Changeset 270 for mpdm

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

Location:

mpdm

Files:

• merg_2a.cpp (modified) (2 diffs)
• merg_giw.cpp (modified) (2 diffs)
• merg_pred.cpp (modified) (4 diffs)
• merger_iter_cond.cpp (modified) (3 diffs)

mpdm/merg_2a.cpp

@@ -39 +39 @@
         mat V0 = 0.001*eye ( 3 ); V0 ( 0,0 ) = 1; //
 
-        ARX P1 ( concat ( ab,r ), V0, -1 );
-        ARX P2 ( concat ( ac,r ), V0, -1 );
+        ARX P1;
+        P1.set_statistics(2, V0, -1 );
+        ARX P2;
+         P2.set_statistics(2, V0, -1 );
 
         //Test estimation
@@ -62 +64 @@
 
         //Proposal
-        enorm<ldmat> g0 ( ab ); g0.set_parameters ( "1 1 ",mat ( "1 0; 0 1" ) );
-        egamma g1 ( r ); g1.set_parameters ( "2  ", "2" );
-        enorm<ldmat> g2 ( c ); g2.set_parameters ( "1 ",mat ( "1" ) );
+        enorm<ldmat> g0; 
+        g0.set_parameters ( "1 1 ",mat ( "1 0; 0 1" ) );
+        egamma g1; 
+        g1.set_parameters ( "2  ", "2" );
+        enorm<ldmat> g2; 
+        g2.set_parameters ( "1 ",mat ( "1" ) );
 
         Array<const epdf*> A ( 3 ); A ( 0 ) = &g0; A ( 1 ) =&g1; A(2) = &g2; 

mpdm/merg_giw.cpp

@@ -37 +37 @@
         mat V0g = 0.001*eye ( 3 ); V0g ( 0,0 ) = 1; //
 
-        ARX P1 ( concat ( a1,r ), V0, -1 );
-        ARX P2 ( concat ( a2,r ), V0, -1 );
-        ARX PG ( all, V0g, -1 ); //or -1?
+        ARX P1; P1.set_statistics(2, V0, -1 );
+        ARX P2; P2.set_statistics(2, V0, -1 );
+        ARX PG; PG.set_statistics(3, V0g, -1 ); //or -1?
 //      ARX PGk ( all, V0g, -1 );
 
@@ -63 +63 @@
 
         //Proposal
-        enorm<ldmat> g0 ( a1 ); g0.set_parameters ( "1  ",mat ( "1" ) );
-        egamma g1 ( r ); g1.set_parameters ( "2  ", "2" );
-        enorm<ldmat> g2 ( a2 ); g2.set_parameters ( "1  ",mat ( "1" ) );
+        enorm<ldmat> g0; g0.set_rv( a1 ); g0.set_parameters ( "1  ",mat ( "1" ) );
+        egamma g1; g1.set_rv ( r ); g1.set_parameters ( "2  ", "2" );
+        enorm<ldmat> g2; g2.set_rv ( a2 ); g2.set_parameters ( "1  ",mat ( "1" ) );
 
         Array<const epdf*> A ( 3 ); A ( 0 ) = &g0; A ( 1 ) =&g1; A ( 2 ) = &g2;

mpdm/merg_pred.cpp

@@ -31 +31 @@
 
         //ARX constructor
-        mat V0 = 0.001*eye ( thri.count() ); V0 ( 0,0 ) *= 10; //
-        mat V0g = 0.001*eye ( thrg.count() ); V0g ( 0,0 ) *= 10; //
+        mat V0 = 0.001*eye ( thri._dsize() ); V0 ( 0,0 ) *= 10; //
+        mat V0g = 0.001*eye ( thrg._dsize() ); V0g ( 0,0 ) *= 10; //
         double nu0 = ord+6.0;
         double frg = 0.95;
 
-        ARX P1 ( thri, V0, nu0, frg );
-        ARX P2 ( thri, V0, nu0, frg );
-        ARX PG ( thrg, V0g, nu0, frg );
+        ARX P1; P1.set_statistics( 2, V0, nu0); P1.set_parameters(frg );
+        ARX P2;P1.set_statistics(2, V0, nu0); P2.set_parameters( frg );
+        ARX PG;PG.set_statistics(3, V0g, nu0);; PG.set_parameters( frg );
         //Test estimation
         int ndat = 200;
@@ -59 +59 @@
 
         Yt.set_subvector ( 0,randn ( ord ) ); //initial values
-        vec rgrg ( thrg.count() -1 ); // constant terms are in!
-        vec rgr1 ( thri.count() -1 );
-        vec rgr2 ( thri.count() -1 );
+        vec rgrg ( thrg._dsize() -1 ); // constant terms are in!
+        vec rgr1 ( thri._dsize() -1 );
+        vec rgr2 ( thri._dsize() -1 );
 
         vec PredLLs ( 5 );
@@ -83 +83 @@
                         // Test predictors
                         if ( t>2 ) {
-                                        mlnorm<ldmat>* P1p = P1.predictor ( y,concat ( ym,u1 ) );
-                                        mlnorm<ldmat>* P2p = P2.predictor ( y,concat ( ym,u2 ) );
-                                        mlnorm<ldmat>* Pgp = PG.predictor ( y,concat ( ym,uu ) );
+                                        mlnorm<ldmat>* P1p = P1.predictor();// ( y,concat ( ym,u1 ) );
+                                        mlnorm<ldmat>* P2p = P2.predictor();// ( y,concat ( ym,u2 ) );
+                                        mlnorm<ldmat>* Pgp = PG.predictor();// ( y,concat ( ym,uu ) );
 
                                         Array<mpdf*> A ( 2 ); A ( 0 ) =P1p;A ( 1 ) =P2p;
                                         merger M ( A );
-                                        enorm<ldmat> g0 ( concat ( yy,uu ) ); g0.set_parameters ( "0 0 0 0 ",3*eye ( 4 ) );
+                                        enorm<ldmat> g0;g0.set_rv ( concat ( yy,uu ) ); g0.set_parameters ( "0 0 0 0 ",3*eye ( 4 ) );
                                         M.set_parameters ( 1e8, 101,1 );
                                         M.merge ( &g0 );
@@ -107 +107 @@
                                 {
                                         ARX* Apred = ( ARX* ) M._Mix()._Coms ( 0 );
-                                        enorm<ldmat>* MP= Apred->predictor ( concat ( yy,uu ) );
+                                        enorm<ldmat>* MP= Apred->epredictor ();//( concat ( yy,uu ) );
                                         enorm<ldmat>* mP1p = ( enorm<ldmat>* ) MP->marginal ( concat ( yy,u1 ) );
                                         enorm<ldmat>* mP2p = ( enorm<ldmat>* ) MP->marginal ( concat ( yy,u2 ) );

mpdm/merger_iter_cond.cpp

@@ -21 +21 @@
         all.add ( u2 );
 
-        mlnorm<fsqmat> f1 ( y , u1 );
-        mlnorm<fsqmat> f2 ( y , u2 );
+        mlnorm<fsqmat> f1; f1.set_rv( y ); f1.set_rvc( u1 );
+        mlnorm<fsqmat> f2; f2.set_rv( y ); f2.set_rvc( u2 );
 
         //Differneces in constant term are essential
@@ -33 +33 @@
 
         merger M ( A );
-        enorm<fsqmat> g0 ( all );
+        enorm<fsqmat> g0; g0.set_rv ( all );
         g0.set_parameters ( vec ( "1 -1 1" ),3*eye ( 3 ));// +1*ones ( 3,3 ) );
 
@@ -50 +50 @@
 
                 MixEF &MM = M._Mix();
-                epdf* MP = MM._Coms ( 0 )->predictor ( all );
+                epdf* MP = MM._Coms ( 0 )->epredictor ( );
 
                 RV yu1 = y; yu1.add ( u1 );