Changeset 271 for bdm/stat/libBM.h

Timestamp:

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

Author:

smidl

Message:

Next major revision

Files:

• bdm/stat/libBM.h (modified) (17 diffs)

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