Changeset 210 for doc/latex/classMixEF.tex
- Timestamp:
- 11/13/08 19:59:21 (16 years ago)
- Files:
-
- 1 modified
Legend:
- Unmodified
- Added
- Removed
-
doc/latex/classMixEF.tex
r181 r210 30 30 31 31 \begin{CompactList}\small\item\em Full constructor. \item\end{CompactList}\item 32 \hypertarget{classMixEF_51fa3e3953c0af69f4e0162829d7929d}{ 33 \hyperlink{classMixEF_51fa3e3953c0af69f4e0162829d7929d}{MixEF} ()} 34 \label{classMixEF_51fa3e3953c0af69f4e0162829d7929d} 35 36 \begin{CompactList}\small\item\em Constructor of empty mixture. \item\end{CompactList}\item 37 \hypertarget{classMixEF_5f4880febf28803471694d87eab81ec4}{ 38 \hyperlink{classMixEF_5f4880febf28803471694d87eab81ec4}{MixEF} (const \hyperlink{classMixEF}{MixEF} \&M2)} 39 \label{classMixEF_5f4880febf28803471694d87eab81ec4} 40 41 \begin{CompactList}\small\item\em Copy constructor. \item\end{CompactList}\item 32 42 void \hyperlink{classMixEF_73a782d2f464c830bbdbb03d34c6d63e}{init} (\hyperlink{classBMEF}{BMEF} $\ast$Com0, const mat \&Data, int c=5) 33 43 \item … … 42 52 43 53 \begin{CompactList}\small\item\em EM algorithm. \item\end{CompactList}\item 44 \hypertarget{classMixEF_ e6810daa121ccaff1ac18f26fbad4563}{45 void \ hyperlink{classMixEF_e6810daa121ccaff1ac18f26fbad4563}{bayesB} (const mat \&dt)}46 \label{classMixEF_ e6810daa121ccaff1ac18f26fbad4563}47 48 \ begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item54 \hypertarget{classMixEF_8f4672ce35c35eec6a7f9c18ce3871a3}{ 55 void \textbf{bayesB} (const mat \&dt, const vec \&wData)} 56 \label{classMixEF_8f4672ce35c35eec6a7f9c18ce3871a3} 57 58 \item 49 59 double \hyperlink{classMixEF_424ca64f36d4e41de7a7e7ae921d35ea}{logpred} (const vec \&dt) const 50 60 \item … … 53 63 \label{classMixEF_efb3e20c2151d91c4fc080b7722a2069} 54 64 65 \begin{CompactList}\small\item\em Returns a reference to the \hyperlink{classepdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item 66 \hypertarget{classMixEF_324c2f0f7f9a9ee123073c15aeb8d0c1}{ 67 const \hyperlink{classeprod}{eprod} $\ast$ \hyperlink{classMixEF_324c2f0f7f9a9ee123073c15aeb8d0c1}{\_\-e} () const } 68 \label{classMixEF_324c2f0f7f9a9ee123073c15aeb8d0c1} 69 55 70 \begin{CompactList}\small\item\em Returns a pointer to the \hyperlink{classepdf}{epdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item 56 \hypertarget{classMixEF_ a93379cf31bb25961ea7f8d3f095513d}{57 \hyperlink{classemix}{emix} $\ast$ \hyperlink{classMixEF_ a93379cf31bb25961ea7f8d3f095513d}{predictor} (const \hyperlink{classRV}{RV} \&\hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv})}58 \label{classMixEF_ a93379cf31bb25961ea7f8d3f095513d}71 \hypertarget{classMixEF_4d5b5c25280a50df1edfa2c03540d0ac}{ 72 \hyperlink{classemix}{emix} $\ast$ \hyperlink{classMixEF_4d5b5c25280a50df1edfa2c03540d0ac}{predictor} (const \hyperlink{classRV}{RV} \&\hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}) const } 73 \label{classMixEF_4d5b5c25280a50df1edfa2c03540d0ac} 59 74 60 75 \begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item 61 \hypertarget{classMixEF_ fdbd5f58778c1ecb68b71945cdff0483}{62 void \hyperlink{classMixEF_ fdbd5f58778c1ecb68b71945cdff0483}{flatten} (double sumw=1.0)}63 \label{classMixEF_ fdbd5f58778c1ecb68b71945cdff0483}76 \hypertarget{classMixEF_7d4d571688a15cc5be10f6f48bfc433d}{ 77 void \hyperlink{classMixEF_7d4d571688a15cc5be10f6f48bfc433d}{flatten} (const \hyperlink{classBMEF}{BMEF} $\ast$M2)} 78 \label{classMixEF_7d4d571688a15cc5be10f6f48bfc433d} 64 79 65 80 \begin{CompactList}\small\item\em Flatten the density as if it was not estimated from the data. \item\end{CompactList}\item 81 \hypertarget{classMixEF_959d9b078766e251a3089b501ed78513}{ 82 \hyperlink{classBMEF}{BMEF} $\ast$ \hyperlink{classMixEF_959d9b078766e251a3089b501ed78513}{\_\-Coms} (int i)} 83 \label{classMixEF_959d9b078766e251a3089b501ed78513} 84 85 \begin{CompactList}\small\item\em Access function. \item\end{CompactList}\item 86 \hypertarget{classMixEF_6576024e16523da5cbaaf233512c53dc}{ 87 void \hyperlink{classMixEF_6576024e16523da5cbaaf233512c53dc}{set\_\-method} (MixEF\_\-METHOD M)} 88 \label{classMixEF_6576024e16523da5cbaaf233512c53dc} 89 90 \begin{CompactList}\small\item\em Set which method is to be used. \item\end{CompactList}\item 91 \hypertarget{classBMEF_30bb40eb1fd31869b2e62e79e1ecdcb4}{ 92 virtual void \hyperlink{classBMEF_30bb40eb1fd31869b2e62e79e1ecdcb4}{set\_\-statistics} (const \hyperlink{classBMEF}{BMEF} $\ast$BM0)} 93 \label{classBMEF_30bb40eb1fd31869b2e62e79e1ecdcb4} 94 95 \begin{CompactList}\small\item\em get statistics from another model \item\end{CompactList}\item 96 \hypertarget{classBMEF_8f4ecb6e2eaf630155a1fa98f35aa6ad}{ 97 virtual void \hyperlink{classBMEF_8f4ecb6e2eaf630155a1fa98f35aa6ad}{bayes} (const vec \&data, const double w)} 98 \label{classBMEF_8f4ecb6e2eaf630155a1fa98f35aa6ad} 99 100 \begin{CompactList}\small\item\em Weighted update of sufficient statistics (Bayes rule). \item\end{CompactList}\item 101 \hypertarget{classBMEF_97f5312efe4a5bedb86d2daec59d8651}{ 102 \hyperlink{classBMEF}{BMEF} $\ast$ \hyperlink{classBMEF_97f5312efe4a5bedb86d2daec59d8651}{\_\-copy\_\-} (bool changerv=false)} 103 \label{classBMEF_97f5312efe4a5bedb86d2daec59d8651} 104 105 \begin{CompactList}\small\item\em Flatten the posterior as if to keep nu0 data. \item\end{CompactList}\item 106 \hypertarget{classBM_0186270f75189677f390fe088a9947e9}{ 107 virtual void \hyperlink{classBM_0186270f75189677f390fe088a9947e9}{bayesB} (const mat \&Dt)} 108 \label{classBM_0186270f75189677f390fe088a9947e9} 109 110 \begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 66 111 \hypertarget{classBM_cd0660f2a1a344b56ac39802708ff165}{ 67 112 vec \hyperlink{classBM_cd0660f2a1a344b56ac39802708ff165}{logpred\_\-m} (const mat \&dt) const } … … 83 128 \label{classBM_1ffa9f23669aabecc3760c06c6987522} 84 129 85 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item 86 virtual \hyperlink{classBM}{BM} $\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-} (bool changerv=false) 87 \end{CompactItemize} 130 \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 88 131 \subsection*{Protected Member Functions} 89 132 \begin{CompactItemize} … … 117 160 118 161 \begin{CompactList}\small\item\em Posterior on component parameters. \item\end{CompactList}\item 162 \hypertarget{classMixEF_6e630b2fd4cae8aa728ea1322708c8f0}{ 163 MixEF\_\-METHOD \hyperlink{classMixEF_6e630b2fd4cae8aa728ea1322708c8f0}{method}} 164 \label{classMixEF_6e630b2fd4cae8aa728ea1322708c8f0} 165 166 \begin{CompactList}\small\item\em Flag for a method that is used in the inference. \item\end{CompactList}\item 167 \hypertarget{classBMEF_538d632e59f9afa8daa1de74da12ce71}{ 168 double \hyperlink{classBMEF_538d632e59f9afa8daa1de74da12ce71}{frg}} 169 \label{classBMEF_538d632e59f9afa8daa1de74da12ce71} 170 171 \begin{CompactList}\small\item\em forgetting factor \item\end{CompactList}\item 172 \hypertarget{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}{ 173 double \hyperlink{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}{last\_\-lognc}} 174 \label{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02} 175 176 \begin{CompactList}\small\item\em cached value of lognc() in the previous step (used in evaluation of {\tt ll} ) \item\end{CompactList}\item 119 177 \hypertarget{classBM_af00f0612fabe66241dd507188cdbf88}{ 120 178 \hyperlink{classRV}{RV} \hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}} … … 160 218 161 219 162 References BM ::\_\-copy\_\-(), build\_\-est(), Coms, est, n, multiBM::set\_\-parameters(), and weights.220 References BMEF::\_\-copy\_\-(), build\_\-est(), Coms, est, n, multiBM::set\_\-parameters(), and weights. 163 221 164 222 Referenced by merger::merge().\hypertarget{classMixEF_424ca64f36d4e41de7a7e7ae921d35ea}{ … … 173 231 Reimplemented from \hyperlink{classBM_8a8ce6df431689964c41cc6c849cfd06}{BM}. 174 232 175 References multiBM::\_\-epdf(), Coms, epdf::mean(), n, and weights. 176 177 Referenced by merger::evalpdflog(), and merger::merge().\hypertarget{classBM_eb58c81d6a7b75b05fc6f276eed78887}{ 178 \index{MixEF@{MixEF}!\_\-copy\_\-@{\_\-copy\_\-}} 179 \index{\_\-copy\_\-@{\_\-copy\_\-}!MixEF@{MixEF}} 180 \subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ BM::\_\-copy\_\- (bool {\em changerv} = {\tt false})\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} 181 \label{classBM_eb58c81d6a7b75b05fc6f276eed78887} 182 183 184 Copy function required in vectors, Arrays of \hyperlink{classBM}{BM} etc. Have to be DELETED manually! Prototype: BM$\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-()}\{\hyperlink{classBM}{BM} Tmp$\ast$=new Tmp(this$\ast$); return Tmp; \} 185 186 Reimplemented in \hyperlink{classARX_5de61fbd4f97fa3216760b1f733f5af0}{ARX}. 187 188 Referenced by init(). 233 References multiBM::\_\-epdf(), Coms, epdf::mean(), and weights. 234 235 Referenced by merger::evalpdflog(), and merger::merge(). 189 236 190 237 The documentation for this class was generated from the following files:\begin{CompactItemize}