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3<title>mixpp: bdm::MixEF Class Reference</title>
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[271]67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1MixEF.html">MixEF</a>
[259]68  </div>
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70<div class="contents">
[290]71<h1>bdm::MixEF Class Reference</h1><!-- doxytag: class="bdm::MixEF" --><!-- doxytag: inherits="bdm::BMEF" -->Mixture of Exponential Family Densities. 
72<a href="#_details">More...</a>
[259]73<p>
[290]74<code>#include &lt;<a class="el" href="mixef_8h-source.html">mixef.h</a>&gt;</code>
75<p>
[259]76
77<p>
[290]78<a href="classbdm_1_1MixEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
[259]79<tr><td></td></tr>
80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4efe67d414ff34a1e7534004fd061241"></a><!-- doxytag: member="bdm::MixEF::MixEF" ref="4efe67d414ff34a1e7534004fd061241" args="(const Array&lt; BMEF * &gt; &amp;Coms0, const vec &amp;alpha0)" -->
[354]82&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#4efe67d414ff34a1e7534004fd061241">MixEF</a> (const Array&lt; <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * &gt; &amp;Coms0, const vec &amp;alpha0)</td></tr>
[259]83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Full constructor. <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0266854387338ba757e6192d62907984"></a><!-- doxytag: member="bdm::MixEF::MixEF" ref="0266854387338ba757e6192d62907984" args="()" -->
86&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#0266854387338ba757e6192d62907984">MixEF</a> ()</td></tr>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor of empty mixture. <br></td></tr>
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9577de85c3e3481f7c0e23cf8f87c482"></a><!-- doxytag: member="bdm::MixEF::MixEF" ref="9577de85c3e3481f7c0e23cf8f87c482" args="(const MixEF &amp;M2)" -->
90&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#9577de85c3e3481f7c0e23cf8f87c482">MixEF</a> (const <a class="el" href="classbdm_1_1MixEF.html">MixEF</a> &amp;M2)</td></tr>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr>
93<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#0c2a50789b30769964a909d217125ed2">init</a> (<a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *Com0, const mat &amp;Data, int c=5)</td></tr>
94
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5bd7da667da183eed1577f11dff0c1f1"></a><!-- doxytag: member="bdm::MixEF::bayes" ref="5bd7da667da183eed1577f11dff0c1f1" args="(const vec &amp;dt)" -->
96void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#5bd7da667da183eed1577f11dff0c1f1">bayes</a> (const vec &amp;dt)</td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Recursive EM-like algorithm (QB-variant), see Karny et. al, 2006. <br></td></tr>
99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c41d5a4403da6e629f6bdfc70c43d20"></a><!-- doxytag: member="bdm::MixEF::bayes" ref="5c41d5a4403da6e629f6bdfc70c43d20" args="(const mat &amp;dt)" -->
100void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#5c41d5a4403da6e629f6bdfc70c43d20">bayes</a> (const mat &amp;dt)</td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">EM algorithm. <br></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5de521c395e93478df00d881ab8dac81"></a><!-- doxytag: member="bdm::MixEF::bayesB" ref="5de521c395e93478df00d881ab8dac81" args="(const mat &amp;dt, const vec &amp;wData)" -->
104void&nbsp;</td><td class="memItemRight" valign="bottom"><b>bayesB</b> (const mat &amp;dt, const vec &amp;wData)</td></tr>
105
106<tr><td class="memItemLeft" nowrap align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">logpred</a> (const vec &amp;dt) const </td></tr>
107
[271]108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4830916adef7891a207e42f39aaf787b"></a><!-- doxytag: member="bdm::MixEF::posterior" ref="4830916adef7891a207e42f39aaf787b" args="() const " -->
109const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr>
[259]110
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ea8be6f0703d87b7c4c3e77fd07e28c8"></a><!-- doxytag: member="bdm::MixEF::_e" ref="ea8be6f0703d87b7c4c3e77fd07e28c8" args="() const " -->
[270]112const <a class="el" href="classbdm_1_1eprod.html">eprod</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr>
[259]113
[270]114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="edc50e9640f049b846084748b18469a2"></a><!-- doxytag: member="bdm::MixEF::epredictor" ref="edc50e9640f049b846084748b18469a2" args="() const " -->
115<a class="el" href="classbdm_1_1emix.html">emix</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#edc50e9640f049b846084748b18469a2">epredictor</a> () const </td></tr>
[259]116
[354]117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_52.png">. <br></td></tr>
[259]118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f0dfb4375fef4e61c4cb062e5bac7c8c"></a><!-- doxytag: member="bdm::MixEF::flatten" ref="f0dfb4375fef4e61c4cb062e5bac7c8c" args="(const BMEF *M2)" -->
119void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#f0dfb4375fef4e61c4cb062e5bac7c8c">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *M2)</td></tr>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the density as if it was not estimated from the data. <br></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="251ef6fc51757712693da5faae5317c9"></a><!-- doxytag: member="bdm::MixEF::_Coms" ref="251ef6fc51757712693da5faae5317c9" args="(int i)" -->
123<a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#251ef6fc51757712693da5faae5317c9">_Coms</a> (int i)</td></tr>
124
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access function. <br></td></tr>
126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="664529d52cc667383b39eeb440ccd577"></a><!-- doxytag: member="bdm::MixEF::set_method" ref="664529d52cc667383b39eeb440ccd577" args="(MixEF_METHOD M)" -->
127void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#664529d52cc667383b39eeb440ccd577">set_method</a> (MixEF_METHOD M)</td></tr>
128
129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set which method is to be used. <br></td></tr>
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::MixEF::set_statistics" ref="d2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" -->
131virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr>
132
133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br></td></tr>
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf58deb99af2a6cc674f13ff90300de6"></a><!-- doxytag: member="bdm::MixEF::bayes" ref="bf58deb99af2a6cc674f13ff90300de6" args="(const vec &amp;data, const double w)" -->
135virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6">bayes</a> (const vec &amp;data, const double w)</td></tr>
136
137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr>
[290]138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62d2e4691bed41a1efa6b9c2e35e5c67"></a><!-- doxytag: member="bdm::MixEF::_copy_" ref="62d2e4691bed41a1efa6b9c2e35e5c67" args="() const " -->
139<a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">_copy_</a> () const </td></tr>
[259]140
141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr>
[368]142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e47a8bd9337478fa4e46d5a2a4336f9a"></a><!-- doxytag: member="bdm::MixEF::to_string" ref="e47a8bd9337478fa4e46d5a2a4336f9a" args="()" -->
143virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#e47a8bd9337478fa4e46d5a2a4336f9a">to_string</a> ()</td></tr>
[353]144
145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4602efd3ad9fb9e4532426e4f488df8"></a><!-- doxytag: member="bdm::MixEF::from_setting" ref="d4602efd3ad9fb9e4532426e4f488df8" args="(const Setting &amp;root)" -->
147virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#d4602efd3ad9fb9e4532426e4f488df8">from_setting</a> (const Setting &amp;root)</td></tr>
148
149<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr>
[354]150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd74cb898b22b95b7ee528e040a07618"></a><!-- doxytag: member="bdm::MixEF::to_setting" ref="dd74cb898b22b95b7ee528e040a07618" args="(Setting &amp;root) const " -->
151virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#dd74cb898b22b95b7ee528e040a07618">to_setting</a> (Setting &amp;root) const </td></tr>
[353]152
153<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
[368]154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d8cc21ea15fc723065eed5f3100757a5"></a><!-- doxytag: member="bdm::MixEF::validate" ref="d8cc21ea15fc723065eed5f3100757a5" args="()" -->
155virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#d8cc21ea15fc723065eed5f3100757a5">validate</a> ()</td></tr>
156
157<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
[270]158<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
[259]159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::MixEF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
160virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr>
161
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::MixEF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
164vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr>
165
166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[270]167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MixEF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
168virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
[259]169
[385]170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_130.png">. <br></td></tr>
[270]171<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[269]172<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MixEF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
[270]173const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
[269]174
175<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::MixEF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
[270]176void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
[269]177
[271]178<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::MixEF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
179void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
180
[259]181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MixEF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
[270]182double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
[259]183
184<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::MixEF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
[270]185void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
[259]186
187<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
188<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d74a8d1370c63c93ec554908ae3e6006"></a><!-- doxytag: member="bdm::MixEF::build_est" ref="d74a8d1370c63c93ec554908ae3e6006" args="()" -->
189void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#d74a8d1370c63c93ec554908ae3e6006">build_est</a> ()</td></tr>
190
191<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Auxiliary function for use in constructors. <br></td></tr>
192<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
193<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38ca1d86e977d1c38810a3c95bf074a5"></a><!-- doxytag: member="bdm::MixEF::n" ref="38ca1d86e977d1c38810a3c95bf074a5" args="" -->
194int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5">n</a></td></tr>
195
196<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Number of components. <br></td></tr>
197<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="90c21ab5a2af56d4b49e2eaef6eccc08"></a><!-- doxytag: member="bdm::MixEF::Coms" ref="90c21ab5a2af56d4b49e2eaef6eccc08" args="" -->
[354]198Array&lt; <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08">Coms</a></td></tr>
[259]199
[354]200<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Models for Components of <img class="formulaInl" alt="$\theta_i$" src="form_15.png">. <br></td></tr>
[259]201<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e39faa70cebadc3296bd249040105e86"></a><!-- doxytag: member="bdm::MixEF::weights" ref="e39faa70cebadc3296bd249040105e86" args="" -->
202<a class="el" href="classbdm_1_1multiBM.html">multiBM</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86">weights</a></td></tr>
203
204<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Statistics for weights. <br></td></tr>
205<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9413fb7f1836237aac807fb9f245e4f6"></a><!-- doxytag: member="bdm::MixEF::est" ref="9413fb7f1836237aac807fb9f245e4f6" args="" -->
206<a class="el" href="classbdm_1_1eprod.html">eprod</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6">est</a></td></tr>
207
208<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Posterior on component parameters. <br></td></tr>
209<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a2376ddadb7573532404452d0c2dd28a"></a><!-- doxytag: member="bdm::MixEF::method" ref="a2376ddadb7573532404452d0c2dd28a" args="" -->
210MixEF_METHOD&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a">method</a></td></tr>
211
212<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flag for a method that is used in the inference. <br></td></tr>
213<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::MixEF::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" -->
214double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr>
215
216<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr>
217<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::MixEF::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" -->
218double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr>
219
220<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br></td></tr>
[269]221<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MixEF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
222<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
223
224<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
[259]225<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MixEF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
226double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
227
228<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
229<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MixEF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
230bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
231
232<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr>
[290]233<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr>
234<tr><td colspan="2">This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> when the condition is observed <br><br></td></tr>
235<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::MixEF::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " -->
236const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr>
237
238<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
239<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::MixEF::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" -->
240virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr>
241
242<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
243<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::MixEF::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" -->
244<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr>
245
246<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr>
247<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr>
[353]248<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::MixEF::set_options" ref="adb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" -->
249virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#adb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &amp;opt)</td></tr>
[290]250
[353]251<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string recognized are: "logbounds,logll". <br></td></tr>
[323]252<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::MixEF::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" -->
253virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L, const string &amp;name=&quot;&quot;)</td></tr>
[290]254
255<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br></td></tr>
[323]256<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::MixEF::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" -->
257virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L)</td></tr>
[290]258
259<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::MixEF::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" -->
260ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
261
[353]262<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll]. <br></td></tr>
263<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::MixEF::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" -->
264ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr>
[290]265
[353]266<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flags for logging - same size as LIDs, each entry correspond to the same in LIDs. <br></td></tr>
[259]267</table>
[290]268<hr><a name="_details"></a><h2>Detailed Description</h2>
269Mixture of Exponential Family Densities.
270<p>
271An approximate estimation method for models with latent discrete variable, such as mixture models of the following kind: <p class="formulaDsp">
[354]272<img class="formulaDsp" alt="\[ f(y_t|\psi_t, \Theta) = \sum_{i=1}^{n} w_i f(y_t|\psi_t, \theta_i) \]" src="form_12.png">
[290]273<p>
[354]274 where <img class="formulaInl" alt="$\psi$" src="form_13.png"> is a known function of past outputs, <img class="formulaInl" alt="$w=[w_1,\ldots,w_n]$" src="form_14.png"> are component weights, and component parameters <img class="formulaInl" alt="$\theta_i$" src="form_15.png"> are assumed to be mutually independent. <img class="formulaInl" alt="$\Theta$" src="form_16.png"> is an aggregation af all component parameters and weights, i.e. <img class="formulaInl" alt="$\Theta = [\theta_1,\ldots,\theta_n,w]$" src="form_17.png">.<p>
[290]275The characteristic feature of this model is that if the exact values of the latent variable were known, estimation of the parameters can be handled by a single model. For example, for the case of mixture models, posterior density for each component parameters would be a BayesianModel from Exponential Family.<p>
276This class uses EM-style type algorithms for estimation of its parameters. Under this simplification, the posterior density is a product of exponential family members, hence under EM-style approximate estimation this class itself belongs to the exponential family.<p>
277TODO: Extend <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> to use rvc. <hr><h2>Member Function Documentation</h2>
[259]278<a class="anchor" name="0c2a50789b30769964a909d217125ed2"></a><!-- doxytag: member="bdm::MixEF::init" ref="0c2a50789b30769964a909d217125ed2" args="(BMEF *Com0, const mat &amp;Data, int c=5)" -->
279<div class="memitem">
280<div class="memproto">
281      <table class="memname">
282        <tr>
283          <td class="memname">void bdm::MixEF::init           </td>
284          <td>(</td>
285          <td class="paramtype"><a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *&nbsp;</td>
286          <td class="paramname"> <em>Com0</em>, </td>
287        </tr>
288        <tr>
289          <td class="paramkey"></td>
290          <td></td>
291          <td class="paramtype">const mat &amp;&nbsp;</td>
292          <td class="paramname"> <em>Data</em>, </td>
293        </tr>
294        <tr>
295          <td class="paramkey"></td>
296          <td></td>
297          <td class="paramtype">int&nbsp;</td>
298          <td class="paramname"> <em>c</em> = <code>5</code></td><td>&nbsp;</td>
299        </tr>
300        <tr>
301          <td></td>
302          <td>)</td>
303          <td></td><td></td><td></td>
304        </tr>
305      </table>
306</div>
307<div class="memdoc">
308
309<p>
310Initializing the mixture by a random pick of centroids from data <dl compact><dt><b>Parameters:</b></dt><dd>
311  <table border="0" cellspacing="2" cellpadding="0">
312    <tr><td valign="top"></td><td valign="top"><em>Com0</em>&nbsp;</td><td>Initial component - necessary to determine its type. </td></tr>
313    <tr><td valign="top"></td><td valign="top"><em>Data</em>&nbsp;</td><td>Data on which the initialization will be done </td></tr>
314    <tr><td valign="top"></td><td valign="top"><em>c</em>&nbsp;</td><td>Initial number of components, default=5 </td></tr>
315  </table>
316</dl>
317
[385]318<p>References <a class="el" href="libEF_8h-source.html#l00101">bdm::BMEF::_copy_()</a>, <a class="el" href="mixef_8h-source.html#l00057">build_est()</a>, <a class="el" href="mixef_8h-source.html#l00046">Coms</a>, <a class="el" href="mixef_8h-source.html#l00050">est</a>, <a class="el" href="mixef_8h-source.html#l00044">n</a>, <a class="el" href="libEF_8h-source.html#l00328">bdm::multiBM::set_parameters()</a>, and <a class="el" href="mixef_8h-source.html#l00048">weights</a>.</p>
[259]319
320</div>
321</div><p>
322<a class="anchor" name="da724da464a75e07521941e430929efa"></a><!-- doxytag: member="bdm::MixEF::logpred" ref="da724da464a75e07521941e430929efa" args="(const vec &amp;dt) const " -->
323<div class="memitem">
324<div class="memproto">
325      <table class="memname">
326        <tr>
327          <td class="memname">double bdm::MixEF::logpred           </td>
328          <td>(</td>
329          <td class="paramtype">const vec &amp;&nbsp;</td>
330          <td class="paramname"> <em>dt</em>          </td>
331          <td>&nbsp;)&nbsp;</td>
332          <td> const<code> [virtual]</code></td>
333        </tr>
334      </table>
335</div>
336<div class="memdoc">
337
338<p>
339Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
340<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p>
341
[385]342<p>References <a class="el" href="mixef_8h-source.html#l00046">Coms</a>, <a class="el" href="libBM_8h-source.html#l00274">bdm::epdf::mean()</a>, <a class="el" href="libEF_8h-source.html#l00326">bdm::multiBM::posterior()</a>, and <a class="el" href="mixef_8h-source.html#l00048">weights</a>.</p>
[259]343
344</div>
345</div><p>
346<hr>The documentation for this class was generated from the following files:<ul>
[261]347<li><a class="el" href="mixef_8h-source.html">mixef.h</a><li>mixef.cpp</ul>
[259]348</div>
[385]349<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 17 14:13:29 2009 for mixpp by&nbsp;
[259]350<a href="http://www.doxygen.org/index.html">
[290]351<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
[259]352</body>
353</html>
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