root/library/bdm/stat/emix.cpp @ 964

#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, pow ( pom, 2 ) );
        }
        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;
}

}