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19<h1>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
20<a name="l00013"></a>00013 <span class="preprocessor">#ifndef MEF_H</span>
21<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define MEF_H</span>
22<a name="l00015"></a>00015 <span class="preprocessor"></span>
23<a name="l00016"></a>00016
24<a name="l00017"></a>00017 <span class="preprocessor">#include "../stat/libFN.h"</span>
25<a name="l00018"></a>00018 <span class="preprocessor">#include "../stat/libEF.h"</span>
26<a name="l00019"></a>00019 <span class="preprocessor">#include "../stat/emix.h"</span>
27<a name="l00020"></a>00020
28<a name="l00021"></a>00021 <span class="keyword">namespace </span>bdm{
29<a name="l00022"></a>00022
30<a name="l00023"></a>00023 <span class="keyword">enum</span> MixEF_METHOD { EM = 0, QB = 1};
31<a name="l00024"></a>00024
32<a name="l00041"></a><a class="code" href="classbdm_1_1MixEF.html">00041</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1MixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> {
33<a name="l00042"></a>00042 <span class="keyword">protected</span>:
34<a name="l00044"></a><a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5">00044</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a>;
35<a name="l00046"></a><a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08">00046</a>         Array&lt;BMEF*&gt; <a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a>;
36<a name="l00048"></a><a class="code" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86">00048</a>         <a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a> <a class="code" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a>;
37<a name="l00050"></a><a class="code" href="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6">00050</a>         <a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a>* <a class="code" href="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6" title="Posterior on component parameters.">est</a>;
38<a name="l00052"></a>00052         
39<a name="l00054"></a><a class="code" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a">00054</a>         MixEF_METHOD <a class="code" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a>;
40<a name="l00055"></a>00055         
41<a name="l00057"></a><a class="code" href="classbdm_1_1MixEF.html#d74a8d1370c63c93ec554908ae3e6006">00057</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#d74a8d1370c63c93ec554908ae3e6006" title="Auxiliary function for use in constructors.">build_est</a>() {
42<a name="l00058"></a>00058                 Array&lt;const epdf*&gt; epdfs ( <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a>+1 );
43<a name="l00059"></a>00059                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a>.length();i++ ) {
44<a name="l00060"></a>00060 <span class="comment">//                      it_assert_debug(!x,"MixEF::MixEF : Incompatible components");</span>
45<a name="l00061"></a>00061                         epdfs ( i ) =&amp; ( <a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i )-&gt;_epdf() );
46<a name="l00062"></a>00062                 }
47<a name="l00063"></a>00063                 <span class="comment">// last in the product is the weight</span>
48<a name="l00064"></a>00064                 epdfs ( <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ) =&amp; ( <a class="code" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a>.<a class="code" href="classbdm_1_1multiBM.html#98c22316ecfef589989baca261713c8d" title="Returns a reference to the epdf representing posterior density on parameters.">_epdf</a>() );
49<a name="l00065"></a>00065                 <a class="code" href="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6" title="Posterior on component parameters.">est</a> = <span class="keyword">new</span> <a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a> ( epdfs );
50<a name="l00066"></a>00066         }
51<a name="l00067"></a>00067
52<a name="l00068"></a>00068 <span class="keyword">public</span>:
53<a name="l00070"></a><a class="code" href="classbdm_1_1MixEF.html#4efe67d414ff34a1e7534004fd061241">00070</a>         <a class="code" href="classbdm_1_1MixEF.html#0266854387338ba757e6192d62907984" 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 ) :
54<a name="l00071"></a>00071                         <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>() ), <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ( Coms0.length() ), <a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ),
55<a name="l00072"></a>00072                         <a class="code" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ( <span class="stringliteral">"{w }"</span>, vec_1 ( <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ) ),alpha0 ), <a class="code" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a>(QB) {
56<a name="l00073"></a>00073         <span class="comment">//      it_assert_debug ( n&gt;0,"MixEF::MixEF : Empty Component list" );</span>
57<a name="l00074"></a>00074
58<a name="l00075"></a>00075                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a>;i++ ) {<a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i ) = ( <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* ) Coms0 ( i )-&gt;_copy_();}
59<a name="l00076"></a>00076                 <a class="code" href="classbdm_1_1MixEF.html#d74a8d1370c63c93ec554908ae3e6006" title="Auxiliary function for use in constructors.">build_est</a>();
60<a name="l00077"></a>00077         };
61<a name="l00079"></a><a class="code" href="classbdm_1_1MixEF.html#0266854387338ba757e6192d62907984">00079</a>         <a class="code" href="classbdm_1_1MixEF.html#0266854387338ba757e6192d62907984" title="Constructor of empty mixture.">MixEF</a> () :
62<a name="l00080"></a>00080                         <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>() ), <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ( 0 ), <a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( 0 ),
63<a name="l00081"></a>00081                         <a class="code" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a> ( <a class="code" href="classbdm_1_1RV.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="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a>(QB) {<a class="code" href="classbdm_1_1MixEF.html#d74a8d1370c63c93ec554908ae3e6006" title="Auxiliary function for use in constructors.">build_est</a>();}
64<a name="l00083"></a><a class="code" href="classbdm_1_1MixEF.html#9577de85c3e3481f7c0e23cf8f87c482">00083</a>         <a class="code" href="classbdm_1_1MixEF.html#0266854387338ba757e6192d62907984" title="Constructor of empty mixture.">MixEF</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1MixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a> &amp;M2): <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>() ), <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ( M2.<a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ), <a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ),
65<a name="l00084"></a>00084                    <a class="code" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a> ( M2.<a class="code" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a> ), <a class="code" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a>(M2.<a class="code" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a>) {
66<a name="l00085"></a>00085         <span class="comment">//      it_assert_debug ( n&gt;0,"MixEF::MixEF : Empty Component list" );</span>
67<a name="l00086"></a>00086
68<a name="l00087"></a>00087                            <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a>;i++ ) {<a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i ) = M2.<a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i )-&gt;_copy_();}
69<a name="l00088"></a>00088                            <a class="code" href="classbdm_1_1MixEF.html#d74a8d1370c63c93ec554908ae3e6006" title="Auxiliary function for use in constructors.">build_est</a>();
70<a name="l00089"></a>00089                    }
71<a name="l00094"></a>00094         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#0c2a50789b30769964a909d217125ed2">init</a> ( <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* Com0, <span class="keyword">const</span> mat &amp;Data, <span class="keywordtype">int</span> c=5 );
72<a name="l00095"></a>00095         <span class="comment">//Destructor</span>
73<a name="l00096"></a>00096         ~<a class="code" href="classbdm_1_1MixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a>() {
74<a name="l00097"></a>00097                 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6" title="Posterior on component parameters.">est</a>;
75<a name="l00098"></a>00098                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a>;i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i );}
76<a name="l00099"></a>00099         }
77<a name="l00101"></a>00101         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#5bd7da667da183eed1577f11dff0c1f1" title="Recursive EM-like algorithm (QB-variant), see Karny et. al, 2006.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt );
78<a name="l00103"></a>00103         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#5bd7da667da183eed1577f11dff0c1f1" title="Recursive EM-like algorithm (QB-variant), see Karny et. al, 2006.">bayes</a> ( <span class="keyword">const</span> mat &amp;dt );
79<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 );
80<a name="l00105"></a>00105         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">logpred</a> ( <span class="keyword">const</span> vec &amp;dt ) <span class="keyword">const</span>;
81<a name="l00106"></a><a class="code" href="classbdm_1_1MixEF.html#33d0b3da1d10bf149d41ee74f6284a19">00106</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>&amp; <a class="code" href="classbdm_1_1MixEF.html#33d0b3da1d10bf149d41ee74f6284a19" 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="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6" title="Posterior on component parameters.">est</a>;}
82<a name="l00107"></a><a class="code" href="classbdm_1_1MixEF.html#ea8be6f0703d87b7c4c3e77fd07e28c8">00107</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a>* <a class="code" href="classbdm_1_1MixEF.html#ea8be6f0703d87b7c4c3e77fd07e28c8" 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="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6" title="Posterior on component parameters.">est</a>;}
83<a name="l00108"></a>00108         <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>* <a class="code" href="classbdm_1_1MixEF.html#5105973c0f790f08d1dfb79c2a3f6e1c" title="Constructs a predictive density (marginal density on data).">predictor</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca" title="Random variable of the posterior.">rv</a>) <span class="keyword">const</span>;
84<a name="l00110"></a>00110         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#f0dfb4375fef4e61c4cb062e5bac7c8c" title="Flatten the density as if it was not estimated from the data.">flatten</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* M2);
85<a name="l00112"></a><a class="code" href="classbdm_1_1MixEF.html#251ef6fc51757712693da5faae5317c9">00112</a>         <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* <a class="code" href="classbdm_1_1MixEF.html#251ef6fc51757712693da5faae5317c9" title="Access function.">_Coms</a>(<span class="keywordtype">int</span> i){<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a>(i);}
86<a name="l00113"></a>00113         
87<a name="l00115"></a><a class="code" href="classbdm_1_1MixEF.html#664529d52cc667383b39eeb440ccd577">00115</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#664529d52cc667383b39eeb440ccd577" title="Set which method is to be used.">set_method</a>(MixEF_METHOD M){<a class="code" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a>=M;}
88<a name="l00116"></a>00116 };
89<a name="l00117"></a>00117
90<a name="l00118"></a>00118 }
91<a name="l00119"></a>00119 <span class="preprocessor">#endif // MEF_H</span>
92<a name="l00120"></a>00120 <span class="preprocessor"></span>
93<a name="l00121"></a>00121
94</pre></div></div>
95<hr size="1"><address style="text-align: right;"><small>Generated on Fri Feb 6 15:29:45 2009 for mixpp by&nbsp;
96<a href="http://www.doxygen.org/index.html">
97<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
98</body>
99</html>
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