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65<h1>merger.h</h1><a href="merger_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
66<a name="l00013"></a>00013 <span class="preprocessor">#ifndef MER_H</span>
67<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define MER_H</span>
68<a name="l00015"></a>00015 <span class="preprocessor"></span>
69<a name="l00016"></a>00016
70<a name="l00017"></a>00017 <span class="preprocessor">#include "<a class="code" href="mixef_8h.html" title="Bayesian Filtering for mixtures of exponential family (EF) members.">mixef.h</a>"</span>
71<a name="l00018"></a>00018
72<a name="l00019"></a>00019 <span class="keyword">namespace </span>bdm
73<a name="l00020"></a>00020 {
74<a name="l00021"></a>00021 <span class="keyword">using</span> std::string;
75<a name="l00022"></a>00022
76<a name="l00024"></a>00024 <span class="keyword">enum</span> MERGER_METHOD {ARITHMETIC = 0, GEOMETRIC = 1, LOGNORMAL = 2};
77<a name="l00025"></a>00025
78<a name="l00045"></a><a class="code" href="classbdm_1_1merger__base.html">00045</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1merger__base.html" title="Base class for general combination of pdfs on discrete support.">merger_base</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_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>
79<a name="l00046"></a>00046 {
80<a name="l00047"></a>00047         <span class="keyword">protected</span>:
81<a name="l00049"></a><a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7">00049</a>                 Array&lt;datalink_m2e*&gt; <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a>;
82<a name="l00051"></a><a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f">00051</a>                 Array&lt;RV&gt; <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a>;
83<a name="l00053"></a><a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694">00053</a>                 Array&lt;datalink_m2e*&gt; <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a>;
84<a name="l00055"></a><a class="code" href="classbdm_1_1merger__base.html#52e33b1aa153fa700cc036be2b12f9bd">00055</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1merger__base.html#52e33b1aa153fa700cc036be2b12f9bd" title="number of sources">Ns</a>;
85<a name="l00056"></a>00056
86<a name="l00058"></a><a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7">00058</a>                 MERGER_METHOD <a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7" title="switch of the methoh used for merging">METHOD</a>;
87<a name="l00060"></a><a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14">00060</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a>;
88<a name="l00061"></a>00061
89<a name="l00063"></a><a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e">00063</a>                 <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>;
90<a name="l00064"></a>00064
91<a name="l00066"></a><a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7">00066</a>                 <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a>;
92<a name="l00067"></a>00067
93<a name="l00069"></a><a class="code" href="classbdm_1_1merger__base.html#7b0b7549b8335cdd26faee68093da3ad">00069</a>                 it_file* <a class="code" href="classbdm_1_1merger__base.html#7b0b7549b8335cdd26faee68093da3ad" title="debugging file">dbg</a>;
94<a name="l00070"></a>00070         <span class="keyword">public</span>:
95<a name="l00073"></a>00073
96<a name="l00075"></a><a class="code" href="classbdm_1_1merger__base.html#f9d8c6c26c6520dbb17d4e80f635e7be">00075</a>                 <a class="code" href="classbdm_1_1merger__base.html#f9d8c6c26c6520dbb17d4e80f635e7be" title="Empty constructor.">merger_base</a> () : <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>() {};
97<a name="l00077"></a><a class="code" href="classbdm_1_1merger__base.html#ed5cbd925628893a51c36bc1807f4a75">00077</a>                 <a class="code" href="classbdm_1_1merger__base.html#ed5cbd925628893a51c36bc1807f4a75" title="Constructor from sources.">merger_base</a> (<span class="keyword">const</span> Array&lt;mpdf*&gt; &amp;S) {<a class="code" href="classbdm_1_1merger__base.html#bde0fd02ae620b4130e768fa70aafa94" title="Function setting the main internal structures.">set_sources</a> (S);};
98<a name="l00079"></a><a class="code" href="classbdm_1_1merger__base.html#bde0fd02ae620b4130e768fa70aafa94">00079</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#bde0fd02ae620b4130e768fa70aafa94" title="Function setting the main internal structures.">set_sources</a> (<span class="keyword">const</span> Array&lt;mpdf*&gt; &amp;Sources) {
99<a name="l00080"></a>00080                         compositepdf::set_elements (Sources);
100<a name="l00081"></a>00081                         <span class="comment">//set sizes</span>
101<a name="l00082"></a>00082                         <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a>.set_size (Sources.length());
102<a name="l00083"></a>00083                         <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a>.set_size (Sources.length());
103<a name="l00084"></a>00084                         <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a>.set_size (Sources.length());
104<a name="l00085"></a>00085
105<a name="l00086"></a>00086                         <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> = <a class="code" href="classbdm_1_1compositepdf.html#c73d39acc4378eee6a63155c3517d3c9" title="find common rv, flag">getrv</a> (<span class="comment">/* checkoverlap = */</span> <span class="keyword">false</span>);
106<a name="l00087"></a>00087                         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvc; <a class="code" href="classbdm_1_1compositepdf.html#c71fc2c51f49d797e61f479f543c75ce" title="common rvc of all mpdfs is written to rvc">setrvc</a> (<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>, rvc);  <span class="comment">// Extend rv by rvc!</span>
107<a name="l00088"></a>00088                         <span class="comment">// join rv and rvc - see descriprion</span>
108<a name="l00089"></a>00089                         <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> (rvc);
109<a name="l00090"></a>00090                         <span class="comment">// get dimension</span>
110<a name="l00091"></a>00091                         <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>();
111<a name="l00092"></a>00092
112<a name="l00093"></a>00093                         <span class="comment">// create links between sources and common rv</span>
113<a name="l00094"></a>00094                         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> xytmp;
114<a name="l00095"></a>00095                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length();i++) {
115<a name="l00096"></a>00096                                 <span class="comment">//Establich connection between mpdfs and merger</span>
116<a name="l00097"></a>00097                                 <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> (i) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="data link between">datalink_m2e</a>;
117<a name="l00098"></a>00098                                 <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> (i)-&gt;set_connection (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)-&gt;<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_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)-&gt;_rvc(), <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>);
118<a name="l00099"></a>00099
119<a name="l00100"></a>00100                                 <span class="comment">// find out what is missing in each mpdf</span>
120<a name="l00101"></a>00101                                 xytmp = <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)-&gt;_rv();
121<a name="l00102"></a>00102                                 xytmp.<a class="code" href="classbdm_1_1RV.html#87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)-&gt;_rvc());
122<a name="l00103"></a>00103                                 <span class="comment">// z_i = common_rv-xy</span>
123<a name="l00104"></a>00104                                 <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> (i) = <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> (xytmp);
124<a name="l00105"></a>00105                                 <span class="comment">//establish connection between extension (z_i|x,y)s and common rv</span>
125<a name="l00106"></a>00106                                 <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> (i) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="data link between">datalink_m2e</a>; <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> (i)-&gt;set_connection (<a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> (i), xytmp, <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>) ;
126<a name="l00107"></a>00107                         };
127<a name="l00108"></a>00108                         <span class="comment">//Set Default values of parameters</span>
128<a name="l00109"></a>00109                         <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a> = <span class="keyword">false</span>;
129<a name="l00110"></a>00110                         <a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7" title="switch of the methoh used for merging">METHOD</a> = LOGNORMAL;
130<a name="l00111"></a>00111                         <a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a> = 2.0;
131<a name="l00112"></a>00112                 }
132<a name="l00114"></a><a class="code" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add">00114</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add" title="set debug file">set_debug_file</a> (<span class="keyword">const</span> <span class="keywordtype">string</span> fname) { <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a>) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#7b0b7549b8335cdd26faee68093da3ad" title="debugging file">dbg</a>; <a class="code" href="classbdm_1_1merger__base.html#7b0b7549b8335cdd26faee68093da3ad" title="debugging file">dbg</a> = <span class="keyword">new</span> it_file (fname); <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1merger__base.html#7b0b7549b8335cdd26faee68093da3ad" title="debugging file">dbg</a>) <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a> = <span class="keyword">true</span>;}
133<a name="l00116"></a><a class="code" href="classbdm_1_1merger__base.html#5c85ba8a7c5246674891c6ebbf59ef54">00116</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#5c85ba8a7c5246674891c6ebbf59ef54" title="Set internal parameters used in approximation.">set_parameters</a> (<span class="keywordtype">double</span> beta0, MERGER_METHOD MTH) {<a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a> = beta0;<a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7" title="switch of the methoh used for merging">METHOD</a> = MTH;}
134<a name="l00118"></a><a class="code" href="classbdm_1_1merger__base.html#c02a1c55042c40cd190e240f1329d8d4">00118</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#c02a1c55042c40cd190e240f1329d8d4" title="Set support points from a pdf.">set_support</a>(<a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &amp;overall, <span class="keywordtype">int</span> N){<a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#7cfd383180b486fe4526bdf0179350c0" title="Set samples and weights.">set_statistics</a>(&amp;overall,N);<a class="code" href="classbdm_1_1merger__base.html#52e33b1aa153fa700cc036be2b12f9bd" title="number of sources">Ns</a>=N;}
135<a name="l00119"></a>00119                 
136<a name="l00121"></a><a class="code" href="classbdm_1_1merger__base.html#32d7e1dd6d91f77c81df7e82aac18689">00121</a>                 <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1merger__base.html#32d7e1dd6d91f77c81df7e82aac18689" title="Destructor.">~merger_base</a>() {
137<a name="l00122"></a>00122                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); i++) {
138<a name="l00123"></a>00123                                 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> (i);
139<a name="l00124"></a>00124                                 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> (i);
140<a name="l00125"></a>00125                         }
141<a name="l00126"></a>00126                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a>) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#7b0b7549b8335cdd26faee68093da3ad" title="debugging file">dbg</a>;
142<a name="l00127"></a>00127                 };
143<a name="l00129"></a>00129                 
144<a name="l00132"></a>00132                 
145<a name="l00134"></a><a class="code" href="classbdm_1_1merger__base.html#fcaf1960643dba08fd17dec57b05c1f2">00134</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#fcaf1960643dba08fd17dec57b05c1f2" title="Merge given sources in given points.">merge</a> () {
146<a name="l00135"></a>00135                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length() ==0) {it_error(<span class="stringliteral">"Empty support points use set_support"</span> );}
147<a name="l00136"></a>00136                         <span class="comment">//check if sources overlap:</span>
148<a name="l00137"></a>00137                         <span class="keywordtype">bool</span> OK = <span class="keyword">true</span>;
149<a name="l00138"></a>00138                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); i++) {
150<a name="l00139"></a>00139                                 OK &amp;= (<a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> (i)._dsize() == 0); <span class="comment">// z_i is empty</span>
151<a name="l00140"></a>00140                                 OK &amp;= (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)-&gt;_rvc()._dsize() == 0); <span class="comment">// y_i is empty</span>
152<a name="l00141"></a>00141                         }
153<a name="l00142"></a>00142
154<a name="l00143"></a>00143                         <span class="keywordflow">if</span> (OK) {
155<a name="l00144"></a>00144                                 mat lW = zeros (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(), <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length());
156<a name="l00145"></a>00145
157<a name="l00146"></a>00146                                 vec emptyvec (0);
158<a name="l00147"></a>00147                                 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); i++) {
159<a name="l00148"></a>00148                                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0; j &lt; <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length(); j++) {
160<a name="l00149"></a>00149                                                 lW (i, j) = <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)-&gt;evallogcond (<a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() (j), emptyvec);
161<a name="l00150"></a>00150                                         }
162<a name="l00151"></a>00151                                 }
163<a name="l00152"></a>00152
164<a name="l00153"></a>00153                                 vec wtmp = exp (<a class="code" href="classbdm_1_1merger__base.html#1f52bf47d2cdd23a95b19e3da902e431" title="Merge log-likelihood values in points using method specified by parameter METHOD...">merge_points</a> (lW));
165<a name="l00154"></a>00154                                 <span class="comment">//renormalize</span>
166<a name="l00155"></a>00155                                 <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>() = wtmp / sum (wtmp);
167<a name="l00156"></a>00156                         } <span class="keywordflow">else</span> {
168<a name="l00157"></a>00157                                 it_error(<span class="stringliteral">"Sources are not compatible - use merger_mix"</span>);
169<a name="l00158"></a>00158                         }
170<a name="l00159"></a>00159                         ;
171<a name="l00160"></a>00160                 };
172<a name="l00161"></a>00161
173<a name="l00162"></a>00162
174<a name="l00164"></a>00164                 vec <a class="code" href="classbdm_1_1merger__base.html#1f52bf47d2cdd23a95b19e3da902e431" title="Merge log-likelihood values in points using method specified by parameter METHOD...">merge_points</a> (mat &amp;lW);
175<a name="l00165"></a>00165                 
176<a name="l00166"></a>00166                 
177<a name="l00169"></a><a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0">00169</a>                 vec <a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>()<span class="keyword"> const </span>{
178<a name="l00170"></a>00170                         <span class="keyword">const</span> Vec&lt;double&gt; &amp;w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>();
179<a name="l00171"></a>00171                         <span class="keyword">const</span> Array&lt;vec&gt; &amp;S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>();
180<a name="l00172"></a>00172                         vec tmp = zeros (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
181<a name="l00173"></a>00173                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1merger__base.html#52e33b1aa153fa700cc036be2b12f9bd" title="number of sources">Ns</a>; i++) {
182<a name="l00174"></a>00174                                 tmp += w (i) * S (i);
183<a name="l00175"></a>00175                         }
184<a name="l00176"></a>00176                         <span class="keywordflow">return</span> tmp;
185<a name="l00177"></a>00177                 }
186<a name="l00178"></a>00178                 mat covariance()<span class="keyword"> const </span>{
187<a name="l00179"></a>00179                         <span class="keyword">const</span> vec &amp;w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>();
188<a name="l00180"></a>00180                         <span class="keyword">const</span> Array&lt;vec&gt; &amp;S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>();
189<a name="l00181"></a>00181
190<a name="l00182"></a>00182                         vec mea = <a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>();
191<a name="l00183"></a>00183
192<a name="l00184"></a>00184                         cout &lt;&lt; sum (w) &lt;&lt; <span class="stringliteral">","</span> &lt;&lt; w*w &lt;&lt; endl;
193<a name="l00185"></a>00185
194<a name="l00186"></a>00186                         mat Tmp = zeros (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
195<a name="l00187"></a>00187                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1merger__base.html#52e33b1aa153fa700cc036be2b12f9bd" title="number of sources">Ns</a>; i++) {
196<a name="l00188"></a>00188                                 Tmp += w (i) * outer_product (S (i), S (i));
197<a name="l00189"></a>00189                         }
198<a name="l00190"></a>00190                         <span class="keywordflow">return</span> Tmp -outer_product (mea, mea);
199<a name="l00191"></a>00191                 }
200<a name="l00192"></a><a class="code" href="classbdm_1_1merger__base.html#76fe431922844d132b4e1ecf70f53c99">00192</a>                 vec <a class="code" href="classbdm_1_1merger__base.html#76fe431922844d132b4e1ecf70f53c99" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{
201<a name="l00193"></a>00193                         <span class="keyword">const</span> vec &amp;w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>();
202<a name="l00194"></a>00194                         <span class="keyword">const</span> Array&lt;vec&gt; &amp;S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>();
203<a name="l00195"></a>00195
204<a name="l00196"></a>00196                         vec tmp = zeros (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
205<a name="l00197"></a>00197                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; Ns; i++) {
206<a name="l00198"></a>00198                                 tmp += w (i) * pow (S (i), 2);
207<a name="l00199"></a>00199                         }
208<a name="l00200"></a>00200                         <span class="keywordflow">return</span> tmp -pow (<a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>(), 2);
209<a name="l00201"></a>00201                 }
210<a name="l00203"></a>00203
211<a name="l00206"></a>00206
212<a name="l00208"></a><a class="code" href="classbdm_1_1merger__base.html#fb682e470103f4e0b353b7c9200d177f">00208</a>                 <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>&amp; <a class="code" href="classbdm_1_1merger__base.html#fb682e470103f4e0b353b7c9200d177f" title="Access function.">_Smp</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>;}
213<a name="l00209"></a>00209                 
214<a name="l00211"></a>00211 };
215<a name="l00212"></a>00212
216<a name="l00213"></a>00213 <span class="keyword">class </span>merger_mix : <span class="keyword">public</span> merger_base
217<a name="l00214"></a>00214 {
218<a name="l00215"></a>00215         <span class="keyword">protected</span>:
219<a name="l00217"></a>00217                 MixEF Mix;
220<a name="l00219"></a>00219                 <span class="keywordtype">int</span> Nc;
221<a name="l00221"></a>00221                 <span class="keywordtype">double</span> effss_coef;
222<a name="l00222"></a>00222
223<a name="l00223"></a>00223         <span class="keyword">public</span>:
224<a name="l00225"></a>00225                 merger_mix () {};
225<a name="l00226"></a>00226                 merger_mix (<span class="keyword">const</span> Array&lt;mpdf*&gt; &amp;S) {set_sources(S);};
226<a name="l00228"></a>00228                 <span class="keywordtype">void</span> set_sources (<span class="keyword">const</span> Array&lt;mpdf*&gt; &amp;S) {
227<a name="l00229"></a>00229                         <a class="code" href="classbdm_1_1merger__base.html#bde0fd02ae620b4130e768fa70aafa94" title="Function setting the main internal structures.">merger_base::set_sources</a>(S);
228<a name="l00230"></a>00230                         <span class="comment">//Set Default values of parameters</span>
229<a name="l00231"></a>00231                         Ns = 100;
230<a name="l00232"></a>00232                         Nc = 10;
231<a name="l00233"></a>00233                         Mix.set_method (EM);
232<a name="l00234"></a>00234                 }
233<a name="l00236"></a>00236                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#5c85ba8a7c5246674891c6ebbf59ef54" title="Set internal parameters used in approximation.">set_parameters</a> (<span class="keywordtype">double</span> beta0, <span class="keywordtype">int</span> Ns0, <span class="keywordtype">int</span> Nc0, <span class="keywordtype">double</span> effss_coef0 = 0.5) {
234<a name="l00237"></a>00237                         <a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a> = beta0;
235<a name="l00238"></a>00238                         Ns = Ns0;
236<a name="l00239"></a>00239                         Nc = Nc0;
237<a name="l00240"></a>00240                         effss_coef = effss_coef0;
238<a name="l00241"></a>00241                         <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.set_parameters (Ns0, <span class="keyword">false</span>);
239<a name="l00242"></a>00242                 }
240<a name="l00244"></a>00244                 <span class="keywordtype">void</span> init() {
241<a name="l00245"></a>00245                         Array&lt;vec&gt; Smps (Ns);
242<a name="l00246"></a>00246                         <span class="comment">//Gibbs sampling</span>
243<a name="l00247"></a>00247                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length();i++) {Smps (i) = zeros (0);}
244<a name="l00248"></a>00248                 }
245<a name="l00250"></a>00250                 <span class="keywordtype">void</span> merge ();
246<a name="l00251"></a>00251
247<a name="l00254"></a>00254                 vec sample ()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> Mix.posterior().sample();}
248<a name="l00255"></a>00255                 <span class="keywordtype">double</span> evallog (<span class="keyword">const</span> vec &amp;dt)<span class="keyword"> const </span>{
249<a name="l00256"></a>00256                         vec dtf = ones (dt.length() + 1);
250<a name="l00257"></a>00257                         dtf.set_subvector (0, dt);
251<a name="l00258"></a>00258                         <span class="keywordflow">return</span> Mix.logpred (dtf);
252<a name="l00259"></a>00259                 }
253<a name="l00260"></a>00260                 vec mean()<span class="keyword"> const </span>{
254<a name="l00261"></a>00261                         <span class="keyword">const</span> Vec&lt;double&gt; &amp;w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>._w();
255<a name="l00262"></a>00262                         <span class="keyword">const</span> Array&lt;vec&gt; &amp;S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>._samples();
256<a name="l00263"></a>00263                         vec tmp = zeros (dim);
257<a name="l00264"></a>00264                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; Ns; i++) {
258<a name="l00265"></a>00265                                 tmp += w (i) * S (i);
259<a name="l00266"></a>00266                         }
260<a name="l00267"></a>00267                         <span class="keywordflow">return</span> tmp;
261<a name="l00268"></a>00268                 }
262<a name="l00269"></a>00269                 mat covariance()<span class="keyword"> const </span>{
263<a name="l00270"></a>00270                         <span class="keyword">const</span> vec &amp;w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>._w();
264<a name="l00271"></a>00271                         <span class="keyword">const</span> Array&lt;vec&gt; &amp;S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>._samples();
265<a name="l00272"></a>00272
266<a name="l00273"></a>00273                         vec mea = mean();
267<a name="l00274"></a>00274
268<a name="l00275"></a>00275                         cout &lt;&lt; sum (w) &lt;&lt; <span class="stringliteral">","</span> &lt;&lt; w*w &lt;&lt; endl;
269<a name="l00276"></a>00276
270<a name="l00277"></a>00277                         mat Tmp = zeros (dim, dim);
271<a name="l00278"></a>00278                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; Ns; i++) {
272<a name="l00279"></a>00279                                 Tmp += w (i) * outer_product (S (i), S (i));
273<a name="l00280"></a>00280                         }
274<a name="l00281"></a>00281                         <span class="keywordflow">return</span> Tmp -outer_product (mea, mea);
275<a name="l00282"></a>00282                 }
276<a name="l00283"></a>00283                 vec variance()<span class="keyword"> const </span>{
277<a name="l00284"></a>00284                         <span class="keyword">const</span> vec &amp;w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>._w();
278<a name="l00285"></a>00285                         <span class="keyword">const</span> Array&lt;vec&gt; &amp;S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>._samples();
279<a name="l00286"></a>00286
280<a name="l00287"></a>00287                         vec tmp = zeros (dim);
281<a name="l00288"></a>00288                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; Ns; i++) {
282<a name="l00289"></a>00289                                 tmp += w (i) * pow (S (i), 2);
283<a name="l00290"></a>00290                         }
284<a name="l00291"></a>00291                         <span class="keywordflow">return</span> tmp -pow (mean(), 2);
285<a name="l00292"></a>00292                 }
286<a name="l00293"></a>00293
287<a name="l00295"></a>00295                 MixEF&amp; _Mix() {<span class="keywordflow">return</span> Mix;}
288<a name="l00297"></a>00297                 emix* proposal() {emix* tmp = Mix.epredictor(); tmp-&gt;set_rv (rv); <span class="keywordflow">return</span> tmp;}
289<a name="l00299"></a>00299                 eEmp&amp; _Smp() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>;}
290<a name="l00300"></a>00300 };
291<a name="l00301"></a>00301
292<a name="l00302"></a>00302 }
293<a name="l00303"></a>00303
294<a name="l00304"></a>00304 <span class="preprocessor">#endif // MER_H</span>
295</pre></div></div>
296<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 17 14:13:28 2009 for mixpp by&nbsp;
297<a href="http://www.doxygen.org/index.html">
298<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
299</body>
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