work/git/mixpp/bdm/stat/emix.h

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#ifndef MX_H
#define MX_H

#include "libBM.h"
#include "libEF.h"
//#include <std>

using namespace itpp;

class emix : public epdf {
protected:
        vec w;
        Array<epdf*> Coms;
public:
        emix ( RV &rv ) : epdf ( rv ) {};
        void set_parameters ( const vec &w, const Array<epdf*> &Coms );

        vec sample() const;
        vec mean() const {
                int i; vec mu = zeros ( rv.count() );
                for ( i = 0;i < w.length();i++ ) {mu += w ( i ) * Coms ( i )->mean(); }
                return mu;
        }
        double evalpdflog ( const vec &val ) const {
                int i;
                double sum = 0.0;
                for ( i = 0;i < w.length();i++ ) {sum += w ( i ) * Coms ( i )->evalpdflog ( val );}
                return log ( sum );
        };

//Access methods
        vec& _w() {return w;}
};

class mprod: public mpdf {
protected:
        //
        int n;
        // pointers to epdfs
        Array<epdf*> epdfs;
        Array<mpdf*> mpdfs;
        //
        Array<ivec> rvinds;
        Array<ivec> rvcinrv;
        Array<ivec> rvcinds;
        bool independent;
//      //! Indicate internal creation of mpdfs which must be destroyed
//      bool intermpdfs;
public:
        mprod ( Array<mpdf*> mFacs ) : mpdf ( RV(), RV() ), n ( mFacs.length() ), epdfs ( n ), mpdfs ( mFacs ), rvinds ( n ), rvcinrv ( n ), rvcinds ( n ) {
                int i;
                // Create rv
                for ( i = 0;i < n;i++ ) {
                        rv.add ( mpdfs ( i )->_rv() ); //add rv to common rvs.
                        epdfs ( i ) = & ( mpdfs ( i )->_epdf() ); // add pointer to epdf
                };
                // Create rvc
                for ( i = 0;i < n;i++ ) {
                        rvc.add ( mpdfs ( i )->_rv().subt ( rv ) ); //add rv to common rvs.
                };

                independent = true;
                //test rvc of mpdfs and fill rvinds
                for ( i = 0;i < n;i++ ) {
                        // find ith rv in common rv
                        rvinds ( i ) = mpdfs ( i )->_rv().dataind ( rv );
                        // find ith rvc in common rv
                        rvcinrv ( i ) = mpdfs ( i )->_rvc().dataind ( rv );
                        // find ith rvc in common rv
                        rvcinds ( i ) = mpdfs ( i )->_rvc().dataind ( rvc );
                        //
                        if ( rvcinds ( i ).length() >0 ) {independent = false;}
                        if ( rvcinds ( i ).length() >0 ) {independent = false;}
                }
        };

        double evalpdflog ( const vec &val ) const {
                int i;
                double res = 0.0;
                for ( i = n - 1;i > 0;i++ ) {
                        if ( rvcinds ( i ).length() > 0 )
                                {mpdfs ( i )->condition ( val ( rvcinds ( i ) ) );}
                        // add logarithms
                        res += epdfs ( i )->evalpdflog ( val ( rvinds ( i ) ) );
                }
                return res;
        }
        vec samplecond ( const vec &cond, vec &ll ) const {
                vec smp=zeros ( rv.count() );
                vec condi;
                for ( int i = ( n - 1 );i >= 0;i-- ) {
                        if ( rvcinds ( i ).length() > 0 ) {
                                condi = zeros ( rvcinrv.length() + rvcinds.length() );
                                // copy data in condition
                                set_subvector ( condi,rvcinds ( i ), cond );
                                // copy data in already generated sample
                                set_subvector ( condi,rvcinrv ( i ), smp );

                                mpdfs ( i )->condition ( condi );
                        }
                        // copy contribution of this pdf into smp
                        set_subvector ( smp,rvinds ( i ), epdfs ( i )->sample() );
                }
                return smp;
        }
//      vec mean() const {
//              vec tmp ( rv.count() );
//              if ( independent ) {
//                      for ( int i=0;i<n;i++ ) {
//                              vec pom = epdfs ( i )->mean();
//                              set_subvector ( tmp,rvinds ( i ), pom );
//                      }
//              }
//              else {
//                      int N=50*rv.count();
//                      it_warning ( "eprod.mean() computed by sampling" );
//                      tmp = zeros ( rv.count() );
//                      for ( int i=0;i<N;i++ ) { tmp += sample();}
//                      tmp /=N;
//              }
//              return tmp;
//      }

        ~mprod() {};
};

class mmix : public mpdf {
protected:
        Array<mpdf*> Coms;
        emix Epdf;
public:
        mmix ( RV &rv, RV &rvc ) : mpdf ( rv, rvc ), Epdf ( rv ) {ep = &Epdf;};
        void set_parameters ( const vec &w, const Array<mpdf*> &Coms ) {
                Array<epdf*> Eps ( Coms.length() );

                for ( int i = 0;i < Coms.length();i++ ) {
                        Eps ( i ) = & ( Coms ( i )->_epdf() );
                }
                Epdf.set_parameters ( w, Eps );
        };

        void condition ( const vec &cond ) {
                for ( int i = 0;i < Coms.length();i++ ) {Coms ( i )->condition ( cond );}
        };
};
#endif //MX_H

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