Changeset 267 for bdm/stat/libDS.h

Timestamp:

02/11/09 14:15:05 (15 years ago)

Author:

smidl

Message:

samplecond modification

Files:

• bdm/stat/libDS.h (modified) (3 diffs)

bdm/stat/libDS.h

@@ -73 +73 @@
                 int L_theta;
                 int L_R;
-                public:
+        public:
                 void getdata ( vec &dt ) {
                         it_assert_debug ( dt.length() ==Drv.count(),"ArxDS" );
@@ -104 +104 @@
                         mat &A =model._A();
                         mat R =model._R();
-                        if ( opt_L_theta ) {L_theta=L.add ( RV("{theta }", vec_1(A.rows() *A.cols())),"t" );}
-                        if ( opt_L_theta ) {L_R=L.add ( RV("{R }", vec_1(R.rows() *R.cols())),"r" );}
+                        if ( opt_L_theta ) {L_theta=L.add ( RV ( "{theta }", vec_1 ( A.rows() *A.cols() ) ),"t" );}
+                        if ( opt_L_theta ) {L_R=L.add ( RV ( "{R }", vec_1 ( R.rows() *R.cols() ) ),"r" );}
                 }
                 virtual void logit ( logger &L ) {
@@ -126 +126 @@
 
         };
+
+        class stateDS : public DS {
+        protected:
+                //!conditional pdf of the state evolution \f$ f(x_t|x_{t-1}) \f$
+                mpdf* IM;
+                //!conditional pdf of the observations \f$ f(d_t|x_t) \f$
+                mpdf* OM;
+                //! result storage
+                vec dt;
+                //! state storage
+                vec xt;
+                //! input storage
+                vec ut;
+                //! Logger
+                int L_xt;
+        public:
+                void getdata ( vec &dt0 ) {dt0=dt;}
+                void getdata ( vec &dt0, const ivec &indeces ) {dt0=dt ( indeces );}
+
+                stateDS ( mpdf* IM0, mpdf* OM0, RV &Urv0 ) :DS ( OM0->_rv(),Urv0 ),IM ( IM0 ),OM ( OM0 ),
+                                dt ( OM0->_rv().count() ), xt ( IM0->_rv().count() ), ut ( Urv0.count() ) {}
+                ~stateDS() {delete IM; delete OM;}
+                virtual void step() {
+                        double tmp;
+                        xt=IM->samplecond(concat ( xt,ut ));
+                        dt=OM->samplecond(concat ( xt,ut ));
+                };
+                
+                virtual void log_add ( logger &L ) {
+                        DS::log_add ( L );
+                        L_xt=L.add(IM->_rv(),"true");
+                }
+                virtual void logit ( logger &L ) {
+                        DS::logit ( L );
+                        L.logit ( L_xt,xt);
+                }
+
+        };
+
 }; //namespace