[261] | 1 | \hypertarget{classbdm_1_1merger}{ |
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| 2 | \section{bdm::merger Class Reference} |
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| 3 | \label{classbdm_1_1merger}\index{bdm::merger@{bdm::merger}} |
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| 4 | } |
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| 5 | Function for general combination of pdfs. |
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| 6 | |
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| 7 | |
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| 8 | {\tt \#include $<$merger.h$>$} |
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| 9 | |
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| 10 | Inheritance diagram for bdm::merger:\nopagebreak |
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| 11 | \begin{figure}[H] |
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| 12 | \begin{center} |
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| 13 | \leavevmode |
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| 14 | \includegraphics[width=122pt]{classbdm_1_1merger__inherit__graph} |
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| 15 | \end{center} |
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| 16 | \end{figure} |
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| 17 | Collaboration diagram for bdm::merger:\nopagebreak |
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| 18 | \begin{figure}[H] |
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| 19 | \begin{center} |
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| 20 | \leavevmode |
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| 21 | \includegraphics[width=400pt]{classbdm_1_1merger__coll__graph} |
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| 22 | \end{center} |
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| 23 | \end{figure} |
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| 24 | \subsection*{Public Member Functions} |
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| 25 | \begin{CompactItemize} |
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| 26 | \item |
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| 27 | \hypertarget{classbdm_1_1merger_30ae0fa8a88737185f598bf63fec0569}{ |
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| 28 | \hyperlink{classbdm_1_1merger_30ae0fa8a88737185f598bf63fec0569}{merger} (const Array$<$ \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ $>$ \&S)} |
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| 29 | \label{classbdm_1_1merger_30ae0fa8a88737185f598bf63fec0569} |
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| 30 | |
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| 31 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
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| 32 | \hypertarget{classbdm_1_1merger_bc867c8e2b4709041bf8802ae9c78e37}{ |
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| 33 | void \hyperlink{classbdm_1_1merger_bc867c8e2b4709041bf8802ae9c78e37}{set\_\-parameters} (double beta0, int Ns0, int Nc0)} |
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| 34 | \label{classbdm_1_1merger_bc867c8e2b4709041bf8802ae9c78e37} |
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| 35 | |
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| 36 | \begin{CompactList}\small\item\em Set internal parameters used in approximation. \item\end{CompactList}\item |
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| 37 | \hypertarget{classbdm_1_1merger_8ae79a651e93d6e2d611556001af8aa8}{ |
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| 38 | void \hyperlink{classbdm_1_1merger_8ae79a651e93d6e2d611556001af8aa8}{init} ()} |
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| 39 | \label{classbdm_1_1merger_8ae79a651e93d6e2d611556001af8aa8} |
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| 40 | |
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| 41 | \begin{CompactList}\small\item\em Initialize the proposal density. This function must be called before \hyperlink{classbdm_1_1merger_b72f4662c9ac760a8b17ebe5d697f3c2}{merge()}! \item\end{CompactList}\item |
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| 42 | \hypertarget{classbdm_1_1merger_3d9f0ba04c8e74be8246d840cc537879}{ |
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| 43 | void \hyperlink{classbdm_1_1merger_3d9f0ba04c8e74be8246d840cc537879}{merge} (const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$g0)} |
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| 44 | \label{classbdm_1_1merger_3d9f0ba04c8e74be8246d840cc537879} |
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| 45 | |
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| 46 | \begin{CompactList}\small\item\em Create a mixture density using known proposal. \item\end{CompactList}\item |
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| 47 | \hypertarget{classbdm_1_1merger_b72f4662c9ac760a8b17ebe5d697f3c2}{ |
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| 48 | void \hyperlink{classbdm_1_1merger_b72f4662c9ac760a8b17ebe5d697f3c2}{merge} ()} |
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| 49 | \label{classbdm_1_1merger_b72f4662c9ac760a8b17ebe5d697f3c2} |
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| 50 | |
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| 51 | \begin{CompactList}\small\item\em Create a mixture density, make sure to call \hyperlink{classbdm_1_1merger_8ae79a651e93d6e2d611556001af8aa8}{init()} before the first call. \item\end{CompactList}\item |
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| 52 | \hypertarget{classbdm_1_1merger_b90f1b8a21a693176dd953a3b983aa0b}{ |
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| 53 | vec \hyperlink{classbdm_1_1merger_b90f1b8a21a693176dd953a3b983aa0b}{lognorm\_\-merge} (mat \&lW)} |
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| 54 | \label{classbdm_1_1merger_b90f1b8a21a693176dd953a3b983aa0b} |
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| 55 | |
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| 56 | \begin{CompactList}\small\item\em Merge log-likelihood values. \item\end{CompactList}\item |
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| 57 | vec \hyperlink{classbdm_1_1merger_0ef73e76eeee44c8e3896e3a271ad974}{sample} () const |
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| 58 | \item |
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| 59 | \hypertarget{classbdm_1_1merger_c47543661897638cab9f506c76a1f92f}{ |
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| 60 | double \hyperlink{classbdm_1_1merger_c47543661897638cab9f506c76a1f92f}{evallog} (const vec \&dt) const } |
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| 61 | \label{classbdm_1_1merger_c47543661897638cab9f506c76a1f92f} |
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| 62 | |
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| 63 | \begin{CompactList}\small\item\em Compute log-probability of argument {\tt val}. \item\end{CompactList}\item |
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| 64 | \hypertarget{classbdm_1_1merger_82c5ad7677315fde8e9fc9381c17ece5}{ |
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| 65 | vec \hyperlink{classbdm_1_1merger_82c5ad7677315fde8e9fc9381c17ece5}{mean} () const } |
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| 66 | \label{classbdm_1_1merger_82c5ad7677315fde8e9fc9381c17ece5} |
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| 67 | |
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| 68 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
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| 69 | \hypertarget{classbdm_1_1merger_88e75fe2b9d7c1247b20ea7760c061f1}{ |
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| 70 | mat \textbf{covariance} () const } |
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| 71 | \label{classbdm_1_1merger_88e75fe2b9d7c1247b20ea7760c061f1} |
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| 72 | |
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| 73 | \item |
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| 74 | \hypertarget{classbdm_1_1merger_bcef70ece256b1ab1fa7a3a354eb1cc4}{ |
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| 75 | vec \hyperlink{classbdm_1_1merger_bcef70ece256b1ab1fa7a3a354eb1cc4}{variance} () const } |
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| 76 | \label{classbdm_1_1merger_bcef70ece256b1ab1fa7a3a354eb1cc4} |
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| 77 | |
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| 78 | \begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item |
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| 79 | \hypertarget{classbdm_1_1merger_febef179bb5e074ae6e34d15b4596273}{ |
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| 80 | virtual \hyperlink{classbdm_1_1merger_febef179bb5e074ae6e34d15b4596273}{$\sim$merger} ()} |
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| 81 | \label{classbdm_1_1merger_febef179bb5e074ae6e34d15b4596273} |
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| 82 | |
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| 83 | \begin{CompactList}\small\item\em for future use \item\end{CompactList}\item |
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| 84 | \hypertarget{classbdm_1_1merger_13f8534f626a37bed91a6d9db54d6d2f}{ |
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| 85 | \hyperlink{classbdm_1_1MixEF}{MixEF} \& \hyperlink{classbdm_1_1merger_13f8534f626a37bed91a6d9db54d6d2f}{\_\-Mix} ()} |
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| 86 | \label{classbdm_1_1merger_13f8534f626a37bed91a6d9db54d6d2f} |
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| 87 | |
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| 88 | \begin{CompactList}\small\item\em Access function. \item\end{CompactList}\item |
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| 89 | \hypertarget{classbdm_1_1merger_23f5f8b80df579b05681006fbcfe3699}{ |
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| 90 | \hyperlink{classbdm_1_1eEmp}{eEmp} \& \hyperlink{classbdm_1_1merger_23f5f8b80df579b05681006fbcfe3699}{\_\-Smp} ()} |
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| 91 | \label{classbdm_1_1merger_23f5f8b80df579b05681006fbcfe3699} |
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| 92 | |
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| 93 | \begin{CompactList}\small\item\em Access function. \item\end{CompactList}\item |
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| 94 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1compositepdf_c73d39acc4378eee6a63155c3517d3c9}{getrv} (bool checkoverlap=false) |
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| 95 | \begin{CompactList}\small\item\em find common rv, flag \item\end{CompactList}\item |
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| 96 | \hypertarget{classbdm_1_1compositepdf_c71fc2c51f49d797e61f479f543c75ce}{ |
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| 97 | void \hyperlink{classbdm_1_1compositepdf_c71fc2c51f49d797e61f479f543c75ce}{setrvc} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}, \hyperlink{classbdm_1_1RV}{RV} \&rvc)} |
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| 98 | \label{classbdm_1_1compositepdf_c71fc2c51f49d797e61f479f543c75ce} |
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| 99 | |
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| 100 | \begin{CompactList}\small\item\em common rvc of all mpdfs is written to rvc \item\end{CompactList}\item |
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| 101 | \hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{ |
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| 102 | virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const } |
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| 103 | \label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058} |
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| 104 | |
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| 105 | \begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item |
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| 106 | \hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{ |
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| 107 | virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const } |
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| 108 | \label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62} |
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| 109 | |
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| 110 | \begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item |
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| 111 | \hypertarget{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{ |
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| 112 | virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{condition} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}) const } |
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| 113 | \label{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77} |
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| 114 | |
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| 115 | \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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| 116 | \hypertarget{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{ |
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| 117 | virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{marginal} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}) const } |
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| 118 | \label{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1} |
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| 119 | |
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| 120 | \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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| 121 | \hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{ |
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| 122 | const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const } |
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| 123 | \label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21} |
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| 124 | |
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| 125 | \begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item |
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| 126 | \hypertarget{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{ |
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| 127 | void \hyperlink{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{\_\-renewrv} (const \hyperlink{classbdm_1_1RV}{RV} \&in\_\-rv)} |
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| 128 | \label{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f} |
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| 129 | |
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| 130 | \begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize} |
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| 131 | \subsection*{Protected Attributes} |
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| 132 | \begin{CompactItemize} |
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| 133 | \item |
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| 134 | \hypertarget{classbdm_1_1merger_67ae71cbf0686d7c7bf116fa5db86d81}{ |
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| 135 | \hyperlink{classbdm_1_1MixEF}{MixEF} \hyperlink{classbdm_1_1merger_67ae71cbf0686d7c7bf116fa5db86d81}{Mix}} |
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| 136 | \label{classbdm_1_1merger_67ae71cbf0686d7c7bf116fa5db86d81} |
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| 137 | |
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| 138 | \begin{CompactList}\small\item\em Internal mixture of EF models. \item\end{CompactList}\item |
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| 139 | \hypertarget{classbdm_1_1merger_ea3c9f4739f857877fd5285b3973289c}{ |
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| 140 | Array$<$ \hyperlink{classbdm_1_1datalink__m2e}{datalink\_\-m2e} $\ast$ $>$ \hyperlink{classbdm_1_1merger_ea3c9f4739f857877fd5285b3973289c}{dls}} |
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| 141 | \label{classbdm_1_1merger_ea3c9f4739f857877fd5285b3973289c} |
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| 142 | |
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| 143 | \begin{CompactList}\small\item\em Data link for each \hyperlink{classbdm_1_1mpdf}{mpdf} in mpdfs. \item\end{CompactList}\item |
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| 144 | \hypertarget{classbdm_1_1merger_135b938f841cb88ad00a8bbded818703}{ |
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| 145 | Array$<$ \hyperlink{classbdm_1_1RV}{RV} $>$ \hyperlink{classbdm_1_1merger_135b938f841cb88ad00a8bbded818703}{rvzs}} |
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| 146 | \label{classbdm_1_1merger_135b938f841cb88ad00a8bbded818703} |
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| 147 | |
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| 148 | \begin{CompactList}\small\item\em Array of rvs that are not modelled by mpdfs at all (aux). \item\end{CompactList}\item |
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| 149 | \hypertarget{classbdm_1_1merger_6c48bf36ec1f3f7b52e3159cf428a193}{ |
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| 150 | Array$<$ \hyperlink{classbdm_1_1datalink__m2e}{datalink\_\-m2e} $\ast$ $>$ \hyperlink{classbdm_1_1merger_6c48bf36ec1f3f7b52e3159cf428a193}{zdls}} |
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| 151 | \label{classbdm_1_1merger_6c48bf36ec1f3f7b52e3159cf428a193} |
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| 152 | |
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| 153 | \begin{CompactList}\small\item\em Data Links of rv0 mpdfs - these will be conditioned the (rv,rvc) of mpdfs. \item\end{CompactList}\item |
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| 154 | \hypertarget{classbdm_1_1merger_e91b83e6d9076848c71ae27664072109}{ |
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| 155 | int \hyperlink{classbdm_1_1merger_e91b83e6d9076848c71ae27664072109}{Ns}} |
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| 156 | \label{classbdm_1_1merger_e91b83e6d9076848c71ae27664072109} |
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| 157 | |
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| 158 | \begin{CompactList}\small\item\em Number of samples used in approximation. \item\end{CompactList}\item |
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| 159 | \hypertarget{classbdm_1_1merger_214ca7c566e8f75d45bb243d7c74580d}{ |
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| 160 | int \hyperlink{classbdm_1_1merger_214ca7c566e8f75d45bb243d7c74580d}{Nc}} |
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| 161 | \label{classbdm_1_1merger_214ca7c566e8f75d45bb243d7c74580d} |
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| 162 | |
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| 163 | \begin{CompactList}\small\item\em Number of components in a mixture. \item\end{CompactList}\item |
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| 164 | \hypertarget{classbdm_1_1merger_1a85d299f202a70afe0cdc1045c26a5d}{ |
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| 165 | double \hyperlink{classbdm_1_1merger_1a85d299f202a70afe0cdc1045c26a5d}{beta}} |
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| 166 | \label{classbdm_1_1merger_1a85d299f202a70afe0cdc1045c26a5d} |
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| 167 | |
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| 168 | \begin{CompactList}\small\item\em Prior on the log-normal merging model. \item\end{CompactList}\item |
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| 169 | \hypertarget{classbdm_1_1merger_522d43f7aa13fe6701e93fba174dec94}{ |
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| 170 | \hyperlink{classbdm_1_1eEmp}{eEmp} \hyperlink{classbdm_1_1merger_522d43f7aa13fe6701e93fba174dec94}{eSmp}} |
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| 171 | \label{classbdm_1_1merger_522d43f7aa13fe6701e93fba174dec94} |
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| 172 | |
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| 173 | \begin{CompactList}\small\item\em Projection to empirical density. \item\end{CompactList}\item |
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| 174 | \hypertarget{classbdm_1_1compositepdf_7ca3cd8ed92a7154f5b9ff13b1e9d52a}{ |
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| 175 | int \hyperlink{classbdm_1_1compositepdf_7ca3cd8ed92a7154f5b9ff13b1e9d52a}{n}} |
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| 176 | \label{classbdm_1_1compositepdf_7ca3cd8ed92a7154f5b9ff13b1e9d52a} |
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| 177 | |
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| 178 | \begin{CompactList}\small\item\em Number of mpdfs in the composite. \item\end{CompactList}\item |
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| 179 | \hypertarget{classbdm_1_1compositepdf_23faf2debc4dde10836393b8c665914a}{ |
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| 180 | Array$<$ \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ $>$ \hyperlink{classbdm_1_1compositepdf_23faf2debc4dde10836393b8c665914a}{mpdfs}} |
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| 181 | \label{classbdm_1_1compositepdf_23faf2debc4dde10836393b8c665914a} |
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| 182 | |
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| 183 | \begin{CompactList}\small\item\em Elements of composition. \item\end{CompactList}\item |
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| 184 | \hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{ |
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| 185 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}} |
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| 186 | \label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8} |
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| 187 | |
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| 188 | \begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize} |
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| 189 | |
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| 190 | |
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| 191 | \subsection{Detailed Description} |
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| 192 | Function for general combination of pdfs. |
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| 193 | |
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| 194 | Mixtures of Gaussian densities are used internally. Switching to other densities should be trivial. |
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| 195 | |
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| 196 | \subsection{Member Function Documentation} |
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| 197 | \hypertarget{classbdm_1_1merger_0ef73e76eeee44c8e3896e3a271ad974}{ |
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| 198 | \index{bdm::merger@{bdm::merger}!sample@{sample}} |
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| 199 | \index{sample@{sample}!bdm::merger@{bdm::merger}} |
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| 200 | \subsubsection[sample]{\setlength{\rightskip}{0pt plus 5cm}vec bdm::merger::sample () const\hspace{0.3cm}{\tt \mbox{[}inline, virtual\mbox{]}}}} |
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| 201 | \label{classbdm_1_1merger_0ef73e76eeee44c8e3896e3a271ad974} |
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| 202 | |
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| 203 | |
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| 204 | sample from merged density weight w is a |
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| 205 | |
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| 206 | Implements \hyperlink{classbdm_1_1epdf_09721eb148bc49d6ec2f1956039f3a10}{bdm::epdf}. |
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| 207 | |
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| 208 | References bdm::MixEF::\_\-epdf(), Mix, and bdm::epdf::sample().\hypertarget{classbdm_1_1compositepdf_c73d39acc4378eee6a63155c3517d3c9}{ |
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| 209 | \index{bdm::merger@{bdm::merger}!getrv@{getrv}} |
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| 210 | \index{getrv@{getrv}!bdm::merger@{bdm::merger}} |
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| 211 | \subsubsection[getrv]{\setlength{\rightskip}{0pt plus 5cm}{\bf RV} bdm::compositepdf::getrv (bool {\em checkoverlap} = {\tt false})\hspace{0.3cm}{\tt \mbox{[}inherited\mbox{]}}}} |
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| 212 | \label{classbdm_1_1compositepdf_c73d39acc4378eee6a63155c3517d3c9} |
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| 213 | |
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| 214 | |
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| 215 | find common rv, flag |
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| 216 | |
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| 217 | \begin{Desc} |
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| 218 | \item[Parameters:] |
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| 219 | \begin{description} |
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| 220 | \item[{\em checkoverlap}]modifies whether overlaps are acceptable \end{description} |
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| 221 | \end{Desc} |
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| 222 | |
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| 223 | |
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| 224 | References bdm::RV::add(), bdm::compositepdf::mpdfs, and bdm::compositepdf::n. |
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| 225 | |
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| 226 | The documentation for this class was generated from the following files:\begin{CompactItemize} |
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| 227 | \item |
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| 228 | \hyperlink{merger_8h}{merger.h}\item |
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| 229 | merger.cpp\end{CompactItemize} |
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