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03/19/09 16:34:17 (16 years ago)
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smidl
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Install manual ticket #17

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  • doc/html/libBM_8h-source.html

    r298 r302  
    369369<a name="l00530"></a><a class="code" href="classbdm_1_1mepdf.html">00530</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mepdf.html" title="Unconditional mpdf, allows using epdf in the role of mpdf.">mepdf</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 
    370370<a name="l00531"></a>00531 <span class="keyword">public</span>: 
    371 <a name="l00533"></a><a class="code" href="classbdm_1_1mepdf.html#27cc32d1a810516c25bda51ddf886376">00533</a>         <a class="code" href="classbdm_1_1mepdf.html#27cc32d1a810516c25bda51ddf886376" title="Default constructor.">mepdf</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* em ) :<a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( ) {<a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>=<span class="keyword">const_cast&lt;</span><a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>*<span class="keyword">&gt;</span> ( em );}; 
    372 <a name="l00534"></a><a class="code" href="classbdm_1_1mepdf.html#b2b898058169e7ed9a6dc7cd4e1c147c">00534</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mepdf.html#b2b898058169e7ed9a6dc7cd4e1c147c" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;cond ) {} 
    373 <a name="l00535"></a>00535 }; 
    374 <a name="l00536"></a>00536  
    375 <a name="l00539"></a><a class="code" href="classbdm_1_1compositepdf.html">00539</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1compositepdf.html" title="Abstract composition of pdfs, will be used for specific classes this abstract class...">compositepdf</a> { 
    376 <a name="l00540"></a>00540 <span class="keyword">protected</span>: 
    377 <a name="l00542"></a><a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a">00542</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a>; 
    378 <a name="l00544"></a><a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a">00544</a>         Array&lt;mpdf*&gt; <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>; 
    379 <a name="l00545"></a>00545 <span class="keyword">public</span>: 
    380 <a name="l00546"></a>00546         <a class="code" href="classbdm_1_1compositepdf.html" title="Abstract composition of pdfs, will be used for specific classes this abstract class...">compositepdf</a> ( Array&lt;mpdf*&gt; A0 ) : <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> ( A0.length() ), <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( A0 ) {}; 
    381 <a name="l00548"></a>00548         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1compositepdf.html#c73d39acc4378eee6a63155c3517d3c9" title="find common rv, flag">getrv</a> ( <span class="keywordtype">bool</span> checkoverlap=<span class="keyword">false</span> ); 
    382 <a name="l00550"></a>00550         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1compositepdf.html#c71fc2c51f49d797e61f479f543c75ce" title="common rvc of all mpdfs is written to rvc">setrvc</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv, <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc ); 
    383 <a name="l00551"></a>00551 }; 
    384 <a name="l00552"></a>00552  
    385 <a name="l00560"></a><a class="code" href="classbdm_1_1DS.html">00560</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects.">bdmroot</a> { 
    386 <a name="l00561"></a>00561 <span class="keyword">protected</span>: 
    387 <a name="l00562"></a>00562         <span class="keywordtype">int</span> dtsize; 
    388 <a name="l00563"></a>00563         <span class="keywordtype">int</span> utsize; 
    389 <a name="l00565"></a><a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec">00565</a>         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>; 
    390 <a name="l00567"></a><a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702">00567</a>         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>; <span class="comment">//</span> 
    391 <a name="l00569"></a><a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867">00569</a> <span class="comment"></span>        <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a>, L_ut; 
    392 <a name="l00570"></a>00570 <span class="keyword">public</span>: 
    393 <a name="l00572"></a><a class="code" href="classbdm_1_1DS.html#bedd82e08ae6686b4b1732a122c2201a">00572</a>         <a class="code" href="classbdm_1_1DS.html#bedd82e08ae6686b4b1732a122c2201a" title="default constructors">DS</a>() :<a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a> ( ),<a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a> ( ) {}; 
    394 <a name="l00574"></a><a class="code" href="classbdm_1_1DS.html#c1ec862dec7164fee3284c6f9a51b0ba">00574</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#c1ec862dec7164fee3284c6f9a51b0ba" title="Returns full vector of observed data=[output, input].">getdata</a> ( vec &amp;dt ) {it_error ( <span class="stringliteral">"abstract class"</span> );}; 
    395 <a name="l00576"></a><a class="code" href="classbdm_1_1DS.html#a0bf451c7fea73ff4150ff9e83da4832">00576</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#a0bf451c7fea73ff4150ff9e83da4832" title="Returns data records at indeces.">getdata</a> ( vec &amp;dt, <span class="keyword">const</span> ivec &amp;indeces ) {it_error ( <span class="stringliteral">"abstract class"</span> );}; 
    396 <a name="l00578"></a><a class="code" href="classbdm_1_1DS.html#f5baeee8528e5e4c5c7a344b2e3f192a">00578</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#f5baeee8528e5e4c5c7a344b2e3f192a" title="Accepts action variable and schedule it for application.">write</a> ( vec &amp;ut ) {it_error ( <span class="stringliteral">"abstract class"</span> );}; 
    397 <a name="l00580"></a><a class="code" href="classbdm_1_1DS.html#6bced13f84f6bf04449728817e049e1d">00580</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#6bced13f84f6bf04449728817e049e1d" title="Accepts action variables at specific indeces.">write</a> ( vec &amp;ut, <span class="keyword">const</span> ivec &amp;indeces ) {it_error ( <span class="stringliteral">"abstract class"</span> );}; 
    398 <a name="l00581"></a>00581  
    399 <a name="l00583"></a>00583         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#9a14c64d881e838ddc3a5617ee8a973b" title="Moves from  to , i.e. perfroms the actions and reads response of the system.">step</a>() =0; 
    400 <a name="l00584"></a>00584  
    401 <a name="l00586"></a><a class="code" href="classbdm_1_1DS.html#3c9e417d85052396fe74c164857ee67e">00586</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#3c9e417d85052396fe74c164857ee67e" title="Register DS for logging into logger L.">log_add</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &amp;L ) { 
    402 <a name="l00587"></a>00587                 it_assert_debug ( dtsize==<a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(),<span class="stringliteral">""</span> ); 
    403 <a name="l00588"></a>00588                 it_assert_debug ( utsize==<a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(),<span class="stringliteral">""</span> ); 
    404 <a name="l00589"></a>00589  
    405 <a name="l00590"></a>00590                 <a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a>=L.<a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1">add</a> ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>,<span class="stringliteral">""</span> ); 
    406 <a name="l00591"></a>00591                 L_ut=L.<a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1">add</a> ( <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>,<span class="stringliteral">""</span> ); 
    407 <a name="l00592"></a>00592         } 
    408 <a name="l00594"></a><a class="code" href="classbdm_1_1DS.html#e03d2c93cddd5c3a03107ddd3ae999cf">00594</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#e03d2c93cddd5c3a03107ddd3ae999cf" title="Register DS for logging into logger L.">logit</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &amp;L ) { 
    409 <a name="l00595"></a>00595                 vec tmp ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() +<a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ); 
    410 <a name="l00596"></a>00596                 <a class="code" href="classbdm_1_1DS.html#c1ec862dec7164fee3284c6f9a51b0ba" title="Returns full vector of observed data=[output, input].">getdata</a> ( tmp ); 
    411 <a name="l00597"></a>00597                 <span class="comment">// d is first in getdata</span> 
    412 <a name="l00598"></a>00598                 L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a>,tmp.left ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ) ); 
    413 <a name="l00599"></a>00599                 <span class="comment">// u follows after d in getdata</span> 
    414 <a name="l00600"></a>00600                 L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( L_ut,tmp.mid ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(), <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ) ); 
    415 <a name="l00601"></a>00601         } 
    416 <a name="l00603"></a><a class="code" href="classbdm_1_1DS.html#ed2113851294ed96abe60fc3f05aa660">00603</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1DS.html#ed2113851294ed96abe60fc3f05aa660" title="access function">_drv</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> concat ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>,<a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a> );} 
    417 <a name="l00605"></a><a class="code" href="classbdm_1_1DS.html#a6a9a375da64c82fc227bda3418a1f33">00605</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classbdm_1_1DS.html#a6a9a375da64c82fc227bda3418a1f33" title="access function">_urv</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>;} 
    418 <a name="l00606"></a>00606 }; 
    419 <a name="l00607"></a>00607  
    420 <a name="l00629"></a><a class="code" href="classbdm_1_1BM.html">00629</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> :<span class="keyword">public</span> <a class="code" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects.">bdmroot</a> { 
    421 <a name="l00630"></a>00630 <span class="keyword">protected</span>: 
    422 <a name="l00632"></a><a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">00632</a>         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a>; 
    423 <a name="l00634"></a><a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">00634</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a>; 
    424 <a name="l00636"></a><a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">00636</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>; 
    425 <a name="l00637"></a>00637 <span class="keyword">public</span>: 
    426 <a name="l00640"></a>00640  
    427 <a name="l00641"></a>00641         <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> () :<a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ( 0 ),<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( true ), <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a> ( 3 ), <a class="code" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77" title="Option for logging bounds.">opt_L_bounds</a> ( false ) {}; 
    428 <a name="l00642"></a>00642         <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> &amp;B ) :  <a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a> ( B.<a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a> ), <a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ( B.<a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ), <a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( B.<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ) {} 
    429 <a name="l00645"></a><a class="code" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">00645</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>* <a class="code" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> ()<span class="keyword"> const </span>{<span class="keywordflow">return</span> NULL;}; 
    430 <a name="l00647"></a>00647  
    431 <a name="l00650"></a>00650  
    432 <a name="l00654"></a>00654         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ) = 0; 
    433 <a name="l00656"></a>00656         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc" title="Batch Bayes rule (columns of Dt are observations).">bayesB</a> ( <span class="keyword">const</span> mat &amp;Dt ); 
    434 <a name="l00659"></a><a class="code" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">00659</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> ( <span class="keyword">const</span> vec &amp;dt )<span class="keyword"> const</span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0.0;} 
    435 <a name="l00661"></a><a class="code" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">00661</a>         vec <a class="code" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae" title="Matrix version of logpred.">logpred_m</a> ( <span class="keyword">const</span> mat &amp;dt )<span class="keyword"> const</span>{vec tmp ( dt.cols() );<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;dt.cols();i++ ) {tmp ( i ) =<a class="code" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> ( dt.get_col ( i ) );}<span class="keywordflow">return</span> tmp;} 
    436 <a name="l00662"></a>00662  
    437 <a name="l00664"></a><a class="code" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">00664</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor</a> ( )<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> NULL;}; 
    438 <a name="l00666"></a><a class="code" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">00666</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>* <a class="code" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs a conditional density 1-step ahead predictor.">predictor</a> ( )<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> NULL;}; 
    439 <a name="l00668"></a>00668  
    440 <a name="l00673"></a>00673  
    441 <a name="l00675"></a><a class="code" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">00675</a>         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvc; 
    442 <a name="l00677"></a><a class="code" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">00677</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33" title="access function">_rvc</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> rvc;} 
    443 <a name="l00678"></a>00678  
    444 <a name="l00680"></a><a class="code" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">00680</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) {it_error ( <span class="stringliteral">"Not implemented!"</span> );}; 
    445 <a name="l00681"></a>00681  
    446 <a name="l00683"></a>00683  
     371<a name="l00533"></a><a class="code" href="classbdm_1_1mepdf.html#8c320c7f878fb665e93aec1499ef53ff">00533</a>         <a class="code" href="classbdm_1_1mepdf.html#8c320c7f878fb665e93aec1499ef53ff" title="Default constructor.">mepdf</a> ( <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* em ) :<a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( ) {<a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>= em ;}; 
     372<a name="l00534"></a>00534         <a class="code" href="classbdm_1_1mepdf.html#8c320c7f878fb665e93aec1499ef53ff" title="Default constructor.">mepdf</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* em ) :<a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( ) {<a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>=<span class="keyword">const_cast&lt;</span><a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>*<span class="keyword">&gt;</span>( em );}; 
     373<a name="l00535"></a><a class="code" href="classbdm_1_1mepdf.html#b2b898058169e7ed9a6dc7cd4e1c147c">00535</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mepdf.html#b2b898058169e7ed9a6dc7cd4e1c147c" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;cond ) {} 
     374<a name="l00536"></a>00536 }; 
     375<a name="l00537"></a>00537  
     376<a name="l00540"></a><a class="code" href="classbdm_1_1compositepdf.html">00540</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1compositepdf.html" title="Abstract composition of pdfs, will be used for specific classes this abstract class...">compositepdf</a> { 
     377<a name="l00541"></a>00541 <span class="keyword">protected</span>: 
     378<a name="l00543"></a><a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a">00543</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a>; 
     379<a name="l00545"></a><a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a">00545</a>         Array&lt;mpdf*&gt; <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>; 
     380<a name="l00546"></a>00546 <span class="keyword">public</span>: 
     381<a name="l00547"></a>00547         <a class="code" href="classbdm_1_1compositepdf.html" title="Abstract composition of pdfs, will be used for specific classes this abstract class...">compositepdf</a> ( Array&lt;mpdf*&gt; A0 ) : <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> ( A0.length() ), <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( A0 ) {}; 
     382<a name="l00549"></a>00549         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1compositepdf.html#c73d39acc4378eee6a63155c3517d3c9" title="find common rv, flag">getrv</a> ( <span class="keywordtype">bool</span> checkoverlap=<span class="keyword">false</span> ); 
     383<a name="l00551"></a>00551         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1compositepdf.html#c71fc2c51f49d797e61f479f543c75ce" title="common rvc of all mpdfs is written to rvc">setrvc</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv, <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc ); 
     384<a name="l00552"></a>00552 }; 
     385<a name="l00553"></a>00553  
     386<a name="l00561"></a><a class="code" href="classbdm_1_1DS.html">00561</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects.">bdmroot</a> { 
     387<a name="l00562"></a>00562 <span class="keyword">protected</span>: 
     388<a name="l00563"></a>00563         <span class="keywordtype">int</span> dtsize; 
     389<a name="l00564"></a>00564         <span class="keywordtype">int</span> utsize; 
     390<a name="l00566"></a><a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec">00566</a>         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>; 
     391<a name="l00568"></a><a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702">00568</a>         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>; <span class="comment">//</span> 
     392<a name="l00570"></a><a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867">00570</a> <span class="comment"></span>        <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a>, L_ut; 
     393<a name="l00571"></a>00571 <span class="keyword">public</span>: 
     394<a name="l00573"></a><a class="code" href="classbdm_1_1DS.html#bedd82e08ae6686b4b1732a122c2201a">00573</a>         <a class="code" href="classbdm_1_1DS.html#bedd82e08ae6686b4b1732a122c2201a" title="default constructors">DS</a>() :<a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a> ( ),<a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a> ( ) {}; 
     395<a name="l00575"></a><a class="code" href="classbdm_1_1DS.html#c1ec862dec7164fee3284c6f9a51b0ba">00575</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#c1ec862dec7164fee3284c6f9a51b0ba" title="Returns full vector of observed data=[output, input].">getdata</a> ( vec &amp;dt ) {it_error ( <span class="stringliteral">"abstract class"</span> );}; 
     396<a name="l00577"></a><a class="code" href="classbdm_1_1DS.html#a0bf451c7fea73ff4150ff9e83da4832">00577</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#a0bf451c7fea73ff4150ff9e83da4832" title="Returns data records at indeces.">getdata</a> ( vec &amp;dt, <span class="keyword">const</span> ivec &amp;indeces ) {it_error ( <span class="stringliteral">"abstract class"</span> );}; 
     397<a name="l00579"></a><a class="code" href="classbdm_1_1DS.html#f5baeee8528e5e4c5c7a344b2e3f192a">00579</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#f5baeee8528e5e4c5c7a344b2e3f192a" title="Accepts action variable and schedule it for application.">write</a> ( vec &amp;ut ) {it_error ( <span class="stringliteral">"abstract class"</span> );}; 
     398<a name="l00581"></a><a class="code" href="classbdm_1_1DS.html#6bced13f84f6bf04449728817e049e1d">00581</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#6bced13f84f6bf04449728817e049e1d" title="Accepts action variables at specific indeces.">write</a> ( vec &amp;ut, <span class="keyword">const</span> ivec &amp;indeces ) {it_error ( <span class="stringliteral">"abstract class"</span> );}; 
     399<a name="l00582"></a>00582  
     400<a name="l00584"></a>00584         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#9a14c64d881e838ddc3a5617ee8a973b" title="Moves from  to , i.e. perfroms the actions and reads response of the system.">step</a>() =0; 
     401<a name="l00585"></a>00585  
     402<a name="l00587"></a><a class="code" href="classbdm_1_1DS.html#3c9e417d85052396fe74c164857ee67e">00587</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#3c9e417d85052396fe74c164857ee67e" title="Register DS for logging into logger L.">log_add</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &amp;L ) { 
     403<a name="l00588"></a>00588                 it_assert_debug ( dtsize==<a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(),<span class="stringliteral">""</span> ); 
     404<a name="l00589"></a>00589                 it_assert_debug ( utsize==<a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(),<span class="stringliteral">""</span> ); 
     405<a name="l00590"></a>00590  
     406<a name="l00591"></a>00591                 <a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a>=L.<a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1">add</a> ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>,<span class="stringliteral">""</span> ); 
     407<a name="l00592"></a>00592                 L_ut=L.<a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1">add</a> ( <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>,<span class="stringliteral">""</span> ); 
     408<a name="l00593"></a>00593         } 
     409<a name="l00595"></a><a class="code" href="classbdm_1_1DS.html#e03d2c93cddd5c3a03107ddd3ae999cf">00595</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#e03d2c93cddd5c3a03107ddd3ae999cf" title="Register DS for logging into logger L.">logit</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &amp;L ) { 
     410<a name="l00596"></a>00596                 vec tmp ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() +<a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ); 
     411<a name="l00597"></a>00597                 <a class="code" href="classbdm_1_1DS.html#c1ec862dec7164fee3284c6f9a51b0ba" title="Returns full vector of observed data=[output, input].">getdata</a> ( tmp ); 
     412<a name="l00598"></a>00598                 <span class="comment">// d is first in getdata</span> 
     413<a name="l00599"></a>00599                 L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a>,tmp.left ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ) ); 
     414<a name="l00600"></a>00600                 <span class="comment">// u follows after d in getdata</span> 
     415<a name="l00601"></a>00601                 L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( L_ut,tmp.mid ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(), <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ) ); 
     416<a name="l00602"></a>00602         } 
     417<a name="l00604"></a><a class="code" href="classbdm_1_1DS.html#ed2113851294ed96abe60fc3f05aa660">00604</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1DS.html#ed2113851294ed96abe60fc3f05aa660" title="access function">_drv</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> concat ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>,<a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a> );} 
     418<a name="l00606"></a><a class="code" href="classbdm_1_1DS.html#a6a9a375da64c82fc227bda3418a1f33">00606</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classbdm_1_1DS.html#a6a9a375da64c82fc227bda3418a1f33" title="access function">_urv</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>;} 
     419<a name="l00607"></a>00607 }; 
     420<a name="l00608"></a>00608  
     421<a name="l00630"></a><a class="code" href="classbdm_1_1BM.html">00630</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> :<span class="keyword">public</span> <a class="code" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects.">bdmroot</a> { 
     422<a name="l00631"></a>00631 <span class="keyword">protected</span>: 
     423<a name="l00633"></a><a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">00633</a>         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a>; 
     424<a name="l00635"></a><a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">00635</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a>; 
     425<a name="l00637"></a><a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">00637</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>; 
     426<a name="l00638"></a>00638 <span class="keyword">public</span>: 
     427<a name="l00641"></a>00641  
     428<a name="l00642"></a>00642         <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> () :<a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ( 0 ),<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( true ), <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a> ( 3 ), <a class="code" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77" title="Option for logging bounds.">opt_L_bounds</a> ( false ) {}; 
     429<a name="l00643"></a>00643         <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> &amp;B ) :  <a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a> ( B.<a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a> ), <a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ( B.<a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ), <a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( B.<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ) {} 
     430<a name="l00646"></a><a class="code" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">00646</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>* <a class="code" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> ()<span class="keyword"> const </span>{<span class="keywordflow">return</span> NULL;}; 
     431<a name="l00648"></a>00648  
     432<a name="l00651"></a>00651  
     433<a name="l00655"></a>00655         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ) = 0; 
     434<a name="l00657"></a>00657         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc" title="Batch Bayes rule (columns of Dt are observations).">bayesB</a> ( <span class="keyword">const</span> mat &amp;Dt ); 
     435<a name="l00660"></a><a class="code" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">00660</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> ( <span class="keyword">const</span> vec &amp;dt )<span class="keyword"> const</span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0.0;} 
     436<a name="l00662"></a><a class="code" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">00662</a>         vec <a class="code" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae" title="Matrix version of logpred.">logpred_m</a> ( <span class="keyword">const</span> mat &amp;dt )<span class="keyword"> const</span>{vec tmp ( dt.cols() );<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;dt.cols();i++ ) {tmp ( i ) =<a class="code" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> ( dt.get_col ( i ) );}<span class="keywordflow">return</span> tmp;} 
     437<a name="l00663"></a>00663  
     438<a name="l00665"></a><a class="code" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">00665</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor</a> ( )<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> NULL;}; 
     439<a name="l00667"></a><a class="code" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">00667</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>* <a class="code" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs a conditional density 1-step ahead predictor.">predictor</a> ( )<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> NULL;}; 
     440<a name="l00669"></a>00669  
     441<a name="l00674"></a>00674  
     442<a name="l00676"></a><a class="code" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">00676</a>         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvc; 
     443<a name="l00678"></a><a class="code" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">00678</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33" title="access function">_rvc</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> rvc;} 
     444<a name="l00679"></a>00679  
     445<a name="l00681"></a><a class="code" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">00681</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) {it_error ( <span class="stringliteral">"Not implemented!"</span> );}; 
     446<a name="l00682"></a>00682  
    447447<a name="l00684"></a>00684  
    448 <a name="l00687"></a>00687  
    449 <a name="l00688"></a>00688         <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>&amp; _drv()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a>;} 
    450 <a name="l00689"></a>00689         <span class="keywordtype">void</span> set_drv ( <span class="keyword">const</span> RV &amp;rv ) {<a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a>=rv;} 
    451 <a name="l00690"></a>00690         <span class="keywordtype">void</span> set_rv ( <span class="keyword">const</span> RV &amp;rv ) {<span class="keyword">const_cast&lt;</span>epdf&amp;<span class="keyword">&gt;</span> ( posterior() ).set_rv ( rv );} 
    452 <a name="l00691"></a>00691         <span class="keywordtype">double</span> _ll()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a>;} 
    453 <a name="l00692"></a>00692         <span class="keywordtype">void</span> set_evalll ( <span class="keywordtype">bool</span> evl0 ) {<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>=evl0;} 
    454 <a name="l00693"></a>00693         <span class="keyword">virtual</span> <span class="keyword">const</span> epdf&amp; posterior() <span class="keyword">const</span> =0; 
    455 <a name="l00694"></a>00694         <span class="keyword">virtual</span> <span class="keyword">const</span> epdf* _e() <span class="keyword">const</span> =0; 
    456 <a name="l00696"></a>00696  
    457 <a name="l00699"></a>00699  
    458 <a name="l00701"></a><a class="code" href="classbdm_1_1BM.html#224dd68a83c1472b43163763fa93c477">00701</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#224dd68a83c1472b43163763fa93c477" title="Set boolean options from a string.">set_options</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> &amp;opt ) { 
    459 <a name="l00702"></a>00702                 <a class="code" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77" title="Option for logging bounds.">opt_L_bounds</a>= ( opt.find ( <span class="stringliteral">"logbounds"</span> ) !=string::npos ); 
    460 <a name="l00703"></a>00703         } 
    461 <a name="l00705"></a><a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">00705</a>         ivec <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a>; 
    462 <a name="l00706"></a>00706  
    463 <a name="l00708"></a><a class="code" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77">00708</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77" title="Option for logging bounds.">opt_L_bounds</a>; 
    464 <a name="l00710"></a><a class="code" href="classbdm_1_1BM.html#aa5d1f7e638db229403e3917bf155ee3">00710</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#aa5d1f7e638db229403e3917bf155ee3" title="Add all logged variables to a logger.">log_add</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> *L, <span class="keyword">const</span> <span class="keywordtype">string</span> &amp;name=<span class="stringliteral">""</span> ) { 
    465 <a name="l00711"></a>00711                 <span class="comment">// internal</span> 
    466 <a name="l00712"></a>00712                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> r; 
    467 <a name="l00713"></a>00713                 <span class="keywordflow">if</span> ( posterior().isnamed() ) {r=posterior().<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>();} 
    468 <a name="l00714"></a>00714                 <span class="keywordflow">else</span>{r=<a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ( <span class="stringliteral">"est"</span>, posterior().dimension() );}; 
    469 <a name="l00715"></a>00715  
    470 <a name="l00716"></a>00716                 <span class="comment">// Add mean value</span> 
    471 <a name="l00717"></a>00717                 <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a> ( 0 ) =L-&gt;<a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1">add</a> ( r,name ); 
    472 <a name="l00718"></a>00718                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77" title="Option for logging bounds.">opt_L_bounds</a> ) { 
    473 <a name="l00719"></a>00719                         <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a> ( 1 ) =L-&gt;<a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1">add</a> ( r,name+<span class="stringliteral">"_lb"</span> ); 
    474 <a name="l00720"></a>00720                         <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a> ( 2 ) =L-&gt;<a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1">add</a> ( r,name+<span class="stringliteral">"_ub"</span> ); 
    475 <a name="l00721"></a>00721                 } 
    476 <a name="l00722"></a>00722         } 
    477 <a name="l00723"></a>00723         <span class="keywordtype">void</span> logit ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> *L ) { 
    478 <a name="l00724"></a>00724                 L-&gt;<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a> ( 0 ), posterior().mean() ); 
    479 <a name="l00725"></a>00725                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77" title="Option for logging bounds.">opt_L_bounds</a> ) { 
    480 <a name="l00726"></a>00726                         vec ub,lb; 
    481 <a name="l00727"></a>00727                         posterior().<a class="code" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539" title="Lower and upper bounds of percentage % quantile, returns mean-2*sigma as default...">qbounds</a> ( lb,ub ); 
    482 <a name="l00728"></a>00728                         L-&gt;<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a> ( 1 ), lb ); 
    483 <a name="l00729"></a>00729                         L-&gt;<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a> ( 2 ), ub ); 
    484 <a name="l00730"></a>00730                 } 
    485 <a name="l00731"></a>00731         } 
    486 <a name="l00733"></a>00733 }; 
    487 <a name="l00734"></a>00734  
    488 <a name="l00735"></a>00735 }; <span class="comment">//namespace</span> 
    489 <a name="l00736"></a>00736 <span class="preprocessor">#endif // BM_H</span> 
     448<a name="l00685"></a>00685  
     449<a name="l00688"></a>00688  
     450<a name="l00689"></a>00689         <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>&amp; _drv()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a>;} 
     451<a name="l00690"></a>00690         <span class="keywordtype">void</span> set_drv ( <span class="keyword">const</span> RV &amp;rv ) {<a class="code" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a>=rv;} 
     452<a name="l00691"></a>00691         <span class="keywordtype">void</span> set_rv ( <span class="keyword">const</span> RV &amp;rv ) {<span class="keyword">const_cast&lt;</span>epdf&amp;<span class="keyword">&gt;</span> ( posterior() ).set_rv ( rv );} 
     453<a name="l00692"></a>00692         <span class="keywordtype">double</span> _ll()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a>;} 
     454<a name="l00693"></a>00693         <span class="keywordtype">void</span> set_evalll ( <span class="keywordtype">bool</span> evl0 ) {<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>=evl0;} 
     455<a name="l00694"></a>00694         <span class="keyword">virtual</span> <span class="keyword">const</span> epdf&amp; posterior() <span class="keyword">const</span> =0; 
     456<a name="l00695"></a>00695         <span class="keyword">virtual</span> <span class="keyword">const</span> epdf* _e() <span class="keyword">const</span> =0; 
     457<a name="l00697"></a>00697  
     458<a name="l00700"></a>00700  
     459<a name="l00702"></a><a class="code" href="classbdm_1_1BM.html#224dd68a83c1472b43163763fa93c477">00702</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#224dd68a83c1472b43163763fa93c477" title="Set boolean options from a string.">set_options</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> &amp;opt ) { 
     460<a name="l00703"></a>00703                 <a class="code" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77" title="Option for logging bounds.">opt_L_bounds</a>= ( opt.find ( <span class="stringliteral">"logbounds"</span> ) !=string::npos ); 
     461<a name="l00704"></a>00704         } 
     462<a name="l00706"></a><a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">00706</a>         ivec <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a>; 
     463<a name="l00707"></a>00707  
     464<a name="l00709"></a><a class="code" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77">00709</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77" title="Option for logging bounds.">opt_L_bounds</a>; 
     465<a name="l00711"></a><a class="code" href="classbdm_1_1BM.html#aa5d1f7e638db229403e3917bf155ee3">00711</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#aa5d1f7e638db229403e3917bf155ee3" title="Add all logged variables to a logger.">log_add</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> *L, <span class="keyword">const</span> <span class="keywordtype">string</span> &amp;name=<span class="stringliteral">""</span> ) { 
     466<a name="l00712"></a>00712                 <span class="comment">// internal</span> 
     467<a name="l00713"></a>00713                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> r; 
     468<a name="l00714"></a>00714                 <span class="keywordflow">if</span> ( posterior().isnamed() ) {r=posterior().<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>();} 
     469<a name="l00715"></a>00715                 <span class="keywordflow">else</span>{r=<a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ( <span class="stringliteral">"est"</span>, posterior().dimension() );}; 
     470<a name="l00716"></a>00716  
     471<a name="l00717"></a>00717                 <span class="comment">// Add mean value</span> 
     472<a name="l00718"></a>00718                 <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a> ( 0 ) =L-&gt;<a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1">add</a> ( r,name ); 
     473<a name="l00719"></a>00719                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77" title="Option for logging bounds.">opt_L_bounds</a> ) { 
     474<a name="l00720"></a>00720                         <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a> ( 1 ) =L-&gt;<a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1">add</a> ( r,name+<span class="stringliteral">"_lb"</span> ); 
     475<a name="l00721"></a>00721                         <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a> ( 2 ) =L-&gt;<a class="code" href="classbdm_1_1logger.html#cfb4807e20b3d00f3d33e55ada528dc1">add</a> ( r,name+<span class="stringliteral">"_ub"</span> ); 
     476<a name="l00722"></a>00722                 } 
     477<a name="l00723"></a>00723         } 
     478<a name="l00724"></a>00724         <span class="keywordtype">void</span> logit ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> *L ) { 
     479<a name="l00725"></a>00725                 L-&gt;<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a> ( 0 ), posterior().mean() ); 
     480<a name="l00726"></a>00726                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77" title="Option for logging bounds.">opt_L_bounds</a> ) { 
     481<a name="l00727"></a>00727                         vec ub,lb; 
     482<a name="l00728"></a>00728                         posterior().<a class="code" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539" title="Lower and upper bounds of percentage % quantile, returns mean-2*sigma as default...">qbounds</a> ( lb,ub ); 
     483<a name="l00729"></a>00729                         L-&gt;<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a> ( 1 ), lb ); 
     484<a name="l00730"></a>00730                         L-&gt;<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers.">LIDs</a> ( 2 ), ub ); 
     485<a name="l00731"></a>00731                 } 
     486<a name="l00732"></a>00732         } 
     487<a name="l00734"></a>00734 }; 
     488<a name="l00735"></a>00735  
     489<a name="l00736"></a>00736 }; <span class="comment">//namespace</span> 
     490<a name="l00737"></a>00737 <span class="preprocessor">#endif // BM_H</span> 
    490491</pre></div></div> 
    491 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Mar 17 18:33:03 2009 for mixpp by&nbsp; 
     492<hr size="1"><address style="text-align: right;"><small>Generated on Thu Mar 19 16:25:43 2009 for mixpp by&nbsp; 
    492493<a href="http://www.doxygen.org/index.html"> 
    493494<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>