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Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

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[261]27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1MixEF.html">MixEF</a>
[259]28  </div>
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30<div class="contents">
[270]31<h1>bdm::MixEF Class Reference</h1><!-- doxytag: class="bdm::MixEF" --><!-- doxytag: inherits="bdm::BMEF" --><code>#include &lt;<a class="el" href="mixef_8h-source.html">mixef.h</a>&gt;</code>
[259]32<p>
33<div class="dynheader">
34Inheritance diagram for bdm::MixEF:</div>
35<div class="dynsection">
36<p><center><img src="classbdm_1_1MixEF__inherit__graph.png" border="0" usemap="#bdm_1_1MixEF__inherit__map" alt="Inheritance graph"></center>
37<map name="bdm_1_1MixEF__inherit__map">
[269]38<area shape="rect" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family." alt="" coords="15,161,108,188"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities." alt="" coords="23,84,100,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="5,7,117,33"></map>
[259]39<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
40
41<p>
[270]42<a href="classbdm_1_1MixEF-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
43Mixture of Exponential Family Densities.
44<p>
45An approximate estimation method for models with latent discrete variable, such as mixture models of the following kind: <p class="formulaDsp">
46<img class="formulaDsp" alt="\[ f(y_t|\psi_t, \Theta) = \sum_{i=1}^{n} w_i f(y_t|\psi_t, \theta_i) \]" src="form_66.png">
47<p>
48 where <img class="formulaInl" alt="$\psi$" src="form_67.png"> is a known function of past outputs, <img class="formulaInl" alt="$w=[w_1,\ldots,w_n]$" src="form_68.png"> are component weights, and component parameters <img class="formulaInl" alt="$\theta_i$" src="form_69.png"> are assumed to be mutually independent. <img class="formulaInl" alt="$\Theta$" src="form_70.png"> is an aggregation af all component parameters and weights, i.e. <img class="formulaInl" alt="$\Theta = [\theta_1,\ldots,\theta_n,w]$" src="form_71.png">.<p>
49The characteristic feature of this model is that if the exact values of the latent variable were known, estimation of the parameters can be handled by a single model. For example, for the case of mixture models, posterior density for each component parameters would be a BayesianModel from Exponential Family.<p>
50This class uses EM-style type algorithms for estimation of its parameters. Under this simplification, the posterior density is a product of exponential family members, hence under EM-style approximate estimation this class itself belongs to the exponential family.<p>
51TODO: Extend <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> to use rvc. <table border="0" cellpadding="0" cellspacing="0">
[259]52<tr><td></td></tr>
53<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4efe67d414ff34a1e7534004fd061241"></a><!-- doxytag: member="bdm::MixEF::MixEF" ref="4efe67d414ff34a1e7534004fd061241" args="(const Array&lt; BMEF * &gt; &amp;Coms0, const vec &amp;alpha0)" -->
55&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#4efe67d414ff34a1e7534004fd061241">MixEF</a> (const Array&lt; <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * &gt; &amp;Coms0, const vec &amp;alpha0)</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Full constructor. <br></td></tr>
58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0266854387338ba757e6192d62907984"></a><!-- doxytag: member="bdm::MixEF::MixEF" ref="0266854387338ba757e6192d62907984" args="()" -->
59&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#0266854387338ba757e6192d62907984">MixEF</a> ()</td></tr>
60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor of empty mixture. <br></td></tr>
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9577de85c3e3481f7c0e23cf8f87c482"></a><!-- doxytag: member="bdm::MixEF::MixEF" ref="9577de85c3e3481f7c0e23cf8f87c482" args="(const MixEF &amp;M2)" -->
63&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#9577de85c3e3481f7c0e23cf8f87c482">MixEF</a> (const <a class="el" href="classbdm_1_1MixEF.html">MixEF</a> &amp;M2)</td></tr>
64
65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr>
66<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#0c2a50789b30769964a909d217125ed2">init</a> (<a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *Com0, const mat &amp;Data, int c=5)</td></tr>
67
68<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5bd7da667da183eed1577f11dff0c1f1"></a><!-- doxytag: member="bdm::MixEF::bayes" ref="5bd7da667da183eed1577f11dff0c1f1" args="(const vec &amp;dt)" -->
69void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#5bd7da667da183eed1577f11dff0c1f1">bayes</a> (const vec &amp;dt)</td></tr>
70
71<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Recursive EM-like algorithm (QB-variant), see Karny et. al, 2006. <br></td></tr>
72<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c41d5a4403da6e629f6bdfc70c43d20"></a><!-- doxytag: member="bdm::MixEF::bayes" ref="5c41d5a4403da6e629f6bdfc70c43d20" args="(const mat &amp;dt)" -->
73void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#5c41d5a4403da6e629f6bdfc70c43d20">bayes</a> (const mat &amp;dt)</td></tr>
74
75<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">EM algorithm. <br></td></tr>
76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5de521c395e93478df00d881ab8dac81"></a><!-- doxytag: member="bdm::MixEF::bayesB" ref="5de521c395e93478df00d881ab8dac81" args="(const mat &amp;dt, const vec &amp;wData)" -->
77void&nbsp;</td><td class="memItemRight" valign="bottom"><b>bayesB</b> (const mat &amp;dt, const vec &amp;wData)</td></tr>
78
79<tr><td class="memItemLeft" nowrap align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">logpred</a> (const vec &amp;dt) const </td></tr>
80
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="33d0b3da1d10bf149d41ee74f6284a19"></a><!-- doxytag: member="bdm::MixEF::_epdf" ref="33d0b3da1d10bf149d41ee74f6284a19" args="() const " -->
[270]82const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> () const </td></tr>
[259]83
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ea8be6f0703d87b7c4c3e77fd07e28c8"></a><!-- doxytag: member="bdm::MixEF::_e" ref="ea8be6f0703d87b7c4c3e77fd07e28c8" args="() const " -->
[270]85const <a class="el" href="classbdm_1_1eprod.html">eprod</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr>
[259]86
[270]87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="edc50e9640f049b846084748b18469a2"></a><!-- doxytag: member="bdm::MixEF::epredictor" ref="edc50e9640f049b846084748b18469a2" args="() const " -->
88<a class="el" href="classbdm_1_1emix.html">emix</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#edc50e9640f049b846084748b18469a2">epredictor</a> () const </td></tr>
[259]89
[270]90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_112.png">. <br></td></tr>
[259]91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f0dfb4375fef4e61c4cb062e5bac7c8c"></a><!-- doxytag: member="bdm::MixEF::flatten" ref="f0dfb4375fef4e61c4cb062e5bac7c8c" args="(const BMEF *M2)" -->
92void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#f0dfb4375fef4e61c4cb062e5bac7c8c">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *M2)</td></tr>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the density as if it was not estimated from the data. <br></td></tr>
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="251ef6fc51757712693da5faae5317c9"></a><!-- doxytag: member="bdm::MixEF::_Coms" ref="251ef6fc51757712693da5faae5317c9" args="(int i)" -->
96<a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#251ef6fc51757712693da5faae5317c9">_Coms</a> (int i)</td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access function. <br></td></tr>
99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="664529d52cc667383b39eeb440ccd577"></a><!-- doxytag: member="bdm::MixEF::set_method" ref="664529d52cc667383b39eeb440ccd577" args="(MixEF_METHOD M)" -->
100void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#664529d52cc667383b39eeb440ccd577">set_method</a> (MixEF_METHOD M)</td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set which method is to be used. <br></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::MixEF::set_statistics" ref="d2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" -->
104virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf58deb99af2a6cc674f13ff90300de6"></a><!-- doxytag: member="bdm::MixEF::bayes" ref="bf58deb99af2a6cc674f13ff90300de6" args="(const vec &amp;data, const double w)" -->
108virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6">bayes</a> (const vec &amp;data, const double w)</td></tr>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5912dbcf28ae711e30b08c2fa766a3e6"></a><!-- doxytag: member="bdm::MixEF::_copy_" ref="5912dbcf28ae711e30b08c2fa766a3e6" args="(bool changerv=false)" -->
112<a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#5912dbcf28ae711e30b08c2fa766a3e6">_copy_</a> (bool changerv=false)</td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr>
[270]115<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
116<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a> ()</td></tr>
117
118<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
[259]119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::MixEF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
120virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::MixEF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
124vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr>
125
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[270]127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MixEF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
128virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
[259]129
[270]130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>
131<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[269]132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MixEF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
[270]133const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
[269]134
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::MixEF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
[270]136void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
[269]137
[259]138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MixEF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
[270]139double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
[259]140
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::MixEF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
[270]142void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
[259]143
144<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d74a8d1370c63c93ec554908ae3e6006"></a><!-- doxytag: member="bdm::MixEF::build_est" ref="d74a8d1370c63c93ec554908ae3e6006" args="()" -->
146void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#d74a8d1370c63c93ec554908ae3e6006">build_est</a> ()</td></tr>
147
148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Auxiliary function for use in constructors. <br></td></tr>
149<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38ca1d86e977d1c38810a3c95bf074a5"></a><!-- doxytag: member="bdm::MixEF::n" ref="38ca1d86e977d1c38810a3c95bf074a5" args="" -->
151int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5">n</a></td></tr>
152
153<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Number of components. <br></td></tr>
154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="90c21ab5a2af56d4b49e2eaef6eccc08"></a><!-- doxytag: member="bdm::MixEF::Coms" ref="90c21ab5a2af56d4b49e2eaef6eccc08" args="" -->
155Array&lt; <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08">Coms</a></td></tr>
156
157<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Models for Components of <img class="formulaInl" alt="$\theta_i$" src="form_69.png">. <br></td></tr>
158<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e39faa70cebadc3296bd249040105e86"></a><!-- doxytag: member="bdm::MixEF::weights" ref="e39faa70cebadc3296bd249040105e86" args="" -->
159<a class="el" href="classbdm_1_1multiBM.html">multiBM</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86">weights</a></td></tr>
160
161<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Statistics for weights. <br></td></tr>
162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9413fb7f1836237aac807fb9f245e4f6"></a><!-- doxytag: member="bdm::MixEF::est" ref="9413fb7f1836237aac807fb9f245e4f6" args="" -->
163<a class="el" href="classbdm_1_1eprod.html">eprod</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6">est</a></td></tr>
164
165<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Posterior on component parameters. <br></td></tr>
166<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a2376ddadb7573532404452d0c2dd28a"></a><!-- doxytag: member="bdm::MixEF::method" ref="a2376ddadb7573532404452d0c2dd28a" args="" -->
167MixEF_METHOD&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a">method</a></td></tr>
168
169<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flag for a method that is used in the inference. <br></td></tr>
170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::MixEF::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" -->
171double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr>
172
173<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr>
174<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::MixEF::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" -->
175double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr>
176
177<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br></td></tr>
[269]178<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MixEF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
179<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
180
181<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
[259]182<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MixEF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
183double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
184
185<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MixEF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
187bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
188
189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr>
190</table>
[270]191<hr><h2>Member Function Documentation</h2>
[259]192<a class="anchor" name="0c2a50789b30769964a909d217125ed2"></a><!-- doxytag: member="bdm::MixEF::init" ref="0c2a50789b30769964a909d217125ed2" args="(BMEF *Com0, const mat &amp;Data, int c=5)" -->
193<div class="memitem">
194<div class="memproto">
195      <table class="memname">
196        <tr>
197          <td class="memname">void bdm::MixEF::init           </td>
198          <td>(</td>
199          <td class="paramtype"><a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *&nbsp;</td>
200          <td class="paramname"> <em>Com0</em>, </td>
201        </tr>
202        <tr>
203          <td class="paramkey"></td>
204          <td></td>
205          <td class="paramtype">const mat &amp;&nbsp;</td>
206          <td class="paramname"> <em>Data</em>, </td>
207        </tr>
208        <tr>
209          <td class="paramkey"></td>
210          <td></td>
211          <td class="paramtype">int&nbsp;</td>
212          <td class="paramname"> <em>c</em> = <code>5</code></td><td>&nbsp;</td>
213        </tr>
214        <tr>
215          <td></td>
216          <td>)</td>
217          <td></td><td></td><td></td>
218        </tr>
219      </table>
220</div>
221<div class="memdoc">
222
223<p>
224Initializing the mixture by a random pick of centroids from data <dl compact><dt><b>Parameters:</b></dt><dd>
225  <table border="0" cellspacing="2" cellpadding="0">
226    <tr><td valign="top"></td><td valign="top"><em>Com0</em>&nbsp;</td><td>Initial component - necessary to determine its type. </td></tr>
227    <tr><td valign="top"></td><td valign="top"><em>Data</em>&nbsp;</td><td>Data on which the initialization will be done </td></tr>
228    <tr><td valign="top"></td><td valign="top"><em>c</em>&nbsp;</td><td>Initial number of components, default=5 </td></tr>
229  </table>
230</dl>
231
[270]232<p>References <a class="el" href="libEF_8h-source.html#l00096">bdm::BMEF::_copy_()</a>, <a class="el" href="mixef_8h-source.html#l00057">build_est()</a>, <a class="el" href="mixef_8h-source.html#l00046">Coms</a>, <a class="el" href="mixef_8h-source.html#l00050">est</a>, <a class="el" href="mixef_8h-source.html#l00044">n</a>, <a class="el" href="libEF_8h-source.html#l00297">bdm::multiBM::set_parameters()</a>, <a class="el" href="libEF_8cpp-source.html#l00008">bdm::UniRNG</a>, and <a class="el" href="mixef_8h-source.html#l00048">weights</a>.</p>
[259]233
234<p>Referenced by <a class="el" href="merger_8cpp-source.html#l00030">bdm::merger::merge()</a>.</p>
235
236</div>
237</div><p>
238<a class="anchor" name="da724da464a75e07521941e430929efa"></a><!-- doxytag: member="bdm::MixEF::logpred" ref="da724da464a75e07521941e430929efa" args="(const vec &amp;dt) const " -->
239<div class="memitem">
240<div class="memproto">
241      <table class="memname">
242        <tr>
243          <td class="memname">double bdm::MixEF::logpred           </td>
244          <td>(</td>
245          <td class="paramtype">const vec &amp;&nbsp;</td>
246          <td class="paramname"> <em>dt</em>          </td>
247          <td>&nbsp;)&nbsp;</td>
248          <td> const<code> [virtual]</code></td>
249        </tr>
250      </table>
251</div>
252<div class="memdoc">
253
254<p>
255Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
256<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p>
257
[270]258<p>References <a class="el" href="libEF_8h-source.html#l00295">bdm::multiBM::_epdf()</a>, <a class="el" href="mixef_8h-source.html#l00046">Coms</a>, <a class="el" href="classbdm_1_1epdf.html#565300f603ca00c989e16389d9eb42f5">bdm::epdf::mean()</a>, and <a class="el" href="mixef_8h-source.html#l00048">weights</a>.</p>
[259]259
260<p>Referenced by <a class="el" href="merger_8h-source.html#l00090">bdm::merger::evallog()</a>, and <a class="el" href="merger_8cpp-source.html#l00030">bdm::merger::merge()</a>.</p>
261
262</div>
263</div><p>
[270]264<a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="bdm::MixEF::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" -->
265<div class="memitem">
266<div class="memproto">
267      <table class="memname">
268        <tr>
269          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
270          <td>(</td>
271          <td class="paramname">          </td>
272          <td>&nbsp;)&nbsp;</td>
273          <td><code> [inline, virtual, inherited]</code></td>
274        </tr>
275      </table>
276</div>
277<div class="memdoc">
278
279<p>
280Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a>(){<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}
281</pre></div> 
282<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p>
283
284</div>
285</div><p>
[259]286<hr>The documentation for this class was generated from the following files:<ul>
[261]287<li><a class="el" href="mixef_8h-source.html">mixef.h</a><li>mixef.cpp</ul>
[259]288</div>
[270]289<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:02 2009 for mixpp by&nbsp;
[259]290<a href="http://www.doxygen.org/index.html">
291<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
292</body>
293</html>
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