| 31 | | <a name="l00038"></a>00038 <span class="keyword">public</span>: |
| 32 | | <a name="l00040"></a><a class="code" href="classemix.html#3a10c8481115a5460877272ddb6532a6">00040</a> <a class="code" href="classemix.html#3a10c8481115a5460877272ddb6532a6" title="Default constructor.">emix</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ) : <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv ) {}; |
| 33 | | <a name="l00042"></a>00042 <span class="keywordtype">void</span> <a class="code" href="classemix.html#6ce82b24d7fe540ddbf44b472a005555" title="Set weights w and components R.">set_parameters</a> ( <span class="keyword">const</span> vec &<a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>, <span class="keyword">const</span> Array<epdf*> &<a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ); |
| 34 | | <a name="l00043"></a>00043 |
| 35 | | <a name="l00044"></a>00044 vec <a class="code" href="classemix.html#0650601f24e633e0ab09aa1e46c14483" title="Returns a sample, from density .">sample</a>() <span class="keyword">const</span>; |
| 36 | | <a name="l00045"></a><a class="code" href="classemix.html#b662a51d042b062020460e64bff4e9e8">00045</a> vec <a class="code" href="classemix.html#b662a51d042b062020460e64bff4e9e8" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
| 37 | | <a name="l00046"></a>00046 <span class="keywordtype">int</span> i; vec mu = zeros ( <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>() ); |
| 38 | | <a name="l00047"></a>00047 <span class="keywordflow">for</span> ( i = 0;i < <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>.length();i++ ) {mu += <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a> ( i ) * <a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ( i )->mean(); } |
| 39 | | <a name="l00048"></a>00048 <span class="keywordflow">return</span> mu; |
| 40 | | <a name="l00049"></a>00049 } |
| 41 | | <a name="l00050"></a><a class="code" href="classemix.html#469e910479b3402589104ef3bb1b5741">00050</a> <span class="keywordtype">double</span> <a class="code" href="classemix.html#469e910479b3402589104ef3bb1b5741" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
| 42 | | <a name="l00051"></a>00051 <span class="keywordtype">int</span> i; |
| 43 | | <a name="l00052"></a>00052 <span class="keywordtype">double</span> sum = 0.0; |
| 44 | | <a name="l00053"></a>00053 <span class="keywordflow">for</span> ( i = 0;i < <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>.length();i++ ) {sum += <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a> ( i ) * <a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ( i )->evalpdflog ( val );} |
| 45 | | <a name="l00054"></a>00054 <span class="keywordflow">return</span> log ( sum ); |
| 46 | | <a name="l00055"></a>00055 }; |
| 47 | | <a name="l00056"></a>00056 |
| 48 | | <a name="l00057"></a>00057 <span class="comment">//Access methods</span> |
| 49 | | <a name="l00059"></a><a class="code" href="classemix.html#35baf0f62307455cebfbf462144b4dd8">00059</a> <span class="comment"></span> vec& <a class="code" href="classemix.html#35baf0f62307455cebfbf462144b4dd8" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() {<span class="keywordflow">return</span> <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>;} |
| 50 | | <a name="l00060"></a>00060 }; |
| 51 | | <a name="l00061"></a>00061 |
| 52 | | <a name="l00070"></a><a class="code" href="classmprod.html">00070</a> <span class="keyword">class </span><a class="code" href="classmprod.html" title="Chain rule decomposition of epdf.">mprod</a>: <span class="keyword">public</span> <a class="code" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes.">compositepdf</a>, <span class="keyword">public</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { |
| 53 | | <a name="l00071"></a>00071 <span class="keyword">protected</span>: |
| 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; |
| | 31 | <a name="l00039"></a><a class="code" href="classemix.html#7d0d863e6066ee02947914ff06ac34e8">00039</a> <span class="keywordtype">bool</span> <a class="code" href="classemix.html#7d0d863e6066ee02947914ff06ac34e8" title="Flag if owning Coms.">destroyComs</a>; |
| | 32 | <a name="l00040"></a>00040 <span class="keyword">public</span>: |
| | 33 | <a name="l00042"></a><a class="code" href="classemix.html#62194619791d5f1da88cad01cfc9339d">00042</a> <a class="code" href="classemix.html#62194619791d5f1da88cad01cfc9339d" title="Default constructor.">emix</a> (<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ) : <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv ) {}; |
| | 34 | <a name="l00044"></a>00044 <span class="keywordtype">void</span> <a class="code" href="classemix.html#d3789d50a3327a6de552db077af5e4c5" title="Set weights w and components Coms , Coms are not copied!">set_parameters</a> ( <span class="keyword">const</span> vec &<a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>, <span class="keyword">const</span> Array<epdf*> &<a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a>, <span class="keywordtype">bool</span> copy=<span class="keyword">true</span> ); |
| | 35 | <a name="l00045"></a>00045 |
| | 36 | <a name="l00046"></a>00046 vec <a class="code" href="classemix.html#0650601f24e633e0ab09aa1e46c14483" title="Returns a sample, from density .">sample</a>() <span class="keyword">const</span>; |
| | 37 | <a name="l00047"></a><a class="code" href="classemix.html#b662a51d042b062020460e64bff4e9e8">00047</a> vec <a class="code" href="classemix.html#b662a51d042b062020460e64bff4e9e8" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
| | 38 | <a name="l00048"></a>00048 <span class="keywordtype">int</span> i; vec mu = zeros ( <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>() ); |
| | 39 | <a name="l00049"></a>00049 <span class="keywordflow">for</span> ( i = 0;i < <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>.length();i++ ) {mu += <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a> ( i ) * <a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ( i )->mean(); } |
| | 40 | <a name="l00050"></a>00050 <span class="keywordflow">return</span> mu; |
| | 41 | <a name="l00051"></a>00051 } |
| | 42 | <a name="l00052"></a><a class="code" href="classemix.html#469e910479b3402589104ef3bb1b5741">00052</a> <span class="keywordtype">double</span> <a class="code" href="classemix.html#469e910479b3402589104ef3bb1b5741" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
| | 43 | <a name="l00053"></a>00053 <span class="keywordtype">int</span> i; |
| | 44 | <a name="l00054"></a>00054 <span class="keywordtype">double</span> sum = 0.0; |
| | 45 | <a name="l00055"></a>00055 <span class="keywordflow">for</span> ( i = 0;i < <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>.length();i++ ) {sum += <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a> ( i ) * <a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a> ( i )->evalpdflog ( val );} |
| | 46 | <a name="l00056"></a>00056 <span class="keywordflow">return</span> log ( sum ); |
| | 47 | <a name="l00057"></a>00057 }; |
| | 48 | <a name="l00058"></a>00058 |
| | 49 | <a name="l00059"></a>00059 <span class="comment">//Access methods</span> |
| | 50 | <a name="l00061"></a><a class="code" href="classemix.html#35baf0f62307455cebfbf462144b4dd8">00061</a> <span class="comment"></span> vec& <a class="code" href="classemix.html#35baf0f62307455cebfbf462144b4dd8" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() {<span class="keywordflow">return</span> <a class="code" href="classemix.html#cdc8f4e2a5e43595ac5450d8a7f9d1ab" title="weights of the components">w</a>;} |
| | 51 | <a name="l00062"></a>00062 <span class="keyword">virtual</span> ~<a class="code" href="classemix.html" title="Mixture of epdfs.">emix</a>(){<span class="keywordflow">if</span> (<a class="code" href="classemix.html#7d0d863e6066ee02947914ff06ac34e8" title="Flag if owning Coms.">destroyComs</a>){<span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i<<a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a>.length();i++){<span class="keyword">delete</span> <a class="code" href="classemix.html#7155d827417b53fb6aa5cff1459e6eb4" title="Component (epdfs).">Coms</a>(i);}}} |
| | 52 | <a name="l00064"></a><a class="code" href="classemix.html#4d7baeb2a9e3fca1d8fd32a107df291d">00064</a> <span class="keywordtype">void</span> <a class="code" href="classemix.html#4d7baeb2a9e3fca1d8fd32a107df291d" title="Auxiliary function for taking ownership of the Coms().">ownComs</a>(){<a class="code" href="classemix.html#7d0d863e6066ee02947914ff06ac34e8" title="Flag if owning Coms.">destroyComs</a>=<span class="keyword">true</span>;} |
| | 53 | <a name="l00065"></a>00065 }; |
| | 54 | <a name="l00066"></a>00066 |
| | 55 | <a name="l00075"></a><a class="code" href="classmprod.html">00075</a> <span class="keyword">class </span><a class="code" href="classmprod.html" title="Chain rule decomposition of epdf.">mprod</a>: <span class="keyword">public</span> <a class="code" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes.">compositepdf</a>, <span class="keyword">public</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { |
| | 56 | <a name="l00076"></a>00076 <span class="keyword">protected</span>: |
| | 57 | <a name="l00078"></a><a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e">00078</a> Array<epdf*> <a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a>; |
| | 58 | <a name="l00080"></a><a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6">00080</a> Array<ivec> <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a>; |
| | 59 | <a name="l00081"></a>00081 <span class="keyword">public</span>: |
| | 60 | <a name="l00085"></a><a class="code" href="classmprod.html#419b303581a91ad85200bdcb4b3186f4">00085</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>(<a class="code" href="classcompositepdf.html#635d219fb3e32852400d6f98aa4bdc93" title="find common rv, flag">getrv</a>(true),<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>()), <a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a>(<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>) |
| | 61 | <a name="l00086"></a>00086 { <a class="code" href="classcompositepdf.html#5a4479785c1fdb2cc351fbea07b899ac" title="common rvc of all mpdfs is written to rvc">setrvc</a>(<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>); |
| | 62 | <a name="l00087"></a>00087 <a class="code" href="classcompositepdf.html#3bd4ada95f381ea6c4cff2dc86e957c4" title="Function fills Array by indeces of mpdfs inside given rv.">setrvcinrv</a>(<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>); |
| | 63 | <a name="l00088"></a>00088 <a class="code" href="classcompositepdf.html#08958c8f76d65de94ecc37b8d90bc77a" title="fill all rv*inrv* according to">setindices</a>(<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>); |
| | 64 | <a name="l00089"></a>00089 <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++){<a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a>(i)=&(<a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a>(i)->_epdf());} |
| | 65 | <a name="l00090"></a>00090 }; |
| | 66 | <a name="l00091"></a>00091 |
| | 67 | <a name="l00092"></a>00092 <span class="keywordtype">double</span> evalpdflog ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
| | 68 | <a name="l00093"></a>00093 <span class="keywordtype">int</span> i; |
| | 69 | <a name="l00094"></a>00094 <span class="keywordtype">double</span> res = 0.0; |
| | 70 | <a name="l00095"></a>00095 <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++ ) { |
| | 71 | <a name="l00096"></a>00096 <span class="keywordflow">if</span> ( <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ).length() > 0 ) |
| | 72 | <a name="l00097"></a>00097 {<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 ) ) );} |
| | 73 | <a name="l00098"></a>00098 <span class="comment">// add logarithms</span> |
| | 74 | <a name="l00099"></a>00099 res += <a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( i )->evalpdflog ( val ( <a class="code" href="classcompositepdf.html#4d4a8269f9faefeca8cdc251a5a29a7f" title="Indeces of rvs in common rv.">rvsinrv</a> ( i ) ) ); |
| | 75 | <a name="l00100"></a>00100 } |
| | 76 | <a name="l00101"></a>00101 <span class="keywordflow">return</span> res; |
| | 77 | <a name="l00102"></a>00102 } |
| | 78 | <a name="l00103"></a><a class="code" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68">00103</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 ) { |
| | 79 | <a name="l00104"></a>00104 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>() ); |
| | 80 | <a name="l00105"></a>00105 vec condi; |
| | 81 | <a name="l00106"></a>00106 vec smpi; |
| | 82 | <a name="l00107"></a>00107 ll = 0; |
| | 83 | <a name="l00108"></a>00108 <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-- ) { |
| | 84 | <a name="l00109"></a>00109 <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="classcompositepdf.html#3df07bb5e3ed36a3119b145043296676" title="Indeces of rvc in common rv.">rvcsinrv</a> ( i ).length() > 0 )) { |
| | 85 | <a name="l00110"></a>00110 condi = zeros ( <a class="code" href="classcompositepdf.html#3df07bb5e3ed36a3119b145043296676" title="Indeces of rvc in common rv.">rvcsinrv</a>(i).length() + <a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a>(i).length() ); |
| | 86 | <a name="l00111"></a>00111 <span class="comment">// copy data in condition</span> |
| | 87 | <a name="l00112"></a>00112 set_subvector ( condi,<a class="code" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6" title="Indeces of rvc in common rvc.">rvcinds</a> ( i ), cond ); |
| | 88 | <a name="l00113"></a>00113 <span class="comment">// copy data in already generated sample</span> |
| | 89 | <a name="l00114"></a>00114 set_subvector ( condi,<a class="code" href="classcompositepdf.html#de3bd289a26d5549dcf1ed19e5b13569" title="Indeces of common rv in rvc.">rvinrvcs</a> ( i ), get_vec(smp,<a class="code" href="classcompositepdf.html#3df07bb5e3ed36a3119b145043296676" title="Indeces of rvc in common rv.">rvcsinrv</a>(i)) ); |
| | 90 | <a name="l00115"></a>00115 |
| | 91 | <a name="l00116"></a>00116 <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( i )->condition ( condi ); |
| | 92 | <a name="l00117"></a>00117 } |
| | 93 | <a name="l00118"></a>00118 smpi = <a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( i )->sample(); |
| | 94 | <a name="l00119"></a>00119 <span class="comment">// copy contribution of this pdf into smp</span> |
| | 95 | <a name="l00120"></a>00120 set_subvector ( smp,<a class="code" href="classcompositepdf.html#4d4a8269f9faefeca8cdc251a5a29a7f" title="Indeces of rvs in common rv.">rvsinrv</a> ( i ), smpi ); |
| | 96 | <a name="l00121"></a>00121 <span class="comment">// add ith likelihood contribution</span> |
| | 97 | <a name="l00122"></a>00122 ll+=<a class="code" href="classmprod.html#0883ce383e8475546df138719918f70e" title="pointers to epdfs - shortcut to mpdfs()._epdf()">epdfs</a> ( i )->evalpdflog ( smpi ); |
| | 98 | <a name="l00123"></a>00123 } |
| | 99 | <a name="l00124"></a>00124 <span class="keywordflow">return</span> smp; |
| 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))); |
| 142 | | <a name="l00167"></a>00167 } |
| 143 | | <a name="l00168"></a>00168 <span class="keywordflow">return</span> tmp; |
| 144 | | <a name="l00169"></a>00169 } |
| 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> |
| | 101 | <a name="l00126"></a><a class="code" href="classmprod.html#e171c40e210539c2af01d6237785620b">00126</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 ) { |
| | 102 | <a name="l00127"></a>00127 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 ); |
| | 103 | <a name="l00128"></a>00128 <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 ) ) );} |
| | 104 | <a name="l00129"></a>00129 <span class="keywordflow">return</span> Smp; |
| | 105 | <a name="l00130"></a>00130 } |
| | 106 | <a name="l00131"></a>00131 |
| | 107 | <a name="l00132"></a>00132 ~<a class="code" href="classmprod.html" title="Chain rule decomposition of epdf.">mprod</a>() {}; |
| | 108 | <a name="l00133"></a>00133 }; |
| | 109 | <a name="l00134"></a>00134 |
| | 110 | <a name="l00136"></a><a class="code" href="classeprod.html">00136</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> { |
| | 111 | <a name="l00137"></a>00137 <span class="keyword">protected</span>: |
| | 112 | <a name="l00139"></a><a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357">00139</a> Array<const epdf*> <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a>; |
| | 113 | <a name="l00141"></a><a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3">00141</a> Array<ivec> <a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a>; |
| | 114 | <a name="l00142"></a>00142 <span class="keyword">public</span>: |
| | 115 | <a name="l00143"></a>00143 <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() ) { |
| | 116 | <a name="l00144"></a>00144 <span class="keywordtype">bool</span> independent=<span class="keyword">true</span>; |
| | 117 | <a name="l00145"></a>00145 <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++ ) { |
| | 118 | <a name="l00146"></a>00146 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>() ); |
| | 119 | <a name="l00147"></a>00147 it_assert_debug ( independent==<span class="keyword">true</span>, <span class="stringliteral">"eprod:: given components are not independent ."</span> ); |
| | 120 | <a name="l00148"></a>00148 <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> ); |
| | 121 | <a name="l00149"></a>00149 } |
| | 122 | <a name="l00150"></a>00150 } |
| | 123 | <a name="l00151"></a>00151 |
| | 124 | <a name="l00152"></a><a class="code" href="classeprod.html#5752dd999e1f4638f9558b0cc35b64f7">00152</a> vec <a class="code" href="classeprod.html#5752dd999e1f4638f9558b0cc35b64f7" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
| | 125 | <a name="l00153"></a>00153 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>() ); |
| | 126 | <a name="l00154"></a>00154 <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++ ) { |
| | 127 | <a name="l00155"></a>00155 vec pom = <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )->mean(); |
| | 128 | <a name="l00156"></a>00156 set_subvector ( tmp,<a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a> ( i ), pom ); |
| | 129 | <a name="l00157"></a>00157 } |
| | 130 | <a name="l00158"></a>00158 <span class="keywordflow">return</span> tmp; |
| | 131 | <a name="l00159"></a>00159 } |
| | 132 | <a name="l00160"></a><a class="code" href="classeprod.html#94a5b7c44056cf7f4e688d53ba6295b4">00160</a> vec <a class="code" href="classeprod.html#94a5b7c44056cf7f4e688d53ba6295b4" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{ |
| | 133 | <a name="l00161"></a>00161 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>() ); |
| | 134 | <a name="l00162"></a>00162 <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++ ) { |
| | 135 | <a name="l00163"></a>00163 vec pom = <a class="code" href="classeprod.html#63fc0db078542bce1c5dff94f9c3a357" title="Components (epdfs).">epdfs</a> ( i )->sample(); |
| | 136 | <a name="l00164"></a>00164 set_subvector ( tmp,<a class="code" href="classeprod.html#a471987de1115dc639eccff65f3b9aa3" title="Array of indeces.">rvinds</a> ( i ), pom ); |
| | 137 | <a name="l00165"></a>00165 } |
| | 138 | <a name="l00166"></a>00166 <span class="keywordflow">return</span> tmp; |
| | 139 | <a name="l00167"></a>00167 } |
| | 140 | <a name="l00168"></a><a class="code" href="classeprod.html#5adef154e3655a872c284b02635b8b35">00168</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>{ |
| | 141 | <a name="l00169"></a>00169 <span class="keywordtype">double</span> tmp=0; |
| | 142 | <a name="l00170"></a>00170 <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++ ) { |
| | 143 | <a name="l00171"></a>00171 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))); |
| | 144 | <a name="l00172"></a>00172 } |
| | 145 | <a name="l00173"></a>00173 <span class="keywordflow">return</span> tmp; |
| | 146 | <a name="l00174"></a>00174 } |
| | 147 | <a name="l00176"></a><a class="code" href="classeprod.html#c049331d8b1ec7e4c088cf0cc6d47f3f">00176</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);} |
| | 148 | <a name="l00177"></a>00177 }; |
| | 149 | <a name="l00178"></a>00178 |
| | 150 | <a name="l00179"></a>00179 |
| | 151 | <a name="l00183"></a><a class="code" href="classmmix.html">00183</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> { |
| | 152 | <a name="l00184"></a>00184 <span class="keyword">protected</span>: |
| | 153 | <a name="l00186"></a><a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f">00186</a> Array<mpdf*> <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a>; |
| | 154 | <a name="l00188"></a><a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914">00188</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>; |
| | 155 | <a name="l00189"></a>00189 <span class="keyword">public</span>: |
| | 156 | <a name="l00191"></a><a class="code" href="classmmix.html#6769a962f1f4d0ecc5b903b5f7d26ad3">00191</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>;}; |
| | 157 | <a name="l00193"></a><a class="code" href="classmmix.html#e7681490a5c5b2d0a43f4e5842e10a9d">00193</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> ) { |
| | 158 | <a name="l00194"></a>00194 Array<epdf*> Eps ( Coms.length() ); |
| | 159 | <a name="l00195"></a>00195 |
| | 160 | <a name="l00196"></a>00196 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < Coms.length();i++ ) { |
| | 161 | <a name="l00197"></a>00197 Eps ( i ) = & ( <a class="code" href="classmmix.html#460632c7a0afd41b7840902181a7d85f" title="Component (epdfs).">Coms</a> ( i )->_epdf() ); |
| | 162 | <a name="l00198"></a>00198 } |
| | 163 | <a name="l00199"></a>00199 <a class="code" href="classmmix.html#507a5e6df53e6e9a6a330f1271cf0914" title="Internal epdf.">Epdf</a>.<a class="code" href="classemix.html#d3789d50a3327a6de552db077af5e4c5" title="Set weights w and components Coms , Coms are not copied!">set_parameters</a> ( w, Eps ); |
| | 164 | <a name="l00200"></a>00200 }; |
| | 165 | <a name="l00201"></a>00201 |
| | 166 | <a name="l00202"></a><a class="code" href="classmmix.html#1a66629ec5c2b6f4740606cf737f0193">00202</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 ) { |
| | 167 | <a name="l00203"></a>00203 <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 );} |
| | 168 | <a name="l00204"></a>00204 }; |
| | 169 | <a name="l00205"></a>00205 }; |
| | 170 | <a name="l00206"></a>00206 <span class="preprocessor">#endif //MX_H</span> |
