| 260 | | <a name="l00327"></a>00327 |
| 261 | | <a name="l00328"></a><a class="code" href="classbdm_1_1epdf.html">00328</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> { |
| 262 | | <a name="l00329"></a>00329 <span class="keyword">protected</span>: |
| 263 | | <a name="l00331"></a><a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce">00331</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>; |
| 264 | | <a name="l00333"></a><a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">00333</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>; |
| 265 | | <a name="l00334"></a>00334 |
| 266 | | <a name="l00335"></a>00335 <span class="keyword">public</span>: |
| 267 | | <a name="l00347"></a>00347 <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>() : <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ( 0 ), <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>() {}; |
| 268 | | <a name="l00348"></a>00348 <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &e ) : <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ( e.<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ), <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ( e.<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) {}; |
| 269 | | <a name="l00349"></a>00349 epdf ( <span class="keyword">const</span> RV &rv0 ) : <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ( rv0._dsize() ) { |
| 270 | | <a name="l00350"></a>00350 <a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( rv0 ); |
| 271 | | <a name="l00351"></a>00351 }; |
| 272 | | <a name="l00352"></a>00352 <span class="keywordtype">void</span> set_parameters ( <span class="keywordtype">int</span> dim0 ) { |
| 273 | | <a name="l00353"></a>00353 <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = dim0; |
| 274 | | <a name="l00354"></a>00354 } |
| 275 | | <a name="l00356"></a>00356 |
| 276 | | <a name="l00359"></a>00359 |
| 277 | | <a name="l00361"></a><a class="code" href="classbdm_1_1epdf.html#a75ba57a89681a8efec488f5796c7cc1b">00361</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1epdf.html#a75ba57a89681a8efec488f5796c7cc1b" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{ |
| 278 | | <a name="l00362"></a>00362 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"not implemented"</span> ); |
| 279 | | <a name="l00363"></a>00363 <span class="keywordflow">return</span> vec(); |
| 280 | | <a name="l00364"></a>00364 } |
| 281 | | <a name="l00365"></a>00365 |
| 282 | | <a name="l00367"></a>00367 <span class="keyword">virtual</span> mat <a class="code" href="classbdm_1_1epdf.html#ab4cf45fd83cc7573ede9fe1215256058" title="Returns N samples, from density .">sample_m</a> ( <span class="keywordtype">int</span> N ) <span class="keyword">const</span>; |
| 283 | | <a name="l00368"></a>00368 |
| 284 | | <a name="l00371"></a><a class="code" href="classbdm_1_1epdf.html#adeab266d63c236c277538867d5c3f249">00371</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1epdf.html#adeab266d63c236c277538867d5c3f249" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
| 285 | | <a name="l00372"></a>00372 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"not implemented"</span> ); |
| 286 | | <a name="l00373"></a>00373 <span class="keywordflow">return</span> 0.0; |
| 287 | | <a name="l00374"></a>00374 } |
| 288 | | <a name="l00375"></a>00375 |
| 289 | | <a name="l00377"></a>00377 <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1epdf.html#ad08b68a5abd461f1b6519597e344caf8" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( <span class="keyword">const</span> mat &Val ) <span class="keyword">const</span>; |
| 290 | | <a name="l00378"></a>00378 |
| 291 | | <a name="l00380"></a>00380 <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1epdf.html#ad08b68a5abd461f1b6519597e344caf8" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( <span class="keyword">const</span> Array<vec> &Avec ) <span class="keyword">const</span>; |
| 292 | | <a name="l00381"></a>00381 |
| 293 | | <a name="l00383"></a>00383 <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> <a class="code" href="classbdm_1_1epdf.html#a1499d35b79bce0cfa64fc5cafb9c03b2" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; |
| 294 | | <a name="l00384"></a>00384 |
| 295 | | <a name="l00386"></a>00386 <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> <a class="code" href="classbdm_1_1epdf.html#aa84b05f5293cab2aeb4e07faffa60906" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; |
| 296 | | <a name="l00387"></a>00387 |
| 297 | | <a name="l00389"></a><a class="code" href="classbdm_1_1epdf.html#a0c8d13d788094605b3cdab20a6e22b75">00389</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1epdf.html#a0c8d13d788094605b3cdab20a6e22b75" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
| 298 | | <a name="l00390"></a>00390 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"not implemneted"</span> ); |
| 299 | | <a name="l00391"></a>00391 <span class="keywordflow">return</span> vec(); |
| 300 | | <a name="l00392"></a>00392 } |
| 301 | | <a name="l00393"></a>00393 |
| 302 | | <a name="l00395"></a><a class="code" href="classbdm_1_1epdf.html#a4543d40ccfc5d549b0c831a57a3ed84c">00395</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1epdf.html#a4543d40ccfc5d549b0c831a57a3ed84c" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
| 303 | | <a name="l00396"></a>00396 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"not implemneted"</span> ); |
| 304 | | <a name="l00397"></a>00397 <span class="keywordflow">return</span> vec(); |
| 305 | | <a name="l00398"></a>00398 } |
| 306 | | <a name="l00399"></a>00399 |
| 307 | | <a name="l00401"></a><a class="code" href="classbdm_1_1epdf.html#a0a7705e80601957f7226d333a0a6d539">00401</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1epdf.html#a0a7705e80601957f7226d333a0a6d539" title="Lower and upper bounds of percentage % quantile, returns mean-2*sigma as default...">qbounds</a> ( vec &lb, vec &ub, <span class="keywordtype">double</span> percentage = 0.95 )<span class="keyword"> const </span>{ |
| 308 | | <a name="l00402"></a>00402 vec mea = <a class="code" href="classbdm_1_1epdf.html#a0c8d13d788094605b3cdab20a6e22b75" title="return expected value">mean</a>(); |
| 309 | | <a name="l00403"></a>00403 vec std = sqrt ( <a class="code" href="classbdm_1_1epdf.html#a4543d40ccfc5d549b0c831a57a3ed84c" title="return expected variance (not covariance!)">variance</a>() ); |
| 310 | | <a name="l00404"></a>00404 lb = mea - 2 * std; |
| 311 | | <a name="l00405"></a>00405 ub = mea + 2 * std; |
| 312 | | <a name="l00406"></a>00406 }; |
| 313 | | <a name="l00408"></a>00408 |
| 314 | | <a name="l00414"></a>00414 |
| 315 | | <a name="l00416"></a><a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff">00416</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv0 ) { |
| 316 | | <a name="l00417"></a>00417 <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> = rv0; |
| 317 | | <a name="l00418"></a>00418 } |
| 318 | | <a name="l00419"></a>00419 |
| 319 | | <a name="l00421"></a><a class="code" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9">00421</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>()<span class="keyword"> const </span>{ |
| 320 | | <a name="l00422"></a>00422 <span class="keywordtype">bool</span> b = ( <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> == <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() ); |
| 321 | | <a name="l00423"></a>00423 <span class="keywordflow">return</span> b; |
| 322 | | <a name="l00424"></a>00424 } |
| 323 | | <a name="l00425"></a>00425 |
| 324 | | <a name="l00427"></a><a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21">00427</a> <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& <a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>()<span class="keyword"> const </span>{ |
| 325 | | <a name="l00428"></a>00428 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">""</span> ); |
| 326 | | <a name="l00429"></a>00429 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>; |
| 327 | | <a name="l00430"></a>00430 } |
| 328 | | <a name="l00432"></a>00432 |
| 329 | | <a name="l00435"></a>00435 |
| 330 | | <a name="l00437"></a><a class="code" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c">00437</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>()<span class="keyword"> const </span>{ |
| 331 | | <a name="l00438"></a>00438 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>; |
| 332 | | <a name="l00439"></a>00439 } |
| 333 | | <a name="l00447"></a><a class="code" href="classbdm_1_1epdf.html#afa9efc98a065b31c630fe18cc418f725">00447</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1epdf.html#afa9efc98a065b31c630fe18cc418f725" title="Load from structure with elements:.">from_setting</a> ( <span class="keyword">const</span> Setting &<span class="keyword">set</span> ) { |
| 334 | | <a name="l00448"></a>00448 <a class="code" href="classbdm_1_1shared__ptr.html" title="A naive implementation of roughly a subset of the std::tr1::shared_ptr spec.">shared_ptr<RV></a> r = UI::build<RV> ( <span class="keyword">set</span>, <span class="stringliteral">"rv"</span>, UI::optional ); |
| 335 | | <a name="l00449"></a>00449 <span class="keywordflow">if</span> ( r ) { |
| 336 | | <a name="l00450"></a>00450 <a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( *r ); |
| 337 | | <a name="l00451"></a>00451 } |
| 338 | | <a name="l00452"></a>00452 } |
| 339 | | <a name="l00453"></a>00453 |
| 340 | | <a name="l00454"></a>00454 }; |
| 341 | | <a name="l00455"></a>00455 SHAREDPTR ( epdf ); |
| 342 | | <a name="l00456"></a>00456 |
| 343 | | <a name="l00458"></a><a class="code" href="classbdm_1_1mpdf.html">00458</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> { |
| 344 | | <a name="l00459"></a>00459 <span class="keyword">protected</span>: |
| 345 | | <a name="l00461"></a><a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6">00461</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a>; |
| 346 | | <a name="l00463"></a><a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288">00463</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>; |
| 347 | | <a name="l00464"></a>00464 <span class="keyword">private</span>: |
| 348 | | <a name="l00466"></a>00466 <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* ep; |
| 349 | | <a name="l00467"></a>00467 |
| 350 | | <a name="l00468"></a>00468 <span class="keyword">protected</span>: |
| 351 | | <a name="l00470"></a><a class="code" href="classbdm_1_1mpdf.html#a147afacb393324bb3f9a7a89e33f835e">00470</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mpdf.html#a147afacb393324bb3f9a7a89e33f835e" title="set internal pointer ep to point to given iepdf ">set_ep</a> ( <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &iepdf ) { |
| 352 | | <a name="l00471"></a>00471 ep = &iepdf; |
| 353 | | <a name="l00472"></a>00472 } |
| 354 | | <a name="l00474"></a><a class="code" href="classbdm_1_1mpdf.html#a7555b377f8b5895c9b759c9628ee3e20">00474</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mpdf.html#a7555b377f8b5895c9b759c9628ee3e20" title="set internal pointer ep to point to given iepdf ">set_ep</a> ( <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> *iepdfp ) { |
| 355 | | <a name="l00475"></a>00475 ep = iepdfp; |
| 356 | | <a name="l00476"></a>00476 } |
| 357 | | <a name="l00477"></a>00477 |
| 358 | | <a name="l00478"></a>00478 <span class="keyword">public</span>: |
| | 261 | <a name="l00326"></a><a class="code" href="classbdm_1_1epdf.html">00326</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> { |
| | 262 | <a name="l00327"></a>00327 <span class="keyword">protected</span>: |
| | 263 | <a name="l00329"></a><a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce">00329</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>; |
| | 264 | <a name="l00331"></a><a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">00331</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>; |
| | 265 | <a name="l00332"></a>00332 |
| | 266 | <a name="l00333"></a>00333 <span class="keyword">public</span>: |
| | 267 | <a name="l00345"></a>00345 <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>() : <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ( 0 ), <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>() {}; |
| | 268 | <a name="l00346"></a>00346 <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &e ) : <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ( e.<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ), <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ( e.<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) {}; |
| | 269 | <a name="l00347"></a>00347 epdf ( <span class="keyword">const</span> RV &rv0 ) : <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ( rv0._dsize() ) { |
| | 270 | <a name="l00348"></a>00348 <a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( rv0 ); |
| | 271 | <a name="l00349"></a>00349 }; |
| | 272 | <a name="l00350"></a>00350 <span class="keywordtype">void</span> set_parameters ( <span class="keywordtype">int</span> dim0 ) { |
| | 273 | <a name="l00351"></a>00351 <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = dim0; |
| | 274 | <a name="l00352"></a>00352 } |
| | 275 | <a name="l00354"></a>00354 |
| | 276 | <a name="l00357"></a>00357 |
| | 277 | <a name="l00359"></a><a class="code" href="classbdm_1_1epdf.html#a75ba57a89681a8efec488f5796c7cc1b">00359</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1epdf.html#a75ba57a89681a8efec488f5796c7cc1b" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{ |
| | 278 | <a name="l00360"></a>00360 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"not implemented"</span> ); |
| | 279 | <a name="l00361"></a>00361 <span class="keywordflow">return</span> vec(); |
| | 280 | <a name="l00362"></a>00362 } |
| | 281 | <a name="l00363"></a>00363 |
| | 282 | <a name="l00365"></a>00365 <span class="keyword">virtual</span> mat <a class="code" href="classbdm_1_1epdf.html#ab4cf45fd83cc7573ede9fe1215256058" title="Returns N samples, from density .">sample_m</a> ( <span class="keywordtype">int</span> N ) <span class="keyword">const</span>; |
| | 283 | <a name="l00366"></a>00366 |
| | 284 | <a name="l00369"></a><a class="code" href="classbdm_1_1epdf.html#adeab266d63c236c277538867d5c3f249">00369</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1epdf.html#adeab266d63c236c277538867d5c3f249" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
| | 285 | <a name="l00370"></a>00370 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"not implemented"</span> ); |
| | 286 | <a name="l00371"></a>00371 <span class="keywordflow">return</span> 0.0; |
| | 287 | <a name="l00372"></a>00372 } |
| | 288 | <a name="l00373"></a>00373 |
| | 289 | <a name="l00375"></a>00375 <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1epdf.html#ad08b68a5abd461f1b6519597e344caf8" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( <span class="keyword">const</span> mat &Val ) <span class="keyword">const</span>; |
| | 290 | <a name="l00376"></a>00376 |
| | 291 | <a name="l00378"></a>00378 <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1epdf.html#ad08b68a5abd461f1b6519597e344caf8" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( <span class="keyword">const</span> Array<vec> &Avec ) <span class="keyword">const</span>; |
| | 292 | <a name="l00379"></a>00379 |
| | 293 | <a name="l00381"></a>00381 <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> <a class="code" href="classbdm_1_1epdf.html#a1499d35b79bce0cfa64fc5cafb9c03b2" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; |
| | 294 | <a name="l00382"></a>00382 |
| | 295 | <a name="l00384"></a>00384 <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> <a class="code" href="classbdm_1_1epdf.html#aa84b05f5293cab2aeb4e07faffa60906" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; |
| | 296 | <a name="l00385"></a>00385 |
| | 297 | <a name="l00387"></a><a class="code" href="classbdm_1_1epdf.html#a0c8d13d788094605b3cdab20a6e22b75">00387</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1epdf.html#a0c8d13d788094605b3cdab20a6e22b75" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
| | 298 | <a name="l00388"></a>00388 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"not implemneted"</span> ); |
| | 299 | <a name="l00389"></a>00389 <span class="keywordflow">return</span> vec(); |
| | 300 | <a name="l00390"></a>00390 } |
| | 301 | <a name="l00391"></a>00391 |
| | 302 | <a name="l00393"></a><a class="code" href="classbdm_1_1epdf.html#a4543d40ccfc5d549b0c831a57a3ed84c">00393</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1epdf.html#a4543d40ccfc5d549b0c831a57a3ed84c" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
| | 303 | <a name="l00394"></a>00394 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"not implemneted"</span> ); |
| | 304 | <a name="l00395"></a>00395 <span class="keywordflow">return</span> vec(); |
| | 305 | <a name="l00396"></a>00396 } |
| | 306 | <a name="l00397"></a>00397 |
| | 307 | <a name="l00399"></a><a class="code" href="classbdm_1_1epdf.html#a0a7705e80601957f7226d333a0a6d539">00399</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1epdf.html#a0a7705e80601957f7226d333a0a6d539" title="Lower and upper bounds of percentage % quantile, returns mean-2*sigma as default...">qbounds</a> ( vec &lb, vec &ub, <span class="keywordtype">double</span> percentage = 0.95 )<span class="keyword"> const </span>{ |
| | 308 | <a name="l00400"></a>00400 vec mea = <a class="code" href="classbdm_1_1epdf.html#a0c8d13d788094605b3cdab20a6e22b75" title="return expected value">mean</a>(); |
| | 309 | <a name="l00401"></a>00401 vec std = sqrt ( <a class="code" href="classbdm_1_1epdf.html#a4543d40ccfc5d549b0c831a57a3ed84c" title="return expected variance (not covariance!)">variance</a>() ); |
| | 310 | <a name="l00402"></a>00402 lb = mea - 2 * std; |
| | 311 | <a name="l00403"></a>00403 ub = mea + 2 * std; |
| | 312 | <a name="l00404"></a>00404 }; |
| | 313 | <a name="l00406"></a>00406 |
| | 314 | <a name="l00412"></a>00412 |
| | 315 | <a name="l00414"></a><a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff">00414</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv0 ) { |
| | 316 | <a name="l00415"></a>00415 <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> = rv0; |
| | 317 | <a name="l00416"></a>00416 } |
| | 318 | <a name="l00417"></a>00417 |
| | 319 | <a name="l00419"></a><a class="code" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9">00419</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>()<span class="keyword"> const </span>{ |
| | 320 | <a name="l00420"></a>00420 <span class="keywordtype">bool</span> b = ( <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> == <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() ); |
| | 321 | <a name="l00421"></a>00421 <span class="keywordflow">return</span> b; |
| | 322 | <a name="l00422"></a>00422 } |
| | 323 | <a name="l00423"></a>00423 |
| | 324 | <a name="l00425"></a><a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21">00425</a> <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& <a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>()<span class="keyword"> const </span>{ |
| | 325 | <a name="l00426"></a>00426 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">""</span> ); |
| | 326 | <a name="l00427"></a>00427 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>; |
| | 327 | <a name="l00428"></a>00428 } |
| | 328 | <a name="l00430"></a>00430 |
| | 329 | <a name="l00433"></a>00433 |
| | 330 | <a name="l00435"></a><a class="code" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c">00435</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>()<span class="keyword"> const </span>{ |
| | 331 | <a name="l00436"></a>00436 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>; |
| | 332 | <a name="l00437"></a>00437 } |
| | 333 | <a name="l00445"></a><a class="code" href="classbdm_1_1epdf.html#afa9efc98a065b31c630fe18cc418f725">00445</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1epdf.html#afa9efc98a065b31c630fe18cc418f725" title="Load from structure with elements:.">from_setting</a> ( <span class="keyword">const</span> Setting &<span class="keyword">set</span> ) { |
| | 334 | <a name="l00446"></a>00446 <a class="code" href="classbdm_1_1shared__ptr.html" title="A naive implementation of roughly a subset of the std::tr1::shared_ptr spec.">shared_ptr<RV></a> r = UI::build<RV> ( <span class="keyword">set</span>, <span class="stringliteral">"rv"</span>, UI::optional ); |
| | 335 | <a name="l00447"></a>00447 <span class="keywordflow">if</span> ( r ) { |
| | 336 | <a name="l00448"></a>00448 <a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( *r ); |
| | 337 | <a name="l00449"></a>00449 } |
| | 338 | <a name="l00450"></a>00450 } |
| | 339 | <a name="l00451"></a>00451 |
| | 340 | <a name="l00452"></a>00452 }; |
| | 341 | <a name="l00453"></a>00453 SHAREDPTR ( epdf ); |
| | 342 | <a name="l00454"></a>00454 |
| | 343 | <a name="l00456"></a><a class="code" href="classbdm_1_1mpdf.html">00456</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> { |
| | 344 | <a name="l00457"></a>00457 <span class="keyword">protected</span>: |
| | 345 | <a name="l00459"></a><a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6">00459</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a>; |
| | 346 | <a name="l00461"></a><a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288">00461</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>; |
| | 347 | <a name="l00462"></a>00462 <span class="keyword">private</span>: |
| | 348 | <a name="l00464"></a>00464 <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* ep; |
| | 349 | <a name="l00465"></a>00465 |
| | 350 | <a name="l00466"></a>00466 <span class="keyword">protected</span>: |
| | 351 | <a name="l00468"></a><a class="code" href="classbdm_1_1mpdf.html#a147afacb393324bb3f9a7a89e33f835e">00468</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mpdf.html#a147afacb393324bb3f9a7a89e33f835e" title="set internal pointer ep to point to given iepdf ">set_ep</a> ( <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &iepdf ) { |
| | 352 | <a name="l00469"></a>00469 ep = &iepdf; |
| | 353 | <a name="l00470"></a>00470 } |
| | 354 | <a name="l00472"></a><a class="code" href="classbdm_1_1mpdf.html#a7555b377f8b5895c9b759c9628ee3e20">00472</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mpdf.html#a7555b377f8b5895c9b759c9628ee3e20" title="set internal pointer ep to point to given iepdf ">set_ep</a> ( <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> *iepdfp ) { |
| | 355 | <a name="l00473"></a>00473 ep = iepdfp; |
| | 356 | <a name="l00474"></a>00474 } |
| | 357 | <a name="l00475"></a>00475 |
| | 358 | <a name="l00476"></a>00476 <span class="keyword">public</span>: |
| | 359 | <a name="l00479"></a>00479 |
| | 360 | <a name="l00480"></a>00480 <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a>() : <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> ( 0 ), <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>(), ep ( NULL ) { } |
| 360 | | <a name="l00482"></a>00482 <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a>() : <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> ( 0 ), <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>(), ep ( NULL ) { } |
| 361 | | <a name="l00483"></a>00483 |
| 362 | | <a name="l00484"></a>00484 mpdf ( <span class="keyword">const</span> mpdf &m ) : <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> ( m.<a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> ), <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ( m.<a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ), ep ( m.ep ) { } |
| 363 | | <a name="l00486"></a>00486 |
| 364 | | <a name="l00489"></a>00489 |
| 365 | | <a name="l00491"></a><a class="code" href="classbdm_1_1mpdf.html#af0c1db6fcbb3aae2dd6123884457a367">00491</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1mpdf.html#af0c1db6fcbb3aae2dd6123884457a367" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &cond ) { |
| 366 | | <a name="l00492"></a>00492 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented"</span> ); |
| 367 | | <a name="l00493"></a>00493 <span class="keywordflow">return</span> vec(); |
| 368 | | <a name="l00494"></a>00494 } |
| 369 | | <a name="l00495"></a>00495 |
| 370 | | <a name="l00497"></a>00497 <span class="keyword">virtual</span> mat <a class="code" href="classbdm_1_1mpdf.html#a6e497d501331057309d2fddf63259d1a" title="Returns.">samplecond_m</a> ( <span class="keyword">const</span> vec &cond, <span class="keywordtype">int</span> N ); |
| 371 | | <a name="l00498"></a>00498 |
| 372 | | <a name="l00500"></a><a class="code" href="classbdm_1_1mpdf.html#a6336a8a72462e2a56a3989a220f18b1b">00500</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mpdf.html#a6336a8a72462e2a56a3989a220f18b1b" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &dt, <span class="keyword">const</span> vec &cond ) { |
| 373 | | <a name="l00501"></a>00501 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented"</span> ); |
| 374 | | <a name="l00502"></a>00502 <span class="keywordflow">return</span> 0.0; |
| 375 | | <a name="l00503"></a>00503 } |
| 376 | | <a name="l00504"></a>00504 |
| 377 | | <a name="l00506"></a><a class="code" href="classbdm_1_1mpdf.html#a0b0ed1ed663071bb7cf4a1349eb94fcb">00506</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1mpdf.html#a0b0ed1ed663071bb7cf4a1349eb94fcb" title="Matrix version of evallogcond.">evallogcond_m</a> ( <span class="keyword">const</span> mat &Dt, <span class="keyword">const</span> vec &cond ) { |
| 378 | | <a name="l00507"></a>00507 vec v ( Dt.cols() ); |
| 379 | | <a name="l00508"></a>00508 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < Dt.cols(); i++ ) { |
| 380 | | <a name="l00509"></a>00509 v ( i ) = <a class="code" href="classbdm_1_1mpdf.html#a6336a8a72462e2a56a3989a220f18b1b" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( Dt.get_col ( i ), cond ); |
| 381 | | <a name="l00510"></a>00510 } |
| 382 | | <a name="l00511"></a>00511 <span class="keywordflow">return</span> v; |
| 383 | | <a name="l00512"></a>00512 } |
| 384 | | <a name="l00513"></a>00513 |
| 385 | | <a name="l00515"></a><a class="code" href="classbdm_1_1mpdf.html#a2a0d03756f59924fd038980ee60bd904">00515</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1mpdf.html#a2a0d03756f59924fd038980ee60bd904" title="Array&lt;vec&gt; version of evallogcond.">evallogcond_m</a> ( <span class="keyword">const</span> Array<vec> &Dt, <span class="keyword">const</span> vec &cond ) { |
| 386 | | <a name="l00516"></a>00516 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented"</span> ); |
| 387 | | <a name="l00517"></a>00517 <span class="keywordflow">return</span> vec(); |
| 388 | | <a name="l00518"></a>00518 } |
| 389 | | <a name="l00519"></a>00519 |
| 390 | | <a name="l00522"></a>00522 |
| 391 | | <a name="l00523"></a>00523 <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& _rv()<span class="keyword"> const </span>{ |
| 392 | | <a name="l00524"></a>00524 <span class="keywordflow">return</span> ep-><a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>(); |
| 393 | | <a name="l00525"></a>00525 } |
| 394 | | <a name="l00526"></a>00526 <span class="keyword">const</span> RV& _rvc()<span class="keyword"> const </span>{ |
| 395 | | <a name="l00527"></a>00527 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>; |
| 396 | | <a name="l00528"></a>00528 } |
| 397 | | <a name="l00529"></a>00529 |
| 398 | | <a name="l00530"></a>00530 <span class="keywordtype">int</span> dimension()<span class="keyword"> const </span>{ |
| 399 | | <a name="l00531"></a>00531 <span class="keywordflow">return</span> ep->dimension(); |
| 400 | | <a name="l00532"></a>00532 } |
| 401 | | <a name="l00533"></a>00533 <span class="keywordtype">int</span> dimensionc() { |
| 402 | | <a name="l00534"></a>00534 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a>; |
| 403 | | <a name="l00535"></a>00535 } |
| 404 | | <a name="l00536"></a>00536 |
| 405 | | <a name="l00546"></a>00546 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mpdf.html#a30a0bceb948e287d497c578e371b1667" title="Load from structure with elements:.">from_setting</a> ( <span class="keyword">const</span> Setting &<span class="keyword">set</span> ); |
| 406 | | <a name="l00548"></a>00548 |
| 407 | | <a name="l00551"></a>00551 <span class="keywordtype">void</span> set_rvc ( <span class="keyword">const</span> RV &rvc0 ) { |
| 408 | | <a name="l00552"></a>00552 <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = rvc0; |
| 409 | | <a name="l00553"></a>00553 } |
| 410 | | <a name="l00554"></a>00554 <span class="keywordtype">void</span> set_rv ( <span class="keyword">const</span> RV &rv0 ) { |
| 411 | | <a name="l00555"></a>00555 ep->set_rv ( rv0 ); |
| 412 | | <a name="l00556"></a>00556 } |
| 413 | | <a name="l00557"></a>00557 <span class="keywordtype">bool</span> isnamed() { |
| 414 | | <a name="l00558"></a>00558 <span class="keywordflow">return</span> ( ep->isnamed() ) && ( <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> == <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>._dsize() ); |
| 415 | | <a name="l00559"></a>00559 } |
| 416 | | <a name="l00561"></a>00561 }; |
| 417 | | <a name="l00562"></a>00562 SHAREDPTR ( mpdf ); |
| 418 | | <a name="l00563"></a>00563 |
| 419 | | <a name="l00565"></a>00565 <span class="keyword">template</span> <<span class="keyword">class</span> EPDF> |
| 420 | | <a name="l00566"></a><a class="code" href="classbdm_1_1mpdf__internal.html">00566</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> { |
| 421 | | <a name="l00567"></a>00567 <span class="keyword">protected</span> : |
| 422 | | <a name="l00569"></a><a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468">00569</a> EPDF <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>; |
| 423 | | <a name="l00570"></a>00570 <span class="keyword">public</span>: |
| 424 | | <a name="l00572"></a><a class="code" href="classbdm_1_1mpdf__internal.html#ae054b86262261abe0724f5890218689f">00572</a> <a class="code" href="classbdm_1_1mpdf__internal.html#ae054b86262261abe0724f5890218689f" title="constructor">mpdf_internal</a>() : <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a>(), <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>() { |
| 425 | | <a name="l00573"></a>00573 <a class="code" href="classbdm_1_1mpdf.html#a147afacb393324bb3f9a7a89e33f835e" title="set internal pointer ep to point to given iepdf ">set_ep</a> ( <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a> ); |
| 426 | | <a name="l00574"></a>00574 } |
| 427 | | <a name="l00575"></a>00575 |
| 428 | | <a name="l00578"></a><a class="code" href="classbdm_1_1mpdf__internal.html#a1ac61da081667fc54bcd050cc4f6a93e">00578</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mpdf__internal.html#a1ac61da081667fc54bcd050cc4f6a93e" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> ( <span class="keyword">const</span> vec &cond ) { |
| 429 | | <a name="l00579"></a>00579 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented"</span> ); |
| 430 | | <a name="l00580"></a>00580 } |
| 431 | | <a name="l00581"></a>00581 |
| 432 | | <a name="l00583"></a><a class="code" href="classbdm_1_1mpdf__internal.html#a6b4d1cb8d7e230e313b4f0c905874d5a">00583</a> EPDF& <a class="code" href="classbdm_1_1mpdf__internal.html#a6b4d1cb8d7e230e313b4f0c905874d5a" title="access function to iepdf">e</a>() { |
| 433 | | <a name="l00584"></a>00584 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>; |
| 434 | | <a name="l00585"></a>00585 } |
| 435 | | <a name="l00586"></a>00586 |
| 436 | | <a name="l00588"></a>00588 vec <a class="code" href="classbdm_1_1mpdf__internal.html#ad8e547695d1cc19219b91164d825c930" title="Reimplements samplecond using condition().">samplecond</a> ( <span class="keyword">const</span> vec &cond ); |
| 437 | | <a name="l00590"></a>00590 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mpdf__internal.html#a89076e62b8d7df7616bad68c94591948" title="Reimplements evallogcond using condition().">evallogcond</a> ( <span class="keyword">const</span> vec &val, <span class="keyword">const</span> vec &cond ); |
| 438 | | <a name="l00592"></a>00592 <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1mpdf__internal.html#ae28c214e3063733a6e4d17738941c61c" title="Efficient version of evallogcond for matrices.">evallogcond_m</a> ( <span class="keyword">const</span> mat &Dt, <span class="keyword">const</span> vec &cond ); |
| 439 | | <a name="l00594"></a>00594 <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1mpdf__internal.html#ae28c214e3063733a6e4d17738941c61c" title="Efficient version of evallogcond for matrices.">evallogcond_m</a> ( <span class="keyword">const</span> Array<vec> &Dt, <span class="keyword">const</span> vec &cond ); |
| 440 | | <a name="l00596"></a>00596 <span class="keyword">virtual</span> mat <a class="code" href="classbdm_1_1mpdf__internal.html#a9554c554054da2d22cb8e908ae9c8823" title="Efficient version of samplecond.">samplecond_m</a> ( <span class="keyword">const</span> vec &cond, <span class="keywordtype">int</span> N ); |
| 441 | | <a name="l00597"></a>00597 }; |
| 442 | | <a name="l00598"></a>00598 |
| 443 | | <a name="l00624"></a><a class="code" href="classbdm_1_1datalink.html">00624</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a> { |
| 444 | | <a name="l00625"></a>00625 <span class="keyword">protected</span>: |
| 445 | | <a name="l00627"></a><a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c">00627</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a>; |
| 446 | | <a name="l00628"></a>00628 |
| 447 | | <a name="l00630"></a><a class="code" href="classbdm_1_1datalink.html#a0f0d0af6848114d96108d3a6af25a045">00630</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1datalink.html#a0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &quot;Up&quot; should be.">upsize</a>; |
| 448 | | <a name="l00631"></a>00631 |
| 449 | | <a name="l00633"></a><a class="code" href="classbdm_1_1datalink.html#a240b37d793c6bdc32824ed0a0541b1eb">00633</a> ivec <a class="code" href="classbdm_1_1datalink.html#a240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indices of the upper val">v2v_up</a>; |
| 450 | | <a name="l00634"></a>00634 |
| 451 | | <a name="l00635"></a>00635 <span class="keyword">public</span>: |
| 452 | | <a name="l00637"></a><a class="code" href="classbdm_1_1datalink.html#ab8b5d5074fc1310a37c3713d58b900e2">00637</a> <a class="code" href="classbdm_1_1datalink.html#ab8b5d5074fc1310a37c3713d58b900e2" title="Constructor.">datalink</a>() : <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a> ( 0 ), <a class="code" href="classbdm_1_1datalink.html#a0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &quot;Up&quot; should be.">upsize</a> ( 0 ) { } |
| 453 | | <a name="l00638"></a>00638 |
| 454 | | <a name="l00640"></a><a class="code" href="classbdm_1_1datalink.html#a4016403730eb742462614d60393565cd">00640</a> <a class="code" href="classbdm_1_1datalink.html#a4016403730eb742462614d60393565cd" title="Convenience constructor.">datalink</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up ) { |
| 455 | | <a name="l00641"></a>00641 <a class="code" href="classbdm_1_1datalink.html#afb8337aac8329eb0ca96bfb3ff73ec67" title="set connection, rv must be fully present in rv_up">set_connection</a> ( rv, rv_up ); |
| 456 | | <a name="l00642"></a>00642 } |
| 457 | | <a name="l00643"></a>00643 |
| 458 | | <a name="l00645"></a>00645 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink.html#afb8337aac8329eb0ca96bfb3ff73ec67" title="set connection, rv must be fully present in rv_up">set_connection</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up ); |
| 459 | | <a name="l00646"></a>00646 |
| 460 | | <a name="l00648"></a>00648 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink.html#afb8337aac8329eb0ca96bfb3ff73ec67" title="set connection, rv must be fully present in rv_up">set_connection</a> ( <span class="keywordtype">int</span> ds, <span class="keywordtype">int</span> us, <span class="keyword">const</span> ivec &upind ); |
| 461 | | <a name="l00649"></a>00649 |
| 462 | | <a name="l00651"></a><a class="code" href="classbdm_1_1datalink.html#a5b5368c3899eed2f670d09142c2548e5">00651</a> vec <a class="code" href="classbdm_1_1datalink.html#a5b5368c3899eed2f670d09142c2548e5" title="Get val for myself from val of &quot;Up&quot;.">pushdown</a> ( <span class="keyword">const</span> vec &val_up ) { |
| 463 | | <a name="l00652"></a>00652 vec tmp ( <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a> ); |
| 464 | | <a name="l00653"></a>00653 <a class="code" href="classbdm_1_1datalink.html#abfc15c5e565d4dc1d0110deb5e8c3e6b" title="Get val for vector val_down from val of &quot;Up&quot;.">filldown</a> ( val_up, tmp ); |
| 465 | | <a name="l00654"></a>00654 <span class="keywordflow">return</span> tmp; |
| 466 | | <a name="l00655"></a>00655 } |
| 467 | | <a name="l00657"></a><a class="code" href="classbdm_1_1datalink.html#abfc15c5e565d4dc1d0110deb5e8c3e6b">00657</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink.html#abfc15c5e565d4dc1d0110deb5e8c3e6b" title="Get val for vector val_down from val of &quot;Up&quot;.">filldown</a> ( <span class="keyword">const</span> vec &val_up, vec &val_down ) { |
| 468 | | <a name="l00658"></a>00658 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1datalink.html#a0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &quot;Up&quot; should be.">upsize</a> == val_up.length(), <span class="stringliteral">"Wrong val_up"</span> ); |
| 469 | | <a name="l00659"></a>00659 val_down = val_up ( <a class="code" href="classbdm_1_1datalink.html#a240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indices of the upper val">v2v_up</a> ); |
| 470 | | <a name="l00660"></a>00660 } |
| 471 | | <a name="l00662"></a><a class="code" href="classbdm_1_1datalink.html#a610e966f2edb1fcd6a5b28267c571793">00662</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink.html#a610e966f2edb1fcd6a5b28267c571793" title="Fill val of &quot;Up&quot; by my pieces.">pushup</a> ( vec &val_up, <span class="keyword">const</span> vec &val ) { |
| 472 | | <a name="l00663"></a>00663 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a> == val.length(), <span class="stringliteral">"Wrong val"</span> ); |
| 473 | | <a name="l00664"></a>00664 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1datalink.html#a0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &quot;Up&quot; should be.">upsize</a> == val_up.length(), <span class="stringliteral">"Wrong val_up"</span> ); |
| 474 | | <a name="l00665"></a>00665 set_subvector ( val_up, <a class="code" href="classbdm_1_1datalink.html#a240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indices of the upper val">v2v_up</a>, val ); |
| 475 | | <a name="l00666"></a>00666 } |
| 476 | | <a name="l00668"></a><a class="code" href="classbdm_1_1datalink.html#a340c5a253544a1dc2fd87932a5341c32">00668</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1datalink.html#a340c5a253544a1dc2fd87932a5341c32" title="access functions">_upsize</a>() { |
| 477 | | <a name="l00669"></a>00669 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1datalink.html#a0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &quot;Up&quot; should be.">upsize</a>; |
| 478 | | <a name="l00670"></a>00670 } |
| 479 | | <a name="l00672"></a><a class="code" href="classbdm_1_1datalink.html#a8f0cce4477e906f3090bb803e06d8698">00672</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1datalink.html#a8f0cce4477e906f3090bb803e06d8698" title="access functions">_downsize</a>() { |
| 480 | | <a name="l00673"></a>00673 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a>; |
| 481 | | <a name="l00674"></a>00674 } |
| 482 | | <a name="l00675"></a>00675 }; |
| 483 | | <a name="l00676"></a>00676 |
| 484 | | <a name="l00679"></a><a class="code" href="classbdm_1_1datalink__part.html">00679</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1datalink__part.html">datalink_part</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a> { |
| 485 | | <a name="l00680"></a>00680 <span class="keyword">protected</span>: |
| 486 | | <a name="l00682"></a><a class="code" href="classbdm_1_1datalink__part.html#a64f64e7e6357419240bc2b1b0749c943">00682</a> ivec <a class="code" href="classbdm_1_1datalink__part.html#a64f64e7e6357419240bc2b1b0749c943" title="indeces of values in vector downsize">v2v_down</a>; |
| 487 | | <a name="l00683"></a>00683 <span class="keyword">public</span>: |
| 488 | | <a name="l00684"></a>00684 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__part.html#a6cef1083755c27e4476501abe6f49dce" title="set connection, rv must be fully present in rv_up">set_connection</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up ); |
| 489 | | <a name="l00686"></a><a class="code" href="classbdm_1_1datalink__part.html#aaba9b673ef82584e1bc06cc7a32b0a59">00686</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__part.html#aaba9b673ef82584e1bc06cc7a32b0a59" title="Get val for vector val_down from val of &quot;Up&quot;.">filldown</a> ( <span class="keyword">const</span> vec &val_up, vec &val_down ) { |
| 490 | | <a name="l00687"></a>00687 set_subvector ( val_down, <a class="code" href="classbdm_1_1datalink__part.html#a64f64e7e6357419240bc2b1b0749c943" title="indeces of values in vector downsize">v2v_down</a>, val_up ( <a class="code" href="classbdm_1_1datalink.html#a240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indices of the upper val">v2v_up</a> ) ); |
| 491 | | <a name="l00688"></a>00688 } |
| 492 | | <a name="l00689"></a>00689 }; |
| 493 | | <a name="l00690"></a>00690 |
| 494 | | <a name="l00695"></a><a class="code" href="classbdm_1_1datalink__buffered.html">00695</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1datalink__buffered.html" title="Datalink that buffers delayed values - do not forget to call step().">datalink_buffered</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1datalink__part.html">datalink_part</a> { |
| 495 | | <a name="l00696"></a>00696 <span class="keyword">protected</span>: |
| 496 | | <a name="l00698"></a><a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988">00698</a> vec <a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988" title="History, ordered as .">history</a>; |
| 497 | | <a name="l00700"></a><a class="code" href="classbdm_1_1datalink__buffered.html#a211c56b68be3864d535a8b75d735ebdc">00700</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1datalink__buffered.html#a211c56b68be3864d535a8b75d735ebdc" title="rv of the history">Hrv</a>; |
| 498 | | <a name="l00702"></a><a class="code" href="classbdm_1_1datalink__buffered.html#aa1ce2032fe5c86fa87d80baccb9aacd7">00702</a> ivec <a class="code" href="classbdm_1_1datalink__buffered.html#aa1ce2032fe5c86fa87d80baccb9aacd7" title="h2v : indeces in down">h2v_down</a>; |
| 499 | | <a name="l00704"></a><a class="code" href="classbdm_1_1datalink__buffered.html#ada58df16761169992059b8cd91d070c5">00704</a> ivec <a class="code" href="classbdm_1_1datalink__buffered.html#ada58df16761169992059b8cd91d070c5" title="h2v : indeces in history">h2v_hist</a>; |
| 500 | | <a name="l00706"></a><a class="code" href="classbdm_1_1datalink__buffered.html#a0b09e10e42212497170ed5642bce7dbc">00706</a> ivec <a class="code" href="classbdm_1_1datalink__buffered.html#a0b09e10e42212497170ed5642bce7dbc" title="v2h: indeces of up too be pushed to h">v2h_up</a>; |
| 501 | | <a name="l00707"></a>00707 <span class="keyword">public</span>: |
| 502 | | <a name="l00708"></a>00708 |
| 503 | | <a name="l00709"></a>00709 <a class="code" href="classbdm_1_1datalink__buffered.html" title="Datalink that buffers delayed values - do not forget to call step().">datalink_buffered</a>() : <a class="code" href="classbdm_1_1datalink__part.html">datalink_part</a>(), <a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988" title="History, ordered as .">history</a> ( 0 ), <a class="code" href="classbdm_1_1datalink__buffered.html#aa1ce2032fe5c86fa87d80baccb9aacd7" title="h2v : indeces in down">h2v_down</a> ( 0 ), <a class="code" href="classbdm_1_1datalink__buffered.html#ada58df16761169992059b8cd91d070c5" title="h2v : indeces in history">h2v_hist</a> ( 0 ) {}; |
| 504 | | <a name="l00711"></a><a class="code" href="classbdm_1_1datalink__buffered.html#af137706c55891ba8a8aecc52ea96865f">00711</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__buffered.html#af137706c55891ba8a8aecc52ea96865f" title="push current data to history">step</a> ( <span class="keyword">const</span> vec &val_up ) { |
| 505 | | <a name="l00712"></a>00712 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1datalink__buffered.html#a0b09e10e42212497170ed5642bce7dbc" title="v2h: indeces of up too be pushed to h">v2h_up</a>.length() > 0 ) { |
| 506 | | <a name="l00713"></a>00713 <a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988" title="History, ordered as .">history</a>.shift_right ( 0, <a class="code" href="classbdm_1_1datalink__buffered.html#a0b09e10e42212497170ed5642bce7dbc" title="v2h: indeces of up too be pushed to h">v2h_up</a>.length() ); |
| 507 | | <a name="l00714"></a>00714 <a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988" title="History, ordered as .">history</a>.set_subvector ( 0, val_up(<a class="code" href="classbdm_1_1datalink__buffered.html#a0b09e10e42212497170ed5642bce7dbc" title="v2h: indeces of up too be pushed to h">v2h_up</a>) ); |
| 508 | | <a name="l00715"></a>00715 } |
| 509 | | <a name="l00716"></a>00716 } |
| 510 | | <a name="l00718"></a><a class="code" href="classbdm_1_1datalink__buffered.html#ae665d66cb42862c1181645c438110a96">00718</a> vec <a class="code" href="classbdm_1_1datalink__buffered.html#ae665d66cb42862c1181645c438110a96" title="Get val for myself from val of &quot;Up&quot;.">pushdown</a> ( <span class="keyword">const</span> vec &val_up ) { |
| 511 | | <a name="l00719"></a>00719 vec tmp ( <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a> ); |
| 512 | | <a name="l00720"></a>00720 <a class="code" href="classbdm_1_1datalink__buffered.html#a681745a319728a416486df38aacd579f" title="Get val for vector val_down from val of &quot;Up&quot;.">filldown</a> ( val_up, tmp ); |
| 513 | | <a name="l00721"></a>00721 <span class="keywordflow">return</span> tmp; |
| 514 | | <a name="l00722"></a>00722 } |
| 515 | | <a name="l00723"></a>00723 |
| 516 | | <a name="l00724"></a><a class="code" href="classbdm_1_1datalink__buffered.html#a681745a319728a416486df38aacd579f">00724</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__buffered.html#a681745a319728a416486df38aacd579f" title="Get val for vector val_down from val of &quot;Up&quot;.">filldown</a> ( <span class="keyword">const</span> vec &val_up, vec &val_down ) { |
| 517 | | <a name="l00725"></a>00725 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( val_down.length() >= <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a>, <span class="stringliteral">"short val_down"</span> ); |
| 518 | | <a name="l00726"></a>00726 |
| 519 | | <a name="l00727"></a>00727 set_subvector ( val_down, <a class="code" href="classbdm_1_1datalink__part.html#a64f64e7e6357419240bc2b1b0749c943" title="indeces of values in vector downsize">v2v_down</a>, val_up ( <a class="code" href="classbdm_1_1datalink.html#a240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indices of the upper val">v2v_up</a> ) ); <span class="comment">// copy direct values</span> |
| 520 | | <a name="l00728"></a>00728 set_subvector ( val_down, <a class="code" href="classbdm_1_1datalink__buffered.html#aa1ce2032fe5c86fa87d80baccb9aacd7" title="h2v : indeces in down">h2v_down</a>, <a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988" title="History, ordered as .">history</a> ( <a class="code" href="classbdm_1_1datalink__buffered.html#ada58df16761169992059b8cd91d070c5" title="h2v : indeces in history">h2v_hist</a> ) ); <span class="comment">// copy delayed values</span> |
| 521 | | <a name="l00729"></a>00729 } |
| 522 | | <a name="l00730"></a>00730 |
| 523 | | <a name="l00731"></a><a class="code" href="classbdm_1_1datalink__buffered.html#aadefa427312905425ebab8531da1846a">00731</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__buffered.html#aadefa427312905425ebab8531da1846a" title="set connection, rv must be fully present in rv_up">set_connection</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up ) { |
| 524 | | <a name="l00732"></a>00732 <span class="comment">// create link between up and down</span> |
| 525 | | <a name="l00733"></a>00733 <a class="code" href="classbdm_1_1datalink__buffered.html#aadefa427312905425ebab8531da1846a" title="set connection, rv must be fully present in rv_up">datalink_part::set_connection</a> ( rv, rv_up ); |
| 526 | | <a name="l00734"></a>00734 |
| 527 | | <a name="l00735"></a>00735 <span class="comment">// create rvs of history</span> |
| 528 | | <a name="l00736"></a>00736 <span class="comment">// we can store only what we get in rv_up - everything else is removed</span> |
| 529 | | <a name="l00737"></a>00737 ivec valid_ids = rv.<a class="code" href="classbdm_1_1RV.html#aa858d36d0264e1f1c89500531162fdf1" title="Find indices of self in another rv, ignore time,.">findself_ids</a> ( rv_up ); |
| 530 | | <a name="l00738"></a>00738 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rv_hist = rv.<a class="code" href="classbdm_1_1RV.html#ac0c04ab99ded62e1e05bcefb151ebeb9" title="Select only variables at indices ind.">subselect</a> ( find ( valid_ids >= 0 ) ); <span class="comment">// select only rvs that are in rv_up</span> |
| 531 | | <a name="l00739"></a>00739 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rv_hist0 =rv_hist.remove_time(); <span class="comment">// these RVs will form history at time =0</span> |
| 532 | | <a name="l00740"></a>00740 <a class="code" href="classbdm_1_1datalink__buffered.html#a0b09e10e42212497170ed5642bce7dbc" title="v2h: indeces of up too be pushed to h">v2h_up</a> = rv_hist0.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a>(rv_up); <span class="comment">// indeces of elements of rv_up to be copied</span> |
| 533 | | <a name="l00741"></a>00741 <span class="comment">// now we need to know what is needed from Up</span> |
| 534 | | <a name="l00742"></a>00742 rv_hist = rv_hist.<a class="code" href="classbdm_1_1RV.html#ac5819f71d774649412c10b8e1716be1e" title="return rvs with expanded delayes and sorted in the order of:">expand_delayes</a>(); <span class="comment">// full regressor - including time 0</span> |
| 535 | | <a name="l00743"></a>00743 <a class="code" href="classbdm_1_1datalink__buffered.html#a211c56b68be3864d535a8b75d735ebdc" title="rv of the history">Hrv</a>=rv_hist.<a class="code" href="classbdm_1_1RV.html#aaec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a>(rv_hist0); <span class="comment">// remove time 0</span> |
| 536 | | <a name="l00744"></a>00744 <a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988" title="History, ordered as .">history</a> = zeros ( <a class="code" href="classbdm_1_1datalink__buffered.html#a211c56b68be3864d535a8b75d735ebdc" title="rv of the history">Hrv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() ); |
| 537 | | <a name="l00745"></a>00745 |
| 538 | | <a name="l00746"></a>00746 <a class="code" href="classbdm_1_1datalink__buffered.html#a211c56b68be3864d535a8b75d735ebdc" title="rv of the history">Hrv</a>.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> ( rv, <a class="code" href="classbdm_1_1datalink__buffered.html#ada58df16761169992059b8cd91d070c5" title="h2v : indeces in history">h2v_hist</a>, <a class="code" href="classbdm_1_1datalink__buffered.html#aa1ce2032fe5c86fa87d80baccb9aacd7" title="h2v : indeces in down">h2v_down</a> ); |
| 539 | | <a name="l00747"></a>00747 |
| 540 | | <a name="l00748"></a>00748 <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a> = <a class="code" href="classbdm_1_1datalink__part.html#a64f64e7e6357419240bc2b1b0749c943" title="indeces of values in vector downsize">v2v_down</a>.length() + <a class="code" href="classbdm_1_1datalink__buffered.html#aa1ce2032fe5c86fa87d80baccb9aacd7" title="h2v : indeces in down">h2v_down</a>.length(); |
| 541 | | <a name="l00749"></a>00749 <a class="code" href="classbdm_1_1datalink.html#a0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &quot;Up&quot; should be.">upsize</a> = <a class="code" href="classbdm_1_1datalink.html#a240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indices of the upper val">v2v_up</a>.length(); |
| 542 | | <a name="l00750"></a>00750 } |
| 543 | | <a name="l00752"></a><a class="code" href="classbdm_1_1datalink__buffered.html#ac95435dc0781d14529cddde9b2894b6d">00752</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__buffered.html#ac95435dc0781d14529cddde9b2894b6d" title="set history of variable given by rv1 to values of hist.">set_history</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& rv1, <span class="keyword">const</span> vec &hist0){ |
| 544 | | <a name="l00753"></a>00753 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(rv1.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>()==hist0.length(),<span class="stringliteral">"hist is not compatible with given rv1"</span>); |
| 545 | | <a name="l00754"></a>00754 ivec ind_H; |
| 546 | | <a name="l00755"></a>00755 ivec ind_h0; |
| 547 | | <a name="l00756"></a>00756 <a class="code" href="classbdm_1_1datalink__buffered.html#a211c56b68be3864d535a8b75d735ebdc" title="rv of the history">Hrv</a>.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a>(rv1, ind_H, ind_h0); <span class="comment">// find indeces of rv in </span> |
| 548 | | <a name="l00757"></a>00757 set_subvector(<a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988" title="History, ordered as .">history</a>, ind_H, hist0(ind_h0)); <span class="comment">// copy given hist to appropriate places</span> |
| 549 | | <a name="l00758"></a>00758 } |
| 550 | | <a name="l00759"></a>00759 }; |
| 551 | | <a name="l00760"></a>00760 |
| 552 | | <a name="l00762"></a><a class="code" href="classbdm_1_1datalink__2to1__buffered.html">00762</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1datalink__2to1__buffered.html" title="buffered datalink from 2 vectors to 1">datalink_2to1_buffered</a> { |
| 553 | | <a name="l00763"></a>00763 <span class="keyword">protected</span>: |
| 554 | | <a name="l00764"></a>00764 <a class="code" href="classbdm_1_1datalink__buffered.html" title="Datalink that buffers delayed values - do not forget to call step().">datalink_buffered</a> dl1; |
| 555 | | <a name="l00765"></a>00765 <a class="code" href="classbdm_1_1datalink__buffered.html" title="Datalink that buffers delayed values - do not forget to call step().">datalink_buffered</a> dl2; |
| 556 | | <a name="l00766"></a>00766 <span class="keyword">public</span>: |
| 557 | | <a name="l00768"></a><a class="code" href="classbdm_1_1datalink__2to1__buffered.html#aef1441b4885ae4d8e95b3ff28e575364">00768</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__2to1__buffered.html#aef1441b4885ae4d8e95b3ff28e575364" title="set connection between RVs">set_connection</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up1, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up2 ) { |
| 558 | | <a name="l00769"></a>00769 dl1.<a class="code" href="classbdm_1_1datalink__buffered.html#aadefa427312905425ebab8531da1846a" title="set connection, rv must be fully present in rv_up">set_connection</a> ( rv, rv_up1 ); |
| 559 | | <a name="l00770"></a>00770 dl2.<a class="code" href="classbdm_1_1datalink__buffered.html#aadefa427312905425ebab8531da1846a" title="set connection, rv must be fully present in rv_up">set_connection</a> ( rv, rv_up2 ); |
| 560 | | <a name="l00771"></a>00771 } |
| 561 | | <a name="l00772"></a>00772 <span class="keywordtype">void</span> filldown ( <span class="keyword">const</span> vec &val1, <span class="keyword">const</span> vec &val2, vec &val_down ) { |
| 562 | | <a name="l00773"></a>00773 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( val_down.length() >= dl1.<a class="code" href="classbdm_1_1datalink.html#a8f0cce4477e906f3090bb803e06d8698" title="access functions">_downsize</a>() + dl2.<a class="code" href="classbdm_1_1datalink.html#a8f0cce4477e906f3090bb803e06d8698" title="access functions">_downsize</a>(), <span class="stringliteral">"short val_down"</span> ); |
| 563 | | <a name="l00774"></a>00774 dl1.<a class="code" href="classbdm_1_1datalink__buffered.html#a681745a319728a416486df38aacd579f" title="Get val for vector val_down from val of &quot;Up&quot;.">filldown</a> ( val1, val_down ); |
| 564 | | <a name="l00775"></a>00775 dl2.<a class="code" href="classbdm_1_1datalink__buffered.html#a681745a319728a416486df38aacd579f" title="Get val for vector val_down from val of &quot;Up&quot;.">filldown</a> ( val2, val_down ); |
| 565 | | <a name="l00776"></a>00776 } |
| 566 | | <a name="l00777"></a>00777 <span class="keywordtype">void</span> step ( <span class="keyword">const</span> vec &dt, <span class="keyword">const</span> vec &ut ) { |
| 567 | | <a name="l00778"></a>00778 dl1.step ( dt ); |
| 568 | | <a name="l00779"></a>00779 dl2.step ( ut ); |
| 569 | | <a name="l00780"></a>00780 } |
| 570 | | <a name="l00781"></a>00781 }; |
| 571 | | <a name="l00782"></a>00782 |
| 572 | | <a name="l00783"></a>00783 |
| | 362 | <a name="l00482"></a>00482 mpdf ( <span class="keyword">const</span> mpdf &m ) : <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> ( m.<a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> ), <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ( m.<a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ), ep ( m.ep ) { } |
| | 363 | <a name="l00484"></a>00484 |
| | 364 | <a name="l00487"></a>00487 |
| | 365 | <a name="l00489"></a><a class="code" href="classbdm_1_1mpdf.html#af0c1db6fcbb3aae2dd6123884457a367">00489</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1mpdf.html#af0c1db6fcbb3aae2dd6123884457a367" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &cond ) { |
| | 366 | <a name="l00490"></a>00490 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented"</span> ); |
| | 367 | <a name="l00491"></a>00491 <span class="keywordflow">return</span> vec(); |
| | 368 | <a name="l00492"></a>00492 } |
| | 369 | <a name="l00493"></a>00493 |
| | 370 | <a name="l00495"></a>00495 <span class="keyword">virtual</span> mat <a class="code" href="classbdm_1_1mpdf.html#a6e497d501331057309d2fddf63259d1a" title="Returns.">samplecond_m</a> ( <span class="keyword">const</span> vec &cond, <span class="keywordtype">int</span> N ); |
| | 371 | <a name="l00496"></a>00496 |
| | 372 | <a name="l00498"></a><a class="code" href="classbdm_1_1mpdf.html#a6336a8a72462e2a56a3989a220f18b1b">00498</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mpdf.html#a6336a8a72462e2a56a3989a220f18b1b" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &dt, <span class="keyword">const</span> vec &cond ) { |
| | 373 | <a name="l00499"></a>00499 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented"</span> ); |
| | 374 | <a name="l00500"></a>00500 <span class="keywordflow">return</span> 0.0; |
| | 375 | <a name="l00501"></a>00501 } |
| | 376 | <a name="l00502"></a>00502 |
| | 377 | <a name="l00504"></a><a class="code" href="classbdm_1_1mpdf.html#a0b0ed1ed663071bb7cf4a1349eb94fcb">00504</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1mpdf.html#a0b0ed1ed663071bb7cf4a1349eb94fcb" title="Matrix version of evallogcond.">evallogcond_m</a> ( <span class="keyword">const</span> mat &Dt, <span class="keyword">const</span> vec &cond ) { |
| | 378 | <a name="l00505"></a>00505 vec v ( Dt.cols() ); |
| | 379 | <a name="l00506"></a>00506 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < Dt.cols(); i++ ) { |
| | 380 | <a name="l00507"></a>00507 v ( i ) = <a class="code" href="classbdm_1_1mpdf.html#a6336a8a72462e2a56a3989a220f18b1b" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( Dt.get_col ( i ), cond ); |
| | 381 | <a name="l00508"></a>00508 } |
| | 382 | <a name="l00509"></a>00509 <span class="keywordflow">return</span> v; |
| | 383 | <a name="l00510"></a>00510 } |
| | 384 | <a name="l00511"></a>00511 |
| | 385 | <a name="l00513"></a><a class="code" href="classbdm_1_1mpdf.html#a2a0d03756f59924fd038980ee60bd904">00513</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1mpdf.html#a2a0d03756f59924fd038980ee60bd904" title="Array&lt;vec&gt; version of evallogcond.">evallogcond_m</a> ( <span class="keyword">const</span> Array<vec> &Dt, <span class="keyword">const</span> vec &cond ) { |
| | 386 | <a name="l00514"></a>00514 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented"</span> ); |
| | 387 | <a name="l00515"></a>00515 <span class="keywordflow">return</span> vec(); |
| | 388 | <a name="l00516"></a>00516 } |
| | 389 | <a name="l00517"></a>00517 |
| | 390 | <a name="l00520"></a>00520 |
| | 391 | <a name="l00521"></a>00521 <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& _rv()<span class="keyword"> const </span>{ |
| | 392 | <a name="l00522"></a>00522 <span class="keywordflow">return</span> ep-><a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>(); |
| | 393 | <a name="l00523"></a>00523 } |
| | 394 | <a name="l00524"></a>00524 <span class="keyword">const</span> RV& _rvc()<span class="keyword"> const </span>{ |
| | 395 | <a name="l00525"></a>00525 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>; |
| | 396 | <a name="l00526"></a>00526 } |
| | 397 | <a name="l00527"></a>00527 |
| | 398 | <a name="l00528"></a>00528 <span class="keywordtype">int</span> dimension()<span class="keyword"> const </span>{ |
| | 399 | <a name="l00529"></a>00529 <span class="keywordflow">return</span> ep->dimension(); |
| | 400 | <a name="l00530"></a>00530 } |
| | 401 | <a name="l00531"></a>00531 <span class="keywordtype">int</span> dimensionc() { |
| | 402 | <a name="l00532"></a>00532 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a>; |
| | 403 | <a name="l00533"></a>00533 } |
| | 404 | <a name="l00534"></a>00534 |
| | 405 | <a name="l00544"></a>00544 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mpdf.html#a30a0bceb948e287d497c578e371b1667" title="Load from structure with elements:.">from_setting</a> ( <span class="keyword">const</span> Setting &<span class="keyword">set</span> ); |
| | 406 | <a name="l00546"></a>00546 |
| | 407 | <a name="l00549"></a>00549 <span class="keywordtype">void</span> set_rvc ( <span class="keyword">const</span> RV &rvc0 ) { |
| | 408 | <a name="l00550"></a>00550 <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = rvc0; |
| | 409 | <a name="l00551"></a>00551 } |
| | 410 | <a name="l00552"></a>00552 <span class="keywordtype">void</span> set_rv ( <span class="keyword">const</span> RV &rv0 ) { |
| | 411 | <a name="l00553"></a>00553 ep->set_rv ( rv0 ); |
| | 412 | <a name="l00554"></a>00554 } |
| | 413 | <a name="l00555"></a>00555 <span class="keywordtype">bool</span> isnamed() { |
| | 414 | <a name="l00556"></a>00556 <span class="keywordflow">return</span> ( ep->isnamed() ) && ( <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> == <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>._dsize() ); |
| | 415 | <a name="l00557"></a>00557 } |
| | 416 | <a name="l00559"></a>00559 }; |
| | 417 | <a name="l00560"></a>00560 SHAREDPTR ( mpdf ); |
| | 418 | <a name="l00561"></a>00561 |
| | 419 | <a name="l00563"></a>00563 <span class="keyword">template</span> <<span class="keyword">class</span> EPDF> |
| | 420 | <a name="l00564"></a><a class="code" href="classbdm_1_1mpdf__internal.html">00564</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> { |
| | 421 | <a name="l00565"></a>00565 <span class="keyword">protected</span> : |
| | 422 | <a name="l00567"></a><a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468">00567</a> EPDF <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>; |
| | 423 | <a name="l00568"></a>00568 <span class="keyword">public</span>: |
| | 424 | <a name="l00570"></a><a class="code" href="classbdm_1_1mpdf__internal.html#ae054b86262261abe0724f5890218689f">00570</a> <a class="code" href="classbdm_1_1mpdf__internal.html#ae054b86262261abe0724f5890218689f" title="constructor">mpdf_internal</a>() : <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a>(), <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>() { |
| | 425 | <a name="l00571"></a>00571 <a class="code" href="classbdm_1_1mpdf.html#a147afacb393324bb3f9a7a89e33f835e" title="set internal pointer ep to point to given iepdf ">set_ep</a> ( <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a> ); |
| | 426 | <a name="l00572"></a>00572 } |
| | 427 | <a name="l00573"></a>00573 |
| | 428 | <a name="l00576"></a><a class="code" href="classbdm_1_1mpdf__internal.html#a1ac61da081667fc54bcd050cc4f6a93e">00576</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mpdf__internal.html#a1ac61da081667fc54bcd050cc4f6a93e" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> ( <span class="keyword">const</span> vec &cond ) { |
| | 429 | <a name="l00577"></a>00577 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented"</span> ); |
| | 430 | <a name="l00578"></a>00578 } |
| | 431 | <a name="l00579"></a>00579 |
| | 432 | <a name="l00581"></a><a class="code" href="classbdm_1_1mpdf__internal.html#a6b4d1cb8d7e230e313b4f0c905874d5a">00581</a> EPDF& <a class="code" href="classbdm_1_1mpdf__internal.html#a6b4d1cb8d7e230e313b4f0c905874d5a" title="access function to iepdf">e</a>() { |
| | 433 | <a name="l00582"></a>00582 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>; |
| | 434 | <a name="l00583"></a>00583 } |
| | 435 | <a name="l00584"></a>00584 |
| | 436 | <a name="l00586"></a>00586 vec <a class="code" href="classbdm_1_1mpdf__internal.html#ad8e547695d1cc19219b91164d825c930" title="Reimplements samplecond using condition().">samplecond</a> ( <span class="keyword">const</span> vec &cond ); |
| | 437 | <a name="l00588"></a>00588 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mpdf__internal.html#a89076e62b8d7df7616bad68c94591948" title="Reimplements evallogcond using condition().">evallogcond</a> ( <span class="keyword">const</span> vec &val, <span class="keyword">const</span> vec &cond ); |
| | 438 | <a name="l00590"></a>00590 <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1mpdf__internal.html#ae28c214e3063733a6e4d17738941c61c" title="Efficient version of evallogcond for matrices.">evallogcond_m</a> ( <span class="keyword">const</span> mat &Dt, <span class="keyword">const</span> vec &cond ); |
| | 439 | <a name="l00592"></a>00592 <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1mpdf__internal.html#ae28c214e3063733a6e4d17738941c61c" title="Efficient version of evallogcond for matrices.">evallogcond_m</a> ( <span class="keyword">const</span> Array<vec> &Dt, <span class="keyword">const</span> vec &cond ); |
| | 440 | <a name="l00594"></a>00594 <span class="keyword">virtual</span> mat <a class="code" href="classbdm_1_1mpdf__internal.html#a9554c554054da2d22cb8e908ae9c8823" title="Efficient version of samplecond.">samplecond_m</a> ( <span class="keyword">const</span> vec &cond, <span class="keywordtype">int</span> N ); |
| | 441 | <a name="l00595"></a>00595 }; |
| | 442 | <a name="l00596"></a>00596 |
| | 443 | <a name="l00622"></a><a class="code" href="classbdm_1_1datalink.html">00622</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a> { |
| | 444 | <a name="l00623"></a>00623 <span class="keyword">protected</span>: |
| | 445 | <a name="l00625"></a><a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c">00625</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a>; |
| | 446 | <a name="l00626"></a>00626 |
| | 447 | <a name="l00628"></a><a class="code" href="classbdm_1_1datalink.html#a0f0d0af6848114d96108d3a6af25a045">00628</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1datalink.html#a0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &quot;Up&quot; should be.">upsize</a>; |
| | 448 | <a name="l00629"></a>00629 |
| | 449 | <a name="l00631"></a><a class="code" href="classbdm_1_1datalink.html#a240b37d793c6bdc32824ed0a0541b1eb">00631</a> ivec <a class="code" href="classbdm_1_1datalink.html#a240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indices of the upper val">v2v_up</a>; |
| | 450 | <a name="l00632"></a>00632 |
| | 451 | <a name="l00633"></a>00633 <span class="keyword">public</span>: |
| | 452 | <a name="l00635"></a><a class="code" href="classbdm_1_1datalink.html#ab8b5d5074fc1310a37c3713d58b900e2">00635</a> <a class="code" href="classbdm_1_1datalink.html#ab8b5d5074fc1310a37c3713d58b900e2" title="Constructor.">datalink</a>() : <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a> ( 0 ), <a class="code" href="classbdm_1_1datalink.html#a0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &quot;Up&quot; should be.">upsize</a> ( 0 ) { } |
| | 453 | <a name="l00636"></a>00636 |
| | 454 | <a name="l00638"></a><a class="code" href="classbdm_1_1datalink.html#a4016403730eb742462614d60393565cd">00638</a> <a class="code" href="classbdm_1_1datalink.html#a4016403730eb742462614d60393565cd" title="Convenience constructor.">datalink</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up ) { |
| | 455 | <a name="l00639"></a>00639 <a class="code" href="classbdm_1_1datalink.html#afb8337aac8329eb0ca96bfb3ff73ec67" title="set connection, rv must be fully present in rv_up">set_connection</a> ( rv, rv_up ); |
| | 456 | <a name="l00640"></a>00640 } |
| | 457 | <a name="l00641"></a>00641 |
| | 458 | <a name="l00643"></a>00643 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink.html#afb8337aac8329eb0ca96bfb3ff73ec67" title="set connection, rv must be fully present in rv_up">set_connection</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up ); |
| | 459 | <a name="l00644"></a>00644 |
| | 460 | <a name="l00646"></a>00646 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink.html#afb8337aac8329eb0ca96bfb3ff73ec67" title="set connection, rv must be fully present in rv_up">set_connection</a> ( <span class="keywordtype">int</span> ds, <span class="keywordtype">int</span> us, <span class="keyword">const</span> ivec &upind ); |
| | 461 | <a name="l00647"></a>00647 |
| | 462 | <a name="l00649"></a><a class="code" href="classbdm_1_1datalink.html#a5b5368c3899eed2f670d09142c2548e5">00649</a> vec <a class="code" href="classbdm_1_1datalink.html#a5b5368c3899eed2f670d09142c2548e5" title="Get val for myself from val of &quot;Up&quot;.">pushdown</a> ( <span class="keyword">const</span> vec &val_up ) { |
| | 463 | <a name="l00650"></a>00650 vec tmp ( <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a> ); |
| | 464 | <a name="l00651"></a>00651 <a class="code" href="classbdm_1_1datalink.html#ad49a14b65969f8fa1ae8ecab7ce77d6d" title="Get val for vector val_down from val of &quot;Up&quot;.">filldown</a> ( val_up, tmp ); |
| | 465 | <a name="l00652"></a>00652 <span class="keywordflow">return</span> tmp; |
| | 466 | <a name="l00653"></a>00653 } |
| | 467 | <a name="l00655"></a><a class="code" href="classbdm_1_1datalink.html#ad49a14b65969f8fa1ae8ecab7ce77d6d">00655</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink.html#ad49a14b65969f8fa1ae8ecab7ce77d6d" title="Get val for vector val_down from val of &quot;Up&quot;.">filldown</a> ( <span class="keyword">const</span> vec &val_up, vec &val_down ) { |
| | 468 | <a name="l00656"></a>00656 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1datalink.html#a0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &quot;Up&quot; should be.">upsize</a> == val_up.length(), <span class="stringliteral">"Wrong val_up"</span> ); |
| | 469 | <a name="l00657"></a>00657 val_down = val_up ( <a class="code" href="classbdm_1_1datalink.html#a240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indices of the upper val">v2v_up</a> ); |
| | 470 | <a name="l00658"></a>00658 } |
| | 471 | <a name="l00660"></a><a class="code" href="classbdm_1_1datalink.html#a736ec57cb8efce5f58b8f776a2d30d30">00660</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink.html#a736ec57cb8efce5f58b8f776a2d30d30" title="Fill val of &quot;Up&quot; by my pieces.">pushup</a> ( vec &val_up, <span class="keyword">const</span> vec &val ) { |
| | 472 | <a name="l00661"></a>00661 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a> == val.length(), <span class="stringliteral">"Wrong val"</span> ); |
| | 473 | <a name="l00662"></a>00662 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1datalink.html#a0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &quot;Up&quot; should be.">upsize</a> == val_up.length(), <span class="stringliteral">"Wrong val_up"</span> ); |
| | 474 | <a name="l00663"></a>00663 set_subvector ( val_up, <a class="code" href="classbdm_1_1datalink.html#a240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indices of the upper val">v2v_up</a>, val ); |
| | 475 | <a name="l00664"></a>00664 } |
| | 476 | <a name="l00666"></a><a class="code" href="classbdm_1_1datalink.html#a340c5a253544a1dc2fd87932a5341c32">00666</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1datalink.html#a340c5a253544a1dc2fd87932a5341c32" title="access functions">_upsize</a>() { |
| | 477 | <a name="l00667"></a>00667 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1datalink.html#a0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &quot;Up&quot; should be.">upsize</a>; |
| | 478 | <a name="l00668"></a>00668 } |
| | 479 | <a name="l00670"></a><a class="code" href="classbdm_1_1datalink.html#a8f0cce4477e906f3090bb803e06d8698">00670</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1datalink.html#a8f0cce4477e906f3090bb803e06d8698" title="access functions">_downsize</a>() { |
| | 480 | <a name="l00671"></a>00671 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a>; |
| | 481 | <a name="l00672"></a>00672 } |
| | 482 | <a name="l00673"></a>00673 }; |
| | 483 | <a name="l00674"></a>00674 |
| | 484 | <a name="l00677"></a><a class="code" href="classbdm_1_1datalink__part.html">00677</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1datalink__part.html">datalink_part</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a> { |
| | 485 | <a name="l00678"></a>00678 <span class="keyword">protected</span>: |
| | 486 | <a name="l00680"></a><a class="code" href="classbdm_1_1datalink__part.html#a64f64e7e6357419240bc2b1b0749c943">00680</a> ivec <a class="code" href="classbdm_1_1datalink__part.html#a64f64e7e6357419240bc2b1b0749c943" title="indeces of values in vector downsize">v2v_down</a>; |
| | 487 | <a name="l00681"></a>00681 <span class="keyword">public</span>: |
| | 488 | <a name="l00682"></a>00682 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__part.html#a6cef1083755c27e4476501abe6f49dce" title="set connection, rv must be fully present in rv_up">set_connection</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up ); |
| | 489 | <a name="l00684"></a><a class="code" href="classbdm_1_1datalink__part.html#aaba9b673ef82584e1bc06cc7a32b0a59">00684</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__part.html#aaba9b673ef82584e1bc06cc7a32b0a59" title="Get val for vector val_down from val of &quot;Up&quot;.">filldown</a> ( <span class="keyword">const</span> vec &val_up, vec &val_down ) { |
| | 490 | <a name="l00685"></a>00685 set_subvector ( val_down, <a class="code" href="classbdm_1_1datalink__part.html#a64f64e7e6357419240bc2b1b0749c943" title="indeces of values in vector downsize">v2v_down</a>, val_up ( <a class="code" href="classbdm_1_1datalink.html#a240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indices of the upper val">v2v_up</a> ) ); |
| | 491 | <a name="l00686"></a>00686 } |
| | 492 | <a name="l00687"></a>00687 }; |
| | 493 | <a name="l00688"></a>00688 |
| | 494 | <a name="l00693"></a><a class="code" href="classbdm_1_1datalink__buffered.html">00693</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1datalink__buffered.html" title="Datalink that buffers delayed values - do not forget to call step().">datalink_buffered</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1datalink__part.html">datalink_part</a> { |
| | 495 | <a name="l00694"></a>00694 <span class="keyword">protected</span>: |
| | 496 | <a name="l00696"></a><a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988">00696</a> vec <a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988" title="History, ordered as .">history</a>; |
| | 497 | <a name="l00698"></a><a class="code" href="classbdm_1_1datalink__buffered.html#a211c56b68be3864d535a8b75d735ebdc">00698</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1datalink__buffered.html#a211c56b68be3864d535a8b75d735ebdc" title="rv of the history">Hrv</a>; |
| | 498 | <a name="l00700"></a><a class="code" href="classbdm_1_1datalink__buffered.html#aa1ce2032fe5c86fa87d80baccb9aacd7">00700</a> ivec <a class="code" href="classbdm_1_1datalink__buffered.html#aa1ce2032fe5c86fa87d80baccb9aacd7" title="h2v : indeces in down">h2v_down</a>; |
| | 499 | <a name="l00702"></a><a class="code" href="classbdm_1_1datalink__buffered.html#ada58df16761169992059b8cd91d070c5">00702</a> ivec <a class="code" href="classbdm_1_1datalink__buffered.html#ada58df16761169992059b8cd91d070c5" title="h2v : indeces in history">h2v_hist</a>; |
| | 500 | <a name="l00704"></a><a class="code" href="classbdm_1_1datalink__buffered.html#a0b09e10e42212497170ed5642bce7dbc">00704</a> ivec <a class="code" href="classbdm_1_1datalink__buffered.html#a0b09e10e42212497170ed5642bce7dbc" title="v2h: indeces of up too be pushed to h">v2h_up</a>; |
| | 501 | <a name="l00705"></a>00705 <span class="keyword">public</span>: |
| | 502 | <a name="l00706"></a>00706 |
| | 503 | <a name="l00707"></a>00707 <a class="code" href="classbdm_1_1datalink__buffered.html" title="Datalink that buffers delayed values - do not forget to call step().">datalink_buffered</a>() : <a class="code" href="classbdm_1_1datalink__part.html">datalink_part</a>(), <a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988" title="History, ordered as .">history</a> ( 0 ), <a class="code" href="classbdm_1_1datalink__buffered.html#aa1ce2032fe5c86fa87d80baccb9aacd7" title="h2v : indeces in down">h2v_down</a> ( 0 ), <a class="code" href="classbdm_1_1datalink__buffered.html#ada58df16761169992059b8cd91d070c5" title="h2v : indeces in history">h2v_hist</a> ( 0 ) {}; |
| | 504 | <a name="l00709"></a><a class="code" href="classbdm_1_1datalink__buffered.html#af137706c55891ba8a8aecc52ea96865f">00709</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__buffered.html#af137706c55891ba8a8aecc52ea96865f" title="push current data to history">step</a> ( <span class="keyword">const</span> vec &val_up ) { |
| | 505 | <a name="l00710"></a>00710 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1datalink__buffered.html#a0b09e10e42212497170ed5642bce7dbc" title="v2h: indeces of up too be pushed to h">v2h_up</a>.length() > 0 ) { |
| | 506 | <a name="l00711"></a>00711 <a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988" title="History, ordered as .">history</a>.shift_right ( 0, <a class="code" href="classbdm_1_1datalink__buffered.html#a0b09e10e42212497170ed5642bce7dbc" title="v2h: indeces of up too be pushed to h">v2h_up</a>.length() ); |
| | 507 | <a name="l00712"></a>00712 <a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988" title="History, ordered as .">history</a>.set_subvector ( 0, val_up(<a class="code" href="classbdm_1_1datalink__buffered.html#a0b09e10e42212497170ed5642bce7dbc" title="v2h: indeces of up too be pushed to h">v2h_up</a>) ); |
| | 508 | <a name="l00713"></a>00713 } |
| | 509 | <a name="l00714"></a>00714 } |
| | 510 | <a name="l00716"></a><a class="code" href="classbdm_1_1datalink__buffered.html#ae665d66cb42862c1181645c438110a96">00716</a> vec <a class="code" href="classbdm_1_1datalink__buffered.html#ae665d66cb42862c1181645c438110a96" title="Get val for myself from val of &quot;Up&quot;.">pushdown</a> ( <span class="keyword">const</span> vec &val_up ) { |
| | 511 | <a name="l00717"></a>00717 vec tmp ( <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a> ); |
| | 512 | <a name="l00718"></a>00718 <a class="code" href="classbdm_1_1datalink__buffered.html#a681745a319728a416486df38aacd579f" title="Get val for vector val_down from val of &quot;Up&quot;.">filldown</a> ( val_up, tmp ); |
| | 513 | <a name="l00719"></a>00719 <span class="keywordflow">return</span> tmp; |
| | 514 | <a name="l00720"></a>00720 } |
| | 515 | <a name="l00721"></a>00721 |
| | 516 | <a name="l00722"></a><a class="code" href="classbdm_1_1datalink__buffered.html#a681745a319728a416486df38aacd579f">00722</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__buffered.html#a681745a319728a416486df38aacd579f" title="Get val for vector val_down from val of &quot;Up&quot;.">filldown</a> ( <span class="keyword">const</span> vec &val_up, vec &val_down ) { |
| | 517 | <a name="l00723"></a>00723 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( val_down.length() >= <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a>, <span class="stringliteral">"short val_down"</span> ); |
| | 518 | <a name="l00724"></a>00724 |
| | 519 | <a name="l00725"></a>00725 set_subvector ( val_down, <a class="code" href="classbdm_1_1datalink__part.html#a64f64e7e6357419240bc2b1b0749c943" title="indeces of values in vector downsize">v2v_down</a>, val_up ( <a class="code" href="classbdm_1_1datalink.html#a240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indices of the upper val">v2v_up</a> ) ); <span class="comment">// copy direct values</span> |
| | 520 | <a name="l00726"></a>00726 set_subvector ( val_down, <a class="code" href="classbdm_1_1datalink__buffered.html#aa1ce2032fe5c86fa87d80baccb9aacd7" title="h2v : indeces in down">h2v_down</a>, <a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988" title="History, ordered as .">history</a> ( <a class="code" href="classbdm_1_1datalink__buffered.html#ada58df16761169992059b8cd91d070c5" title="h2v : indeces in history">h2v_hist</a> ) ); <span class="comment">// copy delayed values</span> |
| | 521 | <a name="l00727"></a>00727 } |
| | 522 | <a name="l00728"></a>00728 |
| | 523 | <a name="l00729"></a><a class="code" href="classbdm_1_1datalink__buffered.html#aadefa427312905425ebab8531da1846a">00729</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__buffered.html#aadefa427312905425ebab8531da1846a" title="set connection, rv must be fully present in rv_up">set_connection</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up ) { |
| | 524 | <a name="l00730"></a>00730 <span class="comment">// create link between up and down</span> |
| | 525 | <a name="l00731"></a>00731 <a class="code" href="classbdm_1_1datalink__buffered.html#aadefa427312905425ebab8531da1846a" title="set connection, rv must be fully present in rv_up">datalink_part::set_connection</a> ( rv, rv_up ); |
| | 526 | <a name="l00732"></a>00732 |
| | 527 | <a name="l00733"></a>00733 <span class="comment">// create rvs of history</span> |
| | 528 | <a name="l00734"></a>00734 <span class="comment">// we can store only what we get in rv_up - everything else is removed</span> |
| | 529 | <a name="l00735"></a>00735 ivec valid_ids = rv.<a class="code" href="classbdm_1_1RV.html#aa858d36d0264e1f1c89500531162fdf1" title="Find indices of self in another rv, ignore time,.">findself_ids</a> ( rv_up ); |
| | 530 | <a name="l00736"></a>00736 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rv_hist = rv.<a class="code" href="classbdm_1_1RV.html#ac0c04ab99ded62e1e05bcefb151ebeb9" title="Select only variables at indices ind.">subselect</a> ( find ( valid_ids >= 0 ) ); <span class="comment">// select only rvs that are in rv_up</span> |
| | 531 | <a name="l00737"></a>00737 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rv_hist0 =rv_hist.remove_time(); <span class="comment">// these RVs will form history at time =0</span> |
| | 532 | <a name="l00738"></a>00738 <span class="comment">// now we need to know what is needed from Up</span> |
| | 533 | <a name="l00739"></a>00739 rv_hist = rv_hist.<a class="code" href="classbdm_1_1RV.html#ac5819f71d774649412c10b8e1716be1e" title="return rvs with expanded delayes and sorted in the order of:">expand_delayes</a>(); <span class="comment">// full regressor - including time 0</span> |
| | 534 | <a name="l00740"></a>00740 <a class="code" href="classbdm_1_1datalink__buffered.html#a211c56b68be3864d535a8b75d735ebdc" title="rv of the history">Hrv</a>=rv_hist.<a class="code" href="classbdm_1_1RV.html#aaec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a>(rv_hist0); <span class="comment">// remove time 0</span> |
| | 535 | <a name="l00741"></a>00741 <a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988" title="History, ordered as .">history</a> = zeros ( <a class="code" href="classbdm_1_1datalink__buffered.html#a211c56b68be3864d535a8b75d735ebdc" title="rv of the history">Hrv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() ); |
| | 536 | <a name="l00742"></a>00742 |
| | 537 | <a name="l00743"></a>00743 <span class="comment">// decide if we need to copy val to history</span> |
| | 538 | <a name="l00744"></a>00744 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1datalink__buffered.html#a211c56b68be3864d535a8b75d735ebdc" title="rv of the history">Hrv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() >0) { |
| | 539 | <a name="l00745"></a>00745 <a class="code" href="classbdm_1_1datalink__buffered.html#a0b09e10e42212497170ed5642bce7dbc" title="v2h: indeces of up too be pushed to h">v2h_up</a> = rv_hist0.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a>(rv_up); <span class="comment">// indeces of elements of rv_up to be copied</span> |
| | 540 | <a name="l00746"></a>00746 } <span class="comment">// else v2h_up is empty</span> |
| | 541 | <a name="l00747"></a>00747 |
| | 542 | <a name="l00748"></a>00748 <a class="code" href="classbdm_1_1datalink__buffered.html#a211c56b68be3864d535a8b75d735ebdc" title="rv of the history">Hrv</a>.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> ( rv, <a class="code" href="classbdm_1_1datalink__buffered.html#ada58df16761169992059b8cd91d070c5" title="h2v : indeces in history">h2v_hist</a>, <a class="code" href="classbdm_1_1datalink__buffered.html#aa1ce2032fe5c86fa87d80baccb9aacd7" title="h2v : indeces in down">h2v_down</a> ); |
| | 543 | <a name="l00749"></a>00749 |
| | 544 | <a name="l00750"></a>00750 <a class="code" href="classbdm_1_1datalink.html#abc8ff50395fc1066a1e486dea18d987c" title="Remember how long val should be.">downsize</a> = <a class="code" href="classbdm_1_1datalink__part.html#a64f64e7e6357419240bc2b1b0749c943" title="indeces of values in vector downsize">v2v_down</a>.length() + <a class="code" href="classbdm_1_1datalink__buffered.html#aa1ce2032fe5c86fa87d80baccb9aacd7" title="h2v : indeces in down">h2v_down</a>.length(); |
| | 545 | <a name="l00751"></a>00751 <a class="code" href="classbdm_1_1datalink.html#a0f0d0af6848114d96108d3a6af25a045" title="Remember how long val of &quot;Up&quot; should be.">upsize</a> = <a class="code" href="classbdm_1_1datalink.html#a240b37d793c6bdc32824ed0a0541b1eb" title="val-to-val link, indices of the upper val">v2v_up</a>.length(); |
| | 546 | <a name="l00752"></a>00752 } |
| | 547 | <a name="l00754"></a><a class="code" href="classbdm_1_1datalink__buffered.html#ac95435dc0781d14529cddde9b2894b6d">00754</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__buffered.html#ac95435dc0781d14529cddde9b2894b6d" title="set history of variable given by rv1 to values of hist.">set_history</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& rv1, <span class="keyword">const</span> vec &hist0){ |
| | 548 | <a name="l00755"></a>00755 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(rv1.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>()==hist0.length(),<span class="stringliteral">"hist is not compatible with given rv1"</span>); |
| | 549 | <a name="l00756"></a>00756 ivec ind_H; |
| | 550 | <a name="l00757"></a>00757 ivec ind_h0; |
| | 551 | <a name="l00758"></a>00758 <a class="code" href="classbdm_1_1datalink__buffered.html#a211c56b68be3864d535a8b75d735ebdc" title="rv of the history">Hrv</a>.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a>(rv1, ind_H, ind_h0); <span class="comment">// find indeces of rv in </span> |
| | 552 | <a name="l00759"></a>00759 set_subvector(<a class="code" href="classbdm_1_1datalink__buffered.html#aa7cb8a47b88b95fde0255a041d076988" title="History, ordered as .">history</a>, ind_H, hist0(ind_h0)); <span class="comment">// copy given hist to appropriate places</span> |
| | 553 | <a name="l00760"></a>00760 } |
| | 554 | <a name="l00761"></a>00761 }; |
| | 555 | <a name="l00762"></a>00762 |
| | 556 | <a name="l00764"></a><a class="code" href="classbdm_1_1datalink__2to1__buffered.html">00764</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1datalink__2to1__buffered.html" title="buffered datalink from 2 vectors to 1">datalink_2to1_buffered</a> { |
| | 557 | <a name="l00765"></a>00765 <span class="keyword">protected</span>: |
| | 558 | <a name="l00766"></a>00766 <a class="code" href="classbdm_1_1datalink__buffered.html" title="Datalink that buffers delayed values - do not forget to call step().">datalink_buffered</a> dl1; |
| | 559 | <a name="l00767"></a>00767 <a class="code" href="classbdm_1_1datalink__buffered.html" title="Datalink that buffers delayed values - do not forget to call step().">datalink_buffered</a> dl2; |
| | 560 | <a name="l00768"></a>00768 <span class="keyword">public</span>: |
| | 561 | <a name="l00770"></a><a class="code" href="classbdm_1_1datalink__2to1__buffered.html#aef1441b4885ae4d8e95b3ff28e575364">00770</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__2to1__buffered.html#aef1441b4885ae4d8e95b3ff28e575364" title="set connection between RVs">set_connection</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up1, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up2 ) { |
| | 562 | <a name="l00771"></a>00771 dl1.<a class="code" href="classbdm_1_1datalink__buffered.html#aadefa427312905425ebab8531da1846a" title="set connection, rv must be fully present in rv_up">set_connection</a> ( rv, rv_up1 ); |
| | 563 | <a name="l00772"></a>00772 dl2.<a class="code" href="classbdm_1_1datalink__buffered.html#aadefa427312905425ebab8531da1846a" title="set connection, rv must be fully present in rv_up">set_connection</a> ( rv, rv_up2 ); |
| | 564 | <a name="l00773"></a>00773 } |
| | 565 | <a name="l00774"></a>00774 <span class="keywordtype">void</span> filldown ( <span class="keyword">const</span> vec &val1, <span class="keyword">const</span> vec &val2, vec &val_down ) { |
| | 566 | <a name="l00775"></a>00775 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( val_down.length() >= dl1.<a class="code" href="classbdm_1_1datalink.html#a8f0cce4477e906f3090bb803e06d8698" title="access functions">_downsize</a>() + dl2.<a class="code" href="classbdm_1_1datalink.html#a8f0cce4477e906f3090bb803e06d8698" title="access functions">_downsize</a>(), <span class="stringliteral">"short val_down"</span> ); |
| | 567 | <a name="l00776"></a>00776 dl1.<a class="code" href="classbdm_1_1datalink__buffered.html#a681745a319728a416486df38aacd579f" title="Get val for vector val_down from val of &quot;Up&quot;.">filldown</a> ( val1, val_down ); |
| | 568 | <a name="l00777"></a>00777 dl2.<a class="code" href="classbdm_1_1datalink__buffered.html#a681745a319728a416486df38aacd579f" title="Get val for vector val_down from val of &quot;Up&quot;.">filldown</a> ( val2, val_down ); |
| | 569 | <a name="l00778"></a>00778 } |
| | 570 | <a name="l00779"></a>00779 <span class="keywordtype">void</span> step ( <span class="keyword">const</span> vec &dt, <span class="keyword">const</span> vec &ut ) { |
| | 571 | <a name="l00780"></a>00780 dl1.step ( dt ); |
| | 572 | <a name="l00781"></a>00781 dl2.step ( ut ); |
| | 573 | <a name="l00782"></a>00782 } |
| | 574 | <a name="l00783"></a>00783 }; |
| 574 | | <a name="l00786"></a><a class="code" href="classbdm_1_1datalink__m2e.html">00786</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1datalink__m2e.html" title="Data link with a condition.">datalink_m2e</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a> { |
| 575 | | <a name="l00787"></a>00787 <span class="keyword">protected</span>: |
| 576 | | <a name="l00789"></a><a class="code" href="classbdm_1_1datalink__m2e.html#a3fb26525e0bfa7932a37c5cd404801f9">00789</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1datalink__m2e.html#a3fb26525e0bfa7932a37c5cd404801f9" title="Remember how long cond should be.">condsize</a>; |
| 577 | | <a name="l00790"></a>00790 |
| 578 | | <a name="l00792"></a><a class="code" href="classbdm_1_1datalink__m2e.html#a43fe3e2d7aa04134053ec15793722783">00792</a> ivec <a class="code" href="classbdm_1_1datalink__m2e.html#a43fe3e2d7aa04134053ec15793722783" title="upper_val-to-local_cond link, indices of the upper val">v2c_up</a>; |
| 579 | | <a name="l00793"></a>00793 |
| 580 | | <a name="l00795"></a><a class="code" href="classbdm_1_1datalink__m2e.html#a9e0048d87bda78e9b8d38761440c7abc">00795</a> ivec <a class="code" href="classbdm_1_1datalink__m2e.html#a9e0048d87bda78e9b8d38761440c7abc" title="upper_val-to-local_cond link, indices of the local cond">v2c_lo</a>; |
| 581 | | <a name="l00796"></a>00796 |
| 582 | | <a name="l00797"></a>00797 <span class="keyword">public</span>: |
| 583 | | <a name="l00799"></a><a class="code" href="classbdm_1_1datalink__m2e.html#a5ad951e9cf850c9bfe4e492e91a50af6">00799</a> <a class="code" href="classbdm_1_1datalink__m2e.html#a5ad951e9cf850c9bfe4e492e91a50af6" title="Constructor.">datalink_m2e</a>() : <a class="code" href="classbdm_1_1datalink__m2e.html#a3fb26525e0bfa7932a37c5cd404801f9" title="Remember how long cond should be.">condsize</a> ( 0 ) { } |
| 584 | | <a name="l00800"></a>00800 |
| 585 | | <a name="l00802"></a>00802 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__m2e.html#aadd918bf877c48714cff51ee4ad989b0" title="Set connection between vectors.">set_connection</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvc, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up ); |
| 586 | | <a name="l00803"></a>00803 |
| 587 | | <a name="l00805"></a>00805 vec <a class="code" href="classbdm_1_1datalink__m2e.html#a7ba850822e3cf9a4b079afc7e7c01703" title="Construct condition.">get_cond</a> ( <span class="keyword">const</span> vec &val_up ); |
| 588 | | <a name="l00806"></a>00806 |
| 589 | | <a name="l00808"></a>00808 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__m2e.html#ab29bc3c7bf2a1d87e77ccaa793d097d5" title="Copy corresponding values to Up.condition.">pushup_cond</a> ( vec &val_up, <span class="keyword">const</span> vec &val, <span class="keyword">const</span> vec &cond ); |
| 590 | | <a name="l00809"></a>00809 }; |
| 591 | | <a name="l00810"></a>00810 |
| 592 | | <a name="l00813"></a><a class="code" href="classbdm_1_1datalink__m2m.html">00813</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1datalink__m2m.html" title="DataLink is a connection between mpdf and its superordinate (Up) This class links...">datalink_m2m</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="Data link with a condition.">datalink_m2e</a> { |
| 593 | | <a name="l00814"></a>00814 <span class="keyword">protected</span>: |
| 594 | | <a name="l00816"></a><a class="code" href="classbdm_1_1datalink__m2m.html#ad64dda6f92654628276bbcebb7600d0d">00816</a> ivec <a class="code" href="classbdm_1_1datalink__m2m.html#ad64dda6f92654628276bbcebb7600d0d" title="cond-to-cond link, indices of the upper cond">c2c_up</a>; |
| 595 | | <a name="l00818"></a><a class="code" href="classbdm_1_1datalink__m2m.html#a0ea05c47de4538b7042ff878e6e309a5">00818</a> ivec <a class="code" href="classbdm_1_1datalink__m2m.html#a0ea05c47de4538b7042ff878e6e309a5" title="cond-to-cond link, indices of the local cond">c2c_lo</a>; |
| 596 | | <a name="l00819"></a>00819 |
| 597 | | <a name="l00820"></a>00820 <span class="keyword">public</span>: |
| 598 | | <a name="l00822"></a><a class="code" href="classbdm_1_1datalink__m2m.html#a3baed32cb66f0e2f731032cec0a4d287">00822</a> <a class="code" href="classbdm_1_1datalink__m2m.html#a3baed32cb66f0e2f731032cec0a4d287" title="Constructor.">datalink_m2m</a>() {}; |
| 599 | | <a name="l00824"></a><a class="code" href="classbdm_1_1datalink__m2m.html#a0ed49a99e8a3be264b952558b6f515d4">00824</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__m2m.html#a0ed49a99e8a3be264b952558b6f515d4" title="Set connection between the vectors.">set_connection</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvc, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvc_up ) { |
| 600 | | <a name="l00825"></a>00825 <a class="code" href="classbdm_1_1datalink__m2m.html#a0ed49a99e8a3be264b952558b6f515d4" title="Set connection between the vectors.">datalink_m2e::set_connection</a> ( rv, rvc, rv_up ); |
| 601 | | <a name="l00826"></a>00826 <span class="comment">//establish c2c connection</span> |
| 602 | | <a name="l00827"></a>00827 rvc.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> ( rvc_up, <a class="code" href="classbdm_1_1datalink__m2m.html#a0ea05c47de4538b7042ff878e6e309a5" title="cond-to-cond link, indices of the local cond">c2c_lo</a>, <a class="code" href="classbdm_1_1datalink__m2m.html#ad64dda6f92654628276bbcebb7600d0d" title="cond-to-cond link, indices of the upper cond">c2c_up</a> ); |
| 603 | | <a name="l00828"></a>00828 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1datalink__m2m.html#a0ea05c47de4538b7042ff878e6e309a5" title="cond-to-cond link, indices of the local cond">c2c_lo</a>.length() + <a class="code" href="classbdm_1_1datalink__m2e.html#a9e0048d87bda78e9b8d38761440c7abc" title="upper_val-to-local_cond link, indices of the local cond">v2c_lo</a>.length() == <a class="code" href="classbdm_1_1datalink__m2e.html#a3fb26525e0bfa7932a37c5cd404801f9" title="Remember how long cond should be.">condsize</a>, <span class="stringliteral">"cond is not fully given"</span> ); |
| 604 | | <a name="l00829"></a>00829 } |
| 605 | | <a name="l00830"></a>00830 |
| 606 | | <a name="l00832"></a><a class="code" href="classbdm_1_1datalink__m2m.html#a911fb7fcfa80d4e31db8e0cc03141a90">00832</a> vec <a class="code" href="classbdm_1_1datalink__m2m.html#a911fb7fcfa80d4e31db8e0cc03141a90" title="Get cond for myself from val and cond of &quot;Up&quot;.">get_cond</a> ( <span class="keyword">const</span> vec &val_up, <span class="keyword">const</span> vec &cond_up ) { |
| 607 | | <a name="l00833"></a>00833 vec tmp ( <a class="code" href="classbdm_1_1datalink__m2e.html#a3fb26525e0bfa7932a37c5cd404801f9" title="Remember how long cond should be.">condsize</a> ); |
| 608 | | <a name="l00834"></a>00834 set_subvector ( tmp, <a class="code" href="classbdm_1_1datalink__m2e.html#a9e0048d87bda78e9b8d38761440c7abc" title="upper_val-to-local_cond link, indices of the local cond">v2c_lo</a>, val_up ( <a class="code" href="classbdm_1_1datalink__m2e.html#a43fe3e2d7aa04134053ec15793722783" title="upper_val-to-local_cond link, indices of the upper val">v2c_up</a> ) ); |
| 609 | | <a name="l00835"></a>00835 set_subvector ( tmp, <a class="code" href="classbdm_1_1datalink__m2m.html#a0ea05c47de4538b7042ff878e6e309a5" title="cond-to-cond link, indices of the local cond">c2c_lo</a>, cond_up ( <a class="code" href="classbdm_1_1datalink__m2m.html#ad64dda6f92654628276bbcebb7600d0d" title="cond-to-cond link, indices of the upper cond">c2c_up</a> ) ); |
| 610 | | <a name="l00836"></a>00836 <span class="keywordflow">return</span> tmp; |
| 611 | | <a name="l00837"></a>00837 } |
| 612 | | <a name="l00839"></a>00839 |
| 613 | | <a name="l00840"></a>00840 }; |
| | 576 | <a name="l00785"></a>00785 |
| | 577 | <a name="l00786"></a>00786 |
| | 578 | <a name="l00788"></a><a class="code" href="classbdm_1_1datalink__m2e.html">00788</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1datalink__m2e.html" title="Data link with a condition.">datalink_m2e</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a> { |
| | 579 | <a name="l00789"></a>00789 <span class="keyword">protected</span>: |
| | 580 | <a name="l00791"></a><a class="code" href="classbdm_1_1datalink__m2e.html#a3fb26525e0bfa7932a37c5cd404801f9">00791</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1datalink__m2e.html#a3fb26525e0bfa7932a37c5cd404801f9" title="Remember how long cond should be.">condsize</a>; |
| | 581 | <a name="l00792"></a>00792 |
| | 582 | <a name="l00794"></a><a class="code" href="classbdm_1_1datalink__m2e.html#a43fe3e2d7aa04134053ec15793722783">00794</a> ivec <a class="code" href="classbdm_1_1datalink__m2e.html#a43fe3e2d7aa04134053ec15793722783" title="upper_val-to-local_cond link, indices of the upper val">v2c_up</a>; |
| | 583 | <a name="l00795"></a>00795 |
| | 584 | <a name="l00797"></a><a class="code" href="classbdm_1_1datalink__m2e.html#a9e0048d87bda78e9b8d38761440c7abc">00797</a> ivec <a class="code" href="classbdm_1_1datalink__m2e.html#a9e0048d87bda78e9b8d38761440c7abc" title="upper_val-to-local_cond link, indices of the local cond">v2c_lo</a>; |
| | 585 | <a name="l00798"></a>00798 |
| | 586 | <a name="l00799"></a>00799 <span class="keyword">public</span>: |
| | 587 | <a name="l00801"></a><a class="code" href="classbdm_1_1datalink__m2e.html#a5ad951e9cf850c9bfe4e492e91a50af6">00801</a> <a class="code" href="classbdm_1_1datalink__m2e.html#a5ad951e9cf850c9bfe4e492e91a50af6" title="Constructor.">datalink_m2e</a>() : <a class="code" href="classbdm_1_1datalink__m2e.html#a3fb26525e0bfa7932a37c5cd404801f9" title="Remember how long cond should be.">condsize</a> ( 0 ) { } |
| | 588 | <a name="l00802"></a>00802 |
| | 589 | <a name="l00804"></a>00804 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__m2e.html#aadd918bf877c48714cff51ee4ad989b0" title="Set connection between vectors.">set_connection</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvc, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up ); |
| | 590 | <a name="l00805"></a>00805 |
| | 591 | <a name="l00807"></a>00807 vec <a class="code" href="classbdm_1_1datalink__m2e.html#a7ba850822e3cf9a4b079afc7e7c01703" title="Construct condition.">get_cond</a> ( <span class="keyword">const</span> vec &val_up ); |
| | 592 | <a name="l00808"></a>00808 |
| | 593 | <a name="l00810"></a>00810 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__m2e.html#ab29bc3c7bf2a1d87e77ccaa793d097d5" title="Copy corresponding values to Up.condition.">pushup_cond</a> ( vec &val_up, <span class="keyword">const</span> vec &val, <span class="keyword">const</span> vec &cond ); |
| | 594 | <a name="l00811"></a>00811 }; |
| | 595 | <a name="l00812"></a>00812 |
| | 596 | <a name="l00815"></a><a class="code" href="classbdm_1_1datalink__m2m.html">00815</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1datalink__m2m.html" title="DataLink is a connection between mpdf and its superordinate (Up) This class links...">datalink_m2m</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="Data link with a condition.">datalink_m2e</a> { |
| | 597 | <a name="l00816"></a>00816 <span class="keyword">protected</span>: |
| | 598 | <a name="l00818"></a><a class="code" href="classbdm_1_1datalink__m2m.html#ad64dda6f92654628276bbcebb7600d0d">00818</a> ivec <a class="code" href="classbdm_1_1datalink__m2m.html#ad64dda6f92654628276bbcebb7600d0d" title="cond-to-cond link, indices of the upper cond">c2c_up</a>; |
| | 599 | <a name="l00820"></a><a class="code" href="classbdm_1_1datalink__m2m.html#a0ea05c47de4538b7042ff878e6e309a5">00820</a> ivec <a class="code" href="classbdm_1_1datalink__m2m.html#a0ea05c47de4538b7042ff878e6e309a5" title="cond-to-cond link, indices of the local cond">c2c_lo</a>; |
| | 600 | <a name="l00821"></a>00821 |
| | 601 | <a name="l00822"></a>00822 <span class="keyword">public</span>: |
| | 602 | <a name="l00824"></a><a class="code" href="classbdm_1_1datalink__m2m.html#a3baed32cb66f0e2f731032cec0a4d287">00824</a> <a class="code" href="classbdm_1_1datalink__m2m.html#a3baed32cb66f0e2f731032cec0a4d287" title="Constructor.">datalink_m2m</a>() {}; |
| | 603 | <a name="l00826"></a><a class="code" href="classbdm_1_1datalink__m2m.html#a0ed49a99e8a3be264b952558b6f515d4">00826</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1datalink__m2m.html#a0ed49a99e8a3be264b952558b6f515d4" title="Set connection between the vectors.">set_connection</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvc, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv_up, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvc_up ) { |
| | 604 | <a name="l00827"></a>00827 <a class="code" href="classbdm_1_1datalink__m2m.html#a0ed49a99e8a3be264b952558b6f515d4" title="Set connection between the vectors.">datalink_m2e::set_connection</a> ( rv, rvc, rv_up ); |
| | 605 | <a name="l00828"></a>00828 <span class="comment">//establish c2c connection</span> |
| | 606 | <a name="l00829"></a>00829 rvc.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> ( rvc_up, <a class="code" href="classbdm_1_1datalink__m2m.html#a0ea05c47de4538b7042ff878e6e309a5" title="cond-to-cond link, indices of the local cond">c2c_lo</a>, <a class="code" href="classbdm_1_1datalink__m2m.html#ad64dda6f92654628276bbcebb7600d0d" title="cond-to-cond link, indices of the upper cond">c2c_up</a> ); |
| | 607 | <a name="l00830"></a>00830 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1datalink__m2m.html#a0ea05c47de4538b7042ff878e6e309a5" title="cond-to-cond link, indices of the local cond">c2c_lo</a>.length() + <a class="code" href="classbdm_1_1datalink__m2e.html#a9e0048d87bda78e9b8d38761440c7abc" title="upper_val-to-local_cond link, indices of the local cond">v2c_lo</a>.length() == <a class="code" href="classbdm_1_1datalink__m2e.html#a3fb26525e0bfa7932a37c5cd404801f9" title="Remember how long cond should be.">condsize</a>, <span class="stringliteral">"cond is not fully given"</span> ); |
| | 608 | <a name="l00831"></a>00831 } |
| | 609 | <a name="l00832"></a>00832 |
| | 610 | <a name="l00834"></a><a class="code" href="classbdm_1_1datalink__m2m.html#a911fb7fcfa80d4e31db8e0cc03141a90">00834</a> vec <a class="code" href="classbdm_1_1datalink__m2m.html#a911fb7fcfa80d4e31db8e0cc03141a90" title="Get cond for myself from val and cond of &quot;Up&quot;.">get_cond</a> ( <span class="keyword">const</span> vec &val_up, <span class="keyword">const</span> vec &cond_up ) { |
| | 611 | <a name="l00835"></a>00835 vec tmp ( <a class="code" href="classbdm_1_1datalink__m2e.html#a3fb26525e0bfa7932a37c5cd404801f9" title="Remember how long cond should be.">condsize</a> ); |
| | 612 | <a name="l00836"></a>00836 set_subvector ( tmp, <a class="code" href="classbdm_1_1datalink__m2e.html#a9e0048d87bda78e9b8d38761440c7abc" title="upper_val-to-local_cond link, indices of the local cond">v2c_lo</a>, val_up ( <a class="code" href="classbdm_1_1datalink__m2e.html#a43fe3e2d7aa04134053ec15793722783" title="upper_val-to-local_cond link, indices of the upper val">v2c_up</a> ) ); |
| | 613 | <a name="l00837"></a>00837 set_subvector ( tmp, <a class="code" href="classbdm_1_1datalink__m2m.html#a0ea05c47de4538b7042ff878e6e309a5" title="cond-to-cond link, indices of the local cond">c2c_lo</a>, cond_up ( <a class="code" href="classbdm_1_1datalink__m2m.html#ad64dda6f92654628276bbcebb7600d0d" title="cond-to-cond link, indices of the upper cond">c2c_up</a> ) ); |
| | 614 | <a name="l00838"></a>00838 <span class="keywordflow">return</span> tmp; |
| | 615 | <a name="l00839"></a>00839 } |
| 652 | | <a name="l00897"></a><a class="code" href="classbdm_1_1mepdf.html">00897</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mepdf.html" title="Unconditional mpdf, allows using epdf in the role of mpdf.">mepdf</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> { |
| 653 | | <a name="l00899"></a>00899 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> iepdf; |
| 654 | | <a name="l00900"></a>00900 <span class="keyword">public</span>: |
| 655 | | <a name="l00902"></a><a class="code" href="classbdm_1_1mepdf.html#a4a2b01e7bb510c6b8946757cae6c9155">00902</a> <a class="code" href="classbdm_1_1mepdf.html#a4a2b01e7bb510c6b8946757cae6c9155" title="Default constructor.">mepdf</a>() { } |
| 656 | | <a name="l00904"></a><a class="code" href="classbdm_1_1mepdf.html#a1f94e70702ff676f53d95ca7ec38e25c">00904</a> <a class="code" href="classbdm_1_1mepdf.html#a1f94e70702ff676f53d95ca7ec38e25c" title="Set internal shared pointer.">mepdf</a> ( <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> em ) { |
| 657 | | <a name="l00905"></a>00905 iepdf = em; |
| 658 | | <a name="l00906"></a>00906 <a class="code" href="classbdm_1_1mpdf.html#a147afacb393324bb3f9a7a89e33f835e" title="set internal pointer ep to point to given iepdf ">set_ep</a> ( *iepdf.<a class="code" href="classbdm_1_1shared__ptr.html#a37ebcfb6750dd7b5630f1d2354c07a96">get</a>() ); |
| 659 | | <a name="l00907"></a>00907 <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = 0; |
| 660 | | <a name="l00908"></a>00908 } |
| 661 | | <a name="l00909"></a>00909 |
| 662 | | <a name="l00911"></a><a class="code" href="classbdm_1_1mepdf.html#ab904a90ef78294040b498717cc13015e">00911</a> vec <a class="code" href="classbdm_1_1mepdf.html#ab904a90ef78294040b498717cc13015e" title="empty">samplecond</a> ( <span class="keyword">const</span> vec &cond ) { |
| 663 | | <a name="l00912"></a>00912 <span class="keywordflow">return</span> iepdf->sample(); |
| 664 | | <a name="l00913"></a>00913 } |
| 665 | | <a name="l00914"></a><a class="code" href="classbdm_1_1mepdf.html#a57decd7718f3789e9d1f10f19def935b">00914</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mepdf.html#a57decd7718f3789e9d1f10f19def935b" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &val, <span class="keyword">const</span> vec &cond ) { |
| 666 | | <a name="l00915"></a>00915 <span class="keywordflow">return</span> iepdf->evallog ( val ); |
| 667 | | <a name="l00916"></a>00916 } |
| 668 | | <a name="l00917"></a>00917 |
| 669 | | <a name="l00925"></a>00925 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mepdf.html#a27ef18a3e3b1b5de02739d1324bf25fb" title="Load from structure with elements:.">from_setting</a> ( <span class="keyword">const</span> Setting &<span class="keyword">set</span> ); |
| 670 | | <a name="l00926"></a>00926 }; |
| 671 | | <a name="l00927"></a>00927 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> ( mepdf ); |
| 672 | | <a name="l00928"></a>00928 SHAREDPTR ( mepdf ); |
| 673 | | <a name="l00929"></a>00929 |
| 674 | | <a name="l00931"></a>00931 RV get_composite_rv ( <span class="keyword">const</span> Array<shared_ptr<mpdf> > &mpdfs, <span class="keywordtype">bool</span> checkoverlap = <span class="keyword">false</span> ); |
| 675 | | <a name="l00932"></a>00932 |
| 676 | | <a name="l00948"></a><a class="code" href="classbdm_1_1DS.html">00948</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> { |
| 677 | | <a name="l00949"></a>00949 <span class="keyword">protected</span>: |
| 678 | | <a name="l00951"></a><a class="code" href="classbdm_1_1DS.html#af96cae44624e79638a91ec4f2c7c81a9">00951</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1DS.html#af96cae44624e79638a91ec4f2c7c81a9" title="size of data returned by getdata() ">dtsize</a>; |
| 679 | | <a name="l00953"></a><a class="code" href="classbdm_1_1DS.html#ad7467046a0bd05bc992cc5e1bdedb983">00953</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1DS.html#ad7467046a0bd05bc992cc5e1bdedb983" title="size of data">utsize</a>; |
| 680 | | <a name="l00955"></a><a class="code" href="classbdm_1_1DS.html#a22a4b29aa6e9f3bf17bcc4b28567e8bd">00955</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1DS.html#a22a4b29aa6e9f3bf17bcc4b28567e8bd" title="size of output">ytsize</a>; |
| 681 | | <a name="l00957"></a><a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec">00957</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>; |
| 682 | | <a name="l00959"></a><a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702">00959</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>; <span class="comment">//</span> |
| 683 | | <a name="l00961"></a><a class="code" href="classbdm_1_1DS.html#aeb9de2a85f0d8257d79d9b68c05c4995">00961</a> <span class="comment"></span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1DS.html#aeb9de2a85f0d8257d79d9b68c05c4995" title="Description of output data.">Yrv</a>; <span class="comment">//</span> |
| 684 | | <a name="l00963"></a><a class="code" href="classbdm_1_1DS.html#ab4b7bdb9d98a11ab587aa0ad803bb867">00963</a> <span class="comment"></span> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1DS.html#ab4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a>, L_ut; |
| 685 | | <a name="l00964"></a>00964 <span class="keyword">public</span>: |
| 686 | | <a name="l00966"></a><a class="code" href="classbdm_1_1DS.html#abedd82e08ae6686b4b1732a122c2201a">00966</a> <a class="code" href="classbdm_1_1DS.html#abedd82e08ae6686b4b1732a122c2201a" title="default constructors">DS</a>() : <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>(), <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>(),<a class="code" href="classbdm_1_1DS.html#aeb9de2a85f0d8257d79d9b68c05c4995" title="Description of output data.">Yrv</a>() {}; |
| 687 | | <a name="l00967"></a>00967 |
| 688 | | <a name="l00969"></a><a class="code" href="classbdm_1_1DS.html#a76d11928675f276f805655ae2a05d773">00969</a> <span class="keyword">virtual</span> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1DS.html#a76d11928675f276f805655ae2a05d773" title="Returns maximum number of provided data, by default it is set to maximum allowed...">max_length</a>() {<span class="keywordflow">return</span> std::numeric_limits< int >::max();} |
| 689 | | <a name="l00971"></a><a class="code" href="classbdm_1_1DS.html#ac1ec862dec7164fee3284c6f9a51b0ba">00971</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#ac1ec862dec7164fee3284c6f9a51b0ba" title="Returns full vector of observed data=[output, input].">getdata</a> ( vec &dt ) { |
| 690 | | <a name="l00972"></a>00972 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"abstract class"</span> ); |
| 691 | | <a name="l00973"></a>00973 } |
| 692 | | <a name="l00975"></a><a class="code" href="classbdm_1_1DS.html#aa0bf451c7fea73ff4150ff9e83da4832">00975</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#aa0bf451c7fea73ff4150ff9e83da4832" title="Returns data records at indeces.">getdata</a> ( vec &dt, <span class="keyword">const</span> ivec &indeces ) { |
| 693 | | <a name="l00976"></a>00976 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"abstract class"</span> ); |
| 694 | | <a name="l00977"></a>00977 } |
| 695 | | <a name="l00978"></a>00978 |
| 696 | | <a name="l00980"></a><a class="code" href="classbdm_1_1DS.html#af5baeee8528e5e4c5c7a344b2e3f192a">00980</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#af5baeee8528e5e4c5c7a344b2e3f192a" title="Accepts action variable and schedule it for application.">write</a> ( vec &ut ) { |
| 697 | | <a name="l00981"></a>00981 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"abstract class"</span> ); |
| 698 | | <a name="l00982"></a>00982 } |
| 699 | | <a name="l00983"></a>00983 |
| 700 | | <a name="l00985"></a><a class="code" href="classbdm_1_1DS.html#a6bced13f84f6bf04449728817e049e1d">00985</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#a6bced13f84f6bf04449728817e049e1d" title="Accepts action variables at specific indeces.">write</a> ( vec &ut, <span class="keyword">const</span> ivec &indeces ) { |
| 701 | | <a name="l00986"></a>00986 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"abstract class"</span> ); |
| 702 | | <a name="l00987"></a>00987 } |
| 703 | | <a name="l00988"></a>00988 |
| 704 | | <a name="l00990"></a><a class="code" href="classbdm_1_1DS.html#a4df78b21d352013d8804a8dda860b7ea">00990</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#a4df78b21d352013d8804a8dda860b7ea" title="Moves from to , i.e. perfroms the actions and reads response of the system.">step</a>() |
| 705 | | <a name="l00991"></a>00991 { |
| 706 | | <a name="l00992"></a>00992 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"abstract class"</span> ); |
| 707 | | <a name="l00993"></a>00993 } |
| 708 | | <a name="l00994"></a>00994 |
| 709 | | <a name="l00996"></a><a class="code" href="classbdm_1_1DS.html#a3c9e417d85052396fe74c164857ee67e">00996</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#a3c9e417d85052396fe74c164857ee67e" title="Register DS for logging into logger L.">log_add</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L ) { |
| 710 | | <a name="l00997"></a>00997 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> ( <a class="code" href="classbdm_1_1DS.html#af96cae44624e79638a91ec4f2c7c81a9" title="size of data returned by getdata() ">dtsize</a> == <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), <span class="stringliteral">"invalid DS: dtsize ("</span> + num2str ( <a class="code" href="classbdm_1_1DS.html#af96cae44624e79638a91ec4f2c7c81a9" title="size of data returned by getdata() ">dtsize</a> ) + <span class="stringliteral">") different from Drv "</span> + num2str ( <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() ) ); |
| 711 | | <a name="l00998"></a>00998 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> ( <a class="code" href="classbdm_1_1DS.html#ad7467046a0bd05bc992cc5e1bdedb983" title="size of data">utsize</a> == <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), <span class="stringliteral">"invalid DS: utsize ("</span> + num2str ( <a class="code" href="classbdm_1_1DS.html#ad7467046a0bd05bc992cc5e1bdedb983" title="size of data">utsize</a> ) + <span class="stringliteral">") different from Urv "</span> + num2str ( <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() ) ); |
| 712 | | <a name="l00999"></a>00999 |
| 713 | | <a name="l01000"></a>01000 <a class="code" href="classbdm_1_1DS.html#ab4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a> = L.<a class="code" href="classbdm_1_1logger.html#a47aa3b098a81d02a8ffaea2c9fa09ac7" title="returns an identifier which will be later needed for calling the logit() function...">add</a> ( <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>, <span class="stringliteral">""</span> ); |
| 714 | | <a name="l01001"></a>01001 L_ut = L.<a class="code" href="classbdm_1_1logger.html#a47aa3b098a81d02a8ffaea2c9fa09ac7" title="returns an identifier which will be later needed for calling the logit() function...">add</a> ( <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>, <span class="stringliteral">""</span> ); |
| 715 | | <a name="l01002"></a>01002 } |
| 716 | | <a name="l01004"></a><a class="code" href="classbdm_1_1DS.html#ae03d2c93cddd5c3a03107ddd3ae999cf">01004</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#ae03d2c93cddd5c3a03107ddd3ae999cf" title="Register DS for logging into logger L.">logit</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L ) { |
| 717 | | <a name="l01005"></a>01005 vec tmp ( <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() + <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() ); |
| 718 | | <a name="l01006"></a>01006 <a class="code" href="classbdm_1_1DS.html#ac1ec862dec7164fee3284c6f9a51b0ba" title="Returns full vector of observed data=[output, input].">getdata</a> ( tmp ); |
| 719 | | <a name="l01007"></a>01007 <span class="comment">// d is first in getdata</span> |
| 720 | | <a name="l01008"></a>01008 L.<a class="code" href="classbdm_1_1logger.html#ae30f695619931b3c372ab280e452d309" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1DS.html#ab4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a>, tmp.left ( <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() ) ); |
| 721 | | <a name="l01009"></a>01009 <span class="comment">// u follows after d in getdata</span> |
| 722 | | <a name="l01010"></a>01010 L.<a class="code" href="classbdm_1_1logger.html#ae30f695619931b3c372ab280e452d309" title="log this vector">logit</a> ( L_ut, tmp.mid ( <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() ) ); |
| 723 | | <a name="l01011"></a>01011 } |
| 724 | | <a name="l01013"></a><a class="code" href="classbdm_1_1DS.html#a069497b610296be053d862a2493be0ce">01013</a> <span class="keyword">virtual</span> <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& <a class="code" href="classbdm_1_1DS.html#a069497b610296be053d862a2493be0ce" title="access function">_drv</a>()<span class="keyword"> const </span>{ |
| 725 | | <a name="l01014"></a>01014 <span class="comment">// return concat (Drv, Urv);// why!!!</span> |
| 726 | | <a name="l01015"></a>01015 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>;<span class="comment">// why!!!</span> |
| 727 | | <a name="l01016"></a>01016 } |
| 728 | | <a name="l01018"></a><a class="code" href="classbdm_1_1DS.html#aa6a9a375da64c82fc227bda3418a1f33">01018</a> <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& <a class="code" href="classbdm_1_1DS.html#aa6a9a375da64c82fc227bda3418a1f33" title="access function">_urv</a>()<span class="keyword"> const </span>{ |
| 729 | | <a name="l01019"></a>01019 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>; |
| 730 | | <a name="l01020"></a>01020 } |
| 731 | | <a name="l01022"></a><a class="code" href="classbdm_1_1DS.html#ac09878f86907329ac631a3df8755c558">01022</a> <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& <a class="code" href="classbdm_1_1DS.html#ac09878f86907329ac631a3df8755c558" title="access function">_yrv</a>()<span class="keyword"> const </span>{ |
| 732 | | <a name="l01023"></a>01023 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1DS.html#aeb9de2a85f0d8257d79d9b68c05c4995" title="Description of output data.">Yrv</a>; |
| 733 | | <a name="l01024"></a>01024 } |
| 734 | | <a name="l01026"></a><a class="code" href="classbdm_1_1DS.html#a3a92d77fd97fdb6bf1c8edb1e38c6bbc">01026</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#a3a92d77fd97fdb6bf1c8edb1e38c6bbc" title="set random variables">set_drv</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &yrv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &urv) { |
| 735 | | <a name="l01027"></a>01027 <a class="code" href="classbdm_1_1DS.html#aeb9de2a85f0d8257d79d9b68c05c4995" title="Description of output data.">Yrv</a> = yrv; |
| 736 | | <a name="l01028"></a>01028 <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a> = concat(yrv,urv); |
| 737 | | <a name="l01029"></a>01029 <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a> = urv; |
| 738 | | <a name="l01030"></a>01030 } |
| 739 | | <a name="l01031"></a>01031 }; |
| 740 | | <a name="l01032"></a>01032 |
| 741 | | <a name="l01054"></a><a class="code" href="classbdm_1_1BM.html">01054</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> { |
| 742 | | <a name="l01055"></a>01055 <span class="keyword">protected</span>: |
| 743 | | <a name="l01057"></a><a class="code" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed">01057</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a>; |
| 744 | | <a name="l01059"></a><a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">01059</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a>; |
| 745 | | <a name="l01061"></a><a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">01061</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>; |
| 746 | | <a name="l01062"></a>01062 <span class="keyword">public</span>: |
| 747 | | <a name="l01065"></a>01065 |
| 748 | | <a name="l01066"></a>01066 <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>() : <a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ( 0 ), <a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( true ), <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 4 ), <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 4 ) { |
| 749 | | <a name="l01067"></a>01067 <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> = -1;<span class="comment">/*empty IDs*/</span> |
| 750 | | <a name="l01068"></a>01068 <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> = 0; |
| 751 | | <a name="l01069"></a>01069 <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 0 ) = 1; <span class="comment">/*log only mean*/</span> |
| 752 | | <a name="l01070"></a>01070 }; |
| 753 | | <a name="l01071"></a>01071 <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> &B ) : <a class="code" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a> ( B.<a class="code" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a> ), <a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ( B.<a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ), <a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( B.<a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ) {} |
| 754 | | <a name="l01074"></a><a class="code" href="classbdm_1_1BM.html#a40f01563651c1e4fe926189e41a6b8ab">01074</a> <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>* <a class="code" href="classbdm_1_1BM.html#a40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{ |
| 755 | | <a name="l01075"></a>01075 <span class="keywordflow">return</span> NULL; |
| 756 | | <a name="l01076"></a>01076 }; |
| 757 | | <a name="l01078"></a>01078 |
| 758 | | <a name="l01081"></a>01081 |
| 759 | | <a name="l01085"></a>01085 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#a60b1779a577367c369a932cabd3a6188" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &dt ) = 0; |
| 760 | | <a name="l01087"></a>01087 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#a1dee3fddaf021e62d925289660a707dc" title="Batch Bayes rule (columns of Dt are observations).">bayesB</a> ( <span class="keyword">const</span> mat &Dt ); |
| 761 | | <a name="l01090"></a><a class="code" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">01090</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> ( <span class="keyword">const</span> vec &dt )<span class="keyword"> const </span>{ |
| 762 | | <a name="l01091"></a>01091 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented"</span> ); |
| 763 | | <a name="l01092"></a>01092 <span class="keywordflow">return</span> 0.0; |
| 764 | | <a name="l01093"></a>01093 } |
| 765 | | <a name="l01094"></a>01094 |
| 766 | | <a name="l01096"></a><a class="code" href="classbdm_1_1BM.html#a0e8ebe61fb14990abe1254bd3dda5fae">01096</a> vec <a class="code" href="classbdm_1_1BM.html#a0e8ebe61fb14990abe1254bd3dda5fae" title="Matrix version of logpred.">logpred_m</a> ( <span class="keyword">const</span> mat &dt )<span class="keyword"> const </span>{ |
| 767 | | <a name="l01097"></a>01097 vec tmp ( dt.cols() ); |
| 768 | | <a name="l01098"></a>01098 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < dt.cols(); i++ ) { |
| 769 | | <a name="l01099"></a>01099 tmp ( i ) = <a class="code" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> ( dt.get_col ( i ) ); |
| 770 | | <a name="l01100"></a>01100 } |
| 771 | | <a name="l01101"></a>01101 <span class="keywordflow">return</span> tmp; |
| 772 | | <a name="l01102"></a>01102 } |
| 773 | | <a name="l01103"></a>01103 |
| 774 | | <a name="l01105"></a><a class="code" href="classbdm_1_1BM.html#a688d7a2aced1e06aa1c468d73a9e5eba">01105</a> <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1BM.html#a688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor</a>()<span class="keyword"> const </span>{ |
| 775 | | <a name="l01106"></a>01106 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented"</span> ); |
| 776 | | <a name="l01107"></a>01107 <span class="keywordflow">return</span> NULL; |
| 777 | | <a name="l01108"></a>01108 }; |
| 778 | | <a name="l01110"></a><a class="code" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">01110</a> <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a>* <a class="code" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs conditional density of 1-step ahead predictor .">predictor</a>()<span class="keyword"> const </span>{ |
| 779 | | <a name="l01111"></a>01111 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented"</span> ); |
| 780 | | <a name="l01112"></a>01112 <span class="keywordflow">return</span> NULL; |
| 781 | | <a name="l01113"></a>01113 }; |
| 782 | | <a name="l01115"></a>01115 |
| 783 | | <a name="l01120"></a>01120 |
| 784 | | <a name="l01122"></a><a class="code" href="classbdm_1_1BM.html#ade95c590d650b2db423d53992f0906cb">01122</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1BM.html#ade95c590d650b2db423d53992f0906cb" title="Name of extension variable.">rvc</a>; |
| 785 | | <a name="l01124"></a><a class="code" href="classbdm_1_1BM.html#ab5e8e016be16e4029c789063cb3f3b33">01124</a> <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& <a class="code" href="classbdm_1_1BM.html#ab5e8e016be16e4029c789063cb3f3b33" title="access function">_rvc</a>()<span class="keyword"> const </span>{ |
| 786 | | <a name="l01125"></a>01125 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1BM.html#ade95c590d650b2db423d53992f0906cb" title="Name of extension variable.">rvc</a>; |
| 787 | | <a name="l01126"></a>01126 } |
| 788 | | <a name="l01127"></a>01127 |
| 789 | | <a name="l01129"></a><a class="code" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4">01129</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &val ) { |
| 790 | | <a name="l01130"></a>01130 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented!"</span> ); |
| 791 | | <a name="l01131"></a>01131 } |
| 792 | | <a name="l01132"></a>01132 |
| | 654 | <a name="l00894"></a>00894 }; |
| | 655 | <a name="l00895"></a>00895 |
| | 656 | <a name="l00899"></a><a class="code" href="classbdm_1_1mepdf.html">00899</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mepdf.html" title="Unconditional mpdf, allows using epdf in the role of mpdf.">mepdf</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> { |
| | 657 | <a name="l00901"></a>00901 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> iepdf; |
| | 658 | <a name="l00902"></a>00902 <span class="keyword">public</span>: |
| | 659 | <a name="l00904"></a><a class="code" href="classbdm_1_1mepdf.html#a4a2b01e7bb510c6b8946757cae6c9155">00904</a> <a class="code" href="classbdm_1_1mepdf.html#a4a2b01e7bb510c6b8946757cae6c9155" title="Default constructor.">mepdf</a>() { } |
| | 660 | <a name="l00906"></a><a class="code" href="classbdm_1_1mepdf.html#a1f94e70702ff676f53d95ca7ec38e25c">00906</a> <a class="code" href="classbdm_1_1mepdf.html#a1f94e70702ff676f53d95ca7ec38e25c" title="Set internal shared pointer.">mepdf</a> ( <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> em ) { |
| | 661 | <a name="l00907"></a>00907 iepdf = em; |
| | 662 | <a name="l00908"></a>00908 <a class="code" href="classbdm_1_1mpdf.html#a147afacb393324bb3f9a7a89e33f835e" title="set internal pointer ep to point to given iepdf ">set_ep</a> ( *iepdf.<a class="code" href="classbdm_1_1shared__ptr.html#a37ebcfb6750dd7b5630f1d2354c07a96">get</a>() ); |
| | 663 | <a name="l00909"></a>00909 <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = 0; |
| | 664 | <a name="l00910"></a>00910 } |
| | 665 | <a name="l00911"></a>00911 |
| | 666 | <a name="l00913"></a><a class="code" href="classbdm_1_1mepdf.html#ab904a90ef78294040b498717cc13015e">00913</a> vec <a class="code" href="classbdm_1_1mepdf.html#ab904a90ef78294040b498717cc13015e" title="empty">samplecond</a> ( <span class="keyword">const</span> vec &cond ) { |
| | 667 | <a name="l00914"></a>00914 <span class="keywordflow">return</span> iepdf->sample(); |
| | 668 | <a name="l00915"></a>00915 } |
| | 669 | <a name="l00916"></a><a class="code" href="classbdm_1_1mepdf.html#a57decd7718f3789e9d1f10f19def935b">00916</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mepdf.html#a57decd7718f3789e9d1f10f19def935b" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &val, <span class="keyword">const</span> vec &cond ) { |
| | 670 | <a name="l00917"></a>00917 <span class="keywordflow">return</span> iepdf->evallog ( val ); |
| | 671 | <a name="l00918"></a>00918 } |
| | 672 | <a name="l00919"></a>00919 |
| | 673 | <a name="l00927"></a>00927 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mepdf.html#a27ef18a3e3b1b5de02739d1324bf25fb" title="Load from structure with elements:.">from_setting</a> ( <span class="keyword">const</span> Setting &<span class="keyword">set</span> ); |
| | 674 | <a name="l00928"></a>00928 }; |
| | 675 | <a name="l00929"></a>00929 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> ( mepdf ); |
| | 676 | <a name="l00930"></a>00930 SHAREDPTR ( mepdf ); |
| | 677 | <a name="l00931"></a>00931 |
| | 678 | <a name="l00933"></a>00933 RV get_composite_rv ( <span class="keyword">const</span> Array<shared_ptr<mpdf> > &mpdfs, <span class="keywordtype">bool</span> checkoverlap = <span class="keyword">false</span> ); |
| | 679 | <a name="l00934"></a>00934 |
| | 680 | <a name="l00950"></a><a class="code" href="classbdm_1_1DS.html">00950</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> { |
| | 681 | <a name="l00951"></a>00951 <span class="keyword">protected</span>: |
| | 682 | <a name="l00953"></a><a class="code" href="classbdm_1_1DS.html#af96cae44624e79638a91ec4f2c7c81a9">00953</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1DS.html#af96cae44624e79638a91ec4f2c7c81a9" title="size of data returned by getdata() ">dtsize</a>; |
| | 683 | <a name="l00955"></a><a class="code" href="classbdm_1_1DS.html#ad7467046a0bd05bc992cc5e1bdedb983">00955</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1DS.html#ad7467046a0bd05bc992cc5e1bdedb983" title="size of data">utsize</a>; |
| | 684 | <a name="l00957"></a><a class="code" href="classbdm_1_1DS.html#a22a4b29aa6e9f3bf17bcc4b28567e8bd">00957</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1DS.html#a22a4b29aa6e9f3bf17bcc4b28567e8bd" title="size of output">ytsize</a>; |
| | 685 | <a name="l00959"></a><a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec">00959</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>; |
| | 686 | <a name="l00961"></a><a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702">00961</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>; <span class="comment">//</span> |
| | 687 | <a name="l00963"></a><a class="code" href="classbdm_1_1DS.html#aeb9de2a85f0d8257d79d9b68c05c4995">00963</a> <span class="comment"></span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1DS.html#aeb9de2a85f0d8257d79d9b68c05c4995" title="Description of output data.">Yrv</a>; <span class="comment">//</span> |
| | 688 | <a name="l00965"></a><a class="code" href="classbdm_1_1DS.html#ab4b7bdb9d98a11ab587aa0ad803bb867">00965</a> <span class="comment"></span> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1DS.html#ab4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a>, L_ut; |
| | 689 | <a name="l00966"></a>00966 <span class="keyword">public</span>: |
| | 690 | <a name="l00968"></a><a class="code" href="classbdm_1_1DS.html#abedd82e08ae6686b4b1732a122c2201a">00968</a> <a class="code" href="classbdm_1_1DS.html#abedd82e08ae6686b4b1732a122c2201a" title="default constructors">DS</a>() : <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>(), <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>(),<a class="code" href="classbdm_1_1DS.html#aeb9de2a85f0d8257d79d9b68c05c4995" title="Description of output data.">Yrv</a>() {}; |
| | 691 | <a name="l00969"></a>00969 |
| | 692 | <a name="l00971"></a><a class="code" href="classbdm_1_1DS.html#a76d11928675f276f805655ae2a05d773">00971</a> <span class="keyword">virtual</span> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1DS.html#a76d11928675f276f805655ae2a05d773" title="Returns maximum number of provided data, by default it is set to maximum allowed...">max_length</a>() {<span class="keywordflow">return</span> std::numeric_limits< int >::max();} |
| | 693 | <a name="l00973"></a><a class="code" href="classbdm_1_1DS.html#ac1ec862dec7164fee3284c6f9a51b0ba">00973</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#ac1ec862dec7164fee3284c6f9a51b0ba" title="Returns full vector of observed data=[output, input].">getdata</a> ( vec &dt ) { |
| | 694 | <a name="l00974"></a>00974 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"abstract class"</span> ); |
| | 695 | <a name="l00975"></a>00975 } |
| | 696 | <a name="l00977"></a><a class="code" href="classbdm_1_1DS.html#aa0bf451c7fea73ff4150ff9e83da4832">00977</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#aa0bf451c7fea73ff4150ff9e83da4832" title="Returns data records at indeces.">getdata</a> ( vec &dt, <span class="keyword">const</span> ivec &indeces ) { |
| | 697 | <a name="l00978"></a>00978 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"abstract class"</span> ); |
| | 698 | <a name="l00979"></a>00979 } |
| | 699 | <a name="l00980"></a>00980 |
| | 700 | <a name="l00982"></a><a class="code" href="classbdm_1_1DS.html#af5baeee8528e5e4c5c7a344b2e3f192a">00982</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#af5baeee8528e5e4c5c7a344b2e3f192a" title="Accepts action variable and schedule it for application.">write</a> ( vec &ut ) { |
| | 701 | <a name="l00983"></a>00983 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"abstract class"</span> ); |
| | 702 | <a name="l00984"></a>00984 } |
| | 703 | <a name="l00985"></a>00985 |
| | 704 | <a name="l00987"></a><a class="code" href="classbdm_1_1DS.html#a6bced13f84f6bf04449728817e049e1d">00987</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#a6bced13f84f6bf04449728817e049e1d" title="Accepts action variables at specific indeces.">write</a> ( vec &ut, <span class="keyword">const</span> ivec &indeces ) { |
| | 705 | <a name="l00988"></a>00988 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"abstract class"</span> ); |
| | 706 | <a name="l00989"></a>00989 } |
| | 707 | <a name="l00990"></a>00990 |
| | 708 | <a name="l00992"></a><a class="code" href="classbdm_1_1DS.html#a4df78b21d352013d8804a8dda860b7ea">00992</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#a4df78b21d352013d8804a8dda860b7ea" title="Moves from to , i.e. perfroms the actions and reads response of the system.">step</a>() |
| | 709 | <a name="l00993"></a>00993 { |
| | 710 | <a name="l00994"></a>00994 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"abstract class"</span> ); |
| | 711 | <a name="l00995"></a>00995 } |
| | 712 | <a name="l00996"></a>00996 |
| | 713 | <a name="l00998"></a><a class="code" href="classbdm_1_1DS.html#a3c9e417d85052396fe74c164857ee67e">00998</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#a3c9e417d85052396fe74c164857ee67e" title="Register DS for logging into logger L.">log_add</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L ) { |
| | 714 | <a name="l00999"></a>00999 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> ( <a class="code" href="classbdm_1_1DS.html#af96cae44624e79638a91ec4f2c7c81a9" title="size of data returned by getdata() ">dtsize</a> == <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), <span class="stringliteral">"invalid DS: dtsize ("</span> + num2str ( <a class="code" href="classbdm_1_1DS.html#af96cae44624e79638a91ec4f2c7c81a9" title="size of data returned by getdata() ">dtsize</a> ) + <span class="stringliteral">") different from Drv "</span> + num2str ( <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() ) ); |
| | 715 | <a name="l01000"></a>01000 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> ( <a class="code" href="classbdm_1_1DS.html#ad7467046a0bd05bc992cc5e1bdedb983" title="size of data">utsize</a> == <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), <span class="stringliteral">"invalid DS: utsize ("</span> + num2str ( <a class="code" href="classbdm_1_1DS.html#ad7467046a0bd05bc992cc5e1bdedb983" title="size of data">utsize</a> ) + <span class="stringliteral">") different from Urv "</span> + num2str ( <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() ) ); |
| | 716 | <a name="l01001"></a>01001 |
| | 717 | <a name="l01002"></a>01002 <a class="code" href="classbdm_1_1DS.html#ab4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a> = L.<a class="code" href="classbdm_1_1logger.html#a47aa3b098a81d02a8ffaea2c9fa09ac7" title="returns an identifier which will be later needed for calling the logit() function...">add</a> ( <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>, <span class="stringliteral">""</span> ); |
| | 718 | <a name="l01003"></a>01003 L_ut = L.<a class="code" href="classbdm_1_1logger.html#a47aa3b098a81d02a8ffaea2c9fa09ac7" title="returns an identifier which will be later needed for calling the logit() function...">add</a> ( <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>, <span class="stringliteral">""</span> ); |
| | 719 | <a name="l01004"></a>01004 } |
| | 720 | <a name="l01006"></a><a class="code" href="classbdm_1_1DS.html#ae03d2c93cddd5c3a03107ddd3ae999cf">01006</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#ae03d2c93cddd5c3a03107ddd3ae999cf" title="Register DS for logging into logger L.">logit</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L ) { |
| | 721 | <a name="l01007"></a>01007 vec tmp ( <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() + <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() ); |
| | 722 | <a name="l01008"></a>01008 <a class="code" href="classbdm_1_1DS.html#ac1ec862dec7164fee3284c6f9a51b0ba" title="Returns full vector of observed data=[output, input].">getdata</a> ( tmp ); |
| | 723 | <a name="l01009"></a>01009 <span class="comment">// d is first in getdata</span> |
| | 724 | <a name="l01010"></a>01010 L.<a class="code" href="classbdm_1_1logger.html#ae30f695619931b3c372ab280e452d309" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1DS.html#ab4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a>, tmp.left ( <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() ) ); |
| | 725 | <a name="l01011"></a>01011 <span class="comment">// u follows after d in getdata</span> |
| | 726 | <a name="l01012"></a>01012 L.<a class="code" href="classbdm_1_1logger.html#ae30f695619931b3c372ab280e452d309" title="log this vector">logit</a> ( L_ut, tmp.mid ( <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() ) ); |
| | 727 | <a name="l01013"></a>01013 } |
| | 728 | <a name="l01015"></a><a class="code" href="classbdm_1_1DS.html#a069497b610296be053d862a2493be0ce">01015</a> <span class="keyword">virtual</span> <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& <a class="code" href="classbdm_1_1DS.html#a069497b610296be053d862a2493be0ce" title="access function">_drv</a>()<span class="keyword"> const </span>{ |
| | 729 | <a name="l01016"></a>01016 <span class="comment">// return concat (Drv, Urv);// why!!!</span> |
| | 730 | <a name="l01017"></a>01017 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>;<span class="comment">// why!!!</span> |
| | 731 | <a name="l01018"></a>01018 } |
| | 732 | <a name="l01020"></a><a class="code" href="classbdm_1_1DS.html#aa6a9a375da64c82fc227bda3418a1f33">01020</a> <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& <a class="code" href="classbdm_1_1DS.html#aa6a9a375da64c82fc227bda3418a1f33" title="access function">_urv</a>()<span class="keyword"> const </span>{ |
| | 733 | <a name="l01021"></a>01021 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>; |
| | 734 | <a name="l01022"></a>01022 } |
| | 735 | <a name="l01024"></a><a class="code" href="classbdm_1_1DS.html#ac09878f86907329ac631a3df8755c558">01024</a> <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& <a class="code" href="classbdm_1_1DS.html#ac09878f86907329ac631a3df8755c558" title="access function">_yrv</a>()<span class="keyword"> const </span>{ |
| | 736 | <a name="l01025"></a>01025 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1DS.html#aeb9de2a85f0d8257d79d9b68c05c4995" title="Description of output data.">Yrv</a>; |
| | 737 | <a name="l01026"></a>01026 } |
| | 738 | <a name="l01028"></a><a class="code" href="classbdm_1_1DS.html#a3a92d77fd97fdb6bf1c8edb1e38c6bbc">01028</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1DS.html#a3a92d77fd97fdb6bf1c8edb1e38c6bbc" title="set random variables">set_drv</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &yrv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &urv) { |
| | 739 | <a name="l01029"></a>01029 <a class="code" href="classbdm_1_1DS.html#aeb9de2a85f0d8257d79d9b68c05c4995" title="Description of output data.">Yrv</a> = yrv; |
| | 740 | <a name="l01030"></a>01030 <a class="code" href="classbdm_1_1DS.html#ad8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a> = concat(yrv,urv); |
| | 741 | <a name="l01031"></a>01031 <a class="code" href="classbdm_1_1DS.html#a9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a> = urv; |
| | 742 | <a name="l01032"></a>01032 } |
| | 743 | <a name="l01033"></a>01033 }; |
| | 744 | <a name="l01034"></a>01034 |
| | 745 | <a name="l01056"></a><a class="code" href="classbdm_1_1BM.html">01056</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> { |
| | 746 | <a name="l01057"></a>01057 <span class="keyword">protected</span>: |
| | 747 | <a name="l01059"></a><a class="code" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed">01059</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a>; |
| | 748 | <a name="l01061"></a><a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">01061</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a>; |
| | 749 | <a name="l01063"></a><a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">01063</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>; |
| | 750 | <a name="l01064"></a>01064 <span class="keyword">public</span>: |
| | 751 | <a name="l01067"></a>01067 |
| | 752 | <a name="l01068"></a>01068 <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>() : <a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ( 0 ), <a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( true ), <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 4 ), <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 4 ) { |
| | 753 | <a name="l01069"></a>01069 <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> = -1;<span class="comment">/*empty IDs*/</span> |
| | 754 | <a name="l01070"></a>01070 <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> = 0; |
| | 755 | <a name="l01071"></a>01071 <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 0 ) = 1; <span class="comment">/*log only mean*/</span> |
| | 756 | <a name="l01072"></a>01072 }; |
| | 757 | <a name="l01073"></a>01073 <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> &B ) : <a class="code" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a> ( B.<a class="code" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a> ), <a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ( B.<a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ), <a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( B.<a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ) {} |
| | 758 | <a name="l01076"></a><a class="code" href="classbdm_1_1BM.html#a40f01563651c1e4fe926189e41a6b8ab">01076</a> <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>* <a class="code" href="classbdm_1_1BM.html#a40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{ |
| | 759 | <a name="l01077"></a>01077 <span class="keywordflow">return</span> NULL; |
| | 760 | <a name="l01078"></a>01078 }; |
| | 761 | <a name="l01080"></a>01080 |
| | 762 | <a name="l01083"></a>01083 |
| | 763 | <a name="l01087"></a>01087 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#a60b1779a577367c369a932cabd3a6188" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &dt ) = 0; |
| | 764 | <a name="l01089"></a>01089 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#a1dee3fddaf021e62d925289660a707dc" title="Batch Bayes rule (columns of Dt are observations).">bayesB</a> ( <span class="keyword">const</span> mat &Dt ); |
| | 765 | <a name="l01092"></a><a class="code" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">01092</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> ( <span class="keyword">const</span> vec &dt )<span class="keyword"> const </span>{ |
| | 766 | <a name="l01093"></a>01093 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented"</span> ); |
| | 767 | <a name="l01094"></a>01094 <span class="keywordflow">return</span> 0.0; |
| | 768 | <a name="l01095"></a>01095 } |
| | 769 | <a name="l01096"></a>01096 |
| | 770 | <a name="l01098"></a><a class="code" href="classbdm_1_1BM.html#a0e8ebe61fb14990abe1254bd3dda5fae">01098</a> vec <a class="code" href="classbdm_1_1BM.html#a0e8ebe61fb14990abe1254bd3dda5fae" title="Matrix version of logpred.">logpred_m</a> ( <span class="keyword">const</span> mat &dt )<span class="keyword"> const </span>{ |
| | 771 | <a name="l01099"></a>01099 vec tmp ( dt.cols() ); |
| | 772 | <a name="l01100"></a>01100 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < dt.cols(); i++ ) { |
| | 773 | <a name="l01101"></a>01101 tmp ( i ) = <a class="code" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> ( dt.get_col ( i ) ); |
| | 774 | <a name="l01102"></a>01102 } |
| | 775 | <a name="l01103"></a>01103 <span class="keywordflow">return</span> tmp; |
| | 776 | <a name="l01104"></a>01104 } |
| | 777 | <a name="l01105"></a>01105 |
| | 778 | <a name="l01107"></a><a class="code" href="classbdm_1_1BM.html#a688d7a2aced1e06aa1c468d73a9e5eba">01107</a> <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1BM.html#a688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor</a>()<span class="keyword"> const </span>{ |
| | 779 | <a name="l01108"></a>01108 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented"</span> ); |
| | 780 | <a name="l01109"></a>01109 <span class="keywordflow">return</span> NULL; |
| | 781 | <a name="l01110"></a>01110 }; |
| | 782 | <a name="l01112"></a><a class="code" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">01112</a> <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a>* <a class="code" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs conditional density of 1-step ahead predictor .">predictor</a>()<span class="keyword"> const </span>{ |
| | 783 | <a name="l01113"></a>01113 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented"</span> ); |
| | 784 | <a name="l01114"></a>01114 <span class="keywordflow">return</span> NULL; |
| | 785 | <a name="l01115"></a>01115 }; |
| | 786 | <a name="l01117"></a>01117 |
| | 787 | <a name="l01122"></a>01122 |
| | 788 | <a name="l01124"></a><a class="code" href="classbdm_1_1BM.html#ade95c590d650b2db423d53992f0906cb">01124</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1BM.html#ade95c590d650b2db423d53992f0906cb" title="Name of extension variable.">rvc</a>; |
| | 789 | <a name="l01126"></a><a class="code" href="classbdm_1_1BM.html#ab5e8e016be16e4029c789063cb3f3b33">01126</a> <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& <a class="code" href="classbdm_1_1BM.html#ab5e8e016be16e4029c789063cb3f3b33" title="access function">_rvc</a>()<span class="keyword"> const </span>{ |
| | 790 | <a name="l01127"></a>01127 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1BM.html#ade95c590d650b2db423d53992f0906cb" title="Name of extension variable.">rvc</a>; |
| | 791 | <a name="l01128"></a>01128 } |
| | 792 | <a name="l01129"></a>01129 |
| | 793 | <a name="l01131"></a><a class="code" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4">01131</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &val ) { |
| | 794 | <a name="l01132"></a>01132 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Not implemented!"</span> ); |
| | 795 | <a name="l01133"></a>01133 } |
| 794 | | <a name="l01135"></a>01135 |
| 795 | | <a name="l01138"></a>01138 |
| 796 | | <a name="l01139"></a>01139 <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& _drv()<span class="keyword"> const </span>{ |
| 797 | | <a name="l01140"></a>01140 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a>; |
| 798 | | <a name="l01141"></a>01141 } |
| 799 | | <a name="l01142"></a>01142 <span class="keywordtype">void</span> set_drv ( <span class="keyword">const</span> RV &rv ) { |
| 800 | | <a name="l01143"></a>01143 <a class="code" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a> = rv; |
| 801 | | <a name="l01144"></a>01144 } |
| 802 | | <a name="l01145"></a>01145 <span class="keywordtype">void</span> set_rv ( <span class="keyword">const</span> RV &rv ) { |
| 803 | | <a name="l01146"></a>01146 <span class="keyword">const_cast<</span>epdf&<span class="keyword">></span> ( posterior() ).set_rv ( rv ); |
| 804 | | <a name="l01147"></a>01147 } |
| 805 | | <a name="l01148"></a>01148 <span class="keywordtype">double</span> _ll()<span class="keyword"> const </span>{ |
| 806 | | <a name="l01149"></a>01149 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a>; |
| 807 | | <a name="l01150"></a>01150 } |
| 808 | | <a name="l01151"></a>01151 <span class="keywordtype">void</span> set_evalll ( <span class="keywordtype">bool</span> evl0 ) { |
| 809 | | <a name="l01152"></a>01152 <a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> = evl0; |
| 810 | | <a name="l01153"></a>01153 } |
| 811 | | <a name="l01154"></a>01154 <span class="keyword">virtual</span> <span class="keyword">const</span> epdf& posterior() <span class="keyword">const</span> = 0; |
| 812 | | <a name="l01156"></a>01156 |
| 813 | | <a name="l01159"></a>01159 |
| 814 | | <a name="l01161"></a><a class="code" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e">01161</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e" title="Set boolean options from a string, recognized are: &quot;logbounds,logll&quot;.">set_options</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> &opt ) { |
| 815 | | <a name="l01162"></a>01162 <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 0 ) = 1; |
| 816 | | <a name="l01163"></a>01163 <span class="keywordflow">if</span> ( opt.find ( <span class="stringliteral">"logbounds"</span> ) != string::npos ) { |
| 817 | | <a name="l01164"></a>01164 <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 1 ) = 1; |
| 818 | | <a name="l01165"></a>01165 <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 2 ) = 1; |
| 819 | | <a name="l01166"></a>01166 } |
| 820 | | <a name="l01167"></a>01167 <span class="keywordflow">if</span> ( opt.find ( <span class="stringliteral">"logll"</span> ) != string::npos ) { |
| 821 | | <a name="l01168"></a>01168 <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 3 ) = 1; |
| 822 | | <a name="l01169"></a>01169 } |
| 823 | | <a name="l01170"></a>01170 } |
| 824 | | <a name="l01172"></a><a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">01172</a> ivec <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a>; |
| 825 | | <a name="l01173"></a>01173 |
| 826 | | <a name="l01175"></a><a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">01175</a> ivec <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a>; |
| 827 | | <a name="l01177"></a><a class="code" href="classbdm_1_1BM.html#a2298ca6af9b13a78a4c9e18ab43f1827">01177</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#a2298ca6af9b13a78a4c9e18ab43f1827" title="Add all logged variables to a logger.">log_add</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L, <span class="keyword">const</span> <span class="keywordtype">string</span> &name = <span class="stringliteral">""</span> ) { |
| 828 | | <a name="l01178"></a>01178 <span class="comment">// internal</span> |
| 829 | | <a name="l01179"></a>01179 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> r; |
| 830 | | <a name="l01180"></a>01180 <span class="keywordflow">if</span> ( posterior().isnamed() ) { |
| 831 | | <a name="l01181"></a>01181 r = posterior().<a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>(); |
| 832 | | <a name="l01182"></a>01182 } <span class="keywordflow">else</span> { |
| 833 | | <a name="l01183"></a>01183 r = <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ( <span class="stringliteral">"est"</span>, posterior().dimension() ); |
| 834 | | <a name="l01184"></a>01184 }; |
| 835 | | <a name="l01185"></a>01185 |
| 836 | | <a name="l01186"></a>01186 <span class="comment">// Add mean value</span> |
| 837 | | <a name="l01187"></a>01187 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 0 ) ) <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 0 ) = L.<a class="code" href="classbdm_1_1logger.html#a47aa3b098a81d02a8ffaea2c9fa09ac7" title="returns an identifier which will be later needed for calling the logit() function...">add</a> ( r, name + <span class="stringliteral">"mean_"</span> ); |
| 838 | | <a name="l01188"></a>01188 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 1 ) ) <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 1 ) = L.<a class="code" href="classbdm_1_1logger.html#a47aa3b098a81d02a8ffaea2c9fa09ac7" title="returns an identifier which will be later needed for calling the logit() function...">add</a> ( r, name + <span class="stringliteral">"lb_"</span> ); |
| 839 | | <a name="l01189"></a>01189 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 2 ) ) <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 2 ) = L.<a class="code" href="classbdm_1_1logger.html#a47aa3b098a81d02a8ffaea2c9fa09ac7" title="returns an identifier which will be later needed for calling the logit() function...">add</a> ( r, name + <span class="stringliteral">"ub_"</span> ); |
| 840 | | <a name="l01190"></a>01190 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 3 ) ) <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 3 ) = L.<a class="code" href="classbdm_1_1logger.html#a47aa3b098a81d02a8ffaea2c9fa09ac7" title="returns an identifier which will be later needed for calling the logit() function...">add</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ( <span class="stringliteral">"ll"</span>, 1 ), name ); <span class="comment">//TODO: "local" RV</span> |
| 841 | | <a name="l01191"></a>01191 } |
| 842 | | <a name="l01192"></a>01192 <span class="keyword">virtual</span> <span class="keywordtype">void</span> logit ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L ) { |
| 843 | | <a name="l01193"></a>01193 L.<a class="code" href="classbdm_1_1logger.html#ae30f695619931b3c372ab280e452d309" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 0 ), posterior().mean() ); |
| 844 | | <a name="l01194"></a>01194 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 1 ) || <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 2 ) ) { <span class="comment">//if one of them is off, its LID==-1 and will not be stored</span> |
| 845 | | <a name="l01195"></a>01195 vec ub, lb; |
| 846 | | <a name="l01196"></a>01196 posterior().<a class="code" href="classbdm_1_1epdf.html#a0a7705e80601957f7226d333a0a6d539" title="Lower and upper bounds of percentage % quantile, returns mean-2*sigma as default...">qbounds</a> ( lb, ub ); |
| 847 | | <a name="l01197"></a>01197 L.<a class="code" href="classbdm_1_1logger.html#ae30f695619931b3c372ab280e452d309" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 1 ), lb ); |
| 848 | | <a name="l01198"></a>01198 L.<a class="code" href="classbdm_1_1logger.html#ae30f695619931b3c372ab280e452d309" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 2 ), ub ); |
| 849 | | <a name="l01199"></a>01199 } |
| 850 | | <a name="l01200"></a>01200 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 3 ) ) L.<a class="code" href="classbdm_1_1logger.html#ae30f695619931b3c372ab280e452d309" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 3 ), <a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ); |
| 851 | | <a name="l01201"></a>01201 } |
| 852 | | <a name="l01203"></a><a class="code" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">01203</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de" title="This method arrange instance properties according the data stored in the Setting...">from_setting</a> ( <span class="keyword">const</span> Setting &<span class="keyword">set</span> ) { |
| 853 | | <a name="l01204"></a>01204 <a class="code" href="classbdm_1_1shared__ptr.html" title="A naive implementation of roughly a subset of the std::tr1::shared_ptr spec.">shared_ptr<RV></a> r = UI::build<RV> ( <span class="keyword">set</span>, <span class="stringliteral">"drv"</span>, UI::optional ); |
| 854 | | <a name="l01205"></a>01205 <span class="keywordflow">if</span> ( r ) { |
| 855 | | <a name="l01206"></a>01206 set_drv ( *r ); |
| 856 | | <a name="l01207"></a>01207 } |
| 857 | | <a name="l01208"></a>01208 <span class="keywordtype">string</span> opt; |
| 858 | | <a name="l01209"></a>01209 <span class="keywordflow">if</span> ( !<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> ( opt, <span class="keyword">set</span>, <span class="stringliteral">"options"</span>, UI::optional ) ) { |
| 859 | | <a name="l01210"></a>01210 <a class="code" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e" title="Set boolean options from a string, recognized are: &quot;logbounds,logll&quot;.">set_options</a> ( opt ); |
| 860 | | <a name="l01211"></a>01211 } |
| 861 | | <a name="l01212"></a>01212 } |
| 862 | | <a name="l01213"></a>01213 |
| 863 | | <a name="l01214"></a>01214 }; |
| | 797 | <a name="l01136"></a>01136 |
| | 798 | <a name="l01137"></a>01137 |
| | 799 | <a name="l01140"></a>01140 |
| | 800 | <a name="l01141"></a>01141 <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>& _drv()<span class="keyword"> const </span>{ |
| | 801 | <a name="l01142"></a>01142 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a>; |
| | 802 | <a name="l01143"></a>01143 } |
| | 803 | <a name="l01144"></a>01144 <span class="keywordtype">void</span> set_drv ( <span class="keyword">const</span> RV &rv ) { |
| | 804 | <a name="l01145"></a>01145 <a class="code" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed" title="Random variable of the data (optional).">drv</a> = rv; |
| | 805 | <a name="l01146"></a>01146 } |
| | 806 | <a name="l01147"></a>01147 <span class="keywordtype">void</span> set_rv ( <span class="keyword">const</span> RV &rv ) { |
| | 807 | <a name="l01148"></a>01148 <span class="keyword">const_cast<</span>epdf&<span class="keyword">></span> ( posterior() ).set_rv ( rv ); |
| | 808 | <a name="l01149"></a>01149 } |
| | 809 | <a name="l01150"></a>01150 <span class="keywordtype">double</span> _ll()<span class="keyword"> const </span>{ |
| | 810 | <a name="l01151"></a>01151 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a>; |
| | 811 | <a name="l01152"></a>01152 } |
| | 812 | <a name="l01153"></a>01153 <span class="keywordtype">void</span> set_evalll ( <span class="keywordtype">bool</span> evl0 ) { |
| | 813 | <a name="l01154"></a>01154 <a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> = evl0; |
| | 814 | <a name="l01155"></a>01155 } |
| | 815 | <a name="l01156"></a>01156 <span class="keyword">virtual</span> <span class="keyword">const</span> epdf& posterior() <span class="keyword">const</span> = 0; |
| | 816 | <a name="l01158"></a>01158 |
| | 817 | <a name="l01161"></a>01161 |
| | 818 | <a name="l01163"></a><a class="code" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e">01163</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e" title="Set boolean options from a string, recognized are: &quot;logbounds,logll&quot;.">set_options</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> &opt ) { |
| | 819 | <a name="l01164"></a>01164 <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 0 ) = 1; |
| | 820 | <a name="l01165"></a>01165 <span class="keywordflow">if</span> ( opt.find ( <span class="stringliteral">"logbounds"</span> ) != string::npos ) { |
| | 821 | <a name="l01166"></a>01166 <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 1 ) = 1; |
| | 822 | <a name="l01167"></a>01167 <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 2 ) = 1; |
| | 823 | <a name="l01168"></a>01168 } |
| | 824 | <a name="l01169"></a>01169 <span class="keywordflow">if</span> ( opt.find ( <span class="stringliteral">"logll"</span> ) != string::npos ) { |
| | 825 | <a name="l01170"></a>01170 <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 3 ) = 1; |
| | 826 | <a name="l01171"></a>01171 } |
| | 827 | <a name="l01172"></a>01172 } |
| | 828 | <a name="l01174"></a><a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">01174</a> ivec <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a>; |
| | 829 | <a name="l01175"></a>01175 |
| | 830 | <a name="l01177"></a><a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">01177</a> ivec <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a>; |
| | 831 | <a name="l01179"></a><a class="code" href="classbdm_1_1BM.html#a2298ca6af9b13a78a4c9e18ab43f1827">01179</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#a2298ca6af9b13a78a4c9e18ab43f1827" title="Add all logged variables to a logger.">log_add</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L, <span class="keyword">const</span> <span class="keywordtype">string</span> &name = <span class="stringliteral">""</span> ) { |
| | 832 | <a name="l01180"></a>01180 <span class="comment">// internal</span> |
| | 833 | <a name="l01181"></a>01181 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> r; |
| | 834 | <a name="l01182"></a>01182 <span class="keywordflow">if</span> ( posterior().isnamed() ) { |
| | 835 | <a name="l01183"></a>01183 r = posterior().<a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>(); |
| | 836 | <a name="l01184"></a>01184 } <span class="keywordflow">else</span> { |
| | 837 | <a name="l01185"></a>01185 r = <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ( <span class="stringliteral">"est"</span>, posterior().dimension() ); |
| | 838 | <a name="l01186"></a>01186 }; |
| | 839 | <a name="l01187"></a>01187 |
| | 840 | <a name="l01188"></a>01188 <span class="comment">// Add mean value</span> |
| | 841 | <a name="l01189"></a>01189 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 0 ) ) <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 0 ) = L.<a class="code" href="classbdm_1_1logger.html#a47aa3b098a81d02a8ffaea2c9fa09ac7" title="returns an identifier which will be later needed for calling the logit() function...">add</a> ( r, name + <span class="stringliteral">"mean_"</span> ); |
| | 842 | <a name="l01190"></a>01190 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 1 ) ) <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 1 ) = L.<a class="code" href="classbdm_1_1logger.html#a47aa3b098a81d02a8ffaea2c9fa09ac7" title="returns an identifier which will be later needed for calling the logit() function...">add</a> ( r, name + <span class="stringliteral">"lb_"</span> ); |
| | 843 | <a name="l01191"></a>01191 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 2 ) ) <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 2 ) = L.<a class="code" href="classbdm_1_1logger.html#a47aa3b098a81d02a8ffaea2c9fa09ac7" title="returns an identifier which will be later needed for calling the logit() function...">add</a> ( r, name + <span class="stringliteral">"ub_"</span> ); |
| | 844 | <a name="l01192"></a>01192 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 3 ) ) <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 3 ) = L.<a class="code" href="classbdm_1_1logger.html#a47aa3b098a81d02a8ffaea2c9fa09ac7" title="returns an identifier which will be later needed for calling the logit() function...">add</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ( <span class="stringliteral">"ll"</span>, 1 ), name ); <span class="comment">//TODO: "local" RV</span> |
| | 845 | <a name="l01193"></a>01193 } |
| | 846 | <a name="l01194"></a>01194 <span class="keyword">virtual</span> <span class="keywordtype">void</span> logit ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L ) { |
| | 847 | <a name="l01195"></a>01195 L.<a class="code" href="classbdm_1_1logger.html#ae30f695619931b3c372ab280e452d309" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 0 ), posterior().mean() ); |
| | 848 | <a name="l01196"></a>01196 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 1 ) || <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 2 ) ) { <span class="comment">//if one of them is off, its LID==-1 and will not be stored</span> |
| | 849 | <a name="l01197"></a>01197 vec ub, lb; |
| | 850 | <a name="l01198"></a>01198 posterior().<a class="code" href="classbdm_1_1epdf.html#a0a7705e80601957f7226d333a0a6d539" title="Lower and upper bounds of percentage % quantile, returns mean-2*sigma as default...">qbounds</a> ( lb, ub ); |
| | 851 | <a name="l01199"></a>01199 L.<a class="code" href="classbdm_1_1logger.html#ae30f695619931b3c372ab280e452d309" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 1 ), lb ); |
| | 852 | <a name="l01200"></a>01200 L.<a class="code" href="classbdm_1_1logger.html#ae30f695619931b3c372ab280e452d309" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 2 ), ub ); |
| | 853 | <a name="l01201"></a>01201 } |
| | 854 | <a name="l01202"></a>01202 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207" title="Flags for logging - same size as LIDs, each entry correspond to the same in LIDs...">LFlags</a> ( 3 ) ) L.<a class="code" href="classbdm_1_1logger.html#ae30f695619931b3c372ab280e452d309" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca" title="IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll].">LIDs</a> ( 3 ), <a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> ); |
| | 855 | <a name="l01203"></a>01203 } |
| | 856 | <a name="l01205"></a><a class="code" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">01205</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de" title="This method arrange instance properties according the data stored in the Setting...">from_setting</a> ( <span class="keyword">const</span> Setting &<span class="keyword">set</span> ) { |
| | 857 | <a name="l01206"></a>01206 <a class="code" href="classbdm_1_1shared__ptr.html" title="A naive implementation of roughly a subset of the std::tr1::shared_ptr spec.">shared_ptr<RV></a> r = UI::build<RV> ( <span class="keyword">set</span>, <span class="stringliteral">"drv"</span>, UI::optional ); |
| | 858 | <a name="l01207"></a>01207 <span class="keywordflow">if</span> ( r ) { |
| | 859 | <a name="l01208"></a>01208 set_drv ( *r ); |
| | 860 | <a name="l01209"></a>01209 } |
| | 861 | <a name="l01210"></a>01210 <span class="keywordtype">string</span> opt; |
| | 862 | <a name="l01211"></a>01211 <span class="keywordflow">if</span> ( !<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> ( opt, <span class="keyword">set</span>, <span class="stringliteral">"options"</span>, UI::optional ) ) { |
| | 863 | <a name="l01212"></a>01212 <a class="code" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e" title="Set boolean options from a string, recognized are: &quot;logbounds,logll&quot;.">set_options</a> ( opt ); |
| | 864 | <a name="l01213"></a>01213 } |
| | 865 | <a name="l01214"></a>01214 } |