Changeset 900 for library/bdm

Timestamp:

04/11/10 22:05:11 (14 years ago)

Author:

smidl

Message:

particle bug fixing

Location:

library/bdm

Files:

• estim/particles.h (modified) (3 diffs)
• mex/mex_logger.h (modified) (1 diff)
• stat/emix.cpp (modified) (1 diff)
• stat/exp_family.h (modified) (1 diff)

library/bdm/estim/particles.h

@@ -50 +50 @@
         public:
                 MarginalizedParticle():est(*this){};
+                MarginalizedParticle(const MarginalizedParticle &m2):est(*this){
+                        bm = m2.bm->_copy();
+                        est_emp = m2.est_emp;
+                        par = m2.par;
+                        validate();
+                };
                 BM* _copy() const{return new MarginalizedParticle(*this);};
                 void bayes(const vec &dt, const vec &cond){
@@ -93 +99 @@
                 }
                 void validate(){
-                        yrv = bm->_rv();
-                        dimy = bm->dimension();
-                        set_rv( par->_rv());
-                        set_dim( par->dimension());
-
-                        rvc = par->_rvc().subt(par->_rv().copy_t(-1));
-                        rvc.add(bm->_rvc()); //
+                        est_emp.set_point(zeros(par->dimension()));
+                        est.validate();
+                        
+                        yrv = bm->_yrv();
+                        dimy = bm->dimensiony();
+                        set_rv( concat(bm->_rv(), par->_rv()));
+                        set_dim( par->dimension()+bm->dimension());
+
+                        rvc = par->_rvc();
+                        rvc.add(bm->_rvc());
+                        rvc=rvc.subt(par->_rv());
+                        rvc=rvc.subt(par->_rv().copy_t(-1));
+                        rvc=rvc.subt(bm->_rv().copy_t(-1)); //
                         
                         cond2bm=new datalink_part;
@@ -107 +119 @@
                         cond2bm->set_connection(bm->_rvc(), rvc);
                         cond2par->set_connection(par->_rvc(), rvc);
-                        emp2bm->set_connection(bm->_rvc(), _rv());
-                        emp2par->set_connection(par->_rvc(), _rv().copy_t(-1));
+                        emp2bm->set_connection(bm->_rvc(), par->_rv());
+                        emp2par->set_connection(par->_rvc(), par->_rv().copy_t(-1));
                         
                         dimc = rvc._dsize();

library/bdm/mex/mex_logger.h

@@ -62 +62 @@
                         istart = 0;
                         for ( int j = 0; j < entries ( i ).length(); j++ ) { // same for as in add!!!
-                                vec_name = names ( i ) + "_" + entries ( i ).name ( j );
+                                vec_name = names ( i ) + separator + entries ( i ).name ( j );
                                 iend = istart + entries ( i ).size ( j ) - 1;
                                 M = vectors ( i ).get_cols ( istart, iend );

library/bdm/stat/emix.cpp

@@ -244 +244 @@
         vec tmp ( dim ); //second moment
         for ( int i = 0; i < no_factors(); i++ ) {
-                vec pom = factor ( i )->mean();
+                vec pom = factor ( i )->variance();
                 dls ( i )->pushup ( tmp, pow ( pom, 2 ) );
         }
-        return tmp - pow ( mean(), 2 );
+        return tmp;
 }
 vec eprod_base::sample() const {

library/bdm/stat/exp_family.h

@@ -1879 +1879 @@
                 double evallog (const vec &dt) const {return -inf;}
                 vec mean () const {return point;}
-                vec variance () const {return pow(point,2);}
+                vec variance () const {return zeros(point.length());}
                 void qbounds ( vec &lb, vec &ub, double percentage = 0.95 ) const { lb = point; ub = point;}
                 //! access