/*! \file \brief Probability distributions for Mixtures of pdfs \author Vaclav Smidl. ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty Using IT++ for numerical operations ----------------------------------- */ #ifndef MX_H #define MX_H #include "libBM.h" #include "libEF.h" //#include using namespace itpp; /*! * \brief Mixture of epdfs Density function: \f[ f(x) = \sum_{i=1}^{n} w_{i} f_i(x), \quad \sum_{i=1}^n w_i = 1. \f] where \f$f_i(x)\f$ is any density on random variable \f$x\f$, called \a component, */ class emix : public epdf { protected: //! weights of the components vec w; //! Component (epdfs) Array Coms; public: //!Default constructor emix ( RV &rv ) : epdf ( rv ) {}; //! Set weights \c w and components \c R void set_parameters ( const vec &w, const Array &Coms ); vec sample() const; vec mean() const { int i; vec mu=zeros ( rv.count() ); for ( i=0;imean(); } return mu; } double evalpdflog ( const vec &val ) const { int i; double sum=0.0; for ( i=0;ievalpdflog ( val );} return log ( sum ); }; //Access methods //! returns a pointer to the internal mean value. Use with Care! vec& _w() {return w;} }; /*! \brief Chain rule decomposition of epdf */ class eprod: public epdf { protected: Array epdfs; Array mpdfs; public: }; #endif //MX_H