Changeset 180 for doc/latex/classmerger.tex

Timestamp:

10/15/08 19:08:06 (16 years ago)

Author:

smidl

Message:

Modifications of BDM to reflect changes in basics

Files:

• doc/latex/classmerger.tex (modified) (3 diffs)

doc/latex/classmerger.tex

@@ -12 +12 @@
 \begin{center}
 \leavevmode
-\includegraphics[width=47pt]{classmerger__inherit__graph}
+\includegraphics[width=89pt]{classmerger__inherit__graph}
 \end{center}
 \end{figure}
@@ -25 +25 @@
 \begin{CompactItemize}
 \item 
-\hypertarget{classmerger_1a6a721294321c2e412ca0084c636b69}{
-\hyperlink{classmerger_1a6a721294321c2e412ca0084c636b69}{merger} (const Array$<$ \hyperlink{classmpdf}{mpdf} $\ast$ $>$ \&in\_\-sources)}
-\label{classmerger_1a6a721294321c2e412ca0084c636b69}
+\hypertarget{classmerger_3f9a955329eab65026e8322e9027d469}{
+\hyperlink{classmerger_3f9a955329eab65026e8322e9027d469}{merger} (const Array$<$ \hyperlink{classmpdf}{mpdf} $\ast$ $>$ \&S)}
+\label{classmerger_3f9a955329eab65026e8322e9027d469}
 
 \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
-virtual \hyperlink{classmerger_51e425ee1dd46d73353526e6a1c24ca3}{$\sim$merger} ()
+\hypertarget{classmerger_79420e251308df4502c834171d518ad9}{
+void \hyperlink{classmerger_79420e251308df4502c834171d518ad9}{set\_\-parameters} (double beta0, int Ns0, int Nc0)}
+\label{classmerger_79420e251308df4502c834171d518ad9}
+
+\begin{CompactList}\small\item\em Set internal parameters used in approximation. \item\end{CompactList}\item 
+\hypertarget{classmerger_02d2a445e44a87f37ee3a2b9b40cffd1}{
+void \hyperlink{classmerger_02d2a445e44a87f37ee3a2b9b40cffd1}{init} ()}
+\label{classmerger_02d2a445e44a87f37ee3a2b9b40cffd1}
+
+\begin{CompactList}\small\item\em Initialize the proposal density. This function must be called before \hyperlink{classmerger_bc23accc77ec766bce7202934e2c180c}{merge()}! \item\end{CompactList}\item 
+\hypertarget{classmerger_e56ad4a2bc9be2ddfc051626adf27715}{
+void \hyperlink{classmerger_e56ad4a2bc9be2ddfc051626adf27715}{merge} (const \hyperlink{classepdf}{epdf} $\ast$g0)}
+\label{classmerger_e56ad4a2bc9be2ddfc051626adf27715}
+
+\begin{CompactList}\small\item\em Create a mixture density using known proposal. \item\end{CompactList}\item 
+\hypertarget{classmerger_bc23accc77ec766bce7202934e2c180c}{
+void \hyperlink{classmerger_bc23accc77ec766bce7202934e2c180c}{merge} ()}
+\label{classmerger_bc23accc77ec766bce7202934e2c180c}
+
+\begin{CompactList}\small\item\em Create a mixture density, make sure to call \hyperlink{classmerger_02d2a445e44a87f37ee3a2b9b40cffd1}{init()} before the first call. \item\end{CompactList}\item 
+\hypertarget{classmerger_217c65f335c603033fa09a2ecc64bc05}{
+vec \hyperlink{classmerger_217c65f335c603033fa09a2ecc64bc05}{lognorm\_\-merge} (mat \&lW)}
+\label{classmerger_217c65f335c603033fa09a2ecc64bc05}
+
+\begin{CompactList}\small\item\em Merge log-likelihood values. \item\end{CompactList}\item 
+vec \hyperlink{classmerger_379198c3d2063bfa63f5d1245a2511ba}{sample} () const 
+\item 
+\hypertarget{classmerger_8c37688902b1a1e9fa32edc5709e5a00}{
+double \hyperlink{classmerger_8c37688902b1a1e9fa32edc5709e5a00}{evalpdflog} (const vec \&dt) const }
+\label{classmerger_8c37688902b1a1e9fa32edc5709e5a00}
+
+\begin{CompactList}\small\item\em Compute log-probability of argument {\tt val}. \item\end{CompactList}\item 
+\hypertarget{classmerger_3a46999cd77047d5d4ac6c1cb735a83e}{
+vec \hyperlink{classmerger_3a46999cd77047d5d4ac6c1cb735a83e}{mean} () const }
+\label{classmerger_3a46999cd77047d5d4ac6c1cb735a83e}
+
+\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item 
+\hypertarget{classmerger_51e425ee1dd46d73353526e6a1c24ca3}{
+virtual \hyperlink{classmerger_51e425ee1dd46d73353526e6a1c24ca3}{$\sim$merger} ()}
+\label{classmerger_51e425ee1dd46d73353526e6a1c24ca3}
+
 \begin{CompactList}\small\item\em for future use \item\end{CompactList}\item 
-\hypertarget{classmprod_c15df5d0c7bb9dc82dd78f037b2550a8}{
-double \textbf{evalpdflog} (const vec \&val) const }
-\label{classmprod_c15df5d0c7bb9dc82dd78f037b2550a8}
+\hypertarget{classcompositepdf_635d219fb3e32852400d6f98aa4bdc93}{
+\hyperlink{classRV}{RV} \textbf{getrv} (bool checkoverlap=false)}
+\label{classcompositepdf_635d219fb3e32852400d6f98aa4bdc93}
 
 \item 
-vec \hyperlink{classmprod_a48887eb8738a9e5550bfc38eb8e9d68}{samplecond} (const vec \&cond, double \&ll)
-\begin{CompactList}\small\item\em Returns the required moment of the \hyperlink{classepdf}{epdf}. \item\end{CompactList}\item 
-mat \hyperlink{classmprod_e171c40e210539c2af01d6237785620b}{samplecond} (const vec \&cond, vec \&ll, int N)
-\begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item 
-\hypertarget{classmpdf_0f95a0cc6ab40611f46804682446ed83}{
-virtual void \hyperlink{classmpdf_0f95a0cc6ab40611f46804682446ed83}{condition} (const vec \&cond)}
-\label{classmpdf_0f95a0cc6ab40611f46804682446ed83}
+\hypertarget{classcompositepdf_5a4479785c1fdb2cc351fbea07b899ac}{
+void \textbf{setrvc} (const \hyperlink{classRV}{RV} \&\hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv}, \hyperlink{classRV}{RV} \&rvc)}
+\label{classcompositepdf_5a4479785c1fdb2cc351fbea07b899ac}
 
-\begin{CompactList}\small\item\em Update {\tt ep} so that it represents this \hyperlink{classmpdf}{mpdf} conditioned on {\tt rvc} = cond. \item\end{CompactList}\item 
-\hypertarget{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}{
-virtual double \hyperlink{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}{evalcond} (const vec \&dt, const vec \&cond)}
-\label{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}
+\item 
+\hypertarget{classcompositepdf_08958c8f76d65de94ecc37b8d90bc77a}{
+void \textbf{setindices} (const \hyperlink{classRV}{RV} \&\hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv})}
+\label{classcompositepdf_08958c8f76d65de94ecc37b8d90bc77a}
 
-\begin{CompactList}\small\item\em Shortcut for conditioning and evaluation of the internal \hyperlink{classepdf}{epdf}. In some cases, this operation can be implemented efficiently. \item\end{CompactList}\item 
-\hypertarget{classmpdf_ec9c850305984582548e8deb64f0ffe8}{
-\hyperlink{classRV}{RV} \hyperlink{classmpdf_ec9c850305984582548e8deb64f0ffe8}{\_\-rvc} ()}
-\label{classmpdf_ec9c850305984582548e8deb64f0ffe8}
+\item 
+\hypertarget{classcompositepdf_3bd4ada95f381ea6c4cff2dc86e957c4}{
+void \textbf{setrvcinrv} (const \hyperlink{classRV}{RV} \&rvc, Array$<$ ivec $>$ \&rvcind)}
+\label{classcompositepdf_3bd4ada95f381ea6c4cff2dc86e957c4}
 
-\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
-\hypertarget{classmpdf_1e71ad4c66d5884c82d4a3b06b42fe32}{
-\hyperlink{classRV}{RV} \hyperlink{classmpdf_1e71ad4c66d5884c82d4a3b06b42fe32}{\_\-rv} ()}
-\label{classmpdf_1e71ad4c66d5884c82d4a3b06b42fe32}
+\item 
+\hypertarget{classepdf_54d7dd53a641b618771cd9bee135181f}{
+virtual mat \hyperlink{classepdf_54d7dd53a641b618771cd9bee135181f}{sampleN} (int N) const }
+\label{classepdf_54d7dd53a641b618771cd9bee135181f}
 
-\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
-\hypertarget{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{
-\hyperlink{classepdf}{epdf} \& \hyperlink{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{\_\-epdf} ()}
-\label{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}
+\begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item 
+\hypertarget{classepdf_3ea597362e11a0040fe7c990269d072c}{
+virtual double \hyperlink{classepdf_3ea597362e11a0040fe7c990269d072c}{eval} (const vec \&val) const }
+\label{classepdf_3ea597362e11a0040fe7c990269d072c}
 
-\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
+\begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\item 
+\hypertarget{classepdf_cebbdd7a85e6328f7358fc0ba8eee06c}{
+virtual vec \hyperlink{classepdf_cebbdd7a85e6328f7358fc0ba8eee06c}{evalpdflog\_\-m} (const mat \&Val) const }
+\label{classepdf_cebbdd7a85e6328f7358fc0ba8eee06c}
+
+\begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item 
+\hypertarget{classepdf_ca0d32aabb4cbba347e0c37fe8607562}{
+const \hyperlink{classRV}{RV} \& \hyperlink{classepdf_ca0d32aabb4cbba347e0c37fe8607562}{\_\-rv} () const }
+\label{classepdf_ca0d32aabb4cbba347e0c37fe8607562}
+
+\begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item 
+\hypertarget{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}{
+void \hyperlink{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}{\_\-renewrv} (const \hyperlink{classRV}{RV} \&in\_\-rv)}
+\label{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}
+
+\begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize}
 \subsection*{Protected Attributes}
 \begin{CompactItemize}
 \item 
-\hypertarget{classmerger_1712341746811f2844de5499817abb46}{
-\hyperlink{classenorm}{enorm}$<$ \hyperlink{classfsqmat}{fsqmat} $>$ \hyperlink{classmerger_1712341746811f2844de5499817abb46}{condpdf}}
-\label{classmerger_1712341746811f2844de5499817abb46}
+\hypertarget{classmerger_021d1522cea70db8545d708afd32ec2f}{
+\hyperlink{classMixEF}{MixEF} \hyperlink{classmerger_021d1522cea70db8545d708afd32ec2f}{Mix}}
+\label{classmerger_021d1522cea70db8545d708afd32ec2f}
 
-\begin{CompactList}\small\item\em Additional pdf on the part in condition (if undefined);. \item\end{CompactList}\item 
-\hypertarget{classmerger_11eb177ef6409926b2ba3b4630bceab1}{
-Array$<$ ivec $>$ \hyperlink{classmerger_11eb177ef6409926b2ba3b4630bceab1}{overlaps}}
-\label{classmerger_11eb177ef6409926b2ba3b4630bceab1}
+\begin{CompactList}\small\item\em Internal mixture of EF models. \item\end{CompactList}\item 
+\hypertarget{classmerger_ce84de1824875b4262eefb640e8c6d69}{
+int \hyperlink{classmerger_ce84de1824875b4262eefb640e8c6d69}{Ns}}
+\label{classmerger_ce84de1824875b4262eefb640e8c6d69}
 
-\begin{CompactList}\small\item\em Find potential overlaps in rv. \item\end{CompactList}\item 
-\hypertarget{classmprod_7dcf1dde4a220f8c7b97ed987bff6c1f}{
-int \textbf{n}}
-\label{classmprod_7dcf1dde4a220f8c7b97ed987bff6c1f}
+\begin{CompactList}\small\item\em Number of samples used in approximation. \item\end{CompactList}\item 
+\hypertarget{classmerger_6acf33e1c64aaaee20689725e8110f65}{
+int \hyperlink{classmerger_6acf33e1c64aaaee20689725e8110f65}{Nc}}
+\label{classmerger_6acf33e1c64aaaee20689725e8110f65}
 
-\item 
-\hypertarget{classmprod_0883ce383e8475546df138719918f70e}{
-Array$<$ \hyperlink{classepdf}{epdf} $\ast$ $>$ \textbf{epdfs}}
-\label{classmprod_0883ce383e8475546df138719918f70e}
+\begin{CompactList}\small\item\em Number of components in a mixture. \item\end{CompactList}\item 
+\hypertarget{classmerger_e68a72e2740007ae68545e378c7701ad}{
+double \hyperlink{classmerger_e68a72e2740007ae68545e378c7701ad}{beta}}
+\label{classmerger_e68a72e2740007ae68545e378c7701ad}
 
-\item 
-\hypertarget{classmprod_2389c7585ac5d0d79587625186818889}{
-Array$<$ \hyperlink{classmpdf}{mpdf} $\ast$ $>$ \textbf{mpdfs}}
-\label{classmprod_2389c7585ac5d0d79587625186818889}
+\begin{CompactList}\small\item\em Prior on the log-normal merging model. \item\end{CompactList}\item 
+\hypertarget{classcompositepdf_c1646fe41ff5934d010e54ccaa46133f}{
+int \hyperlink{classcompositepdf_c1646fe41ff5934d010e54ccaa46133f}{n}}
+\label{classcompositepdf_c1646fe41ff5934d010e54ccaa46133f}
 
-\item 
-\hypertarget{classmprod_c8f78fbcdb4e38ecd3197d2958082497}{
-Array$<$ ivec $>$ \hyperlink{classmprod_c8f78fbcdb4e38ecd3197d2958082497}{rvinds}}
-\label{classmprod_c8f78fbcdb4e38ecd3197d2958082497}
+\begin{CompactList}\small\item\em Number of mpdfs in the composite. \item\end{CompactList}\item 
+\hypertarget{classcompositepdf_637877061b917a16a0421bb5c4cd480d}{
+Array$<$ \hyperlink{classmpdf}{mpdf} $\ast$ $>$ \hyperlink{classcompositepdf_637877061b917a16a0421bb5c4cd480d}{mpdfs}}
+\label{classcompositepdf_637877061b917a16a0421bb5c4cd480d}
+
+\begin{CompactList}\small\item\em Elements of composition. \item\end{CompactList}\item 
+\hypertarget{classcompositepdf_4d4a8269f9faefeca8cdc251a5a29a7f}{
+Array$<$ ivec $>$ \hyperlink{classcompositepdf_4d4a8269f9faefeca8cdc251a5a29a7f}{rvsinrv}}
+\label{classcompositepdf_4d4a8269f9faefeca8cdc251a5a29a7f}
 
 \begin{CompactList}\small\item\em Indeces of rvs in common rv. \item\end{CompactList}\item 
-\hypertarget{classmprod_1725c7b497a27ab3c4889b846666b516}{
-Array$<$ ivec $>$ \hyperlink{classmprod_1725c7b497a27ab3c4889b846666b516}{rvcinrv}}
-\label{classmprod_1725c7b497a27ab3c4889b846666b516}
+\hypertarget{classcompositepdf_3df07bb5e3ed36a3119b145043296676}{
+Array$<$ ivec $>$ \hyperlink{classcompositepdf_3df07bb5e3ed36a3119b145043296676}{rvcsinrv}}
+\label{classcompositepdf_3df07bb5e3ed36a3119b145043296676}
 
 \begin{CompactList}\small\item\em Indeces of rvc in common rv. \item\end{CompactList}\item 
-\hypertarget{classmprod_cc85192d8abc01832937ed8b62e363a6}{
-Array$<$ ivec $>$ \hyperlink{classmprod_cc85192d8abc01832937ed8b62e363a6}{rvcinds}}
-\label{classmprod_cc85192d8abc01832937ed8b62e363a6}
+\hypertarget{classepdf_74da992e3f5d598da8850b646b79b9d9}{
+\hyperlink{classRV}{RV} \hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv}}
+\label{classepdf_74da992e3f5d598da8850b646b79b9d9}
 
-\begin{CompactList}\small\item\em Indeces of rvc in common rvc. \item\end{CompactList}\item 
-\hypertarget{classmpdf_f6687c07ff07d47812dd565368ca59eb}{
-\hyperlink{classRV}{RV} \hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}}
-\label{classmpdf_f6687c07ff07d47812dd565368ca59eb}
-
-\begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item 
-\hypertarget{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{
-\hyperlink{classRV}{RV} \hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc}}
-\label{classmpdf_acb7dda792b3cd5576f39fa3129abbab}
-
-\begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item 
-\hypertarget{classmpdf_7aa894208a32f3487827df6d5054424c}{
-\hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classmpdf_7aa894208a32f3487827df6d5054424c}{ep}}
-\label{classmpdf_7aa894208a32f3487827df6d5054424c}
-
-\begin{CompactList}\small\item\em pointer to internal \hyperlink{classepdf}{epdf} \item\end{CompactList}\end{CompactItemize}
+\begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize}
 
 
@@ -129 +170 @@
 Function for general combination of pdfs. 
 
-Parent of simple arithmentic or geometric combinations 
+Mixtures of Gaussian densities are used internally. Switching to other densities should be trivial. 
 
-\subsection{Constructor \& Destructor Documentation}
-\hypertarget{classmerger_51e425ee1dd46d73353526e6a1c24ca3}{
-\index{merger@{merger}!$\sim$merger@{$\sim$merger}}
-\index{$\sim$merger@{$\sim$merger}!merger@{merger}}
-\subsubsection[$\sim$merger]{\setlength{\rightskip}{0pt plus 5cm}virtual merger::$\sim$merger ()\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
-\label{classmerger_51e425ee1dd46d73353526e6a1c24ca3}
+\subsection{Member Function Documentation}
+\hypertarget{classmerger_379198c3d2063bfa63f5d1245a2511ba}{
+\index{merger@{merger}!sample@{sample}}
+\index{sample@{sample}!merger@{merger}}
+\subsubsection[sample]{\setlength{\rightskip}{0pt plus 5cm}vec merger::sample () const\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
+\label{classmerger_379198c3d2063bfa63f5d1245a2511ba}
 
-
-for future use 
 
 sample from merged density weight w is a 
 
-\subsection{Member Function Documentation}
-\hypertarget{classmprod_a48887eb8738a9e5550bfc38eb8e9d68}{
-\index{merger@{merger}!samplecond@{samplecond}}
-\index{samplecond@{samplecond}!merger@{merger}}
-\subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}vec mprod::samplecond (const vec \& {\em cond}, \/  double \& {\em ll})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
-\label{classmprod_a48887eb8738a9e5550bfc38eb8e9d68}
+Implements \hyperlink{classepdf_8019654e494bf5e458f6fb947e11b262}{epdf}.
 
+References MixEF::\_\-epdf(), Mix, and epdf::sample().
 
-Returns the required moment of the \hyperlink{classepdf}{epdf}. 
-
-Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \begin{Desc}
-\item[Parameters:]
-\begin{description}
-\item[{\em cond}]is numeric value of {\tt rv} \item[{\em ll}]is a return value of log-likelihood of the sample. \end{description}
-\end{Desc}
-
-
-Reimplemented from \hyperlink{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{mpdf}.
-
-References RV::count(), mpdf::rv, mprod::rvcinds, mprod::rvcinrv, and mprod::rvinds.
-
-Referenced by mprod::samplecond().\hypertarget{classmprod_e171c40e210539c2af01d6237785620b}{
-\index{merger@{merger}!samplecond@{samplecond}}
-\index{samplecond@{samplecond}!merger@{merger}}
-\subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}mat mprod::samplecond (const vec \& {\em cond}, \/  vec \& {\em ll}, \/  int {\em N})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
-\label{classmprod_e171c40e210539c2af01d6237785620b}
-
-
-Returns. 
-
-\begin{Desc}
-\item[Parameters:]
-\begin{description}
-\item[{\em N}]samples from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \item[{\em cond}]is numeric value of {\tt rv} \item[{\em ll}]is a return value of log-likelihood of the sample. \end{description}
-\end{Desc}
-
-
-Reimplemented from \hyperlink{classmpdf_0e37163660f93df2a4d723cedb1da89c}{mpdf}.
-
-References RV::count(), mpdf::rv, and mprod::samplecond().
-
-The documentation for this class was generated from the following file:\begin{CompactItemize}
+The documentation for this class was generated from the following files:\begin{CompactItemize}
 \item 
-work/git/mixpp/bdm/stat/\hyperlink{merger_8h}{merger.h}\end{CompactItemize}
+work/git/mixpp/bdm/estim/\hyperlink{merger_8h}{merger.h}\item 
+work/git/mixpp/bdm/estim/merger.cpp\end{CompactItemize}