Changeset 665 for library/bdm/stat/exp_family.h

Timestamp:

10/19/09 22:24:45 (15 years ago)

Author:

smidl

Message:

Compilation and minor extensions

Files:

• library/bdm/stat/exp_family.h (modified) (5 diffs)

library/bdm/stat/exp_family.h

@@ -244 +244 @@
                 double& _nu()  {return nu;}
                 const double& _nu() const {return nu;}
+                const int & _dimx() const {return dimx;}
                 /*! Create Gauss-inverse-Wishart density 
                 \f[ f(rv) = GiW(V,\nu) \f]
@@ -250 +251 @@
                 class = 'egiw';
                 V     = [];               // square matrix
+                dV    = [];               // vector of diagonal of V (when V not given)
                 nu    = [];               // scalar \nu ((almost) degrees of freedom)
                                                                   // when missing, it will be computed to obtain proper pdf
@@ -260 +262 @@
                 void from_setting (const Setting &set) {
                         epdf::from_setting(set);
-                        if (!UI::get (nu, set, "nu", UI::compulsory)) {nu=-1;}
                         UI::get (dimx, set, "dimx", UI::compulsory);
+                        if (!UI::get (nu, set, "nu", UI::optional)) {nu=-1;}
                         mat V;
-                        UI::get (V, set, "V", UI::compulsory);
-                        set_parameters (dimx, V, nu);
+                        if (!UI::get (V, set, "V", UI::optional)){
+                                vec dV;
+                                UI::get (dV, set, "dV", UI::compulsory);
+                                set_parameters (dimx, ldmat(dV), nu);
+                                
+                        } else {
+                                set_parameters (dimx, V, nu);
+                        }
+                }
+                void validate(){
+                        // check sizes, rvs etc.
                 }
                 //!@}
@@ -594 +605 @@
 
                 double evallog (const vec &val) const  {
-                        if (any (val < low) && any (val > high)) {return inf;}
+                        if (any (val < low) && any (val > high)) {return -inf;}
                         else return lnk;
                 }
@@ -632 +643 @@
 UIREGISTER(euni);
 
+//! Uniform density with conditional mean value
+class mguni : public mpdf_internal<euni>{
+        //! function of the mean value
+        shared_ptr<fnc> mean;
+        //! distance from mean to both sides
+        vec delta;
+        public:
+                void condition(const vec &cond){
+                        vec mea=mean->eval(cond);
+                        iepdf.set_parameters(mea-delta,mea+delta);
+                }
+                //! load from
+                void from_setting(const Setting &set){
+                        mpdf::from_setting(set); //reads rv and rvc
+                        UI::get(delta,set,"delta",UI::compulsory);
+                        mean = UI::build<fnc>(set,"mean",UI::compulsory);
+                        
+                        iepdf.set_parameters(-delta,delta);
+                        dimc = mean->dimensionc();
+                        validate();
+                }
+};
+UIREGISTER(mguni);
 /*!
  \brief Normal distributed linear function with linear function of mean value;