root/library/bdm/stat/emix.cpp @ 1068

#include "emix.h"

namespace bdm {

void emix_base::validate () {
    epdf::validate();
    bdm_assert ( no_coms() > 0, "There has to be at least one component." );

    bdm_assert ( no_coms() == w.length(), "It is obligatory to define weights of all the components." );

    double sum_w = sum ( w );
    bdm_assert ( sum_w != 0, "There has to be a component with non-zero weight." );
    w = w / sum_w;

    dim = component ( 0 )->dimension();
    RV rv_tmp = component ( 0 )->_rv() ;
    bool isnamed = component( 0 )->isnamed();
    for ( int i = 1; i < no_coms(); i++ ) {
        bdm_assert ( dim == ( component ( i )->dimension() ), "Component sizes do not match!" );
        isnamed &= component(i)->isnamed() & component(i)->_rv().equal(rv_tmp);
    }
    if (isnamed)
        epdf::set_rv ( rv_tmp);
}



vec emix_base::sample() const {
    //Sample which component
    vec cumDist = cumsum ( w );
    double u0;
#pragma omp critical
    u0 = UniRNG.sample();

    int i = 0;
    while ( ( cumDist ( i ) < u0 ) && ( i < ( w.length() - 1 ) ) ) {
        i++;
    }

    return component ( i )->sample();
}

vec emix_base::mean() const {
    int i;
    vec mu = zeros ( dim );
    for ( i = 0; i < w.length(); i++ ) {
        mu += w ( i ) * component ( i )->mean();
    }
    return mu;
}

vec emix_base::variance() const {
    //non-central moment
    vec mom2 = zeros ( dim );
    vec mom1 = zeros ( dim );

    for ( int i = 0; i < w.length(); i++ ) {
        vec vi=component( i )->variance();
        vec mi=component ( i )->mean();
        mom2 += w ( i ) * ( vi + pow ( mi, 2 ) );
        mom1 += w(i) * mi;
    }
    //central moment
    return mom2 - pow ( mom1, 2 );
}

double emix_base::evallog ( const vec &val ) const {
    int i;
    double sum = 0.0;
    for ( i = 0; i < w.length(); i++ ) {
        sum += w ( i ) * exp ( component ( i )->evallog ( val ) );
    }
    if ( sum == 0.0 ) {
        sum = std::numeric_limits<double>::epsilon();
    }
    double tmp = log ( sum );
    bdm_assert_debug ( std::isfinite ( tmp ), "Infinite" );
    return tmp;
}

vec emix_base::evallog_mat ( const mat &Val ) const {
    vec x = zeros ( Val.cols() );
    for ( int i = 0; i < w.length(); i++ ) {
        x += w ( i ) * exp ( component( i )->evallog_mat ( Val ) );
    }
    return log ( x );
};

mat emix_base::evallog_coms ( const mat &Val ) const {
    mat X ( w.length(), Val.cols() );
    for ( int i = 0; i < w.length(); i++ ) {
        X.set_row ( i, w ( i ) *exp ( component( i )->evallog_mat ( Val ) ) );
    }
    return X;
}

shared_ptr<epdf> emix_base::marginal ( const RV &rv ) const {
    emix *tmp = new emix();
    shared_ptr<epdf> narrow ( tmp );
    marginal ( rv, *tmp );
    return narrow;
}

void emix_base::marginal ( const RV &rv, emix &target ) const {
    bdm_assert ( isnamed(), "rvs are not assigned" );

    Array<shared_ptr<epdf> > Cn ( no_coms() );
    for ( int i = 0; i < no_coms(); i++ ) {
        Cn ( i ) = component ( i )->marginal ( rv );
    }

    target._w() = w;
    target._Coms() = Cn;
    target.validate();
}

shared_ptr<pdf> emix_base::condition ( const RV &rv ) const {
    bdm_assert ( isnamed(), "rvs are not assigned" );
    mratio *tmp = new mratio ( this, rv );
    return shared_ptr<pdf> ( tmp );
}

void emix::from_setting ( const Setting &set ) {
    emix_base::from_setting(set);
    UI::get ( Coms, set, "pdfs", UI::compulsory );
    UI::get ( w, set, "weights", UI::compulsory );
}
void emix::to_setting  (Setting  &set) const {
    emix_base::to_setting(set);
    UI::save(Coms, set, "pdfs");
    UI::save( w, set, "weights");
}


void     emix::validate () {
    emix_base::validate();
    dim = Coms ( 0 )->dimension();
}


double mprod::evallogcond ( const vec &val, const vec &cond ) {
    int i;
    double res = 0.0;
    for ( i = pdfs.length() - 1; i >= 0; i-- ) {
        /*            if ( pdfs(i)->_rvc().count() >0) {
                        pdfs ( i )->condition ( dls ( i )->get_cond ( val,cond ) );
                    }
                    // add logarithms
                    res += epdfs ( i )->evallog ( dls ( i )->pushdown ( val ) );*/
        res += pdfs ( i )->evallogcond (
                   dls ( i )->pushdown ( val ),
                   dls ( i )->get_cond ( val, cond )
               );
    }
    return res;
}

vec mprod::evallogcond_mat ( const mat &Dt, const vec &cond ) {
    vec tmp ( Dt.cols() );
    for ( int i = 0; i < Dt.cols(); i++ ) {
        tmp ( i ) = evallogcond ( Dt.get_col ( i ), cond );
    }
    return tmp;
}

vec mprod::evallogcond_mat ( const Array<vec> &Dt, const vec &cond ) {
    vec tmp ( Dt.length() );
    for ( int i = 0; i < Dt.length(); i++ ) {
        tmp ( i ) = evallogcond ( Dt ( i ), cond );
    }
    return tmp;
}

void mprod::set_elements ( const Array<shared_ptr<pdf> > &mFacs ) {
    pdfs = mFacs;
    dls.set_size ( mFacs.length() );

    rv = get_composite_rv ( pdfs, true );
    dim = rv._dsize();

    for ( int i = 0; i < pdfs.length(); i++ ) {
        RV rvx = pdfs ( i )->_rvc().subt ( rv );
        rvc.add ( rvx ); // add rv to common rvc
    }
    dimc = rvc._dsize();

    // rv and rvc established = > we can link them with pdfs
    for ( int i = 0; i < pdfs.length(); i++ ) {
        dls ( i ) = new datalink_m2m;
        dls ( i )->set_connection ( pdfs ( i )->_rv(), pdfs ( i )->_rvc(), _rv(), _rvc() );
    }
}

void mprod::from_setting ( const Setting &set ) {
    pdf::from_setting(set);
    Array<shared_ptr<pdf> > temp_array;
    UI::get ( temp_array, set, "pdfs", UI::compulsory );
    set_elements ( temp_array );
}
void     mprod::to_setting  (Setting  &set) const {
    pdf::to_setting(set);
    UI::save( pdfs, set, "pdfs");
}

void mmix::validate()
{   pdf::validate();
    bdm_assert ( Coms.length() > 0, "There has to be at least one component." );

    bdm_assert ( Coms.length() == w.length(), "It is obligatory to define weights of all the components." );

    double sum_w = sum ( w );
    bdm_assert ( sum_w != 0, "There has to be a component with non-zero weight." );
    w = w / sum_w;


    dim = Coms ( 0 )->dimension();
    dimc = Coms ( 0 )->dimensionc();
    RV rv_tmp = Coms ( 0 )->_rv();
    RV rvc_tmp = Coms ( 0 )->_rvc();
    bool isnamed = Coms ( 0 )->isnamed();
    for ( int i = 1; i < Coms.length(); i++ ) {
        bdm_assert ( dim == ( Coms ( i )->dimension() ), "Component sizes do not match!" );
        bdm_assert ( dimc >= ( Coms ( i )->dimensionc() ), "Component sizes do not match!" );
        isnamed &= Coms(i)->isnamed() & Coms(i)->_rv().equal(rv_tmp) & Coms(i)->_rvc().equal(rvc_tmp);
    }
    if (isnamed)
    {
        pdf::set_rv ( rv_tmp );
        pdf::set_rvc ( rvc_tmp );
    }
}

void mmix::from_setting ( const Setting &set ) {

    pdf::from_setting(set);
    UI::get ( Coms, set, "pdfs", UI::compulsory );

    if ( !UI::get ( w, set, "weights", UI::optional ) ) {
        int len = Coms.length();
        w.set_length ( len );
        w = 1.0 / len;
    }
}

void     mmix::to_setting  (Setting  &set) const {
    pdf::to_setting(set);
    UI::save( Coms, set, "pdfs");
    UI::save( w, set, "weights");
}

vec mmix::samplecond ( const vec &cond ) {
    //Sample which component
    vec cumDist = cumsum ( w );
    double u0;
#pragma omp critical
    u0 = UniRNG.sample();

    int i = 0;
    while ( ( cumDist ( i ) < u0 ) && ( i < ( w.length() - 1 ) ) ) {
        i++;
    }

    return Coms ( i )->samplecond ( cond );
}

vec eprod_base::mean() const {
    vec tmp ( dim );
    for ( int i = 0; i < no_factors(); i++ ) {
        vec pom = factor( i )->mean();
        dls ( i )->pushup ( tmp, pom );
    }
    return tmp;
}

vec eprod_base::variance() const {
    vec tmp ( dim ); //second moment
    for ( int i = 0; i < no_factors(); i++ ) {
        vec pom = factor ( i )->variance();
        dls ( i )->pushup ( tmp, pom ); //
    }
    return tmp;
}
vec eprod_base::sample() const {
    vec tmp ( dim );
    for ( int i = 0; i < no_factors(); i++ ) {
        vec pom = factor ( i )->sample();
        dls ( i )->pushup ( tmp, pom );
    }
    return tmp;
}
double eprod_base::evallog ( const vec &val ) const {
    double tmp = 0;
    for ( int i = 0; i < no_factors(); i++ ) {
        tmp += factor ( i )->evallog ( dls ( i )->pushdown ( val ) );
    }
    //bdm_assert_debug ( std::isfinite ( tmp ), "Infinite" );
    return tmp;
}

}