Changeset 979 for library/bdm/stat

Timestamp:

05/25/10 20:55:06 (14 years ago)

Author:

smidl

Message:

estimator returns the array of posterior estimators as second argument

Files:

• library/bdm/stat/emix.h (modified) (2 diffs)

library/bdm/stat/emix.h

@@ -278 +278 @@
         Array<datalink*> dls;
         //! interface for a factor
+public:
         virtual const epdf* factor(int i) const NOT_IMPLEMENTED(NULL); 
         //!number of factors
-        virtual const int no_factors() const =0;
-public:
+        virtual const int no_factors() const NOT_IMPLEMENTED(0);
         //! Default constructor
         eprod_base () :  dls (0) {};
@@ -394 +394 @@
 UIREGISTER ( mmix );
 
+
+//! Base class for all BM running as parallel update of internal BMs
+
+class ProdBMBase : public BM {
+        protected :
+                Array<vec_from_vec> bm_yt;
+                Array<vec_from_2vec> bm_cond;
+                class eprod_bm : public eprod_base {
+                        ProdBMBase & pb;
+                        public :
+                        eprod_bm(ProdBMBase &pb0): pb(pb0){}
+                        const epdf* factor(int i ) const {return &(pb.bm(i)->posterior());}
+                        const int no_factors() const {return pb.no_bms();}
+                } est;
+        public:
+                ProdBMBase():est(*this){}
+                virtual BM* bm(int i) NOT_IMPLEMENTED(NULL);
+                virtual int no_bms() const {return 0;}
+                const epdf& posterior() const {return est;}
+                void set_prior(const epdf *pri){
+                        const eprod_base* ep=dynamic_cast<const eprod_base*>(pri);
+                        if (ep){
+                                bdm_assert(ep->no_factors()!=no_bms() , "Given prior has "+ num2str(ep->no_factors()) + " while this ProdBM has "+
+                                        num2str(no_bms()) + "BMs");
+                                for (int i=0; i<no_bms(); i++){
+                                        bm(i)->set_prior(ep->factor(i));
+                                }
+                        }
+                }
+                
+                void validate() {
+                        est.validate();
+                        BM::validate();
+                        // set links
+                        bm_yt.set_length(no_bms());
+                        bm_cond.set_length(no_bms());
+                        
+                        // 
+                        
+                        for (int i=0; i<no_bms(); i++){
+                                yrv.add(bm(i)->_yrv());
+                                rvc.add(bm(i)->_rvc());
+                        }
+                        rvc=rvc.subt(yrv);
+                        
+                        dimy = yrv._dsize();
+                        dimc = rvc._dsize();
+                        
+                        for (int i=0; i<no_bms(); i++){
+                                bm_yt(i).connect(bm(i)->_yrv(), yrv);
+                                bm_cond(i).connect(bm(i)->_rvc(), yrv, rvc);
+                        }
+                }
+                void bayes(const vec &dt, const vec &cond){
+                        ll=0;
+                        for(int i=0;i<no_bms(); i++){
+                                bm_yt(i).update(dt);
+                                bm_cond(i).update(dt,cond);
+                                bm(i)->bayes(bm_yt(i), bm_cond(i));
+                        }
+                }
+                
+};
+
+class ProdBM: public ProdBMBase{
+        protected:
+                Array<shared_ptr<BM> > BMs;
+        public:
+                virtual BM* bm(int i) {return BMs(i).get();}
+                virtual int no_bms() const {return BMs.length();}
+                void from_setting(const Setting &set){
+                        BM::from_setting(set);
+                        UI::get(BMs,set,"BMs");
+                }
+                void to_setting(Setting &set) const{
+                        BM::to_setting(set);
+                        UI::save(BMs,set,"BMs");
+                }
+                
+};
+UIREGISTER(ProdBM);
+
 }
 #endif //MX_H