mmix Class Reference

Mixture of mpdfs with constant weights, all mpdfs are of equal type. More...

#include <emix.h>

Inheritance diagram for mmix:

Inheritance graph
[legend]
Collaboration diagram for mmix:

Collaboration graph
[legend]

List of all members.

Public Member Functions

 mmix (RV &rv, RV &rvc)
 Default constructor.
void set_parameters (const vec &w, const Array< mpdf * > &Coms)
 Set weights w and components R.
void condition (const vec &cond)
 Update ep so that it represents this mpdf conditioned on rvc = cond.
virtual vec samplecond (const vec &cond, double &ll)
 Returns a sample from the density conditioned on cond, $x \sim epdf(rv|cond)$.
virtual mat samplecond_m (const vec &cond, vec &ll, int N)
 Returns.
virtual double evallogcond (const vec &dt, const vec &cond)
 Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently.
virtual vec evallogcond_m (const mat &Dt, const vec &cond)
 Matrix version of evallogcond.
RV _rvc () const
 access function
RV _rv () const
 access function
epdf_epdf ()
 access function
epdf_e ()
 access function

Protected Attributes

Array< mpdf * > Coms
 Component (epdfs).
emix Epdf
 Internal epdf.
RV rv
 modeled random variable
RV rvc
 random variable in condition
epdfep
 pointer to internal epdf


Detailed Description

Mixture of mpdfs with constant weights, all mpdfs are of equal type.


Member Function Documentation

virtual vec mpdf::samplecond ( const vec &  cond,
double &  ll 
) [inline, virtual, inherited]

Returns a sample from the density conditioned on cond, $x \sim epdf(rv|cond)$.

Parameters:
cond is numeric value of rv
ll is a return value of log-likelihood of the sample.

Reimplemented in mprod.

References mpdf::condition(), mpdf::ep, epdf::evallog(), and epdf::sample().

Referenced by MPF< BM_T >::bayes(), and PF::bayes().

virtual mat mpdf::samplecond_m ( const vec &  cond,
vec &  ll,
int  N 
) [inline, virtual, inherited]

Returns.

Parameters:
N samples from the density conditioned on cond, $x \sim epdf(rv|cond)$.
cond is numeric value of rv
ll is a return value of log-likelihood of the sample.

References mpdf::condition(), RV::count(), mpdf::ep, epdf::evallog(), mpdf::rv, and epdf::sample().


The documentation for this class was generated from the following file:

Generated on Thu Jan 15 10:51:24 2009 for mixpp by  doxygen 1.5.6