Changeset 181 for bdm/stat

Timestamp:

10/15/08 19:11:17 (16 years ago)

Author:

smidl

Message:

Regenerated doc

Location:

bdm/stat

Files:

• emix.cpp (modified) (2 diffs)
• emix.h (modified) (5 diffs)
• libBM.cpp (modified) (1 diff)
• libBM.h (modified) (2 diffs)
• libEF.h (modified) (2 diffs)

bdm/stat/emix.cpp

@@ -31 +31 @@
 }
 
-// mprod::mprod ( Array<mpdf*> mFacs, bool overlap) : mpdf ( RV(), RV() ), n ( mFacs.length() ), epdfs ( n ), mpdfs ( mFacs ), rvinds ( n ), rvcinrv ( n ), rvcinds ( n ) {
+// mprod::mprod ( Array<mpdf*> mFacs, bool overlap) : mpdf ( RV(), RV() ), n ( mFacs.length() ), epdfs ( n ), mpdfs ( mFacs ), rvinds ( n ), rvcinrv ( n ), rvcsinrvc ( n ) {
 //              int i;
 //              bool rvaddok;
@@ -54 +54 @@
 //                      rvcinrv ( i ) = mpdfs ( i )->_rvc().dataind ( rv );
 //                      // find ith rvc in common rv
-//                      rvcinds ( i ) = mpdfs ( i )->_rvc().dataind ( rvc );
+//                      rvcsinrvc ( i ) = mpdfs ( i )->_rvc().dataind ( rvc );
 //                      //
 // /*                   if ( rvcinrv ( i ).length() >0 ) {independent = false;}
-//                      if ( rvcinds ( i ).length() >0 ) {independent = false;}*/
+//                      if ( rvcsinrvc ( i ).length() >0 ) {independent = false;}*/
 //              }
 //      };

bdm/stat/emix.h

@@ -40 +40 @@
 public:
         //!Default constructor
-        emix (const RV &rv ) : epdf ( rv ) {};
+        emix ( const RV &rv ) : epdf ( rv ) {};
         //! Set weights \c w and components \c Coms , Coms are not copied!
         void set_parameters ( const vec &w, const Array<epdf*> &Coms, bool copy=true );
@@ -60 +60 @@
         //! returns a pointer to the internal mean value. Use with Care!
         vec& _w() {return w;}
-        virtual ~emix(){if (destroyComs){for(int i=0;i<Coms.length();i++){delete Coms(i);}}}
+        virtual ~emix() {if ( destroyComs ) {for ( int i=0;i<Coms.length();i++ ) {delete Coms ( i );}}}
         //! Auxiliary function for taking ownership of the Coms()
-        void ownComs(){destroyComs=true;}
+        void ownComs() {destroyComs=true;}
 };
 
@@ -75 +75 @@
 class mprod: public compositepdf, public mpdf {
 protected:
-        // pointers to epdfs
+        //! pointers to epdfs - shortcut to mpdfs()._epdf()
         Array<epdf*> epdfs;
         //! Indeces of rvc in common rvc
-        Array<ivec> rvcinds;
+        Array<ivec> rvcsinrvc;
+        //! Indeces of common rvc in rvcs
+        Array<ivec> rvcinrvcs;
 public:
         /*!\brief Constructor from list of mFacs,
-        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()), epdfs(n), rvcinds(n)
-        {       setrvc(rv,rvc);
-                setrvcinrv(rvc,rvcinds);
-                setindices(rv); 
-        for(int i=0;i<n;i++){epdfs(i)=&(mpdfs(i)->_epdf());}
-        };
-
-        double evalpdflog ( const vec &val ) const {
+        mprod ( Array<mpdf*> mFacs ) : compositepdf ( mFacs ), mpdf ( getrv ( true ),RV() ), epdfs ( n ), rvcsinrvc ( n ) {
+                setrvc ( rv,rvc );
+                setindices ( rv );
+                for ( int i = 0;i < n;i++ ) {
+                        // find ith rvc in common rv
+                        rvcsinrvc ( i ) = mpdfs ( i )->_rvc().dataind ( rvc );
+                        //and vice-versa
+                        rvcinrvcs ( i ) = rvc.dataind ( mpdfs ( i )->_rvc() );
+                }
+
+                for ( int i=0;i<n;i++ ) {
+                        epdfs ( i ) =& ( mpdfs ( i )->_epdf() );
+                }
+        };
+
+        double evalcond ( const vec &val, const vec &cond ) const {
                 int i;
                 double res = 0.0;
+                vec condi;
                 for ( i = n - 1;i > 0;i++ ) {
-                        if ( rvcinds ( i ).length() > 0 )
-                                {mpdfs ( i )->condition ( val ( rvcinds ( i ) ) );}
+                        if ( ( rvcsinrvc ( i ).length() > 0 ) || ( rvcsinrv ( i ).length() > 0 ) ) {
+                                condi = zeros ( rvcsinrvc ( i ).length() +rvcsinrv ( i ).length() );
+                                //copy part of the rvc into condi
+                                set_subvector ( condi, rvcinrvcs ( i ), get_vec ( cond,rvcsinrvc ( i ) ) );
+                                //copy part of the rv into condi
+                                set_subvector ( condi, rvinrvcs ( i ), get_vec ( val,rvcsinrv ( i ) ) );
+                                mpdfs ( i )->condition ( condi );
+                        }
                         // add logarithms
                         res += epdfs ( i )->evalpdflog ( val ( rvsinrv ( i ) ) );
@@ -107 +123 @@
                 ll = 0;
                 for ( int i = ( n - 1 );i >= 0;i-- ) {
-                        if (( rvcinds ( i ).length() > 0 )||( rvcsinrv ( i ).length() > 0 )) {
-                                condi = zeros ( rvcsinrv(i).length() + rvcinds(i).length() );
+                        if ( ( rvcsinrvc ( i ).length() > 0 ) || ( rvcsinrv ( i ).length() > 0 ) ) {
+                                condi = zeros ( rvcsinrv ( i ).length() + rvcsinrvc ( i ).length() );
                                 // copy data in condition
-                                set_subvector ( condi,rvcinds ( i ), cond );
+                                set_subvector ( condi,rvcsinrvc ( i ), cond );
                                 // copy data in already generated sample
-                                set_subvector ( condi,rvinrvcs ( i ), get_vec(smp,rvcsinrv(i)) );
+                                set_subvector ( condi,rvinrvcs ( i ), get_vec ( smp,rvcsinrv ( i ) ) );
 
                                 mpdfs ( i )->condition ( condi );
@@ -169 +185 @@
                 double tmp=0;
                 for ( int i=0;i<epdfs.length();i++ ) {
-                        tmp+=epdfs(i)->evalpdflog(val(rvinds(i)));
+                        tmp+=epdfs ( i )->evalpdflog ( val ( rvinds ( i ) ) );
                 }
                 return tmp;
         }
         //!access function
-        const epdf* operator () (int i) const {it_assert_debug(i<epdfs.length(),"wrong index");return epdfs(i);}
+        const epdf* operator () ( int i ) const {it_assert_debug ( i<epdfs.length(),"wrong index" );return epdfs ( i );}
 };
 

bdm/stat/libBM.cpp

@@ -213 +213 @@
 }
 
-void compositepdf::setrvcinrv(const RV &rvc, Array<ivec> &rvinds){
-        for (int i = 0;i < n;i++ ) {
-                        // find ith rv in common rv
-                rvinds ( i ) = mpdfs ( i )->_rvc().dataind ( rvc );
-        }
-}
-
-
 void BM::bayesB(const mat &Data){
         for(int t=0;t<Data.cols();t++){bayes(Data.get_col(t));}

bdm/stat/libBM.h

@@ -19 +19 @@
 using namespace itpp;
 
-//! Structure of RV (used internally)
+//! Structure of RV (used internally), i.e. expanded RVs
 class str{
 public:
+        //! vector id ids (non-unique!)
         ivec ids;
+        //! vector of times
         ivec times;
+        //!Default constructor
         str(ivec ids0, ivec times0):ids(ids0),times(times0){
                 it_assert_debug(times0.length()==ids0.length(),"Incompatible input");
@@ -262 +265 @@
         public:
                 compositepdf(Array<mpdf*> A0): n(A0.length()), mpdfs(A0), rvsinrv(n), rvcsinrv(n),rvinrvcs(n){};
+                //! find common rv, flag \param checkoverlap modifies whether overlaps are acceptable
                 RV getrv(bool checkoverlap=false);
+                //! common rvc of all mpdfs is written to rvc
                 void setrvc(const RV &rv, RV &rvc);
+                //! fill all rv*inrv* according to 
                 void setindices(const RV &rv);
-                void setrvcinrv(const RV &rvc, Array<ivec> &rvcind);
 };
 

bdm/stat/libEF.h

@@ -230 +230 @@
 };
 
-//! Estimator for Multinomial density
+//! \brief Estimator for Multinomial density
 class multiBM : public BMEF {
 protected:
         //! Conjugate prior and posterior
         eDirich est;
+        //! Pointer inside est to sufficient statistics 
         vec β
 public:
@@ -241 +242 @@
         //!Copy constructor
         multiBM ( const multiBM &B ) : BMEF ( B ),est ( rv,B.beta ),beta ( est._beta() ) {}
-
+        //! Sets sufficient statistics to match that of givefrom mB0
         void set_statistics ( const BM* mB0 ) {const multiBM* mB=dynamic_cast<const multiBM*> ( mB0 ); beta=mB->beta;}
         void bayes ( const vec &dt ) {