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# work/git/mixpp/bdm/stat/libBM.h

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    00001
    00013 #ifndef BM_H
    00014 #define BM_H
    00015
    00016 #include <itpp/itbase.h>
    00017 //#include <std>
    00018
    00019 using namespace itpp;
    00020
    00022 class str{
    00023 public:
    00024         ivec ids;
    00025         ivec times;
    00026         str(ivec ids0, ivec times0):ids(ids0),times(times0){
    00027                 it_assert_debug(times0.length()==ids0.length(),"Incompatible input");
    00028         };
    00029 };
    00030
    00037 class RV {
    00038 protected:
    00040         int tsize;
    00042         int len;
    00044         ivec ids;
    00046         ivec sizes;
    00048         ivec times;
    00050         Array<std::string> names;
    00051
    00052 private:
    00054         void init (ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times );
    00055 public:
    00057         RV ( Array<std::string> in_names, ivec in_sizes, ivec in_times );
    00059         RV ( Array<std::string> in_names, ivec in_sizes );
    00061         RV ( Array<std::string> in_names );
    00063         RV ();
    00064
    00066         friend std::ostream &operator<< ( std::ostream &os, const RV &rv );
    00067
    00069         int count() const {return tsize;} ;
    00071         int length() const {return len;} ;
    00072
    00073         //TODO why not inline and later??
    00074
    00076         ivec findself (const RV &rv2 ) const;
    00078         bool equal (const RV &rv2 ) const;
    00080         bool add ( const RV &rv2 );
    00082         RV subt ( const RV rv2 ) const;
    00084         RV subselect ( ivec ind ) const;
    00086         RV operator() ( ivec ind ) const;
    00088         void t ( int delta );
    00090         str tostr() const;
    00092         ivec dataind(RV crv) const;
    00093
    00095         Array<std::string>& _names() {return names;};
    00096
    00098         int id ( int at ) {return ids ( at );};
    00100         int size ( int at ) {return sizes ( at );};
    00102         int time ( int at ) {return times ( at );};
    00104         std::string name ( int at ) {return names ( at );};
    00105 };
    00106
    00108 RV concat ( const RV &rv1, const RV &rv2 );
    00109
    00110
    00112
    00113 class fnc {
    00114 protected:
    00116         int dimy;
    00117 public:
    00119         fnc ( int dy ) :dimy ( dy ) {};
    00121         virtual vec eval ( const vec &cond ) {
    00122                 return vec ( 0 );
    00123         };
    00124
    00126         int _dimy() const{return dimy;}
    00127
    00129         virtual ~fnc() {};
    00130 };
    00131
    00132
    00134
    00135 class epdf {
    00136 protected:
    00138         RV rv;
    00139 public:
    00141         epdf() :rv ( ) {};
    00142
    00144         epdf ( const RV &rv0 ) :rv ( rv0 ) {};
    00145
    00147 //      virtual vec moment ( const int order = 1 );
    00149         virtual vec sample () const =0;
    00151         virtual mat sampleN ( int N ) const;
    00153         virtual double eval ( const vec &val ) const {return exp ( this->evalpdflog ( val ) );};
    00154
    00156         virtual double evalpdflog ( const vec &val ) const =0;
    00157
    00159         virtual vec mean() const =0;
    00160
    00162         virtual ~epdf() {};
    00164         RV& _rv() {return rv;}
    00165 };
    00166
    00167
    00169 //TODO Samplecond can be generalized
    00170
    00171 class mpdf {
    00172 protected:
    00174         RV rv;
    00176         RV rvc;
    00178         epdf* ep;
    00179 public:
    00180
    00182 //      virtual fnc moment ( const int order = 1 );
    00184         virtual vec samplecond (const vec &cond, double &ll ) {this->condition ( cond );
    00185         vec temp= ep->sample();
    00186         ll=ep->evalpdflog ( temp );return temp;};
    00188         virtual mat samplecond (const vec &cond, vec &ll, int N ) {
    00189                 this->condition ( cond );
    00190                 mat temp ( rv.count(),N ); vec smp ( rv.count() );
    00191                 for ( int i=0;i<N;i++ ) {smp=ep->sample() ;temp.set_col ( i, smp );ll ( i ) =ep->evalpdflog ( smp );}
    00192                 return temp;
    00193         };
    00195         virtual void condition ( const vec &cond ) {};
    00196
    00198         virtual double evalcond ( const vec &dt, const vec &cond ) {this->condition ( cond );return ep->eval ( dt );};
    00199
    00201         virtual ~mpdf() {};
    00202
    00204         mpdf ( const RV &rv0, const RV &rvc0 ) :rv ( rv0 ),rvc ( rvc0 ) {};
    00206         RV _rvc() {return rvc;}
    00208         RV _rv() {return rv;}
    00210         epdf& _epdf() {return *ep;}
    00211 };
    00212
    00217 class mepdf : public mpdf {
    00218 public:
    00220         mepdf (epdf &em ) :mpdf ( em._rv(),RV() ) {ep=&em;};
    00221 };
    00222
    00230 class DS {
    00231 protected:
    00233         RV Drv;
    00235         RV Urv; //
    00236 public:
    00238         void getdata ( vec &dt );
    00240         void getdata ( vec &dt, ivec &indeces );
    00242         void write ( vec &ut );
    00244         void write ( vec &ut, ivec &indeces );
    00250         void linkrvs ( RV &drv, RV &urv );
    00251
    00253         void step();
    00254
    00255 };
    00256
    00261 class BM {
    00262 protected:
    00264         RV rv;
    00266         double ll;
    00268         bool evalll;
    00269 public:
    00270
    00272         BM ( const RV &rv0 ) :rv ( rv0 ), ll ( 0 ),evalll ( true ) {//Fixme: test rv
    00273         };
    00274
    00278         virtual void bayes ( const vec &dt ) = 0;
    00280         void bayes ( mat Dt );
    00282         virtual epdf& _epdf() =0;
    00283
    00285         virtual ~BM() {};
    00287         const RV& _rv() const {return rv;}
    00289         double _ll() const {return ll;}
    00290 };
    00291
    00301 class BMcond {
    00302 protected:
    00304         RV rvc;
    00305 public:
    00307         virtual void condition ( const vec &val ) =0;
    00309         BMcond ( RV &rv0 ) :rvc ( rv0 ) {};
    00311         virtual ~BMcond() {};
    00313         const RV& _rvc() const {return rvc;}
    00314 };
    00315
    00316 #endif // BM_H