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19 | <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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20 | <a name="l00013"></a>00013 <span class="preprocessor">#ifndef MX_H</span> |
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21 | <a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define MX_H</span> |
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22 | <a name="l00015"></a>00015 <span class="preprocessor"></span> |
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23 | <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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24 | <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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25 | <a name="l00018"></a>00018 <span class="comment">//#include <std></span> |
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26 | <a name="l00019"></a>00019 |
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27 | <a name="l00020"></a>00020 <span class="keyword">namespace </span>bdm{ |
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28 | <a name="l00021"></a>00021 |
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29 | <a name="l00022"></a>00022 <span class="comment">//this comes first because it is used inside emix!</span> |
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30 | <a name="l00023"></a>00023 |
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31 | <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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32 | <a name="l00037"></a>00037 <span class="keyword">protected</span>: |
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33 | <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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34 | <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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35 | <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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36 | <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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37 | <a name="l00046"></a>00046 <span class="keyword">public</span>: |
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38 | <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> ( rv,<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>,nom0->_rv() ) { |
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39 | <a name="l00050"></a>00050 <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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40 | <a name="l00051"></a>00051 set_rvc(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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41 | <a name="l00052"></a>00052 <span class="keywordflow">if</span> ( copy ) { |
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42 | <a name="l00053"></a>00053 <span class="comment">// nom = nom0->_copy_();</span> |
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43 | <a name="l00054"></a>00054 it_error ( <span class="stringliteral">"todo"</span> ); |
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44 | <a name="l00055"></a>00055 <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>; |
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45 | <a name="l00056"></a>00056 } |
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46 | <a name="l00057"></a>00057 <span class="keywordflow">else</span> { |
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47 | <a name="l00058"></a>00058 <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a> = nom0; |
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48 | <a name="l00059"></a>00059 <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> = <span class="keyword">false</span>; |
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49 | <a name="l00060"></a>00060 } |
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50 | <a name="l00061"></a>00061 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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51 | <a name="l00062"></a>00062 <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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52 | <a name="l00063"></a>00063 }; |
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53 | <a name="l00064"></a><a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204">00064</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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54 | <a name="l00065"></a>00065 <span class="keywordtype">double</span> tmp; |
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55 | <a name="l00066"></a>00066 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#46dfe100cd621716ee5c7ee25a20f24b" 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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56 | <a name="l00067"></a>00067 <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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57 | <a name="l00068"></a>00068 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#a8e39e2ff5e5cf5471bc159530d3b2d3" 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#a8e39e2ff5e5cf5471bc159530d3b2d3" title="Compute log-probability of argument val.">evallog</a> ( cond ) ); |
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58 | <a name="l00069"></a>00069 it_assert_debug(std::isfinite(tmp),<span class="stringliteral">"Infinite value"</span>); |
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59 | <a name="l00070"></a>00070 <span class="keywordflow">return</span> tmp; |
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60 | <a name="l00071"></a>00071 } |
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61 | <a name="l00073"></a><a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15">00073</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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62 | <a name="l00075"></a><a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c">00075</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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63 | <a name="l00076"></a>00076 }; |
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64 | <a name="l00077"></a>00077 |
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65 | <a name="l00088"></a><a class="code" href="classbdm_1_1emix.html">00088</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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66 | <a name="l00089"></a>00089 <span class="keyword">protected</span>: |
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67 | <a name="l00091"></a><a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46">00091</a> vec <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>; |
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68 | <a name="l00093"></a><a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e">00093</a> Array<epdf*> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>; |
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69 | <a name="l00095"></a><a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4">00095</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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70 | <a name="l00096"></a>00096 <span class="keyword">public</span>: |
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71 | <a name="l00098"></a><a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d">00098</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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72 | <a name="l00101"></a>00101 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#d8c1aefba8302759836b5f26999ce840">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">true</span> ); |
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73 | <a name="l00102"></a>00102 |
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74 | <a name="l00103"></a>00103 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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75 | <a name="l00104"></a><a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a">00104</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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76 | <a name="l00105"></a>00105 <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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77 | <a name="l00106"></a>00106 <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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78 | <a name="l00107"></a>00107 <span class="keywordflow">return</span> mu; |
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79 | <a name="l00108"></a>00108 } |
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80 | <a name="l00109"></a><a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86">00109</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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81 | <a name="l00110"></a>00110 <span class="comment">//non-central moment</span> |
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82 | <a name="l00111"></a>00111 vec mom2 = zeros(<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); |
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83 | <a name="l00112"></a>00112 <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 ) * 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); } |
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84 | <a name="l00113"></a>00113 <span class="comment">//central moment</span> |
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85 | <a name="l00114"></a>00114 <span class="keywordflow">return</span> mom2-pow(<a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(),2); |
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86 | <a name="l00115"></a>00115 } |
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87 | <a name="l00116"></a><a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">00116</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>{ |
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88 | <a name="l00117"></a>00117 <span class="keywordtype">int</span> i; |
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89 | <a name="l00118"></a>00118 <span class="keywordtype">double</span> sum = 0.0; |
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90 | <a name="l00119"></a>00119 <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 ) );} |
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91 | <a name="l00120"></a>00120 <span class="keywordflow">if</span> (sum==0.0){sum=std::numeric_limits<double>::epsilon();} |
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92 | <a name="l00121"></a>00121 <span class="keywordtype">double</span> tmp=log ( sum ); |
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93 | <a name="l00122"></a>00122 it_assert_debug(std::isfinite(tmp),<span class="stringliteral">"Infinite"</span>); |
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94 | <a name="l00123"></a>00123 <span class="keywordflow">return</span> tmp; |
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95 | <a name="l00124"></a>00124 }; |
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96 | <a name="l00125"></a><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b">00125</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>{ |
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97 | <a name="l00126"></a>00126 vec x=zeros ( Val.cols() ); |
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98 | <a name="l00127"></a>00127 <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++ ) { |
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99 | <a name="l00128"></a>00128 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 ) ); |
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100 | <a name="l00129"></a>00129 } |
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101 | <a name="l00130"></a>00130 <span class="keywordflow">return</span> log ( x ); |
---|
102 | <a name="l00131"></a>00131 }; |
---|
103 | <a name="l00133"></a><a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2">00133</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>{ |
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104 | <a name="l00134"></a>00134 mat X ( <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(), Val.cols() ); |
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105 | <a name="l00135"></a>00135 <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++ ) { |
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106 | <a name="l00136"></a>00136 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 ) ) ); |
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107 | <a name="l00137"></a>00137 } |
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108 | <a name="l00138"></a>00138 <span class="keywordflow">return</span> X; |
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109 | <a name="l00139"></a>00139 }; |
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110 | <a name="l00140"></a>00140 |
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111 | <a name="l00141"></a>00141 <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>; |
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112 | <a name="l00142"></a>00142 <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> |
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113 | <a name="l00143"></a>00143 |
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114 | <a name="l00144"></a>00144 <span class="comment">//Access methods</span> |
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115 | <a name="l00146"></a><a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be">00146</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>;} |
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116 | <a name="l00147"></a>00147 <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 );}}} |
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117 | <a name="l00149"></a><a class="code" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e">00149</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>;} |
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118 | <a name="l00150"></a>00150 |
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119 | <a name="l00152"></a><a class="code" href="classbdm_1_1emix.html#578616445243674438257be99ba71612">00152</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 );} |
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120 | <a name="l00153"></a>00153 }; |
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121 | <a name="l00154"></a>00154 |
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122 | <a name="l00163"></a><a class="code" href="classbdm_1_1mprod.html">00163</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> { |
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123 | <a name="l00164"></a>00164 <span class="keyword">protected</span>: |
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124 | <a name="l00166"></a><a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51">00166</a> Array<epdf*> <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a>; |
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125 | <a name="l00168"></a><a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f">00168</a> Array<datalink_m2m*> <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>; |
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126 | <a name="l00169"></a>00169 <span class="keyword">public</span>: |
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127 | <a name="l00172"></a><a class="code" href="classbdm_1_1mprod.html#680c3e2d95b116c7cfb227c7f2984525">00172</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()._epdf()">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> ) { |
---|
128 | <a name="l00173"></a>00173 <span class="comment">// setrvc ( ep->_rv(),_rvc() );</span> |
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129 | <a name="l00174"></a>00174 <span class="comment">// rv and rvc established = > we can link them with mpdfs</span> |
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130 | <a name="l00175"></a>00175 <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++ ) { |
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131 | <a name="l00176"></a>00176 <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> ( <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() ); |
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132 | <a name="l00177"></a>00177 } |
---|
133 | <a name="l00178"></a>00178 |
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134 | <a name="l00179"></a>00179 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<n;i++ ) { |
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135 | <a name="l00180"></a>00180 <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( i ) =& ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->_epdf() ); |
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136 | <a name="l00181"></a>00181 } |
---|
137 | <a name="l00182"></a>00182 }; |
---|
138 | <a name="l00183"></a>00183 |
---|
139 | <a name="l00184"></a><a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2">00184</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 ) { |
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140 | <a name="l00185"></a>00185 <span class="keywordtype">int</span> i; |
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141 | <a name="l00186"></a>00186 <span class="keywordtype">double</span> res = 1.0; |
---|
142 | <a name="l00187"></a>00187 <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-- ) { |
---|
143 | <a name="l00188"></a>00188 <span class="comment">/* if ( mpdfs(i)->_rvc().count() >0) {</span> |
---|
144 | <a name="l00189"></a>00189 <span class="comment"> mpdfs ( i )->condition ( dls ( i )->get_cond ( val,cond ) );</span> |
---|
145 | <a name="l00190"></a>00190 <span class="comment"> }</span> |
---|
146 | <a name="l00191"></a>00191 <span class="comment"> // add logarithms</span> |
---|
147 | <a name="l00192"></a>00192 <span class="comment"> res += epdfs ( i )->evallog ( dls ( i )->pushdown ( val ) );*/</span> |
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148 | <a name="l00193"></a>00193 res *= <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->evallogcond ( |
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149 | <a name="l00194"></a>00194 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->pushdown ( val ), |
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150 | <a name="l00195"></a>00195 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->get_cond ( val, cond ) |
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151 | <a name="l00196"></a>00196 ); |
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152 | <a name="l00197"></a>00197 } |
---|
153 | <a name="l00198"></a>00198 <span class="keywordflow">return</span> res; |
---|
154 | <a name="l00199"></a>00199 } |
---|
155 | <a name="l00200"></a><a class="code" href="classbdm_1_1mprod.html#1a37c2aaba8bde7fce5351c39b6e1168">00200</a> vec <a class="code" href="classbdm_1_1mprod.html#1a37c2aaba8bde7fce5351c39b6e1168">samplecond</a> ( <span class="keyword">const</span> vec &cond, <span class="keywordtype">double</span> &ll ) { |
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156 | <a name="l00202"></a>00202 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#46dfe100cd621716ee5c7ee25a20f24b" title="Size of the random variable.">dimension</a>() ); |
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157 | <a name="l00203"></a>00203 vec smpi; |
---|
158 | <a name="l00204"></a>00204 ll = 0; |
---|
159 | <a name="l00205"></a>00205 <span class="comment">// Hard assumption here!!! We are going backwards, to assure that samples that are needed from smp are already generated!</span> |
---|
160 | <a name="l00206"></a>00206 <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-- ) { |
---|
161 | <a name="l00207"></a>00207 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->dimensionc() ) { |
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162 | <a name="l00208"></a>00208 <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> |
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163 | <a name="l00209"></a>00209 } |
---|
164 | <a name="l00210"></a>00210 smpi = <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( i )->sample(); |
---|
165 | <a name="l00211"></a>00211 <span class="comment">// copy contribution of this pdf into smp</span> |
---|
166 | <a name="l00212"></a>00212 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->pushup ( smp, smpi ); |
---|
167 | <a name="l00213"></a>00213 <span class="comment">// add ith likelihood contribution</span> |
---|
168 | <a name="l00214"></a>00214 ll+=<a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( i )->evallog ( smpi ); |
---|
169 | <a name="l00215"></a>00215 } |
---|
170 | <a name="l00216"></a>00216 <span class="keywordflow">return</span> smp; |
---|
171 | <a name="l00217"></a>00217 } |
---|
172 | <a name="l00218"></a>00218 mat <a class="code" href="classbdm_1_1mprod.html#1a37c2aaba8bde7fce5351c39b6e1168">samplecond</a> ( <span class="keyword">const</span> vec &cond, vec &ll, <span class="keywordtype">int</span> N ) { |
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173 | <a name="l00219"></a>00219 mat Smp ( dimension(),N ); |
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174 | <a name="l00220"></a>00220 <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#1a37c2aaba8bde7fce5351c39b6e1168">samplecond</a> ( cond,ll ( i ) ) );} |
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175 | <a name="l00221"></a>00221 <span class="keywordflow">return</span> Smp; |
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176 | <a name="l00222"></a>00222 } |
---|
177 | <a name="l00223"></a>00223 |
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178 | <a name="l00224"></a>00224 ~<a class="code" href="classbdm_1_1mprod.html#680c3e2d95b116c7cfb227c7f2984525" title="Constructor from list of mFacs,.">mprod</a>() {}; |
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179 | <a name="l00225"></a>00225 }; |
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180 | <a name="l00226"></a>00226 |
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181 | <a name="l00228"></a><a class="code" href="classbdm_1_1eprod.html">00228</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> { |
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182 | <a name="l00229"></a>00229 <span class="keyword">protected</span>: |
---|
183 | <a name="l00231"></a><a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391">00231</a> Array<const epdf*> <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>; |
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184 | <a name="l00233"></a><a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43">00233</a> Array<datalink*> <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>; |
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185 | <a name="l00234"></a>00234 <span class="keyword">public</span>: |
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186 | <a name="l00235"></a>00235 <a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a> ( <span class="keyword">const</span> Array<const epdf*> epdfs0 ) : <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#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( epdfs0 ),<a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length() ) { |
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187 | <a name="l00236"></a>00236 <span class="keywordtype">bool</span> independent=<span class="keyword">true</span>; |
---|
188 | <a name="l00237"></a>00237 <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++ ) { |
---|
189 | <a name="l00238"></a>00238 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>() ); |
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190 | <a name="l00239"></a>00239 it_assert_debug ( independent==<span class="keyword">true</span>, <span class="stringliteral">"eprod:: given components are not independent ."</span> ); |
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191 | <a name="l00240"></a>00240 } |
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192 | <a name="l00241"></a>00241 <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++ ) { |
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193 | <a name="l00242"></a>00242 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</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>() , <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ); |
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194 | <a name="l00243"></a>00243 } |
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195 | <a name="l00244"></a>00244 } |
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196 | <a name="l00245"></a>00245 |
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197 | <a name="l00246"></a><a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24">00246</a> vec <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
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198 | <a name="l00247"></a>00247 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
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199 | <a name="l00248"></a>00248 <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++ ) { |
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200 | <a name="l00249"></a>00249 vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->mean(); |
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201 | <a name="l00250"></a>00250 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushup ( tmp, pom ); |
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202 | <a name="l00251"></a>00251 } |
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203 | <a name="l00252"></a>00252 <span class="keywordflow">return</span> tmp; |
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204 | <a name="l00253"></a>00253 } |
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205 | <a name="l00254"></a><a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615">00254</a> vec <a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
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206 | <a name="l00255"></a>00255 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> |
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207 | <a name="l00256"></a>00256 <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++ ) { |
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208 | <a name="l00257"></a>00257 vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->mean(); |
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209 | <a name="l00258"></a>00258 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushup ( tmp, pow(pom,2) ); |
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210 | <a name="l00259"></a>00259 } |
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211 | <a name="l00260"></a>00260 <span class="keywordflow">return</span> tmp-pow(<a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>(),2); |
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212 | <a name="l00261"></a>00261 } |
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213 | <a name="l00262"></a><a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741">00262</a> vec <a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{ |
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214 | <a name="l00263"></a>00263 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
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215 | <a name="l00264"></a>00264 <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++ ) { |
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216 | <a name="l00265"></a>00265 vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->sample(); |
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217 | <a name="l00266"></a>00266 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushup ( tmp, pom ); |
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218 | <a name="l00267"></a>00267 } |
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219 | <a name="l00268"></a>00268 <span class="keywordflow">return</span> tmp; |
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220 | <a name="l00269"></a>00269 } |
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221 | <a name="l00270"></a><a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2">00270</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>{ |
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222 | <a name="l00271"></a>00271 <span class="keywordtype">double</span> tmp=0; |
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223 | <a name="l00272"></a>00272 <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++ ) { |
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224 | <a name="l00273"></a>00273 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 ) ); |
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225 | <a name="l00274"></a>00274 } |
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226 | <a name="l00275"></a>00275 it_assert_debug(std::isfinite(tmp),<span class="stringliteral">"Infinite"</span>); |
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227 | <a name="l00276"></a>00276 <span class="keywordflow">return</span> tmp; |
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228 | <a name="l00277"></a>00277 } |
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229 | <a name="l00279"></a><a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953">00279</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 );} |
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230 | <a name="l00280"></a>00280 |
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231 | <a name="l00282"></a><a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf">00282</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 );}} |
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232 | <a name="l00283"></a>00283 }; |
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233 | <a name="l00284"></a>00284 |
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234 | <a name="l00285"></a>00285 |
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235 | <a name="l00289"></a><a class="code" href="classbdm_1_1mmix.html">00289</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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236 | <a name="l00290"></a>00290 <span class="keyword">protected</span>: |
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237 | <a name="l00292"></a><a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c">00292</a> Array<mpdf*> <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a>; |
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238 | <a name="l00294"></a><a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60">00294</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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239 | <a name="l00295"></a>00295 <span class="keyword">public</span>: |
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240 | <a name="l00297"></a><a class="code" href="classbdm_1_1mmix.html#a0cf51b7daeb6751103e94e6b96213fb">00297</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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241 | <a name="l00299"></a><a class="code" href="classbdm_1_1mmix.html#ad8d9df36cb0ca093a29af0eca12da32">00299</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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242 | <a name="l00300"></a>00300 Array<epdf*> Eps ( Coms.length() ); |
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243 | <a name="l00301"></a>00301 |
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244 | <a name="l00302"></a>00302 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < Coms.length();i++ ) { |
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245 | <a name="l00303"></a>00303 Eps ( i ) = & ( <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ( i )->_epdf() ); |
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246 | <a name="l00304"></a>00304 } |
---|
247 | <a name="l00305"></a>00305 <a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a>.<a class="code" href="classbdm_1_1emix.html#d8c1aefba8302759836b5f26999ce840">set_parameters</a> ( w, Eps ); |
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248 | <a name="l00306"></a>00306 }; |
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249 | <a name="l00307"></a>00307 |
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250 | <a name="l00308"></a><a class="code" href="classbdm_1_1mmix.html#0a5241ecc9911e816b00b92d5c7c8df0">00308</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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251 | <a name="l00309"></a>00309 <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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252 | <a name="l00310"></a>00310 }; |
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253 | <a name="l00311"></a>00311 }; |
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254 | <a name="l00312"></a>00312 |
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255 | <a name="l00313"></a>00313 } |
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256 | <a name="l00314"></a>00314 <span class="preprocessor">#endif //MX_H</span> |
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257 | </pre></div></div> |
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258 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:33:54 2009 for mixpp by |
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259 | <a href="http://www.doxygen.org/index.html"> |
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260 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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261 | </body> |
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262 | </html> |
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