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65<h1>mixef.h</h1><a href="mixef_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 MEF_H</span>
67<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define MEF_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 "../stat/libFN.h"</span>
71<a name="l00018"></a>00018 <span class="preprocessor">#include "../stat/libEF.h"</span>
72<a name="l00019"></a>00019 <span class="preprocessor">#include "../stat/emix.h"</span>
73<a name="l00020"></a>00020
74<a name="l00021"></a>00021 <span class="keyword">namespace </span>bdm {
75<a name="l00022"></a>00022
76<a name="l00023"></a>00023 <span class="keyword">enum</span> MixEF_METHOD { EM = 0, QB = 1};
77<a name="l00024"></a>00024
78<a name="l00041"></a><a class="code" href="classbdm_1_1MixEF.html">00041</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1MixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> {
79<a name="l00042"></a>00042 <span class="keyword">protected</span>:
80<a name="l00044"></a><a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5">00044</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a>;
81<a name="l00046"></a><a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08">00046</a>         Array&lt;BMEF*&gt; <a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a>;
82<a name="l00048"></a><a class="code" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86">00048</a>         <a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a> <a class="code" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a>;
83<a name="l00050"></a><a class="code" href="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6">00050</a>         <a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a>* <a class="code" href="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6" title="Posterior on component parameters.">est</a>;
84<a name="l00052"></a>00052
85<a name="l00054"></a><a class="code" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a">00054</a>         MixEF_METHOD <a class="code" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a>;
86<a name="l00055"></a>00055
87<a name="l00057"></a><a class="code" href="classbdm_1_1MixEF.html#d74a8d1370c63c93ec554908ae3e6006">00057</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#d74a8d1370c63c93ec554908ae3e6006" title="Auxiliary function for use in constructors.">build_est</a>() {
88<a name="l00058"></a>00058                 <a class="code" href="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6" title="Posterior on component parameters.">est</a> = <span class="keyword">new</span> <a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a>;
89<a name="l00059"></a>00059                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a>&gt;0 ) {
90<a name="l00060"></a>00060                         Array&lt;const epdf*&gt; epdfs ( <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a>+1 );
91<a name="l00061"></a>00061                         <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a>.length();i++ ) {
92<a name="l00062"></a>00062 <span class="comment">//                      it_assert_debug(!x,"MixEF::MixEF : Incompatible components");</span>
93<a name="l00063"></a>00063                                 epdfs ( i ) =&amp; ( <a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i )-&gt;posterior() );
94<a name="l00064"></a>00064                         }
95<a name="l00065"></a>00065                         <span class="comment">// last in the product is the weight</span>
96<a name="l00066"></a>00066                         epdfs ( <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ) =&amp; ( <a class="code" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a>.<a class="code" href="classbdm_1_1multiBM.html#cd682a9a179e6c42a5d28e71c2a2cbfa">posterior</a>() );
97<a name="l00067"></a>00067                         <a class="code" href="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6" title="Posterior on component parameters.">est</a>-&gt;<a class="code" href="classbdm_1_1eprod.html#7f0f526ddcd028c5edaecf250ef780f6">set_parameters</a> ( epdfs, <span class="keyword">false</span> );
98<a name="l00068"></a>00068                 }
99<a name="l00069"></a>00069         }
100<a name="l00070"></a>00070
101<a name="l00071"></a>00071 <span class="keyword">public</span>:
102<a name="l00073"></a><a class="code" href="classbdm_1_1MixEF.html#4efe67d414ff34a1e7534004fd061241">00073</a>         <a class="code" href="classbdm_1_1MixEF.html#0266854387338ba757e6192d62907984" title="Constructor of empty mixture.">MixEF</a> ( <span class="keyword">const</span> Array&lt;BMEF*&gt; &amp;Coms0, <span class="keyword">const</span> vec &amp;alpha0 ) :
103<a name="l00074"></a>00074                         <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> ( ), <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ( Coms0.length() ), <a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ),
104<a name="l00075"></a>00075                         <a class="code" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a> (), <a class="code" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a> ( QB ) {
105<a name="l00076"></a>00076                 <span class="comment">//      it_assert_debug ( n&gt;0,"MixEF::MixEF : Empty Component list" );</span>
106<a name="l00077"></a>00077
107<a name="l00078"></a>00078                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a>;i++ ) {<a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i ) = ( <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* ) Coms0 ( i )-&gt;_copy_();}
108<a name="l00079"></a>00079                 <a class="code" href="classbdm_1_1MixEF.html#d74a8d1370c63c93ec554908ae3e6006" title="Auxiliary function for use in constructors.">build_est</a>();
109<a name="l00080"></a>00080         };
110<a name="l00082"></a><a class="code" href="classbdm_1_1MixEF.html#0266854387338ba757e6192d62907984">00082</a>         <a class="code" href="classbdm_1_1MixEF.html#0266854387338ba757e6192d62907984" title="Constructor of empty mixture.">MixEF</a> () :
111<a name="l00083"></a>00083                         <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> ( ), <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ( 0 ), <a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( 0 ),
112<a name="l00084"></a>00084                         <a class="code" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a> (),<a class="code" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a> ( QB ) {<a class="code" href="classbdm_1_1MixEF.html#d74a8d1370c63c93ec554908ae3e6006" title="Auxiliary function for use in constructors.">build_est</a>();}
113<a name="l00086"></a><a class="code" href="classbdm_1_1MixEF.html#9577de85c3e3481f7c0e23cf8f87c482">00086</a>         <a class="code" href="classbdm_1_1MixEF.html#0266854387338ba757e6192d62907984" title="Constructor of empty mixture.">MixEF</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1MixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a> &amp;M2 ) : <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> ( ), <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ( M2.<a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ), <a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( <a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ),
114<a name="l00087"></a>00087                         <a class="code" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a> ( M2.<a class="code" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a> ), <a class="code" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a> ( M2.<a class="code" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a> ) {
115<a name="l00088"></a>00088                 <span class="comment">//      it_assert_debug ( n&gt;0,"MixEF::MixEF : Empty Component list" );</span>
116<a name="l00089"></a>00089
117<a name="l00090"></a>00090                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a>;i++ ) {<a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i ) = M2.<a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i )-&gt;_copy_();}
118<a name="l00091"></a>00091                 <a class="code" href="classbdm_1_1MixEF.html#d74a8d1370c63c93ec554908ae3e6006" title="Auxiliary function for use in constructors.">build_est</a>();
119<a name="l00092"></a>00092         }
120<a name="l00097"></a>00097         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#0c2a50789b30769964a909d217125ed2">init</a> ( <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* Com0, <span class="keyword">const</span> mat &amp;Data, <span class="keywordtype">int</span> c=5 );
121<a name="l00098"></a>00098         <span class="comment">//Destructor</span>
122<a name="l00099"></a>00099         ~<a class="code" href="classbdm_1_1MixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a>() {
123<a name="l00100"></a>00100                 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6" title="Posterior on component parameters.">est</a>;
124<a name="l00101"></a>00101                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1MixEF.html#38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a>;i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i );}
125<a name="l00102"></a>00102         }
126<a name="l00104"></a>00104         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#5bd7da667da183eed1577f11dff0c1f1" title="Recursive EM-like algorithm (QB-variant), see Karny et. al, 2006.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt );
127<a name="l00106"></a>00106         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#5bd7da667da183eed1577f11dff0c1f1" title="Recursive EM-like algorithm (QB-variant), see Karny et. al, 2006.">bayes</a> ( <span class="keyword">const</span> mat &amp;dt );
128<a name="l00107"></a>00107         <span class="keywordtype">void</span> bayesB ( <span class="keyword">const</span> mat &amp;dt, <span class="keyword">const</span> vec &amp;wData );
129<a name="l00108"></a>00108         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">logpred</a> ( <span class="keyword">const</span> vec &amp;dt ) <span class="keyword">const</span>;
130<a name="l00109"></a>00109         <span class="keyword">const</span> epdf&amp; posterior()<span class="keyword"> const </span>{<span class="keywordflow">return</span> *<a class="code" href="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6" title="Posterior on component parameters.">est</a>;}
131<a name="l00110"></a>00110         <span class="keyword">const</span> eprod* _e()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1MixEF.html#9413fb7f1836237aac807fb9f245e4f6" title="Posterior on component parameters.">est</a>;}
132<a name="l00111"></a>00111         emix* <a class="code" href="classbdm_1_1MixEF.html#edc50e9640f049b846084748b18469a2" title="Constructs a predictive density .">epredictor</a>() <span class="keyword">const</span>;
133<a name="l00113"></a>00113         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#f0dfb4375fef4e61c4cb062e5bac7c8c" title="Flatten the density as if it was not estimated from the data.">flatten</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html#2def512872ed8a4fc3b702371ec0be55" title="Default constructor (=empty constructor).">BMEF</a>* M2 );
134<a name="l00115"></a><a class="code" href="classbdm_1_1MixEF.html#251ef6fc51757712693da5faae5317c9">00115</a>         <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* <a class="code" href="classbdm_1_1MixEF.html#251ef6fc51757712693da5faae5317c9" title="Access function.">_Coms</a> ( <span class="keywordtype">int</span> i ) {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i );}
135<a name="l00116"></a>00116
136<a name="l00118"></a><a class="code" href="classbdm_1_1MixEF.html#664529d52cc667383b39eeb440ccd577">00118</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#664529d52cc667383b39eeb440ccd577" title="Set which method is to be used.">set_method</a> ( MixEF_METHOD M ) {<a class="code" href="classbdm_1_1MixEF.html#a2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a>=M;}
137<a name="l00119"></a>00119 };
138<a name="l00120"></a>00120
139<a name="l00121"></a>00121 }
140<a name="l00122"></a>00122 <span class="preprocessor">#endif // MEF_H</span>
141<a name="l00123"></a>00123 <span class="preprocessor"></span>
142<a name="l00124"></a>00124
143</pre></div></div>
144<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 17 14:13:28 2009 for mixpp by&nbsp;
145<a href="http://www.doxygen.org/index.html">
146<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
147</body>
148</html>
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