Changeset 1204 for applications/robust

Timestamp:

09/29/10 17:37:40 (14 years ago)

Author:

sindj

Message:

Rozpracovani funkci na Bayes data update. JS

Files:

• applications/robust/robustlib.h (modified) (18 diffs)

applications/robust/robustlib.h

@@ -15 +15 @@
 using namespace bdm;
 using namespace std;
+using namespace itpp;
 
 const double max_range = numeric_limits<double>::max()/10e-5;
@@ -30 +31 @@
         int multiplicity;       
 
+        int split_state;
+
+        int merge_state;
+
+        
+
 public:
         /// A list of polyhedrons parents within the Hasse diagram.
@@ -49 +56 @@
         vector<polyhedron*> neutralchildren;
 
+        vector<polyhedron*> mergechildren;
+
+        polyhedron* positiveparent;
+
+        polyhedron* negativeparent;
+
+        int message_counter;
+
         /// List of triangulation polyhedrons of the polyhedron given by their relative vertices. 
         vector<vector<vertex*>> triangulations;
@@ -58 +73 @@
         polyhedron()
         {
-                multiplicity = 1;       
+                multiplicity = 1;
+
+                message_counter = 0;
         }
         
         /// Setter for raising multiplicity
-        void RaiseMultiplicity()
+        void raise_multiplicity()
         {
                 multiplicity++;
@@ -68 +85 @@
 
         /// Setter for lowering multiplicity
-        void LowerMultiplicity()
+        void lower_multiplicity()
         {
                 multiplicity--;
@@ -83 +100 @@
         {
                 return false;
+        }
+
+        void set_state(double state_indicator, actions action)
+        {
+                switch(action)
+                {
+                        case MERGE:
+                                merge_state = (int)sign(state_indicator);                       
+                        break;
+                        case SPLIT:
+                                split_state = (int)sign(state_indicator);
+                        break;
+                }
+        }
+
+        int get_state(actions action)
+        {
+                switch(action)
+                {
+                        case MERGE:
+                                return merge_state;                     
+                        break;
+                        case SPLIT:
+                                return split_state;
+                        break;
+                }
+        }
+
+        int number_of_children()
+        {
+                return children.size()+positivechildren.size()+negativechildren.size()+neutralchildren.size();
+        }
+
+        void send_state_message(bool shouldsplit, bool shouldmerge)
+        {
+                if(shouldsplit||shouldmerge)
+                {
+                        for(vector<polyhedron*>::iterator parent_iterator = parents.begin();parent_iterator<parents.end();parent_iterator++)
+                        {
+                                polyhedron* current_parent = *parent_iterator;
+
+                                current_parent->message_counter++;
+
+                                bool is_last = (current_parent->message_counter == current_parent->number_of_children());
+
+                                if(shouldmerge)
+                                {
+                                        int child_state  = get_state(MERGE);
+                                        int parent_state = current_parent->get_state(MERGE);
+
+                                        if(parent_state == NULL || parent_state == 0)
+                                        {
+                                                current_parent->set_state(child_state, MERGE);
+
+                                                if(child_state == 0)
+                                                {
+                                                        current_parent->mergechildren.push_back(this);
+                                                }
+                                        }
+                                        else
+                                        {
+                                                if(child_state == 0)
+                                                {
+                                                        if(parent_state > 0)
+                                                        {
+                                                                positiveparent = current_parent;
+                                                        }
+                                                        else
+                                                        {
+                                                                negativeparent = current_parent;
+                                                        }
+                                                }
+                                        }
+
+                                        if(is_last)
+                                        {
+                                                if(parent_state > 0)
+                                                {
+                                                        for(vector<polyhedron*>::iterator merge_child = current_parent->mergechildren.begin(); merge_child < current_parent->mergechildren.end();merge_child++)
+                                                        {
+                                                                (*merge_child)->positiveparent = current_parent;
+                                                        }
+                                                }
+
+                                                if(parent_state < 0)
+                                                {
+                                                        for(vector<polyhedron*>::iterator merge_child = current_parent->mergechildren.begin(); merge_child < current_parent->mergechildren.end();merge_child++)
+                                                        {
+                                                                (*merge_child)->negativeparent = current_parent;
+                                                        }
+                                                }
+
+                                                current_parent->mergechildren.clear();
+                                        }
+
+
+                                }
+                        
+                        }
+                }
         }
 };
@@ -91 +208 @@
 {
         /// A dynamic array representing coordinates of the vertex
-        vector<double> coordinates;
+        vec coordinates;        
+
+        enum actions {MERGE, SPLIT};
 
 public:
+
+
 
         /// Default constructor
@@ -99 +220 @@
 
         /// Constructor of a vertex from a set of coordinates
-        vertex(vector<double> coordinates)
+        vertex(vec coordinates)
         {
                 this->coordinates = coordinates;
@@ -108 +229 @@
         void push_coordinate(double coordinate)
         {
-                coordinates.push_back(coordinate);
+                coordinates = concat(coordinates,coordinate);
         }
 
         /// A method obtaining the set of coordinates of a vertex. These coordinates are not obtained as a pointer 
         /// (not given by reference), but a new copy is created (they are given by value).
-        vector<double> get_coordinates()
-        {
-                vector<double> returned_vec;
-
-                for(int i = 0;i<coordinates.size();i++)
-                {
-                        returned_vec.push_back(coordinates[i]);
-                }
-
-                return returned_vec;
-        }
+        vec get_coordinates()
+        {               
+                return coordinates;
+        }
+
+                
 };
 
@@ -130 +246 @@
 class toprow : public polyhedron
 {
+        
+public:
         /// A condition used for determining the function of a Laplace-Inverse-Gamma density resulting from Bayesian estimation
-        vector<double> condition;
-
-public:
+        vec condition;
 
         /// Default constructor
@@ -139 +255 @@
 
         /// Constructor creating a toprow from the condition
-        toprow(vector<double> condition)
+        toprow(vec condition)
         {
                 this->condition = condition;
@@ -146 +262 @@
 };
 
-
+class condition
+{       
+public:
+        vec value;      
+
+        int multiplicity;
+
+        condition(vec value)
+        {
+                this->value = value;
+                multiplicity = 1;
+        }
+}
 
 
@@ -156 +284 @@
         /// of data update from Bayesian estimation or set by the user if this emlig is a prior density
         vector<vector<polyhedron*>> statistic;
+
+        vector<condition*> conditions;
+
+        double normalization_factor;
+
+        void alter_toprow_conditions(vec condition, bool should_be_added)
+        {
+                for(vector<polyhedron*>::iterator horiz_ref = statistic[statistic.size()-1].begin();horiz_ref<statistic[statistic.size()-1].end();horiz_ref++)
+                {
+                        double product = 0;
+
+                        vector<vertex*>::iterator vertex_ref = (*horiz_ref)->vertices.begin();
+
+                        do
+                        {
+                                product = (*vertex_ref)->coordinates*condition;
+                        }
+                        while(product == 0)
+
+                        if((product>0 && should_be_added)||(product<0 && !should_be_added))
+                        {
+                                ((toprow*) (*horiz_ref))->condition += condition;
+                        }
+                        else
+                        {
+                                ((toprow*) (*horiz_ref))->condition -= condition;
+                        }                                                       
+                }
+        }
         
 public: 
@@ -173 +330 @@
         }
 
+        void add_and_remove_condition(vec toremove, vec toadd)
+        {
+                vector<condition*>::iterator toremove_ref = conditions.end();
+                bool condition_should_be_added = false;
+
+                for(vector<condition*>::iterator ref = conditions.begin();ref<conditions.end();ref++)
+                {
+                        if(toremove != NULL)
+                        {
+                                if((*ref)->value == toremove)
+                                {
+                                        if(multiplicity>1)
+                                        {
+                                                multiplicity--;
+
+                                                alter_toprow_conditions(toremove,false);
+
+                                                toremove = NULL;
+                                        }
+                                        else
+                                        {
+                                                toremove_ref = ref;                                                     
+                                        }
+                                }
+                        }
+
+                        if(toadd != NULL)
+                        {
+                                if((*iterator)->value == toadd)
+                                {
+                                        (*iterator)->multiplicity++;
+
+                                        alter_toprow_conditions(toadd,true);
+
+                                        toadd = NULL;
+                                }
+                                else
+                                {
+                                        condition_should_be_added = true;
+                                }
+                        }
+                }
+
+                if(toremove_ref!=conditions.end())
+                {
+                        conditions.erase(toremove_ref);
+                }
+
+                if(condition_should_be_added)
+                {
+                        conditions.push_back(new condition(toadd));
+                }
+
+                vector<vector<polyhedron*>> for_splitting;
+                vector<vector<polyhedron*>> for_merging;
+
+                for(vector<polyhedron*>::iterator horizontal_position = statistic[0].begin();horizontal_position<statistic[0].end();horizontal_position++)
+                {               
+                        vertex* current_vertex = (vertex*)horizontal_position;
+                        
+                        if(toadd != NULL)
+                        {
+                                current_vertex->set_state(toadd*current_vertex->coordinates,SPLIT);
+                        }
+                        
+                        if(toremove != NULL)
+                        {
+                                current_vertex->set_state(toremove*current_vertex->coordinates,MERGE);
+                        }
+
+                        current_vertex->send_state_message(toadd != NULL, toremove != NULL);
+                }
+        }
+
 protected:
 
@@ -179 +410 @@
         {
                 // An empty vector of coordinates.
-                vector<double> origin_coord;    
+                vec origin_coord;       
 
                 // We create an origin - this point will have all the coordinates zero, but now it has an empty vector of coords.
@@ -205 +436 @@
                         // of newly added parameter. Therefore they will have all coordinates except the last one zero. We get the 
                         // right amount of zero cooridnates by reading them from the origin
-                        vector<double> origin_coord1 = origin->get_coordinates();
-                        vector<double> origin_coord2 = origin->get_coordinates();                       
+                        vec origin_coord = origin->get_coordinates();                                           
 
                         // And we incorporate the nonzero coordinates into the new cooordinate vectors
-                        origin_coord1.push_back(max_range);
-                        origin_coord2.push_back(-max_range);
+                        vec origin_coord1 = concat(origin_coord,max_range);
+                        vec origin_coord2 = concat(origin_coord,-max_range);
 
                         // Now we create the points
@@ -273 +503 @@
                                         // this condition will be a vector of zeros. There are two vectors, because we need two copies of 
                                         // the original Hasse diagram.
-                                        vector<double> vec1(i+2,0);
-                                        vector<double> vec2(i+2,0);
+                                        vec vec1(i+2);
+                                        vec1.zeros();
+
+                                        vec vec2(i+2);
+                                        vec2.zeros();
 
                                         // We create a new toprow with the previously specified condition.
@@ -378 +611 @@
 
 //! Robust Bayesian AR model for Multicriteria-Laplace-Inverse-Gamma density
-class RARX : public BMEF{
+class RARX : public BM
+{
+private:
+
+        emlig posterior;
+
+public:
+        RARX():BM()
+        {
+        };
+
+        void bayes(const itpp::vec &yt, const itpp::vec &cond = empty_vec)
+        {
+                
+        }
+
 };