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[261]19<h1>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
[106]20<a name="l00013"></a>00013 <span class="preprocessor">#ifndef MX_H</span>
21<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define MX_H</span>
22<a name="l00015"></a>00015 <span class="preprocessor"></span>
23<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>
24<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>
25<a name="l00018"></a>00018 <span class="comment">//#include &lt;std&gt;</span>
26<a name="l00019"></a>00019
[255]27<a name="l00020"></a>00020 <span class="keyword">namespace </span>bdm{
[106]28<a name="l00021"></a>00021
[210]29<a name="l00022"></a>00022 <span class="comment">//this comes first because it is used inside emix!</span>
30<a name="l00023"></a>00023
[255]31<a name="l00036"></a><a class="code" href="classbdm_1_1mratio.html">00036</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mratio.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="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
[210]32<a name="l00037"></a>00037 <span class="keyword">protected</span>:
[255]33<a name="l00039"></a><a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54">00039</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>;
34<a name="l00041"></a><a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88">00041</a>         <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>;
35<a name="l00043"></a><a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8">00043</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>;
36<a name="l00045"></a><a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7">00045</a>         <a class="code" href="classbdm_1_1datalink__m2e.html" title="data link between">datalink_m2e</a> <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>;
[210]37<a name="l00046"></a>00046 <span class="keyword">public</span>:
[255]38<a name="l00049"></a><a class="code" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">00049</a>         <a class="code" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">mratio</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* nom0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51" title="modeled random variable">rv</a>, <span class="keywordtype">bool</span> copy=<span class="keyword">false</span> ) :<a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( rv,nom0-&gt;<a class="code" href="classbdm_1_1mpdf.html#222d5280e309c5a053ba73841e98c151" title="access function">_rv</a>().subt ( rv ) ), <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a> ( rv,<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>,nom0-&gt;<a class="code" href="classbdm_1_1mpdf.html#222d5280e309c5a053ba73841e98c151" title="access function">_rv</a>() ) {
[210]39<a name="l00050"></a>00050                 <span class="keywordflow">if</span> ( copy ) {
40<a name="l00051"></a>00051 <span class="comment">//                      nom = nom0-&gt;_copy_();</span>
41<a name="l00052"></a>00052                         it_error ( <span class="stringliteral">"todo"</span> );
[255]42<a name="l00053"></a>00053                         <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>;
[210]43<a name="l00054"></a>00054                 }
44<a name="l00055"></a>00055                 <span class="keywordflow">else</span> {
[255]45<a name="l00056"></a>00056                         <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a> = nom0;
46<a name="l00057"></a>00057                         <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> = <span class="keyword">false</span>;
[210]47<a name="l00058"></a>00058                 }
[255]48<a name="l00059"></a>00059                 it_assert_debug ( <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.<a class="code" href="classbdm_1_1RV.html#e9ec8c3e756651ff352ab5e3d3acda4b" title="Return length (number of entries) of the RV.">length</a>() &gt;0,<span class="stringliteral">"Makes no sense to use this object!"</span> );
49<a name="l00060"></a>00060                 <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a> = <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> );
[210]50<a name="l00061"></a>00061         };
[255]51<a name="l00062"></a><a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204">00062</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &amp;val, <span class="keyword">const</span> vec &amp;cond ) {
[219]52<a name="l00063"></a>00063                 <span class="keywordtype">double</span> tmp;
[255]53<a name="l00064"></a>00064                 vec nom_val ( <a class="code" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51" title="modeled random variable">rv</a>.<a class="code" href="classbdm_1_1RV.html#2174751a00ce19f941edd2c1a861be67" title="Return number of scalars in the RV.">count</a>() +<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.<a class="code" href="classbdm_1_1RV.html#2174751a00ce19f941edd2c1a861be67" title="Return number of scalars in the RV.">count</a>() );
54<a name="l00065"></a>00065                 <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.<a class="code" href="classbdm_1_1datalink__m2e.html#d6803ec2e8c9e844d54d99b6686b0701">fill_val_cond</a> ( nom_val,val,cond );
55<a name="l00066"></a>00066                 tmp = exp ( <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3" title="Compute log-probability of argument val.">evallog</a> ( nom_val ) - <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3" title="Compute log-probability of argument val.">evallog</a> ( cond ) );
[219]56<a name="l00067"></a>00067                 it_assert_debug(std::isfinite(tmp),<span class="stringliteral">"Infinite value"</span>);
57<a name="l00068"></a>00068                 <span class="keywordflow">return</span> tmp;
58<a name="l00069"></a>00069         }
[255]59<a name="l00071"></a><a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15">00071</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15" title="Object takes ownership of nom and will destroy it.">ownnom</a>() {<a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>;}
60<a name="l00073"></a><a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c">00073</a>         <a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c" title="Default destructor.">~mratio</a>() {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>; <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>;}}
[219]61<a name="l00074"></a>00074 };
62<a name="l00075"></a>00075
[255]63<a name="l00086"></a><a class="code" href="classbdm_1_1emix.html">00086</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> {
[219]64<a name="l00087"></a>00087 <span class="keyword">protected</span>:
[255]65<a name="l00089"></a><a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46">00089</a>         vec <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>;
66<a name="l00091"></a><a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e">00091</a>         Array&lt;epdf*&gt; <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>;
67<a name="l00093"></a><a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4">00093</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a>;
[219]68<a name="l00094"></a>00094 <span class="keyword">public</span>:
[255]69<a name="l00096"></a><a class="code" href="classbdm_1_1emix.html#38649cee71ed9d8c32cfe8bb4b78a98b">00096</a>         <a class="code" href="classbdm_1_1emix.html#38649cee71ed9d8c32cfe8bb4b78a98b" title="Default constructor.">emix</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Identified of the random variable.">rv</a> ) : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv ) {};
70<a name="l00099"></a>00099         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#d8c1aefba8302759836b5f26999ce840">set_parameters</a> ( <span class="keyword">const</span> vec &amp;<a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>, <span class="keyword">const</span> Array&lt;epdf*&gt; &amp;<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>, <span class="keywordtype">bool</span> copy=<span class="keyword">true</span> );
[219]71<a name="l00100"></a>00100
[255]72<a name="l00101"></a>00101         vec <a class="code" href="classbdm_1_1emix.html#e8839dbbb0d1276a8dbe957a67cfe0dc" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>;
73<a name="l00102"></a><a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a">00102</a>         vec <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>()<span class="keyword"> const </span>{
74<a name="l00103"></a>00103                 <span class="keywordtype">int</span> i; vec mu = zeros ( <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Identified of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#2174751a00ce19f941edd2c1a861be67" title="Return number of scalars in the RV.">count</a>() );
75<a name="l00104"></a>00104                 <span class="keywordflow">for</span> ( i = 0;i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length();i++ ) {mu += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;mean(); }
[219]76<a name="l00105"></a>00105                 <span class="keywordflow">return</span> mu;
77<a name="l00106"></a>00106         }
[255]78<a name="l00107"></a><a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86">00107</a>         vec <a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{
[234]79<a name="l00108"></a>00108                 <span class="comment">//non-central moment</span>
[255]80<a name="l00109"></a>00109                 vec mom2 = zeros(<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Identified of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#2174751a00ce19f941edd2c1a861be67" title="Return number of scalars in the RV.">count</a>());
81<a name="l00110"></a>00110                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length();i++ ) {mom2 += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * pow(<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(),2); }
[234]82<a name="l00111"></a>00111                 <span class="comment">//central moment</span>
[255]83<a name="l00112"></a>00112                 <span class="keywordflow">return</span> mom2-pow(<a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(),2);
[234]84<a name="l00113"></a>00113         }
[255]85<a name="l00114"></a><a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">00114</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e" title="Compute log-probability of argument val.">evallog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{
[234]86<a name="l00115"></a>00115                 <span class="keywordtype">int</span> i;
87<a name="l00116"></a>00116                 <span class="keywordtype">double</span> sum = 0.0;
[255]88<a name="l00117"></a>00117                 <span class="keywordflow">for</span> ( i = 0;i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length();i++ ) {sum += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e" title="Compute log-probability of argument val.">evallog</a> ( val ) );}
[234]89<a name="l00118"></a>00118                 <span class="keywordflow">if</span> (sum==0.0){sum=std::numeric_limits&lt;double&gt;::epsilon();}
90<a name="l00119"></a>00119                 <span class="keywordtype">double</span> tmp=log ( sum );
91<a name="l00120"></a>00120                 it_assert_debug(std::isfinite(tmp),<span class="stringliteral">"Infinite"</span>);
92<a name="l00121"></a>00121                 <span class="keywordflow">return</span> tmp;
[219]93<a name="l00122"></a>00122         };
[255]94<a name="l00123"></a><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b">00123</a>         vec <a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( <span class="keyword">const</span> mat &amp;Val )<span class="keyword"> const </span>{
[234]95<a name="l00124"></a>00124                 vec x=zeros ( Val.cols() );
[255]96<a name="l00125"></a>00125                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) {
97<a name="l00126"></a>00126                         x+= <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) );
[234]98<a name="l00127"></a>00127                 }
99<a name="l00128"></a>00128                 <span class="keywordflow">return</span> log ( x );
100<a name="l00129"></a>00129         };
[255]101<a name="l00131"></a><a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2">00131</a>         mat <a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2" title="Auxiliary function that returns pdflog for each component.">evallog_M</a> ( <span class="keyword">const</span> mat &amp;Val )<span class="keyword"> const </span>{
102<a name="l00132"></a>00132                 mat X ( <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(), Val.cols() );
103<a name="l00133"></a>00133                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) {
104<a name="l00134"></a>00134                         X.set_row ( i, <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ) );
[234]105<a name="l00135"></a>00135                 }
106<a name="l00136"></a>00136                 <span class="keywordflow">return</span> X;
107<a name="l00137"></a>00137         };
108<a name="l00138"></a>00138
[255]109<a name="l00139"></a>00139         <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>* <a class="code" href="classbdm_1_1emix.html#f7165371cc4f7be9292024b9f5431646" 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="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Identified of the random variable.">rv</a> ) <span class="keyword">const</span>;
110<a name="l00140"></a>00140         <a class="code" href="classbdm_1_1mratio.html" title="Class representing ratio of two densities which arise e.g. by applying the Bayes...">mratio</a>* <a class="code" href="classbdm_1_1emix.html#fc7772a2972959cf19ba26882feacecf" 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="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Identified of the random variable.">rv</a> ) <span class="keyword">const</span>; <span class="comment">//why not mratio!!</span>
[219]111<a name="l00141"></a>00141
[234]112<a name="l00142"></a>00142 <span class="comment">//Access methods</span>
[255]113<a name="l00144"></a><a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be">00144</a> <span class="comment"></span>        vec&amp; <a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>;}
114<a name="l00145"></a>00145         <span class="keyword">virtual</span> ~<a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>() {<span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a> ) {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i );}}}
115<a name="l00147"></a><a class="code" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e">00147</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e" title="Auxiliary function for taking ownership of the Coms().">ownComs</a>() {<a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a>=<span class="keyword">true</span>;}
[234]116<a name="l00148"></a>00148
[255]117<a name="l00150"></a><a class="code" href="classbdm_1_1emix.html#578616445243674438257be99ba71612">00150</a>         <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1emix.html#578616445243674438257be99ba71612" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i );}
[234]118<a name="l00151"></a>00151 };
119<a name="l00152"></a>00152
[261]120<a name="l00161"></a><a class="code" href="classbdm_1_1mprod.html">00161</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mprod.html" title="Chain rule decomposition of epdf.">mprod</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1compositepdf.html" title="Abstract composition of pdfs, will be used for specific classes this abstract class...">compositepdf</a>, <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
[234]121<a name="l00162"></a>00162 <span class="keyword">protected</span>:
[255]122<a name="l00164"></a><a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51">00164</a>         Array&lt;epdf*&gt; <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a>;
123<a name="l00166"></a><a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f">00166</a>         Array&lt;datalink_m2m*&gt; <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>;
[234]124<a name="l00167"></a>00167 <span class="keyword">public</span>:
[261]125<a name="l00170"></a><a class="code" href="classbdm_1_1mprod.html#680c3e2d95b116c7cfb227c7f2984525">00170</a>         <a class="code" href="classbdm_1_1mprod.html#680c3e2d95b116c7cfb227c7f2984525" title="Constructor from list of mFacs,.">mprod</a> ( Array&lt;mpdf*&gt; mFacs ) : <a class="code" href="classbdm_1_1compositepdf.html" title="Abstract composition of pdfs, will be used for specific classes this abstract class...">compositepdf</a> ( mFacs ), <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( <a class="code" href="classbdm_1_1compositepdf.html#c73d39acc4378eee6a63155c3517d3c9" title="find common rv, flag">getrv</a> ( true ),<a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>() ), <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> ), <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> ) {
[255]126<a name="l00171"></a>00171                 <a class="code" href="classbdm_1_1compositepdf.html#c71fc2c51f49d797e61f479f543c75ce" title="common rvc of all mpdfs is written to rvc">setrvc</a> ( <a class="code" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51" title="modeled random variable">rv</a>,<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> );
[234]127<a name="l00172"></a>00172                 <span class="comment">// rv and rvc established = &gt; we can link them with mpdfs</span>
[255]128<a name="l00173"></a>00173                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a>;i++ ) {
129<a name="l00174"></a>00174                         <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2m.html">datalink_m2m</a> ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;<a class="code" href="classbdm_1_1mpdf.html#222d5280e309c5a053ba73841e98c151" title="access function">_rv</a>(), <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;<a class="code" href="classbdm_1_1mpdf.html#b3aba7311038bf990d706a64cab60cf8" title="access function">_rvc</a>(), <a class="code" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51" title="modeled random variable">rv</a>, <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> );
[234]130<a name="l00175"></a>00175                 }
131<a name="l00176"></a>00176
132<a name="l00177"></a>00177                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;n;i++ ) {
[255]133<a name="l00178"></a>00178                         <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( i ) =&amp; ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_epdf() );
[234]134<a name="l00179"></a>00179                 }
135<a name="l00180"></a>00180         };
136<a name="l00181"></a>00181
[255]137<a name="l00182"></a><a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2">00182</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &amp;val, <span class="keyword">const</span> vec &amp;cond ) {
[234]138<a name="l00183"></a>00183                 <span class="keywordtype">int</span> i;
139<a name="l00184"></a>00184                 <span class="keywordtype">double</span> res = 1.0;
[255]140<a name="l00185"></a>00185                 <span class="keywordflow">for</span> ( i = <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> - 1;i &gt;= 0;i-- ) {
[234]141<a name="l00186"></a>00186                         <span class="comment">/*                      if ( mpdfs(i)-&gt;_rvc().count() &gt;0) {</span>
142<a name="l00187"></a>00187 <span class="comment">                                                        mpdfs ( i )-&gt;condition ( dls ( i )-&gt;get_cond ( val,cond ) );</span>
143<a name="l00188"></a>00188 <span class="comment">                                                }</span>
144<a name="l00189"></a>00189 <span class="comment">                                                // add logarithms</span>
145<a name="l00190"></a>00190 <span class="comment">                                                res += epdfs ( i )-&gt;evallog ( dls ( i )-&gt;get_val ( val ) );*/</span>
[255]146<a name="l00191"></a>00191                         res *= <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;evallogcond (
147<a name="l00192"></a>00192                                    <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;get_val ( val ),
148<a name="l00193"></a>00193                                    <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;get_cond ( val, cond )
[234]149<a name="l00194"></a>00194                                );
150<a name="l00195"></a>00195                 }
151<a name="l00196"></a>00196                 <span class="keywordflow">return</span> res;
152<a name="l00197"></a>00197         }
[255]153<a name="l00198"></a><a class="code" href="classbdm_1_1mprod.html#1a37c2aaba8bde7fce5351c39b6e1168">00198</a>         vec <a class="code" href="classbdm_1_1mprod.html#1a37c2aaba8bde7fce5351c39b6e1168" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond, <span class="keywordtype">double</span> &amp;ll ) {
154<a name="l00200"></a>00200                 vec smp= std::numeric_limits&lt;double&gt;::infinity() * ones ( <a class="code" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51" title="modeled random variable">rv</a>.<a class="code" href="classbdm_1_1RV.html#2174751a00ce19f941edd2c1a861be67" title="Return number of scalars in the RV.">count</a>() );
[234]155<a name="l00201"></a>00201                 vec smpi;
156<a name="l00202"></a>00202                 ll = 0;
157<a name="l00203"></a>00203                 <span class="comment">// Hard assumption here!!! We are going backwards, to assure that samples that are needed from smp are already generated!</span>
[255]158<a name="l00204"></a>00204                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = ( <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> - 1 );i &gt;= 0;i-- ) {
159<a name="l00205"></a>00205                         <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_rvc().count() ) {
160<a name="l00206"></a>00206                                 <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;condition ( <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;get_cond ( smp ,cond ) ); <span class="comment">// smp is val here!!</span>
[234]161<a name="l00207"></a>00207                         }
[255]162<a name="l00208"></a>00208                         smpi = <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( i )-&gt;sample();
[234]163<a name="l00209"></a>00209                         <span class="comment">// copy contribution of this pdf into smp</span>
[255]164<a name="l00210"></a>00210                         <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;fill_val ( smp, smpi );
[234]165<a name="l00211"></a>00211                         <span class="comment">// add ith likelihood contribution</span>
[255]166<a name="l00212"></a>00212                         ll+=<a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( i )-&gt;evallog ( smpi );
[234]167<a name="l00213"></a>00213                 }
168<a name="l00214"></a>00214                 <span class="keywordflow">return</span> smp;
169<a name="l00215"></a>00215         }
[255]170<a name="l00216"></a>00216         mat <a class="code" href="classbdm_1_1mprod.html#1a37c2aaba8bde7fce5351c39b6e1168" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond, vec &amp;ll, <span class="keywordtype">int</span> N ) {
171<a name="l00217"></a>00217                 mat Smp ( <a class="code" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51" title="modeled random variable">rv</a>.<a class="code" href="classbdm_1_1RV.html#2174751a00ce19f941edd2c1a861be67" title="Return number of scalars in the RV.">count</a>(),N );
172<a name="l00218"></a>00218                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;N;i++ ) {Smp.set_col ( i,<a class="code" href="classbdm_1_1mprod.html#1a37c2aaba8bde7fce5351c39b6e1168" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( cond,ll ( i ) ) );}
[234]173<a name="l00219"></a>00219                 <span class="keywordflow">return</span> Smp;
174<a name="l00220"></a>00220         }
175<a name="l00221"></a>00221
[255]176<a name="l00222"></a>00222         ~<a class="code" href="classbdm_1_1mprod.html#680c3e2d95b116c7cfb227c7f2984525" title="Constructor from list of mFacs,.">mprod</a>() {};
[234]177<a name="l00223"></a>00223 };
178<a name="l00224"></a>00224
[255]179<a name="l00226"></a><a class="code" href="classbdm_1_1eprod.html">00226</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> {
[234]180<a name="l00227"></a>00227 <span class="keyword">protected</span>:
[255]181<a name="l00229"></a><a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391">00229</a>         Array&lt;const epdf*&gt; <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>;
182<a name="l00231"></a><a class="code" href="classbdm_1_1eprod.html#a42b1820428ac06eecb6d938cb6896ff">00231</a>         Array&lt;datalink_e2e*&gt; <a class="code" href="classbdm_1_1eprod.html#a42b1820428ac06eecb6d938cb6896ff" title="Array of indeces.">dls</a>;
[234]183<a name="l00232"></a>00232 <span class="keyword">public</span>:
[255]184<a name="l00233"></a>00233         <a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a> ( <span class="keyword">const</span> Array&lt;const epdf*&gt; epdfs0 ) : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>() ),<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( epdfs0 ),<a class="code" href="classbdm_1_1eprod.html#a42b1820428ac06eecb6d938cb6896ff" title="Array of indeces.">dls</a> ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length() ) {
[234]185<a name="l00234"></a>00234                 <span class="keywordtype">bool</span> independent=<span class="keyword">true</span>;
[255]186<a name="l00235"></a>00235                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) {
187<a name="l00236"></a>00236                         independent=<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Identified of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="access function, possibly dangerous!">_rv</a>() );
[234]188<a name="l00237"></a>00237                         it_assert_debug ( independent==<span class="keyword">true</span>, <span class="stringliteral">"eprod:: given components are not independent ."</span> );
189<a name="l00238"></a>00238                 }
[255]190<a name="l00239"></a>00239                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) {
[261]191<a name="l00240"></a>00240                         <a class="code" href="classbdm_1_1eprod.html#a42b1820428ac06eecb6d938cb6896ff" title="Array of indeces.">dls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__e2e.html" title="DataLink is a connection between two data vectors Up and Down.">datalink_e2e</a> ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="access function, possibly dangerous!">_rv</a>() , <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Identified of the random variable.">rv</a> );
[234]192<a name="l00241"></a>00241                 }
193<a name="l00242"></a>00242         }
194<a name="l00243"></a>00243
[255]195<a name="l00244"></a><a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24">00244</a>         vec <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>()<span class="keyword"> const </span>{
196<a name="l00245"></a>00245                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Identified of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#2174751a00ce19f941edd2c1a861be67" title="Return number of scalars in the RV.">count</a>() );
197<a name="l00246"></a>00246                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) {
198<a name="l00247"></a>00247                         vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;mean();
199<a name="l00248"></a>00248                         <a class="code" href="classbdm_1_1eprod.html#a42b1820428ac06eecb6d938cb6896ff" title="Array of indeces.">dls</a> ( i )-&gt;fill_val ( tmp, pom );
[234]200<a name="l00249"></a>00249                 }
201<a name="l00250"></a>00250                 <span class="keywordflow">return</span> tmp;
202<a name="l00251"></a>00251         }
[255]203<a name="l00252"></a><a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615">00252</a>         vec <a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{
204<a name="l00253"></a>00253                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Identified of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#2174751a00ce19f941edd2c1a861be67" title="Return number of scalars in the RV.">count</a>() ); <span class="comment">//second moment</span>
205<a name="l00254"></a>00254                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) {
206<a name="l00255"></a>00255                         vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;mean();
207<a name="l00256"></a>00256                         <a class="code" href="classbdm_1_1eprod.html#a42b1820428ac06eecb6d938cb6896ff" title="Array of indeces.">dls</a> ( i )-&gt;fill_val ( tmp, pow(pom,2) );
[219]208<a name="l00257"></a>00257                 }
[255]209<a name="l00258"></a>00258                 <span class="keywordflow">return</span> tmp-pow(<a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>(),2);
[234]210<a name="l00259"></a>00259         }
[255]211<a name="l00260"></a><a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741">00260</a>         vec <a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{
212<a name="l00261"></a>00261                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Identified of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#2174751a00ce19f941edd2c1a861be67" title="Return number of scalars in the RV.">count</a>() );
213<a name="l00262"></a>00262                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) {
214<a name="l00263"></a>00263                         vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;sample();
215<a name="l00264"></a>00264                         <a class="code" href="classbdm_1_1eprod.html#a42b1820428ac06eecb6d938cb6896ff" title="Array of indeces.">dls</a> ( i )-&gt;fill_val ( tmp, pom );
[234]216<a name="l00265"></a>00265                 }
217<a name="l00266"></a>00266                 <span class="keywordflow">return</span> tmp;
218<a name="l00267"></a>00267         }
[255]219<a name="l00268"></a><a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2">00268</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2" title="Compute log-probability of argument val.">evallog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{
[234]220<a name="l00269"></a>00269                 <span class="keywordtype">double</span> tmp=0;
[255]221<a name="l00270"></a>00270                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) {
222<a name="l00271"></a>00271                         tmp+=<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;evallog ( <a class="code" href="classbdm_1_1eprod.html#a42b1820428ac06eecb6d938cb6896ff" title="Array of indeces.">dls</a> ( i )-&gt;get_val ( val ) );
[234]223<a name="l00272"></a>00272                 }
224<a name="l00273"></a>00273                 it_assert_debug(std::isfinite(tmp),<span class="stringliteral">"Infinite"</span>);
225<a name="l00274"></a>00274                 <span class="keywordflow">return</span> tmp;
226<a name="l00275"></a>00275         }
[255]227<a name="l00277"></a><a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953">00277</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953" title="access function">operator () </a>( <span class="keywordtype">int</span> i )<span class="keyword"> const </span>{it_assert_debug ( i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(),<span class="stringliteral">"wrong index"</span> );<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i );}
[234]228<a name="l00278"></a>00278
[255]229<a name="l00280"></a><a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf">00280</a>         <a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf" title="Destructor.">~eprod</a>() {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1eprod.html#a42b1820428ac06eecb6d938cb6896ff" title="Array of indeces.">dls</a> ( i );}}
[234]230<a name="l00281"></a>00281 };
231<a name="l00282"></a>00282
232<a name="l00283"></a>00283
[255]233<a name="l00287"></a><a class="code" href="classbdm_1_1mmix.html">00287</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mmix.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="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
[234]234<a name="l00288"></a>00288 <span class="keyword">protected</span>:
[255]235<a name="l00290"></a><a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c">00290</a>         Array&lt;mpdf*&gt; <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a>;
236<a name="l00292"></a><a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60">00292</a>         <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a> <a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a>;
[234]237<a name="l00293"></a>00293 <span class="keyword">public</span>:
[255]238<a name="l00295"></a><a class="code" href="classbdm_1_1mmix.html#580a05ae61b179de3fccfcb60f11efd9">00295</a>         <a class="code" href="classbdm_1_1mmix.html#580a05ae61b179de3fccfcb60f11efd9" title="Default constructor.">mmix</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51" title="modeled random variable">rv</a>, <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ) : <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( rv, rvc ), <a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a> ( rv ) {<a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a> = &amp;<a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a>;};
239<a name="l00297"></a><a class="code" href="classbdm_1_1mmix.html#ad8d9df36cb0ca093a29af0eca12da32">00297</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mmix.html#ad8d9df36cb0ca093a29af0eca12da32" title="Set weights w and components R.">set_parameters</a> ( <span class="keyword">const</span> vec &amp;w, <span class="keyword">const</span> Array&lt;mpdf*&gt; &amp;<a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ) {
[234]240<a name="l00298"></a>00298                 Array&lt;epdf*&gt; Eps ( Coms.length() );
241<a name="l00299"></a>00299
242<a name="l00300"></a>00300                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; Coms.length();i++ ) {
[255]243<a name="l00301"></a>00301                         Eps ( i ) = &amp; ( <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ( i )-&gt;_epdf() );
[234]244<a name="l00302"></a>00302                 }
[255]245<a name="l00303"></a>00303                 <a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a>.<a class="code" href="classbdm_1_1emix.html#d8c1aefba8302759836b5f26999ce840">set_parameters</a> ( w, Eps );
[234]246<a name="l00304"></a>00304         };
247<a name="l00305"></a>00305
[255]248<a name="l00306"></a><a class="code" href="classbdm_1_1mmix.html#0a5241ecc9911e816b00b92d5c7c8df0">00306</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mmix.html#0a5241ecc9911e816b00b92d5c7c8df0" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;cond ) {
249<a name="l00307"></a>00307                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a>.length();i++ ) {<a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ( i )-&gt;condition ( cond );}
[234]250<a name="l00308"></a>00308         };
251<a name="l00309"></a>00309 };
252<a name="l00310"></a>00310
[255]253<a name="l00311"></a>00311 }
254<a name="l00312"></a>00312 <span class="preprocessor">#endif //MX_H</span>
[106]255</pre></div></div>
[261]256<hr size="1"><address style="text-align: right;"><small>Generated on Fri Feb 6 15:29:44 2009 for mixpp by&nbsp;
[106]257<a href="http://www.doxygen.org/index.html">
[139]258<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
[106]259</body>
260</html>
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