Changeset 878

Timestamp:

03/24/10 14:30:43 (15 years ago)

Author:

sarka

Message:

dim ze set_parameters do validate

Location:

library

Files:

• bdm/estim/arx.cpp (modified) (2 diffs)
• bdm/estim/arx.h (modified) (2 diffs)
• bdm/stat/emix.cpp (modified) (2 diffs)
• bdm/stat/emix.h (modified) (5 diffs)
• bdm/stat/exp_family.cpp (modified) (6 diffs)
• bdm/stat/exp_family.h (modified) (20 diffs)
• tests/testsuite/epdf_test.cpp (modified) (5 diffs)

library/bdm/estim/arx.cpp

@@ -239 +239 @@
                 bdm_assert ( pri->_V().rows() == dimy + rgrlen, "prior is not compatible" );
                 est.set_parameters ( pri->_dimx(), pri->_V(), pri->_nu() );
+                est.validate();
         } else {
                 est.set_parameters ( dimy, zeros ( dimy + rgrlen ) );
+                est.validate();
                 set_prior_default ( est );
         }
@@ -249 +251 @@
                 bdm_assert ( alt->_V().rows() == dimy + rgrlen, "alternative is not compatible" );
                 alter_est.set_parameters ( alt->_dimx(), alt->_V(), alt->_nu() );
+                alter_est.validate();
         } else {
                 alter_est = est;

library/bdm/estim/arx.h

@@ -67 +67 @@
         void set_statistics ( int dimy0, const ldmat V0, double nu0 = -1.0 ) {
                 est.set_parameters ( dimy0, V0, nu0 );
+                est.validate();
                 last_lognc = est.lognc();
                 dimy = dimy0;
@@ -156 +157 @@
                 if (dV0.length()>prior._dimx())
                         dV0.set_subvector ( prior._dimx(), dV0.length() - 1, 1e-5 );
-
+                
                 prior.set_parameters ( prior._dimx(), ldmat ( dV0 ) );
+                prior.validate();
         }
 

library/bdm/stat/emix.cpp

@@ -126 +126 @@
 void egiwmix::set_parameters ( const vec &w0, const Array<egiw*> &Coms0, bool copy ) {
         w = w0 / sum ( w0 );
-        dim = Coms0 ( 0 )->dimension();
         int i;
         for ( i = 0; i < w.length(); i++ ) {
@@ -142 +141 @@
                 destroyComs = false;
         }
+}
+
+void    egiwmix::validate (){
+   dim = Coms ( 0 )->dimension();
 }
 

library/bdm/stat/emix.h

@@ -207 +207 @@
         //!By default Coms are copied inside. Parameter \c copy can be set to false if Coms live externally. Use method ownComs() if Coms should be destroyed by the destructor.
         void set_parameters ( const vec &w, const Array<egiw*> &Coms, bool copy = false );
-
+        
         //!return expected value
+        void validate();
+        
         vec mean() const;
 
@@ -341 +343 @@
                 epdfs = epdfs0;//.set_length ( epdfs0.length() );
                 dls.set_length ( epdfs.length() );
-
                 bool independent = true;
                 if ( named ) {
@@ -349 +350 @@
                         }
                         dim = rv._dsize();
+                        
                 } else {
                         dim = 0;
@@ -369 +371 @@
                         }
                 }
-        }
-
+        
+        }
+
+        
         vec mean() const;
 
@@ -405 +409 @@
 public:
         //!Default constructor
-        mmix() : Coms ( 0 ) { }
-
+        mmix() : Coms ( 0 ) { };
+
+
+
+
+
+        
         double evallogcond ( const vec &dt, const vec &cond ) {
                 double ll = 0.0;

library/bdm/stat/exp_family.cpp

@@ -21 +21 @@
         dimx = dimx0;
         nPsi = V0.rows() - dimx;
-        dim = dimx * ( dimx + nPsi ); // size(R) + size(Theta)
 
         V = V0;
@@ -53 +52 @@
         eWishartCh Omega; //inverse Wishart, result is R,
         Omega.set_parameters ( iChLam, nu - 2*nPsi - dimx ); // 2*nPsi is there to match numercial simulations - check if analytically correct
+        Omega.validate();       
 
         mat OmChi;
@@ -87 +87 @@
         eWishartCh Omega; //inverse Wishart, result is R,
         Omega.set_parameters ( iCh, nu - 2*nPsi - dimx ); // 2*nPsi is there to match numercial simulations - check if analytically correct
+        Omega.validate();
 
         chmat Omi;
@@ -420 +421 @@
         k = k0;
         iepdf.set_parameters ( k * ones ( beta0.length() ), beta0 );
-        dimc = iepdf.dimension();
-        dim = iepdf.dimension();
 }
 
@@ -532 +531 @@
         UI::get ( ref, set, "ref" , UI::compulsory );
         set_parameters ( set["k"], ref, set["l"] );
+        validate();
 }
 
@@ -538 +538 @@
         UI::get ( mu0, set, "mu0", UI::compulsory );
         set_parameters ( mu0.length(), set["k"] );
+        validate();
         condition ( mu0 );
 }

library/bdm/stat/exp_family.h

@@ -369 +369 @@
         egiw ( int dimx0, ldmat V0, double nu0 = -1.0 ) : eEF() {
                 set_parameters ( dimx0, V0, nu0 );
+                validate();
         };
 
@@ -465 +466 @@
                         UI::get ( dV, set, "dV", UI::compulsory );
                         set_parameters ( dimx, ldmat ( dV ), nu );
+                        validate();
 
                 } else {
                         set_parameters ( dimx, V, nu );
+                        validate();
                 }
         }
@@ -479 +482 @@
 
         void validate() {
-                // check sizes, rvs etc.
+        dim = dimx * ( dimx + nPsi );   
+        
+            // check sizes, rvs etc.
                 // also check if RV are meaningful!!!
                 // meaningful =  rv for theta  and rv for r are split!
@@ -510 +515 @@
         eDirich ( const eDirich &D0 ) : eEF () {
                 set_parameters ( D0.beta );
+                validate();
         };
         eDirich ( const vec &beta0 ) {
                 set_parameters ( beta0 );
+                validate();
         };
         void set_parameters ( const vec &beta0 ) {
@@ -718 +725 @@
         egamma ( const vec &a, const vec &b ) {
                 set_parameters ( a, b );
+                validate();
         };
         void set_parameters ( const vec &a, const vec &b ) {
                 alpha = a, beta = b;
-                dim = alpha.length();
         };
         //!@}
@@ -845 +852 @@
                 nk = prod ( 1.0 / distance );
                 lnk = log ( nk );
-                dim = low.length();
         }
         //!@}
@@ -909 +915 @@
                 UI::get ( delta, set, "delta", UI::compulsory );
                 mean = UI::build<fnc> ( set, "mean", UI::compulsory );
-
                 iepdf.set_parameters ( -delta, delta );
+        }
+        
+        void validate(){
                 dimc = mean->dimensionc();
-                validate();
-        }
+                iepdf.validate();
+        }
+
 };
 UIREGISTER ( mguni );
@@ -935 +944 @@
         mlnorm ( const mat &A, const vec &mu0, const sq_T &R ) : pdf_internal< TEpdf<sq_T> >() {
                 set_parameters ( A, mu0, R );
+                validate();
         }
 
@@ -942 +952 @@
                 A = A0;
                 mu_const = mu0;
-                this->dimc = A0.cols();
-        }
+        }
+
         //!@}
         //! Set value of \c rvc . Result of this operation is stored in \c epdf use function \c _ep to access it.
@@ -1002 +1012 @@
                 bdm_assert ( A.rows() == mu_const.length(), "mlnorm: A vs. mu mismatch" );
                 bdm_assert ( A.rows() == _R().rows(), "mlnorm: A vs. R mismatch" );
+                this->dimc = A.cols();
 
         }
@@ -1061 +1072 @@
         void validate() {
                 bdm_assert ( g->dimension() == this->dimension(), "incompatible function" );
+                this->dim = g->dimension();
+                this->dimc = g->dimensionc();
+                this->iepdf.validate();
         }
 };
@@ -1202 +1216 @@
         void set_parameters ( int len, double k0 ) {
                 k = k0;
-                iepdf.set_parameters ( ( 1.0 / ( k*k ) + 2.0 ) *ones ( len ) /*alpha*/, ones ( len ) /*beta*/ );
+                iepdf.set_parameters ( ( 1.0 / ( k*k ) + 2.0 ) *ones ( len ) /*alpha*/, ones ( len ) /*beta*/ );                
+        };
+
+        void    validate (){
+                iepdf.validate();
                 dimc = dimension();
-        };
+};
+
         void condition ( const vec &val ) {
                 _beta = elem_mult ( val, ( _alpha - 1.0 ) );
@@ -1235 +1254 @@
                 mgamma::set_parameters ( k0, ref0 );
                 refl = pow ( ref0, 1.0 - l0 );
-                l = l0;
+                l = l0; 
+        };
+
+        void    validate (){
+                mgamma::validate();
                 dimc = dimension();
         };
@@ -1273 +1296 @@
                 refl = pow ( ref0, 1.0 - l0 );
                 l = l0;
+        };
+
+        void validate(){
+                migamma::validate();
                 dimc = dimension();
         };
-
+        
         void condition ( const vec &val ) {
                 vec mean = elem_mult ( refl, pow ( val, l ) );
@@ -1349 +1376 @@
                 sig2 = 0.5 * log ( k * k + 1 );
                 iepdf.set_parameters ( zeros ( size ), 2*sig2*eye ( size ) );
-
-                dimc = size;
-        };
+        };
+        
+        void validate(){
+                iepdf.validate();
+                dimc = iepdf.dimension();
+        }
 
         void condition ( const vec &val ) {
@@ -1393 +1423 @@
                 Y = chmat ( Y0 );
                 delta = delta0;
-                p = Y.rows();
-                dim = p * p;
+                p = Y.rows();   
         }
         //! Set internal structures
@@ -1401 +1430 @@
                 delta = delta0;
                 p = Y.rows();
+                }
+        
+        virtual void validate (){
                 dim = p * p;
         }
+
         //! Sample matrix argument
         mat sample_mat() const {
@@ -1470 +1503 @@
         
         virtual void    validate (){
-      dim = W.dimension();
+                W.validate();
+                dim = W.dimension();
         }
         
@@ -1540 +1574 @@
                 l = l0;
                 refl = pow ( ref0, 1 - l );
-
                 iepdf.set_parameters ( eye ( p ), delta );
+        };
+        
+        void validate(){
+                iepdf.validate();
                 dimc = iepdf.dimension();
         }
+        
         void condition ( const vec &c ) {
                 vec z = c;
@@ -1841 +1879 @@
 void mgnorm<sq_T >::set_parameters ( const shared_ptr<fnc> &g0, const sq_T &R0 ) {
         g = g0;
-        this->dim = g->dimension();
-        this->dimc = g->dimensionc();
         this->iepdf.set_parameters ( zeros ( g->dimension() ), R0 );
 }

library/tests/testsuite/epdf_test.cpp

@@ -13 +13 @@
 
 TEST ( enorm_test ) {
-        epdf_harness::test_config ( "enorm.cfg" );
+        epdf_harness::test_config ( "enorm.cfg" );      
 }
 
@@ -22 +22 @@
 // not using epdf_harness because eprod isn't configurable (yet?)
 TEST ( eprod_test ) {
-                
+        
         RV a ( "{eprod_a }", "1" );
         RV b ( "{eprod_b }", "2" );
-
+        
         egamma_ptr g0;
         g0->set_parameters ( vec ( "2" ), vec ( "2" ) );
+        g0->validate();
         g0->set_rv ( a );
-
+        
         egamma_ptr g1;
         g1->set_parameters ( vec ( "100000 10000" ), vec ( "10000 1000" ) );
+        g1->validate();
         g1->set_rv ( b );
-
+        
         Array<const epdf*> coms ( 2 );
         coms ( 0 ) = g0.get();
         coms ( 1 ) = g1.get();
-
+        
         eprod p;
         // set_parameters doesn't say so, but it actually requires
         // pointers in the array to outlast the eprod instance...
         p.set_parameters ( coms );
-
+        
         CHECK_EQUAL ( vec ( "1 10 10" ), p.mean() );
         CHECK_EQUAL ( vec ( "0 0 0" ), p.variance() );
@@ -51 +53 @@
         eWishartCh eW;
         eW.set_parameters ( wM / 100, 100 );
+        eW.validate();
         mat mea = zeros ( 2, 2 );
         mat Ch;
@@ -57 +60 @@
                 mea += Ch.T() * Ch;
         }
-
+        
         mat actual = mea / 100;
         CHECK_CLOSE ( wM, actual, 0.1 );
@@ -77 +80 @@
                 
         }
-
+        
         mat observed ( "0.99464 0.885458; 0.885458 1.01853" );
         mat actual = mea / 100;