Changeset 283 for bdm/stat/libEF.h

Timestamp:

02/24/09 14:14:01 (15 years ago)

Author:

smidl

Message:

get rid of BMcond + adaptation in doprava/

Files:

• bdm/stat/libEF.h (modified) (7 diffs)

bdm/stat/libEF.h

@@ -94 +94 @@
 //      virtual void flatten ( double nu0 ) {it_error ( "Not implemented" );}
 
-        BMEF* _copy_ ( bool changerv=false ) {it_error ( "function _copy_ not implemented for this BM" ); return NULL;};
+        BMEF* _copy_ ( bool changerv=false ) const {it_error ( "function _copy_ not implemented for this BM" ); return NULL;};
 };
 
@@ -348 +348 @@
  \f]
 
+Vector \f$\beta\f$ has different meaning (in fact it is 1/beta as used in definition of iG)
+
  Inverse Gamma can be converted to Gamma using \f[
  x\sim iG(a,b) => 1/x\sim G(a,1/b)
@@ -354 +356 @@
  */
 
-class eigamma : public eEF {
-protected:
-        //!internal egamma
-        egamma eg;
-        //! Vector \f$\alpha\f$
-        vec α
-        //! Vector \f$\beta\f$ (in fact it is 1/beta as used in definition of iG)
-        vec β
+class eigamma : public egamma {
+protected:
 public :
         //! \name Constructors
-        //!@{
-        eigamma ( ) :eEF ( ), eg(),alpha ( eg._alpha() ), beta ( eg._beta() ) {};
-        eigamma ( const vec &a, const vec &b ) :eEF ( ), eg(),alpha ( eg._alpha() ), beta ( eg._beta() ) {eg.set_parameters ( a,b );};
-        void set_parameters ( const vec &a, const vec &b ) {eg.set_parameters ( a,b );};
-        //!@}
-
-        vec sample() const {return 1.0/eg.sample();};
-        //! TODO: is it used anywhere?
-//      mat sample ( int N ) const;
-        double evallog ( const vec &val ) const {return eg.evallog ( val );};
-        double lognc () const {return eg.lognc();};
+        //! All constructors are inherited
+        //!@{
+        //!@}
+
+        vec sample() const {return 1.0/egamma::sample();};
         //! Returns poiter to alpha and beta. Potentially dangerous: use with care!
         vec mean() const {return elem_div ( beta,alpha-1 );}
         vec variance() const {vec mea=mean(); return elem_div ( elem_mult ( mea,mea ),alpha-2 );}
-        vec& _alpha() {return alpha;}
-        vec& _beta() {return beta;}
 };
 /*
@@ -490 +478 @@
         mgnorm() :mu ( epdf._mu() ) {ep=&epdf;}
         //!set mean function
-        void set_parameters ( fnc* g0, const sq_T &R0 ) {g=g0; epdf.set_parameters ( zeros ( g->_dimy() ), R0 );}
+        void set_parameters ( fnc* g0, const sq_T &R0 ) {g=g0; epdf.set_parameters ( zeros ( g->dimension() ), R0 );}
         void condition ( const vec &cond ) {mu=g->eval ( cond );};
 };
@@ -686 +674 @@
 
         //! Set samples and weights
-        void set_parameters ( const vec &w0, const epdf* pdf0 );
+        void set_statistics ( const vec &w0, const epdf* pdf0 );
+        //! Set samples and weights
+        void set_statistics ( const epdf* pdf0 , int n ) {set_statistics ( ones ( n ) /n,pdf0 );};
         //! Set sample
         void set_samples ( const epdf* pdf0 );
         //! Set sample
-        void set_n ( int n0, bool copy=true ) {n=n0; w.set_size ( n0,copy );samples.set_size ( n0,copy );};
+        void set_parameters ( int n0, bool copy=true ) {n=n0; w.set_size ( n0,copy );samples.set_size ( n0,copy );};
         //! Potentially dangerous, use with care.
         vec& _w()  {return w;};
@@ -700 +690 @@
         const Array<vec>& _samples() const {return samples;};
         //! Function performs resampling, i.e. removal of low-weight samples and duplication of high-weight samples such that the new samples represent the same density.
-        ivec resample ( RESAMPLING_METHOD method = SYSTEMATIC );
+        ivec resample ( RESAMPLING_METHOD method=SYSTEMATIC );
         //! inherited operation : NOT implemneted
         vec sample() const {it_error ( "Not implemented" );return 0;}
@@ -714 +704 @@
                 for ( int i=0;i<n;i++ ) {pom+=pow ( samples ( i ),2 ) *w ( i );}
                 return pom-pow ( mean(),2 );
+        }
+        //! For this class, qbounds are minimum and maximum value of the population!
+        void qbounds ( vec &lb, vec &ub, double perc=0.95 ) const {
+                // lb in inf so than it will be pushed below;
+                lb.set_size(dim);
+                ub.set_size(dim);
+                lb = std::numeric_limits<double>::infinity();
+                ub = -std::numeric_limits<double>::infinity();
+                int j;
+                for ( int i=0;i<n;i++ ) {
+                        for ( j=0;j<dim; j++ ) {
+                                if ( samples ( i ) ( j ) <lb ( j ) ) {lb ( j ) =samples ( i ) ( j );}
+                                if ( samples ( i ) ( j ) >ub ( j ) ) {ub ( j ) =samples ( i ) ( j );}
+                        }
+                }
         }
 };