Changeset 1192 for library

Timestamp:

09/17/10 14:35:13 (14 years ago)

Author:

smidl

Message:

fixes ob ProdBM

Location:

library/bdm

Files:

• base/bdmbase.cpp (modified) (1 diff)
• base/bdmbase.h (modified) (2 diffs)
• estim/arx.cpp (modified) (1 diff)
• estim/arx.h (modified) (1 diff)
• estim/particles.h (modified) (2 diffs)
• stat/emix.h (modified) (7 diffs)
• stat/exp_family.cpp (modified) (1 diff)

library/bdm/base/bdmbase.cpp

@@ -210 +210 @@
     rv.dataind ( rv_up, v2v_down, v2v_up );
     downsize = v2v_down.length();
-    upsize = v2v_up.length();
+    upsize = rv_up._dsize();//v2v_up.length();
 }
 

library/bdm/base/bdmbase.h

@@ -1036 +1036 @@
     };
     void connect(const RV &vecrv, const RV & vec1) {
-        bdm_assert(vecrv._dsize()==length(),"Description of this vector, "+ vecrv.to_string() +" does not math it length: " + num2str(length()));
+
+                bdm_assert(vecrv._dsize()==length(),"Description of this vector, "+ vecrv.to_string() +" does not math it length: " + num2str(length()));
         dl.set_connection(vecrv,vec1);
+                vecfromlen=vec1._dsize();
         bdm_assert(dl._downsize()==length(), "Rv of this vector, "+vecrv.to_string() +" was not found in given rv: "+vec1.to_string());
     };
+        void push_to(vec &v_up){
+                dl.pushup(*this,v_up);
+        }
+        datalink_part& _dl() {return dl;}
 };
 
@@ -1325 +1331 @@
         
         //! 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);
+        virtual vec samplepred(const vec &cond=empty_vec) NOT_IMPLEMENTED(empty_vec);
 
     //! Matrix version of logpred

library/bdm/estim/arx.cpp

@@ -71 +71 @@
 }
 
-vec ARX::samplepred(const vec &cond) const{
+vec ARX::samplepred(const vec &cond) {
         mat M;
         chmat R;

library/bdm/estim/arx.h

@@ -89 +89 @@
     };
         double logpred ( const vec &yt, const vec &cond ) const;
-        vec samplepred (  const vec &cond ) const;
+        vec samplepred (  const vec &cond ) ;
         void flatten ( const BMEF* B , double weight );
     //! Conditioned version of the predictor

library/bdm/estim/particles.h

@@ -33 +33 @@
         MarginalizedParticleBase ∓
     public:
-        eprod_2(MarginalizedParticleBase &m):mp(m) {}
-        const epdf* factor(int i) const {
+                eprod_2(MarginalizedParticleBase &m):mp(m) {}
+                const epdf* factor(int i) const {
             return (i==0) ? &mp.bm->posterior() : &mp.est_emp;
         }
@@ -622 +622 @@
 };
 UIREGISTER(NoiseParticleX);
+
 
 /*! Marginalized particle for state-space models with unknown parameters of distribuution of residues on \f$v_t\f$ and \f$ w_t \f$.

library/bdm/stat/emix.h

@@ -293 +293 @@
     virtual const int no_factors() const NOT_IMPLEMENTED(0);
     //! Default constructor
-    eprod_base () :  dls (0) {};
-    //! Set internal
+        eprod_base () :  dls (0) {};
+        eprod_base (const eprod_base &ep0) :  dls (ep0.dls) {};
+        //! Set internal
     vec mean() const;
 
@@ -449 +450 @@
         ProdBMBase & pb;
     public :
-        eprod_bm(ProdBMBase &pb0): pb(pb0) {}
-        const epdf* factor(int i ) const {
+                eprod_bm(ProdBMBase &pb0): pb(pb0) {}
+                const epdf* factor(int i ) const {
             return &(pb.bm(i)->posterior());
         }
@@ -458 +459 @@
     } est;
 public:
-    ProdBMBase():est(*this) {}
-    virtual BM* bm(int i) NOT_IMPLEMENTED(NULL);
+        ProdBMBase():BM(),est(*this) {}
+        ProdBMBase(const ProdBMBase &p0):BM(p0),bm_yt(p0.bm_yt),bm_cond(p0.bm_cond),est(*this) {
+                est.validate();
+        }
+        virtual BM* bm(int i) NOT_IMPLEMENTED(NULL);
     virtual int no_bms() const {
         return 0;
@@ -496 +500 @@
 
         for (int i=0; i<no_bms(); i++) {
+                        bm_yt(i).set_length(bm(i)->dimensiony());
             bm_yt(i).connect(bm(i)->_yrv(), yrv);
-            bm_cond(i).connect(bm(i)->_rvc(), yrv, rvc);
+                        bm_cond(i).set_length(bm(i)->dimensionc());
+                        bm_cond(i).connect(bm(i)->_rvc(), yrv, rvc);
         }
     }
@@ -506 +512 @@
             bm_cond(i).update(dt,cond);
             bm(i)->bayes(bm_yt(i), bm_cond(i));
-        }
-    }
-
+                        ll+=bm(i)->_ll();
+        }
+    }
+    vec samplepred( const vec &cond) {
+                vec samp=zeros(dimy);
+                
+                for(int i=0; i<no_bms(); i++) {
+                        bm_cond(i).update(samp,cond);
+                        vec yi=bm(i)->samplepred(bm_cond(i));
+                        bm_yt(i)._dl().pushup(samp,yi);
+                }
+                return samp;
+        }
+        
 };
 
@@ -515 +532 @@
     Array<shared_ptr<BM> > BMs;
 public:
+        ProdBM():ProdBMBase(),BMs(){};
+        ProdBM(const ProdBM &p0):ProdBMBase(p0),BMs(p0.BMs){est.validate();};
+    ProdBM* _copy() const {return new ProdBM(*this);}
     virtual BM* bm(int i) {
         return BMs(i).get();
@@ -529 +549 @@
         UI::save(BMs,set,"BMs");
     }
-
 };
 UIREGISTER(ProdBM);

library/bdm/stat/exp_family.cpp

@@ -160 +160 @@
 vec egiw::est_theta() const {
     if ( dimx == 1 ) {
+                if (dimc<1) return empty_vec;
+                
         const mat &L = V._L();
         int end = L.rows() - 1;