1 | #include "emix.h" |
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2 | |
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3 | namespace bdm { |
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4 | |
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5 | void emix_base::validate (){ |
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6 | bdm_assert ( no_coms() > 0, "There has to be at least one component." ); |
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7 | |
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8 | bdm_assert ( no_coms() == w.length(), "It is obligatory to define weights of all the components." ); |
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9 | |
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10 | double sum_w = sum ( w ); |
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11 | bdm_assert ( sum_w != 0, "There has to be a component with non-zero weight." ); |
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12 | w = w / sum_w; |
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13 | |
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14 | dim = component ( 0 )->dimension(); |
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15 | RV rv_tmp = component ( 0 )->_rv() ; |
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16 | bool isnamed = component( 0 )->isnamed(); |
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17 | for ( int i = 1; i < no_coms(); i++ ) { |
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18 | bdm_assert ( dim == ( component ( i )->dimension() ), "Component sizes do not match!" ); |
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19 | isnamed &= component(i)->isnamed() & component(i)->_rv().equal(rv_tmp); |
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20 | } |
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21 | if (isnamed) |
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22 | epdf::set_rv ( rv_tmp); |
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23 | } |
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24 | |
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25 | |
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26 | |
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27 | vec emix_base::sample() const { |
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28 | //Sample which component |
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29 | vec cumDist = cumsum ( w ); |
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30 | double u0; |
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31 | #pragma omp critical |
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32 | u0 = UniRNG.sample(); |
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33 | |
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34 | int i = 0; |
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35 | while ( ( cumDist ( i ) < u0 ) && ( i < ( w.length() - 1 ) ) ) { |
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36 | i++; |
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37 | } |
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38 | |
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39 | return component ( i )->sample(); |
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40 | } |
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41 | |
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42 | vec emix_base::mean() const { |
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43 | int i; |
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44 | vec mu = zeros ( dim ); |
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45 | for ( i = 0; i < w.length(); i++ ) { |
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46 | mu += w ( i ) * component ( i )->mean(); |
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47 | } |
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48 | return mu; |
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49 | } |
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50 | |
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51 | vec emix_base::variance() const { |
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52 | //non-central moment |
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53 | vec mom2 = zeros ( dim ); |
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54 | for ( int i = 0; i < w.length(); i++ ) { |
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55 | mom2 += w ( i ) * ( component( i )->variance() + pow ( component ( i )->mean(), 2 ) ); |
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56 | } |
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57 | //central moment |
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58 | return mom2 - pow ( mean(), 2 ); |
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59 | } |
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60 | |
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61 | double emix_base::evallog ( const vec &val ) const { |
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62 | int i; |
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63 | double sum = 0.0; |
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64 | for ( i = 0; i < w.length(); i++ ) { |
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65 | sum += w ( i ) * exp ( component ( i )->evallog ( val ) ); |
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66 | } |
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67 | if ( sum == 0.0 ) { |
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68 | sum = std::numeric_limits<double>::epsilon(); |
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69 | } |
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70 | double tmp = log ( sum ); |
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71 | bdm_assert_debug ( std::isfinite ( tmp ), "Infinite" ); |
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72 | return tmp; |
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73 | } |
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74 | |
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75 | vec emix_base::evallog_mat ( const mat &Val ) const { |
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76 | vec x = zeros ( Val.cols() ); |
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77 | for ( int i = 0; i < w.length(); i++ ) { |
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78 | x += w ( i ) * exp ( component( i )->evallog_mat ( Val ) ); |
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79 | } |
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80 | return log ( x ); |
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81 | }; |
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82 | |
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83 | mat emix_base::evallog_coms ( const mat &Val ) const { |
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84 | mat X ( w.length(), Val.cols() ); |
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85 | for ( int i = 0; i < w.length(); i++ ) { |
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86 | X.set_row ( i, w ( i ) *exp ( component( i )->evallog_mat ( Val ) ) ); |
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87 | } |
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88 | return X; |
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89 | } |
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90 | |
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91 | shared_ptr<epdf> emix_base::marginal ( const RV &rv ) const { |
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92 | emix *tmp = new emix(); |
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93 | shared_ptr<epdf> narrow ( tmp ); |
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94 | marginal ( rv, *tmp ); |
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95 | return narrow; |
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96 | } |
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97 | |
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98 | void emix_base::marginal ( const RV &rv, emix &target ) const { |
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99 | bdm_assert ( isnamed(), "rvs are not assigned" ); |
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100 | |
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101 | Array<shared_ptr<epdf> > Cn ( no_coms() ); |
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102 | for ( int i = 0; i < no_coms(); i++ ) { |
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103 | Cn ( i ) = component ( i )->marginal ( rv ); |
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104 | } |
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105 | |
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106 | target._w() = w; |
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107 | target._Coms() = Cn; |
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108 | target.validate(); |
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109 | } |
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110 | |
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111 | shared_ptr<pdf> emix_base::condition ( const RV &rv ) const { |
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112 | bdm_assert ( isnamed(), "rvs are not assigned" ); |
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113 | mratio *tmp = new mratio ( this, rv ); |
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114 | return shared_ptr<pdf> ( tmp ); |
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115 | } |
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116 | |
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117 | void emix::from_setting ( const Setting &set ) { |
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118 | UI::get ( Coms, set, "pdfs", UI::compulsory ); |
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119 | UI::get ( w, set, "weights", UI::compulsory ); |
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120 | } |
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121 | |
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122 | void emix::validate (){ |
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123 | emix_base::validate(); |
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124 | dim = Coms ( 0 )->dimension(); |
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125 | } |
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126 | |
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127 | |
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128 | double mprod::evallogcond ( const vec &val, const vec &cond ) { |
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129 | int i; |
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130 | double res = 0.0; |
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131 | for ( i = pdfs.length() - 1; i >= 0; i-- ) { |
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132 | /* if ( pdfs(i)->_rvc().count() >0) { |
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133 | pdfs ( i )->condition ( dls ( i )->get_cond ( val,cond ) ); |
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134 | } |
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135 | // add logarithms |
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136 | res += epdfs ( i )->evallog ( dls ( i )->pushdown ( val ) );*/ |
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137 | res += pdfs ( i )->evallogcond ( |
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138 | dls ( i )->pushdown ( val ), |
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139 | dls ( i )->get_cond ( val, cond ) |
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140 | ); |
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141 | } |
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142 | return res; |
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143 | } |
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144 | |
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145 | vec mprod::evallogcond_mat ( const mat &Dt, const vec &cond ) { |
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146 | vec tmp ( Dt.cols() ); |
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147 | for ( int i = 0; i < Dt.cols(); i++ ) { |
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148 | tmp ( i ) = evallogcond ( Dt.get_col ( i ), cond ); |
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149 | } |
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150 | return tmp; |
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151 | } |
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152 | |
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153 | vec mprod::evallogcond_mat ( const Array<vec> &Dt, const vec &cond ) { |
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154 | vec tmp ( Dt.length() ); |
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155 | for ( int i = 0; i < Dt.length(); i++ ) { |
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156 | tmp ( i ) = evallogcond ( Dt ( i ), cond ); |
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157 | } |
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158 | return tmp; |
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159 | } |
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160 | |
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161 | void mprod::set_elements ( const Array<shared_ptr<pdf> > &mFacs ) { |
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162 | pdfs = mFacs; |
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163 | dls.set_size ( mFacs.length() ); |
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164 | |
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165 | rv = get_composite_rv ( pdfs, true ); |
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166 | dim = rv._dsize(); |
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167 | |
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168 | for ( int i = 0; i < pdfs.length(); i++ ) { |
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169 | RV rvx = pdfs ( i )->_rvc().subt ( rv ); |
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170 | rvc.add ( rvx ); // add rv to common rvc |
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171 | } |
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172 | dimc = rvc._dsize(); |
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173 | |
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174 | // rv and rvc established = > we can link them with pdfs |
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175 | for ( int i = 0; i < pdfs.length(); i++ ) { |
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176 | dls ( i ) = new datalink_m2m; |
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177 | dls ( i )->set_connection ( pdfs ( i )->_rv(), pdfs ( i )->_rvc(), _rv(), _rvc() ); |
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178 | } |
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179 | } |
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180 | |
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181 | void mmix::validate() |
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182 | { |
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183 | bdm_assert ( Coms.length() > 0, "There has to be at least one component." ); |
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184 | |
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185 | bdm_assert ( Coms.length() == w.length(), "It is obligatory to define weights of all the components." ); |
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186 | |
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187 | double sum_w = sum ( w ); |
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188 | bdm_assert ( sum_w != 0, "There has to be a component with non-zero weight." ); |
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189 | w = w / sum_w; |
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190 | |
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191 | |
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192 | dim = Coms ( 0 )->dimension(); |
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193 | dimc = Coms ( 0 )->dimensionc(); |
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194 | RV rv_tmp = Coms ( 0 )->_rv(); |
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195 | RV rvc_tmp = Coms ( 0 )->_rvc(); |
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196 | bool isnamed = Coms ( 0 )->isnamed(); |
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197 | for ( int i = 1; i < Coms.length(); i++ ) { |
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198 | bdm_assert ( dim == ( Coms ( i )->dimension() ), "Component sizes do not match!" ); |
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199 | bdm_assert ( dimc >= ( Coms ( i )->dimensionc() ), "Component sizes do not match!" ); |
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200 | isnamed &= Coms(i)->isnamed() & Coms(i)->_rv().equal(rv_tmp) & Coms(i)->_rvc().equal(rvc_tmp); |
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201 | } |
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202 | if (isnamed) |
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203 | { |
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204 | pdf::set_rv ( rv_tmp ); |
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205 | pdf::set_rvc ( rvc_tmp ); |
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206 | } |
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207 | } |
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208 | |
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209 | void mmix::from_setting ( const Setting &set ) { |
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210 | UI::get ( Coms, set, "pdfs", UI::compulsory ); |
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211 | |
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212 | if ( !UI::get ( w, set, "weights", UI::optional ) ) { |
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213 | int len = Coms.length(); |
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214 | w.set_length ( len ); |
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215 | w = 1.0 / len; |
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216 | } |
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217 | } |
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218 | |
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219 | vec mmix::samplecond ( const vec &cond ) { |
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220 | //Sample which component |
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221 | vec cumDist = cumsum ( w ); |
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222 | double u0; |
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223 | #pragma omp critical |
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224 | u0 = UniRNG.sample(); |
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225 | |
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226 | int i = 0; |
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227 | while ( ( cumDist ( i ) < u0 ) && ( i < ( w.length() - 1 ) ) ) { |
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228 | i++; |
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229 | } |
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230 | |
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231 | return Coms ( i )->samplecond ( cond ); |
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232 | } |
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233 | |
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234 | vec eprod_base::mean() const { |
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235 | vec tmp ( dim ); |
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236 | for ( int i = 0; i < no_factors(); i++ ) { |
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237 | vec pom = factor( i )->mean(); |
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238 | dls ( i )->pushup ( tmp, pom ); |
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239 | } |
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240 | return tmp; |
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241 | } |
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242 | |
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243 | vec eprod_base::variance() const { |
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244 | vec tmp ( dim ); //second moment |
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245 | for ( int i = 0; i < no_factors(); i++ ) { |
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246 | vec pom = factor ( i )->mean(); |
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247 | dls ( i )->pushup ( tmp, pow ( pom, 2 ) ); |
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248 | } |
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249 | return tmp - pow ( mean(), 2 ); |
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250 | } |
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251 | vec eprod_base::sample() const { |
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252 | vec tmp ( dim ); |
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253 | for ( int i = 0; i < no_factors(); i++ ) { |
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254 | vec pom = factor ( i )->sample(); |
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255 | dls ( i )->pushup ( tmp, pom ); |
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256 | } |
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257 | return tmp; |
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258 | } |
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259 | double eprod_base::evallog ( const vec &val ) const { |
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260 | double tmp = 0; |
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261 | for ( int i = 0; i < no_factors(); i++ ) { |
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262 | tmp += factor ( i )->evallog ( dls ( i )->pushdown ( val ) ); |
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263 | } |
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264 | //bdm_assert_debug ( std::isfinite ( tmp ), "Infinite" ); |
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265 | return tmp; |
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266 | } |
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267 | |
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268 | } |
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