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[145] | 18 | <h1>work/git/mixpp/bdm/stat/emix.h</h1><a href="emix_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 |
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[106] | 19 | <a name="l00013"></a>00013 <span class="preprocessor">#ifndef MX_H</span> |
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| 20 | <a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define MX_H</span> |
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| 21 | <a name="l00015"></a>00015 <span class="preprocessor"></span> |
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| 22 | <a name="l00016"></a>00016 <span class="preprocessor">#include "<a class="code" href="libBM_8h.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations.">libBM.h</a>"</span> |
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| 23 | <a name="l00017"></a>00017 <span class="preprocessor">#include "<a class="code" href="libEF_8h.html" title="Probability distributions for Exponential Family models.">libEF.h</a>"</span> |
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| 24 | <a name="l00018"></a>00018 <span class="comment">//#include <std></span> |
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| 25 | <a name="l00019"></a>00019 |
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| 26 | <a name="l00020"></a>00020 <span class="keyword">using namespace </span>itpp; |
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| 27 | <a name="l00021"></a>00021 |
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[210] | 28 | <a name="l00022"></a>00022 <span class="comment">//this comes first because it is used inside emix!</span> |
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| 29 | <a name="l00023"></a>00023 |
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| 30 | <a name="l00036"></a><a class="code" href="classmratio.html">00036</a> <span class="keyword">class </span><a class="code" href="classmratio.html" title="Class representing ratio of two densities which arise e.g. by applying the Bayes...">mratio</a>: <span class="keyword">public</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { |
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| 31 | <a name="l00037"></a>00037 <span class="keyword">protected</span>: |
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| 32 | <a name="l00039"></a><a class="code" href="classmratio.html#8a3e60f5a532237e4450cd06039a28db">00039</a> <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classmratio.html#8a3e60f5a532237e4450cd06039a28db" title="Nominator in the form of mpdf.">nom</a>; |
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| 33 | <a name="l00041"></a><a class="code" href="classmratio.html#d34916f6403460fbcac71902f32aa791">00041</a> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classmratio.html#d34916f6403460fbcac71902f32aa791" title="Denominator in the form of epdf.">den</a>; |
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| 34 | <a name="l00043"></a><a class="code" href="classmratio.html#f8ea9dd72239dc24b1d83ae034424285">00043</a> <span class="keywordtype">bool</span> <a class="code" href="classmratio.html#f8ea9dd72239dc24b1d83ae034424285" title="flag for destructor">destroynom</a>; |
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| 35 | <a name="l00045"></a><a class="code" href="classmratio.html#aa50f2cca2b959391f449241ef89012d">00045</a> <a class="code" href="classdatalink__m2e.html" title="data link between">datalink_m2e</a> <a class="code" href="classmratio.html#aa50f2cca2b959391f449241ef89012d" title="datalink between conditional and nom">dl</a>; |
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| 36 | <a name="l00046"></a>00046 <span class="keyword">public</span>: |
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| 37 | <a name="l00049"></a><a class="code" href="classmratio.html#c2452f4fc3046cfe8f2453deb343b3ac">00049</a> <a class="code" href="classmratio.html#c2452f4fc3046cfe8f2453deb343b3ac">mratio</a> ( <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* nom0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>, <span class="keywordtype">bool</span> copy=<span class="keyword">false</span> ) :<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( rv,nom0-><a class="code" href="classmpdf.html#71256ffb5fbd08f41d650e606a5bd585" title="access function">_rv</a>().subt ( rv ) ), <a class="code" href="classmratio.html#aa50f2cca2b959391f449241ef89012d" title="datalink between conditional and nom">dl</a> ( rv,<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>,nom0-><a class="code" href="classmpdf.html#71256ffb5fbd08f41d650e606a5bd585" title="access function">_rv</a>() ) { |
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| 38 | <a name="l00050"></a>00050 <span class="keywordflow">if</span> ( copy ) { |
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| 39 | <a name="l00051"></a>00051 <span class="comment">// nom = nom0->_copy_();</span> |
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| 40 | <a name="l00052"></a>00052 it_error ( <span class="stringliteral">"todo"</span> ); |
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| 41 | <a name="l00053"></a>00053 <a class="code" href="classmratio.html#f8ea9dd72239dc24b1d83ae034424285" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>; |
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| 42 | <a name="l00054"></a>00054 } |
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| 43 | <a name="l00055"></a>00055 <span class="keywordflow">else</span> { |
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| 44 | <a name="l00056"></a>00056 <a class="code" href="classmratio.html#8a3e60f5a532237e4450cd06039a28db" title="Nominator in the form of mpdf.">nom</a> = nom0; |
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| 45 | <a name="l00057"></a>00057 <a class="code" href="classmratio.html#f8ea9dd72239dc24b1d83ae034424285" title="flag for destructor">destroynom</a> = <span class="keyword">false</span>; |
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| 46 | <a name="l00058"></a>00058 } |
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| 47 | <a name="l00059"></a>00059 it_assert_debug ( <a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>.<a class="code" href="classRV.html#c114a6f3ff06796cc2f4dacba74291eb" title="Return length (number of entries) of the RV.">length</a>() >0,<span class="stringliteral">"Makes no sense to use this object!"</span> ); |
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| 48 | <a name="l00060"></a>00060 <a class="code" href="classmratio.html#d34916f6403460fbcac71902f32aa791" title="Denominator in the form of epdf.">den</a> = <a class="code" href="classmratio.html#8a3e60f5a532237e4450cd06039a28db" title="Nominator in the form of mpdf.">nom</a>-><a class="code" href="classepdf.html#38de9f59b65ee06028554f3f74b66025" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ); |
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| 49 | <a name="l00061"></a>00061 }; |
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[219] | 50 | <a name="l00062"></a><a class="code" href="classmratio.html#9fb0df09a2e975e8b9f7ce41ecd65a09">00062</a> <span class="keywordtype">double</span> <a class="code" href="classmratio.html#9fb0df09a2e975e8b9f7ce41ecd65a09" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &val, <span class="keyword">const</span> vec &cond ) { |
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| 51 | <a name="l00063"></a>00063 <span class="keywordtype">double</span> tmp; |
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| 52 | <a name="l00064"></a>00064 vec nom_val ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() +<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() ); |
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| 53 | <a name="l00065"></a>00065 <a class="code" href="classmratio.html#aa50f2cca2b959391f449241ef89012d" title="datalink between conditional and nom">dl</a>.<a class="code" href="classdatalink__m2e.html#bbe57e0c65273ff237ca6c98bdf0b09c">fill_val_cond</a> ( nom_val,val,cond ); |
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| 54 | <a name="l00066"></a>00066 tmp = exp ( <a class="code" href="classmratio.html#8a3e60f5a532237e4450cd06039a28db" title="Nominator in the form of mpdf.">nom</a>-><a class="code" href="classepdf.html#e1996af1da1fa1214270066a96ca113e" title="Compute log-probability of argument val.">evallog</a> ( nom_val ) - <a class="code" href="classmratio.html#d34916f6403460fbcac71902f32aa791" title="Denominator in the form of epdf.">den</a>-><a class="code" href="classepdf.html#e1996af1da1fa1214270066a96ca113e" title="Compute log-probability of argument val.">evallog</a> ( cond ) ); |
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| 55 | <a name="l00067"></a>00067 it_assert_debug(std::isfinite(tmp),<span class="stringliteral">"Infinite value"</span>); |
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| 56 | <a name="l00068"></a>00068 <span class="keywordflow">return</span> tmp; |
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| 57 | <a name="l00069"></a>00069 } |
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| 58 | <a name="l00071"></a><a class="code" href="classmratio.html#41d6d8f4245f67c732299ba7167aacb9">00071</a> <span class="keywordtype">void</span> <a class="code" href="classmratio.html#41d6d8f4245f67c732299ba7167aacb9" title="Object takes ownership of nom and will destroy it.">ownnom</a>() {<a class="code" href="classmratio.html#f8ea9dd72239dc24b1d83ae034424285" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>;} |
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| 59 | <a name="l00073"></a><a class="code" href="classmratio.html#e62904f18041e73228d8db671e517280">00073</a> <a class="code" href="classmratio.html#e62904f18041e73228d8db671e517280" title="Default destructor.">~mratio</a>() {<span class="keyword">delete</span> <a class="code" href="classmratio.html#d34916f6403460fbcac71902f32aa791" title="Denominator in the form of epdf.">den</a>; <span class="keywordflow">if</span> ( <a class="code" href="classmratio.html#f8ea9dd72239dc24b1d83ae034424285" title="flag for destructor">destroynom</a> ) {<span class="keyword">delete</span> <a class="code" href="classmratio.html#8a3e60f5a532237e4450cd06039a28db" title="Nominator in the form of mpdf.">nom</a>;}} |
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| 60 | <a name="l00074"></a>00074 }; |
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| 61 | <a name="l00075"></a>00075 |
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| 62 | <a name="l00086"></a><a class="code" href="classemix.html">00086</a> <span class="keyword">class </span><a class="code" href="classemix.html" title="Mixture of epdfs.">emix</a> : <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { |
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| 63 | <a name="l00087"></a>00087 <span class="keyword">protected</span>: |
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| 64 | <a name="l00089"></a><a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab">00089</a> vec <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>; |
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| 65 | <a name="l00091"></a><a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4">00091</a> Array<epdf*> <a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a>; |
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| 66 | <a name="l00093"></a><a class="code" href="classemix.html#7d0d863e6066ee02947914ff06ac34e8">00093</a> <span class="keywordtype">bool</span> <a class="code" href="classemix.html#7d0d863e6066ee02947914ff06ac34e8" title="Flag if owning Coms.">destroyComs</a>; |
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| 67 | <a name="l00094"></a>00094 <span class="keyword">public</span>: |
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| 68 | <a name="l00096"></a><a class="code" href="classemix.html#62194619791d5f1da88cad01cfc9339d">00096</a> <a class="code" href="classemix.html#62194619791d5f1da88cad01cfc9339d" title="Default constructor.">emix</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ) : <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv ) {}; |
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| 69 | <a name="l00099"></a>00099 <span class="keywordtype">void</span> <a class="code" href="classemix.html#d3789d50a3327a6de552db077af5e4c5">set_parameters</a> ( <span class="keyword">const</span> vec &<a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>, <span class="keyword">const</span> Array<epdf*> &<a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a>, <span class="keywordtype">bool</span> copy=<span class="keyword">true</span> ); |
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| 70 | <a name="l00100"></a>00100 |
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| 71 | <a name="l00101"></a>00101 vec <a class="code" href="classemix.html#0650601f24e633e0ab09aa1e46c14483" title="Returns a sample, from density .">sample</a>() <span class="keyword">const</span>; |
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| 72 | <a name="l00102"></a><a class="code" href="classemix.html#b662a51d042b062020460e64bff4e9e8">00102</a> vec <a class="code" href="classemix.html#b662a51d042b062020460e64bff4e9e8" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
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| 73 | <a name="l00103"></a>00103 <span class="keywordtype">int</span> i; vec mu = zeros ( <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() ); |
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| 74 | <a name="l00104"></a>00104 <span class="keywordflow">for</span> ( i = 0;i < <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>.length();i++ ) {mu += <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a> ( i ) * <a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ( i )->mean(); } |
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| 75 | <a name="l00105"></a>00105 <span class="keywordflow">return</span> mu; |
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| 76 | <a name="l00106"></a>00106 } |
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| 77 | <a name="l00107"></a><a class="code" href="classemix.html#82691a72b583dab957cbd60d9283e47a">00107</a> <span class="keywordtype">double</span> <a class="code" href="classemix.html#82691a72b583dab957cbd60d9283e47a" title="Compute log-probability of argument val.">evallog</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
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| 78 | <a name="l00108"></a>00108 <span class="keywordtype">int</span> i; |
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| 79 | <a name="l00109"></a>00109 <span class="keywordtype">double</span> sum = 0.0; |
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| 80 | <a name="l00110"></a>00110 <span class="keywordflow">for</span> ( i = 0;i < <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>.length();i++ ) {sum += <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a> ( i ) * exp ( <a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classemix.html#82691a72b583dab957cbd60d9283e47a" title="Compute log-probability of argument val.">evallog</a> ( val ) );} |
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| 81 | <a name="l00111"></a>00111 <span class="keywordflow">if</span> (sum==0.0){sum=std::numeric_limits<double>::epsilon();} |
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| 82 | <a name="l00112"></a>00112 <span class="keywordtype">double</span> tmp=log ( sum ); |
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| 83 | <a name="l00113"></a>00113 it_assert_debug(std::isfinite(tmp),<span class="stringliteral">"Infinite"</span>); |
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| 84 | <a name="l00114"></a>00114 <span class="keywordflow">return</span> tmp; |
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| 85 | <a name="l00115"></a>00115 }; |
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| 86 | <a name="l00116"></a><a class="code" href="classemix.html#b3eb9e153e8bfdb6bb47adecc278cbca">00116</a> vec <a class="code" href="classemix.html#b3eb9e153e8bfdb6bb47adecc278cbca" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( <span class="keyword">const</span> mat &Val )<span class="keyword"> const </span>{ |
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| 87 | <a name="l00117"></a>00117 vec x=zeros ( Val.cols() ); |
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| 88 | <a name="l00118"></a>00118 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>.length(); i++ ) { |
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| 89 | <a name="l00119"></a>00119 x+= <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classemix.html#b3eb9e153e8bfdb6bb47adecc278cbca" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ); |
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| 90 | <a name="l00120"></a>00120 } |
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| 91 | <a name="l00121"></a>00121 <span class="keywordflow">return</span> log ( x ); |
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| 92 | <a name="l00122"></a>00122 }; |
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| 93 | <a name="l00124"></a><a class="code" href="classemix.html#44ae2b86c650c2ccb967969c1859d268">00124</a> mat <a class="code" href="classemix.html#44ae2b86c650c2ccb967969c1859d268" title="Auxiliary function that returns pdflog for each component.">evallog_M</a> ( <span class="keyword">const</span> mat &Val )<span class="keyword"> const </span>{ |
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| 94 | <a name="l00125"></a>00125 mat X ( <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>.length(), Val.cols() ); |
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| 95 | <a name="l00126"></a>00126 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>.length(); i++ ) { |
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| 96 | <a name="l00127"></a>00127 X.set_row ( i, <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classemix.html#b3eb9e153e8bfdb6bb47adecc278cbca" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ) ); |
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| 97 | <a name="l00128"></a>00128 } |
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| 98 | <a name="l00129"></a>00129 <span class="keywordflow">return</span> X; |
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| 99 | <a name="l00130"></a>00130 }; |
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| 100 | <a name="l00131"></a>00131 |
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| 101 | <a name="l00132"></a>00132 <a class="code" href="classemix.html" title="Mixture of epdfs.">emix</a>* <a class="code" href="classemix.html#33afde698093d458ce71875f7ee7384a" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ) <span class="keyword">const</span>; |
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| 102 | <a name="l00133"></a>00133 <a class="code" href="classmratio.html" title="Class representing ratio of two densities which arise e.g. by applying the Bayes...">mratio</a>* <a class="code" href="classemix.html#ebf50c387034f72040c83d38738549b3" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ) <span class="keyword">const</span>; <span class="comment">//why not mratio!!</span> |
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[181] | 103 | <a name="l00134"></a>00134 |
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[219] | 104 | <a name="l00135"></a>00135 <span class="comment">//Access methods</span> |
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| 105 | <a name="l00137"></a><a class="code" href="classemix.html#35baf0f62307455cebfbf462144b4dd8">00137</a> <span class="comment"></span> vec& <a class="code" href="classemix.html#35baf0f62307455cebfbf462144b4dd8" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() {<span class="keywordflow">return</span> <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>;} |
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| 106 | <a name="l00138"></a>00138 <span class="keyword">virtual</span> ~<a class="code" href="classemix.html" title="Mixture of epdfs.">emix</a>() {<span class="keywordflow">if</span> ( <a class="code" href="classemix.html#7d0d863e6066ee02947914ff06ac34e8" title="Flag if owning Coms.">destroyComs</a> ) {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ( i );}}} |
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| 107 | <a name="l00140"></a><a class="code" href="classemix.html#4d7baeb2a9e3fca1d8fd32a107df291d">00140</a> <span class="keywordtype">void</span> <a class="code" href="classemix.html#4d7baeb2a9e3fca1d8fd32a107df291d" title="Auxiliary function for taking ownership of the Coms().">ownComs</a>() {<a class="code" href="classemix.html#7d0d863e6066ee02947914ff06ac34e8" title="Flag if owning Coms.">destroyComs</a>=<span class="keyword">true</span>;} |
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| 108 | <a name="l00141"></a>00141 |
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| 109 | <a name="l00143"></a><a class="code" href="classemix.html#95d175b2daa1d896ceffd69b70e02efb">00143</a> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classemix.html#95d175b2daa1d896ceffd69b70e02efb" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) {<span class="keywordflow">return</span> <a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ( i );} |
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| 110 | <a name="l00144"></a>00144 }; |
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| 111 | <a name="l00145"></a>00145 |
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| 112 | <a name="l00154"></a><a class="code" href="classmprod.html">00154</a> <span class="keyword">class </span><a class="code" href="classmprod.html" title="Chain rule decomposition of epdf.">mprod</a>: <span class="keyword">public</span> <a class="code" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes this abstract class is...">compositepdf</a>, <span class="keyword">public</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { |
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| 113 | <a name="l00155"></a>00155 <span class="keyword">protected</span>: |
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| 114 | <a name="l00157"></a><a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e">00157</a> Array<epdf*> <a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a>; |
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| 115 | <a name="l00159"></a><a class="code" href="classmprod.html#5334777dda3dad9b9fa73e22e8d0f24c">00159</a> Array<datalink_m2m*> <a class="code" href="classmprod.html#5334777dda3dad9b9fa73e22e8d0f24c" title="Data link for each mpdfs.">dls</a>; |
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| 116 | <a name="l00160"></a>00160 <span class="keyword">public</span>: |
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| 117 | <a name="l00163"></a><a class="code" href="classmprod.html#419b303581a91ad85200bdcb4b3186f4">00163</a> <a class="code" href="classmprod.html#419b303581a91ad85200bdcb4b3186f4" title="Constructor from list of mFacs,.">mprod</a> ( Array<mpdf*> mFacs ) : <a class="code" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes this abstract class is...">compositepdf</a> ( mFacs ), <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( <a class="code" href="classcompositepdf.html#635d219fb3e32852400d6f98aa4bdc93" title="find common rv, flag">getrv</a> ( true ),<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>() ), <a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a> ), <a class="code" href="classmprod.html#5334777dda3dad9b9fa73e22e8d0f24c" title="Data link for each mpdfs.">dls</a> ( <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a> ) { |
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| 118 | <a name="l00164"></a>00164 <a class="code" href="classcompositepdf.html#5a4479785c1fdb2cc351fbea07b899ac" title="common rvc of all mpdfs is written to rvc">setrvc</a> ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>,<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ); |
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| 119 | <a name="l00165"></a>00165 <span class="comment">// rv and rvc established = > we can link them with mpdfs</span> |
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| 120 | <a name="l00166"></a>00166 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a>;i++ ) { |
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| 121 | <a name="l00167"></a>00167 <a class="code" href="classmprod.html#5334777dda3dad9b9fa73e22e8d0f24c" title="Data link for each mpdfs.">dls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classdatalink__m2m.html">datalink_m2m</a> ( <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( i )-><a class="code" href="classmpdf.html#71256ffb5fbd08f41d650e606a5bd585" title="access function">_rv</a>(), <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( i )-><a class="code" href="classmpdf.html#15ef062183b1ccdf794732d5fa0b77cd" title="access function">_rvc</a>(), <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>, <a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ); |
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| 122 | <a name="l00168"></a>00168 } |
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| 123 | <a name="l00169"></a>00169 |
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| 124 | <a name="l00170"></a>00170 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<n;i++ ) { |
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| 125 | <a name="l00171"></a>00171 <a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( i ) =& ( <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( i )->_epdf() ); |
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| 126 | <a name="l00172"></a>00172 } |
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| 127 | <a name="l00173"></a>00173 }; |
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| 128 | <a name="l00174"></a>00174 |
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| 129 | <a name="l00175"></a><a class="code" href="classmprod.html#f5e1075f133f203113d92084b4a47c28">00175</a> <span class="keywordtype">double</span> <a class="code" href="classmprod.html#f5e1075f133f203113d92084b4a47c28" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &val, <span class="keyword">const</span> vec &cond ) { |
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| 130 | <a name="l00176"></a>00176 <span class="keywordtype">int</span> i; |
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| 131 | <a name="l00177"></a>00177 <span class="keywordtype">double</span> res = 1.0; |
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| 132 | <a name="l00178"></a>00178 <span class="keywordflow">for</span> ( i = <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a> - 1;i >= 0;i-- ) { |
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| 133 | <a name="l00179"></a>00179 <span class="comment">/* if ( mpdfs(i)->_rvc().count() >0) {</span> |
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| 134 | <a name="l00180"></a>00180 <span class="comment"> mpdfs ( i )->condition ( dls ( i )->get_cond ( val,cond ) );</span> |
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| 135 | <a name="l00181"></a>00181 <span class="comment"> }</span> |
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| 136 | <a name="l00182"></a>00182 <span class="comment"> // add logarithms</span> |
---|
| 137 | <a name="l00183"></a>00183 <span class="comment"> res += epdfs ( i )->evallog ( dls ( i )->get_val ( val ) );*/</span> |
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| 138 | <a name="l00184"></a>00184 res *= <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( i )->evallogcond ( |
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| 139 | <a name="l00185"></a>00185 <a class="code" href="classmprod.html#5334777dda3dad9b9fa73e22e8d0f24c" title="Data link for each mpdfs.">dls</a> ( i )->get_val ( val ), |
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| 140 | <a name="l00186"></a>00186 <a class="code" href="classmprod.html#5334777dda3dad9b9fa73e22e8d0f24c" title="Data link for each mpdfs.">dls</a> ( i )->get_cond ( val, cond ) |
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| 141 | <a name="l00187"></a>00187 ); |
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| 142 | <a name="l00188"></a>00188 } |
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| 143 | <a name="l00189"></a>00189 <span class="keywordflow">return</span> res; |
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| 144 | <a name="l00190"></a>00190 } |
---|
| 145 | <a name="l00191"></a><a class="code" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68">00191</a> vec <a class="code" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68" title="Returns the required moment of the epdf.">samplecond</a> ( <span class="keyword">const</span> vec &cond, <span class="keywordtype">double</span> &ll ) { |
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| 146 | <a name="l00193"></a>00193 vec smp= std::numeric_limits<double>::infinity() * ones ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() ); |
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| 147 | <a name="l00194"></a>00194 vec smpi; |
---|
| 148 | <a name="l00195"></a>00195 ll = 0; |
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| 149 | <a name="l00196"></a>00196 <span class="comment">// Hard assumption here!!! We are going backwards, to assure that samples that are needed from smp are already generated!</span> |
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| 150 | <a name="l00197"></a>00197 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = ( <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a> - 1 );i >= 0;i-- ) { |
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| 151 | <a name="l00198"></a>00198 <span class="keywordflow">if</span> ( <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( i )->_rvc().count() ) { |
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| 152 | <a name="l00199"></a>00199 <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( i )->condition ( <a class="code" href="classmprod.html#5334777dda3dad9b9fa73e22e8d0f24c" title="Data link for each mpdfs.">dls</a> ( i )->get_cond ( smp ,cond ) ); <span class="comment">// smp is val here!!</span> |
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| 153 | <a name="l00200"></a>00200 } |
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| 154 | <a name="l00201"></a>00201 smpi = <a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( i )->sample(); |
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| 155 | <a name="l00202"></a>00202 <span class="comment">// copy contribution of this pdf into smp</span> |
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| 156 | <a name="l00203"></a>00203 <a class="code" href="classmprod.html#5334777dda3dad9b9fa73e22e8d0f24c" title="Data link for each mpdfs.">dls</a> ( i )->fill_val ( smp, smpi ); |
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| 157 | <a name="l00204"></a>00204 <span class="comment">// add ith likelihood contribution</span> |
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| 158 | <a name="l00205"></a>00205 ll+=<a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( i )->evallog ( smpi ); |
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| 159 | <a name="l00206"></a>00206 } |
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| 160 | <a name="l00207"></a>00207 <span class="keywordflow">return</span> smp; |
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| 161 | <a name="l00208"></a>00208 } |
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| 162 | <a name="l00209"></a>00209 mat <a class="code" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68" title="Returns the required moment of the epdf.">samplecond</a> ( <span class="keyword">const</span> vec &cond, vec &ll, <span class="keywordtype">int</span> N ) { |
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| 163 | <a name="l00210"></a>00210 mat Smp ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>(),N ); |
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| 164 | <a name="l00211"></a>00211 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<N;i++ ) {Smp.set_col ( i,<a class="code" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68" title="Returns the required moment of the epdf.">samplecond</a> ( cond,ll ( i ) ) );} |
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| 165 | <a name="l00212"></a>00212 <span class="keywordflow">return</span> Smp; |
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| 166 | <a name="l00213"></a>00213 } |
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| 167 | <a name="l00214"></a>00214 |
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| 168 | <a name="l00215"></a>00215 ~<a class="code" href="classmprod.html" title="Chain rule decomposition of epdf.">mprod</a>() {}; |
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| 169 | <a name="l00216"></a>00216 }; |
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| 170 | <a name="l00217"></a>00217 |
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| 171 | <a name="l00219"></a><a class="code" href="classeprod.html">00219</a> <span class="keyword">class </span><a class="code" href="classeprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a>: <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { |
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| 172 | <a name="l00220"></a>00220 <span class="keyword">protected</span>: |
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| 173 | <a name="l00222"></a><a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357">00222</a> Array<const epdf*> <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>; |
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| 174 | <a name="l00224"></a><a class="code" href="classeprod.html#852a8e1b5b52a992f56cd2ab6c0b4a29">00224</a> Array<datalink_e2e*> <a class="code" href="classeprod.html#852a8e1b5b52a992f56cd2ab6c0b4a29" title="Array of indeces.">dls</a>; |
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| 175 | <a name="l00225"></a>00225 <span class="keyword">public</span>: |
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| 176 | <a name="l00226"></a>00226 <a class="code" href="classeprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a> ( <span class="keyword">const</span> Array<const epdf*> epdfs0 ) : <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>() ),<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( epdfs0 ),<a class="code" href="classeprod.html#852a8e1b5b52a992f56cd2ab6c0b4a29" title="Array of indeces.">dls</a> ( <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length() ) { |
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| 177 | <a name="l00227"></a>00227 <span class="keywordtype">bool</span> independent=<span class="keyword">true</span>; |
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| 178 | <a name="l00228"></a>00228 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
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| 179 | <a name="l00229"></a>00229 independent=<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>.<a class="code" href="classRV.html#935790526b630dec4ffefa9ec0c2b6fb" title="Add (concat) another variable to the current one,.">add</a> ( <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )-><a class="code" href="classepdf.html#ca0d32aabb4cbba347e0c37fe8607562" title="access function, possibly dangerous!">_rv</a>() ); |
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| 180 | <a name="l00230"></a>00230 it_assert_debug ( independent==<span class="keyword">true</span>, <span class="stringliteral">"eprod:: given components are not independent ."</span> ); |
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| 181 | <a name="l00231"></a>00231 } |
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[210] | 182 | <a name="l00232"></a>00232 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
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[219] | 183 | <a name="l00233"></a>00233 <a class="code" href="classeprod.html#852a8e1b5b52a992f56cd2ab6c0b4a29" title="Array of indeces.">dls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classdatalink__e2e.html">datalink_e2e</a> ( <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )-><a class="code" href="classepdf.html#ca0d32aabb4cbba347e0c37fe8607562" title="access function, possibly dangerous!">_rv</a>() , <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ); |
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| 184 | <a name="l00234"></a>00234 } |
---|
| 185 | <a name="l00235"></a>00235 } |
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| 186 | <a name="l00236"></a>00236 |
---|
| 187 | <a name="l00237"></a><a class="code" href="classeprod.html#5752dd999e1f4638f9558b0cc35b64f7">00237</a> vec <a class="code" href="classeprod.html#5752dd999e1f4638f9558b0cc35b64f7" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
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| 188 | <a name="l00238"></a>00238 vec tmp ( <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() ); |
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| 189 | <a name="l00239"></a>00239 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
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| 190 | <a name="l00240"></a>00240 vec pom = <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )->mean(); |
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| 191 | <a name="l00241"></a>00241 <a class="code" href="classeprod.html#852a8e1b5b52a992f56cd2ab6c0b4a29" title="Array of indeces.">dls</a> ( i )->fill_val ( tmp, pom ); |
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| 192 | <a name="l00242"></a>00242 } |
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| 193 | <a name="l00243"></a>00243 <span class="keywordflow">return</span> tmp; |
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| 194 | <a name="l00244"></a>00244 } |
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| 195 | <a name="l00245"></a><a class="code" href="classeprod.html#94a5b7c44056cf7f4e688d53ba6295b4">00245</a> vec <a class="code" href="classeprod.html#94a5b7c44056cf7f4e688d53ba6295b4" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{ |
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| 196 | <a name="l00246"></a>00246 vec tmp ( <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() ); |
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| 197 | <a name="l00247"></a>00247 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
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| 198 | <a name="l00248"></a>00248 vec pom = <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )->sample(); |
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| 199 | <a name="l00249"></a>00249 <a class="code" href="classeprod.html#852a8e1b5b52a992f56cd2ab6c0b4a29" title="Array of indeces.">dls</a> ( i )->fill_val ( tmp, pom ); |
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[210] | 200 | <a name="l00250"></a>00250 } |
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| 201 | <a name="l00251"></a>00251 <span class="keywordflow">return</span> tmp; |
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| 202 | <a name="l00252"></a>00252 } |
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[219] | 203 | <a name="l00253"></a><a class="code" href="classeprod.html#0af49e491414d6f270dc347bcb054eb6">00253</a> <span class="keywordtype">double</span> <a class="code" href="classeprod.html#0af49e491414d6f270dc347bcb054eb6" title="Compute log-probability of argument val.">evallog</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
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| 204 | <a name="l00254"></a>00254 <span class="keywordtype">double</span> tmp=0; |
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| 205 | <a name="l00255"></a>00255 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
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| 206 | <a name="l00256"></a>00256 tmp+=<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )->evallog ( <a class="code" href="classeprod.html#852a8e1b5b52a992f56cd2ab6c0b4a29" title="Array of indeces.">dls</a> ( i )->get_val ( val ) ); |
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| 207 | <a name="l00257"></a>00257 } |
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| 208 | <a name="l00258"></a>00258 it_assert_debug(std::isfinite(tmp),<span class="stringliteral">"Infinite"</span>); |
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| 209 | <a name="l00259"></a>00259 <span class="keywordflow">return</span> tmp; |
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| 210 | <a name="l00260"></a>00260 } |
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| 211 | <a name="l00262"></a><a class="code" href="classeprod.html#c049331d8b1ec7e4c088cf0cc6d47f3f">00262</a> <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classeprod.html#c049331d8b1ec7e4c088cf0cc6d47f3f" title="access function">operator () </a>( <span class="keywordtype">int</span> i )<span class="keyword"> const </span>{it_assert_debug ( i<<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length(),<span class="stringliteral">"wrong index"</span> );<span class="keywordflow">return</span> <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i );} |
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| 212 | <a name="l00263"></a>00263 |
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| 213 | <a name="l00265"></a><a class="code" href="classeprod.html#fe8cc34921cb43558654455007676f05">00265</a> <a class="code" href="classeprod.html#fe8cc34921cb43558654455007676f05" title="Destructor.">~eprod</a>() {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classeprod.html#852a8e1b5b52a992f56cd2ab6c0b4a29" title="Array of indeces.">dls</a> ( i );}} |
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| 214 | <a name="l00266"></a>00266 }; |
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| 215 | <a name="l00267"></a>00267 |
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| 216 | <a name="l00268"></a>00268 |
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| 217 | <a name="l00272"></a><a class="code" href="classmmix.html">00272</a> <span class="keyword">class </span><a class="code" href="classmmix.html" title="Mixture of mpdfs with constant weights, all mpdfs are of equal type.">mmix</a> : <span class="keyword">public</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { |
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| 218 | <a name="l00273"></a>00273 <span class="keyword">protected</span>: |
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| 219 | <a name="l00275"></a><a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f">00275</a> Array<mpdf*> <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a>; |
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| 220 | <a name="l00277"></a><a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914">00277</a> <a class="code" href="classemix.html" title="Mixture of epdfs.">emix</a> <a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a>; |
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| 221 | <a name="l00278"></a>00278 <span class="keyword">public</span>: |
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| 222 | <a name="l00280"></a><a class="code" href="classmmix.html#6769a962f1f4d0ecc5b903b5f7d26ad3">00280</a> <a class="code" href="classmmix.html#6769a962f1f4d0ecc5b903b5f7d26ad3" title="Default constructor.">mmix</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ) : <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( rv, rvc ), <a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a> ( rv ) {<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a> = &<a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a>;}; |
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| 223 | <a name="l00282"></a><a class="code" href="classmmix.html#e7681490a5c5b2d0a43f4e5842e10a9d">00282</a> <span class="keywordtype">void</span> <a class="code" href="classmmix.html#e7681490a5c5b2d0a43f4e5842e10a9d" title="Set weights w and components R.">set_parameters</a> ( <span class="keyword">const</span> vec &w, <span class="keyword">const</span> Array<mpdf*> &<a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ) { |
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| 224 | <a name="l00283"></a>00283 Array<epdf*> Eps ( Coms.length() ); |
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| 225 | <a name="l00284"></a>00284 |
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| 226 | <a name="l00285"></a>00285 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < Coms.length();i++ ) { |
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| 227 | <a name="l00286"></a>00286 Eps ( i ) = & ( <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ( i )->_epdf() ); |
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| 228 | <a name="l00287"></a>00287 } |
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| 229 | <a name="l00288"></a>00288 <a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a>.<a class="code" href="classemix.html#d3789d50a3327a6de552db077af5e4c5">set_parameters</a> ( w, Eps ); |
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| 230 | <a name="l00289"></a>00289 }; |
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| 231 | <a name="l00290"></a>00290 |
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| 232 | <a name="l00291"></a><a class="code" href="classmmix.html#1a66629ec5c2b6f4740606cf737f0193">00291</a> <span class="keywordtype">void</span> <a class="code" href="classmmix.html#1a66629ec5c2b6f4740606cf737f0193" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &cond ) { |
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| 233 | <a name="l00292"></a>00292 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a>.length();i++ ) {<a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ( i )->condition ( cond );} |
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| 234 | <a name="l00293"></a>00293 }; |
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| 235 | <a name="l00294"></a>00294 }; |
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| 236 | <a name="l00295"></a>00295 |
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| 237 | <a name="l00296"></a>00296 <span class="preprocessor">#endif //MX_H</span> |
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[106] | 238 | </pre></div></div> |
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[224] | 239 | <hr size="1"><address style="text-align: right;"><small>Generated on Mon Jan 5 19:29:09 2009 for mixpp by |
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[106] | 240 | <a href="http://www.doxygen.org/index.html"> |
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[139] | 241 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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[106] | 242 | </body> |
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| 243 | </html> |
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