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17<h1>work/mixpp/bdm/stat/emix.h</h1><a href="emix_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
18<a name="l00013"></a>00013 <span class="preprocessor">#ifndef MX_H</span>
19<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define MX_H</span>
20<a name="l00015"></a>00015 <span class="preprocessor"></span>
21<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>
22<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>
23<a name="l00018"></a>00018 <span class="comment">//#include &lt;std&gt;</span>
24<a name="l00019"></a>00019
25<a name="l00020"></a>00020 <span class="keyword">using namespace </span>itpp;
26<a name="l00021"></a>00021
27<a name="l00032"></a><a class="code" href="classemix.html">00032</a> <span class="keyword">class </span><a class="code" href="classemix.html" title="Mixture of epdfs.">emix</a> : <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> {
28<a name="l00033"></a>00033 <span class="keyword">protected</span>:
29<a name="l00035"></a><a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab">00035</a>         vec <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>;
30<a name="l00037"></a><a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4">00037</a>         Array&lt;epdf*&gt; <a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a>;
31<a name="l00038"></a>00038 <span class="keyword">public</span>:
32<a name="l00040"></a><a class="code" href="classemix.html#3a10c8481115a5460877272ddb6532a6">00040</a>         <a class="code" href="classemix.html#3a10c8481115a5460877272ddb6532a6" title="Default constructor.">emix</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ) : <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv ) {};
33<a name="l00042"></a>00042         <span class="keywordtype">void</span> <a class="code" href="classemix.html#6ce82b24d7fe540ddbf44b472a005555" title="Set weights w and components R.">set_parameters</a> ( <span class="keyword">const</span> vec &amp;<a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>, <span class="keyword">const</span> Array&lt;epdf*&gt; &amp;<a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> );
34<a name="l00043"></a>00043
35<a name="l00044"></a>00044         vec <a class="code" href="classemix.html#0650601f24e633e0ab09aa1e46c14483" title="Returns the required moment of the epdf.">sample</a>() <span class="keyword">const</span>;
36<a name="l00045"></a><a class="code" href="classemix.html#b662a51d042b062020460e64bff4e9e8">00045</a>         vec <a class="code" href="classemix.html#b662a51d042b062020460e64bff4e9e8" title="return expected value">mean</a>()<span class="keyword"> const </span>{
37<a name="l00046"></a>00046                 <span class="keywordtype">int</span> i; vec mu=zeros ( <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() );
38<a name="l00047"></a>00047                 <span class="keywordflow">for</span> ( i=0;i&lt;<a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>.length();i++ ) {mu+=<a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a> ( i ) *<a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ( i )-&gt;mean(); }
39<a name="l00048"></a>00048                 <span class="keywordflow">return</span> mu;
40<a name="l00049"></a>00049         }
41<a name="l00050"></a><a class="code" href="classemix.html#469e910479b3402589104ef3bb1b5741">00050</a>         <span class="keywordtype">double</span> <a class="code" href="classemix.html#469e910479b3402589104ef3bb1b5741" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{
42<a name="l00051"></a>00051                 <span class="keywordtype">int</span> i;
43<a name="l00052"></a>00052                 <span class="keywordtype">double</span> sum=0.0;
44<a name="l00053"></a>00053                 <span class="keywordflow">for</span> ( i=0;i&lt;<a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>.length();i++ ) {sum+=<a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a> ( i ) *<a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ( i )-&gt;evalpdflog ( val );}
45<a name="l00054"></a>00054                 <span class="keywordflow">return</span> log ( sum );
46<a name="l00055"></a>00055         };
47<a name="l00056"></a>00056
48<a name="l00057"></a>00057 <span class="comment">//Access methods</span>
49<a name="l00059"></a><a class="code" href="classemix.html#35baf0f62307455cebfbf462144b4dd8">00059</a> <span class="comment"></span>        vec&amp; <a class="code" href="classemix.html#35baf0f62307455cebfbf462144b4dd8" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() {<span class="keywordflow">return</span> <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>;}
50<a name="l00060"></a>00060 };
51<a name="l00061"></a>00061
52<a name="l00066"></a><a class="code" href="classeprod.html">00066</a> <span class="keyword">class </span><a class="code" href="classeprod.html" title="Chain rule decomposition of epdf.">eprod</a>: <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> {
53<a name="l00067"></a>00067 <span class="keyword">protected</span>:
54<a name="l00068"></a>00068         Array&lt;epdf*&gt; epdfs;
55<a name="l00069"></a>00069         Array&lt;mpdf*&gt; mpdfs;
56<a name="l00070"></a>00070 <span class="keyword">public</span>:
57<a name="l00071"></a>00071
58<a name="l00072"></a>00072
59<a name="l00073"></a>00073 };
60<a name="l00074"></a>00074
61<a name="l00078"></a><a class="code" href="classmmix.html">00078</a> <span class="keyword">class </span><a class="code" href="classmmix.html" title="Mixture of mpdfs with constant weights.">mmix</a> : <span class="keyword">public</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
62<a name="l00079"></a>00079 <span class="keyword">protected</span>:
63<a name="l00081"></a><a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f">00081</a>         Array&lt;mpdf*&gt; <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a>;
64<a name="l00083"></a><a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914">00083</a>         <a class="code" href="classemix.html" title="Mixture of epdfs.">emix</a> <a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a>;
65<a name="l00084"></a>00084 <span class="keyword">public</span>:
66<a name="l00086"></a><a class="code" href="classmmix.html#6769a962f1f4d0ecc5b903b5f7d26ad3">00086</a>         <a class="code" href="classmmix.html#6769a962f1f4d0ecc5b903b5f7d26ad3" title="Default constructor.">mmix</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ) : <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( rv, rvc ), <a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a> ( rv ) {<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>=&amp;<a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a>;};
67<a name="l00088"></a><a class="code" href="classmmix.html#e7681490a5c5b2d0a43f4e5842e10a9d">00088</a>         <span class="keywordtype">void</span> <a class="code" href="classmmix.html#e7681490a5c5b2d0a43f4e5842e10a9d" title="Set weights w and components R.">set_parameters</a> ( <span class="keyword">const</span> vec &amp;w, <span class="keyword">const</span> Array&lt;mpdf*&gt; &amp;<a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ) {
68<a name="l00089"></a>00089                 Array&lt;epdf*&gt; Eps ( Coms.length());
69<a name="l00090"></a>00090
70<a name="l00091"></a>00091                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;Coms.length();i++ ) {<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>* Ci=<a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a>(i);
71<a name="l00092"></a>00092                  Eps ( i ) =&amp; ( <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ( i )-&gt;_epdf() );}
72<a name="l00093"></a>00093                 <a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a>.<a class="code" href="classemix.html#6ce82b24d7fe540ddbf44b472a005555" title="Set weights w and components R.">set_parameters</a> ( w,Eps );
73<a name="l00094"></a>00094         };
74<a name="l00095"></a>00095
75<a name="l00096"></a><a class="code" href="classmmix.html#1a66629ec5c2b6f4740606cf737f0193">00096</a>         <span class="keywordtype">void</span> <a class="code" href="classmmix.html#1a66629ec5c2b6f4740606cf737f0193" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;cond ) {
76<a name="l00097"></a>00097                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a>.length();i++ ) {<a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ( i )-&gt;condition ( cond );}
77<a name="l00098"></a>00098         };
78<a name="l00099"></a>00099 };
79<a name="l00100"></a>00100 <span class="preprocessor">#endif //MX_H</span>
80</pre></div></div>
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