Changeset 737 for library/bdm/estim/particles.h

Timestamp:

11/25/09 12:14:38 (15 years ago)

Author:

mido

Message:

ASTYLER RUN OVER THE WHOLE LIBRARY, JUPEE

Files:

• library/bdm/estim/particles.h (modified) (16 diffs)

library/bdm/estim/particles.h

@@ -41 +41 @@
         //! internal structure storing loglikelihood of predictions
         vec lls;
-        
+
         //! which resampling method will be used
         RESAMPLING_METHOD resmethod;
@@ -47 +47 @@
         //! For example, for 0.5 resampling is performed when the numebr of active aprticles drops belo 50%.
         double res_threshold;
-        
+
         //! \name Options
         //!@{
@@ -57 +57 @@
         PF ( ) : est(), _w ( est._w() ), _samples ( est._samples() ) {
         };
-        
-        void set_parameters (int n0, double res_th0=0.5, RESAMPLING_METHOD rm = SYSTEMATIC ) {
+
+        void set_parameters ( int n0, double res_th0 = 0.5, RESAMPLING_METHOD rm = SYSTEMATIC ) {
                 n = n0;
                 res_threshold = res_th0;
                 resmethod = rm;
         };
-        void set_model ( shared_ptr<pdf> par0, shared_ptr<pdf> obs0) {
+        void set_model ( shared_ptr<pdf> par0, shared_ptr<pdf> obs0 ) {
                 par = par0;
                 obs = obs0;
                 // set values for posterior
-                est.set_rv(par->_rv());
+                est.set_rv ( par->_rv() );
         };
         void set_statistics ( const vec w0, const epdf &epdf0 ) {
@@ -73 +73 @@
         };
         void set_statistics ( const eEmp &epdf0 ) {
-                bdm_assert_debug(epdf0._rv().equal(par->_rv()),"Incompatibel input");
-                est=epdf0;
+                bdm_assert_debug ( epdf0._rv().equal ( par->_rv() ), "Incompatibel input" );
+                est = epdf0;
         };
         //!@}
@@ -85 +85 @@
         }
         //! bayes I - generate samples and add their weights to lls
-        virtual void bayes_gensmp(const vec &ut);
-        //! bayes II - compute weights of the 
+        virtual void bayes_gensmp ( const vec &ut );
+        //! bayes II - compute weights of the
         virtual void bayes_weights();
         //! important part of particle filtering - decide if it is time to perform resampling
-        virtual bool do_resampling(){   
+        virtual bool do_resampling() {
                 double eff = 1.0 / ( _w * _w );
                 return eff < ( res_threshold*n );
@@ -95 +95 @@
         void bayes ( const vec &yt, const vec &cond );
         //!access function
-        vec& __w() { return _w; }
+        vec& __w() {
+                return _w;
+        }
         //!access function
-        vec& _lls() { return lls; }
+        vec& _lls() {
+                return lls;
+        }
         //!access function
-        RESAMPLING_METHOD _resmethod() const { return resmethod; }
+        RESAMPLING_METHOD _resmethod() const {
+                return resmethod;
+        }
         //! return correctly typed posterior (covariant return)
-        const eEmp& posterior() const {return est;}
-        
+        const eEmp& posterior() const {
+                return est;
+        }
+
         /*! configuration structure for basic PF
         \code
@@ -115 +123 @@
         \endcode
         */
-        void from_setting(const Setting &set){
-                BM::from_setting(set);
-                par = UI::build<pdf>(set,"parameter_pdf",UI::compulsory);
-                obs = UI::build<pdf>(set,"observation_pdf",UI::compulsory);
-                
-                prior_from_set(set);
-                resmethod_from_set(set);
+        void from_setting ( const Setting &set ) {
+                BM::from_setting ( set );
+                par = UI::build<pdf> ( set, "parameter_pdf", UI::compulsory );
+                obs = UI::build<pdf> ( set, "observation_pdf", UI::compulsory );
+
+                prior_from_set ( set );
+                resmethod_from_set ( set );
                 // set resampling method
                 //set drv
                 //find potential input - what remains in rvc when we subtract rv
-                RV u = par->_rvc().remove_time().subt( par->_rv() ); 
+                RV u = par->_rvc().remove_time().subt ( par->_rv() );
                 //find potential input - what remains in rvc when we subtract x_t
-                RV obs_u = obs->_rvc().remove_time().subt( par->_rv() ); 
-                
-                u.add(obs_u); // join both u, and check if they do not overlap
-
-                set_yrv(obs->_rv() );
+                RV obs_u = obs->_rvc().remove_time().subt ( par->_rv() );
+
+                u.add ( obs_u ); // join both u, and check if they do not overlap
+
+                set_yrv ( obs->_rv() );
                 rvc = u;
         }
         //! auxiliary function reading parameter 'resmethod' from configuration file
-        void resmethod_from_set(const Setting &set){
+        void resmethod_from_set ( const Setting &set ) {
                 string resmeth;
-                if (UI::get(resmeth,set,"resmethod",UI::optional)){
-                        if (resmeth=="systematic") {
-                                resmethod= SYSTEMATIC;
+                if ( UI::get ( resmeth, set, "resmethod", UI::optional ) ) {
+                        if ( resmeth == "systematic" ) {
+                                resmethod = SYSTEMATIC;
                         } else  {
-                                if (resmeth=="multinomial"){
-                                        resmethod=MULTINOMIAL;
+                                if ( resmeth == "multinomial" ) {
+                                        resmethod = MULTINOMIAL;
                                 } else {
-                                        if (resmeth=="stratified"){
-                                                resmethod= STRATIFIED;
+                                        if ( resmeth == "stratified" ) {
+                                                resmethod = STRATIFIED;
                                         } else {
-                                                bdm_error("Unknown resampling method");
+                                                bdm_error ( "Unknown resampling method" );
                                         }
                                 }
                         }
                 } else {
-                        resmethod=SYSTEMATIC;
+                        resmethod = SYSTEMATIC;
                 };
-                if(!UI::get(res_threshold, set, "res_threshold", UI::optional)){
-                        res_threshold=0.5;
+                if ( !UI::get ( res_threshold, set, "res_threshold", UI::optional ) ) {
+                        res_threshold = 0.5;
                 }
                 //validate();
         }
         //! load prior information from set and set internal structures accordingly
-        void prior_from_set(const Setting & set){
-                shared_ptr<epdf> pri = UI::build<epdf>(set,"prior",UI::compulsory);
-                
-                eEmp *test_emp=dynamic_cast<eEmp*>(&(*pri));
-                if (test_emp) { // given pdf is sampled
-                        est=*test_emp;
+        void prior_from_set ( const Setting & set ) {
+                shared_ptr<epdf> pri = UI::build<epdf> ( set, "prior", UI::compulsory );
+
+                eEmp *test_emp = dynamic_cast<eEmp*> ( & ( *pri ) );
+                if ( test_emp ) { // given pdf is sampled
+                        est = *test_emp;
                 } else {
                         //int n;
-                        if (!UI::get(n,set,"n",UI::optional)){n=10;}
+                        if ( !UI::get ( n, set, "n", UI::optional ) ) {
+                                n = 10;
+                        }
                         // sample from prior
-                        set_statistics(ones(n)/n, *pri);
+                        set_statistics ( ones ( n ) / n, *pri );
                 }
                 n = est._w().length();
                 //validate();
         }
-        
-        void validate(){
-                bdm_assert(par,"PF::parameter_pdf not specified.");
-                n=_w.length();
-                lls=zeros(n);
-                
-                if (par->_rv()._dsize()>0) {
-                        bdm_assert(par->_rv()._dsize()==est.dimension(),"Mismatch of RV and dimension of posterior" );
+
+        void validate() {
+                bdm_assert ( par, "PF::parameter_pdf not specified." );
+                n = _w.length();
+                lls = zeros ( n );
+
+                if ( par->_rv()._dsize() > 0 ) {
+                        bdm_assert ( par->_rv()._dsize() == est.dimension(), "Mismatch of RV and dimension of posterior" );
                 }
         }
         //! resample posterior density (from outside - see MPF)
-        void resample(ivec &ind){
-                est.resample(ind,resmethod);
+        void resample ( ivec &ind ) {
+                est.resample ( ind, resmethod );
         }
         //! access function
-        Array<vec>& __samples(){return _samples;}
+        Array<vec>& __samples() {
+                return _samples;
+        }
 };
-UIREGISTER(PF);
+UIREGISTER ( PF );
 
 /*!
@@ -202 +214 @@
 
 class MPF : public BM  {
-        protected:
-                //! particle filter on non-linear variable
+protected:
+        //! particle filter on non-linear variable
         shared_ptr<PF> pf;
         //! Array of Bayesian models
@@ -217 +229 @@
         public:
                 //! constructor
-                mpfepdf (shared_ptr<PF> &pf0, Array<BM*> &BMs0): epdf(), pf(pf0), BMs(BMs0) { };
+                mpfepdf ( shared_ptr<PF> &pf0, Array<BM*> &BMs0 ) : epdf(), pf ( pf0 ), BMs ( BMs0 ) { };
                 //! a variant of set parameters - this time, parameters are read from BMs and pf
-                void read_parameters(){
-                        rv = concat(pf->posterior()._rv(), BMs(0)->posterior()._rv());
-                        dim = pf->posterior().dimension() + BMs(0)->posterior().dimension();
-                        bdm_assert_debug(dim == rv._dsize(), "Wrong name ");
+                void read_parameters() {
+                        rv = concat ( pf->posterior()._rv(), BMs ( 0 )->posterior()._rv() );
+                        dim = pf->posterior().dimension() + BMs ( 0 )->posterior().dimension();
+                        bdm_assert_debug ( dim == rv._dsize(), "Wrong name " );
                 }
                 vec mean() const {
                         const vec &w = pf->posterior()._w();
-                        vec pom = zeros ( BMs(0)->posterior ().dimension() );
+                        vec pom = zeros ( BMs ( 0 )->posterior ().dimension() );
                         //compute mean of BMs
                         for ( int i = 0; i < w.length(); i++ ) {
@@ -235 +247 @@
                 vec variance() const {
                         const vec &w = pf->posterior()._w();
-                        
-                        vec pom = zeros ( BMs(0)->posterior ().dimension() );
-                        vec pom2 = zeros ( BMs(0)->posterior ().dimension() );
+
+                        vec pom = zeros ( BMs ( 0 )->posterior ().dimension() );
+                        vec pom2 = zeros ( BMs ( 0 )->posterior ().dimension() );
                         vec mea;
-                        
+
                         for ( int i = 0; i < w.length(); i++ ) {
-                                // save current mean 
+                                // save current mean
                                 mea = BMs ( i )->posterior().mean();
                                 pom += mea * w ( i );
@@ -249 +261 @@
                         return concat ( pf->posterior().variance(), pom2 - pow ( pom, 2 ) );
                 }
-                
+
                 void qbounds ( vec &lb, vec &ub, double perc = 0.95 ) const {
                         //bounds on particles
@@ -305 +317 @@
         //!datalink from PF part to BM
         datalink_part pf2bm;
-        
+
 public:
         //! Default constructor.
-        MPF () :  jest (pf,BMs) {};
+        MPF () :  jest ( pf, BMs ) {};
         //! set all parameters at once
         void set_parameters ( shared_ptr<pdf> par0, shared_ptr<pdf> obs0, int n0, RESAMPLING_METHOD rm = SYSTEMATIC ) {
-                pf->set_model ( par0, obs0); 
-                pf->set_parameters(n0, rm );
+                pf->set_model ( par0, obs0 );
+                pf->set_parameters ( n0, rm );
                 BMs.set_length ( n0 );
         }
@@ -318 +330 @@
         void set_BM ( const BM &BMcond0 ) {
 
-                int n=pf->__w().length();
-                BMs.set_length(n);
+                int n = pf->__w().length();
+                BMs.set_length ( n );
                 // copy
                 //BMcond0 .condition ( pf->posterior()._sample ( 0 ) );
@@ -331 +343 @@
                 return jest;
         }
-        //! Extends options understood by BM::set_options by option 
-        //! \li logmeans - meaning 
+        //! Extends options understood by BM::set_options by option
+        //! \li logmeans - meaning
         void set_options ( const string &opt ) {
-                BM::set_options(opt);
+                BM::set_options ( opt );
         }
 
@@ -341 +353 @@
                 return BMs ( i );
         }
-        
+
         /*! configuration structure for basic PF
         \code
@@ -352 +364 @@
                                                                                   // resampling method
         \endcode
-        */      
-        void from_setting(const Setting &set){
-                shared_ptr<pdf> par = UI::build<pdf>(set,"parameter_pdf",UI::compulsory);
-                shared_ptr<pdf> obs= new pdf(); // not used!!
+        */
+        void from_setting ( const Setting &set ) {
+                shared_ptr<pdf> par = UI::build<pdf> ( set, "parameter_pdf", UI::compulsory );
+                shared_ptr<pdf> obs = new pdf(); // not used!!
 
                 pf = new PF;
                 // prior must be set before BM
-                pf->prior_from_set(set);
-                pf->resmethod_from_set(set);
-                pf->set_model(par,obs);
-                                
-                shared_ptr<BM> BM0 =UI::build<BM>(set,"BM",UI::compulsory);
-                set_BM(*BM0);
-                
+                pf->prior_from_set ( set );
+                pf->resmethod_from_set ( set );
+                pf->set_model ( par, obs );
+
+                shared_ptr<BM> BM0 = UI::build<BM> ( set, "BM", UI::compulsory );
+                set_BM ( *BM0 );
+
                 string opt;
-                if (UI::get(opt,set,"options",UI::optional)){
-                        set_options(opt);
+                if ( UI::get ( opt, set, "options", UI::optional ) ) {
+                        set_options ( opt );
                 }
                 //set drv
                 //??set_yrv(concat(BM0->_yrv(),u) );
-                set_yrv(BM0->_yrv() );
-                rvc = BM0->_rvc().subt(par->_rv());
+                set_yrv ( BM0->_yrv() );
+                rvc = BM0->_rvc().subt ( par->_rv() );
                 //find potential input - what remains in rvc when we subtract rv
-                RV u = par->_rvc().subt( par->_rv().copy_t(-1) );               
-                rvc.add(u);
+                RV u = par->_rvc().subt ( par->_rv().copy_t ( -1 ) );
+                rvc.add ( u );
                 dimc = rvc._dsize();
                 validate();
         }
-        void validate(){
-                try{
+        void validate() {
+                try {
                         pf->validate();
-                } catch (std::exception &e){
-                        throw UIException("Error in PF part of MPF:");
+                } catch ( std::exception &e ) {
+                        throw UIException ( "Error in PF part of MPF:" );
                 }
                 jest.read_parameters();
-                this2bm.set_connection(BMs(0)->_yrv(), BMs(0)->_rvc(), yrv, rvc);
-                this2pf.set_connection(pf->_yrv(), pf->_rvc(), yrv, rvc);
-                pf2bm.set_connection(BMs(0)->_rvc(), pf->posterior()._rv());
+                this2bm.set_connection ( BMs ( 0 )->_yrv(), BMs ( 0 )->_rvc(), yrv, rvc );
+                this2pf.set_connection ( pf->_yrv(), pf->_rvc(), yrv, rvc );
+                pf2bm.set_connection ( BMs ( 0 )->_rvc(), pf->posterior()._rv() );
         }
 
 };
-UIREGISTER(MPF);
+UIREGISTER ( MPF );
 
 }