Changeset 797 for library/bdm

Timestamp:

01/29/10 19:56:54 (14 years ago)

Author:

smidl

Message:

new objects: mgdirac + mexFnc

Location:

library/bdm

Files:

• base/bdmbase.h (modified) (2 diffs)
• estim/ekf_template.h (modified) (1 diff)
• mex/mex_function.h (added)
• stat/exp_family.h (modified) (1 diff)

library/bdm/base/bdmbase.h

@@ -361 +361 @@
         };
 
-        //! function substitutes given value into an appropriate position
-        virtual void condition ( const vec &val ) {};
-
         //! access function
         int dimension() const {
@@ -371 +368 @@
         int dimensionc() const {
                 return dimc;
+        }
+        void from_setting(const Setting &set){
+                UI::get(dimy, set, "dim", UI::optional);
+                UI::get(dimc, set, "dimc", UI::optional);
         }
 };

library/bdm/estim/ekf_template.h

@@ -60 +60 @@
 };
 
-//!Extended Kalman filter with unknown parameters in \c IM
-class EKFCh_cond : public EKFCh  {
-public:
-        void condition ( const vec &val ) {
-                pfxu->condition ( val );
-        };
-};
+////!Extended Kalman filter with unknown parameters in \c IM
+// class EKFCh_cond : public EKFCh  {
+// public:
+//      void condition ( const vec &val ) {
+//              pfxu->condition ( val );
+//      };
+// };
 
 }

library/bdm/stat/exp_family.h

@@ -116 +116 @@
         }
 };
+
+/*! Dirac delta density with predefined transformation
+
+Density of the type:\f[ f(x_t | y_t) = \delta (x_t - g(y_t)) \f]
+where \f$ x_t \f$ is the \c rv, \f$ y_t \f$ is the \c rvc and g is a deterministic transformation of class fn.
+*/
+class mgdirac: public pdf{
+        protected:
+        shared_ptr<fnc> g;
+        public:
+                vec samplecond(const vec &cond) {
+                        bdm_assert_debug(cond.length()==g->dimensionc(),"given cond in not compatible with g");
+                        vec tmp = g->eval(cond);
+                        return tmp;
+                } 
+                double evallogcond ( const vec &yt, const vec &cond ){
+                        return std::numeric_limits< double >::max();
+                }
+                void from_setting(const Setting& set){
+                        pdf::from_setting(set);
+                        g=UI::build<fnc>(set,"g",UI::compulsory);
+                        validate();
+                }
+                void to_setting(Setting &set) const{
+                        pdf::to_setting(set);
+                        UI::save(g.get(), set, "g");
+                }
+                void validate() {
+                        dim = g->dimension();
+                        dimc = g->dimensionc();
+                }
+};
+UIREGISTER(mgdirac);
+
 
 template<class sq_T, template <typename> class TEpdf>