- Main Page
- Classes
- Files
- Related Pages

# work/mixpp/bdm/stat/libBM.h

Go to the documentation of this file.

    00001
    00013 #ifndef BM_H
    00014 #define BM_H
    00015
    00016 #include <itpp/itbase.h>
    00017 //#include <std>
    00018
    00019 using namespace itpp;
    00020
    00027 class RV {
    00028 protected:
    00030         int size;
    00032         int len;
    00034         ivec ids;
    00036         ivec sizes;
    00038         ivec times;
    00040         Array<std::string> names;
    00041
    00042 private:
    00044         void init ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times);
    00045 public:
    00047         RV ( ivec in_ids, Array<std::string> in_names, ivec in_sizes, ivec in_times);
    00049         RV ( ivec ids );
    00051         RV ();
    00052
    00054         friend std::ostream &operator<< ( std::ostream &os, const RV &rv );
    00055
    00057         int count() const {return size;} ;
    00058
    00059         //TODO why not inline and later??
    00060
    00062         ivec find ( RV rv2 );
    00064         void add (const RV &rv2 );
    00066         friend RV concat (const RV &rv1, const RV &rv2 );
    00068         RV subt ( RV rv2 );
    00070         RV subselect ( ivec ind );
    00072         RV operator() ( ivec ind );
    00074         void t ( int delta );
    00076         ivec indexlist();
    00077
    00079         Array<std::string>& _names(){return names;};
    00080 };
    00081
    00082
    00084
    00085 class fnc {
    00086 protected:
    00088         int dimy;
    00089 public:
    00091         fnc(int dy):dimy(dy){};
    00093         virtual vec eval ( const vec &cond ) {
    00094                 return vec ( 0 );
    00095         };
    00096
    00098         int _dimy() const{return dimy;}
    00099
    00101         virtual ~fnc() {};
    00102 };
    00103
    00104
    00106
    00107 class epdf {
    00108 protected:
    00110         RV rv;
    00111 public:
    00113         epdf() :rv ( ivec ( 0 ) ) {};
    00114
    00116         epdf ( const RV &rv0 ) :rv ( rv0 ) {};
    00117
    00119 //      virtual vec moment ( const int order = 1 );
    00121         virtual vec sample () const =0;
    00123         virtual double eval ( const vec &val ) const {return exp(this->evalpdflog(val));};
    00124
    00126         virtual double evalpdflog ( const vec &val ) const =0;
    00127
    00129         virtual vec mean() const =0;
    00130
    00132         virtual ~epdf() {};
    00134         RV _rv() const {return rv;}
    00135 };
    00136
    00137
    00139 //TODO Samplecond can be generalized
    00140
    00141 class mpdf {
    00142 protected:
    00144         RV rv;
    00146         RV rvc;
    00148         epdf* ep;
    00149 public:
    00150
    00152 //      virtual fnc moment ( const int order = 1 );
    00154         virtual vec samplecond ( vec &cond, double &ll ) {this->condition(cond);vec temp= ep->sample();ll=ep->evalpdflog(temp);return temp;};
    00156         virtual void condition ( const vec &cond ) {};
    00157
    00159         virtual double evalcond (const vec &dt, const vec &cond ) {this->condition(cond);return ep->eval(dt);};
    00160
    00162         virtual ~mpdf() {};
    00163
    00165         mpdf ( const RV &rv0, const RV &rvc0 ) :rv ( rv0 ),rvc ( rvc0 ) {};
    00167         RV _rvc(){return rvc;}
    00169         epdf& _epdf(){return *ep;}
    00170 };
    00171
    00179 class DS {
    00180 protected:
    00182         RV Drv;
    00184         RV Urv; //
    00185 public:
    00187         void getdata ( vec &dt );
    00189         void getdata ( vec &dt, ivec &indeces );
    00191         void write ( vec &ut );
    00193         void write ( vec &ut, ivec &indeces );
    00199         void linkrvs ( RV &drv, RV &urv );
    00200
    00202         void step();
    00203
    00204 };
    00205
    00210 class BM {
    00211 protected:
    00213         RV rv;
    00215  double ll;
    00217         bool evalll;
    00218 public:
    00219
    00221         BM(const RV &rv0) :rv(rv0), ll ( 0 ),evalll ( true ) {//Fixme: test rv
    00222         };
    00223
    00227         virtual void bayes ( const vec &dt ) = 0;
    00229         void bayes ( mat Dt );
    00231         virtual epdf& _epdf()=0;
    00232
    00234         virtual ~BM() {};
    00236         const RV& _rv() const {return rv;}
    00238         double _ll() const {return ll;}
    00239 };
    00240
    00250 class BMcond {
    00251 protected:
    00253         RV rvc;
    00254 public:
    00256         virtual void condition ( const vec &val ) =0;
    00258         BMcond(RV &rv0):rvc(rv0){};
    00260         virtual ~BMcond(){};
    00262         const RV& _rvc() const {return rvc;}
    00263 };
    00264
    00265 #endif // BM_H