Changeset 270 for doc/latex/classbdm_1_1MixEF.tex

Timestamp:

02/16/09 10:02:08 (16 years ago)

Author:

smidl

Message:

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

Files:

• doc/latex/classbdm_1_1MixEF.tex (modified) (8 diffs)

doc/latex/classbdm_1_1MixEF.tex

@@ -3 +3 @@
 \label{classbdm_1_1MixEF}\index{bdm::MixEF@{bdm::MixEF}}
 }
-Mixture of Exponential Family Densities.  
-
-
 {\tt \#include $<$mixef.h$>$}
 
@@ -15 +12 @@
 \end{center}
 \end{figure}
-Collaboration diagram for bdm::MixEF:\nopagebreak
-\begin{figure}[H]
-\begin{center}
-\leavevmode
-\includegraphics[height=400pt]{classbdm_1_1MixEF__coll__graph}
-\end{center}
-\end{figure}
-\subsection*{Public Member Functions}
+
+
+\subsection{Detailed Description}
+Mixture of Exponential Family Densities. 
+
+An approximate estimation method for models with latent discrete variable, such as mixture models of the following kind: \[ f(y_t|\psi_t, \Theta) = \sum_{i=1}^{n} w_i f(y_t|\psi_t, \theta_i) \] where $\psi$ is a known function of past outputs, $w=[w_1,\ldots,w_n]$ are component weights, and component parameters $\theta_i$ are assumed to be mutually independent. $\Theta$ is an aggregation af all component parameters and weights, i.e. $\Theta = [\theta_1,\ldots,\theta_n,w]$.
+
+The characteristic feature of this model is that if the exact values of the latent variable were known, estimation of the parameters can be handled by a single model. For example, for the case of mixture models, posterior density for each component parameters would be a BayesianModel from Exponential Family.
+
+This class uses EM-style type algorithms for estimation of its parameters. Under this simplification, the posterior density is a product of exponential family members, hence under EM-style approximate estimation this class itself belongs to the exponential family.
+
+TODO: Extend \hyperlink{classbdm_1_1BM}{BM} to use rvc. \subsection*{Public Member Functions}
 \begin{CompactItemize}
 \item 
@@ -60 +61 @@
 \item 
 \hypertarget{classbdm_1_1MixEF_33d0b3da1d10bf149d41ee74f6284a19}{
-const \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1MixEF_33d0b3da1d10bf149d41ee74f6284a19}{\_\-epdf} () const }
+const \hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} () const }
 \label{classbdm_1_1MixEF_33d0b3da1d10bf149d41ee74f6284a19}
 
-\begin{CompactList}\small\item\em Returns a reference to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item 
+\item 
 \hypertarget{classbdm_1_1MixEF_ea8be6f0703d87b7c4c3e77fd07e28c8}{
-const \hyperlink{classbdm_1_1eprod}{eprod} $\ast$ \hyperlink{classbdm_1_1MixEF_ea8be6f0703d87b7c4c3e77fd07e28c8}{\_\-e} () const }
+const \hyperlink{classbdm_1_1eprod}{eprod} $\ast$ \textbf{\_\-e} () const }
 \label{classbdm_1_1MixEF_ea8be6f0703d87b7c4c3e77fd07e28c8}
 
-\begin{CompactList}\small\item\em Returns a pointer to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item 
-\hypertarget{classbdm_1_1MixEF_5105973c0f790f08d1dfb79c2a3f6e1c}{
-\hyperlink{classbdm_1_1emix}{emix} $\ast$ \hyperlink{classbdm_1_1MixEF_5105973c0f790f08d1dfb79c2a3f6e1c}{predictor} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}) const }
-\label{classbdm_1_1MixEF_5105973c0f790f08d1dfb79c2a3f6e1c}
-
-\begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item 
+\item 
+\hypertarget{classbdm_1_1MixEF_edc50e9640f049b846084748b18469a2}{
+\hyperlink{classbdm_1_1emix}{emix} $\ast$ \hyperlink{classbdm_1_1MixEF_edc50e9640f049b846084748b18469a2}{epredictor} () const }
+\label{classbdm_1_1MixEF_edc50e9640f049b846084748b18469a2}
+
+\begin{CompactList}\small\item\em Constructs a predictive density $ f(d_{t+1} |d_{t}, \ldots d_{0}) $. \item\end{CompactList}\item 
 \hypertarget{classbdm_1_1MixEF_f0dfb4375fef4e61c4cb062e5bac7c8c}{
 void \hyperlink{classbdm_1_1MixEF_f0dfb4375fef4e61c4cb062e5bac7c8c}{flatten} (const \hyperlink{classbdm_1_1BMEF}{BMEF} $\ast$M2)}
@@ -103 +104 @@
 \label{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}
 
-\begin{CompactList}\small\item\em Flatten the posterior as if to keep nu0 data. \item\end{CompactList}\item 
+\begin{CompactList}\small\item\em Flatten the posterior as if to keep nu0 data. \item\end{CompactList}\end{CompactItemize}
+\begin{Indent}{\bf Constructors}\par
+\begin{CompactItemize}
+\item 
+virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{\_\-copy\_\-} ()
+\end{CompactItemize}
+\end{Indent}
+\begin{Indent}{\bf Mathematical operations}\par
+\begin{CompactItemize}
+\item 
 \hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{
 virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)}
@@ -114 +124 @@
 
 \begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 
-\hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{
-const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const }
-\label{classbdm_1_1BM_40a3c891996391e3135518053a917793}
-
-\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
+\hypertarget{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{
+virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{predictor} () const }
+\label{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}
+
+\begin{CompactList}\small\item\em Constructs a conditional density 1-step ahead predictor. \item\end{CompactList}\end{CompactItemize}
+\end{Indent}
+\begin{Indent}{\bf Access to attributes}\par
+\begin{CompactItemize}
+\item 
 \hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{
-const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{\_\-drv} () const }
+const \hyperlink{classbdm_1_1RV}{RV} \& \textbf{\_\-drv} () const }
 \label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}
 
-\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
+\item 
 \hypertarget{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{
-void \hyperlink{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv})}
+void \textbf{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv)}
 \label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}
 
-\begin{CompactList}\small\item\em set drv \item\end{CompactList}\item 
+\item 
 \hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{
-double \hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const }
+double \textbf{\_\-ll} () const }
 \label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}
 
-\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
+\item 
 \hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{
-void \hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)}
+void \textbf{set\_\-evalll} (bool evl0)}
 \label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}
 
-\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
+\end{CompactItemize}
+\end{Indent}
 \subsection*{Protected Member Functions}
 \begin{CompactItemize}
@@ -185 +200 @@
 
 \begin{CompactList}\small\item\em cached value of lognc() in the previous step (used in evaluation of {\tt ll} ) \item\end{CompactList}\item 
-\hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{
-\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}}
-\label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}
-
-\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item 
 \hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{
 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}}
@@ -206 +216 @@
 \begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save computational time. \item\end{CompactList}\end{CompactItemize}
 
-
-\subsection{Detailed Description}
-Mixture of Exponential Family Densities. 
-
-An approximate estimation method for models with latent discrete variable, such as mixture models of the following kind: \[ f(y_t|\psi_t, \Theta) = \sum_{i=1}^{n} w_i f(y_t|\psi_t, \theta_i) \] where $\psi$ is a known function of past outputs, $w=[w_1,\ldots,w_n]$ are component weights, and component parameters $\theta_i$ are assumed to be mutually independent. $\Theta$ is an aggregation af all component parameters and weights, i.e. $\Theta = [\theta_1,\ldots,\theta_n,w]$.
-
-The characteristic feature of this model is that if the exact values of the latent variable were known, estimation of the parameters can be handled by a single model. For example, for the case of mixture models, posterior density for each component parameters would be a BayesianModel from Exponential Family.
-
-This class uses EM-style type algorithms for estimation of its parameters. Under this simplification, the posterior density is a product of exponential family members, hence under EM-style approximate estimation this class itself belongs to the exponential family.
-
-TODO: Extend \hyperlink{classbdm_1_1BM}{BM} to use rvc. 
 
 \subsection{Member Function Documentation}
@@ -248 +247 @@
 References bdm::multiBM::\_\-epdf(), Coms, bdm::epdf::mean(), and weights.
 
-Referenced by bdm::merger::evallog(), and bdm::merger::merge().
+Referenced by bdm::merger::evallog(), and bdm::merger::merge().\hypertarget{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{
+\index{bdm::MixEF@{bdm::MixEF}!\_\-copy\_\-@{\_\-copy\_\-}}
+\index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::MixEF@{bdm::MixEF}}
+\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- ()\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
+\label{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}
+
+
+Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype: 
+
+\begin{Code}\begin{verbatim} BM* _copy_(){return new BM(*this);} 
+\end{verbatim}
+\end{Code}
+
+ 
+
+Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}.
 
 The documentation for this class was generated from the following files:\begin{CompactItemize}