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31 | <h1>bdm::mmix Class Reference</h1><!-- doxytag: class="bdm::mmix" --><!-- doxytag: inherits="bdm::mpdf" -->Mixture of mpdfs with constant weights, all mpdfs are of equal type. |
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32 | <a href="#_details">More...</a> |
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33 | <p> |
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34 | <code>#include <<a class="el" href="emix_8h-source.html">emix.h</a>></code> |
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35 | <p> |
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36 | <div class="dynheader"> |
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37 | Inheritance diagram for bdm::mmix:</div> |
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38 | <div class="dynsection"> |
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39 | <p><center><img src="classbdm_1_1mmix__inherit__graph.png" border="0" usemap="#bdm_1_1mmix__inherit__map" alt="Inheritance graph"></center> |
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40 | <map name="bdm_1_1mmix__inherit__map"> |
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41 | <area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="16,84,107,111"><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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42 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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43 | <div class="dynheader"> |
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44 | Collaboration diagram for bdm::mmix:</div> |
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45 | <div class="dynsection"> |
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46 | <p><center><img src="classbdm_1_1mmix__coll__graph.png" border="0" usemap="#bdm_1_1mmix__coll__map" alt="Collaboration graph"></center> |
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47 | <map name="bdm_1_1mmix__coll__map"> |
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48 | <area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="5,284,96,311"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="15,7,127,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="33,87,108,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="101,185,187,212"><area shape="rect" href="classbdm_1_1emix.html" title="Mixture of epdfs." alt="" coords="120,284,208,311"></map> |
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49 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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50 | |
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51 | <p> |
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52 | <a href="classbdm_1_1mmix-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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53 | <tr><td></td></tr> |
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54 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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55 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="580a05ae61b179de3fccfcb60f11efd9"></a><!-- doxytag: member="bdm::mmix::mmix" ref="580a05ae61b179de3fccfcb60f11efd9" args="(RV &rv, RV &rvc)" --> |
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56 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mmix.html#580a05ae61b179de3fccfcb60f11efd9">mmix</a> (<a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51">rv</a>, <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a>)</td></tr> |
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57 | |
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58 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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59 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ad8d9df36cb0ca093a29af0eca12da32"></a><!-- doxytag: member="bdm::mmix::set_parameters" ref="ad8d9df36cb0ca093a29af0eca12da32" args="(const vec &w, const Array< mpdf * > &Coms)" --> |
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60 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mmix.html#ad8d9df36cb0ca093a29af0eca12da32">set_parameters</a> (const vec &w, const Array< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * > &<a class="el" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c">Coms</a>)</td></tr> |
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61 | |
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62 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set weights <code>w</code> and components <code>R</code>. <br></td></tr> |
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63 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a5241ecc9911e816b00b92d5c7c8df0"></a><!-- doxytag: member="bdm::mmix::condition" ref="0a5241ecc9911e816b00b92d5c7c8df0" args="(const vec &cond)" --> |
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64 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mmix.html#0a5241ecc9911e816b00b92d5c7c8df0">condition</a> (const vec &cond)</td></tr> |
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65 | |
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66 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Update <code>ep</code> so that it represents this <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> conditioned on <code>rvc</code> = cond. <br></td></tr> |
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67 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#e4848a428d8ef0549c6e4a9ed386d9f2">samplecond</a> (const vec &cond, double &ll)</td></tr> |
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68 | |
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69 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">. <a href="#e4848a428d8ef0549c6e4a9ed386d9f2"></a><br></td></tr> |
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70 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#ee26963a637b2ea1fb1933652981e652">samplecond_m</a> (const vec &cond, vec &ll, int N)</td></tr> |
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71 | |
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72 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#ee26963a637b2ea1fb1933652981e652"></a><br></td></tr> |
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73 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6336a8a72462e2a56a3989a220f18b1b"></a><!-- doxytag: member="bdm::mmix::evallogcond" ref="6336a8a72462e2a56a3989a220f18b1b" args="(const vec &dt, const vec &cond)" --> |
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74 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#6336a8a72462e2a56a3989a220f18b1b">evallogcond</a> (const vec &dt, const vec &cond)</td></tr> |
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75 | |
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76 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Shortcut for conditioning and evaluation of the internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. In some cases, this operation can be implemented efficiently. <br></td></tr> |
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77 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b0ed1ed663071bb7cf4a1349eb94fcb"></a><!-- doxytag: member="bdm::mmix::evallogcond_m" ref="0b0ed1ed663071bb7cf4a1349eb94fcb" args="(const mat &Dt, const vec &cond)" --> |
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78 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#0b0ed1ed663071bb7cf4a1349eb94fcb">evallogcond_m</a> (const mat &Dt, const vec &cond)</td></tr> |
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79 | |
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80 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr> |
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81 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3aba7311038bf990d706a64cab60cf8"></a><!-- doxytag: member="bdm::mmix::_rvc" ref="b3aba7311038bf990d706a64cab60cf8" args="() const " --> |
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82 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#b3aba7311038bf990d706a64cab60cf8">_rvc</a> () const </td></tr> |
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83 | |
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84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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85 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="222d5280e309c5a053ba73841e98c151"></a><!-- doxytag: member="bdm::mmix::_rv" ref="222d5280e309c5a053ba73841e98c151" args="() const " --> |
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86 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#222d5280e309c5a053ba73841e98c151">_rv</a> () const </td></tr> |
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87 | |
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88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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89 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mmix::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" --> |
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90 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#1892fe3933488942253679f068e9e7f6">_epdf</a> ()</td></tr> |
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91 | |
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92 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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93 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mmix::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" --> |
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94 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#05e843fd11c410a99dad2b88c55aca80">_e</a> ()</td></tr> |
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95 | |
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96 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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97 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="52e0bcc70d5b26babeba08097579da9c"></a><!-- doxytag: member="bdm::mmix::Coms" ref="52e0bcc70d5b26babeba08097579da9c" args="" --> |
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99 | Array< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c">Coms</a></td></tr> |
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100 | |
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101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Component (epdfs). <br></td></tr> |
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102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c4dd6ca6556ddd8ae3c5f3257c04b60"></a><!-- doxytag: member="bdm::mmix::Epdf" ref="0c4dd6ca6556ddd8ae3c5f3257c04b60" args="" --> |
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103 | <a class="el" href="classbdm_1_1emix.html">emix</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60">Epdf</a></td></tr> |
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104 | |
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105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. <br></td></tr> |
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106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9bcfb45435d30983f436d41c298cbb51"></a><!-- doxytag: member="bdm::mmix::rv" ref="9bcfb45435d30983f436d41c298cbb51" args="" --> |
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107 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51">rv</a></td></tr> |
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108 | |
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109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">modeled random variable <br></td></tr> |
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110 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mmix::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" --> |
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111 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr> |
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112 | |
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113 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr> |
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114 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mmix::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" --> |
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115 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0">ep</a></td></tr> |
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116 | |
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117 | <tr><td class="mdescLeft"> </td><td class="mdescRight">pointer to internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <br></td></tr> |
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118 | </table> |
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119 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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120 | Mixture of mpdfs with constant weights, all mpdfs are of equal type. |
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121 | <p> |
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122 | <hr><h2>Member Function Documentation</h2> |
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123 | <a class="anchor" name="e4848a428d8ef0549c6e4a9ed386d9f2"></a><!-- doxytag: member="bdm::mmix::samplecond" ref="e4848a428d8ef0549c6e4a9ed386d9f2" args="(const vec &cond, double &ll)" --> |
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124 | <div class="memitem"> |
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125 | <div class="memproto"> |
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126 | <table class="memname"> |
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127 | <tr> |
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128 | <td class="memname">virtual vec bdm::mpdf::samplecond </td> |
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129 | <td>(</td> |
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130 | <td class="paramtype">const vec & </td> |
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131 | <td class="paramname"> <em>cond</em>, </td> |
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132 | </tr> |
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133 | <tr> |
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134 | <td class="paramkey"></td> |
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135 | <td></td> |
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136 | <td class="paramtype">double & </td> |
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137 | <td class="paramname"> <em>ll</em></td><td> </td> |
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138 | </tr> |
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139 | <tr> |
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140 | <td></td> |
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141 | <td>)</td> |
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142 | <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> |
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143 | </tr> |
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144 | </table> |
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145 | </div> |
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146 | <div class="memdoc"> |
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147 | |
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148 | <p> |
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149 | Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">. |
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150 | <p> |
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151 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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152 | <table border="0" cellspacing="2" cellpadding="0"> |
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153 | <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> |
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154 | <tr><td valign="top"></td><td valign="top"><em>ll</em> </td><td>is a return value of log-likelihood of the sample. </td></tr> |
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155 | </table> |
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156 | </dl> |
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157 | |
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158 | <p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#1a37c2aaba8bde7fce5351c39b6e1168">bdm::mprod</a>.</p> |
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159 | |
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160 | <p>References <a class="el" href="libBM_8h-source.html#l00247">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00230">bdm::mpdf::ep</a>, <a class="el" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3">bdm::epdf::evallog()</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p> |
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161 | |
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162 | <p>Referenced by <a class="el" href="libPF_8h-source.html#l00143">bdm::MPF< BM_T >::bayes()</a>, <a class="el" href="libPF_8cpp-source.html#l00007">bdm::PF::bayes()</a>, and <a class="el" href="libDS_8cpp-source.html#l00044">bdm::ArxDS::step()</a>.</p> |
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163 | |
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164 | </div> |
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165 | </div><p> |
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166 | <a class="anchor" name="ee26963a637b2ea1fb1933652981e652"></a><!-- doxytag: member="bdm::mmix::samplecond_m" ref="ee26963a637b2ea1fb1933652981e652" args="(const vec &cond, vec &ll, int N)" --> |
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167 | <div class="memitem"> |
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168 | <div class="memproto"> |
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169 | <table class="memname"> |
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170 | <tr> |
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171 | <td class="memname">virtual mat bdm::mpdf::samplecond_m </td> |
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172 | <td>(</td> |
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173 | <td class="paramtype">const vec & </td> |
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174 | <td class="paramname"> <em>cond</em>, </td> |
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175 | </tr> |
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176 | <tr> |
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177 | <td class="paramkey"></td> |
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178 | <td></td> |
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179 | <td class="paramtype">vec & </td> |
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180 | <td class="paramname"> <em>ll</em>, </td> |
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181 | </tr> |
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182 | <tr> |
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183 | <td class="paramkey"></td> |
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184 | <td></td> |
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185 | <td class="paramtype">int </td> |
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186 | <td class="paramname"> <em>N</em></td><td> </td> |
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187 | </tr> |
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188 | <tr> |
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189 | <td></td> |
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190 | <td>)</td> |
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191 | <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> |
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192 | </tr> |
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193 | </table> |
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194 | </div> |
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195 | <div class="memdoc"> |
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196 | |
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197 | <p> |
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198 | Returns. |
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199 | <p> |
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200 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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201 | <table border="0" cellspacing="2" cellpadding="0"> |
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202 | <tr><td valign="top"></td><td valign="top"><em>N</em> </td><td>samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">. </td></tr> |
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203 | <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> |
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204 | <tr><td valign="top"></td><td valign="top"><em>ll</em> </td><td>is a return value of log-likelihood of the sample. </td></tr> |
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205 | </table> |
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206 | </dl> |
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207 | |
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208 | <p>References <a class="el" href="libBM_8h-source.html#l00247">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00083">bdm::RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00230">bdm::mpdf::ep</a>, <a class="el" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3">bdm::epdf::evallog()</a>, <a class="el" href="libBM_8h-source.html#l00226">bdm::mpdf::rv</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p> |
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209 | |
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210 | </div> |
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211 | </div><p> |
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212 | <hr>The documentation for this class was generated from the following file:<ul> |
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213 | <li><a class="el" href="emix_8h-source.html">emix.h</a></ul> |
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214 | </div> |
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215 | <hr size="1"><address style="text-align: right;"><small>Generated on Fri Feb 6 15:29:51 2009 for mixpp by |
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216 | <a href="http://www.doxygen.org/index.html"> |
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217 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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218 | </body> |
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219 | </html> |
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