54 | | <a name="l00072"></a>00072 <span class="comment">//</span> |
55 | | <a name="l00073"></a>00073 <span class="keywordtype">int</span> n; |
56 | | <a name="l00074"></a>00074 <span class="comment">// pointers to epdfs</span> |
57 | | <a name="l00075"></a>00075 Array<epdf*> epdfs; |
58 | | <a name="l00076"></a>00076 Array<mpdf*> mpdfs; |
59 | | <a name="l00077"></a>00077 <span class="comment">//</span> |
60 | | <a name="l00079"></a><a class="code" href="classmprod.html#c8f78fbcdb4e38ecd3197d2958082497">00079</a> <span class="comment"></span> Array<ivec> <a class="code" href="classmprod.html#c8f78fbcdb4e38ecd3197d2958082497" title="Indeces of rvs in common rv.">rvinds</a>; |
61 | | <a name="l00081"></a><a class="code" href="classmprod.html#1725c7b497a27ab3c4889b846666b516">00081</a> Array<ivec> <a class="code" href="classmprod.html#1725c7b497a27ab3c4889b846666b516" title="Indeces of rvc in common rv.">rvcinrv</a>; |
62 | | <a name="l00083"></a><a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6">00083</a> Array<ivec> <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a>; |
63 | | <a name="l00084"></a>00084 <span class="comment">// //! Indicate independence of its factors</span> |
64 | | <a name="l00085"></a>00085 <span class="comment">// bool independent;</span> |
65 | | <a name="l00086"></a>00086 <span class="comment">// //! Indicate internal creation of mpdfs which must be destroyed</span> |
66 | | <a name="l00087"></a>00087 <span class="comment">// bool intermpdfs;</span> |
67 | | <a name="l00088"></a>00088 <span class="keyword">public</span>: |
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 ); |
101 | | <a name="l00125"></a>00125 } |
102 | | <a name="l00126"></a>00126 <span class="keywordflow">return</span> smp; |
103 | | <a name="l00127"></a>00127 } |
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 ); |
| 54 | <a name="l00072"></a>00072 <span class="comment">// pointers to epdfs</span> |
| 55 | <a name="l00073"></a>00073 Array<epdf*> epdfs; |
| 56 | <a name="l00075"></a><a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6">00075</a> Array<ivec> <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a>; |
| 57 | <a name="l00076"></a>00076 <span class="keyword">public</span>: |
| 58 | <a name="l00080"></a><a class="code" href="classmprod.html#419b303581a91ad85200bdcb4b3186f4">00080</a> <a class="code" href="classmprod.html#419b303581a91ad85200bdcb4b3186f4" title="Constructor from list of mFacs, Additional parameter overlap is left for future use...">mprod</a> ( Array<mpdf*> mFacs): <a class="code" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes.">compositepdf</a>(mFacs), <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>(getrv(true),<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>()), epdfs(<a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a>), <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a>(<a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a>) |
| 59 | <a name="l00081"></a>00081 { setrvc(<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>,<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>); |
| 60 | <a name="l00082"></a>00082 setrvcinrv(<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>,<a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a>); |
| 61 | <a name="l00083"></a>00083 setindices(<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>); |
| 62 | <a name="l00084"></a>00084 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i<<a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a>;i++){epdfs(i)=&(<a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a>(i)->_epdf());} |
| 63 | <a name="l00085"></a>00085 }; |
| 64 | <a name="l00086"></a>00086 |
| 65 | <a name="l00087"></a>00087 <span class="keywordtype">double</span> evalpdflog ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
| 66 | <a name="l00088"></a>00088 <span class="keywordtype">int</span> i; |
| 67 | <a name="l00089"></a>00089 <span class="keywordtype">double</span> res = 0.0; |
| 68 | <a name="l00090"></a>00090 <span class="keywordflow">for</span> ( i = <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a> - 1;i > 0;i++ ) { |
| 69 | <a name="l00091"></a>00091 <span class="keywordflow">if</span> ( <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ).length() > 0 ) |
| 70 | <a name="l00092"></a>00092 {<a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( i )->condition ( val ( <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ) ) );} |
| 71 | <a name="l00093"></a>00093 <span class="comment">// add logarithms</span> |
| 72 | <a name="l00094"></a>00094 res += epdfs ( i )->evalpdflog ( val ( <a class="code" href="classcompositepdf.html#4d4a8269f9faefeca8cdc251a5a29a7f" title="Indeces of rvs in common rv.">rvsinrv</a> ( i ) ) ); |
| 73 | <a name="l00095"></a>00095 } |
| 74 | <a name="l00096"></a>00096 <span class="keywordflow">return</span> res; |
| 75 | <a name="l00097"></a>00097 } |
| 76 | <a name="l00098"></a><a class="code" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68">00098</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 ) { |
| 77 | <a name="l00099"></a>00099 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>() ); |
| 78 | <a name="l00100"></a>00100 vec condi; |
| 79 | <a name="l00101"></a>00101 vec smpi; |
| 80 | <a name="l00102"></a>00102 ll = 0; |
| 81 | <a name="l00103"></a>00103 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = ( <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a> - 1 );i >= 0;i-- ) { |
| 82 | <a name="l00104"></a>00104 <span class="keywordflow">if</span> ( <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ).length() > 0 ) { |
| 83 | <a name="l00105"></a>00105 condi = zeros ( <a class="code" href="classcompositepdf.html#3df07bb5e3ed36a3119b145043296676" title="Indeces of rvc in common rv.">rvcsinrv</a>.length() + <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a>.length() ); |
| 84 | <a name="l00106"></a>00106 <span class="comment">// copy data in condition</span> |
| 85 | <a name="l00107"></a>00107 set_subvector ( condi,<a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ), cond ); |
| 86 | <a name="l00108"></a>00108 <span class="comment">// copy data in already generated sample</span> |
| 87 | <a name="l00109"></a>00109 set_subvector ( condi,<a class="code" href="classcompositepdf.html#3df07bb5e3ed36a3119b145043296676" title="Indeces of rvc in common rv.">rvcsinrv</a> ( i ), smp ); |
| 88 | <a name="l00110"></a>00110 |
| 89 | <a name="l00111"></a>00111 <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( i )->condition ( condi ); |
| 90 | <a name="l00112"></a>00112 } |
| 91 | <a name="l00113"></a>00113 smpi = epdfs ( i )->sample(); |
| 92 | <a name="l00114"></a>00114 <span class="comment">// copy contribution of this pdf into smp</span> |
| 93 | <a name="l00115"></a>00115 set_subvector ( smp,<a class="code" href="classcompositepdf.html#4d4a8269f9faefeca8cdc251a5a29a7f" title="Indeces of rvs in common rv.">rvsinrv</a> ( i ), smpi ); |
| 94 | <a name="l00116"></a>00116 <span class="comment">// add ith likelihood contribution</span> |
| 95 | <a name="l00117"></a>00117 ll+=epdfs ( i )->evalpdflog ( smpi ); |
| 96 | <a name="l00118"></a>00118 } |
| 97 | <a name="l00119"></a>00119 <span class="keywordflow">return</span> smp; |
| 98 | <a name="l00120"></a>00120 } |
| 99 | <a name="l00121"></a><a class="code" href="classmprod.html#e171c40e210539c2af01d6237785620b">00121</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 ) { |
| 100 | <a name="l00122"></a>00122 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 ); |
| 101 | <a name="l00123"></a>00123 <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 ) ) );} |
| 102 | <a name="l00124"></a>00124 <span class="keywordflow">return</span> Smp; |
| 103 | <a name="l00125"></a>00125 } |
| 104 | <a name="l00126"></a>00126 |
| 105 | <a name="l00127"></a>00127 ~<a class="code" href="classmprod.html" title="Chain rule decomposition of epdf.">mprod</a>() {}; |
| 106 | <a name="l00128"></a>00128 }; |
| 107 | <a name="l00129"></a>00129 |
| 108 | <a name="l00131"></a><a class="code" href="classeprod.html">00131</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> { |
| 109 | <a name="l00132"></a>00132 <span class="keyword">protected</span>: |
| 110 | <a name="l00134"></a><a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357">00134</a> Array<const epdf*> <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>; |
| 111 | <a name="l00136"></a><a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3">00136</a> Array<ivec> <a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a>; |
| 112 | <a name="l00137"></a>00137 <span class="keyword">public</span>: |
| 113 | <a name="l00138"></a>00138 <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() ) { |
| 114 | <a name="l00139"></a>00139 <span class="keywordtype">bool</span> independent=<span class="keyword">true</span>; |
| 115 | <a name="l00140"></a>00140 <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++ ) { |
| 116 | <a name="l00141"></a>00141 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>() ); |
| 117 | <a name="l00142"></a>00142 it_assert_debug ( independent==<span class="keyword">true</span>, <span class="stringliteral">"eprod:: given components are not independent ."</span> ); |
| 118 | <a name="l00143"></a>00143 <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> ); |
| 119 | <a name="l00144"></a>00144 } |
| 120 | <a name="l00145"></a>00145 } |
| 121 | <a name="l00146"></a>00146 |
| 122 | <a name="l00147"></a><a class="code" href="classeprod.html#5752dd999e1f4638f9558b0cc35b64f7">00147</a> vec <a class="code" href="classeprod.html#5752dd999e1f4638f9558b0cc35b64f7" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
| 123 | <a name="l00148"></a>00148 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>() ); |
| 124 | <a name="l00149"></a>00149 <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++ ) { |
| 125 | <a name="l00150"></a>00150 vec pom = <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )->mean(); |
| 126 | <a name="l00151"></a>00151 set_subvector ( tmp,<a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a> ( i ), pom ); |
| 127 | <a name="l00152"></a>00152 } |
| 128 | <a name="l00153"></a>00153 <span class="keywordflow">return</span> tmp; |
| 129 | <a name="l00154"></a>00154 } |
| 130 | <a name="l00155"></a><a class="code" href="classeprod.html#94a5b7c44056cf7f4e688d53ba6295b4">00155</a> vec <a class="code" href="classeprod.html#94a5b7c44056cf7f4e688d53ba6295b4" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{ |
| 131 | <a name="l00156"></a>00156 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>() ); |
| 132 | <a name="l00157"></a>00157 <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++ ) { |
| 133 | <a name="l00158"></a>00158 vec pom = <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )->sample(); |
| 134 | <a name="l00159"></a>00159 set_subvector ( tmp,<a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a> ( i ), pom ); |
| 135 | <a name="l00160"></a>00160 } |
| 136 | <a name="l00161"></a>00161 <span class="keywordflow">return</span> tmp; |
| 137 | <a name="l00162"></a>00162 } |
| 138 | <a name="l00163"></a><a class="code" href="classeprod.html#5adef154e3655a872c284b02635b8b35">00163</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>{ |
| 139 | <a name="l00164"></a>00164 <span class="keywordtype">double</span> tmp=0; |
| 140 | <a name="l00165"></a>00165 <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++ ) { |
| 141 | <a name="l00166"></a>00166 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))); |
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> |
| 145 | <a name="l00171"></a><a class="code" href="classeprod.html#c049331d8b1ec7e4c088cf0cc6d47f3f">00171</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);} |
| 146 | <a name="l00172"></a>00172 }; |
| 147 | <a name="l00173"></a>00173 |
| 148 | <a name="l00174"></a>00174 |
| 149 | <a name="l00178"></a><a class="code" href="classmmix.html">00178</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> { |
| 150 | <a name="l00179"></a>00179 <span class="keyword">protected</span>: |
| 151 | <a name="l00181"></a><a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f">00181</a> Array<mpdf*> <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a>; |
| 152 | <a name="l00183"></a><a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914">00183</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>; |
| 153 | <a name="l00184"></a>00184 <span class="keyword">public</span>: |
| 154 | <a name="l00186"></a><a class="code" href="classmmix.html#6769a962f1f4d0ecc5b903b5f7d26ad3">00186</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>;}; |
| 155 | <a name="l00188"></a><a class="code" href="classmmix.html#e7681490a5c5b2d0a43f4e5842e10a9d">00188</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> ) { |
| 156 | <a name="l00189"></a>00189 Array<epdf*> Eps ( Coms.length() ); |
| 157 | <a name="l00190"></a>00190 |
| 158 | <a name="l00191"></a>00191 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < Coms.length();i++ ) { |
| 159 | <a name="l00192"></a>00192 Eps ( i ) = & ( <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ( i )->_epdf() ); |
| 160 | <a name="l00193"></a>00193 } |
| 161 | <a name="l00194"></a>00194 <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 ); |
| 162 | <a name="l00195"></a>00195 }; |
| 163 | <a name="l00196"></a>00196 |
| 164 | <a name="l00197"></a><a class="code" href="classmmix.html#1a66629ec5c2b6f4740606cf737f0193">00197</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 ) { |
| 165 | <a name="l00198"></a>00198 <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 );} |
| 166 | <a name="l00199"></a>00199 }; |
| 167 | <a name="l00200"></a>00200 }; |
| 168 | <a name="l00201"></a>00201 <span class="preprocessor">#endif //MX_H</span> |