| 84 | | class RV : public root { |
| 85 | | protected: |
| 86 | | //! size of the data vector |
| 87 | | int dsize; |
| 88 | | //! number of individual rvs |
| 89 | | int len; |
| 90 | | //! Vector of unique IDs |
| 91 | | ivec ids; |
| 92 | | //! Vector of shifts from current time |
| 93 | | ivec times; |
| 94 | | |
| 95 | | private: |
| 96 | | //! auxiliary function used in constructor |
| 97 | | void init ( const Array<std::string> &in_names, const ivec &in_sizes, const ivec &in_times ); |
| 98 | | int init ( const string &name, int size ); |
| 99 | | public: |
| 100 | | //! \name Constructors |
| 101 | | //!@{ |
| 102 | | |
| 103 | | //! Full constructor |
| 104 | | RV ( const Array<std::string> &in_names, const ivec &in_sizes, const ivec &in_times ) { |
| 105 | | init ( in_names, in_sizes, in_times ); |
| 106 | | } |
| 107 | | |
| 108 | | //! Constructor with times=0 |
| 109 | | RV ( const Array<std::string> &in_names, const ivec &in_sizes ) { |
| 110 | | init ( in_names, in_sizes, zeros_i ( in_names.length() ) ); |
| 111 | | } |
| 112 | | |
| 113 | | //! Constructor with sizes=1, times=0 |
| 114 | | RV ( const Array<std::string> &in_names ) { |
| 115 | | init ( in_names, ones_i ( in_names.length() ), zeros_i ( in_names.length() ) ); |
| 116 | | } |
| 117 | | |
| 118 | | //! Constructor of empty RV |
| 119 | | RV() : dsize ( 0 ), len ( 0 ), ids ( 0 ), times ( 0 ) {} |
| 120 | | //! Constructor of a single RV with given id |
| 121 | | RV ( string name, int sz, int tm = 0 ); |
| 122 | | //!@} |
| 123 | | |
| 124 | | //! \name Access functions |
| 125 | | //!@{ |
| 126 | | |
| 127 | | //! State output, e.g. for debugging. |
| 128 | | friend std::ostream &operator<< ( std::ostream &os, const RV &rv ); |
| 129 | | |
| 130 | | int _dsize() const { |
| 131 | | return dsize; |
| 132 | | } |
| 133 | | |
| 134 | | //! Recount size of the corresponding data vector |
| 135 | | int countsize() const; |
| 136 | | ivec cumsizes() const; |
| 137 | | int length() const { |
| 138 | | return len; |
| 139 | | } |
| 140 | | int id ( int at ) const { |
| 141 | | return ids ( at ); |
| 142 | | } |
| 143 | | int size ( int at ) const { |
| 144 | | return RV_SIZES ( ids ( at ) ); |
| 145 | | } |
| 146 | | int time ( int at ) const { |
| 147 | | return times ( at ); |
| 148 | | } |
| 149 | | std::string name ( int at ) const { |
| 150 | | return RV_NAMES ( ids ( at ) ); |
| 151 | | } |
| 152 | | void set_time ( int at, int time0 ) { |
| 153 | | times ( at ) = time0; |
| 154 | | } |
| 155 | | //!@} |
| 156 | | |
| 157 | | //TODO why not inline and later?? |
| 158 | | |
| 159 | | //! \name Algebra on Random Variables |
| 160 | | //!@{ |
| 161 | | |
| 162 | | //! Find indices of self in another rv, \return ivec of the same size as self. |
| 163 | | ivec findself ( const RV &rv2 ) const; |
| 164 | | //! Compare if \c rv2 is identical to this \c RV |
| 165 | | bool equal ( const RV &rv2 ) const; |
| 166 | | //! Add (concat) another variable to the current one, \return true if all rv2 were added, false if rv2 is in conflict |
| 167 | | bool add ( const RV &rv2 ); |
| 168 | | //! Subtract another variable from the current one |
| 169 | | RV subt ( const RV &rv2 ) const; |
| 170 | | //! Select only variables at indices ind |
| 171 | | RV subselect ( const ivec &ind ) const; |
| 172 | | |
| 173 | | //! Select only variables at indices ind |
| 174 | | RV operator() ( const ivec &ind ) const { |
| 175 | | return subselect ( ind ); |
| 176 | | } |
| 177 | | |
| 178 | | //! Select from data vector starting at di1 to di2 |
| 179 | | RV operator() ( int di1, int di2 ) const; |
| 180 | | |
| 181 | | //! Shift \c time by delta. |
| 182 | | void t ( int delta ); |
| 183 | | //!@} |
| 184 | | |
| 185 | | //!\name Relation to vectors |
| 186 | | //!@{ |
| 187 | | |
| 188 | | //! generate \c str from rv, by expanding sizes TODO to_string.. |
| 189 | | str tostr() const; |
| 190 | | //! when this rv is a part of bigger rv, this function returns indices of self in the data vector of the bigger crv. |
| 191 | | //! Then, data can be copied via: data_of_this = cdata(ind); |
| 192 | | ivec dataind ( const RV &crv ) const; |
| 193 | | //! generate mutual indices when copying data between self and crv. |
| 194 | | //! Data are copied via: data_of_this(selfi) = data_of_rv2(rv2i) |
| 195 | | void dataind ( const RV &rv2, ivec &selfi, ivec &rv2i ) const; |
| 196 | | //! Minimum time-offset |
| 197 | | int mint() const { |
| 198 | | return min ( times ); |
| 199 | | } |
| 200 | | //!@} |
| 201 | | |
| 202 | | // TODO aktualizovat dle soucasneho UI |
| 203 | | /*! \brief UI for class RV (description of data vectors) |
| 204 | | |
| 205 | | \code |
| 206 | | rv = { |
| 207 | | type = "rv"; //identifier of the description |
| 208 | | // UNIQUE IDENTIFIER same names = same variable |
| 209 | | names = ["a", "b", "c", ...]; // which will be used e.g. in loggers |
| 210 | | |
| 211 | | //optional arguments |
| 212 | | sizes = [1, 2, 3, ...]; // (optional) default = ones() |
| 213 | | times = [-1, -2, 0, ...]; // time shifts with respect to current time (optional) default = zeros() |
| 214 | | } |
| 215 | | \endcode |
| 216 | | */ |
| 217 | | void from_setting ( const Setting &set ); |
| 218 | | |
| 219 | | // TODO dodelat void to_setting( Setting &set ) const; |
| 220 | | |
| 221 | | //! Invalidate all named RVs. Use before initializing any RV instances, with care... |
| 222 | | static void clear_all(); |
| 223 | | }; |
| 224 | | UIREGISTER ( RV ); |
| | 86 | class RV : public root |
| | 87 | { |
| | 88 | protected: |
| | 89 | //! size of the data vector |
| | 90 | int dsize; |
| | 91 | //! number of individual rvs |
| | 92 | int len; |
| | 93 | //! Vector of unique IDs |
| | 94 | ivec ids; |
| | 95 | //! Vector of shifts from current time |
| | 96 | ivec times; |
| | 97 | |
| | 98 | private: |
| | 99 | //! auxiliary function used in constructor |
| | 100 | void init (const Array<std::string> &in_names, const ivec &in_sizes, const ivec &in_times); |
| | 101 | int init (const string &name, int size); |
| | 102 | public: |
| | 103 | //! \name Constructors |
| | 104 | //!@{ |
| | 105 | |
| | 106 | //! Full constructor |
| | 107 | RV (const Array<std::string> &in_names, const ivec &in_sizes, const ivec &in_times) { |
| | 108 | init (in_names, in_sizes, in_times); |
| | 109 | } |
| | 110 | |
| | 111 | //! Constructor with times=0 |
| | 112 | RV (const Array<std::string> &in_names, const ivec &in_sizes) { |
| | 113 | init (in_names, in_sizes, zeros_i (in_names.length())); |
| | 114 | } |
| | 115 | |
| | 116 | //! Constructor with sizes=1, times=0 |
| | 117 | RV (const Array<std::string> &in_names) { |
| | 118 | init (in_names, ones_i (in_names.length()), zeros_i (in_names.length())); |
| | 119 | } |
| | 120 | |
| | 121 | //! Constructor of empty RV |
| | 122 | RV() : dsize (0), len (0), ids (0), times (0) {} |
| | 123 | //! Constructor of a single RV with given id |
| | 124 | RV (string name, int sz, int tm = 0); |
| | 125 | //!@} |
| | 126 | |
| | 127 | //! \name Access functions |
| | 128 | //!@{ |
| | 129 | |
| | 130 | //! State output, e.g. for debugging. |
| | 131 | friend std::ostream &operator<< (std::ostream &os, const RV &rv); |
| | 132 | |
| | 133 | int _dsize() const { |
| | 134 | return dsize; |
| | 135 | } |
| | 136 | |
| | 137 | //! Recount size of the corresponding data vector |
| | 138 | int countsize() const; |
| | 139 | ivec cumsizes() const; |
| | 140 | int length() const { |
| | 141 | return len; |
| | 142 | } |
| | 143 | int id (int at) const { |
| | 144 | return ids (at); |
| | 145 | } |
| | 146 | int size (int at) const { |
| | 147 | return RV_SIZES (ids (at)); |
| | 148 | } |
| | 149 | int time (int at) const { |
| | 150 | return times (at); |
| | 151 | } |
| | 152 | std::string name (int at) const { |
| | 153 | return RV_NAMES (ids (at)); |
| | 154 | } |
| | 155 | void set_time (int at, int time0) { |
| | 156 | times (at) = time0; |
| | 157 | } |
| | 158 | //!@} |
| | 159 | |
| | 160 | //TODO why not inline and later?? |
| | 161 | |
| | 162 | //! \name Algebra on Random Variables |
| | 163 | //!@{ |
| | 164 | |
| | 165 | //! Find indices of self in another rv, \return ivec of the same size as self. |
| | 166 | ivec findself (const RV &rv2) const; |
| | 167 | //! Compare if \c rv2 is identical to this \c RV |
| | 168 | bool equal (const RV &rv2) const; |
| | 169 | //! Add (concat) another variable to the current one, \return true if all rv2 were added, false if rv2 is in conflict |
| | 170 | bool add (const RV &rv2); |
| | 171 | //! Subtract another variable from the current one |
| | 172 | RV subt (const RV &rv2) const; |
| | 173 | //! Select only variables at indices ind |
| | 174 | RV subselect (const ivec &ind) const; |
| | 175 | |
| | 176 | //! Select only variables at indices ind |
| | 177 | RV operator() (const ivec &ind) const { |
| | 178 | return subselect (ind); |
| | 179 | } |
| | 180 | |
| | 181 | //! Select from data vector starting at di1 to di2 |
| | 182 | RV operator() (int di1, int di2) const; |
| | 183 | |
| | 184 | //! Shift \c time by delta. |
| | 185 | void t (int delta); |
| | 186 | //!@} |
| | 187 | |
| | 188 | //!\name Relation to vectors |
| | 189 | //!@{ |
| | 190 | |
| | 191 | //! generate \c str from rv, by expanding sizes TODO to_string.. |
| | 192 | str tostr() const; |
| | 193 | //! when this rv is a part of bigger rv, this function returns indices of self in the data vector of the bigger crv. |
| | 194 | //! Then, data can be copied via: data_of_this = cdata(ind); |
| | 195 | ivec dataind (const RV &crv) const; |
| | 196 | //! generate mutual indices when copying data between self and crv. |
| | 197 | //! Data are copied via: data_of_this(selfi) = data_of_rv2(rv2i) |
| | 198 | void dataind (const RV &rv2, ivec &selfi, ivec &rv2i) const; |
| | 199 | //! Minimum time-offset |
| | 200 | int mint() const { |
| | 201 | return min (times); |
| | 202 | } |
| | 203 | //!@} |
| | 204 | |
| | 205 | // TODO aktualizovat dle soucasneho UI |
| | 206 | /*! \brief UI for class RV (description of data vectors) |
| | 207 | |
| | 208 | \code |
| | 209 | rv = { |
| | 210 | type = "rv"; //identifier of the description |
| | 211 | // UNIQUE IDENTIFIER same names = same variable |
| | 212 | names = ["a", "b", "c", ...]; // which will be used e.g. in loggers |
| | 213 | |
| | 214 | //optional arguments |
| | 215 | sizes = [1, 2, 3, ...]; // (optional) default = ones() |
| | 216 | times = [-1, -2, 0, ...]; // time shifts with respect to current time (optional) default = zeros() |
| | 217 | } |
| | 218 | \endcode |
| | 219 | */ |
| | 220 | void from_setting (const Setting &set); |
| | 221 | |
| | 222 | // TODO dodelat void to_setting( Setting &set ) const; |
| | 223 | |
| | 224 | //! Invalidate all named RVs. Use before initializing any RV instances, with care... |
| | 225 | static void clear_all(); |
| | 226 | }; |
| | 227 | UIREGISTER (RV); |
| 259 | | class epdf : public root { |
| 260 | | protected: |
| 261 | | //! dimension of the random variable |
| 262 | | int dim; |
| 263 | | //! Description of the random variable |
| 264 | | RV rv; |
| 265 | | |
| 266 | | public: |
| 267 | | /*! \name Constructors |
| 268 | | Construction of each epdf should support two types of constructors: |
| 269 | | \li empty constructor, |
| 270 | | \li copy constructor, |
| 271 | | |
| 272 | | The following constructors should be supported for convenience: |
| 273 | | \li constructor followed by calling \c set_parameters() |
| 274 | | \li constructor accepting random variables calling \c set_rv() |
| 275 | | |
| 276 | | 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. |
| 277 | | @{*/ |
| 278 | | epdf() : dim ( 0 ), rv() {}; |
| 279 | | epdf ( const epdf &e ) : dim ( e.dim ), rv ( e.rv ) {}; |
| 280 | | epdf ( const RV &rv0 ) : dim ( rv0._dsize() ) { |
| 281 | | set_rv ( rv0 ); |
| 282 | | }; |
| 283 | | void set_parameters ( int dim0 ) { |
| 284 | | dim = dim0; |
| 285 | | } |
| 286 | | //!@} |
| 287 | | |
| 288 | | //! \name Matematical Operations |
| 289 | | //!@{ |
| 290 | | |
| 291 | | //! Returns a sample, \f$ x \f$ from density \f$ f_x()\f$ |
| 292 | | virtual vec sample() const { |
| 293 | | it_error ( "not implemneted" ); |
| 294 | | return vec ( 0 ); |
| 295 | | }; |
| 296 | | //! Returns N samples, \f$ [x_1 , x_2 , \ldots \ \f$ from density \f$ f_x(rv)\f$ |
| 297 | | virtual mat sample_m ( int N ) const; |
| 298 | | //! Compute log-probability of argument \c val |
| 299 | | //! In case the argument is out of suport return -Infinity |
| 300 | | virtual double evallog ( const vec &val ) const { |
| 301 | | it_error ( "not implemneted" ); |
| 302 | | return 0.0; |
| 303 | | }; |
| 304 | | //! Compute log-probability of multiple values argument \c val |
| 305 | | virtual vec evallog_m ( const mat &Val ) const { |
| 306 | | vec x ( Val.cols() ); |
| 307 | | for ( int i = 0; i < Val.cols(); i++ ) { |
| 308 | | x ( i ) = evallog ( Val.get_col ( i ) ) ; |
| 309 | | } |
| 310 | | return x; |
| 311 | | } |
| 312 | | //! Compute log-probability of multiple values argument \c val |
| 313 | | virtual vec evallog_m ( const Array<vec> &Avec ) const { |
| 314 | | vec x ( Avec.size() ); |
| 315 | | for ( int i = 0; i < Avec.size(); i++ ) { |
| 316 | | x ( i ) = evallog ( Avec ( i ) ) ; |
| 317 | | } |
| 318 | | return x; |
| 319 | | } |
| 320 | | //! Return conditional density on the given RV, the remaining rvs will be in conditioning |
| 321 | | virtual mpdf* condition ( const RV &rv ) const { |
| 322 | | it_warning ( "Not implemented" ); |
| 323 | | return NULL; |
| 324 | | } |
| 325 | | |
| 326 | | //! Return marginal density on the given RV, the remainig rvs are intergrated out |
| 327 | | virtual epdf* marginal ( const RV &rv ) const { |
| 328 | | it_warning ( "Not implemented" ); |
| 329 | | return NULL; |
| 330 | | } |
| 331 | | |
| 332 | | //! return expected value |
| 333 | | virtual vec mean() const { |
| 334 | | it_error ( "not implemneted" ); |
| 335 | | return vec ( 0 ); |
| 336 | | }; |
| 337 | | |
| 338 | | //! return expected variance (not covariance!) |
| 339 | | virtual vec variance() const { |
| 340 | | it_error ( "not implemneted" ); |
| 341 | | return vec ( 0 ); |
| 342 | | }; |
| 343 | | //! Lower and upper bounds of \c percentage % quantile, returns mean-2*sigma as default |
| 344 | | virtual void qbounds ( vec &lb, vec &ub, double percentage = 0.95 ) const { |
| 345 | | vec mea = mean(); |
| 346 | | vec std = sqrt ( variance() ); |
| 347 | | lb = mea - 2 * std; |
| 348 | | ub = mea + 2 * std; |
| 349 | | }; |
| 350 | | //!@} |
| 351 | | |
| 352 | | //! \name Connection to other classes |
| 353 | | //! Description of the random quantity via attribute \c rv is optional. |
| 354 | | //! For operations such as sampling \c rv does not need to be set. However, for \c marginalization |
| 355 | | //! and \c conditioning \c rv has to be set. NB: |
| 356 | | //! @{ |
| 357 | | |
| 358 | | //!Name its rv |
| 359 | | void set_rv ( const RV &rv0 ) { |
| 360 | | rv = rv0; |
| 361 | | } //it_assert_debug(isnamed(),""); }; |
| 362 | | //! True if rv is assigned |
| 363 | | bool isnamed() const { |
| 364 | | bool b = ( dim == rv._dsize() ); |
| 365 | | return b; |
| 366 | | } |
| 367 | | //! Return name (fails when isnamed is false) |
| 368 | | const RV& _rv() const { |
| 369 | | it_assert_debug ( isnamed(), "" ); |
| 370 | | return rv; |
| 371 | | } |
| 372 | | //!@} |
| 373 | | |
| 374 | | //! \name Access to attributes |
| 375 | | //! @{ |
| 376 | | |
| 377 | | //! Size of the random variable |
| 378 | | int dimension() const { |
| 379 | | return dim; |
| 380 | | } |
| 381 | | //! Load from structure with elements: |
| 382 | | //! \code |
| 383 | | //! { rv = {class="RV", names=(...),}; // RV describing meaning of random variable |
| 384 | | //! // elements of offsprings |
| 385 | | //! } |
| 386 | | //! \endcode |
| 387 | | //!@} |
| 388 | | void from_setting ( const Setting &set ) { |
| 389 | | RV* r = UI::build<RV> ( set, "rv" ); |
| 390 | | if ( r ) { |
| 391 | | set_rv ( *r ); |
| 392 | | delete r; |
| 393 | | } |
| 394 | | } |
| | 263 | class epdf : public root |
| | 264 | { |
| | 265 | protected: |
| | 266 | //! dimension of the random variable |
| | 267 | int dim; |
| | 268 | //! Description of the random variable |
| | 269 | RV rv; |
| | 270 | |
| | 271 | public: |
| | 272 | /*! \name Constructors |
| | 273 | Construction of each epdf should support two types of constructors: |
| | 274 | \li empty constructor, |
| | 275 | \li copy constructor, |
| | 276 | |
| | 277 | The following constructors should be supported for convenience: |
| | 278 | \li constructor followed by calling \c set_parameters() |
| | 279 | \li constructor accepting random variables calling \c set_rv() |
| | 280 | |
| | 281 | 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. |
| | 282 | @{*/ |
| | 283 | epdf() : dim (0), rv() {}; |
| | 284 | epdf (const epdf &e) : dim (e.dim), rv (e.rv) {}; |
| | 285 | epdf (const RV &rv0) : dim (rv0._dsize()) { |
| | 286 | set_rv (rv0); |
| | 287 | }; |
| | 288 | void set_parameters (int dim0) { |
| | 289 | dim = dim0; |
| | 290 | } |
| | 291 | //!@} |
| | 292 | |
| | 293 | //! \name Matematical Operations |
| | 294 | //!@{ |
| | 295 | |
| | 296 | //! Returns a sample, \f$ x \f$ from density \f$ f_x()\f$ |
| | 297 | virtual vec sample() const { |
| | 298 | it_error ("not implemneted"); |
| | 299 | return vec (0); |
| | 300 | }; |
| | 301 | //! Returns N samples, \f$ [x_1 , x_2 , \ldots \ \f$ from density \f$ f_x(rv)\f$ |
| | 302 | virtual mat sample_m (int N) const; |
| | 303 | //! Compute log-probability of argument \c val |
| | 304 | //! In case the argument is out of suport return -Infinity |
| | 305 | virtual double evallog (const vec &val) const { |
| | 306 | it_error ("not implemneted"); |
| | 307 | return 0.0; |
| | 308 | }; |
| | 309 | //! Compute log-probability of multiple values argument \c val |
| | 310 | virtual vec evallog_m (const mat &Val) const { |
| | 311 | vec x (Val.cols()); |
| | 312 | for (int i = 0; i < Val.cols(); i++) { |
| | 313 | x (i) = evallog (Val.get_col (i)) ; |
| | 314 | } |
| | 315 | return x; |
| | 316 | } |
| | 317 | //! Compute log-probability of multiple values argument \c val |
| | 318 | virtual vec evallog_m (const Array<vec> &Avec) const { |
| | 319 | vec x (Avec.size()); |
| | 320 | for (int i = 0; i < Avec.size(); i++) { |
| | 321 | x (i) = evallog (Avec (i)) ; |
| | 322 | } |
| | 323 | return x; |
| | 324 | } |
| | 325 | //! Return conditional density on the given RV, the remaining rvs will be in conditioning |
| | 326 | virtual mpdf* condition (const RV &rv) const { |
| | 327 | it_warning ("Not implemented"); |
| | 328 | return NULL; |
| | 329 | } |
| | 330 | |
| | 331 | //! Return marginal density on the given RV, the remainig rvs are intergrated out |
| | 332 | virtual epdf* marginal (const RV &rv) const { |
| | 333 | it_warning ("Not implemented"); |
| | 334 | return NULL; |
| | 335 | } |
| | 336 | |
| | 337 | //! return expected value |
| | 338 | virtual vec mean() const { |
| | 339 | it_error ("not implemneted"); |
| | 340 | return vec (0); |
| | 341 | }; |
| | 342 | |
| | 343 | //! return expected variance (not covariance!) |
| | 344 | virtual vec variance() const { |
| | 345 | it_error ("not implemneted"); |
| | 346 | return vec (0); |
| | 347 | }; |
| | 348 | //! Lower and upper bounds of \c percentage % quantile, returns mean-2*sigma as default |
| | 349 | virtual void qbounds (vec &lb, vec &ub, double percentage = 0.95) const { |
| | 350 | vec mea = mean(); |
| | 351 | vec std = sqrt (variance()); |
| | 352 | lb = mea - 2 * std; |
| | 353 | ub = mea + 2 * std; |
| | 354 | }; |
| | 355 | //!@} |
| | 356 | |
| | 357 | //! \name Connection to other classes |
| | 358 | //! Description of the random quantity via attribute \c rv is optional. |
| | 359 | //! For operations such as sampling \c rv does not need to be set. However, for \c marginalization |
| | 360 | //! and \c conditioning \c rv has to be set. NB: |
| | 361 | //! @{ |
| | 362 | |
| | 363 | //!Name its rv |
| | 364 | void set_rv (const RV &rv0) { |
| | 365 | rv = rv0; |
| | 366 | } //it_assert_debug(isnamed(),""); }; |
| | 367 | //! True if rv is assigned |
| | 368 | bool isnamed() const { |
| | 369 | bool b = (dim == rv._dsize()); |
| | 370 | return b; |
| | 371 | } |
| | 372 | //! Return name (fails when isnamed is false) |
| | 373 | const RV& _rv() const { |
| | 374 | it_assert_debug (isnamed(), ""); |
| | 375 | return rv; |
| | 376 | } |
| | 377 | //!@} |
| | 378 | |
| | 379 | //! \name Access to attributes |
| | 380 | //! @{ |
| | 381 | |
| | 382 | //! Size of the random variable |
| | 383 | int dimension() const { |
| | 384 | return dim; |
| | 385 | } |
| | 386 | //! Load from structure with elements: |
| | 387 | //! \code |
| | 388 | //! { rv = {class="RV", names=(...),}; // RV describing meaning of random variable |
| | 389 | //! // elements of offsprings |
| | 390 | //! } |
| | 391 | //! \endcode |
| | 392 | //!@} |
| | 393 | void from_setting (const Setting &set) { |
| | 394 | RV* r = UI::build<RV> (set, "rv"); |
| | 395 | if (r) { |
| | 396 | set_rv (*r); |
| | 397 | delete r; |
| | 398 | } |
| | 399 | } |
| 401 | | class mpdf : public root { |
| 402 | | protected: |
| 403 | | //!dimension of the condition |
| 404 | | int dimc; |
| 405 | | //! random variable in condition |
| 406 | | RV rvc; |
| 407 | | private: |
| 408 | | //! internal epdf, used only as cache to avoid virtual calls of \c _rv() and \c _dimension() |
| 409 | | epdf* ep; |
| 410 | | |
| 411 | | protected: |
| 412 | | void set_ep(epdf &iepdf) { |
| 413 | | ep = &iepdf; |
| 414 | | } |
| 415 | | |
| 416 | | public: |
| 417 | | //! \name Constructors |
| 418 | | //! @{ |
| 419 | | |
| 420 | | mpdf() : dimc ( 0 ), rvc(), ep(NULL) { } |
| 421 | | |
| 422 | | mpdf ( const mpdf &m ) : dimc ( m.dimc ), rvc ( m.rvc ), ep ( m.ep ) { } |
| 423 | | //!@} |
| 424 | | |
| 425 | | //! \name Matematical operations |
| 426 | | //!@{ |
| 427 | | |
| 428 | | //! 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 |
| 429 | | virtual vec samplecond ( const vec &cond ){it_error("Not implemented");return vec(0);}; |
| 430 | | |
| 431 | | //! 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 |
| 432 | | virtual mat samplecond_m ( const vec &cond, int N ){it_error("Not implemented");return mat();} |
| 433 | | |
| 434 | | |
| 435 | | //! Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently. |
| 436 | | virtual double evallogcond ( const vec &dt, const vec &cond ){it_error("Not implemented");return 0.0;} |
| 437 | | |
| 438 | | //! Matrix version of evallogcond |
| 439 | | virtual vec evallogcond_m ( const mat &Dt, const vec &cond ){it_error("Not implemented");return vec(0);} |
| 440 | | |
| 441 | | //! Array<vec> version of evallogcond |
| 442 | | virtual vec evallogcond_m ( const Array<vec> &Dt, const vec &cond ){it_error("Not implemented");return vec(0);} |
| 443 | | |
| 444 | | //! \name Access to attributes |
| 445 | | //! @{ |
| 446 | | |
| 447 | | RV _rv() { |
| 448 | | return ep->_rv(); |
| 449 | | } |
| 450 | | RV _rvc() { |
| 451 | | it_assert_debug ( isnamed(), "" ); |
| 452 | | return rvc; |
| 453 | | } |
| 454 | | int dimension() { |
| 455 | | return ep->dimension(); |
| 456 | | } |
| 457 | | int dimensionc() { |
| 458 | | return dimc; |
| 459 | | } |
| 460 | | |
| 461 | | //! Load from structure with elements: |
| 462 | | //! \code |
| 463 | | //! { class = "mpdf_offspring", |
| 464 | | //! rv = {class="RV", names=(...),}; // RV describing meaning of random variable |
| 465 | | //! rvc= {class="RV", names=(...),}; // RV describing meaning of random variable in condition |
| 466 | | //! // elements of offsprings |
| 467 | | //! } |
| 468 | | //! \endcode |
| 469 | | //!@} |
| 470 | | void from_setting ( const Setting &set ); |
| 471 | | //!@} |
| 472 | | |
| 473 | | //! \name Connection to other objects |
| 474 | | //!@{ |
| 475 | | void set_rvc ( const RV &rvc0 ) { |
| 476 | | rvc = rvc0; |
| 477 | | } |
| 478 | | void set_rv ( const RV &rv0 ) { |
| 479 | | ep->set_rv ( rv0 ); |
| 480 | | } |
| 481 | | bool isnamed() { |
| 482 | | return ( ep->isnamed() ) && ( dimc == rvc._dsize() ); |
| 483 | | } |
| 484 | | //!@} |
| | 406 | class mpdf : public root |
| | 407 | { |
| | 408 | protected: |
| | 409 | //!dimension of the condition |
| | 410 | int dimc; |
| | 411 | //! random variable in condition |
| | 412 | RV rvc; |
| | 413 | private: |
| | 414 | //! internal epdf, used only as cache to avoid virtual calls of \c _rv() and \c _dimension() |
| | 415 | epdf* ep; |
| | 416 | |
| | 417 | protected: |
| | 418 | void set_ep (epdf &iepdf) { |
| | 419 | ep = &iepdf; |
| | 420 | } |
| | 421 | |
| | 422 | public: |
| | 423 | //! \name Constructors |
| | 424 | //! @{ |
| | 425 | |
| | 426 | mpdf() : dimc (0), rvc(), ep (NULL) { } |
| | 427 | |
| | 428 | mpdf (const mpdf &m) : dimc (m.dimc), rvc (m.rvc), ep (m.ep) { } |
| | 429 | //!@} |
| | 430 | |
| | 431 | //! \name Matematical operations |
| | 432 | //!@{ |
| | 433 | |
| | 434 | //! 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 |
| | 435 | virtual vec samplecond (const vec &cond) {it_error ("Not implemented");return vec (0);}; |
| | 436 | |
| | 437 | //! 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 |
| | 438 | virtual mat samplecond_m (const vec &cond, int N) {it_error ("Not implemented");return mat();} |
| | 439 | |
| | 440 | |
| | 441 | //! Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently. |
| | 442 | virtual double evallogcond (const vec &dt, const vec &cond) {it_error ("Not implemented");return 0.0;} |
| | 443 | |
| | 444 | //! Matrix version of evallogcond |
| | 445 | virtual vec evallogcond_m (const mat &Dt, const vec &cond) {it_error ("Not implemented");return vec (0);} |
| | 446 | |
| | 447 | //! Array<vec> version of evallogcond |
| | 448 | virtual vec evallogcond_m (const Array<vec> &Dt, const vec &cond) {it_error ("Not implemented");return vec (0);} |
| | 449 | |
| | 450 | //! \name Access to attributes |
| | 451 | //! @{ |
| | 452 | |
| | 453 | RV _rv() { |
| | 454 | return ep->_rv(); |
| | 455 | } |
| | 456 | RV _rvc() { |
| | 457 | it_assert_debug (isnamed(), ""); |
| | 458 | return rvc; |
| | 459 | } |
| | 460 | int dimension() { |
| | 461 | return ep->dimension(); |
| | 462 | } |
| | 463 | int dimensionc() { |
| | 464 | return dimc; |
| | 465 | } |
| | 466 | |
| | 467 | //! Load from structure with elements: |
| | 468 | //! \code |
| | 469 | //! { class = "mpdf_offspring", |
| | 470 | //! rv = {class="RV", names=(...),}; // RV describing meaning of random variable |
| | 471 | //! rvc= {class="RV", names=(...),}; // RV describing meaning of random variable in condition |
| | 472 | //! // elements of offsprings |
| | 473 | //! } |
| | 474 | //! \endcode |
| | 475 | //!@} |
| | 476 | void from_setting (const Setting &set); |
| | 477 | //!@} |
| | 478 | |
| | 479 | //! \name Connection to other objects |
| | 480 | //!@{ |
| | 481 | void set_rvc (const RV &rvc0) { |
| | 482 | rvc = rvc0; |
| | 483 | } |
| | 484 | void set_rv (const RV &rv0) { |
| | 485 | ep->set_rv (rv0); |
| | 486 | } |
| | 487 | bool isnamed() { |
| | 488 | return (ep->isnamed()) && (dimc == rvc._dsize()); |
| | 489 | } |
| | 490 | //!@} |
| 539 | | class datalink { |
| 540 | | protected: |
| 541 | | //! Remember how long val should be |
| 542 | | int downsize; |
| 543 | | |
| 544 | | //! Remember how long val of "Up" should be |
| 545 | | int upsize; |
| 546 | | |
| 547 | | //! val-to-val link, indices of the upper val |
| 548 | | ivec v2v_up; |
| 549 | | |
| 550 | | public: |
| 551 | | //! Constructor |
| 552 | | datalink() : downsize ( 0 ), upsize ( 0 ) { } |
| 553 | | datalink ( const RV &rv, const RV &rv_up ) { |
| 554 | | set_connection ( rv, rv_up ); |
| 555 | | } |
| 556 | | |
| 557 | | //! set connection, rv must be fully present in rv_up |
| 558 | | void set_connection ( const RV &rv, const RV &rv_up ) { |
| 559 | | downsize = rv._dsize(); |
| 560 | | upsize = rv_up._dsize(); |
| 561 | | v2v_up = rv.dataind ( rv_up ); |
| 562 | | |
| 563 | | it_assert_debug ( v2v_up.length() == downsize, "rv is not fully in rv_up" ); |
| 564 | | } |
| 565 | | |
| 566 | | //! set connection using indices |
| 567 | | void set_connection ( int ds, int us, const ivec &upind ) { |
| 568 | | downsize = ds; |
| 569 | | upsize = us; |
| 570 | | v2v_up = upind; |
| 571 | | |
| 572 | | it_assert_debug ( v2v_up.length() == downsize, "rv is not fully in rv_up" ); |
| 573 | | } |
| 574 | | |
| 575 | | //! Get val for myself from val of "Up" |
| 576 | | vec pushdown ( const vec &val_up ) { |
| 577 | | it_assert_debug ( upsize == val_up.length(), "Wrong val_up" ); |
| 578 | | return get_vec ( val_up, v2v_up ); |
| 579 | | } |
| 580 | | |
| 581 | | //! Fill val of "Up" by my pieces |
| 582 | | void pushup ( vec &val_up, const vec &val ) { |
| 583 | | it_assert_debug ( downsize == val.length(), "Wrong val" ); |
| 584 | | it_assert_debug ( upsize == val_up.length(), "Wrong val_up" ); |
| 585 | | set_subvector ( val_up, v2v_up, val ); |
| 586 | | } |
| | 546 | class datalink |
| | 547 | { |
| | 548 | protected: |
| | 549 | //! Remember how long val should be |
| | 550 | int downsize; |
| | 551 | |
| | 552 | //! Remember how long val of "Up" should be |
| | 553 | int upsize; |
| | 554 | |
| | 555 | //! val-to-val link, indices of the upper val |
| | 556 | ivec v2v_up; |
| | 557 | |
| | 558 | public: |
| | 559 | //! Constructor |
| | 560 | datalink() : downsize (0), upsize (0) { } |
| | 561 | datalink (const RV &rv, const RV &rv_up) { |
| | 562 | set_connection (rv, rv_up); |
| | 563 | } |
| | 564 | |
| | 565 | //! set connection, rv must be fully present in rv_up |
| | 566 | void set_connection (const RV &rv, const RV &rv_up) { |
| | 567 | downsize = rv._dsize(); |
| | 568 | upsize = rv_up._dsize(); |
| | 569 | v2v_up = rv.dataind (rv_up); |
| | 570 | |
| | 571 | it_assert_debug (v2v_up.length() == downsize, "rv is not fully in rv_up"); |
| | 572 | } |
| | 573 | |
| | 574 | //! set connection using indices |
| | 575 | void set_connection (int ds, int us, const ivec &upind) { |
| | 576 | downsize = ds; |
| | 577 | upsize = us; |
| | 578 | v2v_up = upind; |
| | 579 | |
| | 580 | it_assert_debug (v2v_up.length() == downsize, "rv is not fully in rv_up"); |
| | 581 | } |
| | 582 | |
| | 583 | //! Get val for myself from val of "Up" |
| | 584 | vec pushdown (const vec &val_up) { |
| | 585 | it_assert_debug (upsize == val_up.length(), "Wrong val_up"); |
| | 586 | return get_vec (val_up, v2v_up); |
| | 587 | } |
| | 588 | |
| | 589 | //! Fill val of "Up" by my pieces |
| | 590 | void pushup (vec &val_up, const vec &val) { |
| | 591 | it_assert_debug (downsize == val.length(), "Wrong val"); |
| | 592 | it_assert_debug (upsize == val_up.length(), "Wrong val_up"); |
| | 593 | set_subvector (val_up, v2v_up, val); |
| | 594 | } |
| 590 | | class datalink_m2e: public datalink { |
| 591 | | protected: |
| 592 | | //! Remember how long cond should be |
| 593 | | int condsize; |
| 594 | | |
| 595 | | //!upper_val-to-local_cond link, indices of the upper val |
| 596 | | ivec v2c_up; |
| 597 | | |
| 598 | | //!upper_val-to-local_cond link, indices of the local cond |
| 599 | | ivec v2c_lo; |
| 600 | | |
| 601 | | public: |
| 602 | | //! Constructor |
| 603 | | datalink_m2e() : condsize ( 0 ) { } |
| 604 | | |
| 605 | | void set_connection ( const RV &rv, const RV &rvc, const RV &rv_up ) { |
| 606 | | datalink::set_connection ( rv, rv_up ); |
| 607 | | condsize = rvc._dsize(); |
| 608 | | //establish v2c connection |
| 609 | | rvc.dataind ( rv_up, v2c_lo, v2c_up ); |
| 610 | | } |
| 611 | | |
| 612 | | //!Construct condition |
| 613 | | vec get_cond ( const vec &val_up ) { |
| 614 | | vec tmp ( condsize ); |
| 615 | | set_subvector ( tmp, v2c_lo, val_up ( v2c_up ) ); |
| 616 | | return tmp; |
| 617 | | } |
| 618 | | |
| 619 | | void pushup_cond ( vec &val_up, const vec &val, const vec &cond ) { |
| 620 | | it_assert_debug ( downsize == val.length(), "Wrong val" ); |
| 621 | | it_assert_debug ( upsize == val_up.length(), "Wrong val_up" ); |
| 622 | | set_subvector ( val_up, v2v_up, val ); |
| 623 | | set_subvector ( val_up, v2c_up, cond ); |
| 624 | | } |
| | 598 | class datalink_m2e: public datalink |
| | 599 | { |
| | 600 | protected: |
| | 601 | //! Remember how long cond should be |
| | 602 | int condsize; |
| | 603 | |
| | 604 | //!upper_val-to-local_cond link, indices of the upper val |
| | 605 | ivec v2c_up; |
| | 606 | |
| | 607 | //!upper_val-to-local_cond link, indices of the local cond |
| | 608 | ivec v2c_lo; |
| | 609 | |
| | 610 | public: |
| | 611 | //! Constructor |
| | 612 | datalink_m2e() : condsize (0) { } |
| | 613 | |
| | 614 | void set_connection (const RV &rv, const RV &rvc, const RV &rv_up) { |
| | 615 | datalink::set_connection (rv, rv_up); |
| | 616 | condsize = rvc._dsize(); |
| | 617 | //establish v2c connection |
| | 618 | rvc.dataind (rv_up, v2c_lo, v2c_up); |
| | 619 | } |
| | 620 | |
| | 621 | //!Construct condition |
| | 622 | vec get_cond (const vec &val_up) { |
| | 623 | vec tmp (condsize); |
| | 624 | set_subvector (tmp, v2c_lo, val_up (v2c_up)); |
| | 625 | return tmp; |
| | 626 | } |
| | 627 | |
| | 628 | void pushup_cond (vec &val_up, const vec &val, const vec &cond) { |
| | 629 | it_assert_debug (downsize == val.length(), "Wrong val"); |
| | 630 | it_assert_debug (upsize == val_up.length(), "Wrong val_up"); |
| | 631 | set_subvector (val_up, v2v_up, val); |
| | 632 | set_subvector (val_up, v2c_up, cond); |
| | 633 | } |
| 629 | | class datalink_m2m: public datalink_m2e { |
| 630 | | protected: |
| 631 | | //!cond-to-cond link, indices of the upper cond |
| 632 | | ivec c2c_up; |
| 633 | | //!cond-to-cond link, indices of the local cond |
| 634 | | ivec c2c_lo; |
| 635 | | |
| 636 | | public: |
| 637 | | //! Constructor |
| 638 | | datalink_m2m() {}; |
| 639 | | void set_connection ( const RV &rv, const RV &rvc, const RV &rv_up, const RV &rvc_up ) { |
| 640 | | datalink_m2e::set_connection ( rv, rvc, rv_up ); |
| 641 | | //establish c2c connection |
| 642 | | rvc.dataind ( rvc_up, c2c_lo, c2c_up ); |
| 643 | | it_assert_debug ( c2c_lo.length() + v2c_lo.length() == condsize, "cond is not fully given" ); |
| 644 | | } |
| 645 | | |
| 646 | | //! Get cond for myself from val and cond of "Up" |
| 647 | | vec get_cond ( const vec &val_up, const vec &cond_up ) { |
| 648 | | vec tmp ( condsize ); |
| 649 | | set_subvector ( tmp, v2c_lo, val_up ( v2c_up ) ); |
| 650 | | set_subvector ( tmp, c2c_lo, cond_up ( c2c_up ) ); |
| 651 | | return tmp; |
| 652 | | } |
| 653 | | //! Fill |
| | 638 | class datalink_m2m: public datalink_m2e |
| | 639 | { |
| | 640 | protected: |
| | 641 | //!cond-to-cond link, indices of the upper cond |
| | 642 | ivec c2c_up; |
| | 643 | //!cond-to-cond link, indices of the local cond |
| | 644 | ivec c2c_lo; |
| | 645 | |
| | 646 | public: |
| | 647 | //! Constructor |
| | 648 | datalink_m2m() {}; |
| | 649 | void set_connection (const RV &rv, const RV &rvc, const RV &rv_up, const RV &rvc_up) { |
| | 650 | datalink_m2e::set_connection (rv, rvc, rv_up); |
| | 651 | //establish c2c connection |
| | 652 | rvc.dataind (rvc_up, c2c_lo, c2c_up); |
| | 653 | it_assert_debug (c2c_lo.length() + v2c_lo.length() == condsize, "cond is not fully given"); |
| | 654 | } |
| | 655 | |
| | 656 | //! Get cond for myself from val and cond of "Up" |
| | 657 | vec get_cond (const vec &val_up, const vec &cond_up) { |
| | 658 | vec tmp (condsize); |
| | 659 | set_subvector (tmp, v2c_lo, val_up (v2c_up)); |
| | 660 | set_subvector (tmp, c2c_lo, cond_up (c2c_up)); |
| | 661 | return tmp; |
| | 662 | } |
| | 663 | //! Fill |
| 662 | | class logger : public root { |
| 663 | | protected: |
| 664 | | //! RVs of all logged variables. |
| 665 | | Array<RV> entries; |
| 666 | | //! Names of logged quantities, e.g. names of algorithm variants |
| 667 | | Array<string> names; |
| 668 | | public: |
| 669 | | //!Default constructor |
| 670 | | logger() : entries ( 0 ), names ( 0 ) {} |
| 671 | | |
| 672 | | //! returns an identifier which will be later needed for calling the \c logit() function |
| 673 | | //! For empty RV it returns -1, this entry will be ignored by \c logit(). |
| 674 | | virtual int add ( const RV &rv, string prefix = "" ) { |
| 675 | | int id; |
| 676 | | if ( rv._dsize() > 0 ) { |
| 677 | | id = entries.length(); |
| 678 | | names = concat ( names, prefix ); // diff |
| 679 | | entries.set_length ( id + 1, true ); |
| 680 | | entries ( id ) = rv; |
| 681 | | } else { |
| 682 | | id = -1; |
| 683 | | } |
| 684 | | return id; // identifier of the last entry |
| 685 | | } |
| 686 | | |
| 687 | | //! log this vector |
| 688 | | virtual void logit ( int id, const vec &v ) = 0; |
| 689 | | //! log this double |
| 690 | | virtual void logit ( int id, const double &d ) = 0; |
| 691 | | |
| 692 | | //! Shifts storage position for another time step. |
| 693 | | virtual void step() = 0; |
| 694 | | |
| 695 | | //! Finalize storing information |
| 696 | | virtual void finalize() {}; |
| 697 | | |
| 698 | | //! Initialize the storage |
| 699 | | virtual void init() {}; |
| | 672 | class logger : public root |
| | 673 | { |
| | 674 | protected: |
| | 675 | //! RVs of all logged variables. |
| | 676 | Array<RV> entries; |
| | 677 | //! Names of logged quantities, e.g. names of algorithm variants |
| | 678 | Array<string> names; |
| | 679 | public: |
| | 680 | //!Default constructor |
| | 681 | logger() : entries (0), names (0) {} |
| | 682 | |
| | 683 | //! returns an identifier which will be later needed for calling the \c logit() function |
| | 684 | //! For empty RV it returns -1, this entry will be ignored by \c logit(). |
| | 685 | virtual int add (const RV &rv, string prefix = "") { |
| | 686 | int id; |
| | 687 | if (rv._dsize() > 0) { |
| | 688 | id = entries.length(); |
| | 689 | names = concat (names, prefix); // diff |
| | 690 | entries.set_length (id + 1, true); |
| | 691 | entries (id) = rv; |
| | 692 | } else { |
| | 693 | id = -1; |
| | 694 | } |
| | 695 | return id; // identifier of the last entry |
| | 696 | } |
| | 697 | |
| | 698 | //! log this vector |
| | 699 | virtual void logit (int id, const vec &v) = 0; |
| | 700 | //! log this double |
| | 701 | virtual void logit (int id, const double &d) = 0; |
| | 702 | |
| | 703 | //! Shifts storage position for another time step. |
| | 704 | virtual void step() = 0; |
| | 705 | |
| | 706 | //! Finalize storing information |
| | 707 | virtual void finalize() {}; |
| | 708 | |
| | 709 | //! Initialize the storage |
| | 710 | virtual void init() {}; |
| 768 | | class DS : public root { |
| 769 | | protected: |
| 770 | | int dtsize; |
| 771 | | int utsize; |
| 772 | | //!Description of data returned by \c getdata(). |
| 773 | | RV Drv; |
| 774 | | //!Description of data witten by by \c write(). |
| 775 | | RV Urv; // |
| 776 | | //! Remember its own index in Logger L |
| 777 | | int L_dt, L_ut; |
| 778 | | public: |
| 779 | | //! default constructors |
| 780 | | DS() : Drv(), Urv() {}; |
| 781 | | //! Returns full vector of observed data=[output, input] |
| 782 | | virtual void getdata ( vec &dt ) { |
| 783 | | it_error ( "abstract class" ); |
| 784 | | }; |
| 785 | | //! Returns data records at indeces. |
| 786 | | virtual void getdata ( vec &dt, const ivec &indeces ) { |
| 787 | | it_error ( "abstract class" ); |
| 788 | | }; |
| 789 | | //! Accepts action variable and schedule it for application. |
| 790 | | virtual void write ( vec &ut ) { |
| 791 | | it_error ( "abstract class" ); |
| 792 | | }; |
| 793 | | //! Accepts action variables at specific indeces |
| 794 | | virtual void write ( vec &ut, const ivec &indeces ) { |
| 795 | | it_error ( "abstract class" ); |
| 796 | | }; |
| 797 | | |
| 798 | | //! Moves from \f$ t \f$ to \f$ t+1 \f$, i.e. perfroms the actions and reads response of the system. |
| 799 | | virtual void step() = 0; |
| 800 | | |
| 801 | | //! Register DS for logging into logger L |
| 802 | | virtual void log_add ( logger &L ) { |
| 803 | | it_assert_debug ( dtsize == Drv._dsize(), "" ); |
| 804 | | it_assert_debug ( utsize == Urv._dsize(), "" ); |
| 805 | | |
| 806 | | L_dt = L.add ( Drv, "" ); |
| 807 | | L_ut = L.add ( Urv, "" ); |
| 808 | | } |
| 809 | | //! Register DS for logging into logger L |
| 810 | | virtual void logit ( logger &L ) { |
| 811 | | vec tmp ( Drv._dsize() + Urv._dsize() ); |
| 812 | | getdata ( tmp ); |
| 813 | | // d is first in getdata |
| 814 | | L.logit ( L_dt, tmp.left ( Drv._dsize() ) ); |
| 815 | | // u follows after d in getdata |
| 816 | | L.logit ( L_ut, tmp.mid ( Drv._dsize(), Urv._dsize() ) ); |
| 817 | | } |
| 818 | | //!access function |
| 819 | | virtual RV _drv() const { |
| 820 | | return concat ( Drv, Urv ); |
| 821 | | } |
| 822 | | //!access function |
| 823 | | const RV& _urv() const { |
| 824 | | return Urv; |
| 825 | | } |
| 826 | | //! set random rvariables |
| 827 | | virtual void set_drv ( const RV &drv, const RV &urv ) { |
| 828 | | Drv = drv; |
| 829 | | Urv = urv; |
| 830 | | } |
| | 781 | class DS : public root |
| | 782 | { |
| | 783 | protected: |
| | 784 | int dtsize; |
| | 785 | int utsize; |
| | 786 | //!Description of data returned by \c getdata(). |
| | 787 | RV Drv; |
| | 788 | //!Description of data witten by by \c write(). |
| | 789 | RV Urv; // |
| | 790 | //! Remember its own index in Logger L |
| | 791 | int L_dt, L_ut; |
| | 792 | public: |
| | 793 | //! default constructors |
| | 794 | DS() : Drv(), Urv() {}; |
| | 795 | //! Returns full vector of observed data=[output, input] |
| | 796 | virtual void getdata (vec &dt) { |
| | 797 | it_error ("abstract class"); |
| | 798 | }; |
| | 799 | //! Returns data records at indeces. |
| | 800 | virtual void getdata (vec &dt, const ivec &indeces) { |
| | 801 | it_error ("abstract class"); |
| | 802 | }; |
| | 803 | //! Accepts action variable and schedule it for application. |
| | 804 | virtual void write (vec &ut) { |
| | 805 | it_error ("abstract class"); |
| | 806 | }; |
| | 807 | //! Accepts action variables at specific indeces |
| | 808 | virtual void write (vec &ut, const ivec &indeces) { |
| | 809 | it_error ("abstract class"); |
| | 810 | }; |
| | 811 | |
| | 812 | //! Moves from \f$ t \f$ to \f$ t+1 \f$, i.e. perfroms the actions and reads response of the system. |
| | 813 | virtual void step() = 0; |
| | 814 | |
| | 815 | //! Register DS for logging into logger L |
| | 816 | virtual void log_add (logger &L) { |
| | 817 | it_assert_debug (dtsize == Drv._dsize(), ""); |
| | 818 | it_assert_debug (utsize == Urv._dsize(), ""); |
| | 819 | |
| | 820 | L_dt = L.add (Drv, ""); |
| | 821 | L_ut = L.add (Urv, ""); |
| | 822 | } |
| | 823 | //! Register DS for logging into logger L |
| | 824 | virtual void logit (logger &L) { |
| | 825 | vec tmp (Drv._dsize() + Urv._dsize()); |
| | 826 | getdata (tmp); |
| | 827 | // d is first in getdata |
| | 828 | L.logit (L_dt, tmp.left (Drv._dsize())); |
| | 829 | // u follows after d in getdata |
| | 830 | L.logit (L_ut, tmp.mid (Drv._dsize(), Urv._dsize())); |
| | 831 | } |
| | 832 | //!access function |
| | 833 | virtual RV _drv() const { |
| | 834 | return concat (Drv, Urv); |
| | 835 | } |
| | 836 | //!access function |
| | 837 | const RV& _urv() const { |
| | 838 | return Urv; |
| | 839 | } |
| | 840 | //! set random rvariables |
| | 841 | virtual void set_drv (const RV &drv, const RV &urv) { |
| | 842 | Drv = drv; |
| | 843 | Urv = urv; |
| | 844 | } |
| 854 | | class BM : public root { |
| 855 | | protected: |
| 856 | | //! Random variable of the data (optional) |
| 857 | | RV drv; |
| 858 | | //!Logarithm of marginalized data likelihood. |
| 859 | | double ll; |
| 860 | | //! 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. |
| 861 | | bool evalll; |
| 862 | | public: |
| 863 | | //! \name Constructors |
| 864 | | //! @{ |
| 865 | | |
| 866 | | BM() : ll ( 0 ), evalll ( true ), LIDs ( 4 ), LFlags ( 4 ) { |
| 867 | | LIDs = -1;/*empty IDs*/ |
| 868 | | LFlags = 0; |
| 869 | | LFlags ( 0 ) = 1;/*log only mean*/ |
| 870 | | }; |
| 871 | | BM ( const BM &B ) : drv ( B.drv ), ll ( B.ll ), evalll ( B.evalll ) {} |
| 872 | | //! Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually! |
| 873 | | //! Prototype: \code BM* _copy_() const {return new BM(*this);} \endcode |
| 874 | | virtual BM* _copy_() const { |
| 875 | | return NULL; |
| 876 | | }; |
| 877 | | //!@} |
| 878 | | |
| 879 | | //! \name Mathematical operations |
| 880 | | //!@{ |
| 881 | | |
| 882 | | /*! \brief Incremental Bayes rule |
| 883 | | @param dt vector of input data |
| 884 | | */ |
| 885 | | virtual void bayes ( const vec &dt ) = 0; |
| 886 | | //! Batch Bayes rule (columns of Dt are observations) |
| 887 | | virtual void bayesB ( const mat &Dt ); |
| 888 | | //! Evaluates predictive log-likelihood of the given data record |
| 889 | | //! I.e. marginal likelihood of the data with the posterior integrated out. |
| 890 | | virtual double logpred ( const vec &dt ) const { |
| 891 | | it_error ( "Not implemented" ); |
| 892 | | return 0.0; |
| | 868 | class BM : public root |
| | 869 | { |
| | 870 | protected: |
| | 871 | //! Random variable of the data (optional) |
| | 872 | RV drv; |
| | 873 | //!Logarithm of marginalized data likelihood. |
| | 874 | double ll; |
| | 875 | //! 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. |
| | 876 | bool evalll; |
| | 877 | public: |
| | 878 | //! \name Constructors |
| | 879 | //! @{ |
| | 880 | |
| | 881 | BM() : ll (0), evalll (true), LIDs (4), LFlags (4) { |
| | 882 | LIDs = -1;/*empty IDs*/ |
| | 883 | LFlags = 0; |
| | 884 | LFlags (0) = 1; /*log only mean*/ |
| | 885 | }; |
| | 886 | BM (const BM &B) : drv (B.drv), ll (B.ll), evalll (B.evalll) {} |
| | 887 | //! Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually! |
| | 888 | //! Prototype: \code BM* _copy_() const {return new BM(*this);} \endcode |
| | 889 | virtual BM* _copy_() const { |
| | 890 | return NULL; |
| | 891 | }; |
| | 892 | //!@} |
| | 893 | |
| | 894 | //! \name Mathematical operations |
| | 895 | //!@{ |
| | 896 | |
| | 897 | /*! \brief Incremental Bayes rule |
| | 898 | @param dt vector of input data |
| | 899 | */ |
| | 900 | virtual void bayes (const vec &dt) = 0; |
| | 901 | //! Batch Bayes rule (columns of Dt are observations) |
| | 902 | virtual void bayesB (const mat &Dt); |
| | 903 | //! Evaluates predictive log-likelihood of the given data record |
| | 904 | //! I.e. marginal likelihood of the data with the posterior integrated out. |
| | 905 | virtual double logpred (const vec &dt) const { |
| | 906 | it_error ("Not implemented"); |
| | 907 | return 0.0; |
| | 908 | } |
| | 909 | //! Matrix version of logpred |
| | 910 | vec logpred_m (const mat &dt) const { |
| | 911 | vec tmp (dt.cols()); |
| | 912 | for (int i = 0; i < dt.cols(); i++) { |
| | 913 | tmp (i) = logpred (dt.get_col (i)); |
| | 914 | } |
| | 915 | return tmp; |
| | 916 | } |
| | 917 | |
| | 918 | //!Constructs a predictive density \f$ f(d_{t+1} |d_{t}, \ldots d_{0}) \f$ |
| | 919 | virtual epdf* epredictor() const { |
| | 920 | it_error ("Not implemented"); |
| | 921 | return NULL; |
| | 922 | }; |
| | 923 | //!Constructs a conditional density 1-step ahead predictor \f$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) |
| | 924 | virtual mpdf* predictor() const { |
| | 925 | it_error ("Not implemented"); |
| | 926 | return NULL; |
| | 927 | }; |
| | 928 | //!@} |
| | 929 | |
| | 930 | //! \name Extension to conditional BM |
| | 931 | //! This extension is useful e.g. in Marginalized Particle Filter (\ref bdm::MPF). |
| | 932 | //! Alternatively, it can be used for automated connection to DS when the condition is observed |
| | 933 | //!@{ |
| | 934 | |
| | 935 | //! Name of extension variable |
| | 936 | RV rvc; |
| | 937 | //! access function |
| | 938 | const RV& _rvc() const { |
| | 939 | return rvc; |
| | 940 | } |
| | 941 | |
| | 942 | //! Substitute \c val for \c rvc. |
| | 943 | virtual void condition (const vec &val) { |
| | 944 | it_error ("Not implemented!"); |
| | 945 | }; |
| | 946 | |
| | 947 | //!@} |
| | 948 | |
| | 949 | |
| | 950 | //! \name Access to attributes |
| | 951 | //!@{ |
| | 952 | |
| | 953 | const RV& _drv() const { |
| | 954 | return drv; |
| | 955 | } |
| | 956 | void set_drv (const RV &rv) { |
| | 957 | drv = rv; |
| | 958 | } |
| | 959 | void set_rv (const RV &rv) { |
| | 960 | const_cast<epdf&> (posterior()).set_rv (rv); |
| | 961 | } |
| | 962 | double _ll() const { |
| | 963 | return ll; |
| | 964 | } |
| | 965 | void set_evalll (bool evl0) { |
| | 966 | evalll = evl0; |
| | 967 | } |
| | 968 | virtual const epdf& posterior() const = 0; |
| | 969 | virtual const epdf* _e() const = 0; |
| | 970 | //!@} |
| | 971 | |
| | 972 | //! \name Logging of results |
| | 973 | //!@{ |
| | 974 | |
| | 975 | //! Set boolean options from a string, recognized are: "logbounds,logll" |
| | 976 | virtual void set_options (const string &opt) { |
| | 977 | LFlags (0) = 1; |
| | 978 | if (opt.find ("logbounds") != string::npos) { |
| | 979 | LFlags (1) = 1; |
| | 980 | LFlags (2) = 1; |
| | 981 | } |
| | 982 | if (opt.find ("logll") != string::npos) { |
| | 983 | LFlags (3) = 1; |
| | 984 | } |
| | 985 | } |
| | 986 | //! IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll] |
| | 987 | ivec LIDs; |
| | 988 | |
| | 989 | //! Flags for logging - same size as LIDs, each entry correspond to the same in LIDs |
| | 990 | ivec LFlags; |
| | 991 | //! Add all logged variables to a logger |
| | 992 | virtual void log_add (logger &L, const string &name = "") { |
| | 993 | // internal |
| | 994 | RV r; |
| | 995 | if (posterior().isnamed()) { |
| | 996 | r = posterior()._rv(); |
| | 997 | } else { |
| | 998 | r = RV ("est", posterior().dimension()); |
| | 999 | }; |
| | 1000 | |
| | 1001 | // Add mean value |
| | 1002 | if (LFlags (0)) LIDs (0) = L.add (r, name + "mean_"); |
| | 1003 | if (LFlags (1)) LIDs (1) = L.add (r, name + "lb_"); |
| | 1004 | if (LFlags (2)) LIDs (2) = L.add (r, name + "ub_"); |
| | 1005 | if (LFlags (3)) LIDs (3) = L.add (RV ("ll", 1), name); //TODO: "local" RV |
| | 1006 | } |
| | 1007 | virtual void logit (logger &L) { |
| | 1008 | L.logit (LIDs (0), posterior().mean()); |
| | 1009 | if (LFlags (1) || LFlags (2)) { //if one of them is off, its LID==-1 and will not be stored |
| | 1010 | vec ub, lb; |
| | 1011 | posterior().qbounds (lb, ub); |
| | 1012 | L.logit (LIDs (1), lb); |
| | 1013 | L.logit (LIDs (2), ub); |
| | 1014 | } |
| | 1015 | if (LFlags (3)) L.logit (LIDs (3), ll); |
| | 1016 | } |
| | 1017 | //!@} |
| | 1018 | }; |
| | 1019 | |
| | 1020 | template<class EPDF> |
| | 1021 | vec mpdf_internal<EPDF>::samplecond (const vec &cond) |
| | 1022 | { |
| | 1023 | condition (cond); |
| | 1024 | vec temp = iepdf.sample(); |
| | 1025 | return temp; |
| | 1026 | } |
| | 1027 | |
| | 1028 | template<class EPDF> |
| | 1029 | mat mpdf_internal<EPDF>::samplecond_m (const vec &cond, int N) |
| | 1030 | { |
| | 1031 | condition (cond); |
| | 1032 | mat temp (dimension(), N); |
| | 1033 | vec smp (dimension()); |
| | 1034 | for (int i = 0; i < N; i++) { |
| | 1035 | smp = iepdf.sample(); |
| | 1036 | temp.set_col (i, smp); |
| 894 | | //! Matrix version of logpred |
| 895 | | vec logpred_m ( const mat &dt ) const { |
| 896 | | vec tmp ( dt.cols() ); |
| 897 | | for ( int i = 0; i < dt.cols(); i++ ) { |
| 898 | | tmp ( i ) = logpred ( dt.get_col ( i ) ); |
| 899 | | } |
| 900 | | return tmp; |
| 901 | | } |
| 902 | | |
| 903 | | //!Constructs a predictive density \f$ f(d_{t+1} |d_{t}, \ldots d_{0}) \f$ |
| 904 | | virtual epdf* epredictor() const { |
| 905 | | it_error ( "Not implemented" ); |
| 906 | | return NULL; |
| 907 | | }; |
| 908 | | //!Constructs a conditional density 1-step ahead predictor \f$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) |
| 909 | | virtual mpdf* predictor() const { |
| 910 | | it_error ( "Not implemented" ); |
| 911 | | return NULL; |
| 912 | | }; |
| 913 | | //!@} |
| 914 | | |
| 915 | | //! \name Extension to conditional BM |
| 916 | | //! This extension is useful e.g. in Marginalized Particle Filter (\ref bdm::MPF). |
| 917 | | //! Alternatively, it can be used for automated connection to DS when the condition is observed |
| 918 | | //!@{ |
| 919 | | |
| 920 | | //! Name of extension variable |
| 921 | | RV rvc; |
| 922 | | //! access function |
| 923 | | const RV& _rvc() const { |
| 924 | | return rvc; |
| 925 | | } |
| 926 | | |
| 927 | | //! Substitute \c val for \c rvc. |
| 928 | | virtual void condition ( const vec &val ) { |
| 929 | | it_error ( "Not implemented!" ); |
| 930 | | }; |
| 931 | | |
| 932 | | //!@} |
| 933 | | |
| 934 | | |
| 935 | | //! \name Access to attributes |
| 936 | | //!@{ |
| 937 | | |
| 938 | | const RV& _drv() const { |
| 939 | | return drv; |
| 940 | | } |
| 941 | | void set_drv ( const RV &rv ) { |
| 942 | | drv = rv; |
| 943 | | } |
| 944 | | void set_rv ( const RV &rv ) { |
| 945 | | const_cast<epdf&> ( posterior() ).set_rv ( rv ); |
| 946 | | } |
| 947 | | double _ll() const { |
| 948 | | return ll; |
| 949 | | } |
| 950 | | void set_evalll ( bool evl0 ) { |
| 951 | | evalll = evl0; |
| 952 | | } |
| 953 | | virtual const epdf& posterior() const = 0; |
| 954 | | virtual const epdf* _e() const = 0; |
| 955 | | //!@} |
| 956 | | |
| 957 | | //! \name Logging of results |
| 958 | | //!@{ |
| 959 | | |
| 960 | | //! Set boolean options from a string, recognized are: "logbounds,logll" |
| 961 | | virtual void set_options ( const string &opt ) { |
| 962 | | LFlags ( 0 ) = 1; |
| 963 | | if ( opt.find ( "logbounds" ) != string::npos ) { |
| 964 | | LFlags ( 1 ) = 1; |
| 965 | | LFlags ( 2 ) = 1; |
| 966 | | } |
| 967 | | if ( opt.find ( "logll" ) != string::npos ) { |
| 968 | | LFlags ( 3 ) = 1; |
| 969 | | } |
| 970 | | } |
| 971 | | //! IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll] |
| 972 | | ivec LIDs; |
| 973 | | |
| 974 | | //! Flags for logging - same size as LIDs, each entry correspond to the same in LIDs |
| 975 | | ivec LFlags; |
| 976 | | //! Add all logged variables to a logger |
| 977 | | virtual void log_add ( logger &L, const string &name = "" ) { |
| 978 | | // internal |
| 979 | | RV r; |
| 980 | | if ( posterior().isnamed() ) { |
| 981 | | r = posterior()._rv(); |
| 982 | | } else { |
| 983 | | r = RV ( "est", posterior().dimension() ); |
| 984 | | }; |
| 985 | | |
| 986 | | // Add mean value |
| 987 | | if ( LFlags ( 0 ) ) LIDs ( 0 ) = L.add ( r, name + "mean_" ); |
| 988 | | if ( LFlags ( 1 ) ) LIDs ( 1 ) = L.add ( r, name + "lb_" ); |
| 989 | | if ( LFlags ( 2 ) ) LIDs ( 2 ) = L.add ( r, name + "ub_" ); |
| 990 | | if ( LFlags ( 3 ) ) LIDs ( 3 ) = L.add ( RV ( "ll", 1 ), name ); //TODO: "local" RV |
| 991 | | } |
| 992 | | virtual void logit ( logger &L ) { |
| 993 | | L.logit ( LIDs ( 0 ), posterior().mean() ); |
| 994 | | if ( LFlags ( 1 ) || LFlags ( 2 ) ) { //if one of them is off, its LID==-1 and will not be stored |
| 995 | | vec ub, lb; |
| 996 | | posterior().qbounds ( lb, ub ); |
| 997 | | L.logit ( LIDs ( 1 ), lb ); |
| 998 | | L.logit ( LIDs ( 2 ), ub ); |
| 999 | | } |
| 1000 | | if ( LFlags ( 3 ) ) L.logit ( LIDs ( 3 ), ll ); |
| 1001 | | } |
| 1002 | | //!@} |
| 1003 | | }; |
| 1004 | | |
| | 1038 | |
| | 1039 | return temp; |
| | 1040 | } |
| | 1041 | |
| | 1042 | template<class EPDF> |
| | 1043 | double mpdf_internal<EPDF>::evallogcond (const vec &dt, const vec &cond) |
| | 1044 | { |
| | 1045 | double tmp; |
| | 1046 | condition (cond); |
| | 1047 | tmp = iepdf.evallog (dt); |
| | 1048 | // it_assert_debug(std::isfinite(tmp), "Infinite value"); |
| | 1049 | return tmp; |
| | 1050 | } |
| | 1051 | |
| | 1052 | template<class EPDF> |
| | 1053 | vec mpdf_internal<EPDF>::evallogcond_m (const mat &Dt, const vec &cond) |
| | 1054 | { |
| | 1055 | condition (cond); |
| | 1056 | return iepdf.evallog_m (Dt); |
| | 1057 | } |
| | 1058 | |
| | 1059 | template<class EPDF> |
| | 1060 | vec mpdf_internal<EPDF>::evallogcond_m (const Array<vec> &Dt, const vec &cond) |
| | 1061 | { |
| | 1062 | condition (cond); |
| | 1063 | return iepdf.evallog_m (Dt); |
| | 1064 | } |
