src/integrate.h

#ifndef INTEGRATE_H
#define INTEGRATE_H

#include "psychometric.h"
#include "data.h"
#include "getstart.h"
#include "bootstrap.h"
#include <vector>
#include <algorithm>

std::vector<double> lingrid ( double xmin, double xmax, unsigned int gridsize );

// Numerical integration
void normalize_probability (
                const std::vector<double>& x, 
                std::vector<double>& fx       
                );  

double numerical_mean (
                const std::vector<double>& x,  
                const std::vector<double>& fx  
                );  

double numerical_variance (
                const std::vector<double>& x,  
                const std::vector<double>& fx, 
                double m                       
                );  

// Moment matching
std::vector<double> match_gauss (
                const std::vector<double>& x,  
                const std::vector<double>& fx  
                );  
std::vector<double> match_gamma (
                const std::vector<double>& x,  
                const std::vector<double>& fx  
                );  
std::vector<double> match_beta (
                const std::vector<double>& x,  
                const std::vector<double>& fx  
                );  


class PsiIndependentPosterior {
        private:
                unsigned int nparams;
                std::vector<PsiPrior*> fitted_posteriors;
                std::vector< std::vector<double> > grids;
                std::vector< std::vector<double> > margins;
        public:
                PsiIndependentPosterior (
                                unsigned int nprm,                    
                                std::vector<PsiPrior*> posteriors,    
                                std::vector< std::vector<double> > x, 
                                std::vector< std::vector<double> > fx 
                                );
                PsiIndependentPosterior ( const PsiIndependentPosterior& post ) :
                        nparams ( post.nparams ), fitted_posteriors ( post.nparams ), grids ( post.grids ), margins ( post.margins )
                        { unsigned int i; for ( i=0; i<nparams; i++ ) fitted_posteriors[i] = post.fitted_posteriors[i]->clone(); }
                ~PsiIndependentPosterior ( void ) { unsigned int i; for ( i=0; i<nparams; i++ ) delete fitted_posteriors[i]; }
                PsiPrior *get_posterior ( unsigned int parameter ) { return fitted_posteriors[parameter]->clone(); } 
                std::vector<double> get_grid ( unsigned int parameter ) { return grids[parameter]; } 
                std::vector<double> get_margin ( unsigned int parameter ) { return margins[parameter]; } 
};

PsiIndependentPosterior independent_marginals (
                const PsiPsychometric *pmf,    
                const PsiData *data            
                );  

MCMCList sample_posterior (
                const PsiPsychometric *pmf,    
                const PsiData *data,           
                PsiIndependentPosterior& post, 
                unsigned int nsamples=600,     
                unsigned int propose=25        
                );   

void sample_diagnostics (
                const PsiPsychometric *pmf,   
                const PsiData *data,          
                MCMCList *samples             
                );  

#endif