1 | <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> |
---|
2 | <html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8"> |
---|
3 | <title>mixpp: work/git/mixpp/bdm/stat/emix.h Source File</title> |
---|
4 | <link href="doxygen.css" rel="stylesheet" type="text/css"> |
---|
5 | <link href="tabs.css" rel="stylesheet" type="text/css"> |
---|
6 | </head><body> |
---|
7 | <!-- Generated by Doxygen 1.5.6 --> |
---|
8 | <div class="navigation" id="top"> |
---|
9 | <div class="tabs"> |
---|
10 | <ul> |
---|
11 | <li><a href="index.html"><span>Main Page</span></a></li> |
---|
12 | <li><a href="pages.html"><span>Related Pages</span></a></li> |
---|
13 | <li><a href="annotated.html"><span>Classes</span></a></li> |
---|
14 | <li class="current"><a href="files.html"><span>Files</span></a></li> |
---|
15 | </ul> |
---|
16 | </div> |
---|
17 | <h1>work/git/mixpp/bdm/stat/emix.h</h1><a href="emix_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 |
---|
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 <std></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 { |
---|
29 | <a name="l00034"></a>00034 <span class="keyword">protected</span>: |
---|
30 | <a name="l00036"></a><a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab">00036</a> vec <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>; |
---|
31 | <a name="l00038"></a><a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4">00038</a> Array<epdf*> <a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a>; |
---|
32 | <a name="l00039"></a>00039 <span class="keyword">public</span>: |
---|
33 | <a name="l00041"></a><a class="code" href="classemix.html#3a10c8481115a5460877272ddb6532a6">00041</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> &<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 ) {}; |
---|
34 | <a name="l00043"></a>00043 <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 &<a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>, <span class="keyword">const</span> Array<epdf*> &<a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ); |
---|
35 | <a name="l00044"></a>00044 |
---|
36 | <a name="l00045"></a>00045 vec <a class="code" href="classemix.html#0650601f24e633e0ab09aa1e46c14483" title="Returns the required moment of the epdf.">sample</a>() <span class="keyword">const</span>; |
---|
37 | <a name="l00046"></a><a class="code" href="classemix.html#b662a51d042b062020460e64bff4e9e8">00046</a> vec <a class="code" href="classemix.html#b662a51d042b062020460e64bff4e9e8" title="return expected value">mean</a>()<span class="keyword"> const</span> |
---|
38 | <a name="l00047"></a>00047 <span class="keyword"> </span>{ |
---|
39 | <a name="l00048"></a>00048 <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>() ); |
---|
40 | <a name="l00049"></a>00049 <span class="keywordflow">for</span> ( i=0;i<<a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>.length();i++ ) {mu+=<a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a> ( i ) *<a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ( i )->mean(); } |
---|
41 | <a name="l00050"></a>00050 <span class="keywordflow">return</span> mu; |
---|
42 | <a name="l00051"></a>00051 } |
---|
43 | <a name="l00052"></a><a class="code" href="classemix.html#469e910479b3402589104ef3bb1b5741">00052</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 &val )<span class="keyword"> const</span> |
---|
44 | <a name="l00053"></a>00053 <span class="keyword"> </span>{ |
---|
45 | <a name="l00054"></a>00054 <span class="keywordtype">int</span> i; |
---|
46 | <a name="l00055"></a>00055 <span class="keywordtype">double</span> sum=0.0; |
---|
47 | <a name="l00056"></a>00056 <span class="keywordflow">for</span> ( i=0;i<<a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>.length();i++ ) {sum+=<a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a> ( i ) *<a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ( i )->evalpdflog ( val );} |
---|
48 | <a name="l00057"></a>00057 <span class="keywordflow">return</span> log ( sum ); |
---|
49 | <a name="l00058"></a>00058 }; |
---|
50 | <a name="l00059"></a>00059 |
---|
51 | <a name="l00060"></a>00060 <span class="comment">//Access methods</span> |
---|
52 | <a name="l00062"></a><a class="code" href="classemix.html#35baf0f62307455cebfbf462144b4dd8">00062</a> <span class="comment"></span> vec& <a class="code" href="classemix.html#35baf0f62307455cebfbf462144b4dd8" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() {<span class="keywordflow">return</span> <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>;} |
---|
53 | <a name="l00063"></a>00063 }; |
---|
54 | <a name="l00064"></a>00064 |
---|
55 | <a name="l00073"></a><a class="code" href="classeprod.html">00073</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> |
---|
56 | <a name="l00074"></a>00074 { |
---|
57 | <a name="l00075"></a>00075 <span class="keyword">protected</span>: |
---|
58 | <a name="l00076"></a>00076 Array<epdf*> epdfs; |
---|
59 | <a name="l00077"></a>00077 Array<mpdf*> mpdfs; |
---|
60 | <a name="l00078"></a>00078 ivec sizes; |
---|
61 | <a name="l00079"></a>00079 <span class="keyword">public</span>: |
---|
62 | <a name="l00080"></a>00080 <a class="code" href="classeprod.html" title="Chain rule decomposition of epdf.">eprod</a>(Array<epdf> Facs){ |
---|
63 | <a name="l00081"></a>00081 <span class="keywordflow">for</span> |
---|
64 | <a name="l00082"></a>00082 }; |
---|
65 | <a name="l00083"></a>00083 |
---|
66 | <a name="l00084"></a>00084 }; |
---|
67 | <a name="l00085"></a>00085 |
---|
68 | <a name="l00089"></a><a class="code" href="classmmix.html">00089</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> |
---|
69 | <a name="l00090"></a>00090 { |
---|
70 | <a name="l00091"></a>00091 <span class="keyword">protected</span>: |
---|
71 | <a name="l00093"></a><a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f">00093</a> Array<mpdf*> <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a>; |
---|
72 | <a name="l00095"></a><a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914">00095</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>; |
---|
73 | <a name="l00096"></a>00096 <span class="keyword">public</span>: |
---|
74 | <a name="l00098"></a><a class="code" href="classmmix.html#6769a962f1f4d0ecc5b903b5f7d26ad3">00098</a> <a class="code" href="classmmix.html#6769a962f1f4d0ecc5b903b5f7d26ad3" title="Default constructor.">mmix</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ) : <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( rv, rvc ), <a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a> ( rv ) {<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>=&<a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a>;}; |
---|
75 | <a name="l00100"></a><a class="code" href="classmmix.html#e7681490a5c5b2d0a43f4e5842e10a9d">00100</a> <span class="keywordtype">void</span> <a class="code" href="classmmix.html#e7681490a5c5b2d0a43f4e5842e10a9d" title="Set weights w and components R.">set_parameters</a> ( <span class="keyword">const</span> vec &w, <span class="keyword">const</span> Array<mpdf*> &<a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ) |
---|
76 | <a name="l00101"></a>00101 { |
---|
77 | <a name="l00102"></a>00102 Array<epdf*> Eps ( Coms.length() ); |
---|
78 | <a name="l00103"></a>00103 |
---|
79 | <a name="l00104"></a>00104 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<Coms.length();i++ ) |
---|
80 | <a name="l00105"></a>00105 { |
---|
81 | <a name="l00106"></a>00106 Eps ( i ) =& ( <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ( i )->_epdf() ); |
---|
82 | <a name="l00107"></a>00107 } |
---|
83 | <a name="l00108"></a>00108 <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 ); |
---|
84 | <a name="l00109"></a>00109 }; |
---|
85 | <a name="l00110"></a>00110 |
---|
86 | <a name="l00111"></a><a class="code" href="classmmix.html#1a66629ec5c2b6f4740606cf737f0193">00111</a> <span class="keywordtype">void</span> <a class="code" href="classmmix.html#1a66629ec5c2b6f4740606cf737f0193" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &cond ) |
---|
87 | <a name="l00112"></a>00112 { |
---|
88 | <a name="l00113"></a>00113 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a>.length();i++ ) {<a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ( i )->condition ( cond );} |
---|
89 | <a name="l00114"></a>00114 }; |
---|
90 | <a name="l00115"></a>00115 }; |
---|
91 | <a name="l00116"></a>00116 <span class="preprocessor">#endif //MX_H</span> |
---|
92 | </pre></div></div> |
---|
93 | <hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 16 17:22:03 2008 for mixpp by |
---|
94 | <a href="http://www.doxygen.org/index.html"> |
---|
95 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
---|
96 | </body> |
---|
97 | </html> |
---|