Changeset 176

Timestamp:

10/09/08 11:32:12 (16 years ago)

Author:

smidl

Message:

Corrections to mixtures & merger

Files:

• bdm/CMakeLists.txt (modified) (1 diff)
• bdm/estim/merger.cpp (added)
• bdm/estim/merger.h (added)
• bdm/estim/mixef.cpp (added)
• bdm/estim/mixef.h (added)
• bdm/stat/emix.h (modified) (1 diff)
• bdm/stat/libBM.cpp (modified) (4 diffs)
• bdm/stat/libBM.h (modified) (5 diffs)
• bdm/stat/libEF.h (modified) (5 diffs)
• bdm/stat/merger.cpp (deleted)
• bdm/stat/merger.h (deleted)
• mpdm/merg_pred.cpp (modified) (1 diff)
• tests/merger_test.cpp (modified) (2 diffs)
• tests/mixef_test.cpp (added)

bdm/CMakeLists.txt

@@ -2 +2 @@
 
 SET(BdmMath math/libDC.cpp math/libDC.h math/chmat.cpp math/chmat.h)
-SET(BdmStat stat/libDS.cpp stat/libDS.h stat/libFN.cpp stat/libFN.h stat/libBM.cpp stat/libBM.h stat/libEF.cpp stat/libEF.h stat/loggers.cpp stat/loggers.h stat/emix.cpp stat/emix.h stat/merger.cpp)
-SET(BdmEstim estim/libKF.cpp estim/libKF.h estim/libPF.cpp estim/libPF.h estim/arx.cpp estim/arx.h estim/mixef.cpp estim/mixef.h)
+SET(BdmStat stat/libDS.cpp stat/libDS.h stat/libFN.cpp stat/libFN.h stat/libBM.cpp stat/libBM.h stat/libEF.cpp stat/libEF.h stat/loggers.cpp stat/loggers.h stat/emix.cpp stat/emix.h)
+SET(BdmEstim estim/libKF.cpp estim/libKF.h estim/libPF.cpp estim/libPF.h estim/arx.cpp estim/arx.h estim/mixef.cpp estim/mixef.h estim/merger.cpp)
 SET(BdmUI userinfo.cpp userinfo.h)
 

bdm/stat/emix.h

@@ -78 +78 @@
         Additional parameter overlap is left for future use. Do not set to true for mprod.
         */
-        mprod ( Array<mpdf*> mFacs): compositepdf(mFacs), mpdf(getrv(true),RV()), rvcinds(n), epdfs(n)
+        mprod ( Array<mpdf*> mFacs): compositepdf(mFacs), mpdf(getrv(true),RV()), epdfs(n), rvcinds(n)
         {       setrvc(rv,rvc);
                 setrvcinrv(rvc,rvcinds);

bdm/stat/libBM.cpp

@@ -91 +91 @@
 // }
 
-RV RV::subselect ( ivec ind ) const {
+RV RV::subselect (const ivec &ind ) const {
         RV ret;
         ret.init ( ids ( ind ), names ( to_Arr ( ind ) ), sizes ( ind ), times ( ind ) );
@@ -99 +99 @@
 void RV::t ( int delta ) { times += delta;}
 
-RV RV::operator() ( ivec ind ) const {
+RV RV::operator() (const ivec &ind ) const {
         RV ret;
         if ( ind.length() >0 ) {
@@ -140 +140 @@
 }
 
-ivec RV::dataind ( RV rv2 ) const {
+ivec RV::dataind (const RV &rv2 ) const {
         ivec res ( 0 );
         if ( rv2.count()>0 ) {
@@ -155 +155 @@
 }
 
-RV RV::subt ( const RV rv2 ) const {
+RV RV::subt ( const RV &rv2 ) const {
         ivec res = this->findself ( rv2 ); // nonzeros
         ivec valid = itpp::find ( res == -1 ); //-1 => value not found => it remains

bdm/stat/libBM.h

@@ -80 +80 @@
         bool add ( const RV &rv2 );
         //! Subtract  another variable from the current one
-        RV subt ( const RV rv2 ) const;
+        RV subt ( const RV &rv2 ) const;
         //! Select only variables at indeces ind
-        RV subselect ( ivec ind ) const;
+        RV subselect ( const ivec &ind ) const;
         //! Select only variables at indeces ind
-        RV operator() ( ivec ind ) const;
+        RV operator() ( const ivec &ind ) const;
         //! Shift \c time shifted by delta.
         void t ( int delta );
@@ -90 +90 @@
         str tostr() const;
         //! generate indeces into \param crv data vector that form data vector of self.
-        ivec dataind(RV crv) const;
+        ivec dataind(const RV &crv) const;
 
         //!access function
@@ -103 +103 @@
         //!access function
         std::string name ( int at ) {return names ( at );};
+        
+        //!access function
+        void set_id ( int at, int id0 ) {ids ( at )=id0;};
+        //!access function
+        void set_size ( int at, int size0 ) {sizes ( at )=size0; tsize=sum(sizes);};
+        //!access function
+        void set_time ( int at, int time0 ) {times ( at )=time0;};
+
         //!Assign unused ids to this rv 
         void newids();
@@ -160 +168 @@
 
         //! Compute log-probability of multiple values argument \c val
-        virtual vec evalpdflog ( const mat &Val ) const {
+        virtual vec evalpdflog_m ( const mat &Val ) const {
                 vec x ( Val.cols() );
                 for ( int i=0;i<Val.cols();i++ ) {x ( i ) =evalpdflog( Val.get_col(i) ) ;}
@@ -318 +326 @@
         //! I.e. marginal likelihood of the data with the posterior integrated out.
         virtual double logpred(const vec &dt)const{it_error("Not implemented");return 0.0;}
+        //! Matrix version of logpred
+        vec logpred_m(const mat &dt)const{vec tmp(dt.cols());for(int i=0;i<dt.cols();i++){tmp(i)=logpred(dt.get_col(i));}return tmp;}
         
         //! Destructor for future use;

bdm/stat/libEF.h

@@ -91 +91 @@
         void bayes ( const vec &dt );
         //!Flatten the posterior
-        virtual void flatten ( BMEF * B) {it_error ( "Not implemented" );}
+        virtual void flatten ( BMEF * B ) {it_error ( "Not implemented" );}
 };
 
@@ -206 +206 @@
         vec sample() const {it_error ( "Not implemented" );return vec_1 ( 0.0 );};
         vec mean() const {return beta/sum ( beta );};
-        //! In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise val = [theta_1 theta_2 ... r_1 r_2 ]
+        //! In this instance, val is ...
         double evalpdflog_nn ( const vec &val ) const {return ( beta-1 ) *log ( val );};
         double lognc () const {
@@ -216 +216 @@
         //!access function
         vec& _beta() {return beta;}
+        //!Set internal parameters
+        void set_parameters(const vec &beta0){
+                if(beta0.length()!=beta.length()){
+                        it_assert_debug(rv.length()==1,"Undefined");
+                        rv.set_size(0,beta0.length());
+                }
+                beta= beta0;
+        }
 };
 
@@ -239 +247 @@
                 eDirich pred ( est );
                 vec &beta = pred._beta();
-                
+
                 double lll;
                 if ( frg<1.0 )
@@ -250 +258 @@
                 return pred.lognc()-lll;
         }
-        void flatten (BMEF* B ) {
-                eDirich* E=dynamic_cast<eDirich*>(B);
+        void flatten ( BMEF* B ) {
+                eDirich* E=dynamic_cast<eDirich*> ( B );
                 // sum(beta) should be equal to sum(B.beta)
                 const vec &Eb=E->_beta();
-                est.pow ( sum(beta)/sum(Eb) );
+                est.pow ( sum ( beta ) /sum ( Eb ) );
+                if ( evalll ) {last_lognc=est.lognc();}
+        }
+        const epdf& _epdf() const {return est;};
+        void set_parameters ( const vec &beta0 ) {
+                est.set_parameters(beta0);
+                rv = est._rv();
                 if(evalll){last_lognc=est.lognc();}
         }
-        const epdf& _epdf() const {return est;};
-        //!access funct
 };
 

mpdm/merg_pred.cpp

@@ -2 +2 @@
 #include <stat/libEF.h>
 #include <stat/loggers.h>
-#include <stat/merger.h>
+//#include <stat/merger.h>
 using namespace itpp;
 

tests/merger_test.cpp

@@ -1 +1 @@
 #include <itpp/itbase.h>
 #include <stat/libEF.h>
-#include <stat/merger.h>
+#include <estim/merger.h>
 
 using namespace itpp;
@@ -11 +11 @@
 int main() {
 
-        RV x("{x }","1");
-        RV y("{y }","1");
-        RV z("{z }","1");
+        RV x ( "{x }","1" );
 
-        mlnorm<fsqmat> fx(x,y);
-        mlnorm<fsqmat> fy(x,z);
+        enorm<fsqmat> f1 ( x );
+        enorm<fsqmat> f2 ( x );
 
-        fx.set_parameters("1.5",mat("1"));
-        fy.set_parameters("1.3",mat("1"));
-        
-        Array<mpdf* > A(2); 
-        A(0)=&fx;
-        A(1)=&fy;
+        f1.set_parameters ( "-5",mat ( "2" ) );
+        f2.set_parameters ( "5",mat ( "10" ) );
 
-        merger M(A);
+        Array<mpdf* > A ( 2 );
+        A ( 0 ) =&mepdf(f1);
+        A ( 1 ) =&mepdf(f2);
+
+        int Npoints=100;
+        mat x_grid ( 1,Npoints );
+        x_grid.set_row ( 0,linspace ( -10.0, 10.0 ) );
+
+        vec l_f1=f1.evalpdflog_m ( x_grid );
+
+        vec l_f2=f2.evalpdflog_m ( x_grid );
+        mat lW(2,Npoints);
+        lW.set_row(0, l_f1);
+        lW.set_row(1, l_f2 );
+
+        merger M ( A );
+        cout << M.lognorm_merge(lW)<<endl;
 //      eEmp res=M.merge(100);
-        
-//      cout << res.mean() << endl;
-        //Exit program:
-        return 0;
+
 
 }