Changeset 192 for bdm/stat

Timestamp:

10/22/08 10:46:40 (16 years ago)

Author:

smidl

Message:

modification of datalinks and switch mprod and merger to use them

Location:

bdm/stat

Files:

• emix.cpp (modified) (1 diff)
• emix.h (modified) (4 diffs)
• libBM.cpp (modified) (1 diff)
• libBM.h (modified) (5 diffs)
• libEF.h (modified) (2 diffs)

bdm/stat/emix.cpp

@@ -11 +11 @@
         if ( copy ) {
                 Coms.set_length(Coms0.length());
-                for ( i=0;i<w.length();i++ ) {*Coms ( i ) =*Coms0 ( i );}
+                for ( i=0;i<w.length();i++ ) {it_error("Not imp...");
+                        *Coms ( i ) =*Coms0 ( i );}
                 destroyComs=true;
         }

bdm/stat/emix.h

@@ -35 +35 @@
  */
 class mratio: public mpdf {
-        protected:
+protected:
         //! Nominator in the form of mpdf
-                const epdf* nom;
+        const epdf* nom;
         //!Denominator in the form of epdf
-                epdf* den;
-        //!flag for destructor 
-                bool destroynom;
-        public:
-        //!Default constructor. By default, the given epdf is not copied! 
+        epdf* den;
+        //!flag for destructor
+        bool destroynom;
+public:
+        //!Default constructor. By default, the given epdf is not copied!
         //! It is assumed that this function will be used only temporarily.
-                mratio(const epdf* nom0, const RV &rv, bool copy=false):mpdf(rv,RV()){
-                        if (copy){
+        mratio ( const epdf* nom0, const RV &rv, bool copy=false ) :mpdf ( rv,RV() ) {
+                if ( copy ) {
 //                      nom = nom0->_copy_();
-                                destroynom=true;
-                        } else {
-                                nom = nom0;
-                                destroynom = false;
-                        }
-                        rvc = nom->_rv().subt(rv);
-                        it_assert_debug(rvc.length()>0,"Makes no sense to use this object!");
-                        den = nom->marginal(rvc);
-                };
-                double evalcond(const vec &val, const vec &cond) {
-                        return exp(nom->evalpdflog(concat(val,cond)) - den->evalpdflog(cond));
-                }
+                        destroynom=true;
+                }
+                else {
+                        nom = nom0;
+                        destroynom = false;
+                }
+                rvc = nom->_rv().subt ( rv );
+                it_assert_debug ( rvc.length() >0,"Makes no sense to use this object!" );
+                den = nom->marginal ( rvc );
+        };
+        double evalcond ( const vec &val, const vec &cond ) {
+                return exp ( nom->evalpdflog ( concat ( val,cond ) ) - den->evalpdflog ( cond ) );
+        }
         //! Object takes ownership of nom and will destroy it
-                void ownnom(){destroynom=true;}
+        void ownnom() {destroynom=true;}
         //! Default destructor
-                ~mratio(){delete den; if (destroynom) {delete nom;}}
+        ~mratio() {delete den; if ( destroynom ) {delete nom;}}
 };
 
@@ -100 +101 @@
                 int i;
                 double sum = 0.0;
-                for ( i = 0;i < w.length();i++ ) {sum += w ( i ) * exp(Coms ( i )->evalpdflog ( val ));}
+                for ( i = 0;i < w.length();i++ ) {sum += w ( i ) * exp ( Coms ( i )->evalpdflog ( val ) );}
                 return log ( sum );
         };
         vec evalpdflog_m ( const mat &Val ) const {
-                vec x=ones(Val.cols());
-                vec y(Val.cols());
-                for (int i = 0; i < w.length(); i++ ) {
-                        y = w ( i )*exp(Coms ( i )->evalpdflog_m ( Val ) );
-                        elem_mult_inplace(y,x); //result is in x
-                }
-                return log(x);
+                vec x=ones ( Val.cols() );
+                vec y ( Val.cols() );
+                for ( int i = 0; i < w.length(); i++ ) {
+                        y = w ( i ) *exp ( Coms ( i )->evalpdflog_m ( Val ) );
+                        elem_mult_inplace ( y,x ); //result is in x
+                }
+                return log ( x );
         };
         mat evalpdflog_M ( const mat &Val ) const {
-                mat X(w.length(), Val.cols());
-                for (int i = 0; i < w.length(); i++ ) {
-                        X.set_row(i, w ( i )*exp(Coms ( i )->evalpdflog_m ( Val ) ));
+                mat X ( w.length(), Val.cols() );
+                for ( int i = 0; i < w.length(); i++ ) {
+                        X.set_row ( i, w ( i ) *exp ( Coms ( i )->evalpdflog_m ( Val ) ) );
                 }
                 return X;
@@ -143 +144 @@
         //! pointers to epdfs - shortcut to mpdfs()._epdf()
         Array<epdf*> epdfs;
-        //! Indeces of rvc in common rvc
-        Array<ivec> irvcs_rvc;
-        //! Indeces of common rvc in rvcs
-        Array<ivec> irvc_rvcs;
+        //! Data link for each mpdfs
+        Array<datalink_m2m*> dls;
 public:
         /*!\brief Constructor from list of mFacs,
         */
-        mprod ( Array<mpdf*> mFacs ) : compositepdf ( mFacs ), mpdf ( getrv ( true ),RV() ), epdfs ( n ), irvcs_rvc ( n ), irvc_rvcs ( n ) {
+        mprod ( Array<mpdf*> mFacs ) : compositepdf ( mFacs ), mpdf ( getrv ( true ),RV() ), epdfs ( n ), dls ( n ) {
                 setrvc ( rv,rvc );
-                setindices ( rv );
+                // rv and rvc established = > we can link them with mpdfs
                 for ( int i = 0;i < n;i++ ) {
-                        // establish link between rvc and rvcs
-                        rvc.dataind ( mpdfs ( i )->_rvc(), irvc_rvcs ( i ), irvcs_rvc ( i ) );
+                        dls ( i ) = new datalink_m2m ( mpdfs ( i )->_rv(), mpdfs(i)->_rvc(), rv, rvc );
                 }
 
@@ -166 +164 @@
                 int i;
                 double res = 0.0;
-                vec condi;
                 for ( i = n - 1;i >= 0;i-- ) {
-                        if ( ( irvcs_rvc ( i ).length() > 0 ) || ( irvcs_rv ( i ).length() > 0 ) ) {
-                                condi = zeros ( irvcs_rvc ( i ).length() +irvcs_rv ( i ).length() );
-                                //copy part of the rvc into condi
-                                set_subvector ( condi, irvcs_rvc ( i ), get_vec ( cond,irvc_rvcs ( i ) ) );
-                                //copy part of the rv into condi
-                                set_subvector ( condi, irvcs_rv ( i ), get_vec ( val,irv_rvcs ( i ) ) );
-                                mpdfs ( i )->condition ( condi );
+                        if ( mpdfs(i)->_rvc().count() >0) {
+                                mpdfs ( i )->condition ( dls ( i )->get_cond ( val,cond ) );
                         }
                         // add logarithms
-                        res += epdfs ( i )->evalpdflog ( val ( rvsinrv ( i ) ) );
+                        res += epdfs ( i )->evalpdflog ( dls ( i )->get_val ( val ) );
                 }
                 return exp ( res );
         }
         vec samplecond ( const vec &cond, double &ll ) {
-                vec smp=zeros ( rv.count() );
-                vec condi;
+                //! Ugly hack to help to discover if mpfs are not in proper order. Correct solution = check that explicitely.
+                vec smp= std::numeric_limits<double>::infinity() * ones ( rv.count() );
                 vec smpi;
                 ll = 0;
+                // Hard assumption here!!! We are going backwards, to assure that samples that are needed from smp are already generated!
                 for ( int i = ( n - 1 );i >= 0;i-- ) {
-                        if ( ( irvcs_rvc ( i ).length() > 0 ) || ( irvcs_rv ( i ).length() > 0 ) ) {
-                                condi = zeros ( irvcs_rv ( i ).length() + irvcs_rvc ( i ).length() );
-                                // copy data in condition
-                                set_subvector ( condi,irvcs_rvc ( i ), get_vec ( cond, irvc_rvcs ( i ) ) );
-                                // copy data in already generated sample
-                                set_subvector ( condi,irvcs_rv ( i ), get_vec ( smp,irv_rvcs ( i ) ) );
-
-                                mpdfs ( i )->condition ( condi );
+                        if ( mpdfs(i)->_rvc().count() ) {
+                                mpdfs ( i )->condition ( dls ( i )->get_cond ( smp ,cond ) ); // smp is val here!!
                         }
                         smpi = epdfs ( i )->sample();
                         // copy contribution of this pdf into smp
-                        set_subvector ( smp,rvsinrv ( i ), smpi );
+                        dls(i)->fill_val(smp, smpi);
                         // add ith likelihood contribution
                         ll+=epdfs ( i )->evalpdflog ( smpi );

bdm/stat/libBM.cpp

@@ -234 +234 @@
 }
 
-void compositepdf::setindices(const RV &rv){
-        for (int i = 0;i < n;i++ ) {
-                // find ith rv in common rv
-                rvsinrv ( i ) = mpdfs ( i )->_rv().dataind ( rv );
-                // establish link between rv and rvc
-                rv.dataind(mpdfs(i)->_rvc(), irv_rvcs(i), irvcs_rv(i));
-        }
-}
-
 void BM::bayesB(const mat &Data){
         for(int t=0;t<Data.cols();t++){bayes(Data.get_col(t));}

bdm/stat/libBM.h

@@ -247 +247 @@
 };
 
-//!DataLink is a connection between epdf and its superordinate (Up)
+//!DataLink is a connection between an epdf and its superordinate epdf (Up)
 //! It is assumed that my val is fully present in "Up"
-class datalink {
+class datalink_e2e {
 protected:
         //! Remember how long val should be
@@ -257 +257 @@
         //! val-to-val link, indeces of the upper val
         ivec v2v_up;
-        public:
+public:
         //! Constructor
-        datalink ( const RV &rv, const RV &rv_up ) :
-                valsize(rv.count()), valupsize(rv_up.count()), v2v_up ( rv.dataind ( rv_up ) )  {it_assert_debug(v2v_up.length()==valsize,"rv is not fully in rv_up");}
+        datalink_e2e ( const RV &rv, const RV &rv_up ) :
+                        valsize ( rv.count() ), valupsize ( rv_up.count() ), v2v_up ( rv.dataind ( rv_up ) )  {
+                it_assert_debug ( v2v_up.length() ==valsize,"rv is not fully in rv_up" );
+        }
         //! Get val for myself from val of "Up"
-        vec get_val ( const vec &val_up ) {it_assert_debug(valupsize==val_up.length(),"Wrong val_up"); return get_vec ( val_up,v2v_up );}
+        vec get_val ( const vec &val_up ) {it_assert_debug ( valupsize==val_up.length(),"Wrong val_up" ); return get_vec ( val_up,v2v_up );}
         //! Fill val of "Up" by my pieces
-        void fill_val ( vec &val_up, const vec &val ) {it_assert_debug(valsize==val.length(),"Wrong val");it_assert_debug(valupsize==val_up.length(),"Wrong val_up");set_subvector ( val_up, v2v_up, val );}
-};
-
-//!DataLink is a connection between mpdf and its superordinate (Up)
-//! This class links 
-class datalink_mpdf: public datalink {
-protected:
+        void fill_val ( vec &val_up, const vec &val ) {
+                it_assert_debug ( valsize==val.length(),"Wrong val" );
+                it_assert_debug ( valupsize==val_up.length(),"Wrong val_up" );
+                set_subvector ( val_up, v2v_up, val );
+        }
+};
+
+//! data link between
+class datalink_m2e: public datalink_e2e {
+protected:
+        //! Remember how long cond should be
+        int condsize;
         //!upper_val-to-local_cond link, indeces of the upper val
         ivec v2c_up;
         //!upper_val-to-local_cond link, ideces of the local cond
         ivec v2c_lo;
+
+public:
+        //! Constructor
+        datalink_m2e ( const RV &rv,  const RV &rvc, const RV &rv_up ) :
+                        datalink_e2e ( rv,rv_up ), condsize ( rvc.count() ) {
+                //establish v2c connection
+                rvc.dataind ( rv_up, v2c_lo, v2c_up );
+        }
+        //!Construct condition
+        vec get_cond ( const vec &val_up ) {
+                vec tmp ( condsize );
+                set_subvector ( tmp,v2c_lo,val_up ( v2c_up ) );
+                return tmp;
+        }
+};
+//!DataLink is a connection between mpdf and its superordinate (Up)
+//! This class links
+class datalink_m2m: public datalink_m2e {
+protected:
         //!cond-to-cond link, indeces of the upper cond
         ivec c2c_up;
         //!cond-to-cond link, indeces of the local cond
         ivec c2c_lo;
-        //! size of cond
-        int csize;
 public:
         //! Constructor
-        datalink_mpdf ( const mpdf &Me, const mpdf &Up ) :
-                        datalink ( Me._rv(),Up._rv() ) {
-                //establish v2c connection
-                Me._rvc().dataind ( Up._rv(), v2c_lo, v2c_up );
+        datalink_m2m ( const RV &rv, const RV &rvc, const RV &rv_up, const RV &rvc_up ) :
+                        datalink_m2e ( rv, rvc, rv_up) {
                 //establish c2c connection
-                Me._rvc().dataind ( Up._rvc(), c2c_lo, c2c_up );
-                csize = Me._rvc().count();
+                rvc.dataind ( rvc_up, c2c_lo, c2c_up );
+                it_assert_debug(c2c_lo.length()+v2c_lo.length()==condsize, "cond is not fully given");
         }
         //! Get cond for myself from val and cond of "Up"
         vec get_cond ( const vec &val_up, const vec &cond_up ) {
-                vec tmp(csize);
-                set_subvector(tmp,v2c_lo,val_up(v2c_up));
-                set_subvector(tmp,c2c_lo,cond_up(c2c_up));
+                vec tmp ( condsize );
+                set_subvector ( tmp,v2c_lo,val_up ( v2c_up ) );
+                set_subvector ( tmp,c2c_lo,cond_up ( c2c_up ) );
                 return tmp;
         }
-        //! Fill 
+        //! Fill
 
 };
@@ -304 +326 @@
 /*! \brief Unconditional mpdf, allows using epdf in the role of mpdf.
 
-WARNING: the class does not check validity of the \c ep pointer nor its existence.
 */
 class mepdf : public mpdf {
@@ -314 +335 @@
 
 //!\brief Abstract composition of pdfs, a base for specific classes
+//!this abstract class is common to epdf and mpdf
 class compositepdf {
 protected:
@@ -320 +342 @@
         //! Elements of composition
         Array<mpdf*> mpdfs;
-        //! Indeces of rvs in common rv
-        Array<ivec> rvsinrv;
-        //! Indeces of rvc in common rv
-        Array<ivec> irvcs_rv;
-        //! Indeces of common rv in rvc
-        Array<ivec> irv_rvcs;
-public:
-        compositepdf ( Array<mpdf*> A0 ) : n ( A0.length() ), mpdfs ( A0 ), rvsinrv ( n ), irvcs_rv ( n ),irv_rvcs ( n ) {};
+public:
+        compositepdf ( Array<mpdf*> A0 ) : n ( A0.length() ), mpdfs ( A0 ) {};
         //! 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 );
 };
 

bdm/stat/libEF.h

@@ -380 +380 @@
         //! Set \c A and \c R
         void set_parameters ( const  mat &A, const vec &mu0, const sq_T &R );
-        //!Generate one sample of the posterior
-        vec samplecond (const vec &cond, double &lik );
-        //!Generate matrix of samples of the posterior
-        mat samplecond (const vec &cond, vec &lik, int n );
+//      //!Generate one sample of the posterior
+//      vec samplecond (const vec &cond, double &lik );
+//      //!Generate matrix of samples of the posterior
+//      mat samplecond (const vec &cond, vec &lik, int n );
         //! Set value of \c rvc . Result of this operation is stored in \c epdf use function \c _ep to access it.
         void condition (const vec &cond );
@@ -567 +567 @@
 }
 
-template<class sq_T>
-vec mlnorm<sq_T>::samplecond (const  vec &cond, double &lik ) {
-        this->condition ( cond );
-        vec smp = epdf.sample();
-        lik = epdf.eval ( smp );
-        return smp;
-}
-
-template<class sq_T>
-mat mlnorm<sq_T>::samplecond (const vec &cond, vec &lik, int n ) {
-        int i;
-        int dim = rv.count();
-        mat Smp ( dim,n );
-        vec smp ( dim );
-        this->condition ( cond );
-
-        for ( i=0; i<n; i++ ) {
-                smp = epdf.sample();
-                lik ( i ) = epdf.eval ( smp );
-                Smp.set_col ( i ,smp );
-        }
-
-        return Smp;
-}
+// template<class sq_T>
+// vec mlnorm<sq_T>::samplecond (const  vec &cond, double &lik ) {
+//      this->condition ( cond );
+//      vec smp = epdf.sample();
+//      lik = epdf.eval ( smp );
+//      return smp;
+// }
+
+// template<class sq_T>
+// mat mlnorm<sq_T>::samplecond (const vec &cond, vec &lik, int n ) {
+//      int i;
+//      int dim = rv.count();
+//      mat Smp ( dim,n );
+//      vec smp ( dim );
+//      this->condition ( cond );
+// 
+//      for ( i=0; i<n; i++ ) {
+//              smp = epdf.sample();
+//              lik ( i ) = epdf.eval ( smp );
+//              Smp.set_col ( i ,smp );
+//      }
+// 
+//      return Smp;
+// }
 
 template<class sq_T>