Changeset 281 for bdm/estim/libPF.h

Timestamp:

02/24/09 14:13:23 (15 years ago)

Author:

smidl

Message:

new version of mpf_test for TR2245

Files:

• bdm/estim/libPF.h (modified) (6 diffs)

bdm/estim/libPF.h

@@ -39 +39 @@
         //! Observation model
         mpdf *obs;
+
+        //! \name Options
+        //!@{
+
+        //! Log resampling times
+        bool opt_L_res;
+        //! Log all samples
+        bool opt_L_smp;
+        //!@}
+
 public:
         //! \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; est.set_n(n);};
-        void set_statistics (const vec w0, epdf *epdf0){est.set_parameters ( w0,epdf0 );};
+        PF ( mpdf *par0, mpdf *obs0, epdf *epdf0, int n0 ) :
+                        est ( ),_w ( est._w() ),_samples ( est._samples() )
+        { set_parameters ( par0,obs0,n0 ); set_statistics ( ones ( n0 ),epdf0 ); };
+        void set_parameters ( mpdf *par0, mpdf *obs0, int n0 )
+        { par = par0; obs=obs0; n=n0; est.set_n ( n );};
+        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 set_options(const string &opt){
+                opt_L_res= ( s.find ( "logres" ) !=string::npos );
+                opt_L_smp= ( s.find ( "logsmp" ) !=string::npos );              
+        }
         void bayes ( const vec &dt );
         //!access function
@@ -76 +90 @@
                 Array<const epdf*> Coms;
         public:
-                mpfepdf ( eEmp &E0) :
+                mpfepdf ( eEmp &E0 ) :
                                 epdf ( ), E ( E0 ),  _w ( E._w() ),
                                 Coms ( _w.length() ) {
@@ -83 +97 @@
                 {_w ( i ) =wi; Coms ( i ) =ep;};
 
-                void set_n(int n){E.set_n(n); Coms.set_length(n);}
+                void set_n ( int n ) {E.set_n ( n ); Coms.set_length ( n );}
                 vec mean() const {
                         // ugly
-                        vec pom=zeros ( Coms(0)->dimension() );
+                        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 );
@@ -93 +107 @@
                         // ugly
                         vec pom=zeros ( Coms ( 0 )->dimension() );
-                        vec pom2=zeros (  Coms ( 0 )->dimension() );
+                        vec pom2=zeros ( Coms ( 0 )->dimension() );
                         for ( int i=0; i<_w.length(); i++ ) {
                                 pom += Coms ( i )->mean() * _w ( i );
@@ -106 +120 @@
         };
 
-        //! estimate joining PF.est with conditional
+        //! Density joining PF.est with conditional parts
         mpfepdf jest;
 
+        //! Log means of BMs
+        bool opt_L_mea;
+        
 public:
         //! Default constructor.
         MPF ( mpdf *par0, mpdf *obs0, int n, const BM_T &BMcond0 ) : PF (), jest ( est ) {
-                PF::set_parameters(par0,obs0,n);
-                jest.set_n(n);
+                PF::set_parameters ( par0,obs0,n );
+                jest.set_n ( n );
                 //
                 //TODO test if rv and BMcond.rv are compatible.
@@ -141 +158 @@
                 for ( int i=0;i<n;i++ ) {Bms[i]->condition ( _samples ( i ) );}
         }
-
+        void set_options(const string &opt){
+                PF:set_options(opt);
+                opt_L_mea = ( s.find ( "logmeans" ) !=string::npos );
+        }
+        
         //!Access function
         BM* _BM ( int i ) {return Bms[i];}