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 | {\tt \#include $<$merger.h$>$} |
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6 | |
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7 | Inheritance diagram for bdm::merger:\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=122pt]{classbdm_1_1merger__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 | Function for general combination of pdfs. |
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18 | |
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19 | Mixtures of Gaussian densities are used internally. Switching to other densities should be trivial. \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_1merger_30ae0fa8a88737185f598bf63fec0569}{ |
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23 | \hyperlink{classbdm_1_1merger_30ae0fa8a88737185f598bf63fec0569}{merger} (const Array$<$ \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ $>$ \&S)} |
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24 | \label{classbdm_1_1merger_30ae0fa8a88737185f598bf63fec0569} |
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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 | \hypertarget{classbdm_1_1merger_bc867c8e2b4709041bf8802ae9c78e37}{ |
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28 | void \hyperlink{classbdm_1_1merger_bc867c8e2b4709041bf8802ae9c78e37}{set\_\-parameters} (double beta0, int Ns0, int Nc0)} |
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29 | \label{classbdm_1_1merger_bc867c8e2b4709041bf8802ae9c78e37} |
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30 | |
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31 | \begin{CompactList}\small\item\em Set internal parameters used in approximation. \item\end{CompactList}\item |
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32 | \hypertarget{classbdm_1_1merger_8ae79a651e93d6e2d611556001af8aa8}{ |
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33 | void \hyperlink{classbdm_1_1merger_8ae79a651e93d6e2d611556001af8aa8}{init} ()} |
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34 | \label{classbdm_1_1merger_8ae79a651e93d6e2d611556001af8aa8} |
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35 | |
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36 | \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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37 | \hypertarget{classbdm_1_1merger_3d9f0ba04c8e74be8246d840cc537879}{ |
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38 | void \hyperlink{classbdm_1_1merger_3d9f0ba04c8e74be8246d840cc537879}{merge} (const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$g0)} |
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39 | \label{classbdm_1_1merger_3d9f0ba04c8e74be8246d840cc537879} |
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40 | |
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41 | \begin{CompactList}\small\item\em Create a mixture density using known proposal. \item\end{CompactList}\item |
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42 | \hypertarget{classbdm_1_1merger_b72f4662c9ac760a8b17ebe5d697f3c2}{ |
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43 | void \hyperlink{classbdm_1_1merger_b72f4662c9ac760a8b17ebe5d697f3c2}{merge} ()} |
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44 | \label{classbdm_1_1merger_b72f4662c9ac760a8b17ebe5d697f3c2} |
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45 | |
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46 | \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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47 | \hypertarget{classbdm_1_1merger_b90f1b8a21a693176dd953a3b983aa0b}{ |
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48 | vec \hyperlink{classbdm_1_1merger_b90f1b8a21a693176dd953a3b983aa0b}{lognorm\_\-merge} (mat \&lW)} |
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49 | \label{classbdm_1_1merger_b90f1b8a21a693176dd953a3b983aa0b} |
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50 | |
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51 | \begin{CompactList}\small\item\em Merge log-likelihood values. \item\end{CompactList}\item |
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52 | vec \hyperlink{classbdm_1_1merger_0ef73e76eeee44c8e3896e3a271ad974}{sample} () const |
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53 | \item |
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54 | \hypertarget{classbdm_1_1merger_c47543661897638cab9f506c76a1f92f}{ |
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55 | double \hyperlink{classbdm_1_1merger_c47543661897638cab9f506c76a1f92f}{evallog} (const vec \&dt) const } |
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56 | \label{classbdm_1_1merger_c47543661897638cab9f506c76a1f92f} |
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57 | |
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58 | \begin{CompactList}\small\item\em Compute log-probability of argument {\tt val}. \item\end{CompactList}\item |
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59 | \hypertarget{classbdm_1_1merger_82c5ad7677315fde8e9fc9381c17ece5}{ |
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60 | vec \hyperlink{classbdm_1_1merger_82c5ad7677315fde8e9fc9381c17ece5}{mean} () const } |
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61 | \label{classbdm_1_1merger_82c5ad7677315fde8e9fc9381c17ece5} |
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62 | |
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63 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
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64 | \hypertarget{classbdm_1_1merger_88e75fe2b9d7c1247b20ea7760c061f1}{ |
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65 | mat \textbf{covariance} () const } |
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66 | \label{classbdm_1_1merger_88e75fe2b9d7c1247b20ea7760c061f1} |
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67 | |
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68 | \item |
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69 | \hypertarget{classbdm_1_1merger_bcef70ece256b1ab1fa7a3a354eb1cc4}{ |
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70 | vec \hyperlink{classbdm_1_1merger_bcef70ece256b1ab1fa7a3a354eb1cc4}{variance} () const } |
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71 | \label{classbdm_1_1merger_bcef70ece256b1ab1fa7a3a354eb1cc4} |
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72 | |
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73 | \begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item |
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74 | \hypertarget{classbdm_1_1merger_febef179bb5e074ae6e34d15b4596273}{ |
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75 | virtual \hyperlink{classbdm_1_1merger_febef179bb5e074ae6e34d15b4596273}{$\sim$merger} ()} |
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76 | \label{classbdm_1_1merger_febef179bb5e074ae6e34d15b4596273} |
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77 | |
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78 | \begin{CompactList}\small\item\em for future use \item\end{CompactList}\item |
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79 | \hypertarget{classbdm_1_1merger_13f8534f626a37bed91a6d9db54d6d2f}{ |
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80 | \hyperlink{classbdm_1_1MixEF}{MixEF} \& \hyperlink{classbdm_1_1merger_13f8534f626a37bed91a6d9db54d6d2f}{\_\-Mix} ()} |
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81 | \label{classbdm_1_1merger_13f8534f626a37bed91a6d9db54d6d2f} |
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82 | |
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83 | \begin{CompactList}\small\item\em Access function. \item\end{CompactList}\item |
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84 | \hypertarget{classbdm_1_1merger_23f5f8b80df579b05681006fbcfe3699}{ |
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85 | \hyperlink{classbdm_1_1eEmp}{eEmp} \& \hyperlink{classbdm_1_1merger_23f5f8b80df579b05681006fbcfe3699}{\_\-Smp} ()} |
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86 | \label{classbdm_1_1merger_23f5f8b80df579b05681006fbcfe3699} |
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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 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1compositepdf_c73d39acc4378eee6a63155c3517d3c9}{getrv} (bool checkoverlap=false) |
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90 | \begin{CompactList}\small\item\em find common rv, flag \item\end{CompactList}\item |
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91 | \hypertarget{classbdm_1_1compositepdf_c71fc2c51f49d797e61f479f543c75ce}{ |
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92 | 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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93 | \label{classbdm_1_1compositepdf_c71fc2c51f49d797e61f479f543c75ce} |
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94 | |
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95 | \begin{CompactList}\small\item\em common rvc of all mpdfs is written to rvc \item\end{CompactList}\end{CompactItemize} |
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96 | \begin{Indent}{\bf Matematical Operations}\par |
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97 | \begin{CompactItemize} |
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98 | \item |
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99 | \hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{ |
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100 | virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const } |
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101 | \label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058} |
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102 | |
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103 | \begin{CompactList}\small\item\em Returns N samples, $ [x_1 , x_2 , \ldots \ $ from density $ f_x(rv)$. \item\end{CompactList}\item |
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104 | \hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{ |
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105 | virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const } |
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106 | \label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62} |
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107 | |
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108 | \begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item |
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109 | \hypertarget{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{ |
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110 | 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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111 | \label{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77} |
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112 | |
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113 | \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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114 | \hypertarget{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{ |
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115 | 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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116 | \label{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1} |
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117 | |
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118 | \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}\end{CompactItemize} |
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119 | \end{Indent} |
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120 | \begin{Indent}{\bf Connection to other classes}\par |
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121 | {\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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122 | \item |
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123 | \hypertarget{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{ |
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124 | void \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)} |
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125 | \label{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff} |
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126 | |
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127 | \begin{CompactList}\small\item\em Name its rv. \item\end{CompactList}\item |
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128 | \hypertarget{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{ |
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129 | bool \hyperlink{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{isnamed} () const } |
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130 | \label{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9} |
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131 | |
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132 | \begin{CompactList}\small\item\em True if rv is assigned. \item\end{CompactList}\item |
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133 | \hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{ |
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134 | const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const } |
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135 | \label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21} |
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136 | |
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137 | \begin{CompactList}\small\item\em Return name (fails when isnamed is false). \item\end{CompactList}\end{CompactItemize} |
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138 | \end{Indent} |
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139 | \begin{Indent}{\bf Access to attributes}\par |
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140 | \begin{CompactItemize} |
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141 | \item |
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142 | \hypertarget{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}{ |
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143 | bool \hyperlink{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}{dimension} () const } |
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144 | \label{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b} |
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145 | |
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146 | \begin{CompactList}\small\item\em Size of the random variable. \item\end{CompactList}\end{CompactItemize} |
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147 | \end{Indent} |
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148 | \subsection*{Protected Attributes} |
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149 | \begin{CompactItemize} |
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150 | \item |
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151 | \hypertarget{classbdm_1_1merger_67ae71cbf0686d7c7bf116fa5db86d81}{ |
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152 | \hyperlink{classbdm_1_1MixEF}{MixEF} \hyperlink{classbdm_1_1merger_67ae71cbf0686d7c7bf116fa5db86d81}{Mix}} |
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153 | \label{classbdm_1_1merger_67ae71cbf0686d7c7bf116fa5db86d81} |
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154 | |
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155 | \begin{CompactList}\small\item\em Internal mixture of EF models. \item\end{CompactList}\item |
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156 | \hypertarget{classbdm_1_1merger_ea3c9f4739f857877fd5285b3973289c}{ |
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157 | Array$<$ \hyperlink{classbdm_1_1datalink__m2e}{datalink\_\-m2e} $\ast$ $>$ \hyperlink{classbdm_1_1merger_ea3c9f4739f857877fd5285b3973289c}{dls}} |
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158 | \label{classbdm_1_1merger_ea3c9f4739f857877fd5285b3973289c} |
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159 | |
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160 | \begin{CompactList}\small\item\em Data link for each \hyperlink{classbdm_1_1mpdf}{mpdf} in mpdfs. \item\end{CompactList}\item |
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161 | \hypertarget{classbdm_1_1merger_135b938f841cb88ad00a8bbded818703}{ |
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162 | Array$<$ \hyperlink{classbdm_1_1RV}{RV} $>$ \hyperlink{classbdm_1_1merger_135b938f841cb88ad00a8bbded818703}{rvzs}} |
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163 | \label{classbdm_1_1merger_135b938f841cb88ad00a8bbded818703} |
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164 | |
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165 | \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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166 | \hypertarget{classbdm_1_1merger_6c48bf36ec1f3f7b52e3159cf428a193}{ |
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167 | Array$<$ \hyperlink{classbdm_1_1datalink__m2e}{datalink\_\-m2e} $\ast$ $>$ \hyperlink{classbdm_1_1merger_6c48bf36ec1f3f7b52e3159cf428a193}{zdls}} |
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168 | \label{classbdm_1_1merger_6c48bf36ec1f3f7b52e3159cf428a193} |
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169 | |
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170 | \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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171 | \hypertarget{classbdm_1_1merger_e91b83e6d9076848c71ae27664072109}{ |
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172 | int \hyperlink{classbdm_1_1merger_e91b83e6d9076848c71ae27664072109}{Ns}} |
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173 | \label{classbdm_1_1merger_e91b83e6d9076848c71ae27664072109} |
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174 | |
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175 | \begin{CompactList}\small\item\em Number of samples used in approximation. \item\end{CompactList}\item |
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176 | \hypertarget{classbdm_1_1merger_214ca7c566e8f75d45bb243d7c74580d}{ |
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177 | int \hyperlink{classbdm_1_1merger_214ca7c566e8f75d45bb243d7c74580d}{Nc}} |
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178 | \label{classbdm_1_1merger_214ca7c566e8f75d45bb243d7c74580d} |
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179 | |
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180 | \begin{CompactList}\small\item\em Number of components in a mixture. \item\end{CompactList}\item |
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181 | \hypertarget{classbdm_1_1merger_1a85d299f202a70afe0cdc1045c26a5d}{ |
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182 | double \hyperlink{classbdm_1_1merger_1a85d299f202a70afe0cdc1045c26a5d}{beta}} |
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183 | \label{classbdm_1_1merger_1a85d299f202a70afe0cdc1045c26a5d} |
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184 | |
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185 | \begin{CompactList}\small\item\em Prior on the log-normal merging model. \item\end{CompactList}\item |
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186 | \hypertarget{classbdm_1_1merger_522d43f7aa13fe6701e93fba174dec94}{ |
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187 | \hyperlink{classbdm_1_1eEmp}{eEmp} \hyperlink{classbdm_1_1merger_522d43f7aa13fe6701e93fba174dec94}{eSmp}} |
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188 | \label{classbdm_1_1merger_522d43f7aa13fe6701e93fba174dec94} |
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189 | |
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190 | \begin{CompactList}\small\item\em Projection to empirical density. \item\end{CompactList}\item |
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191 | \hypertarget{classbdm_1_1compositepdf_7ca3cd8ed92a7154f5b9ff13b1e9d52a}{ |
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192 | int \hyperlink{classbdm_1_1compositepdf_7ca3cd8ed92a7154f5b9ff13b1e9d52a}{n}} |
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193 | \label{classbdm_1_1compositepdf_7ca3cd8ed92a7154f5b9ff13b1e9d52a} |
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194 | |
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195 | \begin{CompactList}\small\item\em Number of mpdfs in the composite. \item\end{CompactList}\item |
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196 | \hypertarget{classbdm_1_1compositepdf_23faf2debc4dde10836393b8c665914a}{ |
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197 | Array$<$ \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ $>$ \hyperlink{classbdm_1_1compositepdf_23faf2debc4dde10836393b8c665914a}{mpdfs}} |
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198 | \label{classbdm_1_1compositepdf_23faf2debc4dde10836393b8c665914a} |
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199 | |
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200 | \begin{CompactList}\small\item\em Elements of composition. \item\end{CompactList}\item |
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201 | \hypertarget{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{ |
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202 | int \hyperlink{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{dim}} |
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203 | \label{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce} |
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204 | |
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205 | \begin{CompactList}\small\item\em dimension of the random variable \item\end{CompactList}\item |
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206 | \hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{ |
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207 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}} |
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208 | \label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8} |
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209 | |
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210 | \begin{CompactList}\small\item\em Description of the random variable. \item\end{CompactList}\end{CompactItemize} |
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211 | |
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212 | |
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213 | \subsection{Member Function Documentation} |
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214 | \hypertarget{classbdm_1_1merger_0ef73e76eeee44c8e3896e3a271ad974}{ |
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215 | \index{bdm::merger@{bdm::merger}!sample@{sample}} |
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216 | \index{sample@{sample}!bdm::merger@{bdm::merger}} |
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217 | \subsubsection[sample]{\setlength{\rightskip}{0pt plus 5cm}vec bdm::merger::sample () const\hspace{0.3cm}{\tt \mbox{[}inline, virtual\mbox{]}}}} |
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218 | \label{classbdm_1_1merger_0ef73e76eeee44c8e3896e3a271ad974} |
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219 | |
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220 | |
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221 | sample from merged density weight w is a |
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222 | |
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223 | Implements \hyperlink{classbdm_1_1epdf_09721eb148bc49d6ec2f1956039f3a10}{bdm::epdf}. |
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224 | |
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225 | References bdm::MixEF::\_\-epdf(), Mix, and bdm::epdf::sample().\hypertarget{classbdm_1_1compositepdf_c73d39acc4378eee6a63155c3517d3c9}{ |
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226 | \index{bdm::merger@{bdm::merger}!getrv@{getrv}} |
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227 | \index{getrv@{getrv}!bdm::merger@{bdm::merger}} |
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228 | \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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229 | \label{classbdm_1_1compositepdf_c73d39acc4378eee6a63155c3517d3c9} |
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230 | |
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231 | |
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232 | find common rv, flag |
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233 | |
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234 | \begin{Desc} |
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235 | \item[Parameters:] |
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236 | \begin{description} |
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237 | \item[{\em checkoverlap}]modifies whether overlaps are acceptable \end{description} |
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238 | \end{Desc} |
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239 | |
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240 | |
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241 | References bdm::RV::add(), bdm::compositepdf::mpdfs, and bdm::compositepdf::n. |
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242 | |
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243 | The documentation for this class was generated from the following files:\begin{CompactItemize} |
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244 | \item |
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245 | \hyperlink{merger_8h}{merger.h}\item |
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246 | merger.cpp\end{CompactItemize} |
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