1 | \hypertarget{classbdm_1_1emix}{ |
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2 | \section{bdm::emix Class Reference} |
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3 | \label{classbdm_1_1emix}\index{bdm::emix@{bdm::emix}} |
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4 | } |
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5 | {\tt \#include $<$emix.h$>$} |
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6 | |
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7 | Inheritance diagram for bdm::emix:\nopagebreak |
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8 | \begin{figure}[H] |
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9 | \begin{center} |
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10 | \leavevmode |
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11 | \includegraphics[width=64pt]{classbdm_1_1emix__inherit__graph} |
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12 | \end{center} |
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13 | \end{figure} |
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14 | |
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15 | |
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16 | \subsection{Detailed Description} |
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17 | Mixture of epdfs. |
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18 | |
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19 | Density 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} |
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20 | \begin{CompactItemize} |
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21 | \item |
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22 | \hypertarget{classbdm_1_1emix_4838f3a376ee0bd3c658bfb8f4ea4a3d}{ |
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23 | \hyperlink{classbdm_1_1emix_4838f3a376ee0bd3c658bfb8f4ea4a3d}{emix} ()} |
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24 | \label{classbdm_1_1emix_4838f3a376ee0bd3c658bfb8f4ea4a3d} |
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25 | |
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26 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
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27 | void \hyperlink{classbdm_1_1emix_d8c1aefba8302759836b5f26999ce840}{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=true) |
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28 | \item |
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29 | \hypertarget{classbdm_1_1emix_e8839dbbb0d1276a8dbe957a67cfe0dc}{ |
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30 | vec \hyperlink{classbdm_1_1emix_e8839dbbb0d1276a8dbe957a67cfe0dc}{sample} () const } |
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31 | \label{classbdm_1_1emix_e8839dbbb0d1276a8dbe957a67cfe0dc} |
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32 | |
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33 | \begin{CompactList}\small\item\em Returns a sample, $ x $ from density $ f_x()$. \item\end{CompactList}\item |
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34 | \hypertarget{classbdm_1_1emix_a3a5390bc56e81ef3b0debc0f185fa8a}{ |
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35 | vec \hyperlink{classbdm_1_1emix_a3a5390bc56e81ef3b0debc0f185fa8a}{mean} () const } |
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36 | \label{classbdm_1_1emix_a3a5390bc56e81ef3b0debc0f185fa8a} |
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37 | |
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38 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
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39 | \hypertarget{classbdm_1_1emix_e9a627023cdf90c9ffd8eef726595c86}{ |
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40 | vec \hyperlink{classbdm_1_1emix_e9a627023cdf90c9ffd8eef726595c86}{variance} () const } |
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41 | \label{classbdm_1_1emix_e9a627023cdf90c9ffd8eef726595c86} |
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42 | |
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43 | \begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item |
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44 | \hypertarget{classbdm_1_1emix_0f3db99f730bde6b7953931594537e8e}{ |
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45 | double \hyperlink{classbdm_1_1emix_0f3db99f730bde6b7953931594537e8e}{evallog} (const vec \&val) const } |
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46 | \label{classbdm_1_1emix_0f3db99f730bde6b7953931594537e8e} |
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47 | |
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48 | \begin{CompactList}\small\item\em Compute log-probability of argument {\tt val}. \item\end{CompactList}\item |
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49 | \hypertarget{classbdm_1_1emix_23af1986e2afcbc8c7e1c30f610e703b}{ |
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50 | vec \hyperlink{classbdm_1_1emix_23af1986e2afcbc8c7e1c30f610e703b}{evallog\_\-m} (const mat \&Val) const } |
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51 | \label{classbdm_1_1emix_23af1986e2afcbc8c7e1c30f610e703b} |
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52 | |
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53 | \begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item |
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54 | \hypertarget{classbdm_1_1emix_e64c1d5a73f541e469792e23d4677af2}{ |
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55 | mat \hyperlink{classbdm_1_1emix_e64c1d5a73f541e469792e23d4677af2}{evallog\_\-M} (const mat \&Val) const } |
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56 | \label{classbdm_1_1emix_e64c1d5a73f541e469792e23d4677af2} |
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57 | |
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58 | \begin{CompactList}\small\item\em Auxiliary function that returns pdflog for each component. \item\end{CompactList}\item |
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59 | \hypertarget{classbdm_1_1emix_f7165371cc4f7be9292024b9f5431646}{ |
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60 | \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 } |
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61 | \label{classbdm_1_1emix_f7165371cc4f7be9292024b9f5431646} |
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62 | |
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63 | \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 |
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64 | \hypertarget{classbdm_1_1emix_fc7772a2972959cf19ba26882feacecf}{ |
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65 | \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 } |
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66 | \label{classbdm_1_1emix_fc7772a2972959cf19ba26882feacecf} |
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67 | |
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68 | \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 |
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69 | \hypertarget{classbdm_1_1emix_d9b584cb5b2471a4250fb127757f28be}{ |
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70 | vec \& \hyperlink{classbdm_1_1emix_d9b584cb5b2471a4250fb127757f28be}{\_\-w} ()} |
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71 | \label{classbdm_1_1emix_d9b584cb5b2471a4250fb127757f28be} |
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72 | |
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73 | \begin{CompactList}\small\item\em returns a pointer to the internal mean value. Use with Care! \item\end{CompactList}\item |
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74 | \hypertarget{classbdm_1_1emix_965fb16669250a3d28bc62cf76276d8e}{ |
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75 | void \hyperlink{classbdm_1_1emix_965fb16669250a3d28bc62cf76276d8e}{ownComs} ()} |
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76 | \label{classbdm_1_1emix_965fb16669250a3d28bc62cf76276d8e} |
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77 | |
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78 | \begin{CompactList}\small\item\em Auxiliary function for taking ownership of the \hyperlink{classbdm_1_1emix_e2966a6a44b250e22e55bc9fb6af5c3e}{Coms()}. \item\end{CompactList}\item |
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79 | \hypertarget{classbdm_1_1emix_578616445243674438257be99ba71612}{ |
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80 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1emix_578616445243674438257be99ba71612}{\_\-Coms} (int i)} |
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81 | \label{classbdm_1_1emix_578616445243674438257be99ba71612} |
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82 | |
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83 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
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84 | \begin{Indent}{\bf Matematical Operations}\par |
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85 | \begin{CompactItemize} |
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86 | \item |
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87 | \hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{ |
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88 | virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const } |
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89 | \label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058} |
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90 | |
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91 | \begin{CompactList}\small\item\em Returns N samples, $ [x_1 , x_2 , \ldots \ $ from density $ f_x(rv)$. \item\end{CompactList}\end{CompactItemize} |
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92 | \end{Indent} |
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93 | \begin{Indent}{\bf Connection to other classes}\par |
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94 | {\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} |
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95 | \item |
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96 | \hypertarget{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{ |
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97 | void \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)} |
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98 | \label{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff} |
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99 | |
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100 | \begin{CompactList}\small\item\em Name its rv. \item\end{CompactList}\item |
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101 | \hypertarget{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{ |
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102 | bool \hyperlink{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{isnamed} () const } |
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103 | \label{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9} |
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104 | |
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105 | \begin{CompactList}\small\item\em True if rv is assigned. \item\end{CompactList}\item |
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106 | \hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{ |
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107 | const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const } |
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108 | \label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21} |
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109 | |
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110 | \begin{CompactList}\small\item\em Return name (fails when isnamed is false). \item\end{CompactList}\end{CompactItemize} |
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111 | \end{Indent} |
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112 | \begin{Indent}{\bf Access to attributes}\par |
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113 | \begin{CompactItemize} |
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114 | \item |
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115 | \hypertarget{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}{ |
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116 | bool \hyperlink{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}{dimension} () const } |
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117 | \label{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b} |
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118 | |
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119 | \begin{CompactList}\small\item\em Size of the random variable. \item\end{CompactList}\end{CompactItemize} |
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120 | \end{Indent} |
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121 | \subsection*{Protected Attributes} |
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122 | \begin{CompactItemize} |
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123 | \item |
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124 | \hypertarget{classbdm_1_1emix_bb7270345c76da627cd77ddf020bcf46}{ |
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125 | vec \hyperlink{classbdm_1_1emix_bb7270345c76da627cd77ddf020bcf46}{w}} |
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126 | \label{classbdm_1_1emix_bb7270345c76da627cd77ddf020bcf46} |
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127 | |
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128 | \begin{CompactList}\small\item\em weights of the components \item\end{CompactList}\item |
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129 | \hypertarget{classbdm_1_1emix_e2966a6a44b250e22e55bc9fb6af5c3e}{ |
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130 | Array$<$ \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ $>$ \hyperlink{classbdm_1_1emix_e2966a6a44b250e22e55bc9fb6af5c3e}{Coms}} |
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131 | \label{classbdm_1_1emix_e2966a6a44b250e22e55bc9fb6af5c3e} |
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132 | |
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133 | \begin{CompactList}\small\item\em Component (epdfs). \item\end{CompactList}\item |
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134 | \hypertarget{classbdm_1_1emix_47189df41a4616c2fed5972f015743f4}{ |
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135 | bool \hyperlink{classbdm_1_1emix_47189df41a4616c2fed5972f015743f4}{destroyComs}} |
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136 | \label{classbdm_1_1emix_47189df41a4616c2fed5972f015743f4} |
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137 | |
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138 | \begin{CompactList}\small\item\em Flag if owning Coms. \item\end{CompactList}\item |
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139 | \hypertarget{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{ |
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140 | int \hyperlink{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{dim}} |
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141 | \label{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce} |
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142 | |
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143 | \begin{CompactList}\small\item\em dimension of the random variable \item\end{CompactList}\item |
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144 | \hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{ |
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145 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}} |
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146 | \label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8} |
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147 | |
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148 | \begin{CompactList}\small\item\em Description of the random variable. \item\end{CompactList}\end{CompactItemize} |
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149 | |
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150 | |
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151 | \subsection{Member Function Documentation} |
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152 | \hypertarget{classbdm_1_1emix_d8c1aefba8302759836b5f26999ce840}{ |
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153 | \index{bdm::emix@{bdm::emix}!set\_\-parameters@{set\_\-parameters}} |
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154 | \index{set\_\-parameters@{set\_\-parameters}!bdm::emix@{bdm::emix}} |
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155 | \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 true})}} |
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156 | \label{classbdm_1_1emix_d8c1aefba8302759836b5f26999ce840} |
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157 | |
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158 | |
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159 | Set 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. |
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160 | |
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161 | References bdm::epdf::\_\-rv(), Coms, destroyComs, bdm::epdf::dim, bdm::RV::equal(), bdm::epdf::rv, and w. |
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162 | |
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163 | Referenced by bdm::MixEF::epredictor(), marginal(), and bdm::mmix::set\_\-parameters(). |
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164 | |
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165 | The documentation for this class was generated from the following files:\begin{CompactItemize} |
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166 | \item |
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167 | \hyperlink{emix_8h}{emix.h}\item |
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168 | emix.cpp\end{CompactItemize} |
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