96 | | //! auxiliary function used in constructor |
97 | | void init ( Array<std::string> in_names, ivec in_sizes, ivec in_times ); |
98 | | int init ( const string &name, int size ); |
99 | | public: |
100 | | //! \name Constructors |
101 | | //!@{ |
102 | | |
103 | | //! Full constructor |
104 | | RV ( Array<std::string> in_names, ivec in_sizes, ivec in_times ) {init ( in_names,in_sizes,in_times );}; |
105 | | //! Constructor with times=0 |
106 | | RV ( Array<std::string> in_names, ivec in_sizes ) {init ( in_names,in_sizes,zeros_i ( in_names.length() ) );}; |
107 | | //! Constructor with sizes=1, times=0 |
108 | | RV ( Array<std::string> in_names ) {init ( in_names,ones_i ( in_names.length() ),zeros_i ( in_names.length() ) );} |
109 | | //! Constructor of empty RV |
110 | | RV () :dsize ( 0 ),len ( 0 ),ids ( 0 ),times ( 0 ) {}; |
111 | | //! Constructor of a single RV with given id |
112 | | RV ( string name, int sz, int tm=0 ); |
113 | | //!@} |
114 | | |
115 | | //! \name Access functions |
116 | | //!@{ |
117 | | |
118 | | //! Printing output e.g. for debugging. |
119 | | friend std::ostream &operator<< ( std::ostream &os, const RV &rv ); |
120 | | int _dsize() const {return dsize;} ; |
121 | | //! Recount size of the corresponding data vector |
122 | | int countsize() const; |
123 | | ivec cumsizes() const; |
124 | | int length() const {return len;} ; |
125 | | int id ( int at ) const{return ids ( at );}; |
126 | | int size ( int at ) const {return RV_SIZES ( ids ( at ) );}; |
127 | | int time ( int at ) const{return times ( at );}; |
128 | | std::string name ( int at ) const {return RV_NAMES ( ids ( at ) );}; |
129 | | void set_time ( int at, int time0 ) {times ( at ) =time0;}; |
130 | | //!@} |
131 | | |
132 | | //TODO why not inline and later?? |
133 | | |
134 | | //! \name Algebra on Random Variables |
135 | | //!@{ |
136 | | |
137 | | //! Find indices of self in another rv, \return ivec of the same size as self. |
138 | | ivec findself ( const RV &rv2 ) const; |
139 | | //! Compare if \c rv2 is identical to this \c RV |
140 | | bool equal ( const RV &rv2 ) const; |
141 | | //! Add (concat) another variable to the current one, \return true if all rv2 were added, false if rv2 is in conflict |
142 | | bool add ( const RV &rv2 ); |
143 | | //! Subtract another variable from the current one |
144 | | RV subt ( const RV &rv2 ) const; |
145 | | //! Select only variables at indeces ind |
146 | | RV subselect ( const ivec &ind ) const; |
147 | | //! Select only variables at indeces ind |
148 | | RV operator() ( const ivec &ind ) const {return subselect ( ind );}; |
149 | | //! Select from data vector starting at di1 to di2 |
150 | | RV operator() ( int di1, int di2 ) const { |
151 | | ivec sz=cumsizes(); |
152 | | int i1=0; |
153 | | while ( sz ( i1 ) <di1 ) i1++; |
154 | | int i2=i1; |
155 | | while ( sz ( i2 ) <di2 ) i2++; |
156 | | return subselect ( linspace ( i1,i2 ) ); |
157 | | }; |
158 | | //! Shift \c time shifted by delta. |
159 | | void t ( int delta ); |
160 | | //!@} |
161 | | |
162 | | //!\name Relation to vectors |
163 | | //!@{ |
164 | | |
165 | | //! generate \c str from rv, by expanding sizes TODO to_string.. |
166 | | str tostr() const; |
167 | | //! when this rv is a part of bigger rv, this function returns indeces of self in the data vector of the bigger crv. |
168 | | //! Then, data can be copied via: data_of_this = cdata(ind); |
169 | | ivec dataind ( const RV &crv ) const; |
170 | | //! generate mutual indeces when copying data betwenn self and crv. |
171 | | //! Data are copied via: data_of_this(selfi) = data_of_rv2(rv2i) |
172 | | void dataind ( const RV &rv2, ivec &selfi, ivec &rv2i ) const; |
173 | | //! Minimum time-offset |
174 | | int mint () const {return min ( times );}; |
175 | | //!@} |
176 | | |
177 | | // TODO aktualizovat dle soucasneho UI |
178 | | /*! \brief UI for class RV (description of data vectors) |
179 | | |
180 | | \code |
181 | | rv = { |
182 | | type = "rv"; //identifier of the description |
183 | | // UNIQUE IDENTIFIER same names = same variable |
184 | | names = ["a", "b", "c", ...]; // which will be used e.g. in loggers |
185 | | |
186 | | //optional arguments |
187 | | sizes = [1, 2, 3, ...]; // (optional) default = ones() |
188 | | times = [-1, -2, 0, ...]; // time shifts with respect to current time (optional) default = zeros() |
189 | | } |
190 | | \endcode |
191 | | */ |
192 | | void from_setting( const Setting &root ); |
193 | | |
194 | | // TODO dodelat void to_setting( Setting &root ) const; |
| 99 | //! auxiliary function used in constructor |
| 100 | void init(Array<std::string> in_names, ivec in_sizes, ivec in_times); |
| 101 | int init(const string &name, int size); |
| 102 | public: |
| 103 | //! \name Constructors |
| 104 | //!@{ |
| 105 | |
| 106 | //! Full constructor |
| 107 | RV(Array<std::string> in_names, ivec in_sizes, ivec in_times) {init(in_names, in_sizes, in_times);}; |
| 108 | //! Constructor with times=0 |
| 109 | RV(Array<std::string> in_names, ivec in_sizes) {init(in_names, in_sizes, zeros_i(in_names.length()));}; |
| 110 | //! Constructor with sizes=1, times=0 |
| 111 | RV(Array<std::string> in_names) {init(in_names, ones_i(in_names.length()), zeros_i(in_names.length()));} |
| 112 | //! Constructor of empty RV |
| 113 | RV() : dsize(0), len(0), ids(0), times(0) {}; |
| 114 | //! Constructor of a single RV with given id |
| 115 | RV(string name, int sz, int tm = 0); |
| 116 | //!@} |
| 117 | |
| 118 | //! \name Access functions |
| 119 | //!@{ |
| 120 | |
| 121 | //! Printing output e.g. for debugging. |
| 122 | friend std::ostream &operator<< (std::ostream &os, const RV &rv); |
| 123 | int _dsize() const {return dsize;} ; |
| 124 | //! Recount size of the corresponding data vector |
| 125 | int countsize() const; |
| 126 | ivec cumsizes() const; |
| 127 | int length() const {return len;} ; |
| 128 | int id(int at) const {return ids(at);}; |
| 129 | int size(int at) const {return RV_SIZES(ids(at));}; |
| 130 | int time(int at) const {return times(at);}; |
| 131 | std::string name(int at) const {return RV_NAMES(ids(at));}; |
| 132 | void set_time(int at, int time0) {times(at) = time0;}; |
| 133 | //!@} |
| 134 | |
| 135 | //TODO why not inline and later?? |
| 136 | |
| 137 | //! \name Algebra on Random Variables |
| 138 | //!@{ |
| 139 | |
| 140 | //! Find indices of self in another rv, \return ivec of the same size as self. |
| 141 | ivec findself(const RV &rv2) const; |
| 142 | //! Compare if \c rv2 is identical to this \c RV |
| 143 | bool equal(const RV &rv2) const; |
| 144 | //! Add (concat) another variable to the current one, \return true if all rv2 were added, false if rv2 is in conflict |
| 145 | bool add(const RV &rv2); |
| 146 | //! Subtract another variable from the current one |
| 147 | RV subt(const RV &rv2) const; |
| 148 | //! Select only variables at indeces ind |
| 149 | RV subselect(const ivec &ind) const; |
| 150 | //! Select only variables at indeces ind |
| 151 | RV operator()(const ivec &ind) const {return subselect(ind);}; |
| 152 | //! Select from data vector starting at di1 to di2 |
| 153 | RV operator()(int di1, int di2) const { |
| 154 | ivec sz = cumsizes(); |
| 155 | int i1 = 0; |
| 156 | while (sz(i1) < di1) i1++; |
| 157 | int i2 = i1; |
| 158 | while (sz(i2) < di2) i2++; |
| 159 | return subselect(linspace(i1, i2)); |
| 160 | }; |
| 161 | //! Shift \c time shifted by delta. |
| 162 | void t(int delta); |
| 163 | //!@} |
| 164 | |
| 165 | //!\name Relation to vectors |
| 166 | //!@{ |
| 167 | |
| 168 | //! generate \c str from rv, by expanding sizes TODO to_string.. |
| 169 | str tostr() const; |
| 170 | //! when this rv is a part of bigger rv, this function returns indeces of self in the data vector of the bigger crv. |
| 171 | //! Then, data can be copied via: data_of_this = cdata(ind); |
| 172 | ivec dataind(const RV &crv) const; |
| 173 | //! generate mutual indeces when copying data betwenn self and crv. |
| 174 | //! Data are copied via: data_of_this(selfi) = data_of_rv2(rv2i) |
| 175 | void dataind(const RV &rv2, ivec &selfi, ivec &rv2i) const; |
| 176 | //! Minimum time-offset |
| 177 | int mint() const {return min(times);}; |
| 178 | //!@} |
| 179 | |
| 180 | // TODO aktualizovat dle soucasneho UI |
| 181 | /*! \brief UI for class RV (description of data vectors) |
| 182 | |
| 183 | \code |
| 184 | rv = { |
| 185 | type = "rv"; //identifier of the description |
| 186 | // UNIQUE IDENTIFIER same names = same variable |
| 187 | names = ["a", "b", "c", ...]; // which will be used e.g. in loggers |
| 188 | |
| 189 | //optional arguments |
| 190 | sizes = [1, 2, 3, ...]; // (optional) default = ones() |
| 191 | times = [-1, -2, 0, ...]; // time shifts with respect to current time (optional) default = zeros() |
| 192 | } |
| 193 | \endcode |
| 194 | */ |
| 195 | void from_setting(const Setting &set); |
| 196 | |
| 197 | // TODO dodelat void to_setting( Setting &set ) const; |
229 | | class epdf : public bdmroot { |
230 | | protected: |
231 | | //! dimension of the random variable |
232 | | int dim; |
233 | | //! Description of the random variable |
234 | | RV rv; |
235 | | |
236 | | public: |
237 | | /*! \name Constructors |
238 | | Construction of each epdf should support two types of constructors: |
239 | | \li empty constructor, |
240 | | \li copy constructor, |
241 | | |
242 | | The following constructors should be supported for convenience: |
243 | | \li constructor followed by calling \c set_parameters() |
244 | | \li constructor accepting random variables calling \c set_rv() |
245 | | |
246 | | 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. |
247 | | @{*/ |
248 | | epdf() :dim ( 0 ),rv ( ) {}; |
249 | | epdf ( const epdf &e ) :dim ( e.dim ),rv ( e.rv ) {}; |
250 | | epdf ( const RV &rv0 ) {set_rv ( rv0 );}; |
251 | | void set_parameters ( int dim0 ) {dim=dim0;} |
252 | | //!@} |
253 | | |
254 | | //! \name Matematical Operations |
255 | | //!@{ |
256 | | |
257 | | //! Returns a sample, \f$ x \f$ from density \f$ f_x()\f$ |
258 | | virtual vec sample () const {it_error ( "not implemneted" );return vec ( 0 );}; |
259 | | //! Returns N samples, \f$ [x_1 , x_2 , \ldots \ \f$ from density \f$ f_x(rv)\f$ |
260 | | virtual mat sample_m ( int N ) const; |
261 | | //! Compute log-probability of argument \c val |
262 | | virtual double evallog ( const vec &val ) const {it_error ( "not implemneted" );return 0.0;}; |
263 | | //! Compute log-probability of multiple values argument \c val |
264 | | virtual vec evallog_m ( const mat &Val ) const { |
265 | | vec x ( Val.cols() ); |
266 | | for ( int i=0;i<Val.cols();i++ ) {x ( i ) =evallog ( Val.get_col ( i ) ) ;} |
267 | | return x; |
268 | | } |
269 | | //! Return conditional density on the given RV, the remaining rvs will be in conditioning |
270 | | virtual mpdf* condition ( const RV &rv ) const {it_warning ( "Not implemented" ); return NULL;} |
271 | | //! Return marginal density on the given RV, the remainig rvs are intergrated out |
272 | | virtual epdf* marginal ( const RV &rv ) const {it_warning ( "Not implemented" ); return NULL;} |
273 | | //! return expected value |
274 | | virtual vec mean() const {it_error ( "not implemneted" );return vec ( 0 );}; |
275 | | //! return expected variance (not covariance!) |
276 | | virtual vec variance() const {it_error ( "not implemneted" );return vec ( 0 );}; |
277 | | //! Lower and upper bounds of \c percentage % quantile, returns mean-2*sigma as default |
278 | | virtual void qbounds ( vec &lb, vec &ub, double percentage=0.95 ) const { |
279 | | vec mea=mean(); vec std=sqrt ( variance() ); |
280 | | lb = mea-2*std; ub=mea+2*std; |
281 | | }; |
282 | | //!@} |
283 | | |
284 | | //! \name Connection to other classes |
285 | | //! Description of the random quantity via attribute \c rv is optional. |
286 | | //! For operations such as sampling \c rv does not need to be set. However, for \c marginalization |
287 | | //! and \c conditioning \c rv has to be set. NB: |
288 | | //! @{ |
289 | | |
290 | | //!Name its rv |
291 | | void set_rv ( const RV &rv0 ) {rv = rv0; }//it_assert_debug(isnamed(),""); }; |
292 | | //! True if rv is assigned |
293 | | bool isnamed() const {bool b= ( dim==rv._dsize() );return b;} |
294 | | //! Return name (fails when isnamed is false) |
295 | | const RV& _rv() const {it_assert_debug ( isnamed(),"" ); return rv;} |
296 | | //!@} |
297 | | |
298 | | //! \name Access to attributes |
299 | | //! @{ |
300 | | |
301 | | //! Size of the random variable |
302 | | int dimension() const {return dim;} |
303 | | //!@} |
| 233 | class epdf : public bdmroot |
| 234 | { |
| 235 | protected: |
| 236 | //! dimension of the random variable |
| 237 | int dim; |
| 238 | //! Description of the random variable |
| 239 | RV rv; |
| 240 | |
| 241 | public: |
| 242 | /*! \name Constructors |
| 243 | Construction of each epdf should support two types of constructors: |
| 244 | \li empty constructor, |
| 245 | \li copy constructor, |
| 246 | |
| 247 | The following constructors should be supported for convenience: |
| 248 | \li constructor followed by calling \c set_parameters() |
| 249 | \li constructor accepting random variables calling \c set_rv() |
| 250 | |
| 251 | 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. |
| 252 | @{*/ |
| 253 | epdf() : dim(0), rv() {}; |
| 254 | epdf(const epdf &e) : dim(e.dim), rv(e.rv) {}; |
| 255 | epdf(const RV &rv0) {set_rv(rv0);}; |
| 256 | void set_parameters(int dim0) {dim = dim0;} |
| 257 | //!@} |
| 258 | |
| 259 | //! \name Matematical Operations |
| 260 | //!@{ |
| 261 | |
| 262 | //! Returns a sample, \f$ x \f$ from density \f$ f_x()\f$ |
| 263 | virtual vec sample() const {it_error("not implemneted"); return vec(0);}; |
| 264 | //! Returns N samples, \f$ [x_1 , x_2 , \ldots \ \f$ from density \f$ f_x(rv)\f$ |
| 265 | virtual mat sample_m(int N) const; |
| 266 | //! Compute log-probability of argument \c val |
| 267 | virtual double evallog(const vec &val) const {it_error("not implemneted"); return 0.0;}; |
| 268 | //! Compute log-probability of multiple values argument \c val |
| 269 | virtual vec evallog_m(const mat &Val) const { |
| 270 | vec x(Val.cols()); |
| 271 | for (int i = 0; i < Val.cols(); i++) {x(i) = evallog(Val.get_col(i)) ;} |
| 272 | return x; |
| 273 | } |
| 274 | //! Return conditional density on the given RV, the remaining rvs will be in conditioning |
| 275 | virtual mpdf* condition(const RV &rv) const {it_warning("Not implemented"); return NULL;} |
| 276 | |
| 277 | //! Return marginal density on the given RV, the remainig rvs are intergrated out |
| 278 | virtual epdf* marginal(const RV &rv) const {it_warning("Not implemented"); return NULL;} |
| 279 | |
| 280 | //! return expected value |
| 281 | virtual vec mean() const {it_error("not implemneted"); return vec(0);}; |
| 282 | |
| 283 | //! return expected variance (not covariance!) |
| 284 | virtual vec variance() const {it_error("not implemneted"); return vec(0);}; |
| 285 | //! Lower and upper bounds of \c percentage % quantile, returns mean-2*sigma as default |
| 286 | virtual void qbounds(vec &lb, vec &ub, double percentage = 0.95) const { |
| 287 | vec mea = mean(); |
| 288 | vec std = sqrt(variance()); |
| 289 | lb = mea - 2 * std; |
| 290 | ub = mea + 2 * std; |
| 291 | }; |
| 292 | //!@} |
| 293 | |
| 294 | //! \name Connection to other classes |
| 295 | //! Description of the random quantity via attribute \c rv is optional. |
| 296 | //! For operations such as sampling \c rv does not need to be set. However, for \c marginalization |
| 297 | //! and \c conditioning \c rv has to be set. NB: |
| 298 | //! @{ |
| 299 | |
| 300 | //!Name its rv |
| 301 | void set_rv(const RV &rv0) {rv = rv0; } //it_assert_debug(isnamed(),""); }; |
| 302 | //! True if rv is assigned |
| 303 | bool isnamed() const {bool b = (dim == rv._dsize()); return b;} |
| 304 | //! Return name (fails when isnamed is false) |
| 305 | const RV& _rv() const {it_assert_debug(isnamed(), ""); return rv;} |
| 306 | //!@} |
| 307 | |
| 308 | //! \name Access to attributes |
| 309 | //! @{ |
| 310 | |
| 311 | //! Size of the random variable |
| 312 | int dimension() const {return dim;} |
| 313 | //!@} |
311 | | class mpdf : public bdmroot { |
312 | | protected: |
313 | | //!dimension of the condition |
314 | | int dimc; |
315 | | //! random variable in condition |
316 | | RV rvc; |
317 | | //! pointer to internal epdf |
318 | | epdf* ep; |
319 | | public: |
320 | | //! \name Constructors |
321 | | //! @{ |
322 | | |
323 | | mpdf ( ) :dimc ( 0 ),rvc ( ) {}; |
324 | | //! copy constructor does not set pointer \c ep - has to be done in offsprings! |
325 | | mpdf ( const mpdf &m ) :dimc ( m.dimc ),rvc ( m.rvc ) {}; |
326 | | //!@} |
327 | | |
328 | | //! \name Matematical operations |
329 | | //!@{ |
330 | | |
331 | | //! 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 |
332 | | virtual vec samplecond ( const vec &cond ) { |
333 | | this->condition ( cond ); |
334 | | vec temp= ep->sample(); |
335 | | return temp; |
336 | | }; |
337 | | //! Returns \param N samples from the density conditioned on \c cond, \f$x \sim epdf(rv|cond)\f$. \param cond is numeric value of \c rv |
338 | | virtual mat samplecond_m ( const vec &cond, int N ) { |
339 | | this->condition ( cond ); |
340 | | mat temp ( ep->dimension(),N ); vec smp ( ep->dimension() ); |
341 | | for ( int i=0;i<N;i++ ) {smp=ep->sample() ;temp.set_col ( i, smp );} |
342 | | return temp; |
343 | | }; |
344 | | //! Update \c ep so that it represents this mpdf conditioned on \c rvc = cond |
345 | | virtual void condition ( const vec &cond ) {it_error ( "Not implemented" );}; |
346 | | |
347 | | //! Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently. |
348 | | virtual double evallogcond ( const vec &dt, const vec &cond ) { |
349 | | double tmp; this->condition ( cond );tmp = ep->evallog ( dt ); it_assert_debug ( std::isfinite ( tmp ),"Infinite value" ); return tmp; |
350 | | }; |
351 | | |
352 | | //! Matrix version of evallogcond |
353 | | virtual vec evallogcond_m ( const mat &Dt, const vec &cond ) {this->condition ( cond );return ep->evallog_m ( Dt );}; |
354 | | |
355 | | //! \name Access to attributes |
356 | | //! @{ |
357 | | |
358 | | RV _rv() {return ep->_rv();} |
359 | | RV _rvc() {it_assert_debug ( isnamed(),"" ); return rvc;} |
360 | | int dimension() {return ep->dimension();} |
361 | | int dimensionc() {return dimc;} |
362 | | epdf& _epdf() {return *ep;} |
363 | | epdf* _e() {return ep;} |
364 | | //!@} |
365 | | |
366 | | //! \name Connection to other objects |
367 | | //!@{ |
368 | | void set_rvc ( const RV &rvc0 ) {rvc=rvc0;} |
369 | | void set_rv ( const RV &rv0 ) {ep->set_rv ( rv0 );} |
370 | | bool isnamed() {return ( ep->isnamed() ) && ( dimc==rvc._dsize() );} |
371 | | //!@} |
| 321 | class mpdf : public bdmroot |
| 322 | { |
| 323 | protected: |
| 324 | //!dimension of the condition |
| 325 | int dimc; |
| 326 | //! random variable in condition |
| 327 | RV rvc; |
| 328 | //! pointer to internal epdf |
| 329 | epdf* ep; |
| 330 | public: |
| 331 | //! \name Constructors |
| 332 | //! @{ |
| 333 | |
| 334 | mpdf() : dimc(0), rvc() {}; |
| 335 | //! copy constructor does not set pointer \c ep - has to be done in offsprings! |
| 336 | mpdf(const mpdf &m) : dimc(m.dimc), rvc(m.rvc) {}; |
| 337 | //!@} |
| 338 | |
| 339 | //! \name Matematical operations |
| 340 | //!@{ |
| 341 | |
| 342 | //! 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 |
| 343 | virtual vec samplecond(const vec &cond) { |
| 344 | this->condition(cond); |
| 345 | vec temp = ep->sample(); |
| 346 | return temp; |
| 347 | }; |
| 348 | //! Returns \param N samples from the density conditioned on \c cond, \f$x \sim epdf(rv|cond)\f$. \param cond is numeric value of \c rv |
| 349 | virtual mat samplecond_m(const vec &cond, int N) { |
| 350 | this->condition(cond); |
| 351 | mat temp(ep->dimension(), N); |
| 352 | vec smp(ep->dimension()); |
| 353 | for (int i = 0; i < N; i++) {smp = ep->sample() ; temp.set_col(i, smp);} |
| 354 | return temp; |
| 355 | }; |
| 356 | //! Update \c ep so that it represents this mpdf conditioned on \c rvc = cond |
| 357 | virtual void condition(const vec &cond) {it_error("Not implemented");}; |
| 358 | |
| 359 | //! Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently. |
| 360 | virtual double evallogcond(const vec &dt, const vec &cond) { |
| 361 | double tmp; |
| 362 | this->condition(cond); |
| 363 | tmp = ep->evallog(dt); |
| 364 | it_assert_debug(std::isfinite(tmp), "Infinite value"); |
| 365 | return tmp; |
| 366 | }; |
| 367 | |
| 368 | //! Matrix version of evallogcond |
| 369 | virtual vec evallogcond_m(const mat &Dt, const vec &cond) {this->condition(cond); return ep->evallog_m(Dt);}; |
| 370 | |
| 371 | //! \name Access to attributes |
| 372 | //! @{ |
| 373 | |
| 374 | RV _rv() {return ep->_rv();} |
| 375 | RV _rvc() {it_assert_debug(isnamed(), ""); return rvc;} |
| 376 | int dimension() {return ep->dimension();} |
| 377 | int dimensionc() {return dimc;} |
| 378 | epdf& _epdf() {return *ep;} |
| 379 | epdf* _e() {return ep;} |
| 380 | //!@} |
| 381 | |
| 382 | //! \name Connection to other objects |
| 383 | //!@{ |
| 384 | void set_rvc(const RV &rvc0) {rvc = rvc0;} |
| 385 | void set_rv(const RV &rv0) {ep->set_rv(rv0);} |
| 386 | bool isnamed() {return (ep->isnamed()) && (dimc == rvc._dsize());} |
| 387 | //!@} |
399 | | class datalink { |
400 | | protected: |
401 | | //! Remember how long val should be |
402 | | int downsize; |
403 | | //! Remember how long val of "Up" should be |
404 | | int upsize; |
405 | | //! val-to-val link, indeces of the upper val |
406 | | ivec v2v_up; |
407 | | public: |
408 | | //! Constructor |
409 | | datalink () {}; |
410 | | datalink ( const RV &rv, const RV &rv_up ) {set_connection ( rv,rv_up );}; |
411 | | //! set connection, rv must be fully present in rv_up |
412 | | void set_connection ( const RV &rv, const RV &rv_up ) { |
413 | | downsize = rv._dsize(); |
414 | | upsize = rv_up._dsize(); |
415 | | v2v_up= ( rv.dataind ( rv_up ) ); |
416 | | |
417 | | it_assert_debug ( v2v_up.length() ==downsize,"rv is not fully in rv_up" ); |
418 | | } |
419 | | //! set connection using indeces |
420 | | void set_connection ( int ds, int us, const ivec &upind ) { |
421 | | downsize = ds; |
422 | | upsize = us; |
423 | | v2v_up= upind; |
424 | | |
425 | | it_assert_debug ( v2v_up.length() ==downsize,"rv is not fully in rv_up" ); |
426 | | } |
427 | | //! Get val for myself from val of "Up" |
428 | | vec pushdown ( const vec &val_up ) { |
429 | | it_assert_debug ( upsize==val_up.length(),"Wrong val_up" ); |
430 | | return get_vec ( val_up,v2v_up ); |
431 | | } |
432 | | //! Fill val of "Up" by my pieces |
433 | | void pushup ( vec &val_up, const vec &val ) { |
434 | | it_assert_debug ( downsize==val.length(),"Wrong val" ); |
435 | | it_assert_debug ( upsize==val_up.length(),"Wrong val_up" ); |
436 | | set_subvector ( val_up, v2v_up, val ); |
437 | | } |
| 415 | class datalink |
| 416 | { |
| 417 | protected: |
| 418 | //! Remember how long val should be |
| 419 | int downsize; |
| 420 | //! Remember how long val of "Up" should be |
| 421 | int upsize; |
| 422 | //! val-to-val link, indeces of the upper val |
| 423 | ivec v2v_up; |
| 424 | public: |
| 425 | //! Constructor |
| 426 | datalink() {}; |
| 427 | datalink(const RV &rv, const RV &rv_up) {set_connection(rv, rv_up);}; |
| 428 | //! set connection, rv must be fully present in rv_up |
| 429 | void set_connection(const RV &rv, const RV &rv_up) { |
| 430 | downsize = rv._dsize(); |
| 431 | upsize = rv_up._dsize(); |
| 432 | v2v_up = (rv.dataind(rv_up)); |
| 433 | |
| 434 | it_assert_debug(v2v_up.length() == downsize, "rv is not fully in rv_up"); |
| 435 | } |
| 436 | //! set connection using indeces |
| 437 | void set_connection(int ds, int us, const ivec &upind) { |
| 438 | downsize = ds; |
| 439 | upsize = us; |
| 440 | v2v_up = upind; |
| 441 | |
| 442 | it_assert_debug(v2v_up.length() == downsize, "rv is not fully in rv_up"); |
| 443 | } |
| 444 | //! Get val for myself from val of "Up" |
| 445 | vec pushdown(const vec &val_up) { |
| 446 | it_assert_debug(upsize == val_up.length(), "Wrong val_up"); |
| 447 | return get_vec(val_up, v2v_up); |
| 448 | } |
| 449 | //! Fill val of "Up" by my pieces |
| 450 | void pushup(vec &val_up, const vec &val) { |
| 451 | it_assert_debug(downsize == val.length(), "Wrong val"); |
| 452 | it_assert_debug(upsize == val_up.length(), "Wrong val_up"); |
| 453 | set_subvector(val_up, v2v_up, val); |
| 454 | } |
441 | | class datalink_m2e: public datalink { |
442 | | protected: |
443 | | //! Remember how long cond should be |
444 | | int condsize; |
445 | | //!upper_val-to-local_cond link, indeces of the upper val |
446 | | ivec v2c_up; |
447 | | //!upper_val-to-local_cond link, ideces of the local cond |
448 | | ivec v2c_lo; |
449 | | |
450 | | public: |
451 | | datalink_m2e() {}; |
452 | | //! Constructor |
453 | | void set_connection ( const RV &rv, const RV &rvc, const RV &rv_up ) { |
454 | | datalink::set_connection ( rv,rv_up ); |
455 | | condsize= rvc._dsize(); |
456 | | //establish v2c connection |
457 | | rvc.dataind ( rv_up, v2c_lo, v2c_up ); |
458 | | } |
459 | | //!Construct condition |
460 | | vec get_cond ( const vec &val_up ) { |
461 | | vec tmp ( condsize ); |
462 | | set_subvector ( tmp,v2c_lo,val_up ( v2c_up ) ); |
463 | | return tmp; |
464 | | } |
465 | | void pushup_cond ( vec &val_up, const vec &val, const vec &cond ) { |
466 | | it_assert_debug ( downsize==val.length(),"Wrong val" ); |
467 | | it_assert_debug ( upsize==val_up.length(),"Wrong val_up" ); |
468 | | set_subvector ( val_up, v2v_up, val ); |
469 | | set_subvector ( val_up, v2c_up, cond ); |
470 | | } |
| 458 | class datalink_m2e: public datalink |
| 459 | { |
| 460 | protected: |
| 461 | //! Remember how long cond should be |
| 462 | int condsize; |
| 463 | //!upper_val-to-local_cond link, indeces of the upper val |
| 464 | ivec v2c_up; |
| 465 | //!upper_val-to-local_cond link, ideces of the local cond |
| 466 | ivec v2c_lo; |
| 467 | |
| 468 | public: |
| 469 | datalink_m2e() {}; |
| 470 | //! Constructor |
| 471 | void set_connection(const RV &rv, const RV &rvc, const RV &rv_up) { |
| 472 | datalink::set_connection(rv, rv_up); |
| 473 | condsize = rvc._dsize(); |
| 474 | //establish v2c connection |
| 475 | rvc.dataind(rv_up, v2c_lo, v2c_up); |
| 476 | } |
| 477 | //!Construct condition |
| 478 | vec get_cond(const vec &val_up) { |
| 479 | vec tmp(condsize); |
| 480 | set_subvector(tmp, v2c_lo, val_up(v2c_up)); |
| 481 | return tmp; |
| 482 | } |
| 483 | void pushup_cond(vec &val_up, const vec &val, const vec &cond) { |
| 484 | it_assert_debug(downsize == val.length(), "Wrong val"); |
| 485 | it_assert_debug(upsize == val_up.length(), "Wrong val_up"); |
| 486 | set_subvector(val_up, v2v_up, val); |
| 487 | set_subvector(val_up, v2c_up, cond); |
| 488 | } |
474 | | class datalink_m2m: public datalink_m2e { |
475 | | protected: |
476 | | //!cond-to-cond link, indeces of the upper cond |
477 | | ivec c2c_up; |
478 | | //!cond-to-cond link, indeces of the local cond |
479 | | ivec c2c_lo; |
480 | | public: |
481 | | //! Constructor |
482 | | datalink_m2m() {}; |
483 | | void set_connection ( const RV &rv, const RV &rvc, const RV &rv_up, const RV &rvc_up ) { |
484 | | datalink_m2e::set_connection ( rv, rvc, rv_up ); |
485 | | //establish c2c connection |
486 | | rvc.dataind ( rvc_up, c2c_lo, c2c_up ); |
487 | | it_assert_debug ( c2c_lo.length() +v2c_lo.length() ==condsize, "cond is not fully given" ); |
488 | | } |
489 | | //! Get cond for myself from val and cond of "Up" |
490 | | vec get_cond ( const vec &val_up, const vec &cond_up ) { |
491 | | vec tmp ( condsize ); |
492 | | set_subvector ( tmp,v2c_lo,val_up ( v2c_up ) ); |
493 | | set_subvector ( tmp,c2c_lo,cond_up ( c2c_up ) ); |
494 | | return tmp; |
495 | | } |
496 | | //! Fill |
| 492 | class datalink_m2m: public datalink_m2e |
| 493 | { |
| 494 | protected: |
| 495 | //!cond-to-cond link, indeces of the upper cond |
| 496 | ivec c2c_up; |
| 497 | //!cond-to-cond link, indeces of the local cond |
| 498 | ivec c2c_lo; |
| 499 | public: |
| 500 | //! Constructor |
| 501 | datalink_m2m() {}; |
| 502 | void set_connection(const RV &rv, const RV &rvc, const RV &rv_up, const RV &rvc_up) { |
| 503 | datalink_m2e::set_connection(rv, rvc, rv_up); |
| 504 | //establish c2c connection |
| 505 | rvc.dataind(rvc_up, c2c_lo, c2c_up); |
| 506 | it_assert_debug(c2c_lo.length() + v2c_lo.length() == condsize, "cond is not fully given"); |
| 507 | } |
| 508 | //! Get cond for myself from val and cond of "Up" |
| 509 | vec get_cond(const vec &val_up, const vec &cond_up) { |
| 510 | vec tmp(condsize); |
| 511 | set_subvector(tmp, v2c_lo, val_up(v2c_up)); |
| 512 | set_subvector(tmp, c2c_lo, cond_up(c2c_up)); |
| 513 | return tmp; |
| 514 | } |
| 515 | //! Fill |
505 | | class logger : public bdmroot { |
506 | | protected: |
507 | | //! RVs of all logged variables. |
508 | | Array<RV> entries; |
509 | | //! Names of logged quantities, e.g. names of algorithm variants |
510 | | Array<string> names; |
511 | | public: |
512 | | //!Default constructor |
513 | | logger ( ) : entries ( 0 ),names ( 0 ) {} |
514 | | |
515 | | //! returns an identifier which will be later needed for calling the \c logit() function |
516 | | //! For empty RV it returns -1, this entry will be ignored by \c logit(). |
517 | | virtual int add ( const RV &rv, string prefix="" ) { |
518 | | int id; |
519 | | if ( rv._dsize() >0 ) { |
520 | | id=entries.length(); |
521 | | names=concat ( names, prefix); // diff |
522 | | entries.set_length ( id+1,true ); |
523 | | entries ( id ) = rv; |
524 | | } |
525 | | else { id =-1;} |
526 | | return id; // identifier of the last entry |
527 | | } |
528 | | |
529 | | //! log this vector |
530 | | virtual void logit ( int id, const vec &v ) =0; |
531 | | //! log this double |
532 | | virtual void logit ( int id, const double &d ) =0; |
533 | | |
534 | | //! Shifts storage position for another time step. |
535 | | virtual void step() =0; |
536 | | |
537 | | //! Finalize storing information |
538 | | virtual void finalize() {}; |
539 | | |
540 | | //! Initialize the storage |
541 | | virtual void init() {}; |
| 524 | class logger : public bdmroot |
| 525 | { |
| 526 | protected: |
| 527 | //! RVs of all logged variables. |
| 528 | Array<RV> entries; |
| 529 | //! Names of logged quantities, e.g. names of algorithm variants |
| 530 | Array<string> names; |
| 531 | public: |
| 532 | //!Default constructor |
| 533 | logger() : entries(0), names(0) {} |
| 534 | |
| 535 | //! returns an identifier which will be later needed for calling the \c logit() function |
| 536 | //! For empty RV it returns -1, this entry will be ignored by \c logit(). |
| 537 | virtual int add(const RV &rv, string prefix = "") { |
| 538 | int id; |
| 539 | if (rv._dsize() > 0) { |
| 540 | id = entries.length(); |
| 541 | names = concat(names, prefix); // diff |
| 542 | entries.set_length(id + 1, true); |
| 543 | entries(id) = rv; |
| 544 | } |
| 545 | else { id = -1;} |
| 546 | return id; // identifier of the last entry |
| 547 | } |
| 548 | |
| 549 | //! log this vector |
| 550 | virtual void logit(int id, const vec &v) = 0; |
| 551 | //! log this double |
| 552 | virtual void logit(int id, const double &d) = 0; |
| 553 | |
| 554 | //! Shifts storage position for another time step. |
| 555 | virtual void step() = 0; |
| 556 | |
| 557 | //! Finalize storing information |
| 558 | virtual void finalize() {}; |
| 559 | |
| 560 | //! Initialize the storage |
| 561 | virtual void init() {}; |
579 | | class DS : public bdmroot { |
580 | | protected: |
581 | | int dtsize; |
582 | | int utsize; |
583 | | //!Description of data returned by \c getdata(). |
584 | | RV Drv; |
585 | | //!Description of data witten by by \c write(). |
586 | | RV Urv; // |
587 | | //! Remember its own index in Logger L |
588 | | int L_dt, L_ut; |
589 | | public: |
590 | | //! default constructors |
591 | | DS() :Drv ( ),Urv ( ) {}; |
592 | | //! Returns full vector of observed data=[output, input] |
593 | | virtual void getdata ( vec &dt ) {it_error ( "abstract class" );}; |
594 | | //! Returns data records at indeces. |
595 | | virtual void getdata ( vec &dt, const ivec &indeces ) {it_error ( "abstract class" );}; |
596 | | //! Accepts action variable and schedule it for application. |
597 | | virtual void write ( vec &ut ) {it_error ( "abstract class" );}; |
598 | | //! Accepts action variables at specific indeces |
599 | | virtual void write ( vec &ut, const ivec &indeces ) {it_error ( "abstract class" );}; |
600 | | |
601 | | //! Moves from \f$ t \f$ to \f$ t+1 \f$, i.e. perfroms the actions and reads response of the system. |
602 | | virtual void step() =0; |
603 | | |
604 | | //! Register DS for logging into logger L |
605 | | virtual void log_add ( logger &L ) { |
606 | | it_assert_debug ( dtsize==Drv._dsize(),"" ); |
607 | | it_assert_debug ( utsize==Urv._dsize(),"" ); |
608 | | |
609 | | L_dt=L.add ( Drv,"" ); |
610 | | L_ut=L.add ( Urv,"" ); |
611 | | } |
612 | | //! Register DS for logging into logger L |
613 | | virtual void logit ( logger &L ) { |
614 | | vec tmp ( Drv._dsize() +Urv._dsize() ); |
615 | | getdata ( tmp ); |
616 | | // d is first in getdata |
617 | | L.logit ( L_dt,tmp.left ( Drv._dsize() ) ); |
618 | | // u follows after d in getdata |
619 | | L.logit ( L_ut,tmp.mid ( Drv._dsize(), Urv._dsize() ) ); |
620 | | } |
621 | | //!access function |
622 | | virtual RV _drv() const {return concat ( Drv,Urv );} |
623 | | //!access function |
624 | | const RV& _urv() const {return Urv;} |
625 | | //! set random rvariables |
626 | | virtual void set_drv (const RV &drv, const RV &urv) { Drv=drv;Urv=urv;} |
| 601 | class DS : public bdmroot |
| 602 | { |
| 603 | protected: |
| 604 | int dtsize; |
| 605 | int utsize; |
| 606 | //!Description of data returned by \c getdata(). |
| 607 | RV Drv; |
| 608 | //!Description of data witten by by \c write(). |
| 609 | RV Urv; // |
| 610 | //! Remember its own index in Logger L |
| 611 | int L_dt, L_ut; |
| 612 | public: |
| 613 | //! default constructors |
| 614 | DS() : Drv(), Urv() {}; |
| 615 | //! Returns full vector of observed data=[output, input] |
| 616 | virtual void getdata(vec &dt) {it_error("abstract class");}; |
| 617 | //! Returns data records at indeces. |
| 618 | virtual void getdata(vec &dt, const ivec &indeces) {it_error("abstract class");}; |
| 619 | //! Accepts action variable and schedule it for application. |
| 620 | virtual void write(vec &ut) {it_error("abstract class");}; |
| 621 | //! Accepts action variables at specific indeces |
| 622 | virtual void write(vec &ut, const ivec &indeces) {it_error("abstract class");}; |
| 623 | |
| 624 | //! Moves from \f$ t \f$ to \f$ t+1 \f$, i.e. perfroms the actions and reads response of the system. |
| 625 | virtual void step() = 0; |
| 626 | |
| 627 | //! Register DS for logging into logger L |
| 628 | virtual void log_add(logger &L) { |
| 629 | it_assert_debug(dtsize == Drv._dsize(), ""); |
| 630 | it_assert_debug(utsize == Urv._dsize(), ""); |
| 631 | |
| 632 | L_dt = L.add(Drv, ""); |
| 633 | L_ut = L.add(Urv, ""); |
| 634 | } |
| 635 | //! Register DS for logging into logger L |
| 636 | virtual void logit(logger &L) { |
| 637 | vec tmp(Drv._dsize() + Urv._dsize()); |
| 638 | getdata(tmp); |
| 639 | // d is first in getdata |
| 640 | L.logit(L_dt, tmp.left(Drv._dsize())); |
| 641 | // u follows after d in getdata |
| 642 | L.logit(L_ut, tmp.mid(Drv._dsize(), Urv._dsize())); |
| 643 | } |
| 644 | //!access function |
| 645 | virtual RV _drv() const {return concat(Drv, Urv);} |
| 646 | //!access function |
| 647 | const RV& _urv() const {return Urv;} |
| 648 | //! set random rvariables |
| 649 | virtual void set_drv(const RV &drv, const RV &urv) { Drv = drv; Urv = urv;} |
650 | | class BM :public bdmroot { |
651 | | protected: |
652 | | //! Random variable of the data (optional) |
653 | | RV drv; |
654 | | //!Logarithm of marginalized data likelihood. |
655 | | double ll; |
656 | | //! If true, the filter will compute likelihood of the data record and store it in \c ll . Set to false if you want to save computational time. |
657 | | bool evalll; |
658 | | public: |
659 | | //! \name Constructors |
660 | | //! @{ |
661 | | |
662 | | BM () :ll ( 0 ),evalll ( true ), LIDs ( 4 ), LFlags(4) { |
663 | | LIDs=-1;/*empty IDs*/ LFlags=0; LFlags(0)=1;/*log only mean*/}; |
664 | | BM ( const BM &B ) : drv ( B.drv ), ll ( B.ll ), evalll ( B.evalll ) {} |
665 | | //! Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually! |
666 | | //! Prototype: \code BM* _copy_() const {return new BM(*this);} \endcode |
667 | | virtual BM* _copy_ () const {return NULL;}; |
668 | | //!@} |
669 | | |
670 | | //! \name Mathematical operations |
671 | | //!@{ |
672 | | |
673 | | /*! \brief Incremental Bayes rule |
674 | | @param dt vector of input data |
675 | | */ |
676 | | virtual void bayes ( const vec &dt ) = 0; |
677 | | //! Batch Bayes rule (columns of Dt are observations) |
678 | | virtual void bayesB ( const mat &Dt ); |
679 | | //! Evaluates predictive log-likelihood of the given data record |
680 | | //! I.e. marginal likelihood of the data with the posterior integrated out. |
681 | | virtual double logpred ( const vec &dt ) const{it_error ( "Not implemented" );return 0.0;} |
682 | | //! Matrix version of logpred |
683 | | vec logpred_m ( const mat &dt ) const{vec tmp ( dt.cols() );for ( int i=0;i<dt.cols();i++ ) {tmp ( i ) =logpred ( dt.get_col ( i ) );}return tmp;} |
684 | | |
685 | | //!Constructs a predictive density \f$ f(d_{t+1} |d_{t}, \ldots d_{0}) \f$ |
686 | | virtual epdf* epredictor ( ) const {it_error ( "Not implemented" );return NULL;}; |
687 | | //!Constructs a conditional density 1-step ahead predictor \f$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) |
688 | | virtual mpdf* predictor ( ) const {it_error ( "Not implemented" );return NULL;}; |
689 | | //!@} |
690 | | |
691 | | //! \name Extension to conditional BM |
692 | | //! This extension is useful e.g. in Marginalized Particle Filter (\ref bdm::MPF). |
693 | | //! Alternatively, it can be used for automated connection to DS when the condition is observed |
694 | | //!@{ |
695 | | |
696 | | //! Name of extension variable |
697 | | RV rvc; |
698 | | //! access function |
699 | | const RV& _rvc() const {return rvc;} |
700 | | |
701 | | //! Substitute \c val for \c rvc. |
702 | | virtual void condition ( const vec &val ) {it_error ( "Not implemented!" );}; |
703 | | |
704 | | //!@} |
705 | | |
706 | | |
707 | | //! \name Access to attributes |
708 | | //!@{ |
709 | | |
710 | | const RV& _drv() const {return drv;} |
711 | | void set_drv ( const RV &rv ) {drv=rv;} |
712 | | void set_rv ( const RV &rv ) {const_cast<epdf&> ( posterior() ).set_rv ( rv );} |
713 | | double _ll() const {return ll;} |
714 | | void set_evalll ( bool evl0 ) {evalll=evl0;} |
715 | | virtual const epdf& posterior() const =0; |
716 | | virtual const epdf* _e() const =0; |
717 | | //!@} |
718 | | |
719 | | //! \name Logging of results |
720 | | //!@{ |
721 | | |
722 | | //! Set boolean options from a string recognized are: "logbounds,logll" |
723 | | virtual void set_options ( const string &opt ) { |
724 | | LFlags(0)=1; |
725 | | if ( opt.find ( "logbounds" ) !=string::npos ) {LFlags(1)=1; LFlags(2)=1;} |
726 | | if ( opt.find ( "logll" ) !=string::npos ) {LFlags(3)=1;} |
727 | | } |
728 | | //! IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll] |
729 | | ivec LIDs; |
730 | | |
731 | | //! Flags for logging - same size as LIDs, each entry correspond to the same in LIDs |
732 | | ivec LFlags; |
733 | | //! Add all logged variables to a logger |
734 | | virtual void log_add ( logger &L, const string &name="" ) { |
735 | | // internal |
736 | | RV r; |
737 | | if ( posterior().isnamed() ) {r=posterior()._rv();} |
738 | | else{r=RV ( "est", posterior().dimension() );}; |
739 | | |
740 | | // Add mean value |
741 | | if (LFlags(0)) LIDs ( 0 ) =L.add ( r,name+"mean_" ); |
742 | | if (LFlags(1)) LIDs ( 1 ) =L.add ( r,name+"lb_" ); |
743 | | if (LFlags(2)) LIDs ( 2 ) =L.add ( r,name+"ub_" ); |
744 | | if (LFlags(3)) LIDs ( 3 ) =L.add ( RV("ll",1),name ); //TODO: "local" RV |
745 | | } |
746 | | virtual void logit ( logger &L ) { |
747 | | L.logit ( LIDs ( 0 ), posterior().mean() ); |
748 | | if ( LFlags(1) || LFlags(2)) { //if one of them is off, its LID==-1 and will not be stored |
749 | | vec ub,lb; |
750 | | posterior().qbounds ( lb,ub ); |
751 | | L.logit ( LIDs ( 1 ), lb ); |
752 | | L.logit ( LIDs ( 2 ), ub ); |
753 | | } |
754 | | if (LFlags(3)) L.logit ( LIDs ( 3 ), ll ); |
755 | | } |
756 | | //!@} |
| 673 | class BM : public bdmroot |
| 674 | { |
| 675 | protected: |
| 676 | //! Random variable of the data (optional) |
| 677 | RV drv; |
| 678 | //!Logarithm of marginalized data likelihood. |
| 679 | double ll; |
| 680 | //! If true, the filter will compute likelihood of the data record and store it in \c ll . Set to false if you want to save computational time. |
| 681 | bool evalll; |
| 682 | public: |
| 683 | //! \name Constructors |
| 684 | //! @{ |
| 685 | |
| 686 | BM() : ll(0), evalll(true), LIDs(4), LFlags(4) { |
| 687 | LIDs = -1;/*empty IDs*/ |
| 688 | LFlags = 0; |
| 689 | LFlags(0) = 1;/*log only mean*/ |
| 690 | }; |
| 691 | BM(const BM &B) : drv(B.drv), ll(B.ll), evalll(B.evalll) {} |
| 692 | //! Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually! |
| 693 | //! Prototype: \code BM* _copy_() const {return new BM(*this);} \endcode |
| 694 | virtual BM* _copy_() const {return NULL;}; |
| 695 | //!@} |
| 696 | |
| 697 | //! \name Mathematical operations |
| 698 | //!@{ |
| 699 | |
| 700 | /*! \brief Incremental Bayes rule |
| 701 | @param dt vector of input data |
| 702 | */ |
| 703 | virtual void bayes(const vec &dt) = 0; |
| 704 | //! Batch Bayes rule (columns of Dt are observations) |
| 705 | virtual void bayesB(const mat &Dt); |
| 706 | //! Evaluates predictive log-likelihood of the given data record |
| 707 | //! I.e. marginal likelihood of the data with the posterior integrated out. |
| 708 | virtual double logpred(const vec &dt) const {it_error("Not implemented"); return 0.0;} |
| 709 | //! Matrix version of logpred |
| 710 | vec logpred_m(const mat &dt) const {vec tmp(dt.cols()); for (int i = 0; i < dt.cols(); i++) {tmp(i) = logpred(dt.get_col(i));} return tmp;} |
| 711 | |
| 712 | //!Constructs a predictive density \f$ f(d_{t+1} |d_{t}, \ldots d_{0}) \f$ |
| 713 | virtual epdf* epredictor() const {it_error("Not implemented"); return NULL;}; |
| 714 | //!Constructs a conditional density 1-step ahead predictor \f$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) |
| 715 | virtual mpdf* predictor() const {it_error("Not implemented"); return NULL;}; |
| 716 | //!@} |
| 717 | |
| 718 | //! \name Extension to conditional BM |
| 719 | //! This extension is useful e.g. in Marginalized Particle Filter (\ref bdm::MPF). |
| 720 | //! Alternatively, it can be used for automated connection to DS when the condition is observed |
| 721 | //!@{ |
| 722 | |
| 723 | //! Name of extension variable |
| 724 | RV rvc; |
| 725 | //! access function |
| 726 | const RV& _rvc() const {return rvc;} |
| 727 | |
| 728 | //! Substitute \c val for \c rvc. |
| 729 | virtual void condition(const vec &val) {it_error("Not implemented!");}; |
| 730 | |
| 731 | //!@} |
| 732 | |
| 733 | |
| 734 | //! \name Access to attributes |
| 735 | //!@{ |
| 736 | |
| 737 | const RV& _drv() const {return drv;} |
| 738 | void set_drv(const RV &rv) {drv = rv;} |
| 739 | void set_rv(const RV &rv) {const_cast<epdf&>(posterior()).set_rv(rv);} |
| 740 | double _ll() const {return ll;} |
| 741 | void set_evalll(bool evl0) {evalll = evl0;} |
| 742 | virtual const epdf& posterior() const = 0; |
| 743 | virtual const epdf* _e() const = 0; |
| 744 | //!@} |
| 745 | |
| 746 | //! \name Logging of results |
| 747 | //!@{ |
| 748 | |
| 749 | //! Set boolean options from a string recognized are: "logbounds,logll" |
| 750 | virtual void set_options(const string &opt) { |
| 751 | LFlags(0) = 1; |
| 752 | if (opt.find("logbounds") != string::npos) {LFlags(1) = 1; LFlags(2) = 1;} |
| 753 | if (opt.find("logll") != string::npos) {LFlags(3) = 1;} |
| 754 | } |
| 755 | //! IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll] |
| 756 | ivec LIDs; |
| 757 | |
| 758 | //! Flags for logging - same size as LIDs, each entry correspond to the same in LIDs |
| 759 | ivec LFlags; |
| 760 | //! Add all logged variables to a logger |
| 761 | virtual void log_add(logger &L, const string &name = "") { |
| 762 | // internal |
| 763 | RV r; |
| 764 | if (posterior().isnamed()) {r = posterior()._rv();} |
| 765 | else {r = RV("est", posterior().dimension());}; |
| 766 | |
| 767 | // Add mean value |
| 768 | if (LFlags(0)) LIDs(0) = L.add(r, name + "mean_"); |
| 769 | if (LFlags(1)) LIDs(1) = L.add(r, name + "lb_"); |
| 770 | if (LFlags(2)) LIDs(2) = L.add(r, name + "ub_"); |
| 771 | if (LFlags(3)) LIDs(3) = L.add(RV("ll", 1), name); //TODO: "local" RV |
| 772 | } |
| 773 | virtual void logit(logger &L) { |
| 774 | L.logit(LIDs(0), posterior().mean()); |
| 775 | if (LFlags(1) || LFlags(2)) { //if one of them is off, its LID==-1 and will not be stored |
| 776 | vec ub, lb; |
| 777 | posterior().qbounds(lb, ub); |
| 778 | L.logit(LIDs(1), lb); |
| 779 | L.logit(LIDs(2), ub); |
| 780 | } |
| 781 | if (LFlags(3)) L.logit(LIDs(3), ll); |
| 782 | } |
| 783 | //!@} |