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| 64 | <h1>emix.h</h1><a href="emix_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 |
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| 65 | <a name="l00013"></a>00013 <span class="preprocessor">#ifndef EMIX_H</span> |
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| 66 | <a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define EMIX_H</span> |
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| 67 | <a name="l00015"></a>00015 <span class="preprocessor"></span> |
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| 68 | <a name="l00016"></a>00016 <span class="preprocessor">#define LOG2 0.69314718055995 </span> |
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| 69 | <a name="l00017"></a>00017 <span class="preprocessor"></span> |
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| 70 | <a name="l00018"></a>00018 <span class="preprocessor">#include "../shared_ptr.h"</span> |
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| 71 | <a name="l00019"></a>00019 <span class="preprocessor">#include "<a class="code" href="exp__family_8h.html" title="Probability distributions for Exponential Family models.">exp_family.h</a>"</span> |
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| 72 | <a name="l00020"></a>00020 |
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| 73 | <a name="l00021"></a>00021 <span class="keyword">namespace </span>bdm { |
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| 74 | <a name="l00022"></a>00022 |
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| 75 | <a name="l00023"></a>00023 <span class="comment">//this comes first because it is used inside emix!</span> |
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| 76 | <a name="l00024"></a>00024 |
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| 77 | <a name="l00037"></a><a class="code" href="classbdm_1_1mratio.html">00037</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mratio.html" title="Class representing ratio of two densities which arise e.g. by applying the Bayes...">mratio</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { |
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| 78 | <a name="l00038"></a>00038 <span class="keyword">protected</span>: |
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| 79 | <a name="l00040"></a><a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54">00040</a> <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>; |
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| 80 | <a name="l00042"></a><a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88">00042</a> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>; |
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| 81 | <a name="l00044"></a><a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8">00044</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>; |
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| 82 | <a name="l00046"></a><a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7">00046</a> <a class="code" href="classbdm_1_1datalink__m2e.html" title="Data link with a condition.">datalink_m2e</a> <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>; |
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| 83 | <a name="l00047"></a>00047 <span class="keyword">public</span>: |
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| 84 | <a name="l00050"></a><a class="code" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">00050</a> <a class="code" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">mratio</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* nom0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keywordtype">bool</span> copy=<span class="keyword">false</span> ) :<a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( ), <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a> ( ) { |
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| 85 | <a name="l00051"></a>00051 <span class="comment">// adjust rv and rvc</span> |
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| 86 | <a name="l00052"></a>00052 <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = nom0-><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>().<a class="code" href="classbdm_1_1RV.html#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> ( rv ); |
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| 87 | <a name="l00053"></a>00053 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>._dsize(); |
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| 88 | <a name="l00054"></a>00054 set_ep(<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a>(<span class="keyword">new</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>)); |
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| 89 | <a name="l00055"></a>00055 e()->set_parameters(rv._dsize()); |
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| 90 | <a name="l00056"></a>00056 e()-><a class="code" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a>(rv); |
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| 91 | <a name="l00057"></a>00057 |
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| 92 | <a name="l00058"></a>00058 <span class="comment">//prepare data structures</span> |
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| 93 | <a name="l00059"></a>00059 <span class="keywordflow">if</span> ( copy ) {it_error ( <span class="stringliteral">"todo"</span> ); <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>; } |
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| 94 | <a name="l00060"></a>00060 <span class="keywordflow">else</span> { <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a> = nom0; <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> = <span class="keyword">false</span>; } |
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| 95 | <a name="l00061"></a>00061 it_assert_debug ( <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.length() >0,<span class="stringliteral">"Makes no sense to use this object!"</span> ); |
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| 96 | <a name="l00062"></a>00062 |
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| 97 | <a name="l00063"></a>00063 <span class="comment">// build denominator</span> |
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| 98 | <a name="l00064"></a>00064 <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a> = <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-><a class="code" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ); |
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| 99 | <a name="l00065"></a>00065 <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.set_connection(rv,<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>,nom0-><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>()); |
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| 100 | <a name="l00066"></a>00066 }; |
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| 101 | <a name="l00067"></a><a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204">00067</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &val, <span class="keyword">const</span> vec &cond ) { |
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| 102 | <a name="l00068"></a>00068 <span class="keywordtype">double</span> tmp; |
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| 103 | <a name="l00069"></a>00069 vec nom_val ( e()->dimension() + <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> ); |
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| 104 | <a name="l00070"></a>00070 <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.pushup_cond ( nom_val,val,cond ); |
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| 105 | <a name="l00071"></a>00071 tmp = exp ( <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-><a class="code" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249">evallog</a> ( nom_val ) - <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>-><a class="code" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249">evallog</a> ( cond ) ); |
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| 106 | <a name="l00072"></a>00072 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite value"</span> ); |
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| 107 | <a name="l00073"></a>00073 <span class="keywordflow">return</span> tmp; |
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| 108 | <a name="l00074"></a>00074 } |
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| 109 | <a name="l00076"></a><a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15">00076</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15" title="Object takes ownership of nom and will destroy it.">ownnom</a>() {<a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>;} |
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| 110 | <a name="l00078"></a><a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c">00078</a> <a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c" title="Default destructor.">~mratio</a>() {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>; <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>;}} |
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| 111 | <a name="l00079"></a>00079 }; |
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| 112 | <a name="l00080"></a>00080 |
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| 113 | <a name="l00091"></a><a class="code" href="classbdm_1_1emix.html">00091</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { |
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| 114 | <a name="l00092"></a>00092 <span class="keyword">protected</span>: |
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| 115 | <a name="l00094"></a><a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46">00094</a> vec <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>; |
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| 116 | <a name="l00096"></a><a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e">00096</a> Array<epdf*> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>; |
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| 117 | <a name="l00098"></a><a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4">00098</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a>; |
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| 118 | <a name="l00099"></a>00099 <span class="keyword">public</span>: |
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| 119 | <a name="l00101"></a><a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d">00101</a> <a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d" title="Default constructor.">emix</a> ( ) : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( ) {}; |
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| 120 | <a name="l00104"></a>00104 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#3a107a6b808a081389ef17af951c234a">set_parameters</a> ( <span class="keyword">const</span> vec &<a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>, <span class="keyword">const</span> Array<epdf*> &<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>, <span class="keywordtype">bool</span> copy=<span class="keyword">false</span> ); |
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| 121 | <a name="l00105"></a>00105 |
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| 122 | <a name="l00106"></a>00106 vec <a class="code" href="classbdm_1_1emix.html#e8839dbbb0d1276a8dbe957a67cfe0dc" title="Returns a sample, from density .">sample</a>() <span class="keyword">const</span>; |
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| 123 | <a name="l00107"></a><a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a">00107</a> vec <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
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| 124 | <a name="l00108"></a>00108 <span class="keywordtype">int</span> i; vec mu = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
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| 125 | <a name="l00109"></a>00109 <span class="keywordflow">for</span> ( i = 0;i < <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length();i++ ) {mu += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )->mean(); } |
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| 126 | <a name="l00110"></a>00110 <span class="keywordflow">return</span> mu; |
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| 127 | <a name="l00111"></a>00111 } |
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| 128 | <a name="l00112"></a><a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86">00112</a> vec <a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
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| 129 | <a name="l00113"></a>00113 <span class="comment">//non-central moment</span> |
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| 130 | <a name="l00114"></a>00114 vec mom2 = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
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| 131 | <a name="l00115"></a>00115 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length();i++ ) {mom2 += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * (<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>(i)->variance() + pow ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(),2 )); } |
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| 132 | <a name="l00116"></a>00116 <span class="comment">//central moment</span> |
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| 133 | <a name="l00117"></a>00117 <span class="keywordflow">return</span> mom2-pow ( <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(),2 ); |
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| 134 | <a name="l00118"></a>00118 } |
|---|
| 135 | <a name="l00119"></a><a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">00119</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">evallog</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
|---|
| 136 | <a name="l00120"></a>00120 <span class="keywordtype">int</span> i; |
|---|
| 137 | <a name="l00121"></a>00121 <span class="keywordtype">double</span> sum = 0.0; |
|---|
| 138 | <a name="l00122"></a>00122 <span class="keywordflow">for</span> ( i = 0;i < <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length();i++ ) {sum += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">evallog</a> ( val ) );} |
|---|
| 139 | <a name="l00123"></a>00123 <span class="keywordflow">if</span> ( sum==0.0 ) {sum=std::numeric_limits<double>::epsilon();} |
|---|
| 140 | <a name="l00124"></a>00124 <span class="keywordtype">double</span> tmp=log ( sum ); |
|---|
| 141 | <a name="l00125"></a>00125 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite"</span> ); |
|---|
| 142 | <a name="l00126"></a>00126 <span class="keywordflow">return</span> tmp; |
|---|
| 143 | <a name="l00127"></a>00127 }; |
|---|
| 144 | <a name="l00128"></a><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b">00128</a> vec <a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( <span class="keyword">const</span> mat &Val )<span class="keyword"> const </span>{ |
|---|
| 145 | <a name="l00129"></a>00129 vec x=zeros ( Val.cols() ); |
|---|
| 146 | <a name="l00130"></a>00130 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { |
|---|
| 147 | <a name="l00131"></a>00131 x+= <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ); |
|---|
| 148 | <a name="l00132"></a>00132 } |
|---|
| 149 | <a name="l00133"></a>00133 <span class="keywordflow">return</span> log ( x ); |
|---|
| 150 | <a name="l00134"></a>00134 }; |
|---|
| 151 | <a name="l00136"></a><a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2">00136</a> mat <a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2" title="Auxiliary function that returns pdflog for each component.">evallog_M</a> ( <span class="keyword">const</span> mat &Val )<span class="keyword"> const </span>{ |
|---|
| 152 | <a name="l00137"></a>00137 mat X ( <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(), Val.cols() ); |
|---|
| 153 | <a name="l00138"></a>00138 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { |
|---|
| 154 | <a name="l00139"></a>00139 X.set_row ( i, <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ) ); |
|---|
| 155 | <a name="l00140"></a>00140 } |
|---|
| 156 | <a name="l00141"></a>00141 <span class="keywordflow">return</span> X; |
|---|
| 157 | <a name="l00142"></a>00142 }; |
|---|
| 158 | <a name="l00143"></a>00143 |
|---|
| 159 | <a name="l00144"></a>00144 <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>* <a class="code" href="classbdm_1_1emix.html#f7165371cc4f7be9292024b9f5431646" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; |
|---|
| 160 | <a name="l00145"></a>00145 <a class="code" href="classbdm_1_1mratio.html" title="Class representing ratio of two densities which arise e.g. by applying the Bayes...">mratio</a>* <a class="code" href="classbdm_1_1emix.html#fc7772a2972959cf19ba26882feacecf" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; <span class="comment">//why not mratio!!</span> |
|---|
| 161 | <a name="l00146"></a>00146 |
|---|
| 162 | <a name="l00147"></a>00147 <span class="comment">//Access methods</span> |
|---|
| 163 | <a name="l00149"></a><a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be">00149</a> <span class="comment"></span> vec& <a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>;} |
|---|
| 164 | <a name="l00150"></a>00150 <span class="keyword">virtual</span> ~<a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>() {<span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a> ) {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i );}}} |
|---|
| 165 | <a name="l00152"></a><a class="code" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e">00152</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e" title="Auxiliary function for taking ownership of the Coms().">ownComs</a>() {<a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a>=<span class="keyword">true</span>;} |
|---|
| 166 | <a name="l00153"></a>00153 |
|---|
| 167 | <a name="l00155"></a><a class="code" href="classbdm_1_1emix.html#578616445243674438257be99ba71612">00155</a> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1emix.html#578616445243674438257be99ba71612" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i );} |
|---|
| 168 | <a name="l00156"></a><a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e">00156</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">set_rv</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>){ |
|---|
| 169 | <a name="l00157"></a>00157 <a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">epdf::set_rv</a>(rv); |
|---|
| 170 | <a name="l00158"></a>00158 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>.length();i++){<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>(i)->set_rv(rv);} |
|---|
| 171 | <a name="l00159"></a>00159 } |
|---|
| 172 | <a name="l00160"></a>00160 }; |
|---|
| 173 | <a name="l00161"></a>00161 |
|---|
| 174 | <a name="l00162"></a>00162 |
|---|
| 175 | <a name="l00167"></a><a class="code" href="classbdm_1_1egiwmix.html">00167</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1egiwmix.html" title="Mixture of egiws.">egiwmix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> { |
|---|
| 176 | <a name="l00168"></a>00168 <span class="keyword">protected</span>: |
|---|
| 177 | <a name="l00170"></a><a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4">00170</a> vec <a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>; |
|---|
| 178 | <a name="l00172"></a><a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280">00172</a> Array<egiw*> <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>; |
|---|
| 179 | <a name="l00174"></a><a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec">00174</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a>; |
|---|
| 180 | <a name="l00175"></a>00175 <span class="keyword">public</span>: |
|---|
| 181 | <a name="l00177"></a><a class="code" href="classbdm_1_1egiwmix.html#41f4cf7baf554e0a70bf495457179dbb">00177</a> <a class="code" href="classbdm_1_1egiwmix.html#41f4cf7baf554e0a70bf495457179dbb" title="Default constructor.">egiwmix</a> ( ) : <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> ( ) {}; |
|---|
| 182 | <a name="l00178"></a>00178 |
|---|
| 183 | <a name="l00181"></a>00181 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#c4627222e22df6e14f8f1496e13c4975">set_parameters</a> ( <span class="keyword">const</span> vec &<a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>, <span class="keyword">const</span> Array<egiw*> &<a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>, <span class="keywordtype">bool</span> copy=<span class="keyword">false</span> ); |
|---|
| 184 | <a name="l00182"></a>00182 |
|---|
| 185 | <a name="l00184"></a>00184 vec <a class="code" href="classbdm_1_1egiwmix.html#74e7c77bd89a454a7fd984945c58df1c" title="return expected value">mean</a>() <span class="keyword">const</span>; |
|---|
| 186 | <a name="l00185"></a>00185 |
|---|
| 187 | <a name="l00187"></a>00187 vec <a class="code" href="classbdm_1_1egiwmix.html#8bd92fb4c94a46220e84d9a39ddd2e28" title="return a sample from the density">sample</a>() <span class="keyword">const</span>; |
|---|
| 188 | <a name="l00188"></a>00188 |
|---|
| 189 | <a name="l00190"></a>00190 vec <a class="code" href="classbdm_1_1egiwmix.html#96e1cfb7157b87f04e2957ca4d883425" title="return the expected variance">variance</a>() <span class="keyword">const</span>; |
|---|
| 190 | <a name="l00191"></a>00191 |
|---|
| 191 | <a name="l00192"></a>00192 <span class="comment">// TODO!!! Defined to follow ANSI and/or for future development</span> |
|---|
| 192 | <a name="l00193"></a>00193 <span class="keywordtype">void</span> mean_mat ( mat &M, mat&R )<span class="keyword"> const </span>{}; |
|---|
| 193 | <a name="l00194"></a><a class="code" href="classbdm_1_1egiwmix.html#5713da45d66410382d6eca4e1b05a132">00194</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiwmix.html#5713da45d66410382d6eca4e1b05a132" title="In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise...">evallog_nn</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{<span class="keywordflow">return</span> 0;}; |
|---|
| 194 | <a name="l00195"></a><a class="code" href="classbdm_1_1egiwmix.html#7c9bc72ecea861dd2416f852905bf023">00195</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiwmix.html#7c9bc72ecea861dd2416f852905bf023" title="logarithm of the normalizing constant, ">lognc</a> ()<span class="keyword"> const </span>{<span class="keywordflow">return</span> 0;}; |
|---|
| 195 | <a name="l00196"></a>00196 <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>* <a class="code" href="classbdm_1_1egiwmix.html#93d5e0abb98256a2cf7b557098f3f8ec" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; |
|---|
| 196 | <a name="l00197"></a>00197 |
|---|
| 197 | <a name="l00198"></a>00198 <span class="comment">//Access methods</span> |
|---|
| 198 | <a name="l00200"></a><a class="code" href="classbdm_1_1egiwmix.html#884d203ca3994b9fba4c8bd440f355ea">00200</a> <span class="comment"></span> vec& <a class="code" href="classbdm_1_1egiwmix.html#884d203ca3994b9fba4c8bd440f355ea" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>;} |
|---|
| 199 | <a name="l00201"></a>00201 <span class="keyword">virtual</span> ~<a class="code" href="classbdm_1_1egiwmix.html" title="Mixture of egiws.">egiwmix</a>() {<span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a> ) {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a> ( i );}}} |
|---|
| 200 | <a name="l00203"></a><a class="code" href="classbdm_1_1egiwmix.html#adc550fe74df25524c20867e89b5b096">00203</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#adc550fe74df25524c20867e89b5b096" title="Auxiliary function for taking ownership of the Coms().">ownComs</a>() {<a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a>=<span class="keyword">true</span>;} |
|---|
| 201 | <a name="l00204"></a>00204 |
|---|
| 202 | <a name="l00206"></a><a class="code" href="classbdm_1_1egiwmix.html#d20a56a7b129c1ea9f71725e15f8ad8c">00206</a> <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>* <a class="code" href="classbdm_1_1egiwmix.html#d20a56a7b129c1ea9f71725e15f8ad8c" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a> ( i );} |
|---|
| 203 | <a name="l00207"></a>00207 |
|---|
| 204 | <a name="l00208"></a><a class="code" href="classbdm_1_1egiwmix.html#dc999c5c1402c450200f22128db688b2">00208</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#dc999c5c1402c450200f22128db688b2" title="Name its rv.">set_rv</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>){ |
|---|
| 205 | <a name="l00209"></a>00209 <a class="code" href="classbdm_1_1egiwmix.html#dc999c5c1402c450200f22128db688b2" title="Name its rv.">egiw::set_rv</a>(rv); |
|---|
| 206 | <a name="l00210"></a>00210 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>.length();i++){<a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>(i)->set_rv(rv);} |
|---|
| 207 | <a name="l00211"></a>00211 } |
|---|
| 208 | <a name="l00212"></a>00212 |
|---|
| 209 | <a name="l00214"></a>00214 <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>* <a class="code" href="classbdm_1_1egiwmix.html#10894d50e82130cc5b93d3cbc30b2e4d" title="Approximation of a GiW mix by a single GiW pdf.">approx</a>(); |
|---|
| 210 | <a name="l00215"></a>00215 }; |
|---|
| 211 | <a name="l00216"></a>00216 |
|---|
| 212 | <a name="l00225"></a><a class="code" href="classbdm_1_1mprod.html">00225</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mprod.html" title="Chain rule decomposition of epdf.">mprod</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1compositepdf.html" title="Chain rule of pdfs - abstract part common for mprod and merger. this abstract class...">compositepdf</a>, <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { |
|---|
| 213 | <a name="l00226"></a>00226 <span class="keyword">protected</span>: |
|---|
| 214 | <a name="l00228"></a><a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51">00228</a> Array<epdf*> <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a>; |
|---|
| 215 | <a name="l00230"></a><a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f">00230</a> Array<datalink_m2m*> <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>; |
|---|
| 216 | <a name="l00231"></a>00231 |
|---|
| 217 | <a name="l00233"></a><a class="code" href="classbdm_1_1mprod.html#a8e758cab9b1a92928d8c93c921b6dc5">00233</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> <a class="code" href="classbdm_1_1mprod.html#a8e758cab9b1a92928d8c93c921b6dc5" title="dummy ep">dummy</a>; |
|---|
| 218 | <a name="l00234"></a>00234 |
|---|
| 219 | <a name="l00235"></a>00235 <span class="keyword">public</span>: |
|---|
| 220 | <a name="l00238"></a><a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b">00238</a> <a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b" title="Constructor from list of mFacs,.">mprod</a>():<a class="code" href="classbdm_1_1mprod.html#a8e758cab9b1a92928d8c93c921b6dc5" title="dummy ep">dummy</a>(new <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>()) { } |
|---|
| 221 | <a name="l00239"></a>00239 <a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b" title="Constructor from list of mFacs,.">mprod</a> (Array<mpdf*> mFacs): |
|---|
| 222 | <a name="l00240"></a>00240 <a class="code" href="classbdm_1_1mprod.html#a8e758cab9b1a92928d8c93c921b6dc5" title="dummy ep">dummy</a>(new <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>()) { |
|---|
| 223 | <a name="l00241"></a>00241 set_elements(mFacs); |
|---|
| 224 | <a name="l00242"></a>00242 } |
|---|
| 225 | <a name="l00243"></a>00243 |
|---|
| 226 | <a name="l00244"></a>00244 <span class="keywordtype">void</span> set_elements(Array<mpdf*> mFacs , <span class="keywordtype">bool</span> own=<span class="keyword">false</span>) { |
|---|
| 227 | <a name="l00245"></a>00245 |
|---|
| 228 | <a name="l00246"></a>00246 compositepdf::set_elements(mFacs,own); |
|---|
| 229 | <a name="l00247"></a>00247 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>.set_size(mFacs.length()); |
|---|
| 230 | <a name="l00248"></a>00248 <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a>.set_size(mFacs.length()); |
|---|
| 231 | <a name="l00249"></a>00249 |
|---|
| 232 | <a name="l00250"></a>00250 set_ep(<a class="code" href="classbdm_1_1mprod.html#a8e758cab9b1a92928d8c93c921b6dc5" title="dummy ep">dummy</a>); |
|---|
| 233 | <a name="l00251"></a>00251 RV rv=<a class="code" href="classbdm_1_1compositepdf.html#c73d39acc4378eee6a63155c3517d3c9" title="find common rv, flag">getrv</a> ( <span class="keyword">true</span> ); |
|---|
| 234 | <a name="l00252"></a>00252 set_rv ( rv ); |
|---|
| 235 | <a name="l00253"></a>00253 <a class="code" href="classbdm_1_1mprod.html#a8e758cab9b1a92928d8c93c921b6dc5" title="dummy ep">dummy</a>->set_parameters(rv._dsize()); |
|---|
| 236 | <a name="l00254"></a>00254 <a class="code" href="classbdm_1_1compositepdf.html#c71fc2c51f49d797e61f479f543c75ce" title="common rvc of all mpdfs is written to rvc">setrvc</a>(e()->_rv(), <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>); |
|---|
| 237 | <a name="l00255"></a>00255 <span class="comment">// rv and rvc established = > we can link them with mpdfs</span> |
|---|
| 238 | <a name="l00256"></a>00256 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); i++ ) { |
|---|
| 239 | <a name="l00257"></a>00257 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i ) = <span class="keyword">new</span> datalink_m2m; |
|---|
| 240 | <a name="l00258"></a>00258 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>(i)->set_connection( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->_rv(), <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->_rvc(), _rv(), _rvc() ); |
|---|
| 241 | <a name="l00259"></a>00259 } |
|---|
| 242 | <a name="l00260"></a>00260 |
|---|
| 243 | <a name="l00261"></a>00261 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i<<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); i++ ) { |
|---|
| 244 | <a name="l00262"></a>00262 <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a>(i) = <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>(i)->e(); |
|---|
| 245 | <a name="l00263"></a>00263 } |
|---|
| 246 | <a name="l00264"></a>00264 }; |
|---|
| 247 | <a name="l00265"></a>00265 |
|---|
| 248 | <a name="l00266"></a><a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2">00266</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &val, <span class="keyword">const</span> vec &cond ) { |
|---|
| 249 | <a name="l00267"></a>00267 <span class="keywordtype">int</span> i; |
|---|
| 250 | <a name="l00268"></a>00268 <span class="keywordtype">double</span> res = 0.0; |
|---|
| 251 | <a name="l00269"></a>00269 <span class="keywordflow">for</span> ( i = <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length() - 1;i >= 0;i-- ) { |
|---|
| 252 | <a name="l00270"></a>00270 <span class="comment">/* if ( mpdfs(i)->_rvc().count() >0) {</span> |
|---|
| 253 | <a name="l00271"></a>00271 <span class="comment"> mpdfs ( i )->condition ( dls ( i )->get_cond ( val,cond ) );</span> |
|---|
| 254 | <a name="l00272"></a>00272 <span class="comment"> }</span> |
|---|
| 255 | <a name="l00273"></a>00273 <span class="comment"> // add logarithms</span> |
|---|
| 256 | <a name="l00274"></a>00274 <span class="comment"> res += epdfs ( i )->evallog ( dls ( i )->pushdown ( val ) );*/</span> |
|---|
| 257 | <a name="l00275"></a>00275 res += <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->evallogcond ( |
|---|
| 258 | <a name="l00276"></a>00276 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->pushdown ( val ), |
|---|
| 259 | <a name="l00277"></a>00277 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->get_cond ( val, cond ) |
|---|
| 260 | <a name="l00278"></a>00278 ); |
|---|
| 261 | <a name="l00279"></a>00279 } |
|---|
| 262 | <a name="l00280"></a>00280 <span class="keywordflow">return</span> res; |
|---|
| 263 | <a name="l00281"></a>00281 } |
|---|
| 264 | <a name="l00282"></a><a class="code" href="classbdm_1_1mprod.html#e27b359d2572abfa4cc7d8f947848dab">00282</a> vec <a class="code" href="classbdm_1_1mprod.html#e27b359d2572abfa4cc7d8f947848dab" title="Matrix version of evallogcond.">evallogcond_m</a>(<span class="keyword">const</span> mat &Dt, <span class="keyword">const</span> vec &cond) { |
|---|
| 265 | <a name="l00283"></a>00283 vec tmp(Dt.cols()); |
|---|
| 266 | <a name="l00284"></a>00284 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i<Dt.cols(); i++){ |
|---|
| 267 | <a name="l00285"></a>00285 tmp(i) = <a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a>(Dt.get_col(i),cond); |
|---|
| 268 | <a name="l00286"></a>00286 } |
|---|
| 269 | <a name="l00287"></a>00287 <span class="keywordflow">return</span> tmp; |
|---|
| 270 | <a name="l00288"></a>00288 }; |
|---|
| 271 | <a name="l00289"></a><a class="code" href="classbdm_1_1mprod.html#e8cdde6056fe20551be1fa460841f5e2">00289</a> vec <a class="code" href="classbdm_1_1mprod.html#e8cdde6056fe20551be1fa460841f5e2" title="Array&lt;vec&gt; version of evallogcond.">evallogcond_m</a>(<span class="keyword">const</span> Array<vec> &Dt, <span class="keyword">const</span> vec &cond) { |
|---|
| 272 | <a name="l00290"></a>00290 vec tmp(Dt.length()); |
|---|
| 273 | <a name="l00291"></a>00291 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i<Dt.length(); i++){ |
|---|
| 274 | <a name="l00292"></a>00292 tmp(i) = <a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a>(Dt(i),cond); |
|---|
| 275 | <a name="l00293"></a>00293 } |
|---|
| 276 | <a name="l00294"></a>00294 <span class="keywordflow">return</span> tmp; |
|---|
| 277 | <a name="l00295"></a>00295 }; |
|---|
| 278 | <a name="l00296"></a>00296 |
|---|
| 279 | <a name="l00297"></a>00297 |
|---|
| 280 | <a name="l00298"></a>00298 <span class="comment">//TODO smarter...</span> |
|---|
| 281 | <a name="l00299"></a><a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">00299</a> vec <a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &cond ) { |
|---|
| 282 | <a name="l00301"></a>00301 vec smp= std::numeric_limits<double>::infinity() * ones ( e()->dimension() ); |
|---|
| 283 | <a name="l00302"></a>00302 vec smpi; |
|---|
| 284 | <a name="l00303"></a>00303 <span class="comment">// Hard assumption here!!! We are going backwards, to assure that samples that are needed from smp are already generated!</span> |
|---|
| 285 | <a name="l00304"></a>00304 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length() - 1 );i >= 0;i-- ) { |
|---|
| 286 | <a name="l00305"></a>00305 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->dimensionc() ) { |
|---|
| 287 | <a name="l00306"></a>00306 <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->condition ( <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->get_cond ( smp ,cond ) ); <span class="comment">// smp is val here!!</span> |
|---|
| 288 | <a name="l00307"></a>00307 } |
|---|
| 289 | <a name="l00308"></a>00308 smpi = <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a> ( i )->sample(); |
|---|
| 290 | <a name="l00309"></a>00309 <span class="comment">// copy contribution of this pdf into smp</span> |
|---|
| 291 | <a name="l00310"></a>00310 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->pushup ( smp, smpi ); |
|---|
| 292 | <a name="l00311"></a>00311 <span class="comment">// add ith likelihood contribution</span> |
|---|
| 293 | <a name="l00312"></a>00312 } |
|---|
| 294 | <a name="l00313"></a>00313 <span class="keywordflow">return</span> smp; |
|---|
| 295 | <a name="l00314"></a>00314 } |
|---|
| 296 | <a name="l00315"></a>00315 mat <a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &cond, <span class="keywordtype">int</span> N ) { |
|---|
| 297 | <a name="l00316"></a>00316 mat Smp ( dimension(),N ); |
|---|
| 298 | <a name="l00317"></a>00317 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<N;i++ ) {Smp.set_col ( i,<a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( cond ) );} |
|---|
| 299 | <a name="l00318"></a>00318 <span class="keywordflow">return</span> Smp; |
|---|
| 300 | <a name="l00319"></a>00319 } |
|---|
| 301 | <a name="l00320"></a>00320 |
|---|
| 302 | <a name="l00321"></a>00321 ~<a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b" title="Constructor from list of mFacs,.">mprod</a>() {}; |
|---|
| 303 | <a name="l00329"></a><a class="code" href="classbdm_1_1mprod.html#bfa7478f8df1de6d8cd4c349db512831">00329</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mprod.html#bfa7478f8df1de6d8cd4c349db512831">from_setting</a>(<span class="keyword">const</span> Setting &<span class="keyword">set</span>){ |
|---|
| 304 | <a name="l00330"></a>00330 Array<mpdf*> Atmp; <span class="comment">//temporary Array</span> |
|---|
| 305 | <a name="l00331"></a>00331 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(Atmp,<span class="keyword">set</span>, <span class="stringliteral">"mpdfs"</span>, UI::compulsory); |
|---|
| 306 | <a name="l00332"></a>00332 set_elements(Atmp,<span class="keyword">true</span>); |
|---|
| 307 | <a name="l00333"></a>00333 } |
|---|
| 308 | <a name="l00334"></a>00334 |
|---|
| 309 | <a name="l00335"></a>00335 }; |
|---|
| 310 | <a name="l00336"></a>00336 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(mprod); |
|---|
| 311 | <a name="l00337"></a>00337 |
|---|
| 312 | <a name="l00339"></a><a class="code" href="classbdm_1_1eprod.html">00339</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { |
|---|
| 313 | <a name="l00340"></a>00340 <span class="keyword">protected</span>: |
|---|
| 314 | <a name="l00342"></a><a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391">00342</a> Array<const epdf*> <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>; |
|---|
| 315 | <a name="l00344"></a><a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43">00344</a> Array<datalink*> <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>; |
|---|
| 316 | <a name="l00345"></a>00345 <span class="keyword">public</span>: |
|---|
| 317 | <a name="l00346"></a>00346 <a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a> () : <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( 0 ),<a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( 0 ) {}; |
|---|
| 318 | <a name="l00347"></a>00347 <span class="keywordtype">void</span> set_parameters ( <span class="keyword">const</span> Array<const epdf*> &epdfs0, <span class="keywordtype">bool</span> named=<span class="keyword">true</span> ) { |
|---|
| 319 | <a name="l00348"></a>00348 <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>=epdfs0;<span class="comment">//.set_length ( epdfs0.length() );</span> |
|---|
| 320 | <a name="l00349"></a>00349 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>.set_length ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length() ); |
|---|
| 321 | <a name="l00350"></a>00350 |
|---|
| 322 | <a name="l00351"></a>00351 <span class="keywordtype">bool</span> independent=<span class="keyword">true</span>; |
|---|
| 323 | <a name="l00352"></a>00352 <span class="keywordflow">if</span> ( named ) { |
|---|
| 324 | <a name="l00353"></a>00353 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
|---|
| 325 | <a name="l00354"></a>00354 independent=rv.add ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() ); |
|---|
| 326 | <a name="l00355"></a>00355 it_assert_debug ( independent==<span class="keyword">true</span>, <span class="stringliteral">"eprod:: given components are not independent."</span> ); |
|---|
| 327 | <a name="l00356"></a>00356 } |
|---|
| 328 | <a name="l00357"></a>00357 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>=rv._dsize(); |
|---|
| 329 | <a name="l00358"></a>00358 } |
|---|
| 330 | <a name="l00359"></a>00359 <span class="keywordflow">else</span> { |
|---|
| 331 | <a name="l00360"></a>00360 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> =0; <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
|---|
| 332 | <a name="l00361"></a>00361 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>+=<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->dimension(); |
|---|
| 333 | <a name="l00362"></a>00362 } |
|---|
| 334 | <a name="l00363"></a>00363 } |
|---|
| 335 | <a name="l00364"></a>00364 <span class="comment">//</span> |
|---|
| 336 | <a name="l00365"></a>00365 <span class="keywordtype">int</span> cumdim=0; |
|---|
| 337 | <a name="l00366"></a>00366 <span class="keywordtype">int</span> dimi=0; |
|---|
| 338 | <a name="l00367"></a>00367 <span class="keywordtype">int</span> i; |
|---|
| 339 | <a name="l00368"></a>00368 <span class="keywordflow">for</span> ( i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
|---|
| 340 | <a name="l00369"></a>00369 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i ) = <span class="keyword">new</span> datalink; |
|---|
| 341 | <a name="l00370"></a>00370 <span class="keywordflow">if</span> ( named ) {<a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->set_connection ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() , rv );} |
|---|
| 342 | <a name="l00371"></a>00371 <span class="keywordflow">else</span> { |
|---|
| 343 | <a name="l00372"></a>00372 dimi = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->dimension(); |
|---|
| 344 | <a name="l00373"></a>00373 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->set_connection ( dimi, <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, linspace ( cumdim,cumdim+dimi-1 ) ); |
|---|
| 345 | <a name="l00374"></a>00374 cumdim+=dimi; |
|---|
| 346 | <a name="l00375"></a>00375 } |
|---|
| 347 | <a name="l00376"></a>00376 } |
|---|
| 348 | <a name="l00377"></a>00377 } |
|---|
| 349 | <a name="l00378"></a>00378 |
|---|
| 350 | <a name="l00379"></a><a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24">00379</a> vec <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
|---|
| 351 | <a name="l00380"></a>00380 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
|---|
| 352 | <a name="l00381"></a>00381 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
|---|
| 353 | <a name="l00382"></a>00382 vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->mean(); |
|---|
| 354 | <a name="l00383"></a>00383 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushup ( tmp, pom ); |
|---|
| 355 | <a name="l00384"></a>00384 } |
|---|
| 356 | <a name="l00385"></a>00385 <span class="keywordflow">return</span> tmp; |
|---|
| 357 | <a name="l00386"></a>00386 } |
|---|
| 358 | <a name="l00387"></a><a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615">00387</a> vec <a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
|---|
| 359 | <a name="l00388"></a>00388 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); <span class="comment">//second moment</span> |
|---|
| 360 | <a name="l00389"></a>00389 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
|---|
| 361 | <a name="l00390"></a>00390 vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->mean(); |
|---|
| 362 | <a name="l00391"></a>00391 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushup ( tmp, pow ( pom,2 ) ); |
|---|
| 363 | <a name="l00392"></a>00392 } |
|---|
| 364 | <a name="l00393"></a>00393 <span class="keywordflow">return</span> tmp-pow ( <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>(),2 ); |
|---|
| 365 | <a name="l00394"></a>00394 } |
|---|
| 366 | <a name="l00395"></a><a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741">00395</a> vec <a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{ |
|---|
| 367 | <a name="l00396"></a>00396 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
|---|
| 368 | <a name="l00397"></a>00397 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
|---|
| 369 | <a name="l00398"></a>00398 vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->sample(); |
|---|
| 370 | <a name="l00399"></a>00399 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushup ( tmp, pom ); |
|---|
| 371 | <a name="l00400"></a>00400 } |
|---|
| 372 | <a name="l00401"></a>00401 <span class="keywordflow">return</span> tmp; |
|---|
| 373 | <a name="l00402"></a>00402 } |
|---|
| 374 | <a name="l00403"></a><a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2">00403</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2">evallog</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
|---|
| 375 | <a name="l00404"></a>00404 <span class="keywordtype">double</span> tmp=0; |
|---|
| 376 | <a name="l00405"></a>00405 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
|---|
| 377 | <a name="l00406"></a>00406 tmp+=<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->evallog ( <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushdown ( val ) ); |
|---|
| 378 | <a name="l00407"></a>00407 } |
|---|
| 379 | <a name="l00408"></a>00408 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite"</span> ); |
|---|
| 380 | <a name="l00409"></a>00409 <span class="keywordflow">return</span> tmp; |
|---|
| 381 | <a name="l00410"></a>00410 } |
|---|
| 382 | <a name="l00412"></a><a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953">00412</a> <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953" title="access function">operator () </a>( <span class="keywordtype">int</span> i )<span class="keyword"> const </span>{it_assert_debug ( i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(),<span class="stringliteral">"wrong index"</span> );<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i );} |
|---|
| 383 | <a name="l00413"></a>00413 |
|---|
| 384 | <a name="l00415"></a><a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf">00415</a> <a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf" title="Destructor.">~eprod</a>() {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i );}} |
|---|
| 385 | <a name="l00416"></a>00416 }; |
|---|
| 386 | <a name="l00417"></a>00417 |
|---|
| 387 | <a name="l00418"></a>00418 |
|---|
| 388 | <a name="l00422"></a><a class="code" href="classbdm_1_1mmix.html">00422</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mmix.html" title="Mixture of mpdfs with constant weights, all mpdfs are of equal type.">mmix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { |
|---|
| 389 | <a name="l00423"></a>00423 <span class="keyword">protected</span>: |
|---|
| 390 | <a name="l00425"></a><a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c">00425</a> Array<mpdf*> <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a>; |
|---|
| 391 | <a name="l00426"></a>00426 |
|---|
| 392 | <a name="l00428"></a><a class="code" href="classbdm_1_1mmix.html#e83f03cf2c9383651881c2f235a27365">00428</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<emix></a> <a class="code" href="classbdm_1_1mmix.html#e83f03cf2c9383651881c2f235a27365" title="Internal epdf.">iepdf</a>; |
|---|
| 393 | <a name="l00429"></a>00429 |
|---|
| 394 | <a name="l00430"></a>00430 <span class="keyword">public</span>: |
|---|
| 395 | <a name="l00432"></a><a class="code" href="classbdm_1_1mmix.html#a0cf51b7daeb6751103e94e6b96213fb">00432</a> <a class="code" href="classbdm_1_1mmix.html#a0cf51b7daeb6751103e94e6b96213fb" title="Default constructor.">mmix</a>():<a class="code" href="classbdm_1_1mmix.html#e83f03cf2c9383651881c2f235a27365" title="Internal epdf.">iepdf</a>(new <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>()) { |
|---|
| 396 | <a name="l00433"></a>00433 set_ep(<a class="code" href="classbdm_1_1mmix.html#e83f03cf2c9383651881c2f235a27365" title="Internal epdf.">iepdf</a>); |
|---|
| 397 | <a name="l00434"></a>00434 } |
|---|
| 398 | <a name="l00435"></a>00435 |
|---|
| 399 | <a name="l00437"></a><a class="code" href="classbdm_1_1mmix.html#ad8d9df36cb0ca093a29af0eca12da32">00437</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mmix.html#ad8d9df36cb0ca093a29af0eca12da32" title="Set weights w and components R.">set_parameters</a> ( <span class="keyword">const</span> vec &w, <span class="keyword">const</span> Array<mpdf*> &<a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ) { |
|---|
| 400 | <a name="l00438"></a>00438 Array<epdf*> Eps ( Coms.length() ); |
|---|
| 401 | <a name="l00439"></a>00439 |
|---|
| 402 | <a name="l00440"></a>00440 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < Coms.length();i++ ) { |
|---|
| 403 | <a name="l00441"></a>00441 Eps(i) = <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a>(i)->e(); |
|---|
| 404 | <a name="l00442"></a>00442 } |
|---|
| 405 | <a name="l00443"></a>00443 |
|---|
| 406 | <a name="l00444"></a>00444 <a class="code" href="classbdm_1_1mmix.html#e83f03cf2c9383651881c2f235a27365" title="Internal epdf.">iepdf</a>->set_parameters(w, Eps); |
|---|
| 407 | <a name="l00445"></a>00445 } |
|---|
| 408 | <a name="l00446"></a>00446 |
|---|
| 409 | <a name="l00447"></a><a class="code" href="classbdm_1_1mmix.html#0a5241ecc9911e816b00b92d5c7c8df0">00447</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mmix.html#0a5241ecc9911e816b00b92d5c7c8df0" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &cond ) { |
|---|
| 410 | <a name="l00448"></a>00448 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a>.length();i++ ) {<a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ( i )->condition ( cond );} |
|---|
| 411 | <a name="l00449"></a>00449 }; |
|---|
| 412 | <a name="l00450"></a>00450 }; |
|---|
| 413 | <a name="l00451"></a>00451 |
|---|
| 414 | <a name="l00452"></a>00452 } |
|---|
| 415 | <a name="l00453"></a>00453 <span class="preprocessor">#endif //MX_H</span> |
|---|
| 416 | </pre></div></div> |
|---|
| 417 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Aug 5 00:06:47 2009 for mixpp by |
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| 418 | <a href="http://www.doxygen.org/index.html"> |
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| 419 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> |
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| 420 | </body> |
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| 421 | </html> |
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