PosteriorParameters.h

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/********************************************************************
 *  Copyright (C) 2014 by Federico Marulli and Alfonso Veropalumbo  *
 *  federico.marulli3@unibo.it                                      *
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 *  This program is free software; you can redistribute it and/or   *
 *  modify it under the terms of the GNU General Public License as  *
 *  published by the Free Software Foundation; either version 2 of  *
 *  the License, or (at your option) any later version.             *
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 *  This program is distributed in the hope that it will be useful, *
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of  *
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the   *
 *  GNU General Public License for more details.                    *
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 *  You should have received a copy of the GNU General Public       *
 *  License along with this program; if not, write to the Free      *
 *  Software Foundation, Inc.,                                      *
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 ********************************************************************/
 
#ifndef __PPARAM__
#define __PPARAM__
 
#include "ModelParameters.h"
#include "PosteriorDistribution.h"
#include "Prior.h"
 
namespace cbl {
 
  namespace statistics {
 
    class PosteriorParameters : public ModelParameters {
 
    protected:
 
      size_t m_nparameters_free = 0;
 
      size_t m_nparameters_fixed = 0;
 
      std::vector<unsigned int> m_fixed_parameter;
 
      std::vector<unsigned int> m_free_parameter;
 
      std::vector<std::shared_ptr<PriorDistribution>> m_parameter_prior;
 
      std::vector<std::shared_ptr<PriorDistribution>> m_correlated_parameter_prior;
 
      std::vector<std::shared_ptr<PosteriorDistribution>> m_posterior_distribution;
    
      std::vector<double> m_parameter_bestfit_value;
    
      std::vector<std::vector<double>> m_parameter_covariance;
      
      size_t m_chain_size;
 
      size_t m_chain_nwalkers;
 
      std::vector<size_t> m_multipriors;
 
      std::vector<std::vector<double>> m_chain_value;
 
      void m_set_parameter_type () override;
 
      int m_inds_to_index (const int pp, const int ww) const
      { return pp*m_chain_nwalkers+ww; }
    
    
    public:
 
 
      PosteriorParameters () = default;
 
      PosteriorParameters (const size_t nparameters, const std::vector<std::shared_ptr<PriorDistribution>> priorDistributions, std::vector<ParameterType> parameterTypes, std::vector<std::string> parameterNames);
 
      ~PosteriorParameters () = default;
 
 
    
      size_t nparameters_free () const override { return m_nparameters_free; }
    
      std::string status (const int p) const;
 
      std::vector<std::string> status () const;
 
      std::vector<unsigned int> free_parameter () const override { return m_free_parameter; }
 
      size_t nparameters_fixed () const override { return m_nparameters_fixed; } 
 
      std::vector<unsigned int> fixed_parameter () const { return m_fixed_parameter; }
 
      std::vector<double> full_parameter (const std::vector<double> parameter_value) const override;
 
      void set_parameters (const size_t nparameters, const std::vector<std::shared_ptr<PriorDistribution>> priorDistributions, std::vector<ParameterType> parameterTypes, std::vector<std::string> parameterNames) override;
 
    
            
      void set_parameter_covariance (const int start=0, const int thin=1);
 
      double parameter_covariance (const int i, const int j) const;
 
      std::vector<std::vector<double>> parameter_covariance () const;
 
 
 
    
      void set_prior_distribution (const int p, const std::shared_ptr<PriorDistribution> priorDistribution);
 
      void set_prior_distribution (const std::vector<std::shared_ptr<PriorDistribution>> priorDistribution);
 
      void set_prior_distribution_seed (const std::shared_ptr<random::UniformRandomNumbers_Int> ran_generator);
    
      std::shared_ptr<PriorDistribution> prior_distribution (const int p) const { return m_parameter_prior[p]; }
 
      std::vector<std::shared_ptr<PriorDistribution>> prior_distribution () const { return m_parameter_prior; }
 
      std::shared_ptr<Prior> prior () const;
 
    
 
    
      double bestfit_value (const int p) const;
    
      std::vector<double> bestfit_value () const;
 
      void set_bestfit_values (const std::vector<double> bestfit_value);
    
      void set_bestfit_values (const int start, const int thin, const int nbins, const int seed) override;
    
      void write_bestfit_info ();
 
 
    
            
      void set_posterior_distribution (const int start, const int thin, const int nbins, const int seed=34121, const std::vector<double> weight={});
 
      std::shared_ptr<PosteriorDistribution> posterior_distribution (const int par) const
      { cbl::checkDim(m_posterior_distribution, par, "m_posterior_distribution", false); return m_posterior_distribution[par]; }
 
    
 
      void show_results (const int start, const int thin, const int nbins, const int seed=34121, const bool show_mode=false, const int ns=-1, const int nb=-1, const std::vector<double> weight={});
    
      void write_results (const std::string dir, const std::string file, const int start, const int thin, const int nbins, const int seed=34121, const bool compute_mode=false, const int ns=-1, const int nb=-1, const std::vector<double> weight={});
 
      size_t chain_size () const { return m_chain_size; }
 
      size_t chain_nwalkers () const { return m_chain_nwalkers; }
 
      void set_chain (const size_t size, const size_t nwalkers);
 
      void reset_chain ();
 
      void expand_chain (const int append);
 
      double chain_value (const int param, const int pos, const int ww) const
      { return m_chain_value[param][m_inds_to_index(pos, ww)]; }
 
      std::vector<double> chain_value_parameter (const int pos, const int ww) const;
 
      std::vector<double> parameter_chain_values (const int param, const int start=0, const int thin = 1) const;
 
      void set_chain_value (const int param, const int pos, const int ww, const double value)
      { m_chain_value[param][m_inds_to_index(pos, ww)] = value; }
 
      void set_chain_values (const std::vector<std::vector<double>> values, const int nwalkers);
 
      void set_chain_values (const std::vector<std::vector<std::vector<double>>> values);
 
      void initialize_chain (const std::vector<std::vector<double>> values);
 
      void initialize_chain_from_prior ();
 
      void initialize_chain_ball (const std::vector<double> center, const double radius, const double seed);
 
      void initialize_chain_ball_bestfit (const double radius, const double seed);
    };
  }
}
 
#endif