Changeset 739 for library/bdm/stat/exp_family.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/stat/exp_family.cpp (modified) (2 diffs)

library/bdm/stat/exp_family.cpp

@@ -279 +279 @@
         M = iLsub * Lpsi;
         R = ldR.to_mat()  ;
+}
+
+void egiw::log_register ( bdm::logger& L, const string& prefix ) {
+        if ( log_level == 3 ) {
+                root::log_register ( L, prefix );
+                logrec->ids.set_length ( 2 );
+                int th_dim = dimension() - dimx * ( dimx + 1 ) / 2;
+                logrec->ids ( 0 ) = L.add_vector ( RV ( "", th_dim ), prefix + logrec->L.prefix_sep() + "mean" );
+                logrec->ids ( 1 ) = L.add_vector ( RV ( "", th_dim * th_dim ), prefix + logrec->L.prefix_sep() + "variance" );
+        } else {
+                epdf::log_register ( L, prefix );
+        }
+}
+
+void egiw::log_write() const {
+        if ( log_level == 3 ) {
+                mat M;
+                ldmat Lam;
+                ldmat Vz;
+                factorize ( M, Vz, Lam );
+                logrec->L.log_vector ( logrec->ids ( 0 ), est_theta() );
+                logrec->L.log_vector ( logrec->ids ( 1 ), cvectorize ( est_theta_cov().to_mat() ) );
+        } else {
+                epdf::log_write();
+        }
+
+}
+
+void multiBM::bayes ( const vec &yt, const vec &cond ) {
+        if ( frg < 1.0 ) {
+                beta *= frg;
+                last_lognc = est.lognc();
+        }
+        beta += yt;
+        if ( evalll ) {
+                ll = est.lognc() - last_lognc;
+        }
+}
+
+double multiBM::logpred ( const vec &yt ) const {
+        eDirich pred ( est );
+        vec &beta = pred._beta();
+
+        double lll;
+        if ( frg < 1.0 ) {
+                beta *= frg;
+                lll = pred.lognc();
+        } else if ( evalll ) {
+                lll = last_lognc;
+        } else {
+                lll = pred.lognc();
+        }
+
+        beta += yt;
+        return pred.lognc() - lll;
+}
+void multiBM::flatten ( const BMEF* B ) {
+        const multiBM* E = dynamic_cast<const multiBM*> ( B );
+        // sum(beta) should be equal to sum(B.beta)
+        const vec &Eb = E->beta;//const_cast<multiBM*> ( E )->_beta();
+        beta *= ( sum ( Eb ) / sum ( beta ) );
+        if ( evalll ) {
+                last_lognc = est.lognc();
+        }
 }
 
@@ -462 +526 @@
 }
 
+void mlstudent::condition ( const vec &cond ) {
+        if ( cond.length() > 0 ) {
+                iepdf._mu() = A * cond + mu_const;
+        } else {
+                iepdf._mu() =  mu_const;
+        }
+        double zeta;
+        //ugly hack!
+        if ( ( cond.length() + 1 ) == Lambda.rows() ) {
+                zeta = Lambda.invqform ( concat ( cond, vec_1 ( 1.0 ) ) );
+        } else {
+                zeta = Lambda.invqform ( cond );
+        }
+        _R = Re;
+        _R *= ( 1 + zeta );// / ( nu ); << nu is in Re!!!!!!
+}
+
+void eEmp::qbounds ( vec &lb, vec &ub, double perc ) const {
+        // lb in inf so than it will be pushed below;
+        lb.set_size ( dim );
+        ub.set_size ( dim );
+        lb = std::numeric_limits<double>::infinity();
+        ub = -std::numeric_limits<double>::infinity();
+        int j;
+        for ( int i = 0; i < n; i++ ) {
+                for ( j = 0; j < dim; j++ ) {
+                        if ( samples ( i ) ( j ) < lb ( j ) ) {
+                                lb ( j ) = samples ( i ) ( j );
+                        }
+                        if ( samples ( i ) ( j ) > ub ( j ) ) {
+                                ub ( j ) = samples ( i ) ( j );
+                        }
+                }
+        }
+}
+
+
 };