Changeset 1165 for library

Timestamp:

08/27/10 16:54:35 (14 years ago)

Author:

smidl

Message:

new function samplepred = predictor().sample()

Location:

library/bdm/base

Files:

• bdmbase.cpp (modified) (1 diff)
• bdmbase.h (modified) (1 diff)

library/bdm/base/bdmbase.cpp

@@ -559 +559 @@
         prior().log_level[epdf::logubound]=true;
     }
-    const_cast<epdf&> ( posterior() ).log_register ( L, prefix + L.separator + "apost" );
+    prior().log_level[epdf::logmean]=true;
+        const_cast<epdf&> ( posterior() ).log_register ( L, prefix + L.separator + "apost" );
 }
 

library/bdm/base/bdmbase.h

@@ -1321 +1321 @@
     //! Evaluates predictive log-likelihood of the given data record
     //! I.e. marginal likelihood of the data with the posterior integrated out.
-    //! This function evaluates only \f$ y_t \f$, condition is assumed to be the last used in bayes().
-    //! See bdm::BM::predictor for conditional version.
+    //! Shortcut for bdm::BM::predictor().evallog(yt,cond) - sometimes easier to implement. 
     virtual double logpred ( const vec &yt, const vec &cond ) const NOT_IMPLEMENTED(0.0);
+        
+        //! Sample from predictor(cond). Implemented as sampling the joint density \f$ f(y_t, \theta_t) \f$ and discarding the sample of \f$ \theta_t \f$.
+        virtual vec samplepred(const vec &cond=empty_vec) const NOT_IMPLEMENTED(empty_vec);
 
     //! Matrix version of logpred