Changeset 201

Timestamp:

11/10/08 15:40:25 (15 years ago)

Author:

smidl

Message:

oprava ARX a prejmenovani sampleN na sample_m

Files:

• bdm/estim/arx.cpp (modified) (2 diffs)
• bdm/stat/libBM.cpp (modified) (1 diff)
• bdm/stat/libBM.h (modified) (2 diffs)
• tests/CMakeLists.txt (modified) (1 diff)
• tests/arx_elem_test.cpp (added)
• tests/emix_test.cpp (modified) (1 diff)
• tests/mixef_test.cpp (modified) (1 diff)
• tests/testSmp.cpp (modified) (2 diffs)

bdm/estim/arx.cpp

@@ -33 +33 @@
                 lll = pred.lognc();
         }
-        else
+        else//should be save: last_lognc is changed only by bayes;
                 if ( evalll ) {lll=last_lognc;}
                 else{lll=pred.lognc();}
@@ -39 +39 @@
         V.opupdt ( dt,1.0 );
         nu+=1.0;
-
-        return pred.lognc()-lll;
+        // log(sqrt(2*pi)) = 0.91893853320467
+        return pred.lognc()-lll - 0.91893853320467;
 }
 

bdm/stat/libBM.cpp

@@ -111 +111 @@
 }
 
-mat epdf::sampleN ( int N ) const {
+mat epdf::sample_m ( int N ) const {
         mat X = zeros ( rv.count(), N );
         for ( int i = 0;i < N;i++ ) X.set_col ( i, this->sample() );

bdm/stat/libBM.h

@@ -169 +169 @@
         virtual vec sample () const =0;
         //! Returns N samples from density \f$epdf(rv)\f$
-        virtual mat sampleN ( int N ) const;
-        //! Compute probability of argument \c val
-        virtual double eval ( const vec &val ) const {return exp ( this->evalpdflog ( val ) );};
-
+        virtual mat sample_m ( int N ) const;
+        
         //! Compute log-probability of argument \c val
         virtual double evalpdflog ( const vec &val ) const =0;
@@ -232 +230 @@
 
         //! Shortcut for conditioning and evaluation of the internal epdf. In some cases,  this operation can be implemented efficiently.
-        virtual double evalcond ( const vec &dt, const vec &cond ) {this->condition ( cond );return ep->eval ( dt );};
+        virtual double evalcond ( const vec &dt, const vec &cond ) {this->condition ( cond );return exp(ep->evalpdflog ( dt ));};
+
+        virtual vec evalcond_m ( const mat &Dt, const vec &cond ) {this->condition ( cond );return exp(ep->evalpdflog_m ( Dt ));};
 
         //! Destructor for future use;

tests/CMakeLists.txt

@@ -40 +40 @@
 # ESTIM TESTS
 TEST(arx_test)
+TEST(arx_elem_test)
 TEST(merger_test)
 TEST(merger_iter_test)

tests/emix_test.cpp

@@ -77 +77 @@
         vec ll ( N );
         vec ll2 ( N );
-        mat Smp=M2.sampleN ( N );
+        mat Smp=M2.sample_m ( N );
         ll = M2.evalpdflog_m(Smp);
         

tests/mixef_test.cpp

@@ -63 +63 @@
         // Sample parameters
         int ndat = 100;
-        mat Smp =Simul.sampleN ( ndat );
+        mat Smp =Simul.sample_m ( ndat );
 
         cout << "Simulated means: " << m1 <<" and " << m2 <<endl;

tests/testSmp.cpp

@@ -53 +53 @@
         eG.set_parameters(a,b);
         
-        cout << eG.eval(a)<<endl;
-        Smp = eG.sampleN(N);
+        cout << eG.evalpdflog(a)<<endl;
+        Smp = eG.sample_m(N);
 
         vec g_mu = elem_div(a,b);
@@ -76 +76 @@
         eMix.set_parameters(vec_2(0.5,0.5), Coms);
         vec smp = eMix.sample();
-        Smp = eMix.sampleN(N);
+        Smp = eMix.sample_m(N);
         disp(eMix.mean(),zeros(2),Smp);