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04/30/08 15:20:07 (17 years ago)
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smidl
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drobnosti a dokumentace

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  • doc/html/libBM_8h-source.html

    r79 r91  
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    1617<h1>work/mixpp/bdm/stat/libBM.h</h1><a href="libBM_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001  
    1718<a name="l00013"></a>00013 <span class="preprocessor">#ifndef BM_H</span> 
    … …  
    2526<a name="l00027"></a><a class="code" href="classRV.html">00027</a> <span class="keyword">class </span><a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> { 
    2627<a name="l00028"></a>00028 <span class="keyword">protected</span>: 
    27 <a name="l00030"></a><a class="code" href="classRV.html#0cae53d262be90a775a99a198e17fa58">00030</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#0cae53d262be90a775a99a198e17fa58" title="size = sum of sizes">size</a>; 
     28<a name="l00030"></a><a class="code" href="classRV.html#f2396efe2e6d656ebe9e6f06018cbe25">00030</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#f2396efe2e6d656ebe9e6f06018cbe25" title="size = sum of sizes">tsize</a>; 
    2829<a name="l00032"></a><a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9">00032</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9" title="len = number of individual rvs">len</a>; 
    2930<a name="l00034"></a><a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9">00034</a>         ivec <a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9" title="Vector of unique IDs.">ids</a>; 
    … …  
    4142<a name="l00054"></a>00054         <span class="keyword">friend</span> std::ostream &amp;<a class="code" href="classRV.html#cad6f15535d10437f6690cb4492176a8" title="Printing output e.g. for debugging.">operator&lt;&lt; </a>( std::ostream &amp;os, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv ); 
    4243<a name="l00055"></a>00055  
    43 <a name="l00057"></a><a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0">00057</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classRV.html#0cae53d262be90a775a99a198e17fa58" title="size = sum of sizes">size</a>;} ; 
    44 <a name="l00058"></a>00058  
    45 <a name="l00059"></a>00059         <span class="comment">//TODO why not inline and later??</span> 
     44<a name="l00057"></a><a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0">00057</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classRV.html#f2396efe2e6d656ebe9e6f06018cbe25" title="size = sum of sizes">tsize</a>;} ; 
     45<a name="l00059"></a><a class="code" href="classRV.html#c114a6f3ff06796cc2f4dacba74291eb">00059</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#c114a6f3ff06796cc2f4dacba74291eb" title="Return length (number of entries) of the RV.">length</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9" title="len = number of individual rvs">len</a>;} ; 
    4646<a name="l00060"></a>00060  
    47 <a name="l00062"></a>00062         ivec <a class="code" href="classRV.html#6b078b1086224aca3a9e5a203e647fb6" title="Find indexes of another rv in self.">find</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2 ); 
    48 <a name="l00064"></a>00064         <span class="keywordtype">void</span> <span class="keyword">add</span> (<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv2 ); 
    49 <a name="l00066"></a>00066         <span class="keyword">friend</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#33c114e83980d883c5b211c47d5322a4" title="Add (concat) another variable to the current one.">concat</a> (<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv1, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv2 ); 
    50 <a name="l00068"></a>00068         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#4c5ec5e913fc598e242cb930ae8bdf4a" title="Subtract another variable from the current one.">subt</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2 ); 
    51 <a name="l00070"></a>00070         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#2bf35b18a32aad419f0516273939628e" title="Select only variables at indeces ind.">subselect</a> ( ivec ind ); 
    52 <a name="l00072"></a>00072         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45" title="Select only variables at indeces ind.">operator() </a>( ivec ind ); 
    53 <a name="l00074"></a>00074         <span class="keywordtype">void</span> <a class="code" href="classRV.html#e0a158d53ab9430627241f844f4c9a60" title="Generate new RV with time shifted by delta.">t</a> ( <span class="keywordtype">int</span> delta ); 
    54 <a name="l00076"></a>00076         ivec <a class="code" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7" title="generate a list of indeces, i.e. which">indexlist</a>(); 
    55 <a name="l00077"></a>00077  
    56 <a name="l00079"></a><a class="code" href="classRV.html#b88ef5124713c9e30fd9446846b3f044">00079</a>         Array&lt;std::string&gt;&amp; <a class="code" href="classRV.html#b88ef5124713c9e30fd9446846b3f044" title="access function">_names</a>(){<span class="keywordflow">return</span> <a class="code" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb" title="Array of names.">names</a>;}; 
    57 <a name="l00080"></a>00080 }; 
    58 <a name="l00081"></a>00081  
     47<a name="l00061"></a>00061         <span class="comment">//TODO why not inline and later??</span> 
     48<a name="l00062"></a>00062  
     49<a name="l00064"></a>00064         ivec <a class="code" href="classRV.html#6b078b1086224aca3a9e5a203e647fb6" title="Find indexes of another rv in self.">find</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2 ); 
     50<a name="l00066"></a>00066         <span class="keywordtype">void</span> <span class="keyword">add</span> (<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv2 ); 
     51<a name="l00068"></a>00068         <span class="keyword">friend</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#33c114e83980d883c5b211c47d5322a4" title="Add (concat) another variable to the current one.">concat</a> (<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv1, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv2 ); 
     52<a name="l00070"></a>00070         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#4c5ec5e913fc598e242cb930ae8bdf4a" title="Subtract another variable from the current one.">subt</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2 ); 
     53<a name="l00072"></a>00072         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#2bf35b18a32aad419f0516273939628e" title="Select only variables at indeces ind.">subselect</a> ( ivec ind ); 
     54<a name="l00074"></a>00074         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45" title="Select only variables at indeces ind.">operator() </a>( ivec ind ); 
     55<a name="l00076"></a>00076         <span class="keywordtype">void</span> <a class="code" href="classRV.html#e0a158d53ab9430627241f844f4c9a60" title="Generate new RV with time shifted by delta.">t</a> ( <span class="keywordtype">int</span> delta ); 
     56<a name="l00078"></a>00078         ivec <a class="code" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7" title="generate a list of indeces, i.e. which">indexlist</a>(); 
     57<a name="l00079"></a>00079  
     58<a name="l00081"></a><a class="code" href="classRV.html#b88ef5124713c9e30fd9446846b3f044">00081</a>         Array&lt;std::string&gt;&amp; <a class="code" href="classRV.html#b88ef5124713c9e30fd9446846b3f044" title="access function">_names</a>(){<span class="keywordflow">return</span> <a class="code" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb" title="Array of names.">names</a>;}; 
    5959<a name="l00082"></a>00082  
    60 <a name="l00084"></a>00084  
    61 <a name="l00085"></a><a class="code" href="classfnc.html">00085</a> <span class="keyword">class </span><a class="code" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv.">fnc</a> { 
    62 <a name="l00086"></a>00086 <span class="keyword">protected</span>: 
    63 <a name="l00088"></a><a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9">00088</a>         <span class="keywordtype">int</span> <a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9" title="Length of the output vector.">dimy</a>; 
    64 <a name="l00089"></a>00089 <span class="keyword">public</span>: 
    65 <a name="l00091"></a><a class="code" href="classfnc.html#8a1da32233c3006a4239cf601c413538">00091</a>         <a class="code" href="classfnc.html#8a1da32233c3006a4239cf601c413538" title="default constructor">fnc</a>(<span class="keywordtype">int</span> dy):<a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9" title="Length of the output vector.">dimy</a>(dy){}; 
    66 <a name="l00093"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00093</a>         <span class="keyword">virtual</span> vec <a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c" title="function evaluates numerical value of $f(x)$ at $x=cond$">eval</a> ( <span class="keyword">const</span> vec &amp;cond ) { 
    67 <a name="l00094"></a>00094                 <span class="keywordflow">return</span> vec ( 0 ); 
    68 <a name="l00095"></a>00095         };  
    69 <a name="l00096"></a>00096  
    70 <a name="l00098"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00098</a>         <span class="keywordtype">int</span> <a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298" title="access function">_dimy</a>()<span class="keyword"> const</span>{<span class="keywordflow">return</span> <a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9" title="Length of the output vector.">dimy</a>;} 
    71 <a name="l00099"></a>00099  
    72 <a name="l00101"></a><a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">00101</a>         <span class="keyword">virtual</span> <a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab" title="Destructor for future use;.">~fnc</a>() {}; 
    73 <a name="l00102"></a>00102 }; 
    74 <a name="l00103"></a>00103  
    75 <a name="l00104"></a>00104  
    76 <a name="l00106"></a>00106  
    77 <a name="l00107"></a><a class="code" href="classepdf.html">00107</a> <span class="keyword">class </span><a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { 
    78 <a name="l00108"></a>00108 <span class="keyword">protected</span>: 
    79 <a name="l00110"></a><a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">00110</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>; 
    80 <a name="l00111"></a>00111 <span class="keyword">public</span>: 
    81 <a name="l00113"></a><a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">00113</a>         <a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd" title="default constructor">epdf</a>() :<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ( ivec ( 0 ) ) {}; 
     60<a name="l00084"></a><a class="code" href="classRV.html#4a0069bc69f5a98d7ce9ed59077f2e6c">00084</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#4a0069bc69f5a98d7ce9ed59077f2e6c" title="access function">id</a>(<span class="keywordtype">int</span> at){<span class="keywordflow">return</span> <a class="code" href="classRV.html#1bd7165140f4b880a7f344bbb1c433f9" title="Vector of unique IDs.">ids</a>(at);}; 
     61<a name="l00086"></a><a class="code" href="classRV.html#20db23a5585d64a6e24404cc8379bc28">00086</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#20db23a5585d64a6e24404cc8379bc28" title="access function">size</a>(<span class="keywordtype">int</span> at){<span class="keywordflow">return</span> <a class="code" href="classRV.html#c878aab13f34b420e1eb5b485563682b" title="Vector of sizes.">sizes</a>(at);}; 
     62<a name="l00088"></a><a class="code" href="classRV.html#af068cf478864fe1a4fbfc6b4693b088">00088</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#af068cf478864fe1a4fbfc6b4693b088" title="access function">time</a>(<span class="keywordtype">int</span> at){<span class="keywordflow">return</span> <a class="code" href="classRV.html#646e530c47a2dd38254b778d9f11ac89" title="Vector of shifts from current time.">times</a>(at);}; 
     63<a name="l00090"></a><a class="code" href="classRV.html#3ae4dd6e368f814a02710636ac8e1721">00090</a>         std::string <a class="code" href="classRV.html#3ae4dd6e368f814a02710636ac8e1721" title="access function">name</a>(<span class="keywordtype">int</span> at){<span class="keywordflow">return</span> <a class="code" href="classRV.html#df5d0030b277a1db2f1fd5fb79152acb" title="Array of names.">names</a>(at);}; 
     64<a name="l00091"></a>00091 }; 
     65<a name="l00092"></a>00092  
     66<a name="l00093"></a>00093  
     67<a name="l00095"></a>00095  
     68<a name="l00096"></a><a class="code" href="classfnc.html">00096</a> <span class="keyword">class </span><a class="code" href="classfnc.html" title="Class representing function  of variable  represented by rv.">fnc</a> { 
     69<a name="l00097"></a>00097 <span class="keyword">protected</span>: 
     70<a name="l00099"></a><a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9">00099</a>         <span class="keywordtype">int</span> <a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9" title="Length of the output vector.">dimy</a>; 
     71<a name="l00100"></a>00100 <span class="keyword">public</span>: 
     72<a name="l00102"></a><a class="code" href="classfnc.html#8a1da32233c3006a4239cf601c413538">00102</a>         <a class="code" href="classfnc.html#8a1da32233c3006a4239cf601c413538" title="default constructor">fnc</a>(<span class="keywordtype">int</span> dy):<a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9" title="Length of the output vector.">dimy</a>(dy){}; 
     73<a name="l00104"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00104</a>         <span class="keyword">virtual</span> vec <a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c" title="function evaluates numerical value of  at  cond ">eval</a> ( <span class="keyword">const</span> vec &amp;cond ) { 
     74<a name="l00105"></a>00105                 <span class="keywordflow">return</span> vec ( 0 ); 
     75<a name="l00106"></a>00106         };  
     76<a name="l00107"></a>00107  
     77<a name="l00109"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00109</a>         <span class="keywordtype">int</span> <a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298" title="access function">_dimy</a>()<span class="keyword"> const</span>{<span class="keywordflow">return</span> <a class="code" href="classfnc.html#22d51d10a7901331167f64f80d1af8e9" title="Length of the output vector.">dimy</a>;} 
     78<a name="l00110"></a>00110  
     79<a name="l00112"></a><a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">00112</a>         <span class="keyword">virtual</span> <a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab" title="Destructor for future use;.">~fnc</a>() {}; 
     80<a name="l00113"></a>00113 }; 
    8281<a name="l00114"></a>00114  
    83 <a name="l00116"></a><a class="code" href="classepdf.html#c95b1a27a8dd9507bb9a5a3cb2809c7a">00116</a>         <a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd" title="default constructor">epdf</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0 ) :<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ( rv0 ) {}; 
     82<a name="l00115"></a>00115  
    8483<a name="l00117"></a>00117  
    85 <a name="l00119"></a>00119 <span class="comment">//      virtual vec moment ( const int order = 1 );</span> 
    86 <a name="l00121"></a>00121 <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#8019654e494bf5e458f6fb947e11b262" title="Returns the required moment of the epdf.">sample</a> () <span class="keyword">const</span> =0; 
    87 <a name="l00123"></a><a class="code" href="classepdf.html#3ea597362e11a0040fe7c990269d072c">00123</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#3ea597362e11a0040fe7c990269d072c" title="Compute probability of argument val.">eval</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{<span class="keywordflow">return</span> exp(this-&gt;evalpdflog(val));}; 
    88 <a name="l00124"></a>00124  
    89 <a name="l00126"></a>00126         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#6aef3eca74899692503769c18add1a4c" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &amp;val ) <span class="keyword">const</span> =0; 
    90 <a name="l00127"></a>00127  
    91 <a name="l00129"></a>00129         <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#bf0a070a8f3e67a93604ca724638b870" title="return expected value">mean</a>() <span class="keyword">const</span> =0; 
    92 <a name="l00130"></a>00130          
    93 <a name="l00132"></a><a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">00132</a>         <span class="keyword">virtual</span> <a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396" title="Destructor for future use;.">~epdf</a>() {}; 
    94 <a name="l00134"></a><a class="code" href="classepdf.html#b89143f12c9b49282e30841e4fb5f337">00134</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classepdf.html#b89143f12c9b49282e30841e4fb5f337" title="access function">_rv</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>;} 
    95 <a name="l00135"></a>00135 }; 
    96 <a name="l00136"></a>00136  
    97 <a name="l00137"></a>00137  
    98 <a name="l00139"></a>00139 <span class="comment">//TODO Samplecond can be generalized</span> 
    99 <a name="l00140"></a>00140  
    100 <a name="l00141"></a><a class="code" href="classmpdf.html">00141</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 
    101 <a name="l00142"></a>00142 <span class="keyword">protected</span>: 
    102 <a name="l00144"></a><a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">00144</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>; 
    103 <a name="l00146"></a><a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">00146</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>; 
    104 <a name="l00148"></a><a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">00148</a>         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>; 
    105 <a name="l00149"></a>00149 <span class="keyword">public</span>: 
    106 <a name="l00150"></a>00150  
    107 <a name="l00152"></a>00152 <span class="comment">//      virtual fnc moment ( const int order = 1 );</span> 
    108 <a name="l00154"></a><a class="code" href="classmpdf.html#b0193a350c97933ddf15b15a130da352">00154</a> <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classmpdf.html#b0193a350c97933ddf15b15a130da352" title="Returns the required moment of the epdf.">samplecond</a> ( vec &amp;cond, <span class="keywordtype">double</span> &amp;ll ) {this-&gt;<a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a>(cond);vec temp= <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classepdf.html#8019654e494bf5e458f6fb947e11b262" title="Returns the required moment of the epdf.">sample</a>();ll=<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classepdf.html#6aef3eca74899692503769c18add1a4c" title="Compute log-probability of argument val.">evalpdflog</a>(temp);<span class="keywordflow">return</span> temp;}; 
    109 <a name="l00156"></a><a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83">00156</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;cond ) {}; 
    110 <a name="l00157"></a>00157          
    111 <a name="l00159"></a><a class="code" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91">00159</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evalcond</a> (<span class="keyword">const</span> vec &amp;dt, <span class="keyword">const</span> vec &amp;cond ) {this-&gt;<a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a>(cond);<span class="keywordflow">return</span> <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classepdf.html#3ea597362e11a0040fe7c990269d072c" title="Compute probability of argument val.">eval</a>(dt);}; 
    112 <a name="l00160"></a>00160  
    113 <a name="l00162"></a><a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">00162</a>         <span class="keyword">virtual</span> <a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb" title="Destructor for future use;.">~mpdf</a>() {}; 
    114 <a name="l00163"></a>00163  
    115 <a name="l00165"></a><a class="code" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">00165</a>         <a class="code" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f" title="Default constructor.">mpdf</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc0 ) :<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a> ( rv0 ),<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ( rvc0 ) {}; 
    116 <a name="l00167"></a><a class="code" href="classmpdf.html#ec9c850305984582548e8deb64f0ffe8">00167</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#ec9c850305984582548e8deb64f0ffe8" title="access function">_rvc</a>(){<span class="keywordflow">return</span> <a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>;} 
    117 <a name="l00169"></a><a class="code" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8">00169</a>         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; <a class="code" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8" title="access function">_epdf</a>(){<span class="keywordflow">return</span> *<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>;} 
    118 <a name="l00170"></a>00170 }; 
     84<a name="l00118"></a><a class="code" href="classepdf.html">00118</a> <span class="keyword">class </span><a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { 
     85<a name="l00119"></a>00119 <span class="keyword">protected</span>: 
     86<a name="l00121"></a><a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">00121</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>; 
     87<a name="l00122"></a>00122 <span class="keyword">public</span>: 
     88<a name="l00124"></a><a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">00124</a>         <a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd" title="default constructor">epdf</a>() :<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ( ivec ( 0 ) ) {}; 
     89<a name="l00125"></a>00125  
     90<a name="l00127"></a><a class="code" href="classepdf.html#c95b1a27a8dd9507bb9a5a3cb2809c7a">00127</a>         <a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd" title="default constructor">epdf</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0 ) :<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ( rv0 ) {}; 
     91<a name="l00128"></a>00128  
     92<a name="l00130"></a>00130 <span class="comment">//      virtual vec moment ( const int order = 1 );</span> 
     93<a name="l00132"></a>00132 <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#8019654e494bf5e458f6fb947e11b262" title="Returns the required moment of the epdf.">sample</a> () <span class="keyword">const</span> =0; 
     94<a name="l00134"></a><a class="code" href="classepdf.html#3ea597362e11a0040fe7c990269d072c">00134</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#3ea597362e11a0040fe7c990269d072c" title="Compute probability of argument val.">eval</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{<span class="keywordflow">return</span> exp(this-&gt;<a class="code" href="classepdf.html#6aef3eca74899692503769c18add1a4c" title="Compute log-probability of argument val.">evalpdflog</a>(val));}; 
     95<a name="l00135"></a>00135  
     96<a name="l00137"></a>00137         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#6aef3eca74899692503769c18add1a4c" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &amp;val ) <span class="keyword">const</span> =0; 
     97<a name="l00138"></a>00138  
     98<a name="l00140"></a>00140         <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#bf0a070a8f3e67a93604ca724638b870" title="return expected value">mean</a>() <span class="keyword">const</span> =0; 
     99<a name="l00141"></a>00141          
     100<a name="l00143"></a><a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">00143</a>         <span class="keyword">virtual</span> <a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396" title="Destructor for future use;.">~epdf</a>() {}; 
     101<a name="l00145"></a><a class="code" href="classepdf.html#b89143f12c9b49282e30841e4fb5f337">00145</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classepdf.html#b89143f12c9b49282e30841e4fb5f337" title="access function">_rv</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>;} 
     102<a name="l00146"></a>00146 }; 
     103<a name="l00147"></a>00147  
     104<a name="l00148"></a>00148  
     105<a name="l00150"></a>00150 <span class="comment">//TODO Samplecond can be generalized</span> 
     106<a name="l00151"></a>00151  
     107<a name="l00152"></a><a class="code" href="classmpdf.html">00152</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 
     108<a name="l00153"></a>00153 <span class="keyword">protected</span>: 
     109<a name="l00155"></a><a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">00155</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>; 
     110<a name="l00157"></a><a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">00157</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>; 
     111<a name="l00159"></a><a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">00159</a>         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>; 
     112<a name="l00160"></a>00160 <span class="keyword">public</span>: 
     113<a name="l00161"></a>00161  
     114<a name="l00163"></a>00163 <span class="comment">//      virtual fnc moment ( const int order = 1 );</span> 
     115<a name="l00165"></a><a class="code" href="classmpdf.html#b0193a350c97933ddf15b15a130da352">00165</a> <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classmpdf.html#b0193a350c97933ddf15b15a130da352" title="Returns the required moment of the epdf.">samplecond</a> ( vec &amp;cond, <span class="keywordtype">double</span> &amp;ll ) {this-&gt;<a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a>(cond);vec temp= <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classepdf.html#8019654e494bf5e458f6fb947e11b262" title="Returns the required moment of the epdf.">sample</a>();ll=<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classepdf.html#6aef3eca74899692503769c18add1a4c" title="Compute log-probability of argument val.">evalpdflog</a>(temp);<span class="keywordflow">return</span> temp;}; 
     116<a name="l00167"></a><a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83">00167</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;cond ) {}; 
     117<a name="l00168"></a>00168          
     118<a name="l00170"></a><a class="code" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91">00170</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evalcond</a> (<span class="keyword">const</span> vec &amp;dt, <span class="keyword">const</span> vec &amp;cond ) {this-&gt;<a class="code" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a>(cond);<span class="keywordflow">return</span> <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classepdf.html#3ea597362e11a0040fe7c990269d072c" title="Compute probability of argument val.">eval</a>(dt);}; 
    119119<a name="l00171"></a>00171  
    120 <a name="l00179"></a><a class="code" href="classDS.html">00179</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> { 
    121 <a name="l00180"></a>00180 <span class="keyword">protected</span>: 
    122 <a name="l00182"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00182</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454" title="Observed variables, returned by getdata().">Drv</a>; 
    123 <a name="l00184"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00184</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629" title="Action variables, accepted by write().">Urv</a>; <span class="comment">//</span> 
    124 <a name="l00185"></a>00185 <span class="keyword">public</span>: 
    125 <a name="l00187"></a>00187         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &amp;dt ); 
    126 <a name="l00189"></a>00189         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &amp;dt, ivec &amp;indeces ); 
    127 <a name="l00191"></a>00191         <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a> ( vec &amp;ut ); 
    128 <a name="l00193"></a>00193         <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a> ( vec &amp;ut, ivec &amp;indeces ); 
    129 <a name="l00199"></a>00199         <span class="keywordtype">void</span> <a class="code" href="classDS.html#9a35ca9c9321dce2bf63bf668f785b75" title="Method that assigns random variables to the datasource. Typically, the datasource...">linkrvs</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;drv, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;urv ); 
    130 <a name="l00200"></a>00200  
    131 <a name="l00202"></a>00202         <span class="keywordtype">void</span> <a class="code" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6" title="Moves from $t$ to $t+1$, i.e. perfroms the actions and reads response of the system...">step</a>(); 
    132 <a name="l00203"></a>00203  
    133 <a name="l00204"></a>00204 }; 
    134 <a name="l00205"></a>00205  
    135 <a name="l00210"></a><a class="code" href="classBM.html">00210</a> <span class="keyword">class </span><a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> { 
    136 <a name="l00211"></a>00211 <span class="keyword">protected</span>: 
    137 <a name="l00213"></a><a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88">00213</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>; 
    138 <a name="l00215"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00215</a>  <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>; 
    139 <a name="l00217"></a><a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">00217</a>         <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>; 
    140 <a name="l00218"></a>00218 <span class="keyword">public</span>: 
    141 <a name="l00219"></a>00219  
    142 <a name="l00221"></a><a class="code" href="classBM.html#605d28b426adb677c86a57ddb525132a">00221</a>         <a class="code" href="classBM.html#605d28b426adb677c86a57ddb525132a" title="Default constructor.">BM</a>(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0) :<a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>(rv0), <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a> ( 0 ),<a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( true ) {<span class="comment">//Fixme: test rv </span> 
    143 <a name="l00222"></a>00222         }; 
    144 <a name="l00223"></a>00223  
    145 <a name="l00227"></a>00227         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ) = 0; 
    146 <a name="l00229"></a>00229         <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( mat Dt ); 
    147 <a name="l00231"></a>00231         <span class="keyword">virtual</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; <a class="code" href="classBM.html#3dc45554556926bde996a267636abe55" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>()=0; 
    148 <a name="l00232"></a>00232  
    149 <a name="l00234"></a><a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">00234</a>         <span class="keyword">virtual</span> <a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd" title="Destructor for future use;.">~BM</a>() {}; 
    150 <a name="l00236"></a><a class="code" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">00236</a>         <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classBM.html#126bd2595c48e311fc2a7ab72876092a" title="access function">_rv</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>;} 
    151 <a name="l00238"></a><a class="code" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">00238</a>         <span class="keywordtype">double</span> <a class="code" href="classBM.html#87f4a547d2c29180be88175e5eab9c88" title="access function">_ll</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>;} 
    152 <a name="l00239"></a>00239 }; 
    153 <a name="l00240"></a>00240  
    154 <a name="l00250"></a>00250 <span class="keyword">class </span><a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { 
    155 <a name="l00251"></a>00251 <span class="keyword">protected</span>: 
    156 <a name="l00253"></a>00253         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec" title="Identificator of the conditioning variable.">rvc</a>; 
    157 <a name="l00254"></a>00254 <span class="keyword">public</span>: 
    158 <a name="l00256"></a>00256         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBMcond.html#3543cfe274c35f9033c24d8036a96c4d" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) =0; 
    159 <a name="l00258"></a><a class="code" href="classBMcond.html#9a38dcdabef902fd91da3c9fb6ac27f7">00258</a>         <a class="code" href="classBMcond.html#9a38dcdabef902fd91da3c9fb6ac27f7" title="Default constructor.">BMcond</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0):<a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec" title="Identificator of the conditioning variable.">rvc</a>(rv0){}; 
    160 <a name="l00260"></a><a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2">00260</a>         <span class="keyword">virtual</span> <a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2" title="Destructor for future use.">~BMcond</a>(){}; 
    161 <a name="l00262"></a><a class="code" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">00262</a>         <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a" title="access function">_rvc</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec" title="Identificator of the conditioning variable.">rvc</a>;} 
    162 <a name="l00263"></a>00263 }; 
    163 <a name="l00264"></a>00264  
    164 <a name="l00265"></a>00265 <span class="preprocessor">#endif // BM_H</span> 
    165 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Fri Apr 18 11:15:15 2008 for mixpp by&nbsp; 
     120<a name="l00173"></a><a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">00173</a>         <span class="keyword">virtual</span> <a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb" title="Destructor for future use;.">~mpdf</a>() {}; 
     121<a name="l00174"></a>00174  
     122<a name="l00176"></a><a class="code" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">00176</a>         <a class="code" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f" title="Default constructor.">mpdf</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc0 ) :<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a> ( rv0 ),<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ( rvc0 ) {}; 
     123<a name="l00178"></a><a class="code" href="classmpdf.html#ec9c850305984582548e8deb64f0ffe8">00178</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#ec9c850305984582548e8deb64f0ffe8" title="access function">_rvc</a>(){<span class="keywordflow">return</span> <a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>;} 
     124<a name="l00180"></a><a class="code" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8">00180</a>         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; <a class="code" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8" title="access function">_epdf</a>(){<span class="keywordflow">return</span> *<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>;} 
     125<a name="l00181"></a>00181 }; 
     126<a name="l00182"></a>00182  
     127<a name="l00190"></a><a class="code" href="classDS.html">00190</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> { 
     128<a name="l00191"></a>00191 <span class="keyword">protected</span>: 
     129<a name="l00193"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00193</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454" title="Observed variables, returned by getdata().">Drv</a>; 
     130<a name="l00195"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00195</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629" title="Action variables, accepted by write().">Urv</a>; <span class="comment">//</span> 
     131<a name="l00196"></a>00196 <span class="keyword">public</span>: 
     132<a name="l00198"></a>00198         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &amp;dt ); 
     133<a name="l00200"></a>00200         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &amp;dt, ivec &amp;indeces ); 
     134<a name="l00202"></a>00202         <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a> ( vec &amp;ut ); 
     135<a name="l00204"></a>00204         <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a> ( vec &amp;ut, ivec &amp;indeces ); 
     136<a name="l00210"></a>00210         <span class="keywordtype">void</span> <a class="code" href="classDS.html#9a35ca9c9321dce2bf63bf668f785b75" title="Method that assigns random variables to the datasource. Typically, the datasource...">linkrvs</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;drv, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;urv ); 
     137<a name="l00211"></a>00211  
     138<a name="l00213"></a>00213         <span class="keywordtype">void</span> <a class="code" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6" title="Moves from  to , i.e. perfroms the actions and reads response of the system.">step</a>(); 
     139<a name="l00214"></a>00214  
     140<a name="l00215"></a>00215 }; 
     141<a name="l00216"></a>00216  
     142<a name="l00221"></a><a class="code" href="classBM.html">00221</a> <span class="keyword">class </span><a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> { 
     143<a name="l00222"></a>00222 <span class="keyword">protected</span>: 
     144<a name="l00224"></a><a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88">00224</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>; 
     145<a name="l00226"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00226</a>  <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>; 
     146<a name="l00228"></a><a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">00228</a>         <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>; 
     147<a name="l00229"></a>00229 <span class="keyword">public</span>: 
     148<a name="l00230"></a>00230  
     149<a name="l00232"></a><a class="code" href="classBM.html#605d28b426adb677c86a57ddb525132a">00232</a>         <a class="code" href="classBM.html#605d28b426adb677c86a57ddb525132a" title="Default constructor.">BM</a>(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0) :<a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>(rv0), <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a> ( 0 ),<a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( true ) {<span class="comment">//Fixme: test rv </span> 
     150<a name="l00233"></a>00233         }; 
     151<a name="l00234"></a>00234  
     152<a name="l00238"></a>00238         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ) = 0; 
     153<a name="l00240"></a>00240         <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( mat Dt ); 
     154<a name="l00242"></a>00242         <span class="keyword">virtual</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; <a class="code" href="classBM.html#3dc45554556926bde996a267636abe55" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>()=0; 
     155<a name="l00243"></a>00243  
     156<a name="l00245"></a><a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">00245</a>         <span class="keyword">virtual</span> <a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd" title="Destructor for future use;.">~BM</a>() {}; 
     157<a name="l00247"></a><a class="code" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">00247</a>         <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classBM.html#126bd2595c48e311fc2a7ab72876092a" title="access function">_rv</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>;} 
     158<a name="l00249"></a><a class="code" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">00249</a>         <span class="keywordtype">double</span> <a class="code" href="classBM.html#87f4a547d2c29180be88175e5eab9c88" title="access function">_ll</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>;} 
     159<a name="l00250"></a>00250 }; 
     160<a name="l00251"></a>00251  
     161<a name="l00261"></a>00261 <span class="keyword">class </span><a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { 
     162<a name="l00262"></a>00262 <span class="keyword">protected</span>: 
     163<a name="l00264"></a>00264         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec" title="Identificator of the conditioning variable.">rvc</a>; 
     164<a name="l00265"></a>00265 <span class="keyword">public</span>: 
     165<a name="l00267"></a>00267         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBMcond.html#3543cfe274c35f9033c24d8036a96c4d" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) =0; 
     166<a name="l00269"></a><a class="code" href="classBMcond.html#9a38dcdabef902fd91da3c9fb6ac27f7">00269</a>         <a class="code" href="classBMcond.html#9a38dcdabef902fd91da3c9fb6ac27f7" title="Default constructor.">BMcond</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0):<a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec" title="Identificator of the conditioning variable.">rvc</a>(rv0){}; 
     167<a name="l00271"></a><a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2">00271</a>         <span class="keyword">virtual</span> <a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2" title="Destructor for future use.">~BMcond</a>(){}; 
     168<a name="l00273"></a><a class="code" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">00273</a>         <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a" title="access function">_rvc</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec" title="Identificator of the conditioning variable.">rvc</a>;} 
     169<a name="l00274"></a>00274 }; 
     170<a name="l00275"></a>00275  
     171<a name="l00276"></a>00276 <span class="preprocessor">#endif // BM_H</span> 
     172</pre></div></div> 
     173<hr size="1"><address style="text-align: right;"><small>Generated on Tue Apr 29 20:46:25 2008 for mixpp by&nbsp; 
    166174<a href="http://www.doxygen.org/index.html"> 
    167 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> 
     175<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.5 </small></address> 
    168176</body> 
    169177</html>