root/bdm/stat/emix.h @ 141

/*!
  \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 <std>

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<epdf*> 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<epdf*> &Coms );

                vec sample() const;
                vec mean() const
                {
                        int i; vec mu=zeros ( rv.count() );
                        for ( i=0;i<w.length();i++ ) {mu+=w ( i ) *Coms ( i )->mean(); }
                        return mu;
                }
                double evalpdflog ( const vec &val ) const
                {
                        int i;
                        double sum=0.0;
                        for ( i=0;i<w.length();i++ ) {sum+=w ( i ) *Coms ( i )->evalpdflog ( 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<epdf*> epdfs;
                Array<mpdf*> mpdfs;
        public:


};

/*! \brief Mixture of mpdfs with constant weights

*/
class mmix : public mpdf
{
        protected:
                //! Component (epdfs)
                Array<mpdf*> Coms;
                //!Internal epdf
                emix Epdf;
        public:
                //!Default constructor
                mmix ( RV &rv, RV &rvc ) : mpdf ( rv, rvc ), Epdf ( rv ) {ep=&Epdf;};
                //! Set weights \c w and components \c R
                void set_parameters ( const vec &w, const Array<mpdf*> &Coms )
                {
                        Array<epdf*> Eps ( Coms.length() );

                        for ( int i=0;i<Coms.length();i++ )
                        {
                                Eps ( i ) =& ( Coms ( i )->_epdf() );
                        }
                        Epdf.set_parameters ( w,Eps );
                };

                void condition ( const vec &cond )
                {
                        for ( int i=0;i<Coms.length();i++ ) {Coms ( i )->condition ( cond );}
                };
};
#endif //MX_H