Changeset 1282 for applications/robust/robustlib.h

Timestamp:

02/21/11 09:22:08 (13 years ago)

Author:

sindj

Message:

Prvni pokusy s robustnim AR modelem. JS

Files:

• applications/robust/robustlib.h (modified) (9 diffs)

applications/robust/robustlib.h

@@ -21 +21 @@
 using namespace itpp;
 
-const double max_range = 10.0;//numeric_limits<double>::max()/10e-10;
+const double max_range = 10;//numeric_limits<double>::max()/10e-10;
 
 enum actions {MERGE, SPLIT};
+
+
 
 class polyhedron;
@@ -187 +189 @@
 {
         /// A dynamic array representing coordinates of the vertex
-        vec coordinates;        
-
-        
+        vec coordinates;
 
 public:
 
-
+        double function_value;
 
         /// Default constructor
@@ -238 +238 @@
         double probability;
 
+        vertex* minimal_vertex;
+
         /// A condition used for determining the function of a Laplace-Inverse-Gamma density resulting from Bayesian estimation
         vec condition;
@@ -589 +591 @@
 
         double normalization_factor;
+
+        
 
         void alter_toprow_conditions(vec condition, bool should_be_added)
@@ -802 +806 @@
         c_statistic statistic;
 
+        vertex* minimal_vertex;
+
+        double likelihood_value;
+
         vector<multiset<my_ivec>> correction_factors;
 
@@ -812 +820 @@
                 this->number_of_parameters = number_of_parameters;
 
-                create_statistic(number_of_parameters);         
+                create_statistic(number_of_parameters);
+
+                likelihood_value = numeric_limits<double>::max();
         }
 
@@ -819 +829 @@
         emlig(c_statistic statistic)
         {
-                this->statistic = statistic;            
+                this->statistic = statistic;    
+
+                likelihood_value = numeric_limits<double>::max();
         }
 
         void step_me(int marker)
         {
+                
                 for(int i = 0;i<statistic.size();i++)
                 {
@@ -836 +849 @@
                         }
                 }
+
+                /*
+                list<vec> table_entries;
+                for(polyhedron* horiz_ref = statistic.rows[statistic.size()-1];horiz_ref!=statistic.row_ends[statistic.size()-1];horiz_ref=horiz_ref->next_poly)
+                {
+                        toprow *current_toprow = (toprow*)(horiz_ref);
+                        for(list<set<vertex*>>::iterator tri_ref = current_toprow->triangulation.begin();tri_ref!=current_toprow->triangulation.end();tri_ref++)
+                        {
+                                for(set<vertex*>::iterator vert_ref = (*tri_ref).begin();vert_ref!=(*tri_ref).end();vert_ref++)
+                                {
+                                        vec table_entry = vec();
+                                        
+                                        table_entry.ins(0,(*vert_ref)->get_coordinates()*current_toprow->condition.get(1,current_toprow->condition.size()-1)-current_toprow->condition.get(0,0));
+                                        
+                                        table_entry.ins(0,(*vert_ref)->get_coordinates());
+
+                                        table_entries.push_back(table_entry);
+                                }
+                        }                       
+                }
+
+                unique(table_entries.begin(),table_entries.end());
+
+                                
+                
+                for(list<vec>::iterator entry_ref = table_entries.begin();entry_ref!=table_entries.end();entry_ref++)
+                {
+                        ofstream myfile;
+                        myfile.open("robust_data.txt", ios::out | ios::app);
+                        if (myfile.is_open())
+                        {
+                                for(int i = 0;i<(*entry_ref).size();i++)
+                                {
+                                        myfile << (*entry_ref)[i] << ";";
+                                }
+                                myfile << endl;
+                        
+                                myfile.close();
+                        }
+                        else
+                        {
+                                cout << "File problem." << endl;
+                        }
+                }
+                */
+                
+
+                return;
         }
 
@@ -862 +923 @@
         void add_and_remove_condition(vec toadd, vec toremove)
         {
+                likelihood_value = numeric_limits<double>::max();
+
                 bool should_remove = (toremove.size() != 0);
                 bool should_add    = (toadd.size() != 0);