| [13] | 1 | #include <itpp/itbase.h> |
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| [22] | 2 | #include <stat/libEF.h> |
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| [104] | 3 | #include <stat/emix.h> |
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| [13] | 4 | |
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| 5 | using namespace itpp; |
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| 6 | |
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| 7 | //These lines are needed for use of cout and endl |
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| 8 | using std::cout; |
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| 9 | using std::endl; |
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| 10 | |
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| [32] | 11 | void disp(const vec &tmu, const mat &tR,const mat &Smp){ |
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| 12 | int N = Smp.cols(); |
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| 13 | vec Emu = Smp*ones(N) /N ; |
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| 14 | mat Er = (Smp*Smp.transpose())/N - outer_product(Emu,Emu); |
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| 15 | cout << "True mu:" << tmu <<endl; |
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| 16 | cout << "Emp mu:" << Emu <<endl; |
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| 17 | |
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| 18 | cout << "True R:" << tR <<endl; |
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| 19 | cout << "Emp R:" << Er <<endl; |
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| 20 | } |
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| 21 | |
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| [13] | 22 | int main() { |
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| 23 | |
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| [32] | 24 | RNG_randomize(); |
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| [13] | 25 | |
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| [32] | 26 | RV rv("1","{x }","2","0"); |
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| [13] | 27 | int N = 10000; //number of samples |
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| 28 | vec mu0 = "1.5 1.7"; |
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| [22] | 29 | mat V0("1.2 0.3; 0.3 5"); |
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| 30 | ldmat R = ldmat(V0); |
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| [32] | 31 | |
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| 32 | cout << "====== ENorm ====== " <<endl; |
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| [28] | 33 | enorm<ldmat> eN(rv); |
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| 34 | eN.set_parameters(mu0,R); |
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| [13] | 35 | mat Smp = eN.sample(N); |
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| [32] | 36 | |
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| 37 | disp(mu0,R.to_mat(),Smp); |
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| 38 | |
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| 39 | cout << "====== MlNorm ====== " <<endl; |
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| 40 | mat I = eye(2); |
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| 41 | vec lik(N); |
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| 42 | mlnorm<ldmat> ML(rv,rv); |
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| 43 | ML.set_parameters(I,R); |
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| 44 | Smp = ML.samplecond(mu0,lik,N); |
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| [13] | 45 | |
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| [32] | 46 | disp(mu0,R.to_mat(),Smp); |
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| [13] | 47 | |
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| [32] | 48 | cout << "====== EGamma ====== " <<endl; |
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| 49 | vec a = "100000,10000"; |
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| 50 | vec b = a/10.0; |
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| 51 | egamma eG(rv); |
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| 52 | eG.set_parameters(a,b); |
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| 53 | |
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| [104] | 54 | cout << eG.eval(a)<<endl; |
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| 55 | Smp = eG.sampleN(N); |
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| [32] | 56 | |
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| 57 | vec g_mu = elem_div(a,b); |
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| 58 | vec g_var = elem_div(a,pow(b,2.0)); |
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| 59 | disp(g_mu,diag(g_var),Smp); |
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| 60 | |
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| 61 | cout << "====== MGamma ====== " <<endl; |
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| 62 | mgamma mG(rv,rv); |
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| 63 | double k = 10.0; |
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| 64 | mG.set_parameters(k); |
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| 65 | |
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| 66 | Smp=mG.samplecond(mu0,lik,N); |
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| 67 | disp(mu0,pow(mu0,2.0)/k,Smp); |
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| [104] | 68 | |
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| 69 | cout << "======= EMix ======== " << endl; |
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| 70 | emix eMix(rv); |
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| 71 | Array<epdf*> Coms(2); |
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| 72 | Coms(0) = &eG; |
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| 73 | Coms(1) = &eN; |
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| 74 | |
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| 75 | eMix.set_parameters(vec_2(0.5,0.5), Coms); |
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| 76 | vec smp = eMix.sample(); |
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| 77 | Smp = eMix.sampleN(N); |
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| 78 | disp(eMix.mean(),zeros(2),Smp); |
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| [32] | 79 | |
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| [125] | 80 | cout << "======= MEpdf ======== " << endl; |
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| 81 | mepdf meMix(rv,rv,&eMix); |
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| [104] | 82 | |
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| [125] | 83 | Smp = meMix.samplecond(mu0,lik,N); |
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| [104] | 84 | disp(eMix.mean(),zeros(2),Smp); |
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| 85 | |
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| [125] | 86 | cout << "======= MMix ======== " << endl; |
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| 87 | mmix mMix(rv,rv); |
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| 88 | Array<mpdf*> mComs(2); |
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| 89 | mComs(0) = &mG; |
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| 90 | eN.set_mu(vec_2(0.0,0.0)); |
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| 91 | mepdf mEnorm(rv,rv,&eN); |
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| 92 | mComs(1) = &mEnorm; |
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| 93 | mMix.set_parameters(vec_2(0.5,0.5),mComs); |
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| 94 | |
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| 95 | Smp = mMix.samplecond(mu0,lik,N); |
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| 96 | disp(mMix._epdf().mean(),zeros(2),Smp); |
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| 97 | |
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| [13] | 98 | //Exit program: |
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| 99 | return 0; |
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| 100 | |
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| 101 | } |
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