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67<h1>mixtures.h</h1><a href="mixtures_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 MIXTURES_H</span>
69<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define MIXTURES_H</span>
70<a name="l00015"></a>00015 <span class="preprocessor"></span>
71<a name="l00016"></a>00016
72<a name="l00017"></a>00017 <span class="preprocessor">#include &quot;../math/functions.h&quot;</span>
73<a name="l00018"></a>00018 <span class="preprocessor">#include &quot;../stat/exp_family.h&quot;</span>
74<a name="l00019"></a>00019 <span class="preprocessor">#include &quot;../stat/emix.h&quot;</span>
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="l00024"></a>00024 <span class="keyword">enum</span> MixEF_METHOD { EM = 0, QB = 1};
79<a name="l00025"></a>00025
80<a name="l00042"></a><a class="code" href="classbdm_1_1MixEF.html">00042</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> {
81<a name="l00043"></a>00043 <span class="keyword">protected</span>:
82<a name="l00045"></a><a class="code" href="classbdm_1_1MixEF.html#a38ca1d86e977d1c38810a3c95bf074a5">00045</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1MixEF.html#a38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a>;
83<a name="l00047"></a><a class="code" href="classbdm_1_1MixEF.html#a90c21ab5a2af56d4b49e2eaef6eccc08">00047</a>         Array&lt;BMEF*&gt; <a class="code" href="classbdm_1_1MixEF.html#a90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a>;
84<a name="l00049"></a><a class="code" href="classbdm_1_1MixEF.html#ae39faa70cebadc3296bd249040105e86">00049</a>         <a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a> <a class="code" href="classbdm_1_1MixEF.html#ae39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a>;
85<a name="l00051"></a><a class="code" href="classbdm_1_1MixEF.html#a9413fb7f1836237aac807fb9f245e4f6">00051</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#a9413fb7f1836237aac807fb9f245e4f6" title="Posterior on component parameters.">est</a>;
86<a name="l00053"></a>00053
87<a name="l00055"></a><a class="code" href="classbdm_1_1MixEF.html#aa2376ddadb7573532404452d0c2dd28a">00055</a>         MixEF_METHOD <a class="code" href="classbdm_1_1MixEF.html#aa2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a>;
88<a name="l00056"></a>00056
89<a name="l00058"></a><a class="code" href="classbdm_1_1MixEF.html#ad74a8d1370c63c93ec554908ae3e6006">00058</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#ad74a8d1370c63c93ec554908ae3e6006" title="Auxiliary function for use in constructors.">build_est</a>() {
90<a name="l00059"></a>00059                 <a class="code" href="classbdm_1_1MixEF.html#a9413fb7f1836237aac807fb9f245e4f6" 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>;
91<a name="l00060"></a>00060                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1MixEF.html#a38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> &gt; 0 ) {
92<a name="l00061"></a>00061                         Array&lt;const epdf*&gt; epdfs ( <a class="code" href="classbdm_1_1MixEF.html#a38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> + 1 );
93<a name="l00062"></a>00062                         <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1MixEF.html#a90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a>.length(); i++ ) {
94<a name="l00063"></a>00063                                 epdfs ( i ) = &amp; ( <a class="code" href="classbdm_1_1MixEF.html#a90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i )-&gt;posterior() );
95<a name="l00064"></a>00064                         }
96<a name="l00065"></a>00065                         <span class="comment">// last in the product is the weight</span>
97<a name="l00066"></a>00066                         epdfs ( <a class="code" href="classbdm_1_1MixEF.html#a38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ) = &amp; ( <a class="code" href="classbdm_1_1MixEF.html#ae39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a>.<a class="code" href="classbdm_1_1multiBM.html#a31ff93f89473f099e489b9e1dc8d9513" title="reimplemnetation of BM::posterior()">posterior</a>() );
98<a name="l00067"></a>00067                         <a class="code" href="classbdm_1_1MixEF.html#a9413fb7f1836237aac807fb9f245e4f6" title="Posterior on component parameters.">est</a>-&gt;<a class="code" href="classbdm_1_1eprod.html#a7f0f526ddcd028c5edaecf250ef780f6" title="Set internal.">set_parameters</a> ( epdfs, <span class="keyword">false</span> );
99<a name="l00068"></a>00068                 }
100<a name="l00069"></a>00069         }
101<a name="l00070"></a>00070
102<a name="l00071"></a>00071 <span class="keyword">public</span>:
103<a name="l00073"></a><a class="code" href="classbdm_1_1MixEF.html#a4efe67d414ff34a1e7534004fd061241">00073</a>         <a class="code" href="classbdm_1_1MixEF.html#a0266854387338ba757e6192d62907984" 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 ) :
104<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#a38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ( Coms0.length() ), <a class="code" href="classbdm_1_1MixEF.html#a90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( <a class="code" href="classbdm_1_1MixEF.html#a38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ),
105<a name="l00075"></a>00075                         <a class="code" href="classbdm_1_1MixEF.html#ae39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a> (), <a class="code" href="classbdm_1_1MixEF.html#aa2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a> ( QB ) {
106<a name="l00076"></a>00076                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1MixEF.html#a38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a>; i++ ) {
107<a name="l00077"></a>00077                         <a class="code" href="classbdm_1_1MixEF.html#a90c21ab5a2af56d4b49e2eaef6eccc08" 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="l00078"></a>00078                 }
109<a name="l00079"></a>00079                 <a class="code" href="classbdm_1_1MixEF.html#ad74a8d1370c63c93ec554908ae3e6006" title="Auxiliary function for use in constructors.">build_est</a>();
110<a name="l00080"></a>00080         }
111<a name="l00081"></a>00081
112<a name="l00083"></a><a class="code" href="classbdm_1_1MixEF.html#a0266854387338ba757e6192d62907984">00083</a>         <a class="code" href="classbdm_1_1MixEF.html#a0266854387338ba757e6192d62907984" title="Constructor of empty mixture.">MixEF</a> () :
113<a name="l00084"></a>00084                         <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> ( ), <a class="code" href="classbdm_1_1MixEF.html#a38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ( 0 ), <a class="code" href="classbdm_1_1MixEF.html#a90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( 0 ),
114<a name="l00085"></a>00085                         <a class="code" href="classbdm_1_1MixEF.html#ae39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a> (), <a class="code" href="classbdm_1_1MixEF.html#aa2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a> ( QB ) {
115<a name="l00086"></a>00086                 <a class="code" href="classbdm_1_1MixEF.html#ad74a8d1370c63c93ec554908ae3e6006" title="Auxiliary function for use in constructors.">build_est</a>();
116<a name="l00087"></a>00087         }
117<a name="l00089"></a><a class="code" href="classbdm_1_1MixEF.html#a9577de85c3e3481f7c0e23cf8f87c482">00089</a>         <a class="code" href="classbdm_1_1MixEF.html#a0266854387338ba757e6192d62907984" 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#a38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ( M2.<a class="code" href="classbdm_1_1MixEF.html#a38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ), <a class="code" href="classbdm_1_1MixEF.html#a90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( <a class="code" href="classbdm_1_1MixEF.html#a38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a> ),
118<a name="l00090"></a>00090                         <a class="code" href="classbdm_1_1MixEF.html#ae39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a> ( M2.<a class="code" href="classbdm_1_1MixEF.html#ae39faa70cebadc3296bd249040105e86" title="Statistics for weights.">weights</a> ), <a class="code" href="classbdm_1_1MixEF.html#aa2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a> ( M2.<a class="code" href="classbdm_1_1MixEF.html#aa2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a> ) {
119<a name="l00091"></a>00091                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1MixEF.html#a38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a>; i++ ) {
120<a name="l00092"></a>00092                         <a class="code" href="classbdm_1_1MixEF.html#a90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i ) = M2.<a class="code" href="classbdm_1_1MixEF.html#a90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i )-&gt;_copy_();
121<a name="l00093"></a>00093                 }
122<a name="l00094"></a>00094                 <a class="code" href="classbdm_1_1MixEF.html#ad74a8d1370c63c93ec554908ae3e6006" title="Auxiliary function for use in constructors.">build_est</a>();
123<a name="l00095"></a>00095         }
124<a name="l00096"></a>00096
125<a name="l00101"></a>00101         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#a0c2a50789b30769964a909d217125ed2">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 );
126<a name="l00102"></a>00102         <span class="comment">//Destructor</span>
127<a name="l00103"></a>00103         ~<a class="code" href="classbdm_1_1MixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a>() {
128<a name="l00104"></a>00104                 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1MixEF.html#a9413fb7f1836237aac807fb9f245e4f6" title="Posterior on component parameters.">est</a>;
129<a name="l00105"></a>00105                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1MixEF.html#a38ca1d86e977d1c38810a3c95bf074a5" title="Number of components.">n</a>; i++ ) {
130<a name="l00106"></a>00106                         <span class="keyword">delete</span> <a class="code" href="classbdm_1_1MixEF.html#a90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i );
131<a name="l00107"></a>00107                 }
132<a name="l00108"></a>00108         }
133<a name="l00110"></a>00110         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#a5bd7da667da183eed1577f11dff0c1f1" title="Recursive EM-like algorithm (QB-variant), see Karny et. al, 2006.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt );
134<a name="l00112"></a>00112         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#a5bd7da667da183eed1577f11dff0c1f1" title="Recursive EM-like algorithm (QB-variant), see Karny et. al, 2006.">bayes</a> ( <span class="keyword">const</span> mat &amp;dt );
135<a name="l00113"></a>00113         <span class="keywordtype">void</span> bayesB ( <span class="keyword">const</span> mat &amp;dt, <span class="keyword">const</span> vec &amp;wData );
136<a name="l00114"></a>00114         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1MixEF.html#ada724da464a75e07521941e430929efa">logpred</a> ( <span class="keyword">const</span> vec &amp;dt ) <span class="keyword">const</span>;
137<a name="l00115"></a>00115         <span class="keyword">const</span> epdf&amp; posterior()<span class="keyword"> const </span>{
138<a name="l00116"></a>00116                 <span class="keywordflow">return</span> *<a class="code" href="classbdm_1_1MixEF.html#a9413fb7f1836237aac807fb9f245e4f6" title="Posterior on component parameters.">est</a>;
139<a name="l00117"></a>00117         }
140<a name="l00118"></a>00118         emix* <a class="code" href="classbdm_1_1MixEF.html#aedc50e9640f049b846084748b18469a2" title="Constructs a predictive density .">epredictor</a>() <span class="keyword">const</span>;
141<a name="l00120"></a>00120         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#af0dfb4375fef4e61c4cb062e5bac7c8c" 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#a2def512872ed8a4fc3b702371ec0be55" title="Default constructor (=empty constructor).">BMEF</a>* M2 );
142<a name="l00122"></a><a class="code" href="classbdm_1_1MixEF.html#a251ef6fc51757712693da5faae5317c9">00122</a>         <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* <a class="code" href="classbdm_1_1MixEF.html#a251ef6fc51757712693da5faae5317c9" title="Access function.">_Coms</a> ( <span class="keywordtype">int</span> i ) {
143<a name="l00123"></a>00123                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1MixEF.html#a90c21ab5a2af56d4b49e2eaef6eccc08" title="Models for Components of .">Coms</a> ( i );
144<a name="l00124"></a>00124         }
145<a name="l00125"></a>00125
146<a name="l00127"></a><a class="code" href="classbdm_1_1MixEF.html#a664529d52cc667383b39eeb440ccd577">00127</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MixEF.html#a664529d52cc667383b39eeb440ccd577" title="Set which method is to be used.">set_method</a> ( MixEF_METHOD M ) {
147<a name="l00128"></a>00128                 <a class="code" href="classbdm_1_1MixEF.html#aa2376ddadb7573532404452d0c2dd28a" title="Flag for a method that is used in the inference.">method</a> = M;
148<a name="l00129"></a>00129         }
149<a name="l00130"></a>00130 };
150<a name="l00131"></a>00131
151<a name="l00132"></a>00132 }
152<a name="l00133"></a>00133 <span class="preprocessor">#endif // MIXTURES_H</span>
153<a name="l00134"></a>00134 <span class="preprocessor"></span>
154<a name="l00135"></a>00135
155</pre></div></div>
156<hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 15 23:42:47 2009 for mixpp by&nbsp;
157<a href="http://www.doxygen.org/index.html">
158<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
159</body>
160</html>
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