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27 | <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1emix.html">emix</a> |
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28 | </div> |
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30 | <div class="contents"> |
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31 | <h1>bdm::emix Class Reference</h1><!-- doxytag: class="bdm::emix" --><!-- doxytag: inherits="bdm::epdf" --><code>#include <<a class="el" href="emix_8h-source.html">emix.h</a>></code> |
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32 | <p> |
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33 | <div class="dynheader"> |
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34 | Inheritance diagram for bdm::emix:</div> |
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35 | <div class="dynsection"> |
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36 | <p><center><img src="classbdm_1_1emix__inherit__graph.png" border="0" usemap="#bdm_1_1emix__inherit__map" alt="Inheritance graph"></center> |
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37 | <map name="bdm_1_1emix__inherit__map"> |
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38 | <area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="19,84,104,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="5,7,117,33"></map> |
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39 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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40 | |
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41 | <p> |
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42 | <a href="classbdm_1_1emix-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> |
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43 | Mixture of epdfs. |
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44 | <p> |
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45 | Density function: <p class="formulaDsp"> |
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46 | <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_63.png"> |
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47 | <p> |
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48 | where <img class="formulaInl" alt="$f_i(x)$" src="form_64.png"> is any density on random variable <img class="formulaInl" alt="$x$" src="form_28.png">, called <em>component</em>, <table border="0" cellpadding="0" cellspacing="0"> |
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49 | <tr><td></td></tr> |
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50 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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51 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4838f3a376ee0bd3c658bfb8f4ea4a3d"></a><!-- doxytag: member="bdm::emix::emix" ref="4838f3a376ee0bd3c658bfb8f4ea4a3d" args="()" --> |
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52 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d">emix</a> ()</td></tr> |
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53 | |
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54 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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55 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#d8c1aefba8302759836b5f26999ce840">set_parameters</a> (const vec &<a class="el" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46">w</a>, const Array< <a class="el" href="classbdm_1_1epdf.html">epdf</a> * > &<a class="el" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e">Coms</a>, bool copy=true)</td></tr> |
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56 | |
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57 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e8839dbbb0d1276a8dbe957a67cfe0dc"></a><!-- doxytag: member="bdm::emix::sample" ref="e8839dbbb0d1276a8dbe957a67cfe0dc" args="() const " --> |
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58 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#e8839dbbb0d1276a8dbe957a67cfe0dc">sample</a> () const </td></tr> |
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59 | |
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60 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_106.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_107.png">. <br></td></tr> |
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61 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a3a5390bc56e81ef3b0debc0f185fa8a"></a><!-- doxytag: member="bdm::emix::mean" ref="a3a5390bc56e81ef3b0debc0f185fa8a" args="() const " --> |
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62 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a">mean</a> () const </td></tr> |
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63 | |
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64 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
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65 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e9a627023cdf90c9ffd8eef726595c86"></a><!-- doxytag: member="bdm::emix::variance" ref="e9a627023cdf90c9ffd8eef726595c86" args="() const " --> |
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66 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86">variance</a> () const </td></tr> |
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67 | |
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68 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> |
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69 | <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 &val) const " --> |
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70 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">evallog</a> (const vec &val) const </td></tr> |
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71 | |
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72 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr> |
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73 | <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 &Val) const " --> |
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74 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b">evallog_m</a> (const mat &Val) const </td></tr> |
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75 | |
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76 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> |
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77 | <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 &Val) const " --> |
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78 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2">evallog_M</a> (const mat &Val) const </td></tr> |
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79 | |
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80 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Auxiliary function that returns pdflog for each component. <br></td></tr> |
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81 | <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 &rv) const " --> |
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82 | <a class="el" href="classbdm_1_1emix.html">emix</a> * </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> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
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83 | |
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84 | <tr><td class="mdescLeft"> </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> |
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85 | <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 &rv) const " --> |
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86 | <a class="el" href="classbdm_1_1mratio.html">mratio</a> * </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> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
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87 | |
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88 | <tr><td class="mdescLeft"> </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> |
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89 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d9b584cb5b2471a4250fb127757f28be"></a><!-- doxytag: member="bdm::emix::_w" ref="d9b584cb5b2471a4250fb127757f28be" args="()" --> |
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90 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be">_w</a> ()</td></tr> |
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91 | |
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92 | <tr><td class="mdescLeft"> </td><td class="mdescRight">returns a pointer to the internal mean value. Use with Care! <br></td></tr> |
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93 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="965fb16669250a3d28bc62cf76276d8e"></a><!-- doxytag: member="bdm::emix::ownComs" ref="965fb16669250a3d28bc62cf76276d8e" args="()" --> |
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94 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e">ownComs</a> ()</td></tr> |
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95 | |
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96 | <tr><td class="mdescLeft"> </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> |
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97 | <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)" --> |
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98 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#578616445243674438257be99ba71612">_Coms</a> (int i)</td></tr> |
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99 | |
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100 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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101 | <tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr> |
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102 | <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 " --> |
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103 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
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104 | |
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105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_108.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_109.png">. <br></td></tr> |
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106 | <tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr> |
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107 | <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> |
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108 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::emix::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
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109 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
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110 | |
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111 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br></td></tr> |
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112 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::emix::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
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113 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
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114 | |
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115 | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br></td></tr> |
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116 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::emix::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
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117 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> |
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118 | |
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119 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr> |
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120 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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121 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46dfe100cd621716ee5c7ee25a20f24b"></a><!-- doxytag: member="bdm::emix::dimension" ref="46dfe100cd621716ee5c7ee25a20f24b" args="() const " --> |
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122 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#46dfe100cd621716ee5c7ee25a20f24b">dimension</a> () const </td></tr> |
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123 | |
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124 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br></td></tr> |
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125 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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126 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb7270345c76da627cd77ddf020bcf46"></a><!-- doxytag: member="bdm::emix::w" ref="bb7270345c76da627cd77ddf020bcf46" args="" --> |
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127 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46">w</a></td></tr> |
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128 | |
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129 | <tr><td class="mdescLeft"> </td><td class="mdescRight">weights of the components <br></td></tr> |
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130 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e2966a6a44b250e22e55bc9fb6af5c3e"></a><!-- doxytag: member="bdm::emix::Coms" ref="e2966a6a44b250e22e55bc9fb6af5c3e" args="" --> |
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131 | Array< <a class="el" href="classbdm_1_1epdf.html">epdf</a> * > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e">Coms</a></td></tr> |
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132 | |
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133 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Component (epdfs). <br></td></tr> |
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134 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="47189df41a4616c2fed5972f015743f4"></a><!-- doxytag: member="bdm::emix::destroyComs" ref="47189df41a4616c2fed5972f015743f4" args="" --> |
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135 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4">destroyComs</a></td></tr> |
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136 | |
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137 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Flag if owning Coms. <br></td></tr> |
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138 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::emix::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
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139 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
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140 | |
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141 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br></td></tr> |
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142 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::emix::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
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143 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> |
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144 | |
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145 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br></td></tr> |
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146 | </table> |
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147 | <hr><h2>Member Function Documentation</h2> |
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148 | <a class="anchor" name="d8c1aefba8302759836b5f26999ce840"></a><!-- doxytag: member="bdm::emix::set_parameters" ref="d8c1aefba8302759836b5f26999ce840" args="(const vec &w, const Array< epdf * > &Coms, bool copy=true)" --> |
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149 | <div class="memitem"> |
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150 | <div class="memproto"> |
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151 | <table class="memname"> |
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152 | <tr> |
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153 | <td class="memname">void bdm::emix::set_parameters </td> |
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154 | <td>(</td> |
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155 | <td class="paramtype">const vec & </td> |
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156 | <td class="paramname"> <em>w</em>, </td> |
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157 | </tr> |
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158 | <tr> |
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159 | <td class="paramkey"></td> |
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160 | <td></td> |
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161 | <td class="paramtype">const Array< <a class="el" href="classbdm_1_1epdf.html">epdf</a> * > & </td> |
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162 | <td class="paramname"> <em>Coms</em>, </td> |
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163 | </tr> |
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164 | <tr> |
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165 | <td class="paramkey"></td> |
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166 | <td></td> |
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167 | <td class="paramtype">bool </td> |
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168 | <td class="paramname"> <em>copy</em> = <code>true</code></td><td> </td> |
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169 | </tr> |
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170 | <tr> |
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171 | <td></td> |
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172 | <td>)</td> |
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173 | <td></td><td></td><td></td> |
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174 | </tr> |
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175 | </table> |
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176 | </div> |
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177 | <div class="memdoc"> |
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178 | |
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179 | <p> |
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180 | Set 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. |
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181 | <p>References <a class="el" href="libBM_8h-source.html#l00265">bdm::epdf::_rv()</a>, <a class="el" href="emix_8h-source.html#l00093">Coms</a>, <a class="el" href="emix_8h-source.html#l00095">destroyComs</a>, <a class="el" href="libBM_8h-source.html#l00212">bdm::epdf::dim</a>, <a class="el" href="libBM_8cpp-source.html#l00093">bdm::RV::equal()</a>, <a class="el" href="libBM_8h-source.html#l00214">bdm::epdf::rv</a>, and <a class="el" href="emix_8h-source.html#l00091">w</a>.</p> |
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182 | |
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183 | <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#l00299">bdm::mmix::set_parameters()</a>.</p> |
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184 | |
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185 | </div> |
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186 | </div><p> |
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187 | <hr>The documentation for this class was generated from the following files:<ul> |
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188 | <li><a class="el" href="emix_8h-source.html">emix.h</a><li>emix.cpp</ul> |
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189 | </div> |
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190 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:03 2009 for mixpp by |
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191 | <a href="http://www.doxygen.org/index.html"> |
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192 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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193 | </body> |
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194 | </html> |
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