Changeset 487 for library/bdm/stat/exp_family.h

Timestamp:

08/08/09 13:42:18 (15 years ago)

Author:

smidl

Message:

1st step of mpdf redesign - BROKEN compile

Files:

• library/bdm/stat/exp_family.h (modified) (25 diffs)

library/bdm/stat/exp_family.h

@@ -55 +55 @@
                                 return tmp;}
                         //!Evaluate normalized log-probability for many samples
-                        virtual vec evallog ( const mat &Val ) const
+                        virtual vec evallog_m ( const mat &Val ) const
                         {
                                 vec x ( Val.cols() );
@@ -65 +65 @@
         };
 
-        /*!
-        * \brief Exponential family model.
-
-        * More?...
-        */
-
-        class mEF : public mpdf
-        {
-
-                public:
-                        //! Default constructor
-                        mEF ( ) :mpdf ( ) {};
-        };
 
 //! Estimator for Exponential family
@@ -106 +93 @@
         };
 
-        template<class sq_T>
+        template<class sq_T, template <typename> class TEpdf >
         class mlnorm;
 
@@ -527 +514 @@
          Mean value \f$mu=A*rvc+mu_0\f$.
         */
-        template<class sq_T>
-        class mlnorm : public mEF
+        template<class sq_T, template <typename> class TEpdf =enorm>
+        class mlnorm : public mpdf_internal< TEpdf<sq_T> >
         {
                 protected:
                         //! Internal epdf that arise by conditioning on \c rvc
-                        shared_ptr<enorm<sq_T> > iepdf;
                         mat A;
                         vec mu_const;
-                        vec& _mu; //cached epdf.mu;
+//                      vec& _mu; //cached epdf.mu; !!!!!! WHY NOT?
                 public:
                         //! \name Constructors
                         //!@{
-                        mlnorm():iepdf(new enorm<sq_T>()), _mu(iepdf->_mu()) { set_ep(iepdf); };
-                        mlnorm (const mat &A, const vec &mu0, const sq_T &R ) :iepdf(new enorm<sq_T>()), _mu(iepdf->_mu())
-                        {
-                                set_ep(iepdf); set_parameters ( A,mu0,R );
+                        mlnorm():mpdf_internal< TEpdf<sq_T> >() {};
+                        mlnorm (const mat &A, const vec &mu0, const sq_T &R ) : mpdf_internal< TEpdf<sq_T> >()
+                        {
+                                set_parameters ( A,mu0,R );
                         }
 
                         //! Set \c A and \c R
-                        void set_parameters ( const  mat &A, const vec &mu0, const sq_T &R );
+                        void set_parameters ( const  mat &A0, const vec &mu0, const sq_T &R0 ){
+                                it_assert_debug ( A0.rows() ==mu0.length(),"" );
+                                it_assert_debug ( A0.rows() ==R0.rows(),"" );
+
+                                this->iepdf.set_parameters(zeros(A0.rows()), R0);
+                                A = A0;
+                                mu_const = mu0;
+                                this->dimc = A0.cols();
+                        }
                         //!@}
                         //! Set value of \c rvc . Result of this operation is stored in \c epdf use function \c _ep to access it.
-                        void condition ( const vec &cond );
+                        void condition ( const vec &cond ){
+                                this->iepdf._mu()= A*cond + mu_const;
+//R is already assigned;
+                        }
 
                         //!access function
@@ -556 +553 @@
                         mat& _A() {return A;}
                         //!access function
-                        mat _R() { return iepdf->_R().to_mat(); }
-
-                        template<class sq_M>
-                        friend std::ostream &operator<< ( std::ostream &os,  mlnorm<sq_M> &ml );
+                        mat _R(){ return this->iepdf._R().to_mat(); }
+                
+                        template<typename sq_M>
+                        friend std::ostream &operator<< ( std::ostream &os,  mlnorm<sq_M,enorm> &ml );
                         
                         void from_setting(const Setting &set){
@@ -577 +574 @@
 //! Mpdf with general function for mean value
         template<class sq_T>
-        class mgnorm : public mEF
-        {
-                protected:
-                        //! Internal epdf that arise by conditioning on \c rvc
-                        shared_ptr<enorm<sq_T> > iepdf;
-                        vec &mu;
+        class mgnorm : public mpdf_internal< enorm< sq_T > >
+        {
+                protected:
+//                      vec &mu; WHY NOT?
                         fnc* g;
                 public:
                         //!default constructor
-                        mgnorm():iepdf(new enorm<sq_T>()), mu(iepdf->_mu()) { set_ep(iepdf); }
+                        mgnorm():mpdf_internal<enorm<sq_T> >() { }
                         //!set mean function
-                        void set_parameters ( fnc* g0, const sq_T &R0 ) {g=g0; iepdf->set_parameters ( zeros ( g->dimension() ), R0 );}
-                        void condition ( const vec &cond ) {mu=g->eval ( cond );};
+                        inline void set_parameters ( fnc* g0, const sq_T &R0 );
+                        inline void condition ( const vec &cond );
 
 
@@ -644 +639 @@
         Perhaps a moment-matching technique?
         */
-        class mlstudent : public mlnorm<ldmat>
+        class mlstudent : public mlnorm<ldmat,enorm>
         {
                 protected:
@@ -651 +646 @@
                         ldmat Re;
                 public:
-                        mlstudent ( ) :mlnorm<ldmat> (),
-                                        Lambda (),      _R ( iepdf->_R() ) {}
+                        mlstudent ( ) :mlnorm<ldmat,enorm> (),
+                                        Lambda (),      _R ( iepdf._R() ) {}
                         void set_parameters ( const mat &A0, const vec &mu0, const ldmat &R0, const ldmat& Lambda0 )
                         {
@@ -658 +653 @@
                                 it_assert_debug ( R0.rows() ==A0.rows(),"" );
 
-                                iepdf->set_parameters ( mu0,Lambda ); //
+                                iepdf.set_parameters ( mu0,Lambda ); //
                                 A = A0;
                                 mu_const = mu0;
@@ -666 +661 @@
                         void condition ( const vec &cond )
                         {
-                                _mu = A*cond + mu_const;
+                                iepdf._mu() = A*cond + mu_const;
                                 double zeta;
                                 //ugly hack!
@@ -691 +686 @@
         The standard deviation of the walk is then: \f$\mu/\sqrt(k)\f$.
         */
-        class mgamma : public mEF
-        {
-                protected:
-                        //! Internal epdf that arise by conditioning on \c rvc
-                        shared_ptr<egamma> iepdf;
+        class mgamma : public mpdf_internal<egamma>
+        {
+                protected:
 
                         //! Constant \f$k\f$
@@ -705 +698 @@
                 public:
                         //! Constructor
-                        mgamma():iepdf(new egamma()), k(0),
-                            _beta(iepdf->_beta()) {
-                            set_ep(iepdf);
+                        mgamma():mpdf_internal<egamma>(), k(0),
+                            _beta(iepdf._beta()) {
                         }
 
@@ -742 +734 @@
         The standard deviation of the walk is then: \f$ \mu/\sqrt(k)\f$.
          */
-        class migamma : public mEF
-        {
-                protected:
-                        //! Internal epdf that arise by conditioning on \c rvc
-                        shared_ptr<eigamma> iepdf;
-
+        class migamma : public mpdf_internal<eigamma>
+        {
+                protected:
                         //! Constant \f$k\f$
                         double k;
@@ -760 +749 @@
                         //! \name Constructors
                         //!@{
-                        migamma():iepdf(new eigamma()),
+                        migamma():mpdf_internal<eigamma>(),
                             k(0),
-                            _alpha(iepdf->_alpha()),
-                            _beta(iepdf->_beta()) {
-                            set_ep(iepdf);
-                        }
-
-                        migamma(const migamma &m):iepdf(m.iepdf),
+                            _alpha(iepdf._alpha()),
+                            _beta(iepdf._beta()) {
+                        }
+
+                        migamma(const migamma &m):mpdf_internal<eigamma>(),
                             k(0),
-                            _alpha(iepdf->_alpha()),
-                            _beta(iepdf->_beta()) {
-                            set_ep(iepdf);
+                            _alpha(iepdf._alpha()),
+                            _beta(iepdf._beta()) {
                         }
                         //!@}
@@ -779 +766 @@
                         {
                                 k=k0;
-                                iepdf->set_parameters ( ( 1.0/ ( k*k ) +2.0 ) *ones ( len ) /*alpha*/, ones ( len ) /*beta*/ );
+                                iepdf.set_parameters ( ( 1.0/ ( k*k ) +2.0 ) *ones ( len ) /*alpha*/, ones ( len ) /*beta*/ );
                                 dimc = dimension();
                         };
@@ -915 +902 @@
         The standard deviation of the walk is then: \f$\mu/\sqrt(k)\f$.
          */
-        class mlognorm : public mpdf
-        {
-                protected:
-                        shared_ptr<elognorm> eno;
-
+        class mlognorm : public mpdf_internal<elognorm>
+        {
+                protected:
                         //! parameter 1/2*sigma^2
                         double sig2;
@@ -927 +912 @@
                 public:
                         //! Constructor
-                        mlognorm():eno(new elognorm()),
+                        mlognorm():mpdf_internal<elognorm>(),
                             sig2(0),
-                            mu(eno->_mu()) {
-                            set_ep(eno);
+                            mu(iepdf._mu()) {
                         }
 
@@ -937 +921 @@
                         {
                                 sig2 = 0.5*log ( k*k+1 );
-                                eno->set_parameters ( zeros ( size ),2*sig2*eye ( size ) );
+                                iepdf.set_parameters ( zeros ( size ),2*sig2*eye ( size ) );
 
                                 dimc = size;
@@ -1071 +1055 @@
         {
                 protected:
-                        shared_ptr<eiWishartCh> eiW;
+                        eiWishartCh eiW;
                         //!square root of \f$ \nu-p-1 \f$ - needed for computation of \f$ \Psi \f$ from conditions
                         double sqd;
@@ -1080 +1064 @@
 
                 public:
-                        rwiWishartCh():eiW(new eiWishartCh()),
+                        rwiWishartCh():eiW(),
                             sqd(0), l(0), p(0) {
                             set_ep(eiW);
@@ -1093 +1077 @@
                                 refl=pow(ref0,1-l);
                                 
-                                eiW->set_parameters ( eye ( p ),delta );
-                                dimc=eiW->dimension();
+                                eiW.set_parameters ( eye ( p ),delta );
+                                dimc=eiW.dimension();
                         }
                         void condition ( const vec &c ) {
@@ -1104 +1088 @@
                                 }
 
-                                eiW->_setY ( sqd*z );
+                                eiW._setY ( sqd*z );
                         }
         };
@@ -1256 +1240 @@
         };
 
-        template<class sq_T>
-        void mlnorm<sq_T>::set_parameters ( const mat &A0, const vec &mu0, const sq_T &R0 )
-        {
-                it_assert_debug ( A0.rows() ==mu0.length(),"" );
-                it_assert_debug ( A0.rows() ==R0.rows(),"" );
-
-                iepdf->set_parameters(zeros(A0.rows()), R0);
-                A = A0;
-                mu_const = mu0;
-                dimc = A0.cols();
-        }
 
 // template<class sq_T>
@@ -1293 +1266 @@
 // }
 
-        template<class sq_T>
-        void mlnorm<sq_T>::condition ( const vec &cond )
-        {
-                _mu = A*cond + mu_const;
-//R is already assigned;
-        }
 
         template<class sq_T>
@@ -1348 +1315 @@
         }
 
-///////////
+        ////
+        ///////
+        template<class sq_T>                            
+                        void mgnorm<sq_T >::set_parameters ( fnc* g0, const sq_T &R0 ) {g=g0; this->iepdf.set_parameters ( zeros ( g->dimension() ), R0 );}
+        template<class sq_T>                            
+                        void mgnorm<sq_T >::condition ( const vec &cond ) {this->iepdf._mu()=g->eval ( cond );};
 
         template<class sq_T>