root/tests/testSmp.cpp @ 104

#include <itpp/itbase.h>
#include <stat/libEF.h>
#include <stat/emix.h>

using namespace itpp;

//These lines are needed for use of cout and endl
using std::cout;
using std::endl;

void disp(const vec &tmu, const mat &tR,const mat &Smp){
        int N = Smp.cols();
        vec Emu = Smp*ones(N) /N ;
        mat Er = (Smp*Smp.transpose())/N - outer_product(Emu,Emu);
        cout << "True mu:" << tmu <<endl;
        cout << "Emp  mu:" << Emu <<endl;
        
        cout << "True R:" << tR <<endl;
        cout << "Emp  R:" << Er <<endl;
}

int main() {

        RNG_randomize();

        RV rv("1","{x }","2","0");
        int N = 10000; //number of samples
        vec mu0 = "1.5 1.7";
        mat V0("1.2 0.3; 0.3 5");
        ldmat R = ldmat(V0);
        
        cout << "====== ENorm ====== " <<endl;
        enorm<ldmat> eN(rv);
        eN.set_parameters(mu0,R);
        mat Smp = eN.sample(N);

        disp(mu0,R.to_mat(),Smp);

        cout << "====== MlNorm ====== " <<endl;
        mat I = eye(2);
        vec lik(N);
        mlnorm<ldmat> ML(rv,rv);
        ML.set_parameters(I,R);
        Smp = ML.samplecond(mu0,lik,N);
        
        disp(mu0,R.to_mat(),Smp);

        cout << "====== EGamma ====== " <<endl; 
        vec a = "100000,10000";
        vec b = a/10.0;
        egamma eG(rv);
        eG.set_parameters(a,b);
        
        cout << eG.eval(a)<<endl;
        Smp = eG.sampleN(N);

        vec g_mu = elem_div(a,b);
        vec g_var = elem_div(a,pow(b,2.0));
        disp(g_mu,diag(g_var),Smp);

        cout << "====== MGamma ====== " <<endl; 
        mgamma mG(rv,rv);
        double k = 10.0;
        mG.set_parameters(k);

        Smp=mG.samplecond(mu0,lik,N);
        disp(mu0,pow(mu0,2.0)/k,Smp);
        
        cout << "======= EMix ======== " << endl;
        emix eMix(rv);
        Array<epdf*> Coms(2);
        Coms(0) = &eG;
        Coms(1) = &eN;
        
        eMix.set_parameters(vec_2(0.5,0.5), Coms);
        vec smp = eMix.sample();
        Smp = eMix.sampleN(N);
        disp(eMix.mean(),zeros(2),Smp);

        cout << "======= MMix_triv ======== " << endl;
        mmix_triv mMix(rv,rv,&eMix);
        
        Smp = mMix.samplecond(mu0,lik,N);
        disp(eMix.mean(),zeros(2),Smp);

        //Exit program:
        return 0;

}