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18<h1>work/git/mixpp/bdm/estim/mixef.h</h1><a href="mixef_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
19<a name="l00013"></a>00013 <span class="preprocessor">#ifndef MEF_H</span>
20<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define MEF_H</span>
21<a name="l00015"></a>00015 <span class="preprocessor"></span>
22<a name="l00016"></a>00016 <span class="preprocessor">#include &lt;itpp/itbase.h&gt;</span>
23<a name="l00017"></a>00017 <span class="preprocessor">#include "../stat/libFN.h"</span>
24<a name="l00018"></a>00018 <span class="preprocessor">#include "../stat/libEF.h"</span>
25<a name="l00019"></a>00019 <span class="preprocessor">#include "../stat/emix.h"</span>
26<a name="l00020"></a>00020
27<a name="l00021"></a>00021 <span class="keyword">using namespace </span>itpp;
28<a name="l00022"></a>00022
29<a name="l00023"></a>00023 <span class="keyword">enum</span> MixEF_METHOD { EM = 0, QB = 1};
30<a name="l00024"></a>00024
31<a name="l00041"></a><a class="code" href="classMixEF.html">00041</a> <span class="keyword">class </span><a class="code" href="classMixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a>: <span class="keyword">public</span> <a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a> {
32<a name="l00042"></a>00042 <span class="keyword">protected</span>:
33<a name="l00044"></a><a class="code" href="classMixEF.html#e9cc9bb3e6da801455cec99a59aea149">00044</a>         <span class="keywordtype">int</span> <a class="code" href="classMixEF.html#e9cc9bb3e6da801455cec99a59aea149" title="Number of components.">n</a>;
34<a name="l00046"></a><a class="code" href="classMixEF.html#4c4a140ca4e6e71b00237b7bc754302e">00046</a>         Array&lt;BMEF*&gt; <a class="code" href="classMixEF.html#4c4a140ca4e6e71b00237b7bc754302e" title="Models for Components of .">Coms</a>;
35<a name="l00048"></a><a class="code" href="classMixEF.html#d906782a0a9558f19150dc69411f717f">00048</a>         <a class="code" href="classmultiBM.html" title="Estimator for Multinomial density.">multiBM</a> <a class="code" href="classMixEF.html#d906782a0a9558f19150dc69411f717f" title="Statistics for weights.">weights</a>;
36<a name="l00050"></a><a class="code" href="classMixEF.html#33968f1325137cc6f4431f0cf05096dc">00050</a>         <a class="code" href="classeprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a>* <a class="code" href="classMixEF.html#33968f1325137cc6f4431f0cf05096dc" title="Posterior on component parameters.">est</a>;
37<a name="l00052"></a>00052         
38<a name="l00054"></a><a class="code" href="classMixEF.html#6e630b2fd4cae8aa728ea1322708c8f0">00054</a>         MixEF_METHOD <a class="code" href="classMixEF.html#6e630b2fd4cae8aa728ea1322708c8f0" title="Flag for a method that is used in the inference.">method</a>;
39<a name="l00055"></a>00055         
40<a name="l00057"></a><a class="code" href="classMixEF.html#5ae381b3a7dfbe2c1e5bb579a5d9b9d1">00057</a>         <span class="keywordtype">void</span> <a class="code" href="classMixEF.html#5ae381b3a7dfbe2c1e5bb579a5d9b9d1" title="Auxiliary function for use in constructors.">build_est</a>() {
41<a name="l00058"></a>00058                 Array&lt;const epdf*&gt; epdfs ( <a class="code" href="classMixEF.html#e9cc9bb3e6da801455cec99a59aea149" title="Number of components.">n</a>+1 );
42<a name="l00059"></a>00059                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classMixEF.html#4c4a140ca4e6e71b00237b7bc754302e" title="Models for Components of .">Coms</a>.length();i++ ) {
43<a name="l00060"></a>00060 <span class="comment">//                      it_assert_debug(!x,"MixEF::MixEF : Incompatible components");</span>
44<a name="l00061"></a>00061                         epdfs ( i ) =&amp; ( <a class="code" href="classMixEF.html#4c4a140ca4e6e71b00237b7bc754302e" title="Models for Components of .">Coms</a> ( i )-&gt;_epdf() );
45<a name="l00062"></a>00062                 }
46<a name="l00063"></a>00063                 <span class="comment">// last in the product is the weight</span>
47<a name="l00064"></a>00064                 epdfs ( <a class="code" href="classMixEF.html#e9cc9bb3e6da801455cec99a59aea149" title="Number of components.">n</a> ) =&amp; ( <a class="code" href="classMixEF.html#d906782a0a9558f19150dc69411f717f" title="Statistics for weights.">weights</a>.<a class="code" href="classmultiBM.html#66cdfd83a70bc281840ab0646b941684" title="Returns a reference to the epdf representing posterior density on parameters.">_epdf</a>() );
48<a name="l00065"></a>00065                 <a class="code" href="classMixEF.html#33968f1325137cc6f4431f0cf05096dc" title="Posterior on component parameters.">est</a> = <span class="keyword">new</span> <a class="code" href="classeprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a> ( epdfs );
49<a name="l00066"></a>00066         }
50<a name="l00067"></a>00067
51<a name="l00068"></a>00068 <span class="keyword">public</span>:
52<a name="l00070"></a><a class="code" href="classMixEF.html#509ac467674c39af46aba42297528aad">00070</a>         <a class="code" href="classMixEF.html#51fa3e3953c0af69f4e0162829d7929d" title="Constructor of empty mixture.">MixEF</a> ( <span class="keyword">const</span> Array&lt;BMEF*&gt; &amp;Coms0, <span class="keyword">const</span> vec &amp;alpha0 ) :
53<a name="l00071"></a>00071                         <a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>() ), <a class="code" href="classMixEF.html#e9cc9bb3e6da801455cec99a59aea149" title="Number of components.">n</a> ( Coms0.length() ), <a class="code" href="classMixEF.html#4c4a140ca4e6e71b00237b7bc754302e" title="Models for Components of .">Coms</a> ( <a class="code" href="classMixEF.html#e9cc9bb3e6da801455cec99a59aea149" title="Number of components.">n</a> ),
54<a name="l00072"></a>00072                         <a class="code" href="classMixEF.html#d906782a0a9558f19150dc69411f717f" title="Statistics for weights.">weights</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> ( <span class="stringliteral">"{w }"</span>, vec_1 ( <a class="code" href="classMixEF.html#e9cc9bb3e6da801455cec99a59aea149" title="Number of components.">n</a> ) ),alpha0 ), <a class="code" href="classMixEF.html#6e630b2fd4cae8aa728ea1322708c8f0" title="Flag for a method that is used in the inference.">method</a>(QB) {
55<a name="l00073"></a>00073         <span class="comment">//      it_assert_debug ( n&gt;0,"MixEF::MixEF : Empty Component list" );</span>
56<a name="l00074"></a>00074
57<a name="l00075"></a>00075                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classMixEF.html#e9cc9bb3e6da801455cec99a59aea149" title="Number of components.">n</a>;i++ ) {<a class="code" href="classMixEF.html#4c4a140ca4e6e71b00237b7bc754302e" title="Models for Components of .">Coms</a> ( i ) = ( <a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a>* ) Coms0 ( i )-&gt;_copy_();}
58<a name="l00076"></a>00076                 <a class="code" href="classMixEF.html#5ae381b3a7dfbe2c1e5bb579a5d9b9d1" title="Auxiliary function for use in constructors.">build_est</a>();
59<a name="l00077"></a>00077         };
60<a name="l00079"></a><a class="code" href="classMixEF.html#51fa3e3953c0af69f4e0162829d7929d">00079</a>         <a class="code" href="classMixEF.html#51fa3e3953c0af69f4e0162829d7929d" title="Constructor of empty mixture.">MixEF</a> () :
61<a name="l00080"></a>00080                         <a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>() ), <a class="code" href="classMixEF.html#e9cc9bb3e6da801455cec99a59aea149" title="Number of components.">n</a> ( 0 ), <a class="code" href="classMixEF.html#4c4a140ca4e6e71b00237b7bc754302e" title="Models for Components of .">Coms</a> ( 0 ),
62<a name="l00081"></a>00081                         <a class="code" href="classMixEF.html#d906782a0a9558f19150dc69411f717f" title="Statistics for weights.">weights</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> ( <span class="stringliteral">"{w }"</span>, vec_1 ( 0 ) ),vec ( 0 ) ),<a class="code" href="classMixEF.html#6e630b2fd4cae8aa728ea1322708c8f0" title="Flag for a method that is used in the inference.">method</a>(QB) {<a class="code" href="classMixEF.html#5ae381b3a7dfbe2c1e5bb579a5d9b9d1" title="Auxiliary function for use in constructors.">build_est</a>();}
63<a name="l00083"></a><a class="code" href="classMixEF.html#5f4880febf28803471694d87eab81ec4">00083</a>         <a class="code" href="classMixEF.html#51fa3e3953c0af69f4e0162829d7929d" title="Constructor of empty mixture.">MixEF</a>(<span class="keyword">const</span> <a class="code" href="classMixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a> &amp;M2): <a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>() ), <a class="code" href="classMixEF.html#e9cc9bb3e6da801455cec99a59aea149" title="Number of components.">n</a> ( M2.<a class="code" href="classMixEF.html#e9cc9bb3e6da801455cec99a59aea149" title="Number of components.">n</a> ), <a class="code" href="classMixEF.html#4c4a140ca4e6e71b00237b7bc754302e" title="Models for Components of .">Coms</a> ( <a class="code" href="classMixEF.html#e9cc9bb3e6da801455cec99a59aea149" title="Number of components.">n</a> ),
64<a name="l00084"></a>00084                    <a class="code" href="classMixEF.html#d906782a0a9558f19150dc69411f717f" title="Statistics for weights.">weights</a> ( M2.<a class="code" href="classMixEF.html#d906782a0a9558f19150dc69411f717f" title="Statistics for weights.">weights</a> ), <a class="code" href="classMixEF.html#6e630b2fd4cae8aa728ea1322708c8f0" title="Flag for a method that is used in the inference.">method</a>(M2.<a class="code" href="classMixEF.html#6e630b2fd4cae8aa728ea1322708c8f0" title="Flag for a method that is used in the inference.">method</a>) {
65<a name="l00085"></a>00085         <span class="comment">//      it_assert_debug ( n&gt;0,"MixEF::MixEF : Empty Component list" );</span>
66<a name="l00086"></a>00086
67<a name="l00087"></a>00087                            <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classMixEF.html#e9cc9bb3e6da801455cec99a59aea149" title="Number of components.">n</a>;i++ ) {<a class="code" href="classMixEF.html#4c4a140ca4e6e71b00237b7bc754302e" title="Models for Components of .">Coms</a> ( i ) = M2.<a class="code" href="classMixEF.html#4c4a140ca4e6e71b00237b7bc754302e" title="Models for Components of .">Coms</a> ( i )-&gt;_copy_();}
68<a name="l00088"></a>00088                            <a class="code" href="classMixEF.html#5ae381b3a7dfbe2c1e5bb579a5d9b9d1" title="Auxiliary function for use in constructors.">build_est</a>();
69<a name="l00089"></a>00089                    }
70<a name="l00094"></a>00094         <span class="keywordtype">void</span> <a class="code" href="classMixEF.html#73a782d2f464c830bbdbb03d34c6d63e">init</a> ( <a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a>* Com0, <span class="keyword">const</span> mat &amp;Data, <span class="keywordtype">int</span> c=5 );
71<a name="l00095"></a>00095         <span class="comment">//Destructor</span>
72<a name="l00096"></a>00096         ~<a class="code" href="classMixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a>() {
73<a name="l00097"></a>00097                 <span class="keyword">delete</span> <a class="code" href="classMixEF.html#33968f1325137cc6f4431f0cf05096dc" title="Posterior on component parameters.">est</a>;
74<a name="l00098"></a>00098                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classMixEF.html#e9cc9bb3e6da801455cec99a59aea149" title="Number of components.">n</a>;i++ ) {<span class="keyword">delete</span> <a class="code" href="classMixEF.html#4c4a140ca4e6e71b00237b7bc754302e" title="Models for Components of .">Coms</a> ( i );}
75<a name="l00099"></a>00099         }
76<a name="l00101"></a>00101         <span class="keywordtype">void</span> <a class="code" href="classMixEF.html#d520fb534aa43f3084ff1568ffe7573d" title="Recursive EM-like algorithm (QB-variant), see Karny et. al, 2006.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt );
77<a name="l00103"></a>00103         <span class="keywordtype">void</span> <a class="code" href="classMixEF.html#d520fb534aa43f3084ff1568ffe7573d" title="Recursive EM-like algorithm (QB-variant), see Karny et. al, 2006.">bayes</a> ( <span class="keyword">const</span> mat &amp;dt );
78<a name="l00104"></a>00104         <span class="keywordtype">void</span> bayesB ( <span class="keyword">const</span> mat &amp;dt, <span class="keyword">const</span> vec &amp;wData );
79<a name="l00105"></a>00105         <span class="keywordtype">double</span> <a class="code" href="classMixEF.html#424ca64f36d4e41de7a7e7ae921d35ea">logpred</a> ( <span class="keyword">const</span> vec &amp;dt ) <span class="keyword">const</span>;
80<a name="l00106"></a><a class="code" href="classMixEF.html#efb3e20c2151d91c4fc080b7722a2069">00106</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>&amp; <a class="code" href="classMixEF.html#efb3e20c2151d91c4fc080b7722a2069" title="Returns a reference to the epdf representing posterior density on parameters.">_epdf</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> *<a class="code" href="classMixEF.html#33968f1325137cc6f4431f0cf05096dc" title="Posterior on component parameters.">est</a>;}
81<a name="l00107"></a><a class="code" href="classMixEF.html#324c2f0f7f9a9ee123073c15aeb8d0c1">00107</a>         <span class="keyword">const</span> <a class="code" href="classeprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a>* <a class="code" href="classMixEF.html#324c2f0f7f9a9ee123073c15aeb8d0c1" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_e</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classMixEF.html#33968f1325137cc6f4431f0cf05096dc" title="Posterior on component parameters.">est</a>;}
82<a name="l00108"></a>00108         <a class="code" href="classemix.html" title="Mixture of epdfs.">emix</a>* <a class="code" href="classMixEF.html#4d5b5c25280a50df1edfa2c03540d0ac" title="Constructs a predictive density (marginal density on data).">predictor</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="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>) <span class="keyword">const</span>;
83<a name="l00110"></a>00110         <span class="keywordtype">void</span> <a class="code" href="classMixEF.html#7d4d571688a15cc5be10f6f48bfc433d" title="Flatten the density as if it was not estimated from the data.">flatten</a>(<span class="keyword">const</span> <a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a>* M2);
84<a name="l00112"></a><a class="code" href="classMixEF.html#959d9b078766e251a3089b501ed78513">00112</a>         <a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a>* <a class="code" href="classMixEF.html#959d9b078766e251a3089b501ed78513" title="Access function.">_Coms</a>(<span class="keywordtype">int</span> i){<span class="keywordflow">return</span> <a class="code" href="classMixEF.html#4c4a140ca4e6e71b00237b7bc754302e" title="Models for Components of .">Coms</a>(i);}
85<a name="l00113"></a>00113         
86<a name="l00115"></a><a class="code" href="classMixEF.html#6576024e16523da5cbaaf233512c53dc">00115</a>         <span class="keywordtype">void</span> <a class="code" href="classMixEF.html#6576024e16523da5cbaaf233512c53dc" title="Set which method is to be used.">set_method</a>(MixEF_METHOD M){<a class="code" href="classMixEF.html#6e630b2fd4cae8aa728ea1322708c8f0" title="Flag for a method that is used in the inference.">method</a>=M;}
87<a name="l00116"></a>00116 };
88<a name="l00117"></a>00117
89<a name="l00118"></a>00118
90<a name="l00119"></a>00119 <span class="preprocessor">#endif // MEF_H</span>
91<a name="l00120"></a>00120 <span class="preprocessor"></span>
92<a name="l00121"></a>00121
93</pre></div></div>
94<hr size="1"><address style="text-align: right;"><small>Generated on Thu Dec 4 14:42:13 2008 for mixpp by&nbsp;
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