beta;
+                return elem_div (elem_mult ( alpha, beta) ,
+                                                        elem_mult ( elem_mult(apb,apb), apb+1 ) );
+        }
+        //! In this instance, val is ...
+        double evallog_nn ( const vec &val ) const {
+                double tmp;
+                tmp = ( alpha - 1 ) * log ( val ) + (beta-1)*log(1-val);
+                return tmp;
+        }
                         
-                        double lognc () const {
-                                double lgb = 0.0;
-                                for ( int i = 0; i < beta.length(); i++ ) {
-                                        lgb += -lgamma ( alpha(i)+beta(i) ) + lgamma(alpha(i)) + lgamma(beta(i));
-                                }
-                                return lgb;
-                        }
+        double lognc () const {
+                double lgb = 0.0;
+                for ( int i = 0; i < beta.length(); i++ ) {
+                        lgb += -lgamma ( alpha(i)+beta(i) ) + lgamma(alpha(i)) + lgamma(beta(i));
+                }
+                return lgb;
+        }
                         
-                        /*! configuration structure
-                        \code
-                        class = 'eBeta';
-                        beta  = [];           //parametr beta
-                        alpha = [];           //parametr alpha
-                        \endcode
-                        */
-                        void from_setting ( const Setting &set ){
-                                UI::get(alpha, set, "alpha", UI::compulsory);
-                                UI::get(beta, set, "beta", UI::compulsory);
-                        }
-                        void validate(){
-                                bdm_assert(alpha.length()==beta.length(), "eBeta:: alpha and beta length do not match");
-                                dim = alpha.length();
-                        };
-                        void to_setting ( Setting &set ) const{
-                                UI::save(alpha, set, "alpha");
-                                UI::save(beta, set, "beta");
-                        }
+        /*! Create object from the following structure
+
+        \code
+        class = 'eBeta';
+        alpha = [...];           % vector parameter alpha
+        beta  = [...];           % vector parameter beta of the same length as alpha
+        \endcode
+                        
+        Class does not call bdm::eEF::from_setting
+        */
+        void from_setting ( const Setting &set ){
+                UI::get(alpha, set, "alpha", UI::compulsory);
+                UI::get(beta, set, "beta", UI::compulsory);
+        }
+
+        void validate(){
+                bdm_assert(alpha.length()==beta.length(), "eBeta:: alpha and beta length do not match");
+                dim = alpha.length();
+        }
+
+        void to_setting ( Setting &set ) const{
+                UI::save(alpha, set, "alpha");
+                UI::save(beta, set, "beta");
+        }
 };
 UIREGISTER ( eBeta );
@@ -682 +691 @@
 /*! \brief Random Walk with vector Beta distribution
 Using simple assignment
-\f{eqnarray} 
-\alpha &=& rvc / k + \beta_c \\
-\beta &= &(1-rvc) / k + \beta_c \\
-\f{eqnarray}
+\f{eqnarray*} 
+\alpha & = & rvc / k + \beta_c \\
+\beta & = &(1-rvc) / k + \beta_c \\
+\f}
 for each element of alpha and beta, mean value = rvc, variance = (k+1)*mean*mean;
 
@@ -693 +702 @@
 By default is it set to 0.1;
 */
-
 class mBeta: public pdf_internal<eBeta>{
         //! vector of constants \f$ k \f$ of the random walk 
@@ -701 +709 @@
 
         public:
-                void condition ( const vec &val ) {
-                        this->iepdf.alpha =  elem_div(val , k) + betac;
-                        this->iepdf.beta =  elem_div (1-val , k) + betac;
-                };
-                /*! Create Beta random walk
-                \f[ f(rv|rvc) = \prod Beta(rvc,k) \f]
-                from structure
-                \code
-                class = 'mBeta';
-                k = 1;                      // multiplicative constant k
-                --- optional ---
-                rv = RV({'name'},size)      // description of RV
-                beta  = [];                 // initial value of beta
-                betac = [];                 // initial value of beta stabilizing constant
-                \endcode
-                */
-                void from_setting ( const Setting &set );
-                void    to_setting  (Setting  &set) const;
-                void validate(){
-                        
-                        pdf_internal<eBeta>::validate();
-                        bdm_assert(betac.length()==dimension(),"Incomaptible betac");
-                        bdm_assert(k.length()==dimension(),"Incomaptible k");
-                        dimc = iepdf.dimension();
-                }
-                //! 
+        void condition ( const vec &val ) {
+                this->iepdf.alpha =  elem_div(val , k) + betac;
+                this->iepdf.beta =  elem_div (1-val , k) + betac;
+        };
+
+        /*! Create Beta random walk
+        \f[ f(rv|rvc) = \prod Beta(rvc,k) \f]
+        from structure
+        \code
+        class = 'mBeta';
+        k = 1;                      // multiplicative constant k
+        --- optional ---
+        rv = RV({'name'},size)      // description of RV
+        beta  = [];                 // initial value of beta
+        betac = [];                 // initial value of beta stabilizing constant
+        \endcode
+        */
+        void from_setting ( const Setting &set );
+        
+        void to_setting  (Setting  &set) const;
+
+        void validate(){                        
+                pdf_internal<eBeta>::validate();
+                bdm_assert(betac.length()==dimension(),"Incomaptible betac");
+                bdm_assert(k.length()==dimension(),"Incomaptible k");
+                dimc = iepdf.dimension();
+        }
+        //! 
 };
 UIREGISTER(mBeta);
@@ -829 +839 @@
         }
 
-        /*! Create Gamma density
-        \f[ f(rv|rvc) = \Gamma(\alpha, \beta) \f]
-        from structure
+        /*! Create object from the following structure
+
         \code
         class = 'egamma';
-        alpha = [...];         // vector of alpha
-        beta = [...];          // vector of beta
-        rv = RV({'name'})      // description of RV
+        alpha = [...];         % vector of alpha
+        beta = [...];          % vector of beta
+        --- inherited fields ---
+        bdm::eEF::from_setting
         \endcode
+         fulfilling formula \f[ f(rv|rvc) = \Gamma(\alpha, \beta) \f]
         */
         void from_setting ( const Setting &set );
+
         void to_setting ( Setting &set ) const;
         void validate(); 
@@ -1682 +1694 @@
 void resample(const vec &w, ivec &ind, RESAMPLING_METHOD=SYSTEMATIC);
 
-/*!
-\brief Weighted empirical density
+/*! \brief Weighted empirical density
 
 Used e.g. in particle filters.
@@ -1771 +1782 @@
 
         void to_setting ( Setting &set ) const;
+        
+        /*! Create object from the following structure
+
+        \code
+        class = 'eEmp';
+        samples = [...];               % array of samples 
+        w = [...];                                         % weights of samples stored in vector
+        --- inherited fields ---
+        bdm::epdf::from_setting 
+        \endcode        
+        */
         void from_setting ( const Setting &set );
-
 };
 UIREGISTER(eEmp);
@@ -1945 +1966 @@
 }
 
-/*! Dirac delta function distribution */
+/*! \brief Dirac delta function distribution */
 class dirac: public epdf{
         public: 
@@ -1960 +1981 @@
         };
 
-////
-///////
+
+///////////
+
 template<class sq_T>
 void mgnorm<sq_T >::set_parameters ( const shared_ptr<fnc> &g0, const sq_T &R0 ) {

library/doc/tutorial/kalman.dox

@@ -38 +38 @@
 \section exa Examples of Use
 
-The classes can be used directly in C++ or via User Info. The latter example is illustrated in file \subpage user_guide2. A very short example of the former follows:
+The classes can be used directly in C++ or via User Info. The latter example is illustrated in file \subpage ui. A very short example of the former follows:
 
 \include kalman_simple.cpp