Changeset 271 for bdm/stat

Timestamp:

02/16/09 10:03:13 (15 years ago)

Author:

smidl

Message:

Next major revision

Location:

bdm/stat

Files:

• emix.cpp (modified) (1 diff)
• emix.h (modified) (1 diff)
• libBM.cpp (modified) (6 diffs)
• libBM.h (modified) (17 diffs)
• libDS.cpp (modified) (1 diff)
• libDS.h (modified) (1 diff)
• libEF.h (modified) (1 diff)
• loggers.h (modified) (1 diff)
• loggers_ui.h (modified) (2 diffs)

bdm/stat/emix.cpp

@@ -60 +60 @@
 //                      // If rvaddok==false, mpdfs overlap => assert error.
 //                      it_assert_debug(rvaddok||overlap,"mprod::mprod() input mpdfs overlap in rv!");
-//                      epdfs ( i ) = & ( mpdfs ( i )->_epdf() ); // add pointer to epdf
+//                      epdfs ( i ) = & ( mpdfs ( i )->posterior() ); // add pointer to epdf
 //              };
 //              // Create rvc

bdm/stat/emix.h

@@ -163 +163 @@
 class mprod: public compositepdf, public mpdf {
 protected:
-        //! pointers to epdfs - shortcut to mpdfs()._epdf()
+        //! pointers to epdfs - shortcut to mpdfs().posterior()
         Array<epdf*> epdfs;
         //! Data link for each mpdfs

bdm/stat/libBM.cpp

@@ -5 +5 @@
 //! Space of basic BDM structures
 namespace bdm {
-        
+
 const int RV_BUFFER_STEP=1;
 RVmap RV_MAP;
-Array<string> RV_NAMES(RV_BUFFER_STEP);
-ivec RV_SIZES(RV_BUFFER_STEP);
+Array<string> RV_NAMES ( RV_BUFFER_STEP );
+ivec RV_SIZES ( RV_BUFFER_STEP );
 
 RV RV0=RV();
@@ -18 +18 @@
         RVmap::const_iterator iter = RV_MAP.find ( name );
         if ( iter == RV_MAP.end() ) {
-                id=RV_MAP.size()+1;
+                id=RV_MAP.size() +1;
                 RV_MAP.insert ( make_pair ( name,id ) ); //add new rv
-                if (id>=RV_NAMES.length()){
-                        RV_NAMES.set_length(id+RV_BUFFER_STEP,true);
-                        RV_SIZES.set_length(id+RV_BUFFER_STEP,true);
-                }
-                RV_NAMES(id)=name;
-                RV_SIZES(id)=size;
+                if ( id>=RV_NAMES.length() ) {
+                        RV_NAMES.set_length ( id+RV_BUFFER_STEP,true );
+                        RV_SIZES.set_length ( id+RV_BUFFER_STEP,true );
+                }
+                RV_NAMES ( id ) =name;
+                RV_SIZES ( id ) =size;
         }
         else {
                 id = iter->second;
-                it_warning ("RV of name " + name + "already exists" );
+                it_assert(RV_SIZES(id)==size,"RV "+name+" of different size already exists");
         }
         return id;
 };
 
-int RV::countsize() const{ int tmp=0; for(int i=0;i<len;i++){tmp+=RV_SIZES(ids(i));} return tmp;}
+int RV::countsize() const{ int tmp=0; for ( int i=0;i<len;i++ ) {tmp+=RV_SIZES ( ids ( i ) );} return tmp;}
+
+ivec RV::cumsizes() const {
+        ivec szs ( len );
+        int tmp=0;
+        for ( int i=0;i<len;i++ ) {
+                tmp+=RV_SIZES ( ids ( i ) );
+                szs ( i ) = tmp;
+        }
+        return szs;
+}
 
 void RV::init ( Array<std::string> in_names, ivec in_sizes,ivec in_times ) {
@@ -40 +50 @@
         it_assert_debug ( in_names.length() ==in_times.length(), "check \"times\" " );
         it_assert_debug ( in_names.length() ==in_sizes.length(), "check \"sizes\" " );
-        
+
         times.set_length ( len );
         ids.set_length ( len );
@@ -54 +64 @@
 RV::RV ( string name, int sz, int tm ) {
         Array<string> A ( 1 ); A ( 0 ) =name;
-        init (A,vec_1 ( sz ),vec_1 ( tm ) );
+        init ( A,vec_1 ( sz ),vec_1 ( tm ) );
 }
 
@@ -82 +92 @@
 RV RV::subselect ( const ivec &ind ) const {
         RV ret;
-        ret.ids = ids(ind);
-        ret.times= times(ind);
+        ret.ids = ids ( ind );
+        ret.times= times ( ind );
         ret.len = ind.length();
         ret.dsize=ret.countsize();
@@ -118 +128 @@
         int pos = 0;
         for ( i = 0;i < len;i++ ) {
-                idlist.set_subvector ( pos, pos + size ( ids(i) ) - 1, ids ( i ) );
-                tmlist.set_subvector ( pos, pos + size ( ids(i) ) - 1, times ( i ) );
-                pos += size ( ids(i) );
+                idlist.set_subvector ( pos, pos + size ( ids ( i ) ) - 1, ids ( i ) );
+                tmlist.set_subvector ( pos, pos + size ( ids ( i ) ) - 1, times ( i ) );
+                pos += size ( ids ( i ) );
         }
         return str ( idlist, tmlist );

bdm/stat/libBM.h

@@ -11 +11 @@
 */
 
-/*!
-\defgroup core Core BDM classes
-@{
-\defgroup const Constructors
-\defgroup math Mathematical operations
-*/
 #ifndef BM_H
 #define BM_H
@@ -106 +100 @@
         int init ( const  string &name, int size );
 public:
-        //! \name Constructors 
-        //!@{
-        
-        //! Full constructor 
+        //! \name Constructors
+        //!@{
+
+        //! Full constructor
         RV ( Array<std::string> in_names, ivec in_sizes, ivec in_times ) {init ( in_names,in_sizes,in_times );};
-        //! Constructor with times=0 
+        //! Constructor with times=0
         RV ( Array<std::string> in_names, ivec in_sizes ) {init ( in_names,in_sizes,zeros_i ( in_names.length() ) );};
-        //! Constructor with sizes=1, times=0 
+        //! Constructor with sizes=1, times=0
         RV ( Array<std::string> in_names ) {init ( in_names,ones_i ( in_names.length() ),zeros_i ( in_names.length() ) );}
-        //! Constructor of empty RV 
+        //! Constructor of empty RV
         RV () :dsize ( 0 ),len ( 0 ),ids ( 0 ),times ( 0 ) {};
         //! Constructor of a single RV with given id
         RV ( string name, int sz, int tm=0 );
         //!@}
-        
+
         //! \name Access functions
         //!@{
-        
+
         //! Printing output e.g. for debugging.
         friend std::ostream &operator<< ( std::ostream &os, const RV &rv );
@@ -129 +123 @@
         //! Recount size of the corresponding data vector
         int countsize() const;
+        ivec cumsizes() const;
         int length() const {return len;} ;
         int id ( int at ) const{return ids ( at );};
-        int size ( int at ) const {return RV_SIZES ( at );};
+        int size ( int at ) const {return RV_SIZES ( ids(at) );};
         int time ( int at ) const{return times ( at );};
-        std::string name ( int at ) const {return RV_NAMES ( at );};
+        std::string name ( int at ) const {return RV_NAMES ( ids(at) );};
         void set_time ( int at, int time0 ) {times ( at ) =time0;};
         //!@}
-        
+
         //TODO why not inline and later??
 
         //! \name Algebra on Random Variables
         //!@{
-        
+
         //! Find indices of self in another rv, \return ivec of the same size as self.
         ivec findself ( const RV &rv2 ) const;
@@ -154 +149 @@
         //! Select only variables at indeces ind
         RV operator() ( const ivec &ind ) const {return subselect ( ind );};
+        //! Select from data vector starting at di1 to di2
+        RV operator() ( int di1, int di2 ) const {
+                ivec sz=cumsizes();
+                int i1=0;
+                while ( sz ( i1 ) <di1 ) i1++;
+                int i2=i1;
+                while ( sz ( i2 ) <di2 ) i2++;
+                return subselect ( linspace ( i1,i2 ) );
+        };
         //! Shift \c time shifted by delta.
         void t ( int delta );
         //!@}
-        
-        //!\name Relation to vectors 
-        //!@{
-        
+
+        //!\name Relation to vectors
+        //!@{
+
         //! generate \c str from rv, by expanding sizes
         str tostr() const;
@@ -172 +176 @@
         int mint () const {return min ( times );};
         //!@}
-        
+
 };
 
@@ -216 +220 @@
 public:
         /*! \name Constructors
-         Construction of each epdf should support two types of constructors: 
-        \li empty constructor, 
+         Construction of each epdf should support two types of constructors:
+        \li empty constructor,
         \li copy constructor,
-        
+
         The following constructors should be supported for convenience:
-        \li constructor followed by calling \c set_parameters() 
+        \li constructor followed by calling \c set_parameters()
         \li constructor accepting random variables calling \c set_rv()
-        
+
          All internal data structures are constructed as empty. Their values (including sizes) will be set by method \c set_parameters(). This way references can be initialized in constructors.
         @{*/
-        epdf() :dim(0),rv ( ) {};
-        epdf(const epdf &e) :dim(e.dim),rv (e.rv) {};
-        epdf(const RV &rv0) {set_rv(rv0);};
-        void set_parameters(int dim0){dim=dim0;}
-        //!@}
-        
+        epdf() :dim ( 0 ),rv ( ) {};
+        epdf ( const epdf &e ) :dim ( e.dim ),rv ( e.rv ) {};
+        epdf ( const RV &rv0 ) {set_rv ( rv0 );};
+        void set_parameters ( int dim0 ) {dim=dim0;}
+        //!@}
+
         //! \name Matematical Operations
         //!@{
-        
+
         //! Returns a sample, \f$ x \f$ from density \f$ f_x()\f$
-        virtual vec sample () const {it_error("not implemneted");return vec(0);};
+        virtual vec sample () const {it_error ( "not implemneted" );return vec ( 0 );};
         //! Returns N samples, \f$ [x_1 , x_2 , \ldots \ \f$  from density \f$ f_x(rv)\f$
         virtual mat sample_m ( int N ) const;
         //! Compute log-probability of argument \c val
-        virtual double evallog ( const vec &val ) const {it_error("not implemneted");return 0.0;};
+        virtual double evallog ( const vec &val ) const {it_error ( "not implemneted" );return 0.0;};
         //! Compute log-probability of multiple values argument \c val
         virtual vec evallog_m ( const mat &Val ) const {
@@ -252 +256 @@
         virtual epdf* marginal ( const RV &rv ) const {it_warning ( "Not implemented" ); return NULL;}
         //! return expected value
-        virtual vec mean() const {it_error("not implemneted");return vec(0);};
+        virtual vec mean() const {it_error ( "not implemneted" );return vec ( 0 );};
         //! return expected variance (not covariance!)
-        virtual vec variance() const {it_error("not implemneted");return vec(0);};
-        //!@}
-        
+        virtual vec variance() const {it_error ( "not implemneted" );return vec ( 0 );};
+        //!@}
+
         //! \name Connection to other classes
-        //! Description of the random quantity via attribute \c rv is optional. 
-        //! For operations such as sampling \c rv does not need to be set. However, for \c marginalization 
-        //! and \c conditioning \c rv has to be set. NB: 
+        //! Description of the random quantity via attribute \c rv is optional.
+        //! For operations such as sampling \c rv does not need to be set. However, for \c marginalization
+        //! and \c conditioning \c rv has to be set. NB:
         //! @{
-        
+
         //!Name its rv
         void set_rv ( const RV &rv0 ) {rv = rv0; }//it_assert_debug(isnamed(),""); };
-        //! True if rv is assigned 
-        bool isnamed() const {bool b=( dim==rv._dsize() );return b;}
+        //! True if rv is assigned
+        bool isnamed() const {bool b= ( dim==rv._dsize() );return b;}
         //! Return name (fails when isnamed is false)
         const RV& _rv() const {it_assert_debug ( isnamed(),"" ); return rv;}
         //!@}
-        
+
         //! \name Access to attributes
         //! @{
-        
+
         //! Size of the random variable
         int dimension() const {return dim;}
         //!@}
-        
+
 };
 
@@ -295 +299 @@
         //! \name Constructors
         //! @{
-        
-        mpdf ( ) :dimc(0),rvc ( ) {};
+
+        mpdf ( ) :dimc ( 0 ),rvc ( ) {};
         //! copy constructor does not set pointer \c ep - has to be done in offsprings!
-        mpdf (const mpdf &m ) :dimc(m.dimc),rvc (m.rvc ) {};
+        mpdf ( const mpdf &m ) :dimc ( m.dimc ),rvc ( m.rvc ) {};
         //!@}
 
         //! \name Matematical operations
         //!@{
-        
+
         //! Returns a sample from the density conditioned on \c cond, \f$x \sim epdf(rv|cond)\f$. \param cond is numeric value of \c rv
         virtual vec samplecond ( const vec &cond ) {
@@ -330 +334 @@
         //! \name Access to attributes
         //! @{
-        
+
         RV _rv() {return ep->_rv();}
         RV _rvc() {it_assert_debug ( isnamed(),"" ); return rvc;}
@@ -338 +342 @@
         epdf* _e() {return ep;}
         //!@}
-        
+
         //! \name Connection to other objects
         //!@{
         void set_rvc ( const RV &rvc0 ) {rvc=rvc0;}
-        void set_rv ( const RV &rv0 ) {ep->set_rv(rv0);}
-        bool isnamed() {return (ep->isnamed())&&(dimc==rvc._dsize());}
+        void set_rv ( const RV &rv0 ) {ep->set_rv ( rv0 );}
+        bool isnamed() {return ( ep->isnamed() ) && ( dimc==rvc._dsize() );}
         //!@}
 };
@@ -382 +386 @@
 public:
         //! Constructor
-        datalink ( const RV &rv, const RV &rv_up ) :
-                        downsize ( rv._dsize() ), upsize ( rv_up._dsize() ), v2v_up ( rv.dataind ( rv_up ) )  {
+        datalink () {};
+        datalink ( const RV &rv, const RV &rv_up ) {set_connection ( rv,rv_up );};
+        //! set connection, rv must be fully present in rv_up
+        void set_connection ( const RV &rv, const RV &rv_up ) {
+                downsize = rv._dsize();
+                upsize = rv_up._dsize();
+                v2v_up= ( rv.dataind ( rv_up ) );
+
                 it_assert_debug ( v2v_up.length() ==downsize,"rv is not fully in rv_up" );
         }
@@ -471 +481 @@
         logger ( ) : entries ( 0 ),names ( 0 ) {}
 
-        //! returns an identifier which will be later needed for calling the log() function
+        //! returns an identifier which will be later needed for calling the \c logit() function
+        //! For empty RV it returns -1, this entry will be ignored by \c logit().
         virtual int add ( const RV &rv, string name="" ) {
-                int id=entries.length();
-                names=concat ( names, name ); // diff
-                entries.set_length ( id+1,true );
-                entries ( id ) = rv;
+                int id;
+                if ( rv._dsize() >0 ) {
+                        id=entries.length();
+                        names=concat ( names, name ); // diff
+                        entries.set_length ( id+1,true );
+                        entries ( id ) = rv;
+                }
+                else { id =-1;}
                 return id; // identifier of the last entry
         }
@@ -539 +554 @@
 public:
         //! default constructors
-        DS() :Drv (  ),Urv ( ) {};
+        DS() :Drv ( ),Urv ( ) {};
         //! Returns full vector of observed data=[output, input]
         virtual void getdata ( vec &dt ) {it_error ( "abstract class" );};
@@ -590 +605 @@
         //! \name Constructors
         //! @{
-        
-        BM () :ll (0),evalll ( false) {};
-        BM ( const BM &B ) :  drv(B.drv), ll ( B.ll ), evalll ( B.evalll ) {}
+
+        BM () :ll ( 0 ),evalll ( false ) {};
+        BM ( const BM &B ) :  drv ( B.drv ), ll ( B.ll ), evalll ( B.evalll ) {}
         //! Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually!
         //! Prototype: \code BM* _copy_(){return new BM(*this);} \endcode
@@ -600 +615 @@
         //! \name Mathematical operations
         //!@{
-        
+
         /*! \brief Incremental Bayes rule
         @param dt vector of input data
@@ -614 +629 @@
 
         //!Constructs a predictive density \f$ f(d_{t+1} |d_{t}, \ldots d_{0}) \f$
-        virtual epdf* epredictor (  ) const {it_error ( "Not implemented" );return NULL;};
+        virtual epdf* epredictor ( ) const {it_error ( "Not implemented" );return NULL;};
         //!Constructs a conditional density 1-step ahead predictor \f$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t})
         virtual mpdf* predictor ( ) const {it_error ( "Not implemented" );return NULL;};
         //!@}
-        
+
         //! \name Access to attributes
         //!@{
-        
+
         const RV& _drv() const {return drv;}
         void set_drv ( const RV &rv ) {drv=rv;}
+        void set_rv ( const RV &rv ) {const_cast<epdf&> ( posterior() ).set_rv ( rv );}
         double _ll() const {return ll;}
         void set_evalll ( bool evl0 ) {evalll=evl0;}
-        virtual const epdf& _epdf() const =0;
+        virtual const epdf& posterior() const =0;
         virtual const epdf* _e() const =0;
         //!@}
@@ -657 +673 @@
 
 }; //namespace
-/*! @} */
 #endif // BM_H

bdm/stat/libDS.cpp

@@ -43 +43 @@
 void ArxDS::step() {
         //shift history
-        H.shift_right ( 0, Drv._dsize() +Urv._dsize() );
+        H.shift_right ( 0, dt_size );
 
-        H.set_subvector ( Drv._dsize(), U ); // write U after Drv
+        H.set_subvector ( dt_size-utsize, U ); // write U after Drv
 
         //get regressor
-        rgr = rgrlnk->pushdown ( H );
+        rgr = rgrlnk.pushdown ( H );
         // Eval Y
         H.set_subvector ( 0, model.samplecond ( rgr ) );

bdm/stat/libDS.h

@@ -20 +20 @@
 
 namespace bdm {
-        /*!
-        * \brief Memory storage of off-line data column-wise
+/*!
+* \brief Memory storage of off-line data column-wise
 
-        The data are stored in an internal matrix \c Data . Each column of Data corresponds to one discrete time observation \f$t\f$. Access to this matrix is via indices \c rowid and \c delays.
+The data are stored in an internal matrix \c Data . Each column of Data corresponds to one discrete time observation \f$t\f$. Access to this matrix is via indices \c rowid and \c delays.
 
-        The data can be loaded from a file.
-        */
-        class MemDS : public DS {
-                //! internal matrix of data
-                mat Data;
-                //! active column in the Data matrix
-                int time;
-                //!  vector of rows that are presented in Dt
-                ivec rowid;
-                //! vector of delays that are presented in Dt
-                ivec delays;
+The data can be loaded from a file.
+*/
+class MemDS : public DS {
+        //! internal matrix of data
+        mat Data;
+        //! active column in the Data matrix
+        int time;
+        //!  vector of rows that are presented in Dt
+        ivec rowid;
+        //! vector of delays that are presented in Dt
+        ivec delays;
 
-        public:
-                void getdata ( vec &dt );
-                void getdata ( vec &dt, const ivec &indeces );
-                void set_rvs ( RV &drv, RV &urv );
-                void write ( vec &ut ) {it_error ( "MemDS::write is not supported" );}
-                void write ( vec &ut,ivec &indices ) {it_error ( "MemDS::write is not supported" );}
-                void step();
-                //!Default constructor
-                MemDS ( mat &Dat, ivec &rowid, ivec &delays );
+public:
+        void getdata ( vec &dt );
+        void getdata ( vec &dt, const ivec &indeces );
+        void set_rvs ( RV &drv, RV &urv );
+        void write ( vec &ut ) {it_error ( "MemDS::write is not supported" );}
+        void write ( vec &ut,ivec &indices ) {it_error ( "MemDS::write is not supported" );}
+        void step();
+        //!Default constructor
+        MemDS ( mat &Dat, ivec &rowid, ivec &delays );
+};
+
+/*!
+\brief Generator of ARX data
+
+*/
+class ArxDS : public DS {
+protected:
+        //! Rv of the regressor
+        RV Rrv;
+        //! History, ordered as \f$[y_t, u_t, y_{t-1 }, u_{t-1}, \ldots]\f$
+        vec H;
+        //! (future) input
+        vec U;
+        //! temporary variable for regressor
+        vec rgr;
+        //! data link: H -> rgr
+        datalink rgrlnk;
+        //! model of Y - linear Gaussian
+        mlnorm<chmat> model;
+        //! options
+        bool opt_L_theta;
+        //! loggers
+        int L_theta;
+        int L_R;
+        int dt_size;
+public:
+        void getdata ( vec &dt ) {
+                //it_assert_debug ( dt.length() ==Drv.count(),"ArxDS" );
+                dt=H;
+        };
+        void getdata ( vec &dt, const ivec &indices ) {
+                it_assert_debug ( dt.length() ==indices.length(),"ArxDS" );
+                dt=H ( indices );
+        };
+        void write ( vec &ut ) {
+                //it_assert_debug ( ut.length() ==Urv.count(),"ArxDS" );
+                U=ut;
+        };
+        void write ( vec &ut, const ivec &indices ) {
+                it_assert_debug ( ut.length() ==indices.length(),"ArxDS" );
+                set_subvector ( U, indices,ut );
+        };
+        void step();
+        //!Default constructor
+        ArxDS ( ) {};
+        //! Set parameters of the internal model, H is maximum time delay
+        void set_parameters ( const mat &Th0, const vec mu0, const chmat &sqR0 )
+        { model.set_parameters ( Th0, mu0, sqR0 );};
+        //! Set
+        void set_drv(RV &yrv, RV &urv, RV &rrv){
+                Rrv = rrv;
+                Urv = urv;
+                dt_size = yrv._dsize()+urv._dsize();
+                
+                RV drv = concat(yrv,urv);
+                Drv = drv;
+                int td = rrv.mint();
+                H.set_size(drv._dsize()*(-td+1));
+                U.set_size(Urv._dsize());
+                for (int i=-1;i>=td;i--){
+                        drv.t(-1);
+                        Drv.add(drv); //shift u1
+                }
+                rgrlnk.set_connection(rrv,Drv);
+                
+                dtsize = Drv._dsize();
+                utsize = Urv._dsize();
+        }
+        //! set options from a string
+        void set_options ( const string &s ) {
+                opt_L_theta= ( s.find ( "L_theta" ) !=string::npos );
+        };
+        virtual void log_add ( logger &L ) {
+                //DS::log_add ( L ); too long!!
+                L_dt=L.add ( Drv(0,dt_size),"" );
+                L_ut=L.add ( Urv,"" );
+
+                mat &A =model._A();
+                mat R =model._R();
+                if ( opt_L_theta ) {L_theta=L.add ( RV ( "{th }", 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 ) {
+                //DS::logit ( L );
+                L.logit( L_dt, H.left(dt_size));
+                L.logit(L_ut, U);
+                
+                mat &A =model._A();
+                mat R =model._R();
+                if ( opt_L_theta ) {L.logit ( L_theta,vec ( A._data(), A.rows() *A.cols() ) );};
+                if ( opt_L_theta ) {L.logit ( L_R, vec ( R._data(), R.rows() *R.rows() ) );};
+        }
+
+};
+
+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, int usize ) :DS ( ),IM ( IM0 ),OM ( OM0 ),
+                        dt ( OM0->dimension() ), xt ( IM0->dimension() ), ut ( usize ) {}
+        ~stateDS() {delete IM; delete OM;}
+        virtual void step() {
+                xt=IM->samplecond ( concat ( xt,ut ) );
+                dt=OM->samplecond ( concat ( xt,ut ) );
         };
 
-        /*!
-        \brief Generator of ARX data
+        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 );
+        }
 
-        */
-        class ArxDS : public DS {
-        protected:
-                //! Rv of the regressor
-                RV Rrv;
-                //! Rv of the history (full regressor)
-                RV Hrv;
-                //! History, ordered as \f$[y_t, u_t, y_{t-1 }, u_{t-1}, \ldots]\f$
-                vec H;
-                //! (future) input
-                vec U;
-                //! temporary variable for regressor
-                vec rgr;
-                //! data link: H -> rgr
-                datalink *rgrlnk;
-                //! model of Y - linear Gaussian
-                mlnorm<chmat> model;
-                //! options
-                bool opt_L_theta;
-                //! loggers
-                int L_theta;
-                int L_R;
-        public:
-                void getdata ( vec &dt ) {
-                        //it_assert_debug ( dt.length() ==Drv.count(),"ArxDS" );
-                        dt=H.left ( Urv._dsize() +Drv._dsize() );
-                };
-                void getdata ( vec &dt, const ivec &indices ) {
-                        it_assert_debug ( dt.length() ==indices.length(),"ArxDS" );
-                        dt=H ( indices );
-                };
-                void write ( vec &ut ) {
-                        //it_assert_debug ( ut.length() ==Urv.count(),"ArxDS" );
-                        U=ut;
-                };
-                void write ( vec &ut, const ivec &indices ) {
-                        it_assert_debug ( ut.length() ==indices.length(),"ArxDS" );
-                        set_subvector ( U, indices,ut );
-                };
-                void step();
-                //!Default constructor
-                ArxDS ( ){};
-                //! Set parameters of the internal model
-                void set_parameters ( const mat &Th0, const vec mu0, const chmat &sqR0 )
-                { model.set_parameters ( Th0, mu0, sqR0 ); };
-                //! set options from a string
-                void set_options ( const string &s ) {
-                        opt_L_theta= ( s.find ( "L_theta" ) !=string::npos );
-                };
-                virtual void log_add ( logger &L ) {
-                        DS::log_add ( L );
-                        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" );}
-                }
-                virtual void logit ( logger &L ) {
-                        DS::logit ( L );
-                        mat &A =model._A();
-                        mat R =model._R();
-                        if ( opt_L_theta ) {L.logit ( L_theta,vec ( A._data(), A.rows() *A.cols() ) );};
-                        if ( opt_L_theta ) {L.logit ( L_R, vec ( R._data(), R.rows() *R.rows() ) );};
-                }
-
-        };
-
-        class ARXDS : public ArxDS {
-        public:
-                ARXDS ( ) : ArxDS ( ) {}
-
-                void getdata ( vec &dt ) {dt=H;}
-                void getdata ( vec &dt, const ivec &indeces ) {dt=H ( indeces );}
-                virtual RV _drv() const {return Hrv;}
-
-        };
-
-        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, int usize ) :DS ( ),IM ( IM0 ),OM ( OM0 ),
-                                dt ( OM0->dimension() ), xt ( IM0->dimension() ), ut ( usize) {}
-                ~stateDS() {delete IM; delete OM;}
-                virtual void step() {
-                        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

bdm/stat/libEF.h

@@ -297 +297 @@
                 if ( evalll ) {last_lognc=est.lognc();}
         }
-        const epdf& _epdf() const {return est;};
+        const epdf& posterior() const {return est;};
         const eDirich* _e() const {return &est;};
         void set_parameters ( const vec &beta0 ) {

bdm/stat/loggers.h

@@ -48 +48 @@
         void logit ( int id, const vec &v ) {
                 it_assert_debug(id<vectors.length(),"Logger was not initialized, run init().");
-                vectors ( id ).set_row ( ind,v );}
+                if(id>0){ vectors ( id ).set_row ( ind,v );}
+        }
         //! Save values into an itfile named after \c fname.
         void itsave(const char* fname);

bdm/stat/loggers_ui.h

@@ +1 @@
+
 /*!
   \file
@@ -19 +20 @@
 using namespace bdm;
 
+/*! \brief UI for class RV (description of data vectors)
+
+\code
+rv = {
+        type = "rv"; //identifier of the description
+        // UNIQUE IDENTIFIER same names = same variable
+        names = ["a", "b", "c", ...];   // which will be used e.g. in loggers 
+
+        //optional arguments
+        sizes = [1, 2, 3, ...];         // (optional) default = ones()
+        times = [-1, -2, 0, ...];       // time shifts with respect to current time (optional) default = zeros()
+}
+\endcode
+*/
+class UIrv: public UIbuilder{
+        public:
+                UIrv():UIbuilder("rv"){};
+                bdmroot* build(Setting &S) const{
+                        Array<string> A=get_as(S["names"]);
+                        ivec szs;
+                        ivec tms;
+                        if (S.exists("sizes")){ 
+                                szs=getivec(S["sizes"]);
+                        } else {
+                                szs = ones_i(A.length());
+                        }
+                        if (S.exists("times")){ 
+                                tms=getivec(S["times"]);
+                        } else {
+                                tms = zeros_i(A.length());
+                        }
+                        RV *tmp = new RV(A,szs,tms);
+                        return tmp;
+                };
+};
+UIREGISTER(UIrv);
+
+/*! \brief UI for dirfilelog (Kst file format) 
+\code
+logger = {
+        type = "dirfilelog";
+        dirmane = "directory_for_files"; // resulting files will be stored there
+        maxlen = 100;                    // size of memory buffer, when full results are written to disk
+}
+\endcode
+*/
 class UIdirfilelog : public UIbuilder {
         public: