| 30 | | <a name="l00033"></a><a class="code" href="classmerger.html#ce84de1824875b4262eefb640e8c6d69">00033</a> <span class="keywordtype">int</span> <a class="code" href="classmerger.html#ce84de1824875b4262eefb640e8c6d69" title="Number of samples used in approximation.">Ns</a>; |
| 31 | | <a name="l00035"></a><a class="code" href="classmerger.html#6acf33e1c64aaaee20689725e8110f65">00035</a> <span class="keywordtype">int</span> <a class="code" href="classmerger.html#6acf33e1c64aaaee20689725e8110f65" title="Number of components in a mixture.">Nc</a>; |
| 32 | | <a name="l00037"></a><a class="code" href="classmerger.html#e68a72e2740007ae68545e378c7701ad">00037</a> <span class="keywordtype">double</span> <a class="code" href="classmerger.html#e68a72e2740007ae68545e378c7701ad" title="Prior on the log-normal merging model.">beta</a>; |
| 33 | | <a name="l00038"></a>00038 <span class="keyword">public</span>: |
| 34 | | <a name="l00040"></a><a class="code" href="classmerger.html#3f9a955329eab65026e8322e9027d469">00040</a> <a class="code" href="classmerger.html#3f9a955329eab65026e8322e9027d469" title="Default constructor.">merger</a> ( <span class="keyword">const</span> Array<mpdf*> &S ) : |
| 35 | | <a name="l00041"></a>00041 <a class="code" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes.">compositepdf</a> ( S ), <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( <a class="code" href="classcompositepdf.html#635d219fb3e32852400d6f98aa4bdc93" title="find common rv, flag">getrv</a> ( false ) ), |
| 36 | | <a name="l00042"></a>00042 <a class="code" href="classmerger.html#021d1522cea70db8545d708afd32ec2f" title="Internal mixture of EF models.">Mix</a> ( Array<<a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a>*> ( 0 ),vec ( 0 ) ) |
| 37 | | <a name="l00043"></a>00043 {<a class="code" href="classcompositepdf.html#08958c8f76d65de94ecc37b8d90bc77a" title="fill all rv*inrv* according to">setindices</a>(<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>); <a class="code" href="classmerger.html#e68a72e2740007ae68545e378c7701ad" title="Prior on the log-normal merging model.">beta</a>=2.0; <a class="code" href="classmerger.html#ce84de1824875b4262eefb640e8c6d69" title="Number of samples used in approximation.">Ns</a>=100; <a class="code" href="classmerger.html#6acf33e1c64aaaee20689725e8110f65" title="Number of components in a mixture.">Nc</a>=10;} |
| 38 | | <a name="l00045"></a><a class="code" href="classmerger.html#79420e251308df4502c834171d518ad9">00045</a> <span class="keywordtype">void</span> <a class="code" href="classmerger.html#79420e251308df4502c834171d518ad9" title="Set internal parameters used in approximation.">set_parameters</a> ( <span class="keywordtype">double</span> beta0, <span class="keywordtype">int</span> Ns0, <span class="keywordtype">int</span> Nc0 ) { <a class="code" href="classmerger.html#e68a72e2740007ae68545e378c7701ad" title="Prior on the log-normal merging model.">beta</a>=beta0;<a class="code" href="classmerger.html#ce84de1824875b4262eefb640e8c6d69" title="Number of samples used in approximation.">Ns</a>=Ns0;<a class="code" href="classmerger.html#6acf33e1c64aaaee20689725e8110f65" title="Number of components in a mixture.">Nc</a>=Nc0;} |
| 39 | | <a name="l00047"></a><a class="code" href="classmerger.html#02d2a445e44a87f37ee3a2b9b40cffd1">00047</a> <span class="keywordtype">void</span> <a class="code" href="classmerger.html#02d2a445e44a87f37ee3a2b9b40cffd1" title="Initialize the proposal density. This function must be called before merge()!">init</a>() { |
| 40 | | <a name="l00048"></a>00048 Array<vec> Smps ( <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a> ); |
| 41 | | <a name="l00049"></a>00049 <span class="comment">//Gibbs sampling</span> |
| 42 | | <a name="l00050"></a>00050 <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++ ) {Smps ( i ) =zeros ( 0 );} |
| 43 | | <a name="l00051"></a>00051 } |
| 44 | | <a name="l00053"></a>00053 <span class="keywordtype">void</span> <a class="code" href="classmerger.html#bc23accc77ec766bce7202934e2c180c" title="Create a mixture density, make sure to call init() before the first call.">merge</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>* g0 ); |
| 45 | | <a name="l00055"></a><a class="code" href="classmerger.html#bc23accc77ec766bce7202934e2c180c">00055</a> <span class="keywordtype">void</span> <a class="code" href="classmerger.html#bc23accc77ec766bce7202934e2c180c" title="Create a mixture density, make sure to call init() before the first call.">merge</a> () {<a class="code" href="classmerger.html#bc23accc77ec766bce7202934e2c180c" title="Create a mixture density, make sure to call init() before the first call.">merge</a> ( & ( <a class="code" href="classmerger.html#021d1522cea70db8545d708afd32ec2f" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classMixEF.html#efb3e20c2151d91c4fc080b7722a2069" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>() ) );}; |
| 46 | | <a name="l00056"></a>00056 |
| 47 | | <a name="l00058"></a>00058 vec <a class="code" href="classmerger.html#217c65f335c603033fa09a2ecc64bc05" title="Merge log-likelihood values.">lognorm_merge</a> ( mat &lW ); |
| 48 | | <a name="l00061"></a><a class="code" href="classmerger.html#379198c3d2063bfa63f5d1245a2511ba">00061</a> vec <a class="code" href="classmerger.html#379198c3d2063bfa63f5d1245a2511ba">sample</a> ( )<span class="keyword">const </span>{ <span class="keywordflow">return</span> <a class="code" href="classmerger.html#021d1522cea70db8545d708afd32ec2f" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classMixEF.html#efb3e20c2151d91c4fc080b7722a2069" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>().<a class="code" href="classepdf.html#8019654e494bf5e458f6fb947e11b262" title="Returns a sample, from density .">sample</a>();} |
| 49 | | <a name="l00062"></a><a class="code" href="classmerger.html#8c37688902b1a1e9fa32edc5709e5a00">00062</a> <span class="keywordtype">double</span> <a class="code" href="classmerger.html#8c37688902b1a1e9fa32edc5709e5a00" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &dt )<span class="keyword"> const</span>{ vec dtf=zeros(dt.length()+1); dtf.set_subvector(0,dt); <span class="keywordflow">return</span> <a class="code" href="classmerger.html#021d1522cea70db8545d708afd32ec2f" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classMixEF.html#424ca64f36d4e41de7a7e7ae921d35ea">logpred</a> ( dtf );} |
| 50 | | <a name="l00063"></a><a class="code" href="classmerger.html#3a46999cd77047d5d4ac6c1cb735a83e">00063</a> vec <a class="code" href="classmerger.html#3a46999cd77047d5d4ac6c1cb735a83e" title="return expected value">mean</a>()<span class="keyword">const </span>{<span class="keywordflow">return</span> <a class="code" href="classmerger.html#021d1522cea70db8545d708afd32ec2f" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classMixEF.html#efb3e20c2151d91c4fc080b7722a2069" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>().<a class="code" href="classepdf.html#bf0a070a8f3e67a93604ca724638b870" title="return expected value">mean</a>();} |
| 51 | | <a name="l00065"></a><a class="code" href="classmerger.html#51e425ee1dd46d73353526e6a1c24ca3">00065</a> <span class="keyword">virtual</span> <a class="code" href="classmerger.html#51e425ee1dd46d73353526e6a1c24ca3" title="for future use">~merger</a>() {}; |
| 52 | | <a name="l00066"></a>00066 }; |
| 53 | | <a name="l00067"></a>00067 |
| 54 | | <a name="l00068"></a>00068 |
| 55 | | <a name="l00069"></a>00069 |
| 56 | | <a name="l00070"></a>00070 <span class="preprocessor">#endif // MER_H</span> |
| | 30 | <a name="l00033"></a><a class="code" href="classmerger.html#01e222f5df660e1b25c712e82da8df8f">00033</a> Array<datalink_m2e*> <a class="code" href="classmerger.html#01e222f5df660e1b25c712e82da8df8f" title="Data link for each mpdf in mpdfs.">dls</a>; |
| | 31 | <a name="l00035"></a><a class="code" href="classmerger.html#e741e6096a7acec3dfa477efa1d8160e">00035</a> Array<RV> <a class="code" href="classmerger.html#e741e6096a7acec3dfa477efa1d8160e" title="Array of rvs that are not modelled by mpdfs at all (aux).">rvzs</a>; |
| | 32 | <a name="l00037"></a><a class="code" href="classmerger.html#d0ff2953f904f12a355f72f51813ca7a">00037</a> Array<datalink_m2e*> <a class="code" href="classmerger.html#d0ff2953f904f12a355f72f51813ca7a" title="Data Links of rv0 mpdfs - these will be conditioned the (rv,rvc) of mpdfs.">zdls</a>; |
| | 33 | <a name="l00038"></a>00038 |
| | 34 | <a name="l00040"></a><a class="code" href="classmerger.html#ce84de1824875b4262eefb640e8c6d69">00040</a> <span class="keywordtype">int</span> <a class="code" href="classmerger.html#ce84de1824875b4262eefb640e8c6d69" title="Number of samples used in approximation.">Ns</a>; |
| | 35 | <a name="l00042"></a><a class="code" href="classmerger.html#6acf33e1c64aaaee20689725e8110f65">00042</a> <span class="keywordtype">int</span> <a class="code" href="classmerger.html#6acf33e1c64aaaee20689725e8110f65" title="Number of components in a mixture.">Nc</a>; |
| | 36 | <a name="l00044"></a><a class="code" href="classmerger.html#e68a72e2740007ae68545e378c7701ad">00044</a> <span class="keywordtype">double</span> <a class="code" href="classmerger.html#e68a72e2740007ae68545e378c7701ad" title="Prior on the log-normal merging model.">beta</a>; |
| | 37 | <a name="l00046"></a><a class="code" href="classmerger.html#b13c9e8921e6bc6b8dd7bbafb54fa801">00046</a> <a class="code" href="classeEmp.html" title="Weighted empirical density.">eEmp</a> <a class="code" href="classmerger.html#b13c9e8921e6bc6b8dd7bbafb54fa801" title="Projection to empirical density.">eSmp</a>; |
| | 38 | <a name="l00047"></a>00047 |
| | 39 | <a name="l00048"></a>00048 <span class="keyword">public</span>: |
| | 40 | <a name="l00050"></a><a class="code" href="classmerger.html#3f9a955329eab65026e8322e9027d469">00050</a> <a class="code" href="classmerger.html#3f9a955329eab65026e8322e9027d469" title="Default constructor.">merger</a> ( <span class="keyword">const</span> Array<mpdf*> &S ) : |
| | 41 | <a name="l00051"></a>00051 <a class="code" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes this abstract class is...">compositepdf</a> ( S ), <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( <a class="code" href="classcompositepdf.html#635d219fb3e32852400d6f98aa4bdc93" title="find common rv, flag">getrv</a> ( false ) ), |
| | 42 | <a name="l00052"></a>00052 <a class="code" href="classmerger.html#021d1522cea70db8545d708afd32ec2f" title="Internal mixture of EF models.">Mix</a> ( Array<<a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a>*> ( 0 ),vec ( 0 ) ), <a class="code" href="classmerger.html#01e222f5df660e1b25c712e82da8df8f" title="Data link for each mpdf in mpdfs.">dls</a> ( <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a> ), <a class="code" href="classmerger.html#e741e6096a7acec3dfa477efa1d8160e" title="Array of rvs that are not modelled by mpdfs at all (aux).">rvzs</a> ( <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a> ), <a class="code" href="classmerger.html#d0ff2953f904f12a355f72f51813ca7a" title="Data Links of rv0 mpdfs - these will be conditioned the (rv,rvc) of mpdfs.">zdls</a> ( <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a> ), <a class="code" href="classmerger.html#b13c9e8921e6bc6b8dd7bbafb54fa801" title="Projection to empirical density.">eSmp</a>(<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>,0) { |
| | 43 | <a name="l00053"></a>00053 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> ztmp; |
| | 44 | <a name="l00054"></a>00054 <span class="comment">// Extend rv by rvc!</span> |
| | 45 | <a name="l00055"></a>00055 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvc; <a class="code" href="classcompositepdf.html#5a4479785c1fdb2cc351fbea07b899ac" title="common rvc of all mpdfs is written to rvc">setrvc</a> ( <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>,rvc ); |
| | 46 | <a name="l00056"></a>00056 <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> ( rvc ); |
| | 47 | <a name="l00057"></a>00057 <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++ ) { |
| | 48 | <a name="l00058"></a>00058 <span class="comment">//Establich connection between mpdfs and merger</span> |
| | 49 | <a name="l00059"></a>00059 <a class="code" href="classmerger.html#01e222f5df660e1b25c712e82da8df8f" title="Data link for each mpdf in mpdfs.">dls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classdatalink__m2e.html" title="data link between">datalink_m2e</a> ( <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( i )-><a class="code" href="classepdf.html#ca0d32aabb4cbba347e0c37fe8607562" title="access function, possibly dangerous!">_rv</a>(), <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( i )->_rvc(), <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ); |
| | 50 | <a name="l00060"></a>00060 <span class="comment">// find out what is missing in each mpdf</span> |
| | 51 | <a name="l00061"></a>00061 ztmp= <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( i )->_rv(); |
| | 52 | <a name="l00062"></a>00062 ztmp.<a class="code" href="classRV.html#935790526b630dec4ffefa9ec0c2b6fb" title="Add (concat) another variable to the current one,.">add</a> ( <a class="code" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs</a> ( i )->_rvc() ); |
| | 53 | <a name="l00063"></a>00063 <a class="code" href="classmerger.html#e741e6096a7acec3dfa477efa1d8160e" title="Array of rvs that are not modelled by mpdfs at all (aux).">rvzs</a> ( i ) =<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>.<a class="code" href="classRV.html#b9d175c327c21488b1e2fb756a84e149" title="Subtract another variable from the current one.">subt</a> ( ztmp ); |
| | 54 | <a name="l00064"></a>00064 <a class="code" href="classmerger.html#d0ff2953f904f12a355f72f51813ca7a" title="Data Links of rv0 mpdfs - these will be conditioned the (rv,rvc) of mpdfs.">zdls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classdatalink__m2e.html" title="data link between">datalink_m2e</a> ( <a class="code" href="classmerger.html#e741e6096a7acec3dfa477efa1d8160e" title="Array of rvs that are not modelled by mpdfs at all (aux).">rvzs</a> ( i ), ztmp, <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ) ; |
| | 55 | <a name="l00065"></a>00065 }; |
| | 56 | <a name="l00066"></a>00066 <span class="comment">//Set Default values of parameters</span> |
| | 57 | <a name="l00067"></a>00067 <a class="code" href="classmerger.html#e68a72e2740007ae68545e378c7701ad" title="Prior on the log-normal merging model.">beta</a>=2.0; |
| | 58 | <a name="l00068"></a>00068 <a class="code" href="classmerger.html#ce84de1824875b4262eefb640e8c6d69" title="Number of samples used in approximation.">Ns</a>=100; |
| | 59 | <a name="l00069"></a>00069 <a class="code" href="classmerger.html#6acf33e1c64aaaee20689725e8110f65" title="Number of components in a mixture.">Nc</a>=10; |
| | 60 | <a name="l00070"></a>00070 <a class="code" href="classmerger.html#021d1522cea70db8545d708afd32ec2f" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classMixEF.html#6576024e16523da5cbaaf233512c53dc" title="Set which method is to be used.">set_method</a> ( EM ); |
| | 61 | <a name="l00071"></a>00071 } |
| | 62 | <a name="l00073"></a><a class="code" href="classmerger.html#79420e251308df4502c834171d518ad9">00073</a> <span class="keywordtype">void</span> <a class="code" href="classmerger.html#79420e251308df4502c834171d518ad9" title="Set internal parameters used in approximation.">set_parameters</a> ( <span class="keywordtype">double</span> beta0, <span class="keywordtype">int</span> Ns0, <span class="keywordtype">int</span> Nc0 ) {<a class="code" href="classmerger.html#e68a72e2740007ae68545e378c7701ad" title="Prior on the log-normal merging model.">beta</a>=beta0;<a class="code" href="classmerger.html#ce84de1824875b4262eefb640e8c6d69" title="Number of samples used in approximation.">Ns</a>=Ns0;<a class="code" href="classmerger.html#6acf33e1c64aaaee20689725e8110f65" title="Number of components in a mixture.">Nc</a>=Nc0;<a class="code" href="classmerger.html#b13c9e8921e6bc6b8dd7bbafb54fa801" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classeEmp.html#a4215f6a5a04d07b43f7ebaa942e15f1" title="Set sample.">set_n</a>(Ns0,<span class="keyword">false</span>);} |
| | 63 | <a name="l00075"></a><a class="code" href="classmerger.html#02d2a445e44a87f37ee3a2b9b40cffd1">00075</a> <span class="keywordtype">void</span> <a class="code" href="classmerger.html#02d2a445e44a87f37ee3a2b9b40cffd1" title="Initialize the proposal density. This function must be called before merge()!">init</a>() { |
| | 64 | <a name="l00076"></a>00076 Array<vec> Smps ( <a class="code" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f" title="Number of mpdfs in the composite.">n</a> ); |
| | 65 | <a name="l00077"></a>00077 <span class="comment">//Gibbs sampling</span> |
| | 66 | <a name="l00078"></a>00078 <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++ ) {Smps ( i ) =zeros ( 0 );} |
| | 67 | <a name="l00079"></a>00079 } |
| | 68 | <a name="l00081"></a>00081 <span class="keywordtype">void</span> <a class="code" href="classmerger.html#bc23accc77ec766bce7202934e2c180c" title="Create a mixture density, make sure to call init() before the first call.">merge</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>* g0 ); |
| | 69 | <a name="l00083"></a><a class="code" href="classmerger.html#bc23accc77ec766bce7202934e2c180c">00083</a> <span class="keywordtype">void</span> <a class="code" href="classmerger.html#bc23accc77ec766bce7202934e2c180c" title="Create a mixture density, make sure to call init() before the first call.">merge</a> () {<a class="code" href="classmerger.html#bc23accc77ec766bce7202934e2c180c" title="Create a mixture density, make sure to call init() before the first call.">merge</a> ( & ( <a class="code" href="classmerger.html#021d1522cea70db8545d708afd32ec2f" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classMixEF.html#efb3e20c2151d91c4fc080b7722a2069" title="Returns a reference to the epdf representing posterior density on parameters.">_epdf</a>() ) );}; |
| | 70 | <a name="l00084"></a>00084 |
| | 71 | <a name="l00086"></a>00086 vec <a class="code" href="classmerger.html#217c65f335c603033fa09a2ecc64bc05" title="Merge log-likelihood values.">lognorm_merge</a> ( mat &lW ); |
| | 72 | <a name="l00089"></a><a class="code" href="classmerger.html#379198c3d2063bfa63f5d1245a2511ba">00089</a> vec <a class="code" href="classmerger.html#379198c3d2063bfa63f5d1245a2511ba">sample</a> ( )<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="classmerger.html#021d1522cea70db8545d708afd32ec2f" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classMixEF.html#efb3e20c2151d91c4fc080b7722a2069" title="Returns a reference to the epdf representing posterior density on parameters.">_epdf</a>().<a class="code" href="classepdf.html#8019654e494bf5e458f6fb947e11b262" title="Returns a sample, from density .">sample</a>();} |
| | 73 | <a name="l00090"></a><a class="code" href="classmerger.html#8c37688902b1a1e9fa32edc5709e5a00">00090</a> <span class="keywordtype">double</span> <a class="code" href="classmerger.html#8c37688902b1a1e9fa32edc5709e5a00" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &dt )<span class="keyword"> const </span>{ |
| | 74 | <a name="l00091"></a>00091 vec dtf=ones ( dt.length() +1 ); |
| | 75 | <a name="l00092"></a>00092 dtf.set_subvector ( 0,dt ); |
| | 76 | <a name="l00093"></a>00093 <span class="keywordflow">return</span> <a class="code" href="classmerger.html#021d1522cea70db8545d708afd32ec2f" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classMixEF.html#424ca64f36d4e41de7a7e7ae921d35ea">logpred</a> ( dtf ); |
| | 77 | <a name="l00094"></a>00094 } |
| | 78 | <a name="l00095"></a><a class="code" href="classmerger.html#3a46999cd77047d5d4ac6c1cb735a83e">00095</a> vec <a class="code" href="classmerger.html#3a46999cd77047d5d4ac6c1cb735a83e" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
| | 79 | <a name="l00096"></a>00096 <span class="keyword">const</span> Vec<double> &w = <a class="code" href="classmerger.html#b13c9e8921e6bc6b8dd7bbafb54fa801" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b" title="Potentially dangerous, use with care.">_w</a>(); |
| | 80 | <a name="l00097"></a>00097 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classmerger.html#b13c9e8921e6bc6b8dd7bbafb54fa801" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classeEmp.html#31b747eca73b16f30370827ba4cc3575" title="access function">_samples</a>(); |
| | 81 | <a name="l00098"></a>00098 vec tmp=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>() ); |
| | 82 | <a name="l00099"></a>00099 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i<<a class="code" href="classmerger.html#ce84de1824875b4262eefb640e8c6d69" title="Number of samples used in approximation.">Ns</a>; i++ ) { |
| | 83 | <a name="l00100"></a>00100 tmp+=w ( i ) *S ( i ); |
| | 84 | <a name="l00101"></a>00101 } |
| | 85 | <a name="l00102"></a>00102 <span class="keywordflow">return</span> tmp; |
| | 86 | <a name="l00103"></a>00103 } |
| | 87 | <a name="l00104"></a>00104 mat variance()<span class="keyword"> const </span>{ |
| | 88 | <a name="l00105"></a>00105 <span class="keyword">const</span> vec &w = <a class="code" href="classmerger.html#b13c9e8921e6bc6b8dd7bbafb54fa801" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b" title="Potentially dangerous, use with care.">_w</a>(); |
| | 89 | <a name="l00106"></a>00106 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classmerger.html#b13c9e8921e6bc6b8dd7bbafb54fa801" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classeEmp.html#31b747eca73b16f30370827ba4cc3575" title="access function">_samples</a>(); |
| | 90 | <a name="l00107"></a>00107 |
| | 91 | <a name="l00108"></a>00108 vec mea = <a class="code" href="classmerger.html#3a46999cd77047d5d4ac6c1cb735a83e" title="return expected value">mean</a>(); |
| | 92 | <a name="l00109"></a>00109 |
| | 93 | <a name="l00110"></a>00110 cout << sum(w) << <span class="stringliteral">","</span> << w*w <<endl; |
| | 94 | <a name="l00111"></a>00111 |
| | 95 | <a name="l00112"></a>00112 mat Tmp=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>(), <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>()); |
| | 96 | <a name="l00113"></a>00113 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i<<a class="code" href="classmerger.html#ce84de1824875b4262eefb640e8c6d69" title="Number of samples used in approximation.">Ns</a>; i++ ) { |
| | 97 | <a name="l00114"></a>00114 Tmp+=w ( i ) *outer_product(S ( i ), S(i)); |
| | 98 | <a name="l00115"></a>00115 } |
| | 99 | <a name="l00116"></a>00116 <span class="keywordflow">return</span> Tmp-outer_product(mea,mea); |
| | 100 | <a name="l00117"></a>00117 } |
| | 101 | <a name="l00119"></a><a class="code" href="classmerger.html#51e425ee1dd46d73353526e6a1c24ca3">00119</a> <span class="keyword">virtual</span> <a class="code" href="classmerger.html#51e425ee1dd46d73353526e6a1c24ca3" title="for future use">~merger</a>() { |
| | 102 | <a name="l00120"></a>00120 <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++ ) { |
| | 103 | <a name="l00121"></a>00121 <span class="keyword">delete</span> <a class="code" href="classmerger.html#01e222f5df660e1b25c712e82da8df8f" title="Data link for each mpdf in mpdfs.">dls</a> ( i ); |
| | 104 | <a name="l00122"></a>00122 <span class="keyword">delete</span> <a class="code" href="classmerger.html#d0ff2953f904f12a355f72f51813ca7a" title="Data Links of rv0 mpdfs - these will be conditioned the (rv,rvc) of mpdfs.">zdls</a> ( i ); |
| | 105 | <a name="l00123"></a>00123 } |
| | 106 | <a name="l00124"></a>00124 }; |
| | 107 | <a name="l00125"></a>00125 |
| | 108 | <a name="l00127"></a><a class="code" href="classmerger.html#6e430acd4eb7eea6078df0eb0a429821">00127</a> <a class="code" href="classMixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a>& <a class="code" href="classmerger.html#6e430acd4eb7eea6078df0eb0a429821" title="Access function.">_Mix</a>() {<span class="keywordflow">return</span> <a class="code" href="classmerger.html#021d1522cea70db8545d708afd32ec2f" title="Internal mixture of EF models.">Mix</a>;} |
| | 109 | <a name="l00129"></a><a class="code" href="classmerger.html#f79677063ec72cdc175280a3fae8ebc2">00129</a> <a class="code" href="classeEmp.html" title="Weighted empirical density.">eEmp</a>& <a class="code" href="classmerger.html#f79677063ec72cdc175280a3fae8ebc2" title="Access function.">_Smp</a>() {<span class="keywordflow">return</span> <a class="code" href="classmerger.html#b13c9e8921e6bc6b8dd7bbafb54fa801" title="Projection to empirical density.">eSmp</a>;} |
| | 110 | <a name="l00130"></a>00130 }; |
| | 111 | <a name="l00131"></a>00131 |
| | 112 | <a name="l00132"></a>00132 |
| | 113 | <a name="l00133"></a>00133 |
| | 114 | <a name="l00134"></a>00134 <span class="preprocessor">#endif // MER_H</span> |
