bdm::mmix Class Reference

Mixture of mpdfs with constant weights, all mpdfs are of equal RV and RVC. More...

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Detailed Description

Mixture of mpdfs with constant weights, all mpdfs are of equal RV and RVC.

#include <emix.h>

List of all members.

Public Member Functions
	mmix ()
	Default constructor.
void	set_parameters (const vec &w0, const Array< shared_ptr< mpdf > > &Coms0)
	Set weights w and components R.
double	evallogcond (const vec &dt, const vec &cond)
	Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently.
vec	samplecond (const vec &cond)
	Returns a sample from the density conditioned on cond, .
void	from_setting (const Setting &set)
	Load from structure with elements:.
virtual string	to_string ()
	This method returns a basic info about the current instance.
virtual void	to_setting (Setting &set) const
	This method save all the instance properties into the Setting structure.
virtual void	validate ()
	This method TODO.
Matematical operations
virtual mat	samplecond_m (const vec &cond, int N)
	Returns.
virtual vec	evallogcond_m (const mat &Dt, const vec &cond)
	Matrix version of evallogcond.
virtual vec	evallogcond_m (const Array< vec > &Dt, const vec &cond)
	Array<vec> version of evallogcond.
Access to attributes
const RV &	_rv () const
const RV &	_rvc () const
int	dimension () const
int	dimensionc ()
Connection to other objects
void	set_rvc (const RV &rvc0)
void	set_rv (const RV &rv0)
bool	isnamed ()
Protected Member Functions
void	set_ep (epdf &iepdf)
	set internal pointer ep to point to given iepdf
void	set_ep (epdf *iepdfp)
	set internal pointer ep to point to given iepdf
Protected Attributes
Array< shared_ptr< mpdf > >	Coms
	Component (mpdfs).
vec	w
	weights of the components
epdf	dummy_epdf
	dummy epdfs
int	dimc
	dimension of the condition
RV	rvc
	random variable in condition

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Member Function Documentation

void bdm::mpdf::from_setting

(

const Setting &

set

)

[virtual, inherited]

Load from structure with elements:.

         { class = "mpdf_offspring",
           rv = {class="RV", names=(...),}; // RV describing meaning of random variable
           rvc= {class="RV", names=(...),}; // RV describing meaning of random variable in condition
           // elements of offsprings
         }

Reimplemented from bdm::root.

Reimplemented in bdm::mepdf, bdm::mprod, bdm::mlnorm< sq_T, TEpdf >, bdm::mgnorm< sq_T >, bdm::mgamma, bdm::migamma_ref, bdm::mlognorm, bdm::mlnorm< ldmat, enorm >, and bdm::mlnorm< chmat >.

vec bdm::mmix::samplecond

(

const vec &

cond

)

[virtual]

Returns a sample from the density conditioned on cond, .

Parameters:

cond

is numeric value of rv

Reimplemented from bdm::mpdf.

References Coms, and w.

mat bdm::mpdf::samplecond_m	(	const vec &	cond,
		int	N
	)			[virtual, inherited]

Returns.

Parameters:

	N	samples from the density conditioned on cond, .
	cond	is numeric value of rv

Reimplemented in bdm::mpdf_internal< EPDF >, bdm::mpdf_internal< enorm< sq_T > >, bdm::mpdf_internal< elognorm >, bdm::mpdf_internal< TEpdf< sq_T > >, bdm::mpdf_internal< egamma >, bdm::mpdf_internal< enorm< ldmat > >, bdm::mpdf_internal< eiWishartCh >, bdm::mpdf_internal< eigamma >, and bdm::mpdf_internal< enorm< chmat > >.

References bdm::mpdf::samplecond().

void bdm::mmix::set_parameters	(	const vec &	w0,
		const Array< shared_ptr< mpdf > > &	Coms0
	)			[inline]

Set weights w and components R.

Todo:

check if all components are OK

References bdm::RV::_dsize(), Coms, bdm::mpdf::dimc, dummy_epdf, bdm::mpdf::rvc, and w.

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The documentation for this class was generated from the following files:

• emix.h
• emix.cpp