Changeset 766 for library/bdm/estim

Timestamp:

01/11/10 22:55:57 (14 years ago)

Author:

mido

Message:

abstract methods restored wherever they are meaningful
macros NOT_IMPLEMENTED and NOT_IMPLEMENTED_VOID defined to make sources shorter
emix::set_parameters and mmix::set_parameters removed, corresponding acces methods created and the corresponding validate methods improved appropriately
some compilator warnings were avoided
and also a few other things cleaned up

Location:

library/bdm/estim

Files:

• arx.cpp (modified) (1 diff)
• arx.h (modified) (2 diffs)
• ekf_template.h (modified) (1 diff)
• kalman.h (modified) (5 diffs)
• mixtures.cpp (modified) (4 diffs)
• mixtures.h (modified) (3 diffs)
• particles.cpp (modified) (1 diff)
• particles.h (modified) (8 diffs)

library/bdm/estim/arx.cpp

@@ -78 +78 @@
 }
 
-ARX* ARX::_copy_ ( ) const {
+ARX* ARX::_copy ( ) const {
         ARX* Tmp = new ARX ( *this );
         return Tmp;

library/bdm/estim/arx.h

@@ -56 +56 @@
         ARX ( const double frg0 = 1.0 ) : BMEF ( frg0 ),  have_constant ( true ), dyad(), est(), alter_est() {};
         ARX ( const ARX &A0 ) : BMEF ( A0 ),  have_constant ( A0.have_constant ), dyad ( A0.dyad ), est ( A0.est ), alter_est ( A0.alter_est ) { };
-        ARX* _copy_() const;
+
+        ARX* _copy() const;
+
         void set_parameters ( double frg0 ) {
                 frg = frg0;
@@ -174 +176 @@
         //! copy constructor
         ARXfrg ( const ARXfrg &A0 ) : ARX ( A0 ) {};
-        ARXfrg* _copy_() const {
+        virtual ARXfrg* _copy() const {
                 ARXfrg *A = new ARXfrg ( *this );
                 return A;

library/bdm/estim/ekf_template.h

@@ -30 +30 @@
 class EKFCh_dQ : public EKFCh {
 public:
-        BM* _copy_() const {return new EKFCh_dQ(*this);}
+        root* _copy_() const {
+                return new EKFCh_dQ(*this);
+        }
+
         //! new bayes, expects cond = [ut, Qt]
         void bayes( const vec &yt , const vec &cond) {

library/bdm/estim/kalman.h

@@ -154 +154 @@
                 bdm_assert ( est.dimension(), "Statistics and model parameters mismatch" );
         }
+
+        virtual double logpred ( const vec &yt ) const NOT_IMPLEMENTED(0);
+
+        virtual epdf* epredictor() const NOT_IMPLEMENTED(NULL);
+        
+        virtual pdf* predictor() const NOT_IMPLEMENTED(NULL);
 };
 /*!
@@ -165 +171 @@
         //! Here dt = [yt;ut] of appropriate dimensions
         void bayes ( const vec &yt, const vec &cond = empty_vec );
-        BM* _copy_() const {
+
+        virtual KalmanFull* _copy() const {
                 KalmanFull* K = new KalmanFull;
                 K->set_parameters ( A, B, C, D, Q, R );
@@ -192 +199 @@
 public:
         //! copy constructor
-        BM* _copy_() const {
+        virtual KalmanCh* _copy() const {
                 KalmanCh* K = new KalmanCh;
                 K->set_parameters ( A, B, C, D, Q, R );
@@ -335 +342 @@
 public:
         //! copy constructor duplicated - calls different set_parameters
-        BM* _copy_() const {
+        EKFCh* _copy() const {
                 return new EKFCh(*this);
         }
@@ -422 +429 @@
         // TODO dodelat void to_setting( Setting &set ) const;
 
+        virtual double logpred ( const vec &yt ) const NOT_IMPLEMENTED(0); 
+
+        virtual epdf* epredictor() const NOT_IMPLEMENTED(NULL); 
+
+        virtual pdf* predictor() const NOT_IMPLEMENTED(NULL); 
 };
 

library/bdm/estim/mixtures.cpp

@@ -15 +15 @@
         int ndat = Data.cols();
         //Estimate  Com0 from all data
-        Coms ( 0 ) = Com0->_copy_();
+        Coms ( 0 ) = (BMEF*) Com0->_copy();
 //      Coms(0)->set_evalll(false);
         Coms ( 0 )->bayes_batch ( Data );
@@ -24 +24 @@
         for ( i = 1; i < n; i++ ) {
                 //copy Com0 and create new rvs for them
-                Coms ( i ) =  Coms ( 0 )->_copy_ ( );
+                Coms ( i ) =  (BMEF*) Coms ( 0 )->_copy ( );
         }
         //Pick some data for each component and update it
         for ( i = 0; i < n; i++ ) {
                 //pick one datum
-                int ind = floor ( ndat * UniRNG.sample() );
+                int ind = (int) floor ( ndat * UniRNG.sample() );
                 Coms ( i )->bayes ( Data.get_col ( ind ), empty_vec );
                 //flatten back to oringinal
@@ -49 +49 @@
         Array<BMEF*> Coms0 ( n );
         for ( i = 0; i < n; i++ ) {
-                Coms0 ( i ) = ( BMEF* ) Coms ( i )->_copy_();
+                Coms0 ( i ) = ( BMEF* ) Coms ( i )->_copy();
         }
 
@@ -147 +147 @@
         emix* tmp;
         tmp = new emix( );
-        tmp->set_parameters ( weights.posterior().mean(), pC );
+        tmp->_w() = weights.posterior().mean();
+        tmp->_Coms() = pC;
         tmp->validate();
         return tmp;

library/bdm/estim/mixtures.h

@@ -75 +75 @@
                         weights (), method ( QB ) {
                 for ( int i = 0; i < n; i++ ) {
-                        Coms ( i ) = ( BMEF* ) Coms0 ( i )->_copy_();
+                        Coms ( i ) = ( BMEF* ) Coms0 ( i )->_copy();
                 }
                 weights.set_parameters(alpha0);
@@ -92 +92 @@
                         weights ( M2.weights ), method ( M2.method ) {
                 for ( int i = 0; i < n; i++ ) {
-                        Coms ( i ) = M2.Coms ( i )->_copy_();
+                        Coms ( i ) = (BMEF*) M2.Coms ( i )->_copy();
                 }
                 build_est();
@@ -144 +144 @@
 }
 #endif // MIXTURES_H
-
-

library/bdm/estim/particles.cpp

@@ -168 +168 @@
                         if ( ind ( i ) != i ) {//replace the current Bm by a new one
                                 delete BMs ( i );
-                                BMs ( i ) = BMs ( ind ( i ) )->_copy_(); //copy constructor
+                                BMs ( i ) = (BM*) BMs ( ind ( i ) )->_copy(); //copy constructor
                         }
                 };

library/bdm/estim/particles.h

@@ -203 +203 @@
                 return _samples;
         }
+
+        virtual double logpred ( const vec &yt ) const NOT_IMPLEMENTED(0);
+
+        virtual epdf* epredictor() const NOT_IMPLEMENTED(NULL);
+        
+        virtual pdf* predictor() const NOT_IMPLEMENTED(NULL);
 };
 UIREGISTER ( PF );
@@ -242 +248 @@
                 void qbounds ( vec &lb, vec &ub, double perc = 0.95 ) const;
 
-                vec sample() const {
-                        bdm_error ( "Not implemented" );
-                        return vec();
-                }
-
-                double evallog ( const vec &val ) const {
-                        bdm_error ( "not implemented" );
-                        return 0.0;
-                }
+                vec sample() const NOT_IMPLEMENTED(0);
+
+                double evallog ( const vec &val ) const NOT_IMPLEMENTED(0);             
         };
 
@@ -282 +282 @@
                 //BMcond0 .condition ( pf->posterior()._sample ( 0 ) );
                 for ( int i = 0; i < n; i++ ) {
-                        BMs ( i ) = BMcond0._copy_();
+                        BMs ( i ) = (BM*) BMcond0._copy();
                 }
         };
 
         void bayes ( const vec &yt, const vec &cond );
+
         const epdf& posterior() const {
                 return jest;
@@ -301 +302 @@
         }
         PF& _pf() {return *pf;}
+
+
+        virtual double logpred ( const vec &yt ) const NOT_IMPLEMENTED(0); 
+                
+        virtual epdf* epredictor() const NOT_IMPLEMENTED(NULL); 
+        
+        virtual pdf* predictor() const NOT_IMPLEMENTED(NULL); 
+
 
         /*! configuration structure for basic PF
@@ -315 +324 @@
         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;
@@ -321 +329 @@
                 pf->prior_from_set ( set );
                 pf->resmethod_from_set ( set );
-                pf->set_model ( par, obs );
+                pf->set_model ( par, par ); // too hackish!
 
                 shared_ptr<BM> BM0 = UI::build<BM> ( set, "BM", UI::compulsory );
@@ -340 +348 @@
                 validate();
         }
+
         void validate() {
                 try {
                         pf->validate();
-                } catch ( std::exception &e ) {
+                } catch ( std::exception ) {
                         throw UIException ( "Error in PF part of MPF:" );
                 }
@@ -351 +360 @@
                 pf2bm.set_connection ( BMs ( 0 )->_rvc(), pf->posterior()._rv() );
         }
-
 };
 UIREGISTER ( MPF );