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3<title>mixpp: bdm::emix Class Reference</title>
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[271]67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1emix.html">emix</a>
[259]68  </div>
69</div>
70<div class="contents">
[290]71<h1>bdm::emix Class Reference</h1><!-- doxytag: class="bdm::emix" --><!-- doxytag: inherits="bdm::epdf" -->Mixture of epdfs. 
72<a href="#_details">More...</a>
[259]73<p>
[290]74<code>#include &lt;<a class="el" href="emix_8h-source.html">emix.h</a>&gt;</code>
75<p>
[259]76
77<p>
[290]78<a href="classbdm_1_1emix-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
[259]79<tr><td></td></tr>
80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[270]81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4838f3a376ee0bd3c658bfb8f4ea4a3d"></a><!-- doxytag: member="bdm::emix::emix" ref="4838f3a376ee0bd3c658bfb8f4ea4a3d" args="()" -->
82&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d">emix</a> ()</td></tr>
[259]83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
[271]85<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#3a107a6b808a081389ef17af951c234a">set_parameters</a> (const vec &amp;<a class="el" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46">w</a>, const Array&lt; <a class="el" href="classbdm_1_1epdf.html">epdf</a> * &gt; &amp;<a class="el" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e">Coms</a>, bool copy=false)</td></tr>
[259]86
87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e8839dbbb0d1276a8dbe957a67cfe0dc"></a><!-- doxytag: member="bdm::emix::sample" ref="e8839dbbb0d1276a8dbe957a67cfe0dc" args="() const " -->
88vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#e8839dbbb0d1276a8dbe957a67cfe0dc">sample</a> () const </td></tr>
89
[275]90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_42.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_43.png">. <br></td></tr>
[259]91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a3a5390bc56e81ef3b0debc0f185fa8a"></a><!-- doxytag: member="bdm::emix::mean" ref="a3a5390bc56e81ef3b0debc0f185fa8a" args="() const " -->
92vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a">mean</a> () const </td></tr>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e9a627023cdf90c9ffd8eef726595c86"></a><!-- doxytag: member="bdm::emix::variance" ref="e9a627023cdf90c9ffd8eef726595c86" args="() const " -->
96vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86">variance</a> () const </td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0f3db99f730bde6b7953931594537e8e"></a><!-- doxytag: member="bdm::emix::evallog" ref="0f3db99f730bde6b7953931594537e8e" args="(const vec &amp;val) const " -->
100double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">evallog</a> (const vec &amp;val) const </td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="23af1986e2afcbc8c7e1c30f610e703b"></a><!-- doxytag: member="bdm::emix::evallog_m" ref="23af1986e2afcbc8c7e1c30f610e703b" args="(const mat &amp;Val) const " -->
104vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b">evallog_m</a> (const mat &amp;Val) const </td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e64c1d5a73f541e469792e23d4677af2"></a><!-- doxytag: member="bdm::emix::evallog_M" ref="e64c1d5a73f541e469792e23d4677af2" args="(const mat &amp;Val) const " -->
108mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2">evallog_M</a> (const mat &amp;Val) const </td></tr>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Auxiliary function that returns pdflog for each component. <br></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7165371cc4f7be9292024b9f5431646"></a><!-- doxytag: member="bdm::emix::marginal" ref="f7165371cc4f7be9292024b9f5431646" args="(const RV &amp;rv) const " -->
112<a class="el" href="classbdm_1_1emix.html">emix</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#f7165371cc4f7be9292024b9f5431646">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr>
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fc7772a2972959cf19ba26882feacecf"></a><!-- doxytag: member="bdm::emix::condition" ref="fc7772a2972959cf19ba26882feacecf" args="(const RV &amp;rv) const " -->
116<a class="el" href="classbdm_1_1mratio.html">mratio</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#fc7772a2972959cf19ba26882feacecf">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d9b584cb5b2471a4250fb127757f28be"></a><!-- doxytag: member="bdm::emix::_w" ref="d9b584cb5b2471a4250fb127757f28be" args="()" -->
120vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be">_w</a> ()</td></tr>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">returns a pointer to the internal mean value. Use with Care! <br></td></tr>
123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="965fb16669250a3d28bc62cf76276d8e"></a><!-- doxytag: member="bdm::emix::ownComs" ref="965fb16669250a3d28bc62cf76276d8e" args="()" -->
124void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e">ownComs</a> ()</td></tr>
125
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Auxiliary function for taking ownership of the <a class="el" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms()</a>. <br></td></tr>
127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="578616445243674438257be99ba71612"></a><!-- doxytag: member="bdm::emix::_Coms" ref="578616445243674438257be99ba71612" args="(int i)" -->
128<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#578616445243674438257be99ba71612">_Coms</a> (int i)</td></tr>
129
130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[290]131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="04a8632cfa9299ae937228eb732fd61e"></a><!-- doxytag: member="bdm::emix::set_rv" ref="04a8632cfa9299ae937228eb732fd61e" args="(const RV &amp;rv)" -->
132void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>)</td></tr>
133
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
[271]135<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
136<tr><td colspan="2"><div class="groupText">Construction of each <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> should support two types of constructors: <ul>
137<li>empty constructor, </li>
138<li>copy constructor,</li>
139</ul>
140The following constructors should be supported for convenience: <ul>
141<li>constructor followed by calling <code><a class="el" href="classbdm_1_1emix.html#3a107a6b808a081389ef17af951c234a">set_parameters()</a></code> </li>
[290]142<li>constructor accepting random variables calling <code><a class="el" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">set_rv()</a></code> </li>
[271]143</ul>
144All internal data structures are constructed as empty. Their values (including sizes) will be set by method <code><a class="el" href="classbdm_1_1emix.html#3a107a6b808a081389ef17af951c234a">set_parameters()</a></code>. This way references can be initialized in constructors. <br><br></div></td></tr>
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::emix::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" -->
146void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
147
[270]148<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
[259]149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::emix::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
150virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr>
151
[275]152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_44.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_45.png">. <br></td></tr>
[287]153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::emix::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " -->
154virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &amp;lb, vec &amp;ub, double percentage=0.95) const </td></tr>
155
156<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br></td></tr>
[270]157<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
158<tr><td colspan="2"><div class="groupText">Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: <br><br></div></td></tr>
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::emix::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
160bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
161
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
[259]163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::emix::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
164const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr>
165
[270]166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
167<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[271]168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::emix::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
169int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
[259]170
[270]171<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
[259]172<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb7270345c76da627cd77ddf020bcf46"></a><!-- doxytag: member="bdm::emix::w" ref="bb7270345c76da627cd77ddf020bcf46" args="" -->
174vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46">w</a></td></tr>
175
176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">weights of the components <br></td></tr>
177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e2966a6a44b250e22e55bc9fb6af5c3e"></a><!-- doxytag: member="bdm::emix::Coms" ref="e2966a6a44b250e22e55bc9fb6af5c3e" args="" -->
178Array&lt; <a class="el" href="classbdm_1_1epdf.html">epdf</a> * &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e">Coms</a></td></tr>
179
180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Component (epdfs). <br></td></tr>
181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="47189df41a4616c2fed5972f015743f4"></a><!-- doxytag: member="bdm::emix::destroyComs" ref="47189df41a4616c2fed5972f015743f4" args="" -->
182bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4">destroyComs</a></td></tr>
183
184<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flag if owning Coms. <br></td></tr>
[270]185<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::emix::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
186int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
187
188<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
[259]189<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::emix::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
190<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr>
191
[270]192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
[259]193</table>
[290]194<hr><a name="_details"></a><h2>Detailed Description</h2>
195Mixture of epdfs.
196<p>
197Density function: <p class="formulaDsp">
198<img class="formulaDsp" alt="\[ f(x) = \sum_{i=1}^{n} w_{i} f_i(x), \quad \sum_{i=1}^n w_i = 1. \]" src="form_37.png">
199<p>
200 where <img class="formulaInl" alt="$f_i(x)$" src="form_38.png"> is any density on random variable <img class="formulaInl" alt="$x$" src="form_28.png">, called <em>component</em>, <hr><h2>Member Function Documentation</h2>
[271]201<a class="anchor" name="3a107a6b808a081389ef17af951c234a"></a><!-- doxytag: member="bdm::emix::set_parameters" ref="3a107a6b808a081389ef17af951c234a" args="(const vec &amp;w, const Array&lt; epdf * &gt; &amp;Coms, bool copy=false)" -->
[259]202<div class="memitem">
203<div class="memproto">
204      <table class="memname">
205        <tr>
206          <td class="memname">void bdm::emix::set_parameters           </td>
207          <td>(</td>
208          <td class="paramtype">const vec &amp;&nbsp;</td>
209          <td class="paramname"> <em>w</em>, </td>
210        </tr>
211        <tr>
212          <td class="paramkey"></td>
213          <td></td>
214          <td class="paramtype">const Array&lt; <a class="el" href="classbdm_1_1epdf.html">epdf</a> * &gt; &amp;&nbsp;</td>
215          <td class="paramname"> <em>Coms</em>, </td>
216        </tr>
217        <tr>
218          <td class="paramkey"></td>
219          <td></td>
220          <td class="paramtype">bool&nbsp;</td>
[271]221          <td class="paramname"> <em>copy</em> = <code>false</code></td><td>&nbsp;</td>
[259]222        </tr>
223        <tr>
224          <td></td>
225          <td>)</td>
226          <td></td><td></td><td></td>
227        </tr>
228      </table>
229</div>
230<div class="memdoc">
231
232<p>
233Set weights <code>w</code> and components <code>Coms</code> By default Coms are copied inside. Parameter <code>copy</code> can be set to false if Coms live externally. Use method <a class="el" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e" title="Auxiliary function for taking ownership of the Coms().">ownComs()</a> if Coms should be destroyed by the destructor.
[290]234<p>References <a class="el" href="emix_8h-source.html#l00095">Coms</a>, <a class="el" href="emix_8h-source.html#l00097">destroyComs</a>, <a class="el" href="libBM_8h-source.html#l00216">bdm::epdf::dim</a>, <a class="el" href="libBM_8h-source.html#l00286">bdm::epdf::dimension()</a>, and <a class="el" href="emix_8h-source.html#l00093">w</a>.</p>
[259]235
[290]236<p>Referenced by <a class="el" href="mixef_8cpp-source.html#l00134">bdm::MixEF::epredictor()</a>, <a class="el" href="emix_8cpp-source.html#l00037">marginal()</a>, and <a class="el" href="emix_8h-source.html#l00332">bdm::mmix::set_parameters()</a>.</p>
[259]237
238</div>
239</div><p>
240<hr>The documentation for this class was generated from the following files:<ul>
[261]241<li><a class="el" href="emix_8h-source.html">emix.h</a><li>emix.cpp</ul>
[259]242</div>
[298]243<hr size="1"><address style="text-align: right;"><small>Generated on Tue Mar 17 18:33:04 2009 for mixpp by&nbsp;
[259]244<a href="http://www.doxygen.org/index.html">
[290]245<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
[259]246</body>
247</html>
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