Changeset 270 for bdm/estim/libPF.h

Timestamp:

02/16/09 10:02:08 (15 years ago)

Author:

smidl

Message:

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

Files:

• bdm/estim/libPF.h (modified) (10 diffs)

bdm/estim/libPF.h

@@ -17 +17 @@
 #include "../stat/libEF.h"
 
-namespace bdm{
+namespace bdm {
 
 /*!
@@ -36 +36 @@
         Array<vec> &_samples;
         //! Parameter evolution model
-        mpdf &par;
+        mpdf *par;
         //! Observation model
-        mpdf &obs;
+        mpdf *obs;
 public:
-        //! Default constructor
-        PF ( const RV &rv0, mpdf &par0,  mpdf &obs0, int n0 ) :BM ( rv0 ),
-                        n ( n0 ),est ( rv0,n ),_w ( est._w() ),_samples ( est._samples() ),
-                        par ( par0 ), obs ( obs0 ) {};
-
+        //! \name Constructors
+        //!@{
+        PF ( ) :est(), _w ( est._w() ),_samples ( est._samples() ) {};
+        PF( mpdf *par0, mpdf *obs0, epdf *epdf0, int n0 ) :
+                        est ( ),_w ( est._w() ),_samples ( est._samples() ) 
+                        { par = par0; obs=obs0; est.set_parameters ( ones(n0),epdf0 ); };
+        void set_parameters ( mpdf *par0, mpdf *obs0, int n0 ) 
+                        { par = par0; obs=obs0; n=n0; };
+        void set_statistics (const vec w0, epdf *epdf0){est.set_parameters ( w0,epdf0 );};
+        //!@}
         //! Set posterior density by sampling from epdf0
         void set_est ( const epdf &epdf0 );
         void bayes ( const vec &dt );
         //!access function
-        vec* __w(){return &_w;}
+        vec* __w() {return &_w;}
 };
 
@@ -71 +76 @@
                 Array<const epdf*> Coms;
         public:
-                mpfepdf ( eEmp &E0, const RV &rvc ) :
-                                epdf ( RV( ) ), E ( E0 ),  _w ( E._w() ),
+                mpfepdf ( eEmp &E0) :
+                                epdf ( ), E ( E0 ),  _w ( E._w() ),
                                 Coms ( _w.length() ) {
-                        rv.add ( E._rv() );
-                        rv.add ( rvc );
                 };
 
@@ -83 +86 @@
                 vec mean() const {
                         // ugly
-                        vec pom=zeros ( ( Coms ( 0 )->_rv() ).count() );
+                        vec pom=zeros ( Coms(0)->dimension() );
                         for ( int i=0; i<_w.length(); i++ ) {pom += Coms ( i )->mean() * _w ( i );}
                         return concat ( E.mean(),pom );
@@ -89 +92 @@
                 vec variance() const {
                         // ugly
-                        vec pom=zeros ( ( Coms ( 0 )->_rv() ).count() );
-                        vec pom2=zeros ( ( Coms ( 0 )->_rv() ).count() );
+                        vec pom=zeros ( Coms ( 0 )->dimension() );
+                        vec pom2=zeros (  Coms ( 0 )->dimension() );
                         for ( int i=0; i<_w.length(); i++ ) {
                                 pom += Coms ( i )->mean() * _w ( i );
-                                pom2 += (Coms ( i )->variance() + pow(Coms(i)->mean(),2)) * _w ( i );}
-                        return concat ( E.variance(),pom2-pow(pom,2) );
+                                pom2 += ( Coms ( i )->variance() + pow ( Coms ( i )->mean(),2 ) ) * _w ( i );
+                        }
+                        return concat ( E.variance(),pom2-pow ( pom,2 ) );
                 }
 
@@ -107 +111 @@
 public:
         //! Default constructor.
-        MPF ( const RV &rvlin, const RV &rvpf, mpdf &par0, mpdf &obs0, int n, const BM_T &BMcond0 ) : PF ( rvpf ,par0,obs0,n ),jest ( est,rvlin ) {
+        MPF ( mpdf *par0, mpdf *obs0, int n, const BM_T &BMcond0 ) : PF (), jest ( est ) {
+                PF::set_parameters(par0,obs0,n);
                 //
                 //TODO test if rv and BMcond.rv are compatible.
-                rv.add ( rvlin );
+//              rv.add ( rvlin );
                 //
 
@@ -137 +142 @@
 
         //!Access function
-        BM* _BM(int i){return Bms[i];}
+        BM* _BM ( int i ) {return Bms[i];}
 };
 
@@ -148 +153 @@
         double mlls=-std::numeric_limits<double>::infinity();
 
-        #pragma omp parallel for
-        for ( i=0;i<n;i++ ) {   
+#pragma omp parallel for
+        for ( i=0;i<n;i++ ) {
                 //generate new samples from paramater evolution model;
-                _samples ( i ) = par.samplecond ( _samples ( i ) );
-                llsP ( i ) = par._e()->evallog(_samples(i));
+                _samples ( i ) = par->samplecond ( _samples ( i ) );
+                llsP ( i ) = par->_e()->evallog ( _samples ( i ) );
                 Bms[i]->condition ( _samples ( i ) );
                 Bms[i]->bayes ( dt );
@@ -161 +166 @@
         double sum_w=0.0;
         // compute weights
-        #pragma omp parallel for
+#pragma omp parallel for
         for ( i=0;i<n;i++ ) {
                 _w ( i ) *= exp ( lls ( i ) - mlls ); // multiply w by likelihood
-                sum_w+=_w(i);
+                sum_w+=_w ( i );
         }
 
         if ( sum_w  >0.0 ) {
                 _w /=sum_w; //?
-        } else {
+        }
+        else {
                 cout<<"sum(w)==0"<<endl;
         }
@@ -179 +185 @@
                 // Resample Bms!
 
-                #pragma omp parallel for
+#pragma omp parallel for
                 for ( i=0;i<n;i++ ) {
                         if ( ind ( i ) !=i ) {//replace the current Bm by a new one