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67<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
68<a name="l00013"></a>00013 <span class="preprocessor">#ifndef EMIX_H</span>
69<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define EMIX_H</span>
70<a name="l00015"></a>00015 <span class="preprocessor"></span>
[591]71<a name="l00016"></a>00016 <span class="preprocessor">#define LOG2  0.69314718055995</span>
[472]72<a name="l00017"></a>00017 <span class="preprocessor"></span>
[591]73<a name="l00018"></a>00018 <span class="preprocessor">#include &quot;../shared_ptr.h&quot;</span>
74<a name="l00019"></a>00019 <span class="preprocessor">#include &quot;<a class="code" href="exp__family_8h.html" title="Probability distributions for Exponential Family models.">exp_family.h</a>&quot;</span>
[472]75<a name="l00020"></a>00020
76<a name="l00021"></a>00021 <span class="keyword">namespace </span>bdm {
77<a name="l00022"></a>00022
78<a name="l00023"></a>00023 <span class="comment">//this comes first because it is used inside emix!</span>
79<a name="l00024"></a>00024
[591]80<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 , where  is random variable, rv, and...">mpdf</a> {
[472]81<a name="l00038"></a>00038 <span class="keyword">protected</span>:
[591]82<a name="l00040"></a><a class="code" href="classbdm_1_1mratio.html#af31caba90a2aa10fbf7631832404fe54">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#af31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>;
83<a name="l00041"></a>00041
84<a name="l00043"></a><a class="code" href="classbdm_1_1mratio.html#a873598797f36eddab44e342e14563fcb">00043</a>         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> <a class="code" href="classbdm_1_1mratio.html#a873598797f36eddab44e342e14563fcb" title="Denominator in the form of epdf.">den</a>;
85<a name="l00044"></a>00044
86<a name="l00046"></a><a class="code" href="classbdm_1_1mratio.html#a51bfe6675e724f7fbeaaeacce5a9f9b8">00046</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1mratio.html#a51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>;
87<a name="l00048"></a><a class="code" href="classbdm_1_1mratio.html#acda5bd23ba60146d69e1f804ff7710c7">00048</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#acda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>;
88<a name="l00050"></a><a class="code" href="classbdm_1_1mratio.html#a7a676422bc6cc426ffa6fddf52672409">00050</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#a7a676422bc6cc426ffa6fddf52672409" title="dummy epdf that stores only rv and dim">iepdf</a>;
89<a name="l00051"></a>00051 <span class="keyword">public</span>:
90<a name="l00054"></a><a class="code" href="classbdm_1_1mratio.html#a0ff56d13f9515d7e5f23b7a4cc5529b4">00054</a>         <a class="code" href="classbdm_1_1mratio.html#a0ff56d13f9515d7e5f23b7a4cc5529b4">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> &amp;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 , where  is random variable, rv, and...">mpdf</a> ( ), <a class="code" href="classbdm_1_1mratio.html#acda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a> ( ),<a class="code" href="classbdm_1_1mratio.html#a7a676422bc6cc426ffa6fddf52672409" title="dummy epdf that stores only rv and dim">iepdf</a>() {
91<a name="l00055"></a>00055                 <span class="comment">// adjust rv and rvc</span>
92<a name="l00056"></a>00056                 <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = nom0-&gt;<a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>().<a class="code" href="classbdm_1_1RV.html#aaec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> ( rv );
[608]93<a name="l00057"></a>00057                 <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>();
[591]94<a name="l00058"></a>00058                 <a class="code" href="classbdm_1_1mpdf.html#a147afacb393324bb3f9a7a89e33f835e" title="set internal pointer ep to point to given iepdf ">set_ep</a> ( <a class="code" href="classbdm_1_1mratio.html#a7a676422bc6cc426ffa6fddf52672409" title="dummy epdf that stores only rv and dim">iepdf</a> );
[608]95<a name="l00059"></a>00059                 <a class="code" href="classbdm_1_1mratio.html#a7a676422bc6cc426ffa6fddf52672409" title="dummy epdf that stores only rv and dim">iepdf</a>.set_parameters ( rv.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() );
[591]96<a name="l00060"></a>00060                 <a class="code" href="classbdm_1_1mratio.html#a7a676422bc6cc426ffa6fddf52672409" title="dummy epdf that stores only rv and dim">iepdf</a>.<a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( rv );
97<a name="l00061"></a>00061
98<a name="l00062"></a>00062                 <span class="comment">//prepare data structures</span>
99<a name="l00063"></a>00063                 <span class="keywordflow">if</span> ( copy ) {
100<a name="l00064"></a>00064                         <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">&quot;todo&quot;</span> );
101<a name="l00065"></a>00065                         <span class="comment">// destroynom = true;</span>
102<a name="l00066"></a>00066                 } <span class="keywordflow">else</span> {
103<a name="l00067"></a>00067                         <a class="code" href="classbdm_1_1mratio.html#af31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a> = nom0;
104<a name="l00068"></a>00068                         <a class="code" href="classbdm_1_1mratio.html#a51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> = <span class="keyword">false</span>;
105<a name="l00069"></a>00069                 }
[608]106<a name="l00070"></a>00070                 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.<a class="code" href="classbdm_1_1RV.html#ae9ec8c3e756651ff352ab5e3d3acda4b" title="Number of named parts.">length</a>() &gt; 0, <span class="stringliteral">&quot;Makes no sense to use this object!&quot;</span> );
[591]107<a name="l00071"></a>00071
108<a name="l00072"></a>00072                 <span class="comment">// build denominator</span>
109<a name="l00073"></a>00073                 <a class="code" href="classbdm_1_1mratio.html#a873598797f36eddab44e342e14563fcb" title="Denominator in the form of epdf.">den</a> = <a class="code" href="classbdm_1_1mratio.html#af31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#aa84b05f5293cab2aeb4e07faffa60906" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> );
110<a name="l00074"></a>00074                 <a class="code" href="classbdm_1_1mratio.html#acda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.<a class="code" href="classbdm_1_1datalink__m2e.html#aadd918bf877c48714cff51ee4ad989b0" title="Set connection between vectors.">set_connection</a> ( rv, <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>, nom0-&gt;<a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() );
111<a name="l00075"></a>00075         };
112<a name="l00076"></a><a class="code" href="classbdm_1_1mratio.html#a3a2cbce8c61ca9f592d9c2220f7c1204">00076</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mratio.html#a3a2cbce8c61ca9f592d9c2220f7c1204" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &amp;val, <span class="keyword">const</span> vec &amp;cond ) {
113<a name="l00077"></a>00077                 <span class="keywordtype">double</span> tmp;
114<a name="l00078"></a>00078                 vec nom_val ( dimension() + <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> );
115<a name="l00079"></a>00079                 <a class="code" href="classbdm_1_1mratio.html#acda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.<a class="code" href="classbdm_1_1datalink__m2e.html#ab29bc3c7bf2a1d87e77ccaa793d097d5" title="Copy corresponding values to Up.condition.">pushup_cond</a> ( nom_val, val, cond );
[608]116<a name="l00080"></a>00080                 tmp = exp ( <a class="code" href="classbdm_1_1mratio.html#af31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#adeab266d63c236c277538867d5c3f249" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> ( nom_val ) - <a class="code" href="classbdm_1_1mratio.html#a873598797f36eddab44e342e14563fcb" title="Denominator in the form of epdf.">den</a>-&gt;evallog ( cond ) );
[591]117<a name="l00081"></a>00081                 <span class="keywordflow">return</span> tmp;
118<a name="l00082"></a>00082         }
119<a name="l00084"></a><a class="code" href="classbdm_1_1mratio.html#ac8b39fea586d4258bb3c881406edaf15">00084</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mratio.html#ac8b39fea586d4258bb3c881406edaf15" title="Object takes ownership of nom and will destroy it.">ownnom</a>() {
120<a name="l00085"></a>00085                 <a class="code" href="classbdm_1_1mratio.html#a51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> = <span class="keyword">true</span>;
121<a name="l00086"></a>00086         }
122<a name="l00088"></a><a class="code" href="classbdm_1_1mratio.html#ac0cc0b25dbdc54751466616655454c5c">00088</a>         <a class="code" href="classbdm_1_1mratio.html#ac0cc0b25dbdc54751466616655454c5c" title="Default destructor.">~mratio</a>() {
123<a name="l00089"></a>00089                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1mratio.html#a51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> ) {
124<a name="l00090"></a>00090                         <span class="keyword">delete</span> <a class="code" href="classbdm_1_1mratio.html#af31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>;
125<a name="l00091"></a>00091                 }
126<a name="l00092"></a>00092         }
127<a name="l00093"></a>00093
128<a name="l00094"></a>00094 <span class="keyword">private</span>:
129<a name="l00095"></a>00095         <span class="comment">// not implemented</span>
130<a name="l00096"></a>00096         <a class="code" href="classbdm_1_1mratio.html#a0ff56d13f9515d7e5f23b7a4cc5529b4">mratio</a> ( <span class="keyword">const</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> &amp; );
131<a name="l00097"></a>00097         <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> &amp;operator=( <span class="keyword">const</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> &amp; );
132<a name="l00098"></a>00098 };
133<a name="l00099"></a>00099
134<a name="l00110"></a><a class="code" href="classbdm_1_1emix.html">00110</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> {
135<a name="l00111"></a>00111 <span class="keyword">protected</span>:
136<a name="l00113"></a><a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46">00113</a>         vec <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>;
137<a name="l00114"></a>00114
138<a name="l00116"></a><a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897">00116</a>         Array&lt;shared_ptr&lt;epdf&gt; &gt; <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a>;
139<a name="l00117"></a>00117
140<a name="l00118"></a>00118 <span class="keyword">public</span>:
141<a name="l00120"></a><a class="code" href="classbdm_1_1emix.html#a4838f3a376ee0bd3c658bfb8f4ea4a3d">00120</a>         <a class="code" href="classbdm_1_1emix.html#a4838f3a376ee0bd3c658bfb8f4ea4a3d" 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> ( ) { }
142<a name="l00121"></a>00121
143<a name="l00128"></a>00128         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#a10b4e0c45dd8f7d78f73e325382c6922" title="Set weights w and components Coms.">set_parameters</a> ( <span class="keyword">const</span> vec &amp;<a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>, <span class="keyword">const</span> Array&lt;<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> &gt; &amp;<a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> );
144<a name="l00129"></a>00129
145<a name="l00130"></a>00130         vec <a class="code" href="classbdm_1_1emix.html#ae8839dbbb0d1276a8dbe957a67cfe0dc" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>;
146<a name="l00131"></a><a class="code" href="classbdm_1_1emix.html#aa3a5390bc56e81ef3b0debc0f185fa8a">00131</a>         vec <a class="code" href="classbdm_1_1emix.html#aa3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>()<span class="keyword"> const </span>{
147<a name="l00132"></a>00132                 <span class="keywordtype">int</span> i;
148<a name="l00133"></a>00133                 vec mu = zeros ( <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> );
149<a name="l00134"></a>00134                 <span class="keywordflow">for</span> ( i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) {
150<a name="l00135"></a>00135                         mu += <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-&gt;mean();
151<a name="l00136"></a>00136                 }
152<a name="l00137"></a>00137                 <span class="keywordflow">return</span> mu;
153<a name="l00138"></a>00138         }
154<a name="l00139"></a><a class="code" href="classbdm_1_1emix.html#ae9a627023cdf90c9ffd8eef726595c86">00139</a>         vec <a class="code" href="classbdm_1_1emix.html#ae9a627023cdf90c9ffd8eef726595c86" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{
155<a name="l00140"></a>00140                 <span class="comment">//non-central moment</span>
156<a name="l00141"></a>00141                 vec mom2 = zeros ( <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> );
157<a name="l00142"></a>00142                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) {
158<a name="l00143"></a>00143                         mom2 += <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * ( <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-&gt;variance() + pow ( <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#aa3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(), 2 ) );
159<a name="l00144"></a>00144                 }
160<a name="l00145"></a>00145                 <span class="comment">//central moment</span>
161<a name="l00146"></a>00146                 <span class="keywordflow">return</span> mom2 - pow ( <a class="code" href="classbdm_1_1emix.html#aa3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(), 2 );
162<a name="l00147"></a>00147         }
[608]163<a name="l00148"></a><a class="code" href="classbdm_1_1emix.html#a0f3db99f730bde6b7953931594537e8e">00148</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1emix.html#a0f3db99f730bde6b7953931594537e8e" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{
[591]164<a name="l00149"></a>00149                 <span class="keywordtype">int</span> i;
165<a name="l00150"></a>00150                 <span class="keywordtype">double</span> sum = 0.0;
166<a name="l00151"></a>00151                 <span class="keywordflow">for</span> ( i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) {
[608]167<a name="l00152"></a>00152                         sum += <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * exp ( <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#a0f3db99f730bde6b7953931594537e8e" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> ( val ) );
[591]168<a name="l00153"></a>00153                 }
169<a name="l00154"></a>00154                 <span class="keywordflow">if</span> ( sum == 0.0 ) {
170<a name="l00155"></a>00155                         sum = std::numeric_limits&lt;double&gt;::epsilon();
171<a name="l00156"></a>00156                 }
172<a name="l00157"></a>00157                 <span class="keywordtype">double</span> tmp = log ( sum );
173<a name="l00158"></a>00158                 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( std::isfinite ( tmp ), <span class="stringliteral">&quot;Infinite&quot;</span> );
174<a name="l00159"></a>00159                 <span class="keywordflow">return</span> tmp;
175<a name="l00160"></a>00160         };
176<a name="l00161"></a><a class="code" href="classbdm_1_1emix.html#a23af1986e2afcbc8c7e1c30f610e703b">00161</a>         vec <a class="code" href="classbdm_1_1emix.html#a23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( <span class="keyword">const</span> mat &amp;Val )<span class="keyword"> const </span>{
177<a name="l00162"></a>00162                 vec x = zeros ( Val.cols() );
178<a name="l00163"></a>00163                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) {
179<a name="l00164"></a>00164                         x += <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * exp ( <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#a23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) );
180<a name="l00165"></a>00165                 }
181<a name="l00166"></a>00166                 <span class="keywordflow">return</span> log ( x );
182<a name="l00167"></a>00167         };
183<a name="l00169"></a><a class="code" href="classbdm_1_1emix.html#ae64c1d5a73f541e469792e23d4677af2">00169</a>         mat <a class="code" href="classbdm_1_1emix.html#ae64c1d5a73f541e469792e23d4677af2" title="Auxiliary function that returns pdflog for each component.">evallog_M</a> ( <span class="keyword">const</span> mat &amp;Val )<span class="keyword"> const </span>{
184<a name="l00170"></a>00170                 mat X ( <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(), Val.cols() );
185<a name="l00171"></a>00171                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) {
186<a name="l00172"></a>00172                         X.set_row ( i, <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#a23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ) );
187<a name="l00173"></a>00173                 }
188<a name="l00174"></a>00174                 <span class="keywordflow">return</span> X;
189<a name="l00175"></a>00175         };
190<a name="l00176"></a>00176
191<a name="l00177"></a>00177         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> <a class="code" href="classbdm_1_1emix.html#a4edf5ceb3179a03f01b870c67eb53bb6" 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> &amp;<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>;
192<a name="l00179"></a>00179         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#a4edf5ceb3179a03f01b870c67eb53bb6" 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> &amp;<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>, <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a> &amp;target ) <span class="keyword">const</span>;
193<a name="l00180"></a>00180         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> <a class="code" href="classbdm_1_1emix.html#a4176e4dc11980db4200b9fab54402a09" 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> &amp;<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>;
194<a name="l00181"></a>00181
195<a name="l00182"></a>00182 <span class="comment">//Access methods</span>
196<a name="l00184"></a><a class="code" href="classbdm_1_1emix.html#ad9b584cb5b2471a4250fb127757f28be">00184</a> <span class="comment"></span>        vec&amp; <a class="code" href="classbdm_1_1emix.html#ad9b584cb5b2471a4250fb127757f28be" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() {
197<a name="l00185"></a>00185                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>;
198<a name="l00186"></a>00186         }
199<a name="l00187"></a>00187
200<a name="l00189"></a><a class="code" href="classbdm_1_1emix.html#a579437ba18bf9975b3084e10bfe1b727">00189</a>         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> <a class="code" href="classbdm_1_1emix.html#a579437ba18bf9975b3084e10bfe1b727" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) {
201<a name="l00190"></a>00190                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i );
202<a name="l00191"></a>00191         }
203<a name="l00192"></a>00192
204<a name="l00193"></a><a class="code" href="classbdm_1_1emix.html#a04a8632cfa9299ae937228eb732fd61e">00193</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#a04a8632cfa9299ae937228eb732fd61e" 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> &amp;<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) {
205<a name="l00194"></a>00194                 <a class="code" href="classbdm_1_1emix.html#a04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">epdf::set_rv</a> ( rv );
206<a name="l00195"></a>00195                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a>.length(); i++ ) {
207<a name="l00196"></a>00196                         <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-&gt;set_rv ( rv );
208<a name="l00197"></a>00197                 }
209<a name="l00198"></a>00198         }
210<a name="l00199"></a>00199 };
211<a name="l00200"></a>00200 SHAREDPTR( emix );
212<a name="l00201"></a>00201
213<a name="l00206"></a><a class="code" href="classbdm_1_1egiwmix.html">00206</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> {
214<a name="l00207"></a>00207 <span class="keyword">protected</span>:
215<a name="l00209"></a><a class="code" href="classbdm_1_1egiwmix.html#a2deb6d7cd689949b92450227de98afa4">00209</a>         vec <a class="code" href="classbdm_1_1egiwmix.html#a2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>;
216<a name="l00211"></a><a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280">00211</a>         Array&lt;egiw*&gt; <a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>;
217<a name="l00213"></a><a class="code" href="classbdm_1_1egiwmix.html#a2a363169e5aa6c7cad1f4d7647fe9eec">00213</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1egiwmix.html#a2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a>;
218<a name="l00214"></a>00214 <span class="keyword">public</span>:
219<a name="l00216"></a><a class="code" href="classbdm_1_1egiwmix.html#a41f4cf7baf554e0a70bf495457179dbb">00216</a>         <a class="code" href="classbdm_1_1egiwmix.html#a41f4cf7baf554e0a70bf495457179dbb" title="Default constructor.">egiwmix</a> ( ) : <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> ( ) {};
220<a name="l00217"></a>00217
221<a name="l00220"></a>00220         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#ac4627222e22df6e14f8f1496e13c4975">set_parameters</a> ( <span class="keyword">const</span> vec &amp;<a class="code" href="classbdm_1_1egiwmix.html#a2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>, <span class="keyword">const</span> Array&lt;egiw*&gt; &amp;<a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>, <span class="keywordtype">bool</span> copy = <span class="keyword">false</span> );
222<a name="l00221"></a>00221
223<a name="l00223"></a>00223         vec <a class="code" href="classbdm_1_1egiwmix.html#a74e7c77bd89a454a7fd984945c58df1c" title="return expected value">mean</a>() <span class="keyword">const</span>;
224<a name="l00224"></a>00224
225<a name="l00226"></a>00226         vec <a class="code" href="classbdm_1_1egiwmix.html#a8bd92fb4c94a46220e84d9a39ddd2e28" title="return a sample from the density">sample</a>() <span class="keyword">const</span>;
226<a name="l00227"></a>00227
227<a name="l00229"></a>00229         vec <a class="code" href="classbdm_1_1egiwmix.html#a96e1cfb7157b87f04e2957ca4d883425" title="return the expected variance">variance</a>() <span class="keyword">const</span>;
228<a name="l00230"></a>00230
229<a name="l00231"></a>00231         <span class="comment">// TODO!!! Defined to follow ANSI and/or for future development</span>
230<a name="l00232"></a><a class="code" href="classbdm_1_1egiwmix.html#a99962cd566fc4e6d59099dae6b7ecb8c">00232</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#a99962cd566fc4e6d59099dae6b7ecb8c" title="expected values of the linear coefficient and the covariance matrix are written to...">mean_mat</a> ( mat &amp;M, mat&amp;R )<span class="keyword"> const </span>{};
231<a name="l00233"></a><a class="code" href="classbdm_1_1egiwmix.html#a5713da45d66410382d6eca4e1b05a132">00233</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiwmix.html#a5713da45d66410382d6eca4e1b05a132" title="In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise...">evallog_nn</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{
232<a name="l00234"></a>00234                 <span class="keywordflow">return</span> 0;
233<a name="l00235"></a>00235         };
234<a name="l00236"></a><a class="code" href="classbdm_1_1egiwmix.html#a7c9bc72ecea861dd2416f852905bf023">00236</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiwmix.html#a7c9bc72ecea861dd2416f852905bf023" title="logarithm of the normalizing constant, ">lognc</a> ()<span class="keyword"> const </span>{
235<a name="l00237"></a>00237                 <span class="keywordflow">return</span> 0;
236<a name="l00238"></a>00238         }
237<a name="l00239"></a>00239
238<a name="l00240"></a>00240         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> <a class="code" href="classbdm_1_1egiwmix.html#aab30611d0ca7cc718956548a42a1f67d" 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> &amp;<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>;
239<a name="l00241"></a>00241         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#aab30611d0ca7cc718956548a42a1f67d" 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> &amp;<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>, <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a> &amp;target ) <span class="keyword">const</span>;
240<a name="l00242"></a>00242
241<a name="l00243"></a>00243 <span class="comment">//Access methods</span>
242<a name="l00245"></a><a class="code" href="classbdm_1_1egiwmix.html#a884d203ca3994b9fba4c8bd440f355ea">00245</a> <span class="comment"></span>        vec&amp; <a class="code" href="classbdm_1_1egiwmix.html#a884d203ca3994b9fba4c8bd440f355ea" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() {
243<a name="l00246"></a>00246                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiwmix.html#a2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>;
244<a name="l00247"></a>00247         }
245<a name="l00248"></a>00248         <span class="keyword">virtual</span> ~<a class="code" href="classbdm_1_1egiwmix.html" title="Mixture of egiws.">egiwmix</a>() {
246<a name="l00249"></a>00249                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1egiwmix.html#a2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a> ) {
247<a name="l00250"></a>00250                         <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>.length(); i++ ) {
248<a name="l00251"></a>00251                                 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a> ( i );
249<a name="l00252"></a>00252                         }
250<a name="l00253"></a>00253                 }
251<a name="l00254"></a>00254         }
252<a name="l00256"></a><a class="code" href="classbdm_1_1egiwmix.html#aadc550fe74df25524c20867e89b5b096">00256</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#aadc550fe74df25524c20867e89b5b096" title="Auxiliary function for taking ownership of the Coms().">ownComs</a>() {
253<a name="l00257"></a>00257                 <a class="code" href="classbdm_1_1egiwmix.html#a2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a> = <span class="keyword">true</span>;
254<a name="l00258"></a>00258         }
255<a name="l00259"></a>00259
256<a name="l00261"></a><a class="code" href="classbdm_1_1egiwmix.html#ad20a56a7b129c1ea9f71725e15f8ad8c">00261</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#ad20a56a7b129c1ea9f71725e15f8ad8c" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) {
257<a name="l00262"></a>00262                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a> ( i );
258<a name="l00263"></a>00263         }
259<a name="l00264"></a>00264
260<a name="l00265"></a><a class="code" href="classbdm_1_1egiwmix.html#adc999c5c1402c450200f22128db688b2">00265</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#adc999c5c1402c450200f22128db688b2" 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> &amp;<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) {
261<a name="l00266"></a>00266                 <a class="code" href="classbdm_1_1egiwmix.html#adc999c5c1402c450200f22128db688b2" title="Name its rv.">egiw::set_rv</a> ( rv );
262<a name="l00267"></a>00267                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>.length(); i++ ) {
263<a name="l00268"></a>00268                         <a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a> ( i )-&gt;set_rv ( rv );
264<a name="l00269"></a>00269                 }
265<a name="l00270"></a>00270         }
266<a name="l00271"></a>00271
267<a name="l00273"></a>00273         <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#a10894d50e82130cc5b93d3cbc30b2e4d" title="Approximation of a GiW mix by a single GiW pdf.">approx</a>();
268<a name="l00274"></a>00274 };
269<a name="l00275"></a>00275
270<a name="l00284"></a><a class="code" href="classbdm_1_1mprod.html">00284</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_1mpdf.html" title="Conditional probability density, e.g. modeling , where  is random variable, rv, and...">mpdf</a> {
271<a name="l00285"></a>00285 <span class="keyword">private</span>:
272<a name="l00286"></a>00286         Array&lt;shared_ptr&lt;mpdf&gt; &gt; mpdfs;
273<a name="l00287"></a>00287
274<a name="l00289"></a>00289         Array&lt;shared_ptr&lt;datalink_m2m&gt; &gt; dls;
275<a name="l00290"></a>00290
276<a name="l00291"></a>00291 <span class="keyword">protected</span>:
277<a name="l00293"></a><a class="code" href="classbdm_1_1mprod.html#a9dab8448f970e2e09f76d14af990990d">00293</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_1mprod.html#a9dab8448f970e2e09f76d14af990990d" title="dummy epdf used only as storage for RV and dim">iepdf</a>;
278<a name="l00294"></a>00294
279<a name="l00295"></a>00295 <span class="keyword">public</span>:
280<a name="l00297"></a><a class="code" href="classbdm_1_1mprod.html#afed864cdd0e724d9133e6c6bfcacf94b">00297</a>         <a class="code" href="classbdm_1_1mprod.html#afed864cdd0e724d9133e6c6bfcacf94b" title="Default constructor.">mprod</a>() { }
281<a name="l00298"></a>00298
282<a name="l00301"></a><a class="code" href="classbdm_1_1mprod.html#ae0d61b25fa0955b2c5fab8c710c42200">00301</a>         <a class="code" href="classbdm_1_1mprod.html#ae0d61b25fa0955b2c5fab8c710c42200" title="Constructor from list of mFacs.">mprod</a> ( <span class="keyword">const</span> Array&lt;<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> &gt; &amp;mFacs ) {
283<a name="l00302"></a>00302                 <a class="code" href="classbdm_1_1mprod.html#aacb4cd6d390ef73a4432d0c4993baffa" title="Set internal mpdfs from given values.">set_elements</a> ( mFacs );
284<a name="l00303"></a>00303         }
285<a name="l00305"></a>00305         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mprod.html#aacb4cd6d390ef73a4432d0c4993baffa" title="Set internal mpdfs from given values.">set_elements</a> (<span class="keyword">const</span> Array&lt;<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> &gt; &amp;mFacs );
286<a name="l00306"></a>00306
287<a name="l00307"></a><a class="code" href="classbdm_1_1mprod.html#a800f21d94c919137608a2fd5c88719e2">00307</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mprod.html#a800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &amp;val, <span class="keyword">const</span> vec &amp;cond ) {
288<a name="l00308"></a>00308                 <span class="keywordtype">int</span> i;
289<a name="l00309"></a>00309                 <span class="keywordtype">double</span> res = 0.0;
290<a name="l00310"></a>00310                 <span class="keywordflow">for</span> ( i = mpdfs.length() - 1; i &gt;= 0; i-- ) {
291<a name="l00311"></a>00311                         <span class="comment">/*                      if ( mpdfs(i)-&gt;_rvc().count() &gt;0) {</span>
292<a name="l00312"></a>00312 <span class="comment">                                                        mpdfs ( i )-&gt;condition ( dls ( i )-&gt;get_cond ( val,cond ) );</span>
293<a name="l00313"></a>00313 <span class="comment">                                                }</span>
294<a name="l00314"></a>00314 <span class="comment">                                                // add logarithms</span>
295<a name="l00315"></a>00315 <span class="comment">                                                res += epdfs ( i )-&gt;evallog ( dls ( i )-&gt;pushdown ( val ) );*/</span>
296<a name="l00316"></a>00316                         res += mpdfs ( i )-&gt;evallogcond (
297<a name="l00317"></a>00317                                    dls ( i )-&gt;pushdown ( val ),
298<a name="l00318"></a>00318                                    dls ( i )-&gt;get_cond ( val, cond )
299<a name="l00319"></a>00319                                );
300<a name="l00320"></a>00320                 }
301<a name="l00321"></a>00321                 <span class="keywordflow">return</span> res;
302<a name="l00322"></a>00322         }
303<a name="l00323"></a><a class="code" href="classbdm_1_1mprod.html#ae27b359d2572abfa4cc7d8f947848dab">00323</a>         vec <a class="code" href="classbdm_1_1mprod.html#ae27b359d2572abfa4cc7d8f947848dab" title="Matrix version of evallogcond.">evallogcond_m</a> ( <span class="keyword">const</span> mat &amp;Dt, <span class="keyword">const</span> vec &amp;cond ) {
304<a name="l00324"></a>00324                 vec tmp ( Dt.cols() );
305<a name="l00325"></a>00325                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; Dt.cols(); i++ ) {
306<a name="l00326"></a>00326                         tmp ( i ) = <a class="code" href="classbdm_1_1mprod.html#a800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( Dt.get_col ( i ), cond );
307<a name="l00327"></a>00327                 }
308<a name="l00328"></a>00328                 <span class="keywordflow">return</span> tmp;
309<a name="l00329"></a>00329         };
310<a name="l00330"></a><a class="code" href="classbdm_1_1mprod.html#ae8cdde6056fe20551be1fa460841f5e2">00330</a>         vec <a class="code" href="classbdm_1_1mprod.html#ae8cdde6056fe20551be1fa460841f5e2" title="Array&amp;lt;vec&amp;gt; version of evallogcond.">evallogcond_m</a> ( <span class="keyword">const</span> Array&lt;vec&gt; &amp;Dt, <span class="keyword">const</span> vec &amp;cond ) {
311<a name="l00331"></a>00331                 vec tmp ( Dt.length() );
312<a name="l00332"></a>00332                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; Dt.length(); i++ ) {
313<a name="l00333"></a>00333                         tmp ( i ) = <a class="code" href="classbdm_1_1mprod.html#a800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( Dt ( i ), cond );
314<a name="l00334"></a>00334                 }
315<a name="l00335"></a>00335                 <span class="keywordflow">return</span> tmp;
316<a name="l00336"></a>00336         };
[472]317<a name="l00337"></a>00337
[591]318<a name="l00338"></a>00338
319<a name="l00339"></a>00339         <span class="comment">//TODO smarter...</span>
320<a name="l00340"></a><a class="code" href="classbdm_1_1mprod.html#aee715a8013acf9892f6cb489db595555">00340</a>         vec <a class="code" href="classbdm_1_1mprod.html#aee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond ) {
321<a name="l00342"></a>00342                 vec smp = std::numeric_limits&lt;double&gt;::infinity() * ones ( dimension() );
322<a name="l00343"></a>00343                 vec smpi;
323<a name="l00344"></a>00344                 <span class="comment">// Hard assumption here!!! We are going backwards, to assure that samples that are needed from smp are already generated!</span>
324<a name="l00345"></a>00345                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = ( mpdfs.length() - 1 ); i &gt;= 0; i-- ) {
325<a name="l00346"></a>00346                         <span class="comment">// generate contribution of this mpdf</span>
326<a name="l00347"></a>00347                         smpi = mpdfs(i)-&gt;samplecond(dls ( i )-&gt;get_cond ( smp , cond ));                       
327<a name="l00348"></a>00348                         <span class="comment">// copy contribution of this pdf into smp</span>
328<a name="l00349"></a>00349                         dls ( i )-&gt;pushup ( smp, smpi );
329<a name="l00350"></a>00350                 }
330<a name="l00351"></a>00351                 <span class="keywordflow">return</span> smp;
331<a name="l00352"></a>00352         }
332<a name="l00353"></a>00353
333<a name="l00361"></a><a class="code" href="classbdm_1_1mprod.html#abfa7478f8df1de6d8cd4c349db512831">00361</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mprod.html#abfa7478f8df1de6d8cd4c349db512831">from_setting</a> ( <span class="keyword">const</span> Setting &amp;<span class="keyword">set</span> ) {
334<a name="l00362"></a>00362                 Array&lt;shared_ptr&lt;mpdf&gt; &gt; atmp; <span class="comment">//temporary Array</span>
335<a name="l00363"></a>00363                 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> ( atmp, <span class="keyword">set</span>, <span class="stringliteral">&quot;mpdfs&quot;</span>, UI::compulsory );
336<a name="l00364"></a>00364                 <a class="code" href="classbdm_1_1mprod.html#aacb4cd6d390ef73a4432d0c4993baffa" title="Set internal mpdfs from given values.">set_elements</a> ( atmp );
337<a name="l00365"></a>00365         }
338<a name="l00366"></a>00366 };
339<a name="l00367"></a>00367 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> ( mprod );
340<a name="l00368"></a>00368 SHAREDPTR ( mprod );
341<a name="l00369"></a>00369
342<a name="l00371"></a><a class="code" href="classbdm_1_1eprod.html">00371</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> {
343<a name="l00372"></a>00372 <span class="keyword">protected</span>:
344<a name="l00374"></a><a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391">00374</a>         Array&lt;const epdf*&gt; <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>;
345<a name="l00376"></a><a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43">00376</a>         Array&lt;datalink*&gt; <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>;
346<a name="l00377"></a>00377 <span class="keyword">public</span>:
347<a name="l00379"></a><a class="code" href="classbdm_1_1eprod.html#a9bd36af548d5c350ebe62599aacf91ba">00379</a>         <a class="code" href="classbdm_1_1eprod.html#a9bd36af548d5c350ebe62599aacf91ba" title="Default constructor.">eprod</a> () : <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( 0 ), <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( 0 ) {};
348<a name="l00381"></a><a class="code" href="classbdm_1_1eprod.html#a7f0f526ddcd028c5edaecf250ef780f6">00381</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eprod.html#a7f0f526ddcd028c5edaecf250ef780f6" title="Set internal.">set_parameters</a> ( <span class="keyword">const</span> Array&lt;const epdf*&gt; &amp;epdfs0, <span class="keywordtype">bool</span> named = <span class="keyword">true</span> ) {
349<a name="l00382"></a>00382                 <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> = epdfs0;<span class="comment">//.set_length ( epdfs0.length() );</span>
350<a name="l00383"></a>00383                 <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>.set_length ( <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length() );
351<a name="l00384"></a>00384
352<a name="l00385"></a>00385                 <span class="keywordtype">bool</span> independent = <span class="keyword">true</span>;
353<a name="l00386"></a>00386                 <span class="keywordflow">if</span> ( named ) {
354<a name="l00387"></a>00387                         <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) {
355<a name="l00388"></a>00388                                 independent = <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#a87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> ( <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;<a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() );
356<a name="l00389"></a>00389                                 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( independent, <span class="stringliteral">&quot;eprod:: given components are not independent.&quot;</span> );
357<a name="l00390"></a>00390                         }
[608]358<a name="l00391"></a>00391                         <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>();
[591]359<a name="l00392"></a>00392                 } <span class="keywordflow">else</span> {
360<a name="l00393"></a>00393                         <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = 0;
361<a name="l00394"></a>00394                         <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) {
362<a name="l00395"></a>00395                                 <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> += <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;dimension();
363<a name="l00396"></a>00396                         }
364<a name="l00397"></a>00397                 }
365<a name="l00398"></a>00398                 <span class="comment">//</span>
366<a name="l00399"></a>00399                 <span class="keywordtype">int</span> cumdim = 0;
367<a name="l00400"></a>00400                 <span class="keywordtype">int</span> dimi = 0;
368<a name="l00401"></a>00401                 <span class="keywordtype">int</span> i;
369<a name="l00402"></a>00402                 <span class="keywordflow">for</span> ( i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) {
370<a name="l00403"></a>00403                         <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a>;
371<a name="l00404"></a>00404                         <span class="keywordflow">if</span> ( named ) {
372<a name="l00405"></a>00405                                 <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;set_connection ( <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;<a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() , <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> );
373<a name="l00406"></a>00406                         } <span class="keywordflow">else</span> {
374<a name="l00407"></a>00407                                 dimi = <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;dimension();
375<a name="l00408"></a>00408                                 <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;set_connection ( dimi, <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, linspace ( cumdim, cumdim + dimi - 1 ) );
376<a name="l00409"></a>00409                                 cumdim += dimi;
377<a name="l00410"></a>00410                         }
378<a name="l00411"></a>00411                 }
379<a name="l00412"></a>00412         }
[472]380<a name="l00413"></a>00413
[591]381<a name="l00414"></a><a class="code" href="classbdm_1_1eprod.html#a1d494351e7e385ad3382387c96915d24">00414</a>         vec <a class="code" href="classbdm_1_1eprod.html#a1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>()<span class="keyword"> const </span>{
382<a name="l00415"></a>00415                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> );
383<a name="l00416"></a>00416                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) {
384<a name="l00417"></a>00417                         vec pom = <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;mean();
385<a name="l00418"></a>00418                         <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushup ( tmp, pom );
386<a name="l00419"></a>00419                 }
387<a name="l00420"></a>00420                 <span class="keywordflow">return</span> tmp;
388<a name="l00421"></a>00421         }
389<a name="l00422"></a><a class="code" href="classbdm_1_1eprod.html#acc53a151f5ac5dfba68d425acc3a5615">00422</a>         vec <a class="code" href="classbdm_1_1eprod.html#acc53a151f5ac5dfba68d425acc3a5615" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{
390<a name="l00423"></a>00423                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); <span class="comment">//second moment</span>
391<a name="l00424"></a>00424                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) {
392<a name="l00425"></a>00425                         vec pom = <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;mean();
393<a name="l00426"></a>00426                         <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushup ( tmp, pow ( pom, 2 ) );
394<a name="l00427"></a>00427                 }
395<a name="l00428"></a>00428                 <span class="keywordflow">return</span> tmp - pow ( <a class="code" href="classbdm_1_1eprod.html#a1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>(), 2 );
396<a name="l00429"></a>00429         }
397<a name="l00430"></a><a class="code" href="classbdm_1_1eprod.html#aaf48debea25d3473bcb71b6a77fac741">00430</a>         vec <a class="code" href="classbdm_1_1eprod.html#aaf48debea25d3473bcb71b6a77fac741" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{
398<a name="l00431"></a>00431                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> );
399<a name="l00432"></a>00432                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) {
400<a name="l00433"></a>00433                         vec pom = <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;sample();
401<a name="l00434"></a>00434                         <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushup ( tmp, pom );
402<a name="l00435"></a>00435                 }
403<a name="l00436"></a>00436                 <span class="keywordflow">return</span> tmp;
404<a name="l00437"></a>00437         }
[608]405<a name="l00438"></a><a class="code" href="classbdm_1_1eprod.html#aa5a91e67d2f74ff2b0b8eecde2fa42e2">00438</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eprod.html#aa5a91e67d2f74ff2b0b8eecde2fa42e2" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{
[591]406<a name="l00439"></a>00439                 <span class="keywordtype">double</span> tmp = 0;
407<a name="l00440"></a>00440                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) {
408<a name="l00441"></a>00441                         tmp += <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;evallog ( <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushdown ( val ) );
[472]409<a name="l00442"></a>00442                 }
[591]410<a name="l00443"></a>00443                 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( std::isfinite ( tmp ), <span class="stringliteral">&quot;Infinite&quot;</span> );
411<a name="l00444"></a>00444                 <span class="keywordflow">return</span> tmp;
[472]412<a name="l00445"></a>00445         }
[591]413<a name="l00447"></a><a class="code" href="classbdm_1_1eprod.html#a5194b47dd05a5886e0745250b6704953">00447</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#a5194b47dd05a5886e0745250b6704953" title="access function">operator () </a>( <span class="keywordtype">int</span> i )<span class="keyword"> const </span>{
414<a name="l00448"></a>00448                 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( i &lt; <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(), <span class="stringliteral">&quot;wrong index&quot;</span> );
415<a name="l00449"></a>00449                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i );
416<a name="l00450"></a>00450         }
[472]417<a name="l00451"></a>00451
[591]418<a name="l00453"></a><a class="code" href="classbdm_1_1eprod.html#a708b37971aab3667f20e325c358632cf">00453</a>         <a class="code" href="classbdm_1_1eprod.html#a708b37971aab3667f20e325c358632cf" title="Destructor.">~eprod</a>() {
419<a name="l00454"></a>00454                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) {
420<a name="l00455"></a>00455                         <span class="keyword">delete</span> <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i );
421<a name="l00456"></a>00456                 }
422<a name="l00457"></a>00457         }
423<a name="l00458"></a>00458 };
424<a name="l00459"></a>00459
425<a name="l00460"></a>00460
426<a name="l00464"></a><a class="code" href="classbdm_1_1mmix.html">00464</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 RV and RVC.">mmix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where  is random variable, rv, and...">mpdf</a> {
427<a name="l00465"></a>00465 <span class="keyword">protected</span>:
428<a name="l00467"></a><a class="code" href="classbdm_1_1mmix.html#a63013f8c57dfb51babc3be7fc5d05809">00467</a>         Array&lt;shared_ptr&lt;mpdf&gt; &gt; <a class="code" href="classbdm_1_1mmix.html#a63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>;
429<a name="l00469"></a><a class="code" href="classbdm_1_1mmix.html#af23a22414419b3a4a0a7d97157a03b17">00469</a>         vec <a class="code" href="classbdm_1_1mmix.html#af23a22414419b3a4a0a7d97157a03b17" title="weights of the components">w</a>;
430<a name="l00471"></a><a class="code" href="classbdm_1_1mmix.html#a8c740fff8807cb7f1df6a7e510e10805">00471</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_1mmix.html#a8c740fff8807cb7f1df6a7e510e10805" title="dummy epdfs">dummy_epdf</a>;
431<a name="l00472"></a>00472 <span class="keyword">public</span>:
432<a name="l00474"></a><a class="code" href="classbdm_1_1mmix.html#aa0cf51b7daeb6751103e94e6b96213fb">00474</a>         <a class="code" href="classbdm_1_1mmix.html#aa0cf51b7daeb6751103e94e6b96213fb" title="Default constructor.">mmix</a>() : <a class="code" href="classbdm_1_1mmix.html#a63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>(0), <a class="code" href="classbdm_1_1mmix.html#a8c740fff8807cb7f1df6a7e510e10805" title="dummy epdfs">dummy_epdf</a>() { <a class="code" href="classbdm_1_1mpdf.html#a147afacb393324bb3f9a7a89e33f835e" title="set internal pointer ep to point to given iepdf ">set_ep</a>(<a class="code" href="classbdm_1_1mmix.html#a8c740fff8807cb7f1df6a7e510e10805" title="dummy epdfs">dummy_epdf</a>);    }
433<a name="l00475"></a>00475
434<a name="l00477"></a><a class="code" href="classbdm_1_1mmix.html#a77f4e69ba18e685bdd1cb92e256a2ea2">00477</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mmix.html#a77f4e69ba18e685bdd1cb92e256a2ea2" title="Set weights w and components R.">set_parameters</a> ( <span class="keyword">const</span> vec &amp;w0, <span class="keyword">const</span> Array&lt;<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> &gt; &amp;Coms0 ) {
435<a name="l00479"></a>00479                 <a class="code" href="classbdm_1_1mmix.html#a63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a> = Coms0;
436<a name="l00480"></a>00480                 <a class="code" href="classbdm_1_1mmix.html#af23a22414419b3a4a0a7d97157a03b17" title="weights of the components">w</a>=w0;   
437<a name="l00481"></a>00481
438<a name="l00482"></a>00482                 <span class="keywordflow">if</span> (Coms0.length()&gt;0){
439<a name="l00483"></a>00483                         set_rv(<a class="code" href="classbdm_1_1mmix.html#a63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>(0)-&gt;_rv());
440<a name="l00484"></a>00484                         <a class="code" href="classbdm_1_1mmix.html#a8c740fff8807cb7f1df6a7e510e10805" title="dummy epdfs">dummy_epdf</a>.set_parameters(<a class="code" href="classbdm_1_1mmix.html#a63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>(0)-&gt;_rv()._dsize());
441<a name="l00485"></a>00485                         set_rvc(<a class="code" href="classbdm_1_1mmix.html#a63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>(0)-&gt;_rvc());
[608]442<a name="l00486"></a>00486                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>();
[591]443<a name="l00487"></a>00487                 }
444<a name="l00488"></a>00488         }
445<a name="l00489"></a><a class="code" href="classbdm_1_1mmix.html#a33372bfd0ddbcb9f78b4d4b563a24624">00489</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mmix.html#a33372bfd0ddbcb9f78b4d4b563a24624" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> (<span class="keyword">const</span> vec &amp;dt, <span class="keyword">const</span> vec &amp;cond) {
446<a name="l00490"></a>00490                 <span class="keywordtype">double</span> ll=0.0;
447<a name="l00491"></a>00491                 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1mmix.html#a63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>.length();i++){
448<a name="l00492"></a>00492                         ll+=<a class="code" href="classbdm_1_1mmix.html#a63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>(i)-&gt;evallogcond(dt,cond);
449<a name="l00493"></a>00493                 }
450<a name="l00494"></a>00494                 <span class="keywordflow">return</span> ll;
451<a name="l00495"></a>00495         }
452<a name="l00496"></a>00496
453<a name="l00497"></a>00497         vec <a class="code" href="classbdm_1_1mmix.html#ac97f01cd62bf63e67ddd5b1b8a56cf59" title="Returns a sample from the density conditioned on cond, .">samplecond</a> (<span class="keyword">const</span> vec &amp;cond);
454<a name="l00498"></a>00498
455<a name="l00499"></a>00499 };
456<a name="l00500"></a>00500
457<a name="l00501"></a>00501 }
458<a name="l00502"></a>00502 <span class="preprocessor">#endif //MX_H</span>
[472]459</pre></div></div>
[621]460<hr size="1"/><address style="text-align: right;"><small>Generated on Wed Sep 16 22:33:31 2009 for mixpp by&nbsp;
[472]461<a href="http://www.doxygen.org/index.html">
[591]462<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
[472]463</body>
464</html>
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