| 67 | | <a name="l00090"></a><a class="code" href="classmprod.html#419b303581a91ad85200bdcb4b3186f4">00090</a> <a class="code" href="classmprod.html#419b303581a91ad85200bdcb4b3186f4" title="Constructor from list of eFacs or list of mFacs.">mprod</a> ( Array<mpdf*> mFacs ) : <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>(), <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>() ), n ( mFacs.length() ), epdfs ( n ), mpdfs ( mFacs ), <a class="code" href="classmprod.html#c8f78fbcdb4e38ecd3197d2958082497" title="Indeces of rvs in common rv.">rvinds</a> ( n ), <a class="code" href="classmprod.html#1725c7b497a27ab3c4889b846666b516" title="Indeces of rvc in common rv.">rvcinrv</a> ( n ), <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( n ) { |
| 68 | | <a name="l00091"></a>00091 <span class="keywordtype">int</span> i; |
| 69 | | <a name="l00092"></a>00092 <span class="comment">// Create rv</span> |
| 70 | | <a name="l00093"></a>00093 <span class="keywordflow">for</span> ( i = 0;i < n;i++ ) { |
| 71 | | <a name="l00094"></a>00094 <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#935790526b630dec4ffefa9ec0c2b6fb" title="Add (concat) another variable to the current one,.">add</a> ( mpdfs ( i )-><a class="code" href="classmpdf.html#1e71ad4c66d5884c82d4a3b06b42fe32" title="access function">_rv</a>() ); <span class="comment">//add rv to common rvs.</span> |
| 72 | | <a name="l00095"></a>00095 epdfs ( i ) = & ( mpdfs ( i )->_epdf() ); <span class="comment">// add pointer to epdf</span> |
| 73 | | <a name="l00096"></a>00096 }; |
| 74 | | <a name="l00097"></a>00097 <span class="comment">// Create rvc</span> |
| 75 | | <a name="l00098"></a>00098 <span class="keywordflow">for</span> ( i = 0;i < n;i++ ) { |
| 76 | | <a name="l00099"></a>00099 <a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>.<a class="code" href="classRV.html#935790526b630dec4ffefa9ec0c2b6fb" title="Add (concat) another variable to the current one,.">add</a> ( mpdfs ( i )-><a class="code" href="classmpdf.html#1e71ad4c66d5884c82d4a3b06b42fe32" title="access function">_rv</a>().subt ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a> ) ); <span class="comment">//add rv to common rvs.</span> |
| 77 | | <a name="l00100"></a>00100 }; |
| 78 | | <a name="l00101"></a>00101 |
| 79 | | <a name="l00102"></a>00102 <a class="code" href="classmprod.html#5f6431dc5f5ce8a817e0b2049f2a9eda" title="Indicate independence of its factors.">independent</a> = <span class="keyword">true</span>; |
| 80 | | <a name="l00103"></a>00103 <span class="comment">//test rvc of mpdfs and fill rvinds</span> |
| 81 | | <a name="l00104"></a>00104 <span class="keywordflow">for</span> ( i = 0;i < n;i++ ) { |
| 82 | | <a name="l00105"></a>00105 <span class="comment">// find ith rv in common rv</span> |
| 83 | | <a name="l00106"></a>00106 <a class="code" href="classmprod.html#c8f78fbcdb4e38ecd3197d2958082497" title="Indeces of rvs in common rv.">rvinds</a> ( i ) = mpdfs ( i )->_rv().dataind ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a> ); |
| 84 | | <a name="l00107"></a>00107 <span class="comment">// find ith rvc in common rv</span> |
| 85 | | <a name="l00108"></a>00108 <a class="code" href="classmprod.html#1725c7b497a27ab3c4889b846666b516" title="Indeces of rvc in common rv.">rvcinrv</a> ( i ) = mpdfs ( i )->_rvc().dataind ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a> ); |
| 86 | | <a name="l00109"></a>00109 <span class="comment">// find ith rvc in common rv</span> |
| 87 | | <a name="l00110"></a>00110 <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ) = mpdfs ( i )->_rvc().dataind ( <a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ); |
| 88 | | <a name="l00111"></a>00111 <span class="comment">//</span> |
| 89 | | <a name="l00112"></a>00112 <span class="keywordflow">if</span> ( <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ).length() >0 ) {<a class="code" href="classmprod.html#5f6431dc5f5ce8a817e0b2049f2a9eda" title="Indicate independence of its factors.">independent</a> = <span class="keyword">false</span>;} |
| 90 | | <a name="l00113"></a>00113 <span class="keywordflow">if</span> ( <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ).length() >0 ) {<a class="code" href="classmprod.html#5f6431dc5f5ce8a817e0b2049f2a9eda" title="Indicate independence of its factors.">independent</a> = <span class="keyword">false</span>;} |
| 91 | | <a name="l00114"></a>00114 } |
| 92 | | <a name="l00115"></a>00115 }; |
| 93 | | <a name="l00116"></a>00116 |
| 94 | | <a name="l00117"></a>00117 <span class="keywordtype">double</span> evalpdflog ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
| 95 | | <a name="l00118"></a>00118 <span class="keywordtype">int</span> i; |
| 96 | | <a name="l00119"></a>00119 <span class="keywordtype">double</span> res = 0.0; |
| 97 | | <a name="l00120"></a>00120 <span class="keywordflow">for</span> ( i = n - 1;i > 0;i++ ) { |
| 98 | | <a name="l00121"></a>00121 <span class="keywordflow">if</span> ( <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ).length() > 0 ) |
| 99 | | <a name="l00122"></a>00122 {mpdfs ( i )->condition ( val ( <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ) ) );} |
| 100 | | <a name="l00123"></a>00123 <span class="comment">// add logarithms</span> |
| 101 | | <a name="l00124"></a>00124 res += epdfs ( i )->evalpdflog ( val ( <a class="code" href="classmprod.html#c8f78fbcdb4e38ecd3197d2958082497" title="Indeces of rvs in common rv.">rvinds</a> ( i ) ) ); |
| | 68 | <a name="l00092"></a>00092 <a class="code" href="classmprod.html#37f028561c45ce5fd3a1351a911e31dc" title="Constructor from list of mFacs, Additional parameter overlap is left for future use...">mprod</a> ( Array<mpdf*> mFacs, <span class="keywordtype">bool</span> overlap=<span class="keyword">false</span> ); |
| | 69 | <a name="l00093"></a>00093 |
| | 70 | <a name="l00094"></a>00094 <span class="keywordtype">double</span> evalpdflog ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
| | 71 | <a name="l00095"></a>00095 <span class="keywordtype">int</span> i; |
| | 72 | <a name="l00096"></a>00096 <span class="keywordtype">double</span> res = 0.0; |
| | 73 | <a name="l00097"></a>00097 <span class="keywordflow">for</span> ( i = n - 1;i > 0;i++ ) { |
| | 74 | <a name="l00098"></a>00098 <span class="keywordflow">if</span> ( <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ).length() > 0 ) |
| | 75 | <a name="l00099"></a>00099 {mpdfs ( i )->condition ( val ( <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ) ) );} |
| | 76 | <a name="l00100"></a>00100 <span class="comment">// add logarithms</span> |
| | 77 | <a name="l00101"></a>00101 res += epdfs ( i )->evalpdflog ( val ( <a class="code" href="classmprod.html#c8f78fbcdb4e38ecd3197d2958082497" title="Indeces of rvs in common rv.">rvinds</a> ( i ) ) ); |
| | 78 | <a name="l00102"></a>00102 } |
| | 79 | <a name="l00103"></a>00103 <span class="keywordflow">return</span> res; |
| | 80 | <a name="l00104"></a>00104 } |
| | 81 | <a name="l00105"></a><a class="code" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68">00105</a> vec <a class="code" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68" title="Returns the required moment of the epdf.">samplecond</a> ( <span class="keyword">const</span> vec &cond, <span class="keywordtype">double</span> &ll ) { |
| | 82 | <a name="l00106"></a>00106 vec smp=zeros ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() ); |
| | 83 | <a name="l00107"></a>00107 vec condi; |
| | 84 | <a name="l00108"></a>00108 vec smpi; |
| | 85 | <a name="l00109"></a>00109 ll = 0; |
| | 86 | <a name="l00110"></a>00110 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = ( n - 1 );i >= 0;i-- ) { |
| | 87 | <a name="l00111"></a>00111 <span class="keywordflow">if</span> ( <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ).length() > 0 ) { |
| | 88 | <a name="l00112"></a>00112 condi = zeros ( <a class="code" href="classmprod.html#1725c7b497a27ab3c4889b846666b516" title="Indeces of rvc in common rv.">rvcinrv</a>.length() + <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a>.length() ); |
| | 89 | <a name="l00113"></a>00113 <span class="comment">// copy data in condition</span> |
| | 90 | <a name="l00114"></a>00114 set_subvector ( condi,<a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ), cond ); |
| | 91 | <a name="l00115"></a>00115 <span class="comment">// copy data in already generated sample</span> |
| | 92 | <a name="l00116"></a>00116 set_subvector ( condi,<a class="code" href="classmprod.html#1725c7b497a27ab3c4889b846666b516" title="Indeces of rvc in common rv.">rvcinrv</a> ( i ), smp ); |
| | 93 | <a name="l00117"></a>00117 |
| | 94 | <a name="l00118"></a>00118 mpdfs ( i )->condition ( condi ); |
| | 95 | <a name="l00119"></a>00119 } |
| | 96 | <a name="l00120"></a>00120 smpi = epdfs ( i )->sample(); |
| | 97 | <a name="l00121"></a>00121 <span class="comment">// copy contribution of this pdf into smp</span> |
| | 98 | <a name="l00122"></a>00122 set_subvector ( smp,<a class="code" href="classmprod.html#c8f78fbcdb4e38ecd3197d2958082497" title="Indeces of rvs in common rv.">rvinds</a> ( i ), smpi ); |
| | 99 | <a name="l00123"></a>00123 <span class="comment">// add ith likelihood contribution</span> |
| | 100 | <a name="l00124"></a>00124 ll+=epdfs ( i )->evalpdflog ( smpi ); |
| 105 | | <a name="l00128"></a>00128 vec samplecond ( <span class="keyword">const</span> vec &cond, vec &ll )<span class="keyword"> const </span>{ |
| 106 | | <a name="l00129"></a>00129 vec smp=zeros ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() ); |
| 107 | | <a name="l00130"></a>00130 vec condi; |
| 108 | | <a name="l00131"></a>00131 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = ( n - 1 );i >= 0;i-- ) { |
| 109 | | <a name="l00132"></a>00132 <span class="keywordflow">if</span> ( <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ).length() > 0 ) { |
| 110 | | <a name="l00133"></a>00133 condi = zeros ( <a class="code" href="classmprod.html#1725c7b497a27ab3c4889b846666b516" title="Indeces of rvc in common rv.">rvcinrv</a>.length() + <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a>.length() ); |
| 111 | | <a name="l00134"></a>00134 <span class="comment">// copy data in condition</span> |
| 112 | | <a name="l00135"></a>00135 set_subvector ( condi,<a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ), cond ); |
| 113 | | <a name="l00136"></a>00136 <span class="comment">// copy data in already generated sample</span> |
| 114 | | <a name="l00137"></a>00137 set_subvector ( condi,<a class="code" href="classmprod.html#1725c7b497a27ab3c4889b846666b516" title="Indeces of rvc in common rv.">rvcinrv</a> ( i ), smp ); |
| 115 | | <a name="l00138"></a>00138 |
| 116 | | <a name="l00139"></a>00139 mpdfs ( i )->condition ( condi ); |
| 117 | | <a name="l00140"></a>00140 } |
| 118 | | <a name="l00141"></a>00141 <span class="comment">// copy contribution of this pdf into smp</span> |
| 119 | | <a name="l00142"></a>00142 set_subvector ( smp,<a class="code" href="classmprod.html#c8f78fbcdb4e38ecd3197d2958082497" title="Indeces of rvs in common rv.">rvinds</a> ( i ), epdfs ( i )->sample() ); |
| 120 | | <a name="l00143"></a>00143 } |
| 121 | | <a name="l00144"></a>00144 <span class="keywordflow">return</span> smp; |
| 122 | | <a name="l00145"></a>00145 } |
| 123 | | <a name="l00146"></a>00146 <span class="comment">// vec mean() const {</span> |
| 124 | | <a name="l00147"></a>00147 <span class="comment">// vec tmp ( rv.count() );</span> |
| 125 | | <a name="l00148"></a>00148 <span class="comment">// if ( independent ) {</span> |
| 126 | | <a name="l00149"></a>00149 <span class="comment">// for ( int i=0;i<n;i++ ) {</span> |
| 127 | | <a name="l00150"></a>00150 <span class="comment">// vec pom = epdfs ( i )->mean();</span> |
| 128 | | <a name="l00151"></a>00151 <span class="comment">// set_subvector ( tmp,rvinds ( i ), pom );</span> |
| 129 | | <a name="l00152"></a>00152 <span class="comment">// }</span> |
| 130 | | <a name="l00153"></a>00153 <span class="comment">// }</span> |
| 131 | | <a name="l00154"></a>00154 <span class="comment">// else {</span> |
| 132 | | <a name="l00155"></a>00155 <span class="comment">// int N=50*rv.count();</span> |
| 133 | | <a name="l00156"></a>00156 <span class="comment">// it_warning ( "eprod.mean() computed by sampling" );</span> |
| 134 | | <a name="l00157"></a>00157 <span class="comment">// tmp = zeros ( rv.count() );</span> |
| 135 | | <a name="l00158"></a>00158 <span class="comment">// for ( int i=0;i<N;i++ ) { tmp += sample();}</span> |
| 136 | | <a name="l00159"></a>00159 <span class="comment">// tmp /=N;</span> |
| 137 | | <a name="l00160"></a>00160 <span class="comment">// }</span> |
| 138 | | <a name="l00161"></a>00161 <span class="comment">// return tmp;</span> |
| 139 | | <a name="l00162"></a>00162 <span class="comment">// }</span> |
| 140 | | <a name="l00163"></a>00163 |
| 141 | | <a name="l00164"></a>00164 ~<a class="code" href="classmprod.html" title="Chain rule decomposition of epdf.">mprod</a>() {}; |
| 142 | | <a name="l00165"></a>00165 }; |
| 143 | | <a name="l00166"></a>00166 |
| 144 | | <a name="l00170"></a><a class="code" href="classmmix.html">00170</a> <span class="keyword">class </span><a class="code" href="classmmix.html" title="Mixture of mpdfs with constant weights, all mpdfs are of equal type.">mmix</a> : <span class="keyword">public</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { |
| 145 | | <a name="l00171"></a>00171 <span class="keyword">protected</span>: |
| 146 | | <a name="l00173"></a><a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f">00173</a> Array<mpdf*> <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a>; |
| 147 | | <a name="l00175"></a><a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914">00175</a> <a class="code" href="classemix.html" title="Mixture of epdfs.">emix</a> <a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a>; |
| 148 | | <a name="l00176"></a>00176 <span class="keyword">public</span>: |
| 149 | | <a name="l00178"></a><a class="code" href="classmmix.html#6769a962f1f4d0ecc5b903b5f7d26ad3">00178</a> <a class="code" href="classmmix.html#6769a962f1f4d0ecc5b903b5f7d26ad3" title="Default constructor.">mmix</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ) : <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( rv, rvc ), <a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a> ( rv ) {<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a> = &<a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a>;}; |
| 150 | | <a name="l00180"></a><a class="code" href="classmmix.html#e7681490a5c5b2d0a43f4e5842e10a9d">00180</a> <span class="keywordtype">void</span> <a class="code" href="classmmix.html#e7681490a5c5b2d0a43f4e5842e10a9d" title="Set weights w and components R.">set_parameters</a> ( <span class="keyword">const</span> vec &w, <span class="keyword">const</span> Array<mpdf*> &<a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ) { |
| 151 | | <a name="l00181"></a>00181 Array<epdf*> Eps ( Coms.length() ); |
| 152 | | <a name="l00182"></a>00182 |
| 153 | | <a name="l00183"></a>00183 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < Coms.length();i++ ) { |
| 154 | | <a name="l00184"></a>00184 Eps ( i ) = & ( <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ( i )->_epdf() ); |
| 155 | | <a name="l00185"></a>00185 } |
| 156 | | <a name="l00186"></a>00186 <a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a>.<a class="code" href="classemix.html#6ce82b24d7fe540ddbf44b472a005555" title="Set weights w and components R.">set_parameters</a> ( w, Eps ); |
| 157 | | <a name="l00187"></a>00187 }; |
| 158 | | <a name="l00188"></a>00188 |
| 159 | | <a name="l00189"></a><a class="code" href="classmmix.html#1a66629ec5c2b6f4740606cf737f0193">00189</a> <span class="keywordtype">void</span> <a class="code" href="classmmix.html#1a66629ec5c2b6f4740606cf737f0193" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &cond ) { |
| 160 | | <a name="l00190"></a>00190 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a>.length();i++ ) {<a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ( i )->condition ( cond );} |
| 161 | | <a name="l00191"></a>00191 }; |
| 162 | | <a name="l00192"></a>00192 }; |
| 163 | | <a name="l00193"></a>00193 <span class="preprocessor">#endif //MX_H</span> |
| | 104 | <a name="l00128"></a><a class="code" href="classmprod.html#e171c40e210539c2af01d6237785620b">00128</a> mat <a class="code" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68" title="Returns the required moment of the epdf.">samplecond</a> ( <span class="keyword">const</span> vec &cond, vec &ll, <span class="keywordtype">int</span> N ) { |
| | 105 | <a name="l00129"></a>00129 mat Smp ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>(),N ); |
| | 106 | <a name="l00130"></a>00130 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<N;i++ ) {Smp.set_col ( i,<a class="code" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68" title="Returns the required moment of the epdf.">samplecond</a> ( cond,ll ( i ) ) );} |
| | 107 | <a name="l00131"></a>00131 <span class="keywordflow">return</span> Smp; |
| | 108 | <a name="l00132"></a>00132 } |
| | 109 | <a name="l00133"></a>00133 |
| | 110 | <a name="l00134"></a>00134 ~<a class="code" href="classmprod.html" title="Chain rule decomposition of epdf.">mprod</a>() {}; |
| | 111 | <a name="l00135"></a>00135 }; |
| | 112 | <a name="l00136"></a>00136 |
| | 113 | <a name="l00138"></a><a class="code" href="classeprod.html">00138</a> <span class="keyword">class </span><a class="code" href="classeprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a>: <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { |
| | 114 | <a name="l00139"></a>00139 <span class="keyword">protected</span>: |
| | 115 | <a name="l00141"></a><a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357">00141</a> Array<const epdf*> <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>; |
| | 116 | <a name="l00143"></a><a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3">00143</a> Array<ivec> <a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a>; |
| | 117 | <a name="l00144"></a>00144 <span class="keyword">public</span>: |
| | 118 | <a name="l00145"></a>00145 <a class="code" href="classeprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a> ( <span class="keyword">const</span> Array<const epdf*> epdfs0 ) : <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>() ),<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( epdfs0 ),<a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a> ( <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length() ) { |
| | 119 | <a name="l00146"></a>00146 <span class="keywordtype">bool</span> independent=<span class="keyword">true</span>; |
| | 120 | <a name="l00147"></a>00147 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
| | 121 | <a name="l00148"></a>00148 independent=<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>.<a class="code" href="classRV.html#935790526b630dec4ffefa9ec0c2b6fb" title="Add (concat) another variable to the current one,.">add</a> ( <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )-><a class="code" href="classepdf.html#ca0d32aabb4cbba347e0c37fe8607562" title="access function, possibly dangerous!">_rv</a>() ); |
| | 122 | <a name="l00149"></a>00149 it_assert_debug ( independent==<span class="keyword">true</span>, <span class="stringliteral">"eprod:: given components are not independent ."</span> ); |
| | 123 | <a name="l00150"></a>00150 <a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a> ( i ) = ( <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )->_rv() ).dataind ( <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ); |
| | 124 | <a name="l00151"></a>00151 } |
| | 125 | <a name="l00152"></a>00152 } |
| | 126 | <a name="l00153"></a>00153 |
| | 127 | <a name="l00154"></a><a class="code" href="classeprod.html#5752dd999e1f4638f9558b0cc35b64f7">00154</a> vec <a class="code" href="classeprod.html#5752dd999e1f4638f9558b0cc35b64f7" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
| | 128 | <a name="l00155"></a>00155 vec tmp ( <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() ); |
| | 129 | <a name="l00156"></a>00156 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
| | 130 | <a name="l00157"></a>00157 vec pom = <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )->mean(); |
| | 131 | <a name="l00158"></a>00158 set_subvector ( tmp,<a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a> ( i ), pom ); |
| | 132 | <a name="l00159"></a>00159 } |
| | 133 | <a name="l00160"></a>00160 <span class="keywordflow">return</span> tmp; |
| | 134 | <a name="l00161"></a>00161 } |
| | 135 | <a name="l00162"></a><a class="code" href="classeprod.html#94a5b7c44056cf7f4e688d53ba6295b4">00162</a> vec <a class="code" href="classeprod.html#94a5b7c44056cf7f4e688d53ba6295b4" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{ |
| | 136 | <a name="l00163"></a>00163 vec tmp ( <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() ); |
| | 137 | <a name="l00164"></a>00164 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
| | 138 | <a name="l00165"></a>00165 vec pom = <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )->sample(); |
| | 139 | <a name="l00166"></a>00166 set_subvector ( tmp,<a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a> ( i ), pom ); |
| | 140 | <a name="l00167"></a>00167 } |
| | 141 | <a name="l00168"></a>00168 <span class="keywordflow">return</span> tmp; |
| | 142 | <a name="l00169"></a>00169 } |
| | 143 | <a name="l00170"></a><a class="code" href="classeprod.html#5adef154e3655a872c284b02635b8b35">00170</a> <span class="keywordtype">double</span> <a class="code" href="classeprod.html#5adef154e3655a872c284b02635b8b35" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
| | 144 | <a name="l00171"></a>00171 <span class="keywordtype">double</span> tmp=0; |
| | 145 | <a name="l00172"></a>00172 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
| | 146 | <a name="l00173"></a>00173 tmp+=<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>(i)->evalpdflog(val(<a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a>(i))); |
| | 147 | <a name="l00174"></a>00174 } |
| | 148 | <a name="l00175"></a>00175 <span class="keywordflow">return</span> tmp; |
| | 149 | <a name="l00176"></a>00176 } |
| | 150 | <a name="l00178"></a><a class="code" href="classeprod.html#c049331d8b1ec7e4c088cf0cc6d47f3f">00178</a> <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classeprod.html#c049331d8b1ec7e4c088cf0cc6d47f3f" title="access function">operator () </a>(<span class="keywordtype">int</span> i)<span class="keyword"> const </span>{it_assert_debug(i<<a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>.length(),<span class="stringliteral">"wrong index"</span>);<span class="keywordflow">return</span> <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>(i);} |
| | 151 | <a name="l00179"></a>00179 }; |
| | 152 | <a name="l00180"></a>00180 |
| | 153 | <a name="l00181"></a>00181 |
| | 154 | <a name="l00185"></a><a class="code" href="classmmix.html">00185</a> <span class="keyword">class </span><a class="code" href="classmmix.html" title="Mixture of mpdfs with constant weights, all mpdfs are of equal type.">mmix</a> : <span class="keyword">public</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { |
| | 155 | <a name="l00186"></a>00186 <span class="keyword">protected</span>: |
| | 156 | <a name="l00188"></a><a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f">00188</a> Array<mpdf*> <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a>; |
| | 157 | <a name="l00190"></a><a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914">00190</a> <a class="code" href="classemix.html" title="Mixture of epdfs.">emix</a> <a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a>; |
| | 158 | <a name="l00191"></a>00191 <span class="keyword">public</span>: |
| | 159 | <a name="l00193"></a><a class="code" href="classmmix.html#6769a962f1f4d0ecc5b903b5f7d26ad3">00193</a> <a class="code" href="classmmix.html#6769a962f1f4d0ecc5b903b5f7d26ad3" title="Default constructor.">mmix</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ) : <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( rv, rvc ), <a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a> ( rv ) {<a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a> = &<a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a>;}; |
| | 160 | <a name="l00195"></a><a class="code" href="classmmix.html#e7681490a5c5b2d0a43f4e5842e10a9d">00195</a> <span class="keywordtype">void</span> <a class="code" href="classmmix.html#e7681490a5c5b2d0a43f4e5842e10a9d" title="Set weights w and components R.">set_parameters</a> ( <span class="keyword">const</span> vec &w, <span class="keyword">const</span> Array<mpdf*> &<a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ) { |
| | 161 | <a name="l00196"></a>00196 Array<epdf*> Eps ( Coms.length() ); |
| | 162 | <a name="l00197"></a>00197 |
| | 163 | <a name="l00198"></a>00198 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < Coms.length();i++ ) { |
| | 164 | <a name="l00199"></a>00199 Eps ( i ) = & ( <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ( i )->_epdf() ); |
| | 165 | <a name="l00200"></a>00200 } |
| | 166 | <a name="l00201"></a>00201 <a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a>.<a class="code" href="classemix.html#6ce82b24d7fe540ddbf44b472a005555" title="Set weights w and components R.">set_parameters</a> ( w, Eps ); |
| | 167 | <a name="l00202"></a>00202 }; |
| | 168 | <a name="l00203"></a>00203 |
| | 169 | <a name="l00204"></a><a class="code" href="classmmix.html#1a66629ec5c2b6f4740606cf737f0193">00204</a> <span class="keywordtype">void</span> <a class="code" href="classmmix.html#1a66629ec5c2b6f4740606cf737f0193" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &cond ) { |
| | 170 | <a name="l00205"></a>00205 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a>.length();i++ ) {<a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ( i )->condition ( cond );} |
| | 171 | <a name="l00206"></a>00206 }; |
| | 172 | <a name="l00207"></a>00207 }; |
| | 173 | <a name="l00208"></a>00208 <span class="preprocessor">#endif //MX_H</span> |
