max_a_posteriori.h

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#ifndef MAX_A_POSTERIORI_H
#define MAX_A_POSTERIORI_H
#include <model_measure.h>

namespace FullPhysics {

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

class MaxAPosteriori : 
    virtual public ModelMeasure {

public:


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  MaxAPosteriori(const blitz::Array<double, 1>& a_priori_params,
                 const blitz::Array<double, 2>& a_priori_cov);


  virtual ~MaxAPosteriori() {}


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual blitz::Array<double, 1> a_priori_params() const
  { return Xa.copy(); }


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual blitz::Array<double, 2> a_priori_cov() const
  { return Sa.copy(); }


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual void print(std::ostream& Os) const 
  { Os << "MaxAPosteriori"; }


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------
// The following public methods are for convenience.
//-----------------------------------------------------------------------
//-----------------------------------------------------------------------


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual blitz::Array<double, 1> parameter_a_priori_diff() const
  { return blitz::Array<double, 1>(X-Xa); }


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual blitz::Array<double, 1> cov_weighted_parameter_a_priori_diff() const;


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual blitz::Array<double, 2> a_priori_cov_chol_inv() const
  { return Sa_chol_inv.copy(); }


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------
// The following are secondary convenient public methods.
//-----------------------------------------------------------------------
//-----------------------------------------------------------------------


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual blitz::Array<double, 1> model_measure_diff_aug();


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual blitz::Array<double, 1> weighted_model_measure_diff_aug();


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual blitz::Array<double, 2> weighted_jacobian_aug();


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------
// The following are tertiary convenient public methods.
//-----------------------------------------------------------------------
//-----------------------------------------------------------------------


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual blitz::Array<double, 2> a_posteriori_covariance();


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual blitz::Array<double, 2> averaging_kernel();


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------
// More convenient methods for error analysis
//-----------------------------------------------------------------------
//-----------------------------------------------------------------------


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual blitz::Array<double, 2> a_priori_cov_chol() const
  { return Sa_chol.copy(); }


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual blitz::Array<double, 1> param_a_priori_uncertainty() const;


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------
  virtual blitz::Array<double, 1> param_a_posteriori_uncertainty();


protected:

  blitz::Array<double, 1> Xa;
  blitz::Array<double, 2> Sa;

  // For convenience
  blitz::Array<double, 2> Sa_chol;
  blitz::Array<double, 2> Sa_chol_inv;


};
}
#endif