Changeset 660 for library/bdm/base

Timestamp:

10/15/09 00:04:30 (15 years ago)

Author:

smidl

Message:

doc - doxygen warnings

Location:

library/bdm/base

Files:

• bdmbase.h (modified) (11 diffs)
• datasources.cpp (modified) (2 diffs)
• datasources.h (modified) (6 diffs)
• loggers.h (modified) (1 diff)

library/bdm/base/bdmbase.h

@@ -238 +238 @@
                 return tmp;
         }
-        //! return rvs with expanded delayes and sorted in the order of: \f$ [ rv_{0}, rv_{-1}, rv_{
+        //! return rvs with expanded delayes and sorted in the order of: \f$ [ rv_{0}, rv_{-1},\ldots  rv_{max_delay}]\f$
         RV expand_delayes() const {
                 RV rvt = this->remove_time(); //rv at t=0
@@ -764 +764 @@
 class datalink_2to1_buffered {
 protected:
+        //! link 1st vector to down
         datalink_buffered dl1;
+        //! link 2nd vector to down
         datalink_buffered dl2;
 public:
@@ -772 +774 @@
                 dl2.set_connection ( rv, rv_up2 );
         }
+        //! fill values of down from the values of the two up vectors
         void filldown ( const vec &val1, const vec &val2, vec &val_down ) {
                 bdm_assert_debug ( val_down.length() >= dl1._downsize() + dl2._downsize(), "short val_down" );
@@ -777 +780 @@
                 dl2.filldown ( val2, val_down );
         }
+        //! update buffer
         void step ( const vec &dt, const vec &ut ) {
                 dl1.step ( dt );
@@ -962 +966 @@
                 //!Description of output data
                 RV Yrv; //
-        //! Remember its own index in Logger L
-        int L_dt, L_ut;
+        //! Remember its own index in Logger L, [0=dt, 1=ut]
+        ivec LIDs;
 public:
         //! default constructors
-                DS() : Drv(), Urv(),Yrv() {};
+                DS() : Drv(), Urv(),Yrv(), LIDs(2) {};
 
         //! Returns maximum number of provided data, by default it is set to maximum allowed length, shorter DS should overload this method! See, MemDS.max_length().
@@ -980 +984 @@
 
         //! Accepts action variable and schedule it for application.
-        virtual void write ( vec &ut ) {
+        virtual void write (const vec &ut ) {
                 bdm_error ( "abstract class" );
         }
 
         //! Accepts action variables at specific indeces
-        virtual void write ( vec &ut, const ivec &indeces ) {
+        virtual void write (const vec &ut, const ivec &indeces ) {
                 bdm_error ( "abstract class" );
         }
@@ -1000 +1004 @@
                 bdm_assert ( utsize == Urv._dsize(), "invalid DS: utsize (" + num2str ( utsize ) + ") different from Urv " + num2str ( Urv._dsize() ) );
 
-                L_dt = L.add ( Drv, "" );
-                L_ut = L.add ( Urv, "" );
+                LIDs(0) = L.add ( Drv, "" );
+                LIDs(1) = L.add ( Urv, "" );
         }
         //! Register DS for logging into logger L
@@ -1008 +1012 @@
                 getdata ( tmp );
                 // d is first in getdata
-                L.logit ( L_dt, tmp.left ( Drv._dsize() ) );
+                L.logit ( LIDs(0), tmp.left ( Drv._dsize() ) );
                 // u follows after d in getdata
-                L.logit ( L_ut, tmp.mid ( Drv._dsize(), Urv._dsize() ) );
+                L.logit ( LIDs(1), tmp.mid ( Drv._dsize(), Urv._dsize() ) );
         }
         //!access function
@@ -1072 +1076 @@
         };
         BM ( const BM &B ) :  drv ( B.drv ), ll ( B.ll ), evalll ( B.evalll ) {}
-        //! Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually!
+        //! \brief Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually!
         //! Prototype: \code BM* _copy_() const {return new BM(*this);} \endcode
         virtual BM* _copy_() const {
@@ -1138 +1142 @@
         //! \name Access to attributes
         //!@{
-
+        //! access function
         const RV& _drv() const {
                 return drv;
         }
+        //! access function
         void set_drv ( const RV &rv ) {
                 drv = rv;
         }
+        //! access to rv of the posterior
         void set_rv ( const RV &rv ) {
                 const_cast<epdf&> ( posterior() ).set_rv ( rv );
         }
+        //! return internal log-likelihood of the last data vector
         double _ll() const {
                 return ll;
         }
+        //! switch evaluation of log-likelihood on/off
         void set_evalll ( bool evl0 ) {
                 evalll = evl0;
         }
+        //! return posterior density
         virtual const epdf& posterior() const = 0;
         //!@}
@@ -1216 +1225 @@
 
 };
-
+//! array of pointers to epdf
 typedef Array<shared_ptr<epdf> > epdf_array;
-
+//! array of pointers to mpdf
 typedef Array<shared_ptr<mpdf> > mpdf_array;
 

library/bdm/base/datasources.cpp

@@ -28 +28 @@
 }
 
-void MemDS::set_rvs ( RV &drv, RV &urv ) {
+void MemDS::set_drv (const RV &drv, const RV &urv ) {
         bdm_assert_debug ( drv._dsize() == rowid.length(), "MemDS::set_rvs incompatible drv" );
         bdm_assert_debug ( urv._dsize() == 0, "MemDS does not support urv." );
 
-        Drv = drv;
+        DS::set_drv(drv,urv);
 }
 
@@ -42 +42 @@
 }
 
-void ArxDS::step() {
-        //shift history
-        H.shift_right ( 0, dt_size );
-
-        H.set_subvector ( dt_size - utsize, U ); // write U after Drv
-
-        //get regressor
-        rgr = rgrlnk.pushdown ( H );
-        // Eval Y
-        H.set_subvector ( 0, model.samplecond ( rgr ) );
-
-}
-
-void ArxDS::from_setting ( const Setting &set ) {
-        shared_ptr<RV> yrv = UI::build<RV> ( set, "y" , UI::compulsory );
-        shared_ptr<RV> urv = UI::build<RV> ( set, "u" , UI::compulsory );
-        shared_ptr<RV> rrv = UI::build<RV> ( set, "rgr" , UI::compulsory );
-
-        mat Th;
-        UI::get ( Th, set, "theta", UI::compulsory );
-
-        vec mu0;
-        if ( !UI::get ( mu0, set, "offset" ) )
-                mu0 = zeros ( yrv->_dsize() );
-
-        mat sqR;
-        UI::get ( sqR, set, "r", UI::compulsory );
-        set_parameters ( Th, mu0, sqR );
-        set_drv ( *yrv, *urv, *rrv );
-
-        if ( set.exists ( "opt" ) )
-                set_options ( set["opt"] );
-}
+// void ArxDS::step() {
+//      //shift history
+//      H.shift_right ( 0, dt_size );
+// 
+//      H.set_subvector ( dt_size - utsize, U ); // write U after Drv
+// 
+//      //get regressor
+//      rgr = rgrlnk.pushdown ( H );
+//      // Eval Y
+//      H.set_subvector ( 0, model.samplecond ( rgr ) );
+// 
+// }
+// 
+// void ArxDS::from_setting ( const Setting &set ) {
+//      shared_ptr<RV> yrv = UI::build<RV> ( set, "y" , UI::compulsory );
+//      shared_ptr<RV> urv = UI::build<RV> ( set, "u" , UI::compulsory );
+//      shared_ptr<RV> rrv = UI::build<RV> ( set, "rgr" , UI::compulsory );
+// 
+//      mat Th;
+//      UI::get ( Th, set, "theta", UI::compulsory );
+// 
+//      vec mu0;
+//      if ( !UI::get ( mu0, set, "offset" ) )
+//              mu0 = zeros ( yrv->_dsize() );
+// 
+//      mat sqR;
+//      UI::get ( sqR, set, "r", UI::compulsory );
+//      set_parameters ( Th, mu0, sqR );
+//      set_drv ( *yrv, *urv, *rrv );
+// 
+//      if ( set.exists ( "opt" ) )
+//              set_options ( set["opt"] );
+// }
 
 CsvFileDS::CsvFileDS ( const string& fname, const string& orientation ) : FileDS() {

library/bdm/base/datasources.h

@@ -40 +40 @@
                 void getdata ( vec &dt );
                 void getdata ( vec &dt, const ivec &indeces );
-                void set_rvs ( RV &drv, RV &urv );
-
-                void write ( vec &ut ) {
+                void set_drv (const RV &drv,const  RV &urv );
+
+                void write ( const vec &ut ) {
                         bdm_error ( "MemDS::write is not supported" );
                 }
 
-                void write ( vec &ut, ivec &indices ) {
+                void write ( const vec &ut, const ivec &indices ) {
                         bdm_error ( "MemDS::write is not supported" );
                 }
@@ -53 +53 @@
                 //!Default constructor
                 MemDS () {};
+                //! Convenience constructor
                 MemDS ( mat &Dat, ivec &rowid0);
                 /*! Create object from the following structure
@@ -114 +115 @@
                         dt_out = dt ( ids );
                 }
-                const RV& _drv() {
+                const RV& _drv() const {
                         return iepdf->_rv();
                 }
@@ -262 +263 @@
 
         public:
+                //! Convenience constructor
                 ITppFileDS ( const string &fname, const string &varname ) : FileDS() {
                         it_file it ( fname );
@@ -298 +300 @@
 
 
-/*!
-\brief Generator of ARX data
-
-*/
-class ArxDS : public DS {
-        protected:
-                //! Rv of the regressor
-                RV Rrv;
-                //! History, ordered as \f$[y_t, u_t, y_{t-1 }, u_{t-1}, \ldots]\f$
-                vec H;
-                //! (future) input
-                vec U;
-                //! temporary variable for regressor
-                vec rgr;
-                //! data link: H -> rgr
-                datalink rgrlnk;
-                //! model of Y - linear Gaussian
-                mlnorm<chmat> model;
-                //! options
-                bool opt_L_theta;
-                //! loggers
-                int L_theta;
-                int L_R;
-                int dt_size;
-        public:
-                void getdata ( vec &dt ) {
-                        dt = H;
-                }
-
-                void getdata ( vec &dt, const ivec &indices ) {
-                        dt = H ( indices );
-                }
-
-                void write ( vec &ut ) {
-                        U = ut;
-                }
-
-                void write ( vec &ut, const ivec &indices ) {
-                        bdm_assert_debug ( ut.length() == indices.length(), "ArxDS" );
-                        set_subvector ( U, indices, ut );
-                }
-
-                void step();
-
-                //!Default constructor
-                ArxDS ( ) {};
-                //! Set parameters of the internal model, H is maximum time delay
-                void set_parameters ( const mat &Th0, const vec mu0, const chmat &sqR0 ) {
-                        model.set_parameters ( Th0, mu0, sqR0 );
-                };
-                //! Set
-                void set_drv ( const RV &yrv, const RV &urv, const RV &rrv ) {
-                        Rrv = rrv;
-                        Urv = urv;
-                        dt_size = yrv._dsize() + urv._dsize();
-
-                        RV drv = concat ( yrv, urv );
-                        Drv = drv;
-                        int td = rrv.mint();
-                        H.set_size ( drv._dsize() * ( -td + 1 ) );
-                        U.set_size ( Urv._dsize() );
-                        for ( int i = -1; i >= td; i-- ) {
-                                drv.t_plus ( -1 );
-                                Drv.add ( drv ); //shift u1
-                        }
-                        rgrlnk.set_connection ( rrv, Drv );
-
-                        dtsize = Drv._dsize();
-                        utsize = Urv._dsize();
-                }
-                //! set options from a string
-                void set_options ( const string &s ) {
-                        opt_L_theta = ( s.find ( "L_theta" ) != string::npos );
-                };
-                virtual void log_add ( logger &L ) {
-                        //DS::log_add ( L ); too long!!
-                        L_dt = L.add ( Drv ( 0, dt_size ), "" );
-                        L_ut = L.add ( Urv, "" );
-
-                        const mat &A = model._A();
-                        const mat R = model._R();
-                        if ( opt_L_theta ) {
-                                L_theta = L.add ( RV ( "{th }", vec_1 ( A.rows() * A.cols() ) ), "t" );
-                        }
-                        if ( opt_L_theta ) {
-                                L_R = L.add ( RV ( "{R }", vec_1 ( R.rows() * R.cols() ) ), "r" );
-                        }
-                }
-                virtual void logit ( logger &L ) {
-                        //DS::logit ( L );
-                        L.logit ( L_dt, H.left ( dt_size ) );
-                        L.logit ( L_ut, U );
-
-                        const mat &A = model._A();
-                        const mat R = model._R();
-                        if ( opt_L_theta ) {
-                                L.logit ( L_theta, vec ( A._data(), A.rows() *A.cols() ) );
-                        };
-                        if ( opt_L_theta ) {
-                                L.logit ( L_R, vec ( R._data(), R.rows() *R.rows() ) );
-                        };
-                }
-
-                // TODO dokumentace - aktualizovat
-                /*! UI for ArxDS using factorized description!
-
-                The ArxDS is constructed from a structure with fields:
-                \code
-                system = {
-                        type = "ArxDS";
-                        // description of y variables
-                        y = {type="rv"; names=["y", "u"];};
-                        // description of u variable
-                        u = {type="rv"; names=[];}
-                        // description of regressor
-                        rgr = {type="rv";
-                                names = ["y","y","y","u"];
-                                times = [-1, -2, -3, -1];
-                        }
-
-                        // theta
-                        theta = [0.8, -0.3, 0.4, 1.0,
-                                         0.0, 0.0, 0.0, 0.0];
-                        // offset (optional)
-                        offset = [0.0, 0.0];
-                        //variance
-                        r = [0.1, 0.0,
-                                 0.0, 1.0];
-                        //options: L_theta = log value of theta,
-                        opt = "L_theta";
-                };
-                \endcode
-
-                Result is ARX data source offering with full history as Drv.
-                */
-                void from_setting ( const Setting &set );
-
-                // TODO dodelat void to_setting( Setting &set ) const;
-};
-
-UIREGISTER ( ArxDS );
-SHAREDPTR ( ArxDS );
-
+// ARXDs - DELETED
+
+//! State-space data source simulating two densities
 class stateDS : public DS {
         private:
@@ -467 +329 @@
                         dt0 = dt ( indices );
                 }
-
+                //! convenience constructor
                 stateDS ( const shared_ptr<mpdf> &IM0, const shared_ptr<mpdf> &OM0, int usize ) : IM ( IM0 ), OM ( OM0 ),
                                 dt ( OM0->dimension() ), xt ( IM0->dimension() ),

library/bdm/base/loggers.h

@@ -35 +35 @@
         string itfilename;
 public:
+        //! convenience constructor
         memlog ( int maxlen0, string itf = "" ) : maxlen ( maxlen0 ), ind ( 0 ), vectors ( 0 ), itfilename ( itf ) {}