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1\hypertarget{classbdm_1_1emix}{
2\section{bdm::emix Class Reference}
3\label{classbdm_1_1emix}\index{bdm::emix@{bdm::emix}}
4}
5{\tt \#include $<$emix.h$>$}
6
7Inheritance diagram for bdm::emix::\begin{figure}[H]
8\begin{center}
9\leavevmode
10\includegraphics[height=3cm]{classbdm_1_1emix}
11\end{center}
12\end{figure}
13
14
15\subsection{Detailed Description}
16Mixture of epdfs.
17
18Density function: \[ f(x) = \sum_{i=1}^{n} w_{i} f_i(x), \quad \sum_{i=1}^n w_i = 1. \] where $f_i(x)$ is any density on random variable $x$, called {\em component\/}, \subsection*{Public Member Functions}
19\begin{CompactItemize}
20\item 
21\hypertarget{classbdm_1_1emix_4838f3a376ee0bd3c658bfb8f4ea4a3d}{
22\hyperlink{classbdm_1_1emix_4838f3a376ee0bd3c658bfb8f4ea4a3d}{emix} ()}
23\label{classbdm_1_1emix_4838f3a376ee0bd3c658bfb8f4ea4a3d}
24
25\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
26void \hyperlink{classbdm_1_1emix_3a107a6b808a081389ef17af951c234a}{set\_\-parameters} (const vec \&\hyperlink{classbdm_1_1emix_bb7270345c76da627cd77ddf020bcf46}{w}, const Array$<$ \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ $>$ \&\hyperlink{classbdm_1_1emix_e2966a6a44b250e22e55bc9fb6af5c3e}{Coms}, bool copy=false)
27\item 
28\hypertarget{classbdm_1_1emix_e8839dbbb0d1276a8dbe957a67cfe0dc}{
29vec \hyperlink{classbdm_1_1emix_e8839dbbb0d1276a8dbe957a67cfe0dc}{sample} () const }
30\label{classbdm_1_1emix_e8839dbbb0d1276a8dbe957a67cfe0dc}
31
32\begin{CompactList}\small\item\em Returns a sample, $ x $ from density $ f_x()$. \item\end{CompactList}\item 
33\hypertarget{classbdm_1_1emix_a3a5390bc56e81ef3b0debc0f185fa8a}{
34vec \hyperlink{classbdm_1_1emix_a3a5390bc56e81ef3b0debc0f185fa8a}{mean} () const }
35\label{classbdm_1_1emix_a3a5390bc56e81ef3b0debc0f185fa8a}
36
37\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item 
38\hypertarget{classbdm_1_1emix_e9a627023cdf90c9ffd8eef726595c86}{
39vec \hyperlink{classbdm_1_1emix_e9a627023cdf90c9ffd8eef726595c86}{variance} () const }
40\label{classbdm_1_1emix_e9a627023cdf90c9ffd8eef726595c86}
41
42\begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item 
43\hypertarget{classbdm_1_1emix_0f3db99f730bde6b7953931594537e8e}{
44double \hyperlink{classbdm_1_1emix_0f3db99f730bde6b7953931594537e8e}{evallog} (const vec \&val) const }
45\label{classbdm_1_1emix_0f3db99f730bde6b7953931594537e8e}
46
47\begin{CompactList}\small\item\em Compute log-probability of argument {\tt val}. \item\end{CompactList}\item 
48\hypertarget{classbdm_1_1emix_23af1986e2afcbc8c7e1c30f610e703b}{
49vec \hyperlink{classbdm_1_1emix_23af1986e2afcbc8c7e1c30f610e703b}{evallog\_\-m} (const mat \&Val) const }
50\label{classbdm_1_1emix_23af1986e2afcbc8c7e1c30f610e703b}
51
52\begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item 
53\hypertarget{classbdm_1_1emix_e64c1d5a73f541e469792e23d4677af2}{
54mat \hyperlink{classbdm_1_1emix_e64c1d5a73f541e469792e23d4677af2}{evallog\_\-M} (const mat \&Val) const }
55\label{classbdm_1_1emix_e64c1d5a73f541e469792e23d4677af2}
56
57\begin{CompactList}\small\item\em Auxiliary function that returns pdflog for each component. \item\end{CompactList}\item 
58\hypertarget{classbdm_1_1emix_f7165371cc4f7be9292024b9f5431646}{
59\hyperlink{classbdm_1_1emix}{emix} $\ast$ \hyperlink{classbdm_1_1emix_f7165371cc4f7be9292024b9f5431646}{marginal} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}) const }
60\label{classbdm_1_1emix_f7165371cc4f7be9292024b9f5431646}
61
62\begin{CompactList}\small\item\em Return marginal density on the given \hyperlink{classbdm_1_1RV}{RV}, the remainig rvs are intergrated out. \item\end{CompactList}\item 
63\hypertarget{classbdm_1_1emix_fc7772a2972959cf19ba26882feacecf}{
64\hyperlink{classbdm_1_1mratio}{mratio} $\ast$ \hyperlink{classbdm_1_1emix_fc7772a2972959cf19ba26882feacecf}{condition} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}) const }
65\label{classbdm_1_1emix_fc7772a2972959cf19ba26882feacecf}
66
67\begin{CompactList}\small\item\em Return conditional density on the given \hyperlink{classbdm_1_1RV}{RV}, the remaining rvs will be in conditioning. \item\end{CompactList}\item 
68\hypertarget{classbdm_1_1emix_d9b584cb5b2471a4250fb127757f28be}{
69vec \& \hyperlink{classbdm_1_1emix_d9b584cb5b2471a4250fb127757f28be}{\_\-w} ()}
70\label{classbdm_1_1emix_d9b584cb5b2471a4250fb127757f28be}
71
72\begin{CompactList}\small\item\em returns a pointer to the internal mean value. Use with Care! \item\end{CompactList}\item 
73\hypertarget{classbdm_1_1emix_965fb16669250a3d28bc62cf76276d8e}{
74void \hyperlink{classbdm_1_1emix_965fb16669250a3d28bc62cf76276d8e}{ownComs} ()}
75\label{classbdm_1_1emix_965fb16669250a3d28bc62cf76276d8e}
76
77\begin{CompactList}\small\item\em Auxiliary function for taking ownership of the \hyperlink{classbdm_1_1emix_e2966a6a44b250e22e55bc9fb6af5c3e}{Coms()}. \item\end{CompactList}\item 
78\hypertarget{classbdm_1_1emix_578616445243674438257be99ba71612}{
79\hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1emix_578616445243674438257be99ba71612}{\_\-Coms} (int i)}
80\label{classbdm_1_1emix_578616445243674438257be99ba71612}
81
82\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
83\begin{Indent}{\bf Constructors}\par
84{\em Construction of each \hyperlink{classbdm_1_1epdf}{epdf} should support two types of constructors: \begin{itemize}
85\item empty constructor, \item copy constructor,\end{itemize}
86The following constructors should be supported for convenience: \begin{itemize}
87\item constructor followed by calling {\tt \hyperlink{classbdm_1_1emix_3a107a6b808a081389ef17af951c234a}{set\_\-parameters()}} \item constructor accepting random variables calling {\tt \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv()}} \end{itemize}
88All internal data structures are constructed as empty. Their values (including sizes) will be set by method {\tt \hyperlink{classbdm_1_1emix_3a107a6b808a081389ef17af951c234a}{set\_\-parameters()}}. This way references can be initialized in constructors. }\begin{CompactItemize}
89\item 
90\hypertarget{classbdm_1_1epdf_840de94aa33cf4f2ebd2427f45a165d8}{
91void \textbf{set\_\-parameters} (int dim0)}
92\label{classbdm_1_1epdf_840de94aa33cf4f2ebd2427f45a165d8}
93
94\end{CompactItemize}
95\end{Indent}
96\begin{Indent}{\bf Matematical Operations}\par
97\begin{CompactItemize}
98\item 
99\hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{
100virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const }
101\label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}
102
103\begin{CompactList}\small\item\em Returns N samples, $ [x_1 , x_2 , \ldots \ $ from density $ f_x(rv)$. \item\end{CompactList}\end{CompactItemize}
104\end{Indent}
105\begin{Indent}{\bf Connection to other classes}\par
106{\em Description of the random quantity via attribute {\tt rv} is optional. For operations such as sampling {\tt rv} does not need to be set. However, for {\tt marginalization} and {\tt conditioning} {\tt rv} has to be set. NB: }\begin{CompactItemize}
107\item 
108\hypertarget{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{
109void \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)}
110\label{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}
111
112\begin{CompactList}\small\item\em Name its rv. \item\end{CompactList}\item 
113\hypertarget{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{
114bool \hyperlink{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{isnamed} () const }
115\label{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}
116
117\begin{CompactList}\small\item\em True if rv is assigned. \item\end{CompactList}\item 
118\hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{
119const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const }
120\label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}
121
122\begin{CompactList}\small\item\em Return name (fails when isnamed is false). \item\end{CompactList}\end{CompactItemize}
123\end{Indent}
124\begin{Indent}{\bf Access to attributes}\par
125\begin{CompactItemize}
126\item 
127\hypertarget{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}{
128int \hyperlink{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}{dimension} () const }
129\label{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}
130
131\begin{CompactList}\small\item\em Size of the random variable. \item\end{CompactList}\end{CompactItemize}
132\end{Indent}
133\subsection*{Protected Attributes}
134\begin{CompactItemize}
135\item 
136\hypertarget{classbdm_1_1emix_bb7270345c76da627cd77ddf020bcf46}{
137vec \hyperlink{classbdm_1_1emix_bb7270345c76da627cd77ddf020bcf46}{w}}
138\label{classbdm_1_1emix_bb7270345c76da627cd77ddf020bcf46}
139
140\begin{CompactList}\small\item\em weights of the components \item\end{CompactList}\item 
141\hypertarget{classbdm_1_1emix_e2966a6a44b250e22e55bc9fb6af5c3e}{
142Array$<$ \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ $>$ \hyperlink{classbdm_1_1emix_e2966a6a44b250e22e55bc9fb6af5c3e}{Coms}}
143\label{classbdm_1_1emix_e2966a6a44b250e22e55bc9fb6af5c3e}
144
145\begin{CompactList}\small\item\em Component (epdfs). \item\end{CompactList}\item 
146\hypertarget{classbdm_1_1emix_47189df41a4616c2fed5972f015743f4}{
147bool \hyperlink{classbdm_1_1emix_47189df41a4616c2fed5972f015743f4}{destroyComs}}
148\label{classbdm_1_1emix_47189df41a4616c2fed5972f015743f4}
149
150\begin{CompactList}\small\item\em Flag if owning Coms. \item\end{CompactList}\item 
151\hypertarget{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{
152int \hyperlink{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{dim}}
153\label{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}
154
155\begin{CompactList}\small\item\em dimension of the random variable \item\end{CompactList}\item 
156\hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{
157\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}}
158\label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}
159
160\begin{CompactList}\small\item\em Description of the random variable. \item\end{CompactList}\end{CompactItemize}
161
162
163\subsection{Member Function Documentation}
164\hypertarget{classbdm_1_1emix_3a107a6b808a081389ef17af951c234a}{
165\index{bdm::emix@{bdm::emix}!set\_\-parameters@{set\_\-parameters}}
166\index{set\_\-parameters@{set\_\-parameters}!bdm::emix@{bdm::emix}}
167\subsubsection[set\_\-parameters]{\setlength{\rightskip}{0pt plus 5cm}void bdm::emix::set\_\-parameters (const vec \& {\em w}, \/  const Array$<$ {\bf epdf} $\ast$ $>$ \& {\em Coms}, \/  bool {\em copy} = {\tt false})}}
168\label{classbdm_1_1emix_3a107a6b808a081389ef17af951c234a}
169
170
171Set weights {\tt w} and components {\tt Coms} By default Coms are copied inside. Parameter {\tt copy} can be set to false if Coms live externally. Use method \hyperlink{classbdm_1_1emix_965fb16669250a3d28bc62cf76276d8e}{ownComs()} if Coms should be destroyed by the destructor.
172
173References Coms, destroyComs, bdm::epdf::dim, bdm::epdf::dimension(), and w.
174
175Referenced by bdm::MixEF::epredictor(), marginal(), and bdm::mmix::set\_\-parameters().
176
177The documentation for this class was generated from the following files:\begin{CompactItemize}
178\item 
179\hyperlink{emix_8h}{emix.h}\item 
180emix.cpp\end{CompactItemize}
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