Changeset 739 for library/bdm/estim/particles.cpp

Timestamp:

11/25/09 18:02:21 (14 years ago)

Author:

mido

Message:

the rest of h to cpp movements, with exception of from_setting and validate to avoid conflicts with Sarka

Files:

• library/bdm/estim/particles.cpp (modified) (1 diff)

library/bdm/estim/particles.cpp

@@ -75 +75 @@
 // }
 
+vec MPF::mpfepdf::mean() const {
+        const vec &w = pf->posterior()._w();
+        vec pom = zeros ( BMs ( 0 )->posterior ().dimension() );
+        //compute mean of BMs
+        for ( int i = 0; i < w.length(); i++ ) {
+                pom += BMs ( i )->posterior().mean() * w ( i );
+        }
+        return concat ( pf->posterior().mean(), pom );
+}
+
+vec MPF::mpfepdf::variance() const {
+        const vec &w = pf->posterior()._w();
+
+        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
+                mea = BMs ( i )->posterior().mean();
+                pom += mea * w ( i );
+                //compute variance
+                pom2 += ( BMs ( i )->posterior().variance() + pow ( mea, 2 ) ) * w ( i );
+        }
+        return concat ( pf->posterior().variance(), pom2 - pow ( pom, 2 ) );
+}
+
+void MPF::mpfepdf::qbounds ( vec &lb, vec &ub, double perc ) const {
+        //bounds on particles
+        vec lbp;
+        vec ubp;
+        pf->posterior().qbounds ( lbp, ubp );
+
+        //bounds on Components
+        int dimC = BMs ( 0 )->posterior().dimension();
+        int j;
+        // temporary
+        vec lbc ( dimC );
+        vec ubc ( dimC );
+        // minima and maxima
+        vec Lbc ( dimC );
+        vec Ubc ( dimC );
+        Lbc = std::numeric_limits<double>::infinity();
+        Ubc = -std::numeric_limits<double>::infinity();
+
+        for ( int i = 0; i < BMs.length(); i++ ) {
+                // check Coms
+                BMs ( i )->posterior().qbounds ( lbc, ubc );
+                //save either minima or maxima
+                for ( j = 0; j < dimC; j++ ) {
+                        if ( lbc ( j ) < Lbc ( j ) ) {
+                                Lbc ( j ) = lbc ( j );
+                        }
+                        if ( ubc ( j ) > Ubc ( j ) ) {
+                                Ubc ( j ) = ubc ( j );
+                        }
+                }
+        }
+        lb = concat ( lbp, Lbc );
+        ub = concat ( ubp, Ubc );
+}
+
+
+
 void MPF::bayes ( const vec &yt, const vec &cond ) {
         // follows PF::bayes in most places!!!