Changeset 996 for library/bdm/stat/exp_family.h

Timestamp:

05/26/10 23:33:28 (14 years ago)

Author:

smidl

Message:

Scheduling of forgetting factor

Files:

• library/bdm/stat/exp_family.h (modified) (3 diffs)

library/bdm/stat/exp_family.h

@@ -81 +81 @@
         //! cached value of lognc() in the previous step (used in evaluation of \c ll )
         double last_lognc;
+        //! factor k = [0..1] for scheduling of forgetting factor: \f$ frg_t = (1-k) * frg_{t-1} + k \f$, default 0
+        double frg_sched_factor;
 public:
         //! Default constructor (=empty constructor)
-        BMEF ( double frg0 = 1.0 ) : BM (), frg ( frg0 ) {}
+        BMEF ( double frg0 = 1.0 ) : BM (), frg ( frg0 ), last_lognc(0.0),frg_sched_factor(0.0) {}
         //! Copy constructor
-        BMEF ( const BMEF &B ) : BM ( B ), frg ( B.frg ), last_lognc ( B.last_lognc ) {}
+        BMEF ( const BMEF &B ) : BM ( B ), frg ( B.frg ), last_lognc ( B.last_lognc ),frg_sched_factor(B.frg_sched_factor) {}
         //!get statistics from another model
         virtual void set_statistics ( const BMEF* BM0 ) NOT_IMPLEMENTED_VOID;
 
         //! Weighted update of sufficient statistics (Bayes rule)
-        virtual void bayes_weighted ( const vec &data, const vec &cond = empty_vec, const double w = 1.0 ) {};
+        virtual void bayes_weighted ( const vec &data, const vec &cond = empty_vec, const double w = 1.0 ) {
+                if (frg_sched_factor>0) {frg = frg*(1-frg_sched_factor)+frg_sched_factor;}
+        };
         //original Bayes
         void bayes ( const vec &yt, const vec &cond = empty_vec );
@@ -102 +106 @@
                 BM::to_setting( set );
                 UI::save(frg, set, "frg");
+                UI::save( frg_sched_factor, set, "frg_sched_factor" );
         } 
 
@@ -108 +113 @@
                 if ( !UI::get ( frg, set, "frg" ) )
                         frg = 1.0;
+                UI::get ( frg_sched_factor, set, "frg_sched_factor",UI::optional );
         }