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66 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1merger__mix.html">merger_mix</a> |
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69 | <div class="contents"> |
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70 | <h1>bdm::merger_mix Class Reference</h1><!-- doxytag: class="bdm::merger_mix" --><!-- doxytag: inherits="bdm::merger_base" -->Merger using importance sampling with mixture proposal density. |
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71 | <a href="#_details">More...</a> |
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72 | <p> |
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73 | <code>#include <<a class="el" href="merger_8h-source.html">merger.h</a>></code> |
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74 | <p> |
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75 | |
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76 | <p> |
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77 | <a href="classbdm_1_1merger__mix-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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78 | <tr><td></td></tr> |
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79 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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80 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::merger_mix::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> |
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81 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
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82 | |
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83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> |
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84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::merger_mix::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
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85 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
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86 | |
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87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> |
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88 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
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89 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4846b906930cab7d6c73d47c7eaded12"></a><!-- doxytag: member="bdm::merger_mix::merger_mix" ref="4846b906930cab7d6c73d47c7eaded12" args="()" --> |
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90 | </td><td class="memItemRight" valign="bottom"><b>merger_mix</b> ()</td></tr> |
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91 | |
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92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ead2bc94a484d830d4f32d321c1adbcd"></a><!-- doxytag: member="bdm::merger_mix::merger_mix" ref="ead2bc94a484d830d4f32d321c1adbcd" args="(const Array< shared_ptr< mpdf > > &S)" --> |
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93 | </td><td class="memItemRight" valign="bottom"><b>merger_mix</b> (const Array< <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > > &S)</td></tr> |
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94 | |
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95 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff4c1e544c33073438e7f5da38b0f3b8"></a><!-- doxytag: member="bdm::merger_mix::set_sources" ref="ff4c1e544c33073438e7f5da38b0f3b8" args="(const Array< shared_ptr< mpdf > > &S)" --> |
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96 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__mix.html#ff4c1e544c33073438e7f5da38b0f3b8">set_sources</a> (const Array< <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > > &S)</td></tr> |
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97 | |
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98 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set sources and prepare all internal structures. <br></td></tr> |
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99 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a6d90b23edca00d392cd472297a57fe3"></a><!-- doxytag: member="bdm::merger_mix::set_parameters" ref="a6d90b23edca00d392cd472297a57fe3" args="(int Ncoms0=DFLT_Ncoms, double effss_coef0=DFLT_effss_coef)" --> |
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100 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__mix.html#a6d90b23edca00d392cd472297a57fe3">set_parameters</a> (int Ncoms0=<a class="el" href="classbdm_1_1merger__mix.html#615688c5aeea9a7eee2b0b4424e8ceab">DFLT_Ncoms</a>, double effss_coef0=<a class="el" href="classbdm_1_1merger__mix.html#3ee8d9f7055b573c02e6a35875ec2397">DFLT_effss_coef</a>)</td></tr> |
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101 | |
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102 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set internal parameters used in approximation. <br></td></tr> |
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103 | <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> |
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104 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e800116f761e46b33a822d7cea01dc8"></a><!-- doxytag: member="bdm::merger_mix::merge" ref="6e800116f761e46b33a822d7cea01dc8" args="()" --> |
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105 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__mix.html#6e800116f761e46b33a822d7cea01dc8">merge</a> ()</td></tr> |
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106 | |
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107 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Merge values using mixture approximation. <br></td></tr> |
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108 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0991d4ac37cc7fc44b5b065983de3dd8"></a><!-- doxytag: member="bdm::merger_mix::sample" ref="0991d4ac37cc7fc44b5b065983de3dd8" args="() const " --> |
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109 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__mix.html#0991d4ac37cc7fc44b5b065983de3dd8">sample</a> () const </td></tr> |
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110 | |
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111 | <tr><td class="mdescLeft"> </td><td class="mdescRight">sample from the approximating mixture <br></td></tr> |
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112 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9737ad6d1ecf4e0cdd6cea6a40875a34"></a><!-- doxytag: member="bdm::merger_mix::evallog" ref="9737ad6d1ecf4e0cdd6cea6a40875a34" args="(const vec &dt) const " --> |
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113 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__mix.html#9737ad6d1ecf4e0cdd6cea6a40875a34">evallog</a> (const vec &dt) const </td></tr> |
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114 | |
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115 | <tr><td class="mdescLeft"> </td><td class="mdescRight">loglikelihood computed on mixture models <br></td></tr> |
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116 | <tr><td colspan="2"><div class="groupHeader">Access functions</div></td></tr> |
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117 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fa37f0606bbdab195986995b77d57b67"></a><!-- doxytag: member="bdm::merger_mix::_Mix" ref="fa37f0606bbdab195986995b77d57b67" args="()" --> |
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118 | <a class="el" href="classbdm_1_1MixEF.html">MixEF</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__mix.html#fa37f0606bbdab195986995b77d57b67">_Mix</a> ()</td></tr> |
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119 | |
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120 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access function. <br></td></tr> |
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121 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1daae5402e15784f2ec1e88324930c12"></a><!-- doxytag: member="bdm::merger_mix::proposal" ref="1daae5402e15784f2ec1e88324930c12" args="()" --> |
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122 | <a class="el" href="classbdm_1_1emix.html">emix</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__mix.html#1daae5402e15784f2ec1e88324930c12">proposal</a> ()</td></tr> |
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123 | |
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124 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access function. <br></td></tr> |
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125 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9f12b2c66344e25e6b3ef0255d000478"></a><!-- doxytag: member="bdm::merger_mix::from_setting" ref="9f12b2c66344e25e6b3ef0255d000478" args="(const Setting &set)" --> |
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126 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__mix.html#9f12b2c66344e25e6b3ef0255d000478">from_setting</a> (const Setting &set)</td></tr> |
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127 | |
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128 | <tr><td class="mdescLeft"> </td><td class="mdescRight">from_settings <br></td></tr> |
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129 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
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130 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="337e1e56ef95d3d3ee922e8b81be95f8"></a><!-- doxytag: member="bdm::merger_mix::set_support" ref="337e1e56ef95d3d3ee922e8b81be95f8" args="(const Array< vec > &XYZ, const int dimsize)" --> |
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131 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#337e1e56ef95d3d3ee922e8b81be95f8">set_support</a> (const Array< vec > &XYZ, const int dimsize)</td></tr> |
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132 | |
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133 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Rectangular support each vector of XYZ specifies (begining-end) interval for each dimension. Same number of points, <code>dimsize</code>, in each dimension. <br></td></tr> |
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134 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3e2c8028be0ccd10058d030250a91a60"></a><!-- doxytag: member="bdm::merger_mix::set_support" ref="3e2c8028be0ccd10058d030250a91a60" args="(const Array< vec > &XYZ, const ivec &gridsize)" --> |
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135 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#3e2c8028be0ccd10058d030250a91a60">set_support</a> (const Array< vec > &XYZ, const ivec &gridsize)</td></tr> |
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136 | |
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137 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Rectangular support each vector of XYZ specifies (begining-end) interval for each dimension. <code>gridsize</code> specifies number of points is each dimension. <br></td></tr> |
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138 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="28af7b365ecd8c3a15f0e934496871e0"></a><!-- doxytag: member="bdm::merger_mix::set_support" ref="28af7b365ecd8c3a15f0e934496871e0" args="(const epdf &overall, int N)" --> |
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139 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#28af7b365ecd8c3a15f0e934496871e0">set_support</a> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &overall, int N)</td></tr> |
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140 | |
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141 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set support points from a pdf by drawing N samples. <br></td></tr> |
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142 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e4514484bac243585b0a1e44325e8add"></a><!-- doxytag: member="bdm::merger_mix::set_debug_file" ref="e4514484bac243585b0a1e44325e8add" args="(const string fname)" --> |
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143 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add">set_debug_file</a> (const string fname)</td></tr> |
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144 | |
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145 | <tr><td class="mdescLeft"> </td><td class="mdescRight">set debug file <br></td></tr> |
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146 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86698b7fd1e4320e9830d7dc24ee6c9e"></a><!-- doxytag: member="bdm::merger_mix::set_method" ref="86698b7fd1e4320e9830d7dc24ee6c9e" args="(MERGER_METHOD MTH=DFLT_METHOD, double beta0=DFLT_beta)" --> |
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147 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e">set_method</a> (MERGER_METHOD MTH=<a class="el" href="classbdm_1_1merger__base.html#7acdf3aeded70475ba8a26450a4e197c">DFLT_METHOD</a>, double beta0=<a class="el" href="classbdm_1_1merger__base.html#dfe17e57529d84e122e61401543e9de6">DFLT_beta</a>)</td></tr> |
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148 | |
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149 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set internal parameters used in approximation. <br></td></tr> |
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150 | <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> |
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151 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1f52bf47d2cdd23a95b19e3da902e431"></a><!-- doxytag: member="bdm::merger_mix::merge_points" ref="1f52bf47d2cdd23a95b19e3da902e431" args="(mat &lW)" --> |
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152 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#1f52bf47d2cdd23a95b19e3da902e431">merge_points</a> (mat &lW)</td></tr> |
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153 | |
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154 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Merge log-likelihood values in points using method specified by parameter METHOD. <br></td></tr> |
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155 | <tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0">mean</a> () const </td></tr> |
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156 | |
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157 | <tr><td class="mdescLeft"> </td><td class="mdescRight">weight w is a <a href="#021acbf1a6e3bfde2a1b9c1c73cea6e0"></a><br></td></tr> |
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158 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="41919c12fd6a07a8e00775c54ba4758a"></a><!-- doxytag: member="bdm::merger_mix::covariance" ref="41919c12fd6a07a8e00775c54ba4758a" args="() const " --> |
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159 | mat </td><td class="memItemRight" valign="bottom"><b>covariance</b> () const </td></tr> |
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160 | |
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161 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="76fe431922844d132b4e1ecf70f53c99"></a><!-- doxytag: member="bdm::merger_mix::variance" ref="76fe431922844d132b4e1ecf70f53c99" args="() const " --> |
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162 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#76fe431922844d132b4e1ecf70f53c99">variance</a> () const </td></tr> |
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163 | |
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164 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> |
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165 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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166 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb682e470103f4e0b353b7c9200d177f"></a><!-- doxytag: member="bdm::merger_mix::_Smp" ref="fb682e470103f4e0b353b7c9200d177f" args="()" --> |
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167 | <a class="el" href="classbdm_1_1eEmp.html">eEmp</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#fb682e470103f4e0b353b7c9200d177f">_Smp</a> ()</td></tr> |
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168 | |
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169 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access function. <br></td></tr> |
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170 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="400e222d4c41dc57ac19e6735429c4cb"></a><!-- doxytag: member="bdm::merger_mix::validate" ref="400e222d4c41dc57ac19e6735429c4cb" args="()" --> |
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171 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#400e222d4c41dc57ac19e6735429c4cb">validate</a> ()</td></tr> |
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172 | |
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173 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> |
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174 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
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175 | <tr><td colspan="2"><div class="groupText">Construction of each <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> should support two types of constructors: <ul> |
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176 | <li>empty constructor, </li> |
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177 | <li>copy constructor,</li> |
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178 | </ul> |
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179 | The following constructors should be supported for convenience: <ul> |
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180 | <li>constructor followed by calling <code><a class="el" href="classbdm_1_1merger__mix.html#a6d90b23edca00d392cd472297a57fe3" title="Set internal parameters used in approximation.">set_parameters()</a></code> </li> |
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181 | <li>constructor accepting random variables calling <code><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv()</a></code> </li> |
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182 | </ul> |
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183 | All internal data structures are constructed as empty. Their values (including sizes) will be set by method <code><a class="el" href="classbdm_1_1merger__mix.html#a6d90b23edca00d392cd472297a57fe3" title="Set internal parameters used in approximation.">set_parameters()</a></code>. This way references can be initialized in constructors. <br><br></div></td></tr> |
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184 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::merger_mix::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" --> |
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185 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr> |
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186 | |
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187 | <tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr> |
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188 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::merger_mix::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
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189 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
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190 | |
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191 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_9.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_10.png">. <br></td></tr> |
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192 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d08b68a5abd461f1b6519597e344caf8"></a><!-- doxytag: member="bdm::merger_mix::evallog_m" ref="d08b68a5abd461f1b6519597e344caf8" args="(const mat &Val) const " --> |
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193 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#d08b68a5abd461f1b6519597e344caf8">evallog_m</a> (const mat &Val) const </td></tr> |
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194 | |
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195 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> |
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196 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9bc02dae61584138443baf6b1cbc1ac9"></a><!-- doxytag: member="bdm::merger_mix::evallog_m" ref="9bc02dae61584138443baf6b1cbc1ac9" args="(const Array< vec > &Avec) const " --> |
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197 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#9bc02dae61584138443baf6b1cbc1ac9">evallog_m</a> (const Array< vec > &Avec) const </td></tr> |
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198 | |
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199 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> |
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200 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1499d35b79bce0cfa64fc5cafb9c03b2"></a><!-- doxytag: member="bdm::merger_mix::condition" ref="1499d35b79bce0cfa64fc5cafb9c03b2" args="(const RV &rv) const " --> |
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201 | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#1499d35b79bce0cfa64fc5cafb9c03b2">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
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202 | |
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203 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr> |
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204 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a84b05f5293cab2aeb4e07faffa60906"></a><!-- doxytag: member="bdm::merger_mix::marginal" ref="a84b05f5293cab2aeb4e07faffa60906" args="(const RV &rv) const " --> |
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205 | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1epdf.html">epdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a84b05f5293cab2aeb4e07faffa60906">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
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206 | |
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207 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr> |
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208 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::merger_mix::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> |
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209 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &lb, vec &ub, double percentage=0.95) const </td></tr> |
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210 | |
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211 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br></td></tr> |
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212 | <tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr> |
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213 | <tr><td colspan="2"><div class="groupText">Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: <br><br></div></td></tr> |
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214 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::merger_mix::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
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215 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
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216 | |
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217 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br></td></tr> |
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218 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::merger_mix::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
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219 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
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220 | |
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221 | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br></td></tr> |
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222 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::merger_mix::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
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223 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> |
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224 | |
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225 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr> |
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226 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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227 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::merger_mix::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> |
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228 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> |
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229 | |
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230 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br></td></tr> |
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231 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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232 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cb885228de5b2822d33d7cea4de53112"></a><!-- doxytag: member="bdm::merger_mix::Mix" ref="cb885228de5b2822d33d7cea4de53112" args="" --> |
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233 | <a class="el" href="classbdm_1_1MixEF.html">MixEF</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__mix.html#cb885228de5b2822d33d7cea4de53112">Mix</a></td></tr> |
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234 | |
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235 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Internal mixture of EF models. <br></td></tr> |
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236 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="83275ad036e7acda876babfa6ac1f07f"></a><!-- doxytag: member="bdm::merger_mix::Ncoms" ref="83275ad036e7acda876babfa6ac1f07f" args="" --> |
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237 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__mix.html#83275ad036e7acda876babfa6ac1f07f">Ncoms</a></td></tr> |
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238 | |
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239 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Number of components in a mixture. <br></td></tr> |
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240 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cb7d8918bea514f62321988dfd0d6b58"></a><!-- doxytag: member="bdm::merger_mix::effss_coef" ref="cb7d8918bea514f62321988dfd0d6b58" args="" --> |
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241 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__mix.html#cb7d8918bea514f62321988dfd0d6b58">effss_coef</a></td></tr> |
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242 | |
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243 | <tr><td class="mdescLeft"> </td><td class="mdescRight">coefficient of resampling [0,1] <br></td></tr> |
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244 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="996571da3a24431a9d159e625b0717cd"></a><!-- doxytag: member="bdm::merger_mix::stop_niter" ref="996571da3a24431a9d159e625b0717cd" args="" --> |
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245 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__mix.html#996571da3a24431a9d159e625b0717cd">stop_niter</a></td></tr> |
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246 | |
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247 | <tr><td class="mdescLeft"> </td><td class="mdescRight">stop after niter iterations <br></td></tr> |
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248 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3127be48ba35960b943d31aa8b9abf88"></a><!-- doxytag: member="bdm::merger_mix::mpdfs" ref="3127be48ba35960b943d31aa8b9abf88" args="" --> |
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249 | Array< <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88">mpdfs</a></td></tr> |
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250 | |
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251 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Elements of composition. <br></td></tr> |
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252 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09bc4d43dec350a40d17953b8b59d3b7"></a><!-- doxytag: member="bdm::merger_mix::dls" ref="09bc4d43dec350a40d17953b8b59d3b7" args="" --> |
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253 | Array< <a class="el" href="classbdm_1_1datalink__m2e.html">datalink_m2e</a> * > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7">dls</a></td></tr> |
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254 | |
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255 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Data link for each <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> in mpdfs. <br></td></tr> |
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256 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4e66803b04fc04b21b3716b3a317421f"></a><!-- doxytag: member="bdm::merger_mix::rvzs" ref="4e66803b04fc04b21b3716b3a317421f" args="" --> |
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257 | Array< <a class="el" href="classbdm_1_1RV.html">RV</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f">rvzs</a></td></tr> |
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258 | |
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259 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Array of rvs that are not modelled by mpdfs at all, <img class="formulaInl" alt="$ z_i $" src="form_100.png">. <br></td></tr> |
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260 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8098858f2edb1294122cbe4f05bf8694"></a><!-- doxytag: member="bdm::merger_mix::zdls" ref="8098858f2edb1294122cbe4f05bf8694" args="" --> |
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261 | Array< <a class="el" href="classbdm_1_1datalink__m2e.html">datalink_m2e</a> * > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694">zdls</a></td></tr> |
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262 | |
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263 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Data Links for extension <img class="formulaInl" alt="$ f(z_i|x_i,y_i) $" src="form_102.png">. <br></td></tr> |
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264 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="39d263d92aa85553730c44958a92a541"></a><!-- doxytag: member="bdm::merger_mix::Npoints" ref="39d263d92aa85553730c44958a92a541" args="" --> |
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265 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541">Npoints</a></td></tr> |
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266 | |
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267 | <tr><td class="mdescLeft"> </td><td class="mdescRight">number of support points <br></td></tr> |
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268 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4f6cd7ebe1c3c7556039dbfeb00f71f5"></a><!-- doxytag: member="bdm::merger_mix::Nsources" ref="4f6cd7ebe1c3c7556039dbfeb00f71f5" args="" --> |
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269 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5">Nsources</a></td></tr> |
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270 | |
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271 | <tr><td class="mdescLeft"> </td><td class="mdescRight">number of sources <br></td></tr> |
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272 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ee197330820127f3d12106ddee6b25c7"></a><!-- doxytag: member="bdm::merger_mix::METHOD" ref="ee197330820127f3d12106ddee6b25c7" args="" --> |
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273 | MERGER_METHOD </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7">METHOD</a></td></tr> |
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274 | |
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275 | <tr><td class="mdescLeft"> </td><td class="mdescRight">switch of the methoh used for merging <br></td></tr> |
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276 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="972f64f6f388b929cf94d2c478116f14"></a><!-- doxytag: member="bdm::merger_mix::beta" ref="972f64f6f388b929cf94d2c478116f14" args="" --> |
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277 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14">beta</a></td></tr> |
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278 | |
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279 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Prior on the log-normal merging model. <br></td></tr> |
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280 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a042ce6ee1fb91048ea89bec9934718e"></a><!-- doxytag: member="bdm::merger_mix::eSmp" ref="a042ce6ee1fb91048ea89bec9934718e" args="" --> |
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281 | <a class="el" href="classbdm_1_1eEmp.html">eEmp</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e">eSmp</a></td></tr> |
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282 | |
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283 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Projection to empirical density (could also be piece-wise linear). <br></td></tr> |
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284 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd180c651a75a131d125305f6bb017f7"></a><!-- doxytag: member="bdm::merger_mix::DBG" ref="dd180c651a75a131d125305f6bb017f7" args="" --> |
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285 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7">DBG</a></td></tr> |
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286 | |
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287 | <tr><td class="mdescLeft"> </td><td class="mdescRight">debug or not debug <br></td></tr> |
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288 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2c6278b996696cb711cb7be900ccf5b"></a><!-- doxytag: member="bdm::merger_mix::dbg_file" ref="b2c6278b996696cb711cb7be900ccf5b" args="" --> |
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289 | it_file * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b">dbg_file</a></td></tr> |
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290 | |
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291 | <tr><td class="mdescLeft"> </td><td class="mdescRight">debugging file <br></td></tr> |
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292 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::merger_mix::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
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293 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
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294 | |
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295 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br></td></tr> |
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296 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::merger_mix::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
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297 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> |
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298 | |
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299 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br></td></tr> |
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300 | <tr><td colspan="2"><br><h2>Static Protected Attributes</h2></td></tr> |
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301 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="615688c5aeea9a7eee2b0b4424e8ceab"></a><!-- doxytag: member="bdm::merger_mix::DFLT_Ncoms" ref="615688c5aeea9a7eee2b0b4424e8ceab" args="" --> |
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302 | static const int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__mix.html#615688c5aeea9a7eee2b0b4424e8ceab">DFLT_Ncoms</a> = 10</td></tr> |
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303 | |
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304 | <tr><td class="mdescLeft"> </td><td class="mdescRight">default value for Ncoms <br></td></tr> |
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305 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3ee8d9f7055b573c02e6a35875ec2397"></a><!-- doxytag: member="bdm::merger_mix::DFLT_effss_coef" ref="3ee8d9f7055b573c02e6a35875ec2397" args="" --> |
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306 | static const double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__mix.html#3ee8d9f7055b573c02e6a35875ec2397">DFLT_effss_coef</a> = 0.5</td></tr> |
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307 | |
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308 | <tr><td class="mdescLeft"> </td><td class="mdescRight">default value for efss_coef; <br></td></tr> |
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309 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7acdf3aeded70475ba8a26450a4e197c"></a><!-- doxytag: member="bdm::merger_mix::DFLT_METHOD" ref="7acdf3aeded70475ba8a26450a4e197c" args="" --> |
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310 | static const MERGER_METHOD </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#7acdf3aeded70475ba8a26450a4e197c">DFLT_METHOD</a> = LOGNORMAL</td></tr> |
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311 | |
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312 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default for METHOD. <br></td></tr> |
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313 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dfe17e57529d84e122e61401543e9de6"></a><!-- doxytag: member="bdm::merger_mix::DFLT_beta" ref="dfe17e57529d84e122e61401543e9de6" args="" --> |
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314 | static const double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#dfe17e57529d84e122e61401543e9de6">DFLT_beta</a> = 1.2</td></tr> |
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315 | |
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316 | <tr><td class="mdescLeft"> </td><td class="mdescRight">default for beta <br></td></tr> |
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317 | </table> |
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318 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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319 | Merger using importance sampling with mixture proposal density. <hr><h2>Member Function Documentation</h2> |
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320 | <a class="anchor" name="021acbf1a6e3bfde2a1b9c1c73cea6e0"></a><!-- doxytag: member="bdm::merger_mix::mean" ref="021acbf1a6e3bfde2a1b9c1c73cea6e0" args="() const " --> |
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321 | <div class="memitem"> |
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322 | <div class="memproto"> |
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323 | <table class="memname"> |
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324 | <tr> |
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325 | <td class="memname">vec bdm::merger_base::mean </td> |
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326 | <td>(</td> |
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327 | <td class="paramname"> </td> |
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328 | <td> ) </td> |
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329 | <td> const<code> [inline, virtual, inherited]</code></td> |
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330 | </tr> |
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331 | </table> |
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332 | </div> |
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333 | <div class="memdoc"> |
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334 | |
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335 | <p> |
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336 | weight w is a |
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337 | <p> |
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338 | sample from merged density |
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339 | <p>Reimplemented from <a class="el" href="classbdm_1_1epdf.html#0c8d13d788094605b3cdab20a6e22b75">bdm::epdf</a>.</p> |
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340 | |
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341 | <p>References <a class="el" href="exp__family_8h-source.html#l01135">bdm::eEmp::_samples()</a>, <a class="el" href="exp__family_8h-source.html#l01131">bdm::eEmp::_w()</a>, <a class="el" href="bdmbase_8h-source.html#l00269">bdm::epdf::dim</a>, <a class="el" href="merger_8h-source.html#l00075">bdm::merger_base::eSmp</a>, and <a class="el" href="merger_8h-source.html#l00059">bdm::merger_base::Npoints</a>.</p> |
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342 | |
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343 | <p>Referenced by <a class="el" href="merger_8h-source.html#l00268">bdm::merger_base::variance()</a>.</p> |
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344 | |
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345 | </div> |
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346 | </div><p> |
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347 | <hr>The documentation for this class was generated from the following files:<ul> |
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348 | <li><a class="el" href="merger_8h-source.html">merger.h</a><li>merger.cpp</ul> |
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349 | </div> |
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350 | <hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:19 2009 for mixpp by |
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351 | <a href="http://www.doxygen.org/index.html"> |
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352 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> |
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353 | </body> |
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354 | </html> |
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