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| 65 | <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 |
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| 66 | <a name="l00013"></a>00013 <span class="preprocessor">#ifndef MX_H</span> |
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| 67 | <a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define MX_H</span> |
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| 68 | <a name="l00015"></a>00015 <span class="preprocessor"></span> |
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| 69 | <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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| 70 | <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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| 71 | <a name="l00018"></a>00018 <span class="comment">//#include <std></span> |
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| 72 | <a name="l00019"></a>00019 |
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| 73 | <a name="l00020"></a>00020 <span class="keyword">namespace </span>bdm { |
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| 74 | <a name="l00021"></a>00021 |
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| 75 | <a name="l00022"></a>00022 <span class="comment">//this comes first because it is used inside emix!</span> |
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| 76 | <a name="l00023"></a>00023 |
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| 77 | <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> { |
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| 78 | <a name="l00037"></a>00037 <span class="keyword">protected</span>: |
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| 79 | <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>; |
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| 80 | <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>; |
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| 81 | <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>; |
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| 82 | <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>; |
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| 83 | <a name="l00046"></a>00046 <span class="keyword">public</span>: |
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| 84 | <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> &rv, <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> ( ), <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a> ( ) { |
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| 85 | <a name="l00050"></a>00050 <span class="comment">// adjust rv and rvc</span> |
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| 86 | <a name="l00051"></a>00051 <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = nom0-><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>().<a class="code" href="classbdm_1_1RV.html#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> ( rv ); |
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| 87 | <a name="l00052"></a>00052 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</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#de30156104f61d86c94f758861418089">_dsize</a>(); |
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| 88 | <a name="l00053"></a>00053 <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a> = <span class="keyword">new</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>; |
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| 89 | <a name="l00054"></a>00054 <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-><a class="code" href="classbdm_1_1epdf.html#840de94aa33cf4f2ebd2427f45a165d8">set_parameters</a>(rv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>()); |
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| 90 | <a name="l00055"></a>00055 <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-><a class="code" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a>(rv); |
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| 91 | <a name="l00056"></a>00056 |
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| 92 | <a name="l00057"></a>00057 <span class="comment">//prepare data structures</span> |
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| 93 | <a name="l00058"></a>00058 <span class="keywordflow">if</span> ( copy ) {it_error ( <span class="stringliteral">"todo"</span> ); <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>; } |
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| 94 | <a name="l00059"></a>00059 <span class="keywordflow">else</span> { <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a> = nom0; <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> = <span class="keyword">false</span>; } |
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| 95 | <a name="l00060"></a>00060 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">length</a>() >0,<span class="stringliteral">"Makes no sense to use this object!"</span> ); |
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| 96 | <a name="l00061"></a>00061 |
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| 97 | <a name="l00062"></a>00062 <span class="comment">// build denominator</span> |
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| 98 | <a name="l00063"></a>00063 <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>-><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> ); |
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| 99 | <a name="l00064"></a>00064 <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#add918bf877c48714cff51ee4ad989b0" title="Constructor.">set_connection</a>(rv,<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>,nom0-><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>()); |
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| 100 | <a name="l00065"></a>00065 }; |
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| 101 | <a name="l00066"></a><a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204">00066</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 &val, <span class="keyword">const</span> vec &cond ) { |
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| 102 | <a name="l00067"></a>00067 <span class="keywordtype">double</span> tmp; |
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| 103 | <a name="l00068"></a>00068 vec nom_val ( <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-><a class="code" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>() + <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> ); |
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| 104 | <a name="l00069"></a>00069 <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#b29bc3c7bf2a1d87e77ccaa793d097d5">pushup_cond</a> ( nom_val,val,cond ); |
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| 105 | <a name="l00070"></a>00070 tmp = exp ( <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-><a class="code" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249" 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>-><a class="code" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249" title="Compute log-probability of argument val.">evallog</a> ( cond ) ); |
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| 106 | <a name="l00071"></a>00071 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite value"</span> ); |
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| 107 | <a name="l00072"></a>00072 <span class="keywordflow">return</span> tmp; |
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| 108 | <a name="l00073"></a>00073 } |
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| 109 | <a name="l00075"></a><a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15">00075</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>;} |
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| 110 | <a name="l00077"></a><a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c">00077</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>;}} |
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| 111 | <a name="l00078"></a>00078 }; |
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| 112 | <a name="l00079"></a>00079 |
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| 113 | <a name="l00090"></a><a class="code" href="classbdm_1_1emix.html">00090</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> { |
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| 114 | <a name="l00091"></a>00091 <span class="keyword">protected</span>: |
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| 115 | <a name="l00093"></a><a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46">00093</a> vec <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>; |
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| 116 | <a name="l00095"></a><a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e">00095</a> Array<epdf*> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>; |
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| 117 | <a name="l00097"></a><a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4">00097</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a>; |
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| 118 | <a name="l00098"></a>00098 <span class="keyword">public</span>: |
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| 119 | <a name="l00100"></a><a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d">00100</a> <a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d" title="Default constructor.">emix</a> ( ) : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( ) {}; |
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| 120 | <a name="l00103"></a>00103 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#3a107a6b808a081389ef17af951c234a">set_parameters</a> ( <span class="keyword">const</span> vec &<a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>, <span class="keyword">const</span> Array<epdf*> &<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>, <span class="keywordtype">bool</span> copy=<span class="keyword">false</span> ); |
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| 121 | <a name="l00104"></a>00104 |
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| 122 | <a name="l00105"></a>00105 vec <a class="code" href="classbdm_1_1emix.html#e8839dbbb0d1276a8dbe957a67cfe0dc" title="Returns a sample, from density .">sample</a>() <span class="keyword">const</span>; |
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| 123 | <a name="l00106"></a><a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a">00106</a> vec <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
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| 124 | <a name="l00107"></a>00107 <span class="keywordtype">int</span> i; vec mu = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
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| 125 | <a name="l00108"></a>00108 <span class="keywordflow">for</span> ( i = 0;i < <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 )->mean(); } |
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| 126 | <a name="l00109"></a>00109 <span class="keywordflow">return</span> mu; |
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| 127 | <a name="l00110"></a>00110 } |
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| 128 | <a name="l00111"></a><a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86">00111</a> vec <a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
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| 129 | <a name="l00112"></a>00112 <span class="comment">//non-central moment</span> |
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| 130 | <a name="l00113"></a>00113 vec mom2 = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
|---|
| 131 | <a name="l00114"></a>00114 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < <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 ) * (<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>(i)->variance() + pow ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(),2 )); } |
|---|
| 132 | <a name="l00115"></a>00115 <span class="comment">//central moment</span> |
|---|
| 133 | <a name="l00116"></a>00116 <span class="keywordflow">return</span> mom2-pow ( <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(),2 ); |
|---|
| 134 | <a name="l00117"></a>00117 } |
|---|
| 135 | <a name="l00118"></a><a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">00118</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 &val )<span class="keyword"> const </span>{ |
|---|
| 136 | <a name="l00119"></a>00119 <span class="keywordtype">int</span> i; |
|---|
| 137 | <a name="l00120"></a>00120 <span class="keywordtype">double</span> sum = 0.0; |
|---|
| 138 | <a name="l00121"></a>00121 <span class="keywordflow">for</span> ( i = 0;i < <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 )-><a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e" title="Compute log-probability of argument val.">evallog</a> ( val ) );} |
|---|
| 139 | <a name="l00122"></a>00122 <span class="keywordflow">if</span> ( sum==0.0 ) {sum=std::numeric_limits<double>::epsilon();} |
|---|
| 140 | <a name="l00123"></a>00123 <span class="keywordtype">double</span> tmp=log ( sum ); |
|---|
| 141 | <a name="l00124"></a>00124 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite"</span> ); |
|---|
| 142 | <a name="l00125"></a>00125 <span class="keywordflow">return</span> tmp; |
|---|
| 143 | <a name="l00126"></a>00126 }; |
|---|
| 144 | <a name="l00127"></a><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b">00127</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 &Val )<span class="keyword"> const </span>{ |
|---|
| 145 | <a name="l00128"></a>00128 vec x=zeros ( Val.cols() ); |
|---|
| 146 | <a name="l00129"></a>00129 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { |
|---|
| 147 | <a name="l00130"></a>00130 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 )-><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ); |
|---|
| 148 | <a name="l00131"></a>00131 } |
|---|
| 149 | <a name="l00132"></a>00132 <span class="keywordflow">return</span> log ( x ); |
|---|
| 150 | <a name="l00133"></a>00133 }; |
|---|
| 151 | <a name="l00135"></a><a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2">00135</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 &Val )<span class="keyword"> const </span>{ |
|---|
| 152 | <a name="l00136"></a>00136 mat X ( <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(), Val.cols() ); |
|---|
| 153 | <a name="l00137"></a>00137 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { |
|---|
| 154 | <a name="l00138"></a>00138 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 )-><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ) ); |
|---|
| 155 | <a name="l00139"></a>00139 } |
|---|
| 156 | <a name="l00140"></a>00140 <span class="keywordflow">return</span> X; |
|---|
| 157 | <a name="l00141"></a>00141 }; |
|---|
| 158 | <a name="l00142"></a>00142 |
|---|
| 159 | <a name="l00143"></a>00143 <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> &<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; |
|---|
| 160 | <a name="l00144"></a>00144 <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> &<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; <span class="comment">//why not mratio!!</span> |
|---|
| 161 | <a name="l00145"></a>00145 |
|---|
| 162 | <a name="l00146"></a>00146 <span class="comment">//Access methods</span> |
|---|
| 163 | <a name="l00148"></a><a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be">00148</a> <span class="comment"></span> vec& <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>;} |
|---|
| 164 | <a name="l00149"></a>00149 <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<<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 );}}} |
|---|
| 165 | <a name="l00151"></a><a class="code" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e">00151</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>;} |
|---|
| 166 | <a name="l00152"></a>00152 |
|---|
| 167 | <a name="l00154"></a><a class="code" href="classbdm_1_1emix.html#578616445243674438257be99ba71612">00154</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 );} |
|---|
| 168 | <a name="l00155"></a><a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e">00155</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">set_rv</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>){ |
|---|
| 169 | <a name="l00156"></a>00156 <a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">epdf::set_rv</a>(rv); |
|---|
| 170 | <a name="l00157"></a>00157 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>.length();i++){<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>(i)->set_rv(rv);} |
|---|
| 171 | <a name="l00158"></a>00158 } |
|---|
| 172 | <a name="l00159"></a>00159 }; |
|---|
| 173 | <a name="l00160"></a>00160 |
|---|
| 174 | <a name="l00169"></a><a class="code" href="classbdm_1_1mprod.html">00169</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> { |
|---|
| 175 | <a name="l00170"></a>00170 <span class="keyword">protected</span>: |
|---|
| 176 | <a name="l00172"></a><a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51">00172</a> Array<epdf*> <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a>; |
|---|
| 177 | <a name="l00174"></a><a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f">00174</a> Array<datalink_m2m*> <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>; |
|---|
| 178 | <a name="l00176"></a><a class="code" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677">00176</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_1mprod.html#e3fe66c257e5eca9de1031ef44907677" title="dummy ep">dummy</a>; |
|---|
| 179 | <a name="l00177"></a>00177 <span class="keyword">public</span>: |
|---|
| 180 | <a name="l00180"></a><a class="code" href="classbdm_1_1mprod.html#680c3e2d95b116c7cfb227c7f2984525">00180</a> <a class="code" href="classbdm_1_1mprod.html#680c3e2d95b116c7cfb227c7f2984525" title="Constructor from list of mFacs,.">mprod</a> ( Array<mpdf*> 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_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">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> ) { |
|---|
| 181 | <a name="l00181"></a>00181 <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>=&<a class="code" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677" title="dummy ep">dummy</a>; |
|---|
| 182 | <a name="l00182"></a>00182 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rv=<a class="code" href="classbdm_1_1compositepdf.html#c73d39acc4378eee6a63155c3517d3c9" title="find common rv, flag">getrv</a> ( <span class="keyword">true</span> ); |
|---|
| 183 | <a name="l00183"></a>00183 set_rv ( rv );<a class="code" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677" title="dummy ep">dummy</a>.<a class="code" href="classbdm_1_1epdf.html#840de94aa33cf4f2ebd2427f45a165d8">set_parameters</a> ( rv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ); |
|---|
| 184 | <a name="l00184"></a>00184 <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#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>(),<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ); |
|---|
| 185 | <a name="l00185"></a>00185 <span class="comment">// rv and rvc established = > we can link them with mpdfs</span> |
|---|
| 186 | <a name="l00186"></a>00186 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a>;i++ ) { |
|---|
| 187 | <a name="l00187"></a>00187 <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>; |
|---|
| 188 | <a name="l00188"></a>00188 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>(i)->set_connection( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->_rv(), <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->_rvc(), _rv(), _rvc() ); |
|---|
| 189 | <a name="l00189"></a>00189 } |
|---|
| 190 | <a name="l00190"></a>00190 |
|---|
| 191 | <a name="l00191"></a>00191 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<n;i++ ) { |
|---|
| 192 | <a name="l00192"></a>00192 <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a> ( i ) =& ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->_epdf() ); |
|---|
| 193 | <a name="l00193"></a>00193 } |
|---|
| 194 | <a name="l00194"></a>00194 }; |
|---|
| 195 | <a name="l00195"></a>00195 |
|---|
| 196 | <a name="l00196"></a><a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2">00196</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 &val, <span class="keyword">const</span> vec &cond ) { |
|---|
| 197 | <a name="l00197"></a>00197 <span class="keywordtype">int</span> i; |
|---|
| 198 | <a name="l00198"></a>00198 <span class="keywordtype">double</span> res = 0.0; |
|---|
| 199 | <a name="l00199"></a>00199 <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 >= 0;i-- ) { |
|---|
| 200 | <a name="l00200"></a>00200 <span class="comment">/* if ( mpdfs(i)->_rvc().count() >0) {</span> |
|---|
| 201 | <a name="l00201"></a>00201 <span class="comment"> mpdfs ( i )->condition ( dls ( i )->get_cond ( val,cond ) );</span> |
|---|
| 202 | <a name="l00202"></a>00202 <span class="comment"> }</span> |
|---|
| 203 | <a name="l00203"></a>00203 <span class="comment"> // add logarithms</span> |
|---|
| 204 | <a name="l00204"></a>00204 <span class="comment"> res += epdfs ( i )->evallog ( dls ( i )->pushdown ( val ) );*/</span> |
|---|
| 205 | <a name="l00205"></a>00205 res += <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->evallogcond ( |
|---|
| 206 | <a name="l00206"></a>00206 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->pushdown ( val ), |
|---|
| 207 | <a name="l00207"></a>00207 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->get_cond ( val, cond ) |
|---|
| 208 | <a name="l00208"></a>00208 ); |
|---|
| 209 | <a name="l00209"></a>00209 } |
|---|
| 210 | <a name="l00210"></a>00210 <span class="keywordflow">return</span> res; |
|---|
| 211 | <a name="l00211"></a>00211 } |
|---|
| 212 | <a name="l00212"></a>00212 <span class="comment">//TODO smarter...</span> |
|---|
| 213 | <a name="l00213"></a><a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">00213</a> vec <a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &cond ) { |
|---|
| 214 | <a name="l00215"></a>00215 vec smp= std::numeric_limits<double>::infinity() * ones ( <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-><a class="code" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>() ); |
|---|
| 215 | <a name="l00216"></a>00216 vec smpi; |
|---|
| 216 | <a name="l00217"></a>00217 <span class="comment">// Hard assumption here!!! We are going backwards, to assure that samples that are needed from smp are already generated!</span> |
|---|
| 217 | <a name="l00218"></a>00218 <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 >= 0;i-- ) { |
|---|
| 218 | <a name="l00219"></a>00219 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->dimensionc() ) { |
|---|
| 219 | <a name="l00220"></a>00220 <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->condition ( <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->get_cond ( smp ,cond ) ); <span class="comment">// smp is val here!!</span> |
|---|
| 220 | <a name="l00221"></a>00221 } |
|---|
| 221 | <a name="l00222"></a>00222 smpi = <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a> ( i )->sample(); |
|---|
| 222 | <a name="l00223"></a>00223 <span class="comment">// copy contribution of this pdf into smp</span> |
|---|
| 223 | <a name="l00224"></a>00224 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->pushup ( smp, smpi ); |
|---|
| 224 | <a name="l00225"></a>00225 <span class="comment">// add ith likelihood contribution</span> |
|---|
| 225 | <a name="l00226"></a>00226 } |
|---|
| 226 | <a name="l00227"></a>00227 <span class="keywordflow">return</span> smp; |
|---|
| 227 | <a name="l00228"></a>00228 } |
|---|
| 228 | <a name="l00229"></a>00229 mat <a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &cond, <span class="keywordtype">int</span> N ) { |
|---|
| 229 | <a name="l00230"></a>00230 mat Smp ( dimension(),N ); |
|---|
| 230 | <a name="l00231"></a>00231 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<N;i++ ) {Smp.set_col ( i,<a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( cond ) );} |
|---|
| 231 | <a name="l00232"></a>00232 <span class="keywordflow">return</span> Smp; |
|---|
| 232 | <a name="l00233"></a>00233 } |
|---|
| 233 | <a name="l00234"></a>00234 |
|---|
| 234 | <a name="l00235"></a>00235 ~<a class="code" href="classbdm_1_1mprod.html#680c3e2d95b116c7cfb227c7f2984525" title="Constructor from list of mFacs,.">mprod</a>() {}; |
|---|
| 235 | <a name="l00236"></a>00236 }; |
|---|
| 236 | <a name="l00237"></a>00237 |
|---|
| 237 | <a name="l00239"></a><a class="code" href="classbdm_1_1eprod.html">00239</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> { |
|---|
| 238 | <a name="l00240"></a>00240 <span class="keyword">protected</span>: |
|---|
| 239 | <a name="l00242"></a><a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391">00242</a> Array<const epdf*> <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>; |
|---|
| 240 | <a name="l00244"></a><a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43">00244</a> Array<datalink*> <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>; |
|---|
| 241 | <a name="l00245"></a>00245 <span class="keyword">public</span>: |
|---|
| 242 | <a name="l00246"></a>00246 <a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a> () : <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( 0 ),<a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( 0 ) {}; |
|---|
| 243 | <a name="l00247"></a>00247 <span class="keywordtype">void</span> set_parameters ( <span class="keyword">const</span> Array<const epdf*> &epdfs0, <span class="keywordtype">bool</span> named=<span class="keyword">true</span> ) { |
|---|
| 244 | <a name="l00248"></a>00248 <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>=epdfs0;<span class="comment">//.set_length ( epdfs0.length() );</span> |
|---|
| 245 | <a name="l00249"></a>00249 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>.set_length ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length() ); |
|---|
| 246 | <a name="l00250"></a>00250 |
|---|
| 247 | <a name="l00251"></a>00251 <span class="keywordtype">bool</span> independent=<span class="keyword">true</span>; |
|---|
| 248 | <a name="l00252"></a>00252 <span class="keywordflow">if</span> ( named ) { |
|---|
| 249 | <a name="l00253"></a>00253 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
|---|
| 250 | <a name="l00254"></a>00254 independent=<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description 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 )-><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() ); |
|---|
| 251 | <a name="l00255"></a>00255 it_assert_debug ( independent==<span class="keyword">true</span>, <span class="stringliteral">"eprod:: given components are not independent."</span> ); |
|---|
| 252 | <a name="l00256"></a>00256 } |
|---|
| 253 | <a name="l00257"></a>00257 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>=<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>._dsize(); |
|---|
| 254 | <a name="l00258"></a>00258 } |
|---|
| 255 | <a name="l00259"></a>00259 <span class="keywordflow">else</span> { |
|---|
| 256 | <a name="l00260"></a>00260 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> =0; <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
|---|
| 257 | <a name="l00261"></a>00261 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>+=<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->dimension(); |
|---|
| 258 | <a name="l00262"></a>00262 } |
|---|
| 259 | <a name="l00263"></a>00263 } |
|---|
| 260 | <a name="l00264"></a>00264 <span class="comment">//</span> |
|---|
| 261 | <a name="l00265"></a>00265 <span class="keywordtype">int</span> cumdim=0; |
|---|
| 262 | <a name="l00266"></a>00266 <span class="keywordtype">int</span> dimi=0; |
|---|
| 263 | <a name="l00267"></a>00267 <span class="keywordtype">int</span> i; |
|---|
| 264 | <a name="l00268"></a>00268 <span class="keywordflow">for</span> ( i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
|---|
| 265 | <a name="l00269"></a>00269 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i ) = <span class="keyword">new</span> datalink; |
|---|
| 266 | <a name="l00270"></a>00270 <span class="keywordflow">if</span> ( named ) {<a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->set_connection ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() , <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> );} |
|---|
| 267 | <a name="l00271"></a>00271 <span class="keywordflow">else</span> { |
|---|
| 268 | <a name="l00272"></a>00272 dimi = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->dimension(); |
|---|
| 269 | <a name="l00273"></a>00273 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->set_connection ( dimi, <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, linspace ( cumdim,cumdim+dimi-1 ) ); |
|---|
| 270 | <a name="l00274"></a>00274 cumdim+=dimi; |
|---|
| 271 | <a name="l00275"></a>00275 } |
|---|
| 272 | <a name="l00276"></a>00276 } |
|---|
| 273 | <a name="l00277"></a>00277 } |
|---|
| 274 | <a name="l00278"></a>00278 |
|---|
| 275 | <a name="l00279"></a><a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24">00279</a> vec <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
|---|
| 276 | <a name="l00280"></a>00280 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
|---|
| 277 | <a name="l00281"></a>00281 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
|---|
| 278 | <a name="l00282"></a>00282 vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->mean(); |
|---|
| 279 | <a name="l00283"></a>00283 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushup ( tmp, pom ); |
|---|
| 280 | <a name="l00284"></a>00284 } |
|---|
| 281 | <a name="l00285"></a>00285 <span class="keywordflow">return</span> tmp; |
|---|
| 282 | <a name="l00286"></a>00286 } |
|---|
| 283 | <a name="l00287"></a><a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615">00287</a> vec <a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
|---|
| 284 | <a name="l00288"></a>00288 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); <span class="comment">//second moment</span> |
|---|
| 285 | <a name="l00289"></a>00289 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
|---|
| 286 | <a name="l00290"></a>00290 vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->mean(); |
|---|
| 287 | <a name="l00291"></a>00291 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushup ( tmp, pow ( pom,2 ) ); |
|---|
| 288 | <a name="l00292"></a>00292 } |
|---|
| 289 | <a name="l00293"></a>00293 <span class="keywordflow">return</span> tmp-pow ( <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>(),2 ); |
|---|
| 290 | <a name="l00294"></a>00294 } |
|---|
| 291 | <a name="l00295"></a><a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741">00295</a> vec <a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{ |
|---|
| 292 | <a name="l00296"></a>00296 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
|---|
| 293 | <a name="l00297"></a>00297 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
|---|
| 294 | <a name="l00298"></a>00298 vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->sample(); |
|---|
| 295 | <a name="l00299"></a>00299 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushup ( tmp, pom ); |
|---|
| 296 | <a name="l00300"></a>00300 } |
|---|
| 297 | <a name="l00301"></a>00301 <span class="keywordflow">return</span> tmp; |
|---|
| 298 | <a name="l00302"></a>00302 } |
|---|
| 299 | <a name="l00303"></a><a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2">00303</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 &val )<span class="keyword"> const </span>{ |
|---|
| 300 | <a name="l00304"></a>00304 <span class="keywordtype">double</span> tmp=0; |
|---|
| 301 | <a name="l00305"></a>00305 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
|---|
| 302 | <a name="l00306"></a>00306 tmp+=<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->evallog ( <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushdown ( val ) ); |
|---|
| 303 | <a name="l00307"></a>00307 } |
|---|
| 304 | <a name="l00308"></a>00308 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite"</span> ); |
|---|
| 305 | <a name="l00309"></a>00309 <span class="keywordflow">return</span> tmp; |
|---|
| 306 | <a name="l00310"></a>00310 } |
|---|
| 307 | <a name="l00312"></a><a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953">00312</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<<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 );} |
|---|
| 308 | <a name="l00313"></a>00313 |
|---|
| 309 | <a name="l00315"></a><a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf">00315</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<<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#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i );}} |
|---|
| 310 | <a name="l00316"></a>00316 }; |
|---|
| 311 | <a name="l00317"></a>00317 |
|---|
| 312 | <a name="l00318"></a>00318 |
|---|
| 313 | <a name="l00322"></a><a class="code" href="classbdm_1_1mmix.html">00322</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> { |
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| 314 | <a name="l00323"></a>00323 <span class="keyword">protected</span>: |
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| 315 | <a name="l00325"></a><a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c">00325</a> Array<mpdf*> <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a>; |
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| 316 | <a name="l00327"></a><a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60">00327</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>; |
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| 317 | <a name="l00328"></a>00328 <span class="keyword">public</span>: |
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| 318 | <a name="l00330"></a><a class="code" href="classbdm_1_1mmix.html#a0cf51b7daeb6751103e94e6b96213fb">00330</a> <a class="code" href="classbdm_1_1mmix.html#a0cf51b7daeb6751103e94e6b96213fb" title="Default constructor.">mmix</a> ( ) : <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_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a> () {<a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a> = &<a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a>;}; |
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| 319 | <a name="l00332"></a><a class="code" href="classbdm_1_1mmix.html#ad8d9df36cb0ca093a29af0eca12da32">00332</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 &w, <span class="keyword">const</span> Array<mpdf*> &<a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ) { |
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| 320 | <a name="l00333"></a>00333 Array<epdf*> Eps ( Coms.length() ); |
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| 321 | <a name="l00334"></a>00334 |
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| 322 | <a name="l00335"></a>00335 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < Coms.length();i++ ) { |
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| 323 | <a name="l00336"></a>00336 Eps ( i ) = & ( <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ( i )->_epdf() ); |
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| 324 | <a name="l00337"></a>00337 } |
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| 325 | <a name="l00338"></a>00338 <a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a>.<a class="code" href="classbdm_1_1emix.html#3a107a6b808a081389ef17af951c234a">set_parameters</a> ( w, Eps ); |
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| 326 | <a name="l00339"></a>00339 }; |
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| 327 | <a name="l00340"></a>00340 |
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| 328 | <a name="l00341"></a><a class="code" href="classbdm_1_1mmix.html#0a5241ecc9911e816b00b92d5c7c8df0">00341</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 &cond ) { |
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| 329 | <a name="l00342"></a>00342 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < <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 )->condition ( cond );} |
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| 330 | <a name="l00343"></a>00343 }; |
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| 331 | <a name="l00344"></a>00344 }; |
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| 332 | <a name="l00345"></a>00345 |
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| 333 | <a name="l00346"></a>00346 } |
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| 334 | <a name="l00347"></a>00347 <span class="preprocessor">#endif //MX_H</span> |
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| 335 | </pre></div></div> |
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| 336 | <hr size="1"><address style="text-align: right;"><small>Generated on Thu Apr 23 21:06:42 2009 for mixpp by |
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| 337 | <a href="http://www.doxygen.org/index.html"> |
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| 338 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> |
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| 339 | </body> |
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| 340 | </html> |
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