mixtures.h

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#ifndef MIXTURES_H
#define MIXTURES_H


#include "../math/functions.h"
#include "../stat/exp_family.h"
#include "../stat/emix.h"

namespace bdm {

enum MixEF_METHOD { EM = 0, QB = 1};

class MixEF: public BMEF {
protected:
        int n;
        Array<BMEF*> Coms;
        multiBM weights;
        eprod* est;

        MixEF_METHOD method;

        void build_est() {
                est = new eprod;
                if ( n > 0 ) {
                        Array<const epdf*> epdfs ( n + 1 );
                        for ( int i = 0; i < Coms.length(); i++ ) {
                                epdfs ( i ) = & ( Coms ( i )->posterior() );
                        }
                        // last in the product is the weight
                        epdfs ( n ) = & ( weights.posterior() );
                        est->set_parameters ( epdfs, false );
                }
        }

public:
        MixEF ( const Array<BMEF*> &Coms0, const vec &alpha0 ) :
                        BMEF ( ), n ( Coms0.length() ), Coms ( n ),
                        weights (), method ( QB ) {
                for ( int i = 0; i < n; i++ ) {
                        Coms ( i ) = ( BMEF* ) Coms0 ( i )->_copy_();
                }
                build_est();
        }

        MixEF () :
                        BMEF ( ), n ( 0 ), Coms ( 0 ),
                        weights (), method ( QB ) {
                build_est();
        }
        MixEF ( const MixEF &M2 ) : BMEF ( ), n ( M2.n ), Coms ( n ),
                        weights ( M2.weights ), method ( M2.method ) {
                for ( int i = 0; i < n; i++ ) {
                        Coms ( i ) = M2.Coms ( i )->_copy_();
                }
                build_est();
        }

        void init ( BMEF* Com0, const mat &Data, int c = 5 );
        //Destructor
        ~MixEF() {
                delete est;
                for ( int i = 0; i < n; i++ ) {
                        delete Coms ( i );
                }
        }
        void bayes ( const vec &dt );
        void bayes ( const mat &dt );
        void bayesB ( const mat &dt, const vec &wData );
        double logpred ( const vec &dt ) const;
        const epdf& posterior() const {
                return *est;
        }
        emix* epredictor() const;
        void flatten ( const BMEF* M2 );
        BMEF* _Coms ( int i ) {
                return Coms ( i );
        }

        void set_method ( MixEF_METHOD M ) {
                method = M;
        }
};

}
#endif // MIXTURES_H

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