- Main Page
- Classes
- Files
- Related Pages

# work/mixpp/bdm/stat/libBM.h

Go to the documentation of this file.

    00001
    00013 #ifndef BM_H
    00014 #define BM_H
    00015
    00016 #include <itpp/itbase.h>
    00017 //#include <std>
    00018
    00019 using namespace itpp;
    00020
    00027 class RV {
    00028 protected:
    00030         int size;
    00032         int len;
    00034         ivec ids;
    00036         ivec sizes;
    00038         ivec times;
    00040         Array<std::string> names;
    00041
    00042 private:
    00044         void init ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times);
    00045 public:
    00047         RV ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times);
    00049         RV ( ivec ids );
    00051         RV ();
    00052
    00054         friend std::ostream &operator<< ( std::ostream &os, const RV &rv );
    00055
    00057         int count() const {return size;} ;
    00058
    00059         //TODO why not inline and later??
    00060
    00062         ivec find ( RV rv2 );
    00064         void add (const RV &rv2 );
    00066         friend RV concat (const RV &rv1, const RV &rv2 );
    00068         RV subt ( RV rv2 );
    00070         RV subselect ( ivec ind );
    00072         RV operator() ( ivec ind );
    00074         void t ( int delta );
    00076         ivec indexlist();
    00077 };
    00078
    00079
    00081
    00082 class fnc {
    00083 protected:
    00085         int dimy;
    00086 public:
    00088         virtual vec eval ( const vec &cond ) {
    00089                 return vec ( 0 );
    00090         };
    00091
    00093         int _dimy() const{return dimy;}
    00094
    00096         virtual ~fnc() {};
    00097 };
    00098
    00099
    00101
    00102 class epdf {
    00103 protected:
    00105         RV rv;
    00106 public:
    00108         epdf() :rv ( ivec ( 0 ) ) {};
    00109
    00111         epdf ( const RV &rv0 ) :rv ( rv0 ) {};
    00112
    00114 //      virtual vec moment ( const int order = 1 );
    00116         virtual vec sample () const =0;
    00118         virtual double eval ( const vec &val ) const {return exp(this->evalpdflog(val));};
    00119
    00121         virtual double evalpdflog ( const vec &val ) const =0;
    00122
    00124         virtual vec mean() const =0;
    00125
    00127         virtual ~epdf() {};
    00129         RV _rv() const {return rv;}
    00130 };
    00131
    00132
    00134 //TODO Samplecond can be generalized
    00135
    00136 class mpdf {
    00137 protected:
    00139         RV rv;
    00141         RV rvc;
    00143         epdf* ep;
    00144 public:
    00145
    00147 //      virtual fnc moment ( const int order = 1 );
    00149         virtual vec samplecond ( vec &cond, double &ll ) {this->condition(cond);vec temp= ep->sample();ll=ep->evalpdflog(temp);return temp;};
    00151         virtual void condition ( const vec &cond ) {};
    00152
    00154         virtual double evalcond (const vec &dt, const vec &cond ) {this->condition(cond);return ep->eval(dt);};
    00155
    00157         virtual ~mpdf() {};
    00158
    00160         mpdf ( const RV &rv0, const RV &rvc0 ) :rv ( rv0 ),rvc ( rvc0 ) {};
    00162         RV _rvc(){return rvc;}
    00164         epdf& _epdf(){return *ep;}
    00165 };
    00166
    00174 class DS {
    00175 protected:
    00177         RV Drv;
    00179         RV Urv; //
    00180 public:
    00182         void getdata ( vec &dt );
    00184         void getdata ( vec &dt, ivec &indeces );
    00186         void write ( vec &ut );
    00188         void write ( vec &ut, ivec &indeces );
    00194         void linkrvs ( RV &drv, RV &urv );
    00195
    00197         void step();
    00198
    00199 };
    00200
    00205 class BM {
    00206 protected:
    00208         RV rv;
    00210  double ll;
    00212         bool evalll;
    00213 public:
    00214
    00216         BM(const RV &rv0) :rv(rv0), ll ( 0 ),evalll ( true ) {//Fixme: test rv
    00217         };
    00218
    00222         virtual void bayes ( const vec &dt ) = 0;
    00224         void bayes ( mat Dt );
    00226         virtual epdf& _epdf()=0;
    00227
    00229         virtual ~BM() {};
    00231         const RV& _rv() const {return rv;}
    00233         double _ll() const {return ll;}
    00234 };
    00235
    00245 class BMcond {
    00246 protected:
    00248         RV rvc;
    00249 public:
    00251         virtual void condition ( const vec &val ) =0;
    00253         BMcond(RV &rv0):rvc(rv0){};
    00255         virtual ~BMcond(){};
    00257         const RV& _rvc() const {return rvc;}
    00258 };
    00259
    00260 #endif // BM_H