Changeset 675

Timestamp:

10/21/09 20:19:40 (15 years ago)

Author:

mido

Message:

experiment: epdf as a descendat of mpdf

Location:

library

Files:

• bdm/base/bdmbase.cpp (modified) (1 diff)
• bdm/base/bdmbase.h (modified) (5 diffs)
• bdm/estim/kalman.h (modified) (1 diff)
• bdm/estim/particles.h (modified) (1 diff)
• bdm/stat/emix.cpp (modified) (1 diff)
• bdm/stat/emix.h (modified) (4 diffs)
• tests/epdf_harness.cpp (modified) (1 diff)
• tests/mepdf.cfg (modified) (2 diffs)
• tests/merger.cfg (modified) (3 diffs)
• tests/merger_2d_test.cpp (modified) (1 diff)
• tests/merger_error.cfg (modified) (3 diffs)
• tests/merger_iter_test.cpp (modified) (1 diff)
• tests/merger_test.cpp (modified) (1 diff)
• tests/mpdf_test.cpp (modified) (2 diffs)
• tests/mprod.cfg (modified) (5 diffs)

library/bdm/base/bdmbase.cpp

@@ -373 +373 @@
 }
 
-void mepdf::from_setting ( const Setting &set ) {
-        shared_ptr<epdf> e ( UI::build<epdf> ( set, "epdf", UI::compulsory ) );
-        iepdf = e;
-        set_ep ( iepdf.get() );
-}
-
 RV get_composite_rv ( const Array<shared_ptr<mpdf> > &mpdfs,
                       bool checkoverlap ) {

library/bdm/base/bdmbase.h

@@ -326 +326 @@
 };
 
-class mpdf;
+class epdf;
+
+//! Conditional probability density, e.g. modeling \f$ f( x | y) \f$, where \f$ x \f$ is random variable, \c rv, and \f$ y \f$ is conditioning variable, \c rvc.
+class mpdf : public root {
+protected:
+        //!dimension of the condition
+        int dimc;
+        //! random variable in condition
+        RV rvc;
+
+        //! TODO
+        int dim;
+
+        //! TODO
+        RV rv;
+
+public:
+        //! \name Constructors
+        //! @{
+
+        mpdf() : dimc ( 0 ), rvc(), dim(0), rv() { }
+
+        mpdf ( const mpdf &m ) : dimc ( m.dimc ), rvc ( m.rvc ), rv( m.rv ), dim( m.dim) { }
+        //!@}
+
+        //! \name Matematical operations
+        //!@{
+
+        //! Returns a sample from the density conditioned on \c cond, \f$x \sim epdf(rv|cond)\f$. \param cond is numeric value of \c rv
+        virtual vec samplecond ( const vec &cond ) {
+                bdm_error ( "Not implemented" );
+                return vec();
+        }
+
+        //! Returns \param N samples from the density conditioned on \c cond, \f$x \sim epdf(rv|cond)\f$. \param cond is numeric value of \c rv
+        virtual mat samplecond_m ( const vec &cond, int N );
+
+        //! Shortcut for conditioning and evaluation of the internal epdf. In some cases,  this operation can be implemented efficiently.
+        virtual double evallogcond ( const vec &dt, const vec &cond ) {
+                bdm_error ( "Not implemented" );
+                return 0.0;
+        }
+
+        //! Matrix version of evallogcond
+        virtual vec evallogcond_m ( const mat &Dt, const vec &cond ) {
+                vec v ( Dt.cols() );
+                for ( int i = 0; i < Dt.cols(); i++ ) {
+                        v ( i ) = evallogcond ( Dt.get_col ( i ), cond );
+                }
+                return v;
+        }
+
+        //! Array<vec> version of evallogcond
+        virtual vec evallogcond_m ( const Array<vec> &Dt, const vec &cond ) {
+                bdm_error ( "Not implemented" );
+                return vec();
+        }
+
+        //! \name Access to attributes
+        //! @{
+
+        const RV& _rv() const {
+                return rv;
+        }
+        const RV& _rvc() const {
+                return rvc;
+        }
+
+        int dimension() const {
+                return dim;
+        }
+        int dimensionc() {
+                return dimc;
+        }
+
+        //! Load from structure with elements:
+        //!  \code
+        //! { class = "mpdf_offspring",
+        //!   rv = {class="RV", names=(...),}; // RV describing meaning of random variable
+        //!   rvc= {class="RV", names=(...),}; // RV describing meaning of random variable in condition
+        //!   // elements of offsprings
+        //! }
+        //! \endcode
+        //!@}
+        void from_setting ( const Setting &set );
+        //!@}
+
+        //! \name Connection to other objects
+        //!@{
+        void set_rvc ( const RV &rvc0 ) {
+                rvc = rvc0;
+        }
+        void set_rv ( const RV &rv0 ) {
+                rv = rv0;
+        }
+
+        bool isnamed() {
+                return ( dim == rv._dsize() ) && ( dimc == rvc._dsize() );
+        }
+        //!@}
+};
+SHAREDPTR ( mpdf );
 
 //! Probability density function with numerical statistics, e.g. posterior density.
-
-class epdf : public root {
+class epdf : public mpdf {
 protected:
         //! dimension of the random variable
@@ -456 +556 @@
         }
 
+
+/*! \brief Unconditional mpdf, allows using epdf in the role of mpdf.
+
+*/
+
+
+/// MEPDF BEGINS HERE TODO
+        //! empty
+        vec samplecond ( const vec &cond ) {
+                return sample();
+        }
+        double evallogcond ( const vec &val, const vec &cond ) {
+                return evallog ( val );
+        }
 };
 SHAREDPTR ( epdf );
-
-//! Conditional probability density, e.g. modeling \f$ f( x | y) \f$, where \f$ x \f$ is random variable, \c rv, and \f$ y \f$ is conditioning variable, \c rvc.
-class mpdf : public root {
-protected:
-        //!dimension of the condition
-        int dimc;
-        //! random variable in condition
-        RV rvc;
-private:
-        //! internal epdf, used only as cache to avoid virtual calls of \c _rv() and \c _dimension()
-        epdf* ep;
-
-protected:
-        //! set internal pointer \c ep to point to given \c iepdf
-        void set_ep ( epdf &iepdf ) {
-                ep = &iepdf;
-        }
-        //! set internal pointer \c ep to point to given \c iepdf
-        void set_ep ( epdf *iepdfp ) {
-                ep = iepdfp;
-        }
-
-public:
-        //! \name Constructors
-        //! @{
-
-        mpdf() : dimc ( 0 ), rvc(), ep ( NULL ) { }
-
-        mpdf ( const mpdf &m ) : dimc ( m.dimc ), rvc ( m.rvc ), ep ( m.ep ) { }
-        //!@}
-
-        //! \name Matematical operations
-        //!@{
-
-        //! Returns a sample from the density conditioned on \c cond, \f$x \sim epdf(rv|cond)\f$. \param cond is numeric value of \c rv
-        virtual vec samplecond ( const vec &cond ) {
-                bdm_error ( "Not implemented" );
-                return vec();
-        }
-
-        //! Returns \param N samples from the density conditioned on \c cond, \f$x \sim epdf(rv|cond)\f$. \param cond is numeric value of \c rv
-        virtual mat samplecond_m ( const vec &cond, int N );
-
-        //! Shortcut for conditioning and evaluation of the internal epdf. In some cases,  this operation can be implemented efficiently.
-        virtual double evallogcond ( const vec &dt, const vec &cond ) {
-                bdm_error ( "Not implemented" );
-                return 0.0;
-        }
-
-        //! Matrix version of evallogcond
-        virtual vec evallogcond_m ( const mat &Dt, const vec &cond ) {
-                vec v ( Dt.cols() );
-                for ( int i = 0; i < Dt.cols(); i++ ) {
-                        v ( i ) = evallogcond ( Dt.get_col ( i ), cond );
-                }
-                return v;
-        }
-
-        //! Array<vec> version of evallogcond
-        virtual vec evallogcond_m ( const Array<vec> &Dt, const vec &cond ) {
-                bdm_error ( "Not implemented" );
-                return vec();
-        }
-
-        //! \name Access to attributes
-        //! @{
-
-        const RV& _rv() const {
-                return ep->_rv();
-        }
-        const RV& _rvc() const {
-                return rvc;
-        }
-
-        int dimension() const {
-                return ep->dimension();
-        }
-        int dimensionc() {
-                return dimc;
-        }
-
-        //! Load from structure with elements:
-        //!  \code
-        //! { class = "mpdf_offspring",
-        //!   rv = {class="RV", names=(...),}; // RV describing meaning of random variable
-        //!   rvc= {class="RV", names=(...),}; // RV describing meaning of random variable in condition
-        //!   // elements of offsprings
-        //! }
-        //! \endcode
-        //!@}
-        void from_setting ( const Setting &set );
-        //!@}
-
-        //! \name Connection to other objects
-        //!@{
-        void set_rvc ( const RV &rvc0 ) {
-                rvc = rvc0;
-        }
-        void set_rv ( const RV &rv0 ) {
-                ep->set_rv ( rv0 );
-        }
-        bool isnamed() {
-                return ( ep->isnamed() ) && ( dimc == rvc._dsize() );
-        }
-        //!@}
-};
-SHAREDPTR ( mpdf );
 
 //! Mpdf with internal epdf that is modified by function \c condition
@@ -575 +582 @@
         //! constructor
         mpdf_internal() : mpdf(), iepdf() {
-                set_ep ( iepdf );
+//              set_ep ( iepdf ); TODO!
         }
 
@@ -906 +913 @@
 };
 
-/*! \brief Unconditional mpdf, allows using epdf in the role of mpdf.
-
-*/
-class mepdf : public mpdf {
-        //! Internal shared pointer to epdf
-        shared_ptr<epdf> iepdf;
-public:
-        //!Default constructor
-        mepdf() { }
-        //! Set internal shared pointer
-        mepdf ( shared_ptr<epdf> em ) {
-                iepdf = em;
-                set_ep ( *iepdf.get() );
-                dimc = 0;
-        }
-
-        //! empty
-        vec samplecond ( const vec &cond ) {
-                return iepdf->sample();
-        }
-        double evallogcond ( const vec &val, const vec &cond ) {
-                return iepdf->evallog ( val );
-        }
-
-        //! Load from structure with elements:
-        //!  \code
-        //! { class = "mepdf",
-        //!   epdf = {class="epdf_offspring",...}
-        //! }
-        //! \endcode
-        //!@}
-        void from_setting ( const Setting &set );
-};
-UIREGISTER ( mepdf );
-SHAREDPTR ( mepdf );
 
 //! \brief Combines RVs from a list of mpdfs to a single one.
@@ -1209 +1181 @@
                 if ( LFlags ( 3 ) ) LIDs ( 3 ) = L.add ( RV ( "ll", 1 ), name );    //TODO: "local" RV
         }
-        //! Save results to the given logger, details of what is stored is configured by \c LIDs and \c options
         virtual void logit ( logger &L ) {
                 L.logit ( LIDs ( 0 ), posterior().mean() );

library/bdm/estim/kalman.h

@@ -214 +214 @@
                 */
                 void bayes (const vec &dt);
-                
+
                 void from_setting(const Setting &set){
                         Kalman<chmat>::from_setting(set);

library/bdm/estim/particles.h

@@ -389 +389 @@
                 }
         }
-        
+
 };
 UIREGISTER(MPF);

library/bdm/stat/emix.cpp

@@ -207 +207 @@
         dls.set_size ( mFacs.length() );
 
-        set_ep ( iepdf);
-        RV rv = get_composite_rv ( mpdfs, true );
-        set_rv ( rv );
-        iepdf.set_parameters ( rv._dsize() );
+        rv = get_composite_rv ( mpdfs, true );
+        dim = rv._dsize();
 
         for ( int i = 0; i < mpdfs.length(); i++ ) {

library/bdm/stat/emix.h

@@ -47 +47 @@
         //!datalink between conditional and nom
         datalink_m2e dl;
-        //! dummy epdf that stores only rv and dim
-        epdf iepdf;
 public:
         //!Default constructor. By default, the given epdf is not copied!
         //! It is assumed that this function will be used only temporarily.
-        mratio ( const epdf* nom0, const RV &rv, bool copy = false ) : mpdf ( ), dl ( ),iepdf() {
+        mratio ( const epdf* nom0, const RV &rv, bool copy = false ) : mpdf ( ), dl ( ) {
                 // adjust rv and rvc
+
+                set_rv( rv ); // TODO co kdyby tohle samo uz nastavovalo dimension?!?!
+                dim = rv._dsize();
+
                 rvc = nom0->_rv().subt ( rv );
                 dimc = rvc._dsize();
-                set_ep ( iepdf );
-                iepdf.set_parameters ( rv._dsize() );
-                iepdf.set_rv ( rv );
-
+        
                 //prepare data structures
                 if ( copy ) {
@@ -74 +73 @@
                 dl.set_connection ( rv, rvc, nom0->_rv() );
         };
+
         double evallogcond ( const vec &val, const vec &cond ) {
                 double tmp;
@@ -469 +469 @@
         //!weights of the components
         vec w;
-        //! dummy epdfs
-        epdf dummy_epdf;
 public:
         //!Default constructor
-        mmix() : Coms(0), dummy_epdf() { set_ep(dummy_epdf);    }
+        mmix() : Coms(0) { }
 
         //! Set weights \c w and components \c R
@@ -483 +481 @@
                 if (Coms0.length()>0){
                         set_rv(Coms(0)->_rv());
-                        dummy_epdf.set_parameters(Coms(0)->_rv()._dsize());
+                        dim = rv._dsize();
                         set_rvc(Coms(0)->_rvc());
                         dimc = rvc._dsize();

library/tests/epdf_harness.cpp

@@ -71 +71 @@
                 mpdf_array aa ( 2 );
                 aa ( 0 ) = c;
-                aa ( 1 ) = new mepdf ( m );
+                aa ( 1 ) = m;
                 mprod mEp ( aa );
 

library/tests/mepdf.cfg

@@ -3 +3 @@
   class = "mpdf_harness";
   mpdf = {
-    class = "mepdf";
-    epdf = {
       class = "enorm<ldmat>";
       mu = [ 1.1, -1.0 ];
@@ -13 +11 @@
         names = ( "x", "y" );
       };
-    };
   };
   cond = [ 1.5, 1.7 ];

library/tests/merger.cfg

@@ -1 +1 @@
 Sources = ( 
   {
-    class = "mepdf";
-    epdf : 
-    {
       class = "enorm<ldmat>";
       mu = ( "matrix", 1, 2, [ 0.0, 2.0 ] );
@@ -12 +9 @@
         names = ( "a", "b" );
       };
-    };
   }, 
   {
-    class = "mepdf";
-    epdf : 
-    {
       class = "egiw";
       V = ( "matrix", 2, 2, [ 20.0, 8.0, 8.0, 4.0 ] );
@@ -27 +20 @@
         names = ( "a", "b" );
       };
-    };
   } );
 Support : 

library/tests/merger_2d_test.cpp

@@ -32 +32 @@
 
         mpdf_array A ( 2 );
-        mepdf_ptr A1 = new mepdf ( f1 );
-        mepdf_ptr A2 = new mepdf ( f2 );
-        A ( 0 ) = A1;
-        A ( 1 ) = A2;
+        A ( 0 ) = f1;
+        A ( 1 ) = f2;
 
         int Npoints = 100;

library/tests/merger_error.cfg

@@ -1 +1 @@
 Sources = ( 
   {
-    class = "mepdf";
-    epdf : 
-    {
       class = "enorm<ldmat>";
       mu = ( "matrix", 1, 2, [ 0.0, 2.0 ] );
@@ -12 +9 @@
         names = ( "a", "b" );
       };
-    };
   }, 
   {
-    class = "mepdf";
-    epdf : 
-    {
       class = "egiw";
       V = ( "matrix", 2, 2, [ 20.0, 8.0, 8.0, 4.0 ] );
@@ -27 +20 @@
         names = ( "a", "b" );
       };
-    };
   } );
 Support : 

library/tests/merger_iter_test.cpp

@@ -33 +33 @@
 
         mpdf_array A ( 3 );
-        A ( 0 ) = new mepdf ( f1 );
-        A ( 1 ) = new mepdf ( f2 );
-        A ( 2 ) = new mepdf ( f3 );
+        A ( 0 ) = f1;
+        A ( 1 ) = f2;
+        A ( 2 ) = f3;
 
         int Npoints = 100;

library/tests/merger_test.cpp

@@ -22 +22 @@
 
         mpdf_array A ( 2 );
-        A ( 0 ) = new mepdf ( f1 );
-        A ( 1 ) = new mepdf ( f2 );
+        A ( 0 ) = f1;
+        A ( 1 ) = f2;
 
         int Npoints = 100;

library/tests/mpdf_test.cpp

@@ -54 +54 @@
 
         eN->set_mu ( vec_2 ( 0.0, 0.0 ) );
-        mepdf_ptr mEnorm = new mepdf ( eN );
-        mComs ( 1 ) = mEnorm;
+        mComs ( 1 ) = eN;
 
         mMix.set_parameters ( vec_2 ( 0.5, 0.5 ), mComs );
@@ -87 +86 @@
 
         eMix->set_parameters ( vec_2 ( 0.5, 0.5 ), Coms );
-        mepdf meMix ( eMix );
-        check_mean ( meMix, mu0, N, eMix->mean(), 0.1 );
+        check_mean ( *eMix, mu0, N, eMix->mean(), 0.1 );
 }
 

library/tests/mprod.cfg

@@ -21 +21 @@
     }, 
     {
-      class = "mepdf";
-      epdf : 
-      {
         class = "egamma";
         alpha = 2.0;
@@ -32 +29 @@
           names = ( "a" );
         };
-      };
     });
   };
@@ -46 +42 @@
     mpdfs = ( 
     {
-      class = "mepdf";
-      epdf : 
-      {
         class = "enorm<ldmat>";
         mu = [ 1.5, 1.7 ];
@@ -58 +51 @@
           sizes = [ 2 ];
         };
-      };
     }, 
     {
-      class = "mepdf";
-      epdf : 
-      {
         class = "egamma";
         alpha = [ 100000, 10000 ];
@@ -72 +61 @@
           sizes = [ 2 ];
         };
-      };
     });
   };