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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 &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="l00039"></a><a class="code" href="classemix.html#7d0d863e6066ee02947914ff06ac34e8">00039</a>         <span class="keywordtype">bool</span> <a class="code" href="classemix.html#7d0d863e6066ee02947914ff06ac34e8" title="Flag if owning Coms.">destroyComs</a>;
32<a name="l00040"></a>00040 <span class="keyword">public</span>:
33<a name="l00042"></a><a class="code" href="classemix.html#62194619791d5f1da88cad01cfc9339d">00042</a>         <a class="code" href="classemix.html#62194619791d5f1da88cad01cfc9339d" title="Default constructor.">emix</a> (<span class="keyword">const</span> <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 ) {};
34<a name="l00044"></a>00044         <span class="keywordtype">void</span> <a class="code" href="classemix.html#d3789d50a3327a6de552db077af5e4c5" title="Set weights w and components Coms , Coms are not copied!">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>, <span class="keywordtype">bool</span> copy=<span class="keyword">true</span> );
35<a name="l00045"></a>00045
36<a name="l00046"></a>00046         vec <a class="code" href="classemix.html#0650601f24e633e0ab09aa1e46c14483" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>;
37<a name="l00047"></a><a class="code" href="classemix.html#b662a51d042b062020460e64bff4e9e8">00047</a>         vec <a class="code" href="classemix.html#b662a51d042b062020460e64bff4e9e8" title="return expected value">mean</a>()<span class="keyword"> const </span>{
38<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>() );
39<a name="l00049"></a>00049                 <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(); }
40<a name="l00050"></a>00050                 <span class="keywordflow">return</span> mu;
41<a name="l00051"></a>00051         }
42<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 &amp;val )<span class="keyword"> const </span>{
43<a name="l00053"></a>00053                 <span class="keywordtype">int</span> i;
44<a name="l00054"></a>00054                 <span class="keywordtype">double</span> sum = 0.0;
45<a name="l00055"></a>00055                 <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 );}
46<a name="l00056"></a>00056                 <span class="keywordflow">return</span> log ( sum );
47<a name="l00057"></a>00057         };
48<a name="l00058"></a>00058
49<a name="l00059"></a>00059 <span class="comment">//Access methods</span>
50<a name="l00061"></a><a class="code" href="classemix.html#35baf0f62307455cebfbf462144b4dd8">00061</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>;}
51<a name="l00062"></a>00062         <span class="keyword">virtual</span> ~<a class="code" href="classemix.html" title="Mixture of epdfs.">emix</a>(){<span class="keywordflow">if</span> (<a class="code" href="classemix.html#7d0d863e6066ee02947914ff06ac34e8" title="Flag if owning Coms.">destroyComs</a>){<span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a>.length();i++){<span class="keyword">delete</span> <a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a>(i);}}}
52<a name="l00064"></a><a class="code" href="classemix.html#4d7baeb2a9e3fca1d8fd32a107df291d">00064</a>         <span class="keywordtype">void</span> <a class="code" href="classemix.html#4d7baeb2a9e3fca1d8fd32a107df291d" title="Auxiliary function for taking ownership of the Coms().">ownComs</a>(){<a class="code" href="classemix.html#7d0d863e6066ee02947914ff06ac34e8" title="Flag if owning Coms.">destroyComs</a>=<span class="keyword">true</span>;}
53<a name="l00065"></a>00065 };
54<a name="l00066"></a>00066
55<a name="l00075"></a><a class="code" href="classmprod.html">00075</a> <span class="keyword">class </span><a class="code" href="classmprod.html" title="Chain rule decomposition of epdf.">mprod</a>: <span class="keyword">public</span> <a class="code" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes.">compositepdf</a>, <span class="keyword">public</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
56<a name="l00076"></a>00076 <span class="keyword">protected</span>:
57<a name="l00078"></a><a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e">00078</a>         Array&lt;epdf*&gt; <a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a>;
58<a name="l00080"></a><a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6">00080</a>         Array&lt;ivec&gt; <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a>;
59<a name="l00081"></a>00081 <span class="keyword">public</span>:
60<a name="l00085"></a><a class="code" href="classmprod.html#419b303581a91ad85200bdcb4b3186f4">00085</a>         <a class="code" href="classmprod.html#419b303581a91ad85200bdcb4b3186f4" title="Constructor from list of mFacs, Additional parameter overlap is left for future use...">mprod</a> ( Array&lt;mpdf*&gt; mFacs): <a class="code" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes.">compositepdf</a>(mFacs), <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>(<a class="code" href="classcompositepdf.html#635d219fb3e32852400d6f98aa4bdc93" title="find common rv, flag">getrv</a>(true),<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>()), <a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a>(<a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a>), <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a>(<a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a>)
61<a name="l00086"></a>00086         {       <a class="code" href="classcompositepdf.html#5a4479785c1fdb2cc351fbea07b899ac" title="common rvc of all mpdfs is written to rvc">setrvc</a>(<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>,<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>);
62<a name="l00087"></a>00087                 <a class="code" href="classcompositepdf.html#3bd4ada95f381ea6c4cff2dc86e957c4" title="Function fills Array by indeces of mpdfs inside given rv.">setrvcinrv</a>(<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>,<a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a>);
63<a name="l00088"></a>00088                 <a class="code" href="classcompositepdf.html#08958c8f76d65de94ecc37b8d90bc77a" title="fill all rv*inrv* according to">setindices</a>(<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>);
64<a name="l00089"></a>00089         <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a>;i++){<a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a>(i)=&amp;(<a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a>(i)-&gt;_epdf());}
65<a name="l00090"></a>00090         };
66<a name="l00091"></a>00091
67<a name="l00092"></a>00092         <span class="keywordtype">double</span> evalpdflog ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{
68<a name="l00093"></a>00093                 <span class="keywordtype">int</span> i;
69<a name="l00094"></a>00094                 <span class="keywordtype">double</span> res = 0.0;
70<a name="l00095"></a>00095                 <span class="keywordflow">for</span> ( i = <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a> - 1;i &gt; 0;i++ ) {
71<a name="l00096"></a>00096                         <span class="keywordflow">if</span> ( <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ).length() &gt; 0 )
72<a name="l00097"></a>00097                                 {<a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( i )-&gt;condition ( val ( <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ) ) );}
73<a name="l00098"></a>00098                         <span class="comment">// add logarithms</span>
74<a name="l00099"></a>00099                         res += <a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( i )-&gt;evalpdflog ( val ( <a class="code" href="classcompositepdf.html#4d4a8269f9faefeca8cdc251a5a29a7f" title="Indeces of rvs in common rv.">rvsinrv</a> ( i ) ) );
75<a name="l00100"></a>00100                 }
76<a name="l00101"></a>00101                 <span class="keywordflow">return</span> res;
77<a name="l00102"></a>00102         }
78<a name="l00103"></a><a class="code" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68">00103</a>         vec <a class="code" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68" title="Returns the required moment of the epdf.">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond, <span class="keywordtype">double</span> &amp;ll ) {
79<a name="l00104"></a>00104                 vec smp=zeros ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() );
80<a name="l00105"></a>00105                 vec condi;
81<a name="l00106"></a>00106                 vec smpi;
82<a name="l00107"></a>00107                 ll = 0;
83<a name="l00108"></a>00108                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = ( <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a> - 1 );i &gt;= 0;i-- ) {
84<a name="l00109"></a>00109                         <span class="keywordflow">if</span> (( <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ).length() &gt; 0 )||( <a class="code" href="classcompositepdf.html#3df07bb5e3ed36a3119b145043296676" title="Indeces of rvc in common rv.">rvcsinrv</a> ( i ).length() &gt; 0 )) {
85<a name="l00110"></a>00110                                 condi = zeros ( <a class="code" href="classcompositepdf.html#3df07bb5e3ed36a3119b145043296676" title="Indeces of rvc in common rv.">rvcsinrv</a>(i).length() + <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a>(i).length() );
86<a name="l00111"></a>00111                                 <span class="comment">// copy data in condition</span>
87<a name="l00112"></a>00112                                 set_subvector ( condi,<a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ), cond );
88<a name="l00113"></a>00113                                 <span class="comment">// copy data in already generated sample</span>
89<a name="l00114"></a>00114                                 set_subvector ( condi,<a class="code" href="classcompositepdf.html#de3bd289a26d5549dcf1ed19e5b13569" title="Indeces of common rv in rvc.">rvinrvcs</a> ( i ), get_vec(smp,<a class="code" href="classcompositepdf.html#3df07bb5e3ed36a3119b145043296676" title="Indeces of rvc in common rv.">rvcsinrv</a>(i)) );
90<a name="l00115"></a>00115
91<a name="l00116"></a>00116                                 <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( i )-&gt;condition ( condi );
92<a name="l00117"></a>00117                         }
93<a name="l00118"></a>00118                         smpi = <a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( i )-&gt;sample();
94<a name="l00119"></a>00119                         <span class="comment">// copy contribution of this pdf into smp</span>
95<a name="l00120"></a>00120                         set_subvector ( smp,<a class="code" href="classcompositepdf.html#4d4a8269f9faefeca8cdc251a5a29a7f" title="Indeces of rvs in common rv.">rvsinrv</a> ( i ), smpi );
96<a name="l00121"></a>00121                         <span class="comment">// add ith likelihood contribution</span>
97<a name="l00122"></a>00122                         ll+=<a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( i )-&gt;evalpdflog ( smpi );
98<a name="l00123"></a>00123                 }
99<a name="l00124"></a>00124                 <span class="keywordflow">return</span> smp;
100<a name="l00125"></a>00125         }
101<a name="l00126"></a><a class="code" href="classmprod.html#e171c40e210539c2af01d6237785620b">00126</a>         mat <a class="code" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68" title="Returns the required moment of the epdf.">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond, vec &amp;ll, <span class="keywordtype">int</span> N ) {
102<a name="l00127"></a>00127                 mat Smp ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>(),N );
103<a name="l00128"></a>00128                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;N;i++ ) {Smp.set_col ( i,<a class="code" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68" title="Returns the required moment of the epdf.">samplecond</a> ( cond,ll ( i ) ) );}
104<a name="l00129"></a>00129                 <span class="keywordflow">return</span> Smp;
105<a name="l00130"></a>00130         }
106<a name="l00131"></a>00131
107<a name="l00132"></a>00132         ~<a class="code" href="classmprod.html" title="Chain rule decomposition of epdf.">mprod</a>() {};
108<a name="l00133"></a>00133 };
109<a name="l00134"></a>00134
110<a name="l00136"></a><a class="code" href="classeprod.html">00136</a> <span class="keyword">class </span><a class="code" href="classeprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">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> {
111<a name="l00137"></a>00137 <span class="keyword">protected</span>:
112<a name="l00139"></a><a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357">00139</a>         Array&lt;const epdf*&gt; <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>;
113<a name="l00141"></a><a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3">00141</a>         Array&lt;ivec&gt; <a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a>;
114<a name="l00142"></a>00142 <span class="keyword">public</span>:
115<a name="l00143"></a>00143         <a class="code" href="classeprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a> ( <span class="keyword">const</span> Array&lt;const epdf*&gt; epdfs0 ) : <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>() ),<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( epdfs0 ),<a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a> ( <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length() ) {
116<a name="l00144"></a>00144                 <span class="keywordtype">bool</span> independent=<span class="keyword">true</span>;
117<a name="l00145"></a>00145                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length();i++ ) {
118<a name="l00146"></a>00146                         independent=<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>.<a class="code" href="classRV.html#935790526b630dec4ffefa9ec0c2b6fb" title="Add (concat) another variable to the current one,.">add</a> ( <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )-&gt;<a class="code" href="classepdf.html#ca0d32aabb4cbba347e0c37fe8607562" title="access function, possibly dangerous!">_rv</a>() );
119<a name="l00147"></a>00147                         it_assert_debug ( independent==<span class="keyword">true</span>, <span class="stringliteral">"eprod:: given components are not independent ."</span> );
120<a name="l00148"></a>00148                         <a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a> ( i ) = ( <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )-&gt;_rv() ).dataind ( <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> );
121<a name="l00149"></a>00149                 }
122<a name="l00150"></a>00150         }
123<a name="l00151"></a>00151
124<a name="l00152"></a><a class="code" href="classeprod.html#5752dd999e1f4638f9558b0cc35b64f7">00152</a>         vec <a class="code" href="classeprod.html#5752dd999e1f4638f9558b0cc35b64f7" title="return expected value">mean</a>()<span class="keyword"> const </span>{
125<a name="l00153"></a>00153                 vec tmp ( <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>() );
126<a name="l00154"></a>00154                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length();i++ ) {
127<a name="l00155"></a>00155                         vec pom = <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )-&gt;mean();
128<a name="l00156"></a>00156                         set_subvector ( tmp,<a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a> ( i ), pom );
129<a name="l00157"></a>00157                 }
130<a name="l00158"></a>00158                 <span class="keywordflow">return</span> tmp;
131<a name="l00159"></a>00159         }
132<a name="l00160"></a><a class="code" href="classeprod.html#94a5b7c44056cf7f4e688d53ba6295b4">00160</a>         vec <a class="code" href="classeprod.html#94a5b7c44056cf7f4e688d53ba6295b4" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{
133<a name="l00161"></a>00161                 vec tmp ( <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>() );
134<a name="l00162"></a>00162                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length();i++ ) {
135<a name="l00163"></a>00163                         vec pom = <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )-&gt;sample();
136<a name="l00164"></a>00164                         set_subvector ( tmp,<a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a> ( i ), pom );
137<a name="l00165"></a>00165                 }
138<a name="l00166"></a>00166                 <span class="keywordflow">return</span> tmp;
139<a name="l00167"></a>00167         }
140<a name="l00168"></a><a class="code" href="classeprod.html#5adef154e3655a872c284b02635b8b35">00168</a>         <span class="keywordtype">double</span> <a class="code" href="classeprod.html#5adef154e3655a872c284b02635b8b35" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{
141<a name="l00169"></a>00169                 <span class="keywordtype">double</span> tmp=0;
142<a name="l00170"></a>00170                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length();i++ ) {
143<a name="l00171"></a>00171                         tmp+=<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>(i)-&gt;evalpdflog(val(<a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a>(i)));
144<a name="l00172"></a>00172                 }
145<a name="l00173"></a>00173                 <span class="keywordflow">return</span> tmp;
146<a name="l00174"></a>00174         }
147<a name="l00176"></a><a class="code" href="classeprod.html#c049331d8b1ec7e4c088cf0cc6d47f3f">00176</a>         <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classeprod.html#c049331d8b1ec7e4c088cf0cc6d47f3f" title="access function">operator () </a>(<span class="keywordtype">int</span> i)<span class="keyword"> const </span>{it_assert_debug(i&lt;<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length(),<span class="stringliteral">"wrong index"</span>);<span class="keywordflow">return</span> <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>(i);}
148<a name="l00177"></a>00177 };
149<a name="l00178"></a>00178
150<a name="l00179"></a>00179
151<a name="l00183"></a><a class="code" href="classmmix.html">00183</a> <span class="keyword">class </span><a class="code" href="classmmix.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="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
152<a name="l00184"></a>00184 <span class="keyword">protected</span>:
153<a name="l00186"></a><a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f">00186</a>         Array&lt;mpdf*&gt; <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a>;
154<a name="l00188"></a><a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914">00188</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>;
155<a name="l00189"></a>00189 <span class="keyword">public</span>:
156<a name="l00191"></a><a class="code" href="classmmix.html#6769a962f1f4d0ecc5b903b5f7d26ad3">00191</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>;};
157<a name="l00193"></a><a class="code" href="classmmix.html#e7681490a5c5b2d0a43f4e5842e10a9d">00193</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> ) {
158<a name="l00194"></a>00194                 Array&lt;epdf*&gt; Eps ( Coms.length() );
159<a name="l00195"></a>00195
160<a name="l00196"></a>00196                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; Coms.length();i++ ) {
161<a name="l00197"></a>00197                         Eps ( i ) = &amp; ( <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ( i )-&gt;_epdf() );
162<a name="l00198"></a>00198                 }
163<a name="l00199"></a>00199                 <a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a>.<a class="code" href="classemix.html#d3789d50a3327a6de552db077af5e4c5" title="Set weights w and components Coms , Coms are not copied!">set_parameters</a> ( w, Eps );
164<a name="l00200"></a>00200         };
165<a name="l00201"></a>00201
166<a name="l00202"></a><a class="code" href="classmmix.html#1a66629ec5c2b6f4740606cf737f0193">00202</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 ) {
167<a name="l00203"></a>00203                 <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 );}
168<a name="l00204"></a>00204         };
169<a name="l00205"></a>00205 };
170<a name="l00206"></a>00206 <span class="preprocessor">#endif //MX_H</span>
171</pre></div></div>
172<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 15 15:57:09 2008 for mixpp by&nbsp;
173<a href="http://www.doxygen.org/index.html">
174<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
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