Changeset 115

Timestamp:

05/23/08 18:47:11 (17 years ago)

Author:

smidl

Message:

zmena mmix_triv na mepdf

Files:

• bdm/estim/arx.cpp (modified) (3 diffs)
• bdm/estim/arx.h (modified) (2 diffs)
• bdm/estim/libPF.h (modified) (3 diffs)
• bdm/stat/emix.h (modified) (2 diffs)
• bdm/stat/libBM.h (modified) (2 diffs)
• pmsm/pmsm_mix.cpp (modified) (1 diff)
• tests/testSmp.cpp (modified) (1 diff)

bdm/estim/arx.cpp

@@ -13 +13 @@
                 ll = lnc - last_lognc;
                 last_lognc = lnc;
+                tll +=ll;
         }
 }
@@ -39 +40 @@
         ivec maxindeces=indeces;
 
+
+cout << "bb:(" << indeces <<") ll=" << Egll <<endl;
+
         //try to remove only one rv
         for ( i=0;i<end;i++ ) {
@@ -50 +54 @@
                 Vp0.ldform ( Li0,Vo0._D() );
                 tmpll = Eg.lognc()-Eg0.lognc(); // likelihood is difference of norm. coefs.
+
+cout << "i=(" << i <<") ll=" << tmpll <<endl;
+                
                 //
                 if ( tmpll > Egll ) { //increase of the likelihood

bdm/estim/arx.h

@@ -46 +46 @@
         //! cached value of lognc() in the previous step (used in evaluation of \c ll )
         double last_lognc;
+        //! total likelihood
+        double tll;
 public:
         //! Full constructor
-        ARX (RV &rv, mat &V0, double &nu0, double frg0=1.0) : BM(rv),est(rv,V0,nu0), V(est._V()), nu(est._nu()), frg(frg0){last_lognc=est.lognc();};
+        ARX (RV &rv, mat &V0, double &nu0, double frg0=1.0) : BM(rv),est(rv,V0,nu0), V(est._V()), nu(est._nu()), frg(frg0){last_lognc=est.lognc();tll=0.0;};
         //! Here \f$dt = [y_t psi_t] \f$.
         void bayes ( const vec &dt );
@@ -54 +56 @@
         //! Brute force structure estimation.\return indeces of accepted regressors.
         ivec structure_est(egiw Eg0);
+        //!access function
+        double _tll(){return tll;}
 };
 

bdm/estim/libPF.h

@@ -131 +131 @@
 
 //SimStr:
-        double SSAT;    
+        double SSAT;
 };
 
@@ -156 +156 @@
                 if ( lls ( i ) >mlls ) mlls=lls ( i ); //find maximum likelihood (for numerical stability)
         }
-        
+
         if ( true ) {
                 for ( i=0;i<n;i++ ) {
@@ -163 +163 @@
                         sumL2WL += exp ( 2*lls ( i ) ) *WL;
                 }
-                SSAT  = sumL2WL/(sumLWL*sumLWL);
-        }
-
+                SSAT  = sumL2WL/ ( sumLWL*sumLWL );
+        }
+
+        double sum_w=0.0;
         // compute weights
         for ( i=0;i<n;i++ ) {
                 _w ( i ) *= exp ( lls ( i ) - mlls ); // multiply w by likelihood
-        }
-
-        if (sum(_w)>0.0){
-                _w /=sum ( _w ); //?
-                }
-else
-{
-cout<<"sum(w)==0"<<endl;
-}
+                sum_w+=_w(i);
+        }
+
+        if ( sum_w  >0.0 ) {
+                _w /=sum_w; //?
+        } else {
+                cout<<"sum(w)==0"<<endl;
+        }
 
 

bdm/stat/emix.h

@@ -48 +48 @@
                 return mu;
         }
-        double evalpdflog ( const vec &val ) const {int i; double sum=0.0; for ( i=0;i<w.length();i++ ) {sum+=w ( i ) *Coms ( i )->evalpdflog ( val );} return log ( sum );};
+        double evalpdflog ( const vec &val ) const {
+                int i;
+                double sum=0.0;
+                for ( i=0;i<w.length();i++ ) {sum+=w ( i ) *Coms ( i )->evalpdflog ( val );}
+                return log ( sum );
+        };
 
 //Access methods
@@ -55 +60 @@
 };
 
-class mmix_triv : public mpdf {
+/*! \brief Chain rule decomposition of epdf
+
+
+*/
+class eprod: public epdf {
+protected:
+        Array<epdf*> epdfs;
+        Array<mpdf*> mpdfs;
 public:
-        //!Default constructor
-        mmix_triv ( const RV &rv, const RV &rvc, emix* em ) :mpdf ( rv,rvc ) {ep=em;};
+        
+        
 };
 

bdm/stat/libBM.h

@@ -171 +171 @@
         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 );}
+                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;
         };
@@ -189 +190 @@
         //!access function
         epdf& _epdf() {return *ep;}
+};
+
+/*! \brief Unconditional mpdf, allows using epdf in the role of mpdf. 
+
+WARNING: the class does not check validity of the \c ep pointer nor its existence.
+*/
+class mepdf : public mpdf {
+public:
+        //!Default constructor
+        mepdf ( const RV &rv, const RV &rvc, epdf* em ) :mpdf ( rv,rvc ) {ep=em;};
 };
 

pmsm/pmsm_mix.cpp

@@ -153 +153 @@
         cout << Eevol.sample() <<endl;
 
-        mmix_triv evolQR(rQR,rQR,&Eevol);
+        mepdf evolQR(rQR,rQR,&Eevol);
         MPF<EKFful_unQR> M ( rx,rQR, evolQR, evolQR, Npar, EKU );
 

tests/testSmp.cpp

@@ -79 +79 @@
 
         cout << "======= MMix_triv ======== " << endl;
-        mmix_triv mMix(rv,rv,&eMix);
+        mepdf mMix(rv,rv,&eMix);
         
         Smp = mMix.samplecond(mu0,lik,N);