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03/06/09 15:03:45 (16 years ago)
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smidl
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correction of ARX tutorial

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  • doc/html/emix_8h-source.html

    r287 r290  
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    33<title>mixpp: emix.h Source File</title> 
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    6571<a name="l00018"></a>00018 <span class="comment">//#include &lt;std&gt;</span> 
    6672<a name="l00019"></a>00019  
    67 <a name="l00020"></a>00020 <span class="keyword">namespace </span>bdm{ 
     73<a name="l00020"></a>00020 <span class="keyword">namespace </span>bdm { 
    6874<a name="l00021"></a>00021  
    6975<a name="l00022"></a>00022 <span class="comment">//this comes first because it is used inside emix!</span> 
     
    7682<a name="l00045"></a><a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7">00045</a>         <a class="code" href="classbdm_1_1datalink__m2e.html" title="data link between">datalink_m2e</a> <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>; 
    7783<a name="l00046"></a>00046 <span class="keyword">public</span>: 
    78 <a name="l00049"></a><a class="code" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">00049</a>         <a class="code" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">mratio</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* nom0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv, <span class="keywordtype">bool</span> copy=<span class="keyword">false</span> ) :<a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( ), <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a> ( rv,<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>,nom0-&gt;_rv() ) { 
    79 <a name="l00050"></a>00050                 <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a>(_rv()); 
    80 <a name="l00051"></a>00051                 set_rvc(nom0-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>().<a class="code" href="classbdm_1_1RV.html#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> ( rv ) ); 
    81 <a name="l00052"></a>00052                 <span class="keywordflow">if</span> ( copy ) { 
    82 <a name="l00053"></a>00053 <span class="comment">//                      nom = nom0-&gt;_copy_();</span> 
    83 <a name="l00054"></a>00054                         it_error ( <span class="stringliteral">"todo"</span> ); 
    84 <a name="l00055"></a>00055                         <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>; 
    85 <a name="l00056"></a>00056                 } 
    86 <a name="l00057"></a>00057                 <span class="keywordflow">else</span> { 
    87 <a name="l00058"></a>00058                         <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a> = nom0; 
    88 <a name="l00059"></a>00059                         <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> = <span class="keyword">false</span>; 
    89 <a name="l00060"></a>00060                 } 
    90 <a name="l00061"></a>00061                 it_assert_debug ( <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.<a class="code" href="classbdm_1_1RV.html#e9ec8c3e756651ff352ab5e3d3acda4b">length</a>() &gt;0,<span class="stringliteral">"Makes no sense to use this object!"</span> ); 
    91 <a name="l00062"></a>00062                 <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a> = <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ); 
    92 <a name="l00063"></a>00063         }; 
    93 <a name="l00064"></a><a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204">00064</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &amp;val, <span class="keyword">const</span> vec &amp;cond ) { 
    94 <a name="l00065"></a>00065                 <span class="keywordtype">double</span> tmp; 
    95 <a name="l00066"></a>00066                 vec nom_val ( <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>() + <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> ); 
    96 <a name="l00067"></a>00067                 <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.<a class="code" href="classbdm_1_1datalink__m2e.html#b29bc3c7bf2a1d87e77ccaa793d097d5">pushup_cond</a> ( nom_val,val,cond ); 
    97 <a name="l00068"></a>00068                 tmp = exp ( <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249" title="Compute log-probability of argument val.">evallog</a> ( nom_val ) - <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249" title="Compute log-probability of argument val.">evallog</a> ( cond ) ); 
    98 <a name="l00069"></a>00069                 it_assert_debug(std::isfinite(tmp),<span class="stringliteral">"Infinite value"</span>); 
    99 <a name="l00070"></a>00070                 <span class="keywordflow">return</span> tmp; 
    100 <a name="l00071"></a>00071         } 
    101 <a name="l00073"></a><a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15">00073</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15" title="Object takes ownership of nom and will destroy it.">ownnom</a>() {<a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>;} 
    102 <a name="l00075"></a><a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c">00075</a>         <a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c" title="Default destructor.">~mratio</a>() {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>; <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>;}} 
    103 <a name="l00076"></a>00076 }; 
    104 <a name="l00077"></a>00077  
    105 <a name="l00088"></a><a class="code" href="classbdm_1_1emix.html">00088</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { 
    106 <a name="l00089"></a>00089 <span class="keyword">protected</span>: 
    107 <a name="l00091"></a><a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46">00091</a>         vec <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>; 
    108 <a name="l00093"></a><a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e">00093</a>         Array&lt;epdf*&gt; <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>; 
    109 <a name="l00095"></a><a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4">00095</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a>; 
    110 <a name="l00096"></a>00096 <span class="keyword">public</span>: 
    111 <a name="l00098"></a><a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d">00098</a>         <a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d" title="Default constructor.">emix</a> (  ) : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( ) {}; 
    112 <a name="l00101"></a>00101         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#3a107a6b808a081389ef17af951c234a">set_parameters</a> ( <span class="keyword">const</span> vec &amp;<a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>, <span class="keyword">const</span> Array&lt;epdf*&gt; &amp;<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>, <span class="keywordtype">bool</span> copy=<span class="keyword">false</span> ); 
    113 <a name="l00102"></a>00102  
    114 <a name="l00103"></a>00103         vec <a class="code" href="classbdm_1_1emix.html#e8839dbbb0d1276a8dbe957a67cfe0dc" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>; 
    115 <a name="l00104"></a><a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a">00104</a>         vec <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
    116 <a name="l00105"></a>00105                 <span class="keywordtype">int</span> i; vec mu = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    117 <a name="l00106"></a>00106                 <span class="keywordflow">for</span> ( i = 0;i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length();i++ ) {mu += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;mean(); } 
    118 <a name="l00107"></a>00107                 <span class="keywordflow">return</span> mu; 
    119 <a name="l00108"></a>00108         } 
    120 <a name="l00109"></a><a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86">00109</a>         vec <a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ 
    121 <a name="l00110"></a>00110                 <span class="comment">//non-central moment</span> 
    122 <a name="l00111"></a>00111                 vec mom2 = zeros(<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    123 <a name="l00112"></a>00112                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length();i++ ) {mom2 += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * pow(<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(),2); } 
    124 <a name="l00113"></a>00113                 <span class="comment">//central moment</span> 
    125 <a name="l00114"></a>00114                 <span class="keywordflow">return</span> mom2-pow(<a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(),2); 
    126 <a name="l00115"></a>00115         } 
    127 <a name="l00116"></a><a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">00116</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e" title="Compute log-probability of argument val.">evallog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{ 
    128 <a name="l00117"></a>00117                 <span class="keywordtype">int</span> i; 
    129 <a name="l00118"></a>00118                 <span class="keywordtype">double</span> sum = 0.0; 
    130 <a name="l00119"></a>00119                 <span class="keywordflow">for</span> ( i = 0;i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length();i++ ) {sum += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e" title="Compute log-probability of argument val.">evallog</a> ( val ) );} 
    131 <a name="l00120"></a>00120                 <span class="keywordflow">if</span> (sum==0.0){sum=std::numeric_limits&lt;double&gt;::epsilon();} 
    132 <a name="l00121"></a>00121                 <span class="keywordtype">double</span> tmp=log ( sum ); 
    133 <a name="l00122"></a>00122                 it_assert_debug(std::isfinite(tmp),<span class="stringliteral">"Infinite"</span>); 
    134 <a name="l00123"></a>00123                 <span class="keywordflow">return</span> tmp; 
    135 <a name="l00124"></a>00124         }; 
    136 <a name="l00125"></a><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b">00125</a>         vec <a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( <span class="keyword">const</span> mat &amp;Val )<span class="keyword"> const </span>{ 
    137 <a name="l00126"></a>00126                 vec x=zeros ( Val.cols() ); 
    138 <a name="l00127"></a>00127                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { 
    139 <a name="l00128"></a>00128                         x+= <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ); 
    140 <a name="l00129"></a>00129                 } 
    141 <a name="l00130"></a>00130                 <span class="keywordflow">return</span> log ( x ); 
    142 <a name="l00131"></a>00131         }; 
    143 <a name="l00133"></a><a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2">00133</a>         mat <a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2" title="Auxiliary function that returns pdflog for each component.">evallog_M</a> ( <span class="keyword">const</span> mat &amp;Val )<span class="keyword"> const </span>{ 
    144 <a name="l00134"></a>00134                 mat X ( <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(), Val.cols() ); 
    145 <a name="l00135"></a>00135                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { 
    146 <a name="l00136"></a>00136                         X.set_row ( i, <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ) ); 
    147 <a name="l00137"></a>00137                 } 
    148 <a name="l00138"></a>00138                 <span class="keywordflow">return</span> X; 
    149 <a name="l00139"></a>00139         }; 
    150 <a name="l00140"></a>00140  
    151 <a name="l00141"></a>00141         <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>* <a class="code" href="classbdm_1_1emix.html#f7165371cc4f7be9292024b9f5431646" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; 
    152 <a name="l00142"></a>00142         <a class="code" href="classbdm_1_1mratio.html" title="Class representing ratio of two densities which arise e.g. by applying the Bayes...">mratio</a>* <a class="code" href="classbdm_1_1emix.html#fc7772a2972959cf19ba26882feacecf" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; <span class="comment">//why not mratio!!</span> 
    153 <a name="l00143"></a>00143  
    154 <a name="l00144"></a>00144 <span class="comment">//Access methods</span> 
    155 <a name="l00146"></a><a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be">00146</a> <span class="comment"></span>        vec&amp; <a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>;} 
    156 <a name="l00147"></a>00147         <span class="keyword">virtual</span> ~<a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>() {<span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a> ) {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i );}}} 
    157 <a name="l00149"></a><a class="code" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e">00149</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e" title="Auxiliary function for taking ownership of the Coms().">ownComs</a>() {<a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a>=<span class="keyword">true</span>;} 
    158 <a name="l00150"></a>00150  
    159 <a name="l00152"></a><a class="code" href="classbdm_1_1emix.html#578616445243674438257be99ba71612">00152</a>         <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1emix.html#578616445243674438257be99ba71612" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i );} 
    160 <a name="l00153"></a>00153 }; 
    161 <a name="l00154"></a>00154  
    162 <a name="l00163"></a><a class="code" href="classbdm_1_1mprod.html">00163</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mprod.html" title="Chain rule decomposition of epdf.">mprod</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1compositepdf.html" title="Abstract composition of pdfs, will be used for specific classes this abstract class...">compositepdf</a>, <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 
    163 <a name="l00164"></a>00164 <span class="keyword">protected</span>: 
    164 <a name="l00166"></a><a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51">00166</a>         Array&lt;epdf*&gt; <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a>; 
    165 <a name="l00168"></a><a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f">00168</a>         Array&lt;datalink_m2m*&gt; <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>; 
    166 <a name="l00170"></a><a class="code" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677">00170</a>         <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <a class="code" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677" title="dummy ep">dummy</a>; 
    167 <a name="l00171"></a>00171 <span class="keyword">public</span>: 
    168 <a name="l00174"></a><a class="code" href="classbdm_1_1mprod.html#680c3e2d95b116c7cfb227c7f2984525">00174</a>         <a class="code" href="classbdm_1_1mprod.html#680c3e2d95b116c7cfb227c7f2984525" title="Constructor from list of mFacs,.">mprod</a> ( Array&lt;mpdf*&gt; mFacs ) : <a class="code" href="classbdm_1_1compositepdf.html" title="Abstract composition of pdfs, will be used for specific classes this abstract class...">compositepdf</a> ( mFacs ), <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> (), <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a> ( <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> ), <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> ) { 
    169 <a name="l00175"></a>00175                 <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>=&amp;<a class="code" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677" title="dummy ep">dummy</a>; 
    170 <a name="l00176"></a>00176                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rv=<a class="code" href="classbdm_1_1compositepdf.html#c73d39acc4378eee6a63155c3517d3c9" title="find common rv, flag">getrv</a>(<span class="keyword">true</span>); 
    171 <a name="l00177"></a>00177                 set_rv(rv);<a class="code" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677" title="dummy ep">dummy</a>.<a class="code" href="classbdm_1_1epdf.html#840de94aa33cf4f2ebd2427f45a165d8">set_parameters</a>(rv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>()); 
    172 <a name="l00178"></a>00178                 <a class="code" href="classbdm_1_1compositepdf.html#c71fc2c51f49d797e61f479f543c75ce" title="common rvc of all mpdfs is written to rvc">setrvc</a> ( <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>(),<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ); 
    173 <a name="l00179"></a>00179                 <span class="comment">// rv and rvc established = &gt; we can link them with mpdfs</span> 
    174 <a name="l00180"></a>00180                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a>;i++ ) { 
    175 <a name="l00181"></a>00181                         <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2m.html">datalink_m2m</a> ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_rv(), <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_rvc(), _rv(), _rvc() ); 
    176 <a name="l00182"></a>00182                 } 
    177 <a name="l00183"></a>00183  
    178 <a name="l00184"></a>00184                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;n;i++ ) { 
    179 <a name="l00185"></a>00185                         <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a> ( i ) =&amp; ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_epdf() ); 
    180 <a name="l00186"></a>00186                 } 
    181 <a name="l00187"></a>00187         }; 
    182 <a name="l00188"></a>00188  
    183 <a name="l00189"></a><a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2">00189</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &amp;val, <span class="keyword">const</span> vec &amp;cond ) { 
    184 <a name="l00190"></a>00190                 <span class="keywordtype">int</span> i; 
    185 <a name="l00191"></a>00191                 <span class="keywordtype">double</span> res = 0.0; 
    186 <a name="l00192"></a>00192                 <span class="keywordflow">for</span> ( i = <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> - 1;i &gt;= 0;i-- ) { 
    187 <a name="l00193"></a>00193                         <span class="comment">/*                      if ( mpdfs(i)-&gt;_rvc().count() &gt;0) {</span> 
    188 <a name="l00194"></a>00194 <span class="comment">                                                        mpdfs ( i )-&gt;condition ( dls ( i )-&gt;get_cond ( val,cond ) );</span> 
    189 <a name="l00195"></a>00195 <span class="comment">                                                }</span> 
    190 <a name="l00196"></a>00196 <span class="comment">                                                // add logarithms</span> 
    191 <a name="l00197"></a>00197 <span class="comment">                                                res += epdfs ( i )-&gt;evallog ( dls ( i )-&gt;pushdown ( val ) );*/</span> 
    192 <a name="l00198"></a>00198                         res += <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;evallogcond ( 
    193 <a name="l00199"></a>00199                                    <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;pushdown ( val ), 
    194 <a name="l00200"></a>00200                                    <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;get_cond ( val, cond ) 
    195 <a name="l00201"></a>00201                                ); 
    196 <a name="l00202"></a>00202                 } 
    197 <a name="l00203"></a>00203                 <span class="keywordflow">return</span> res; 
    198 <a name="l00204"></a>00204         } 
    199 <a name="l00205"></a>00205         <span class="comment">//TODO smarter...</span> 
    200 <a name="l00206"></a><a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">00206</a>         vec <a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond ) { 
    201 <a name="l00208"></a>00208                 vec smp= std::numeric_limits&lt;double&gt;::infinity() * ones ( <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>() ); 
    202 <a name="l00209"></a>00209                 vec smpi; 
    203 <a name="l00210"></a>00210                 <span class="comment">// Hard assumption here!!! We are going backwards, to assure that samples that are needed from smp are already generated!</span> 
    204 <a name="l00211"></a>00211                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = ( <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> - 1 );i &gt;= 0;i-- ) { 
    205 <a name="l00212"></a>00212                         <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;dimensionc() ) { 
    206 <a name="l00213"></a>00213                                 <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;condition ( <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;get_cond ( smp ,cond ) ); <span class="comment">// smp is val here!!</span> 
    207 <a name="l00214"></a>00214                         } 
    208 <a name="l00215"></a>00215                         smpi = <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a> ( i )-&gt;sample(); 
    209 <a name="l00216"></a>00216                         <span class="comment">// copy contribution of this pdf into smp</span> 
    210 <a name="l00217"></a>00217                         <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;pushup ( smp, smpi ); 
    211 <a name="l00218"></a>00218                         <span class="comment">// add ith likelihood contribution</span> 
    212 <a name="l00219"></a>00219                 } 
    213 <a name="l00220"></a>00220                 <span class="keywordflow">return</span> smp; 
    214 <a name="l00221"></a>00221         } 
    215 <a name="l00222"></a>00222         mat <a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond,  <span class="keywordtype">int</span> N ) { 
    216 <a name="l00223"></a>00223                 mat Smp ( dimension(),N ); 
    217 <a name="l00224"></a>00224                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;N;i++ ) {Smp.set_col ( i,<a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( cond ) );} 
    218 <a name="l00225"></a>00225                 <span class="keywordflow">return</span> Smp; 
    219 <a name="l00226"></a>00226         } 
    220 <a name="l00227"></a>00227  
    221 <a name="l00228"></a>00228         ~<a class="code" href="classbdm_1_1mprod.html#680c3e2d95b116c7cfb227c7f2984525" title="Constructor from list of mFacs,.">mprod</a>() {}; 
    222 <a name="l00229"></a>00229 }; 
    223 <a name="l00230"></a>00230  
    224 <a name="l00232"></a><a class="code" href="classbdm_1_1eprod.html">00232</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { 
    225 <a name="l00233"></a>00233 <span class="keyword">protected</span>: 
    226 <a name="l00235"></a><a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391">00235</a>         Array&lt;const epdf*&gt; <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>; 
    227 <a name="l00237"></a><a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43">00237</a>         Array&lt;datalink*&gt; <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>; 
    228 <a name="l00238"></a>00238 <span class="keyword">public</span>: 
    229 <a name="l00239"></a>00239         <a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a> ( <span class="keyword">const</span> Array&lt;const epdf*&gt; epdfs0 ) : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> (  ),<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( epdfs0 ),<a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length() ) { 
    230 <a name="l00240"></a>00240                 <span class="keywordtype">bool</span> independent=<span class="keyword">true</span>; 
    231 <a name="l00241"></a>00241                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
    232 <a name="l00242"></a>00242                         independent=<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() ); 
    233 <a name="l00243"></a>00243                         it_assert_debug ( independent==<span class="keyword">true</span>, <span class="stringliteral">"eprod:: given components are not independent ."</span> ); 
    234 <a name="l00244"></a>00244                 } 
    235 <a name="l00245"></a>00245                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
    236 <a name="l00246"></a>00246                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a> ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() , <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ); 
    237 <a name="l00247"></a>00247                 } 
    238 <a name="l00248"></a>00248         } 
    239 <a name="l00249"></a>00249  
    240 <a name="l00250"></a><a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24">00250</a>         vec <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
    241 <a name="l00251"></a>00251                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 
    242 <a name="l00252"></a>00252                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
    243 <a name="l00253"></a>00253                         vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;mean(); 
    244 <a name="l00254"></a>00254                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushup ( tmp, pom ); 
    245 <a name="l00255"></a>00255                 } 
    246 <a name="l00256"></a>00256                 <span class="keywordflow">return</span> tmp; 
    247 <a name="l00257"></a>00257         } 
    248 <a name="l00258"></a><a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615">00258</a>         vec <a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ 
    249 <a name="l00259"></a>00259                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); <span class="comment">//second moment</span> 
    250 <a name="l00260"></a>00260                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
    251 <a name="l00261"></a>00261                         vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;mean(); 
    252 <a name="l00262"></a>00262                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushup ( tmp, pow(pom,2) ); 
     84<a name="l00049"></a><a class="code" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">00049</a>         <a class="code" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">mratio</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* nom0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv, <span class="keywordtype">bool</span> copy=<span class="keyword">false</span> ) :<a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( ), <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a> ( ) { 
     85<a name="l00050"></a>00050                 <span class="comment">// adjust rv and rvc</span> 
     86<a name="l00051"></a>00051                 <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = nom0-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>().<a class="code" href="classbdm_1_1RV.html#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> ( rv ); 
     87<a name="l00052"></a>00052                 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(); 
     88<a name="l00053"></a>00053                 <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a> = <span class="keyword">new</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>; 
     89<a name="l00054"></a>00054                 <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#840de94aa33cf4f2ebd2427f45a165d8">set_parameters</a>(rv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>()); 
     90<a name="l00055"></a>00055                 <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a>(rv); 
     91<a name="l00056"></a>00056                  
     92<a name="l00057"></a>00057                 <span class="comment">//prepare data structures</span> 
     93<a name="l00058"></a>00058                 <span class="keywordflow">if</span> ( copy ) {it_error ( <span class="stringliteral">"todo"</span> ); <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>; } 
     94<a name="l00059"></a>00059                 <span class="keywordflow">else</span> { <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a> = nom0; <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> = <span class="keyword">false</span>; } 
     95<a name="l00060"></a>00060                 it_assert_debug ( <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.<a class="code" href="classbdm_1_1RV.html#e9ec8c3e756651ff352ab5e3d3acda4b">length</a>() &gt;0,<span class="stringliteral">"Makes no sense to use this object!"</span> );                
     96<a name="l00061"></a>00061                  
     97<a name="l00062"></a>00062                 <span class="comment">// build denominator</span> 
     98<a name="l00063"></a>00063                 <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a> = <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ); 
     99<a name="l00064"></a>00064                 <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.<a class="code" href="classbdm_1_1datalink__m2e.html#add918bf877c48714cff51ee4ad989b0" title="Constructor.">set_connection</a>(rv,<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>,nom0-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>()); 
     100<a name="l00065"></a>00065         }; 
     101<a name="l00066"></a><a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204">00066</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &amp;val, <span class="keyword">const</span> vec &amp;cond ) { 
     102<a name="l00067"></a>00067                 <span class="keywordtype">double</span> tmp; 
     103<a name="l00068"></a>00068                 vec nom_val ( <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>() + <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> ); 
     104<a name="l00069"></a>00069                 <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.<a class="code" href="classbdm_1_1datalink__m2e.html#b29bc3c7bf2a1d87e77ccaa793d097d5">pushup_cond</a> ( nom_val,val,cond ); 
     105<a name="l00070"></a>00070                 tmp = exp ( <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249" title="Compute log-probability of argument val.">evallog</a> ( nom_val ) - <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249" title="Compute log-probability of argument val.">evallog</a> ( cond ) ); 
     106<a name="l00071"></a>00071                 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite value"</span> ); 
     107<a name="l00072"></a>00072                 <span class="keywordflow">return</span> tmp; 
     108<a name="l00073"></a>00073         } 
     109<a name="l00075"></a><a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15">00075</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15" title="Object takes ownership of nom and will destroy it.">ownnom</a>() {<a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>;} 
     110<a name="l00077"></a><a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c">00077</a>         <a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c" title="Default destructor.">~mratio</a>() {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>; <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>;}} 
     111<a name="l00078"></a>00078 }; 
     112<a name="l00079"></a>00079  
     113<a name="l00090"></a><a class="code" href="classbdm_1_1emix.html">00090</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { 
     114<a name="l00091"></a>00091 <span class="keyword">protected</span>: 
     115<a name="l00093"></a><a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46">00093</a>         vec <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>; 
     116<a name="l00095"></a><a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e">00095</a>         Array&lt;epdf*&gt; <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>; 
     117<a name="l00097"></a><a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4">00097</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a>; 
     118<a name="l00098"></a>00098 <span class="keyword">public</span>: 
     119<a name="l00100"></a><a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d">00100</a>         <a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d" title="Default constructor.">emix</a> ( ) : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( ) {}; 
     120<a name="l00103"></a>00103         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#3a107a6b808a081389ef17af951c234a">set_parameters</a> ( <span class="keyword">const</span> vec &amp;<a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>, <span class="keyword">const</span> Array&lt;epdf*&gt; &amp;<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>, <span class="keywordtype">bool</span> copy=<span class="keyword">false</span> ); 
     121<a name="l00104"></a>00104  
     122<a name="l00105"></a>00105         vec <a class="code" href="classbdm_1_1emix.html#e8839dbbb0d1276a8dbe957a67cfe0dc" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>; 
     123<a name="l00106"></a><a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a">00106</a>         vec <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
     124<a name="l00107"></a>00107                 <span class="keywordtype">int</span> i; vec mu = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 
     125<a name="l00108"></a>00108                 <span class="keywordflow">for</span> ( i = 0;i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length();i++ ) {mu += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;mean(); } 
     126<a name="l00109"></a>00109                 <span class="keywordflow">return</span> mu; 
     127<a name="l00110"></a>00110         } 
     128<a name="l00111"></a><a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86">00111</a>         vec <a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ 
     129<a name="l00112"></a>00112                 <span class="comment">//non-central moment</span> 
     130<a name="l00113"></a>00113                 vec mom2 = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 
     131<a name="l00114"></a>00114                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length();i++ ) {mom2 += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * pow ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(),2 ); } 
     132<a name="l00115"></a>00115                 <span class="comment">//central moment</span> 
     133<a name="l00116"></a>00116                 <span class="keywordflow">return</span> mom2-pow ( <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(),2 ); 
     134<a name="l00117"></a>00117         } 
     135<a name="l00118"></a><a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">00118</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e" title="Compute log-probability of argument val.">evallog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{ 
     136<a name="l00119"></a>00119                 <span class="keywordtype">int</span> i; 
     137<a name="l00120"></a>00120                 <span class="keywordtype">double</span> sum = 0.0; 
     138<a name="l00121"></a>00121                 <span class="keywordflow">for</span> ( i = 0;i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length();i++ ) {sum += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e" title="Compute log-probability of argument val.">evallog</a> ( val ) );} 
     139<a name="l00122"></a>00122                 <span class="keywordflow">if</span> ( sum==0.0 ) {sum=std::numeric_limits&lt;double&gt;::epsilon();} 
     140<a name="l00123"></a>00123                 <span class="keywordtype">double</span> tmp=log ( sum ); 
     141<a name="l00124"></a>00124                 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite"</span> ); 
     142<a name="l00125"></a>00125                 <span class="keywordflow">return</span> tmp; 
     143<a name="l00126"></a>00126         }; 
     144<a name="l00127"></a><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b">00127</a>         vec <a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( <span class="keyword">const</span> mat &amp;Val )<span class="keyword"> const </span>{ 
     145<a name="l00128"></a>00128                 vec x=zeros ( Val.cols() ); 
     146<a name="l00129"></a>00129                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { 
     147<a name="l00130"></a>00130                         x+= <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ); 
     148<a name="l00131"></a>00131                 } 
     149<a name="l00132"></a>00132                 <span class="keywordflow">return</span> log ( x ); 
     150<a name="l00133"></a>00133         }; 
     151<a name="l00135"></a><a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2">00135</a>         mat <a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2" title="Auxiliary function that returns pdflog for each component.">evallog_M</a> ( <span class="keyword">const</span> mat &amp;Val )<span class="keyword"> const </span>{ 
     152<a name="l00136"></a>00136                 mat X ( <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(), Val.cols() ); 
     153<a name="l00137"></a>00137                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { 
     154<a name="l00138"></a>00138                         X.set_row ( i, <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ) ); 
     155<a name="l00139"></a>00139                 } 
     156<a name="l00140"></a>00140                 <span class="keywordflow">return</span> X; 
     157<a name="l00141"></a>00141         }; 
     158<a name="l00142"></a>00142  
     159<a name="l00143"></a>00143         <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>* <a class="code" href="classbdm_1_1emix.html#f7165371cc4f7be9292024b9f5431646" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; 
     160<a name="l00144"></a>00144         <a class="code" href="classbdm_1_1mratio.html" title="Class representing ratio of two densities which arise e.g. by applying the Bayes...">mratio</a>* <a class="code" href="classbdm_1_1emix.html#fc7772a2972959cf19ba26882feacecf" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; <span class="comment">//why not mratio!!</span> 
     161<a name="l00145"></a>00145  
     162<a name="l00146"></a>00146 <span class="comment">//Access methods</span> 
     163<a name="l00148"></a><a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be">00148</a> <span class="comment"></span>        vec&amp; <a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>;} 
     164<a name="l00149"></a>00149         <span class="keyword">virtual</span> ~<a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>() {<span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a> ) {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i );}}} 
     165<a name="l00151"></a><a class="code" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e">00151</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e" title="Auxiliary function for taking ownership of the Coms().">ownComs</a>() {<a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a>=<span class="keyword">true</span>;} 
     166<a name="l00152"></a>00152  
     167<a name="l00154"></a><a class="code" href="classbdm_1_1emix.html#578616445243674438257be99ba71612">00154</a>         <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1emix.html#578616445243674438257be99ba71612" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i );} 
     168<a name="l00155"></a><a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e">00155</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">set_rv</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>){ 
     169<a name="l00156"></a>00156                 <a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">epdf::set_rv</a>(rv); 
     170<a name="l00157"></a>00157                 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>.length();i++){<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>(i)-&gt;set_rv(rv);} 
     171<a name="l00158"></a>00158         } 
     172<a name="l00159"></a>00159 }; 
     173<a name="l00160"></a>00160  
     174<a name="l00169"></a><a class="code" href="classbdm_1_1mprod.html">00169</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mprod.html" title="Chain rule decomposition of epdf.">mprod</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1compositepdf.html" title="Abstract composition of pdfs, will be used for specific classes this abstract class...">compositepdf</a>, <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 
     175<a name="l00170"></a>00170 <span class="keyword">protected</span>: 
     176<a name="l00172"></a><a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51">00172</a>         Array&lt;epdf*&gt; <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a>; 
     177<a name="l00174"></a><a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f">00174</a>         Array&lt;datalink_m2m*&gt; <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>; 
     178<a name="l00176"></a><a class="code" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677">00176</a>         <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <a class="code" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677" title="dummy ep">dummy</a>; 
     179<a name="l00177"></a>00177 <span class="keyword">public</span>: 
     180<a name="l00180"></a><a class="code" href="classbdm_1_1mprod.html#680c3e2d95b116c7cfb227c7f2984525">00180</a>         <a class="code" href="classbdm_1_1mprod.html#680c3e2d95b116c7cfb227c7f2984525" title="Constructor from list of mFacs,.">mprod</a> ( Array&lt;mpdf*&gt; mFacs ) : <a class="code" href="classbdm_1_1compositepdf.html" title="Abstract composition of pdfs, will be used for specific classes this abstract class...">compositepdf</a> ( mFacs ), <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> (), <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a> ( <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> ), <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> ) { 
     181<a name="l00181"></a>00181                 <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>=&amp;<a class="code" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677" title="dummy ep">dummy</a>; 
     182<a name="l00182"></a>00182                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rv=<a class="code" href="classbdm_1_1compositepdf.html#c73d39acc4378eee6a63155c3517d3c9" title="find common rv, flag">getrv</a> ( <span class="keyword">true</span> ); 
     183<a name="l00183"></a>00183                 set_rv ( rv );<a class="code" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677" title="dummy ep">dummy</a>.<a class="code" href="classbdm_1_1epdf.html#840de94aa33cf4f2ebd2427f45a165d8">set_parameters</a> ( rv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ); 
     184<a name="l00184"></a>00184                 <a class="code" href="classbdm_1_1compositepdf.html#c71fc2c51f49d797e61f479f543c75ce" title="common rvc of all mpdfs is written to rvc">setrvc</a> ( <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>(),<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ); 
     185<a name="l00185"></a>00185                 <span class="comment">// rv and rvc established = &gt; we can link them with mpdfs</span> 
     186<a name="l00186"></a>00186                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a>;i++ ) { 
     187<a name="l00187"></a>00187                         <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2m.html">datalink_m2m</a>; 
     188<a name="l00188"></a>00188                         <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>(i)-&gt;set_connection( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_rv(), <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_rvc(), _rv(), _rvc() ); 
     189<a name="l00189"></a>00189                 } 
     190<a name="l00190"></a>00190  
     191<a name="l00191"></a>00191                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;n;i++ ) { 
     192<a name="l00192"></a>00192                         <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a> ( i ) =&amp; ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_epdf() ); 
     193<a name="l00193"></a>00193                 } 
     194<a name="l00194"></a>00194         }; 
     195<a name="l00195"></a>00195  
     196<a name="l00196"></a><a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2">00196</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &amp;val, <span class="keyword">const</span> vec &amp;cond ) { 
     197<a name="l00197"></a>00197                 <span class="keywordtype">int</span> i; 
     198<a name="l00198"></a>00198                 <span class="keywordtype">double</span> res = 0.0; 
     199<a name="l00199"></a>00199                 <span class="keywordflow">for</span> ( i = <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> - 1;i &gt;= 0;i-- ) { 
     200<a name="l00200"></a>00200                         <span class="comment">/*                      if ( mpdfs(i)-&gt;_rvc().count() &gt;0) {</span> 
     201<a name="l00201"></a>00201 <span class="comment">                                                        mpdfs ( i )-&gt;condition ( dls ( i )-&gt;get_cond ( val,cond ) );</span> 
     202<a name="l00202"></a>00202 <span class="comment">                                                }</span> 
     203<a name="l00203"></a>00203 <span class="comment">                                                // add logarithms</span> 
     204<a name="l00204"></a>00204 <span class="comment">                                                res += epdfs ( i )-&gt;evallog ( dls ( i )-&gt;pushdown ( val ) );*/</span> 
     205<a name="l00205"></a>00205                         res += <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;evallogcond ( 
     206<a name="l00206"></a>00206                                    <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;pushdown ( val ), 
     207<a name="l00207"></a>00207                                    <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;get_cond ( val, cond ) 
     208<a name="l00208"></a>00208                                ); 
     209<a name="l00209"></a>00209                 } 
     210<a name="l00210"></a>00210                 <span class="keywordflow">return</span> res; 
     211<a name="l00211"></a>00211         } 
     212<a name="l00212"></a>00212         <span class="comment">//TODO smarter...</span> 
     213<a name="l00213"></a><a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">00213</a>         vec <a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond ) { 
     214<a name="l00215"></a>00215                 vec smp= std::numeric_limits&lt;double&gt;::infinity() * ones ( <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>() ); 
     215<a name="l00216"></a>00216                 vec smpi; 
     216<a name="l00217"></a>00217                 <span class="comment">// Hard assumption here!!! We are going backwards, to assure that samples that are needed from smp are already generated!</span> 
     217<a name="l00218"></a>00218                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = ( <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> - 1 );i &gt;= 0;i-- ) { 
     218<a name="l00219"></a>00219                         <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;dimensionc() ) { 
     219<a name="l00220"></a>00220                                 <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;condition ( <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;get_cond ( smp ,cond ) ); <span class="comment">// smp is val here!!</span> 
     220<a name="l00221"></a>00221                         } 
     221<a name="l00222"></a>00222                         smpi = <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a> ( i )-&gt;sample(); 
     222<a name="l00223"></a>00223                         <span class="comment">// copy contribution of this pdf into smp</span> 
     223<a name="l00224"></a>00224                         <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;pushup ( smp, smpi ); 
     224<a name="l00225"></a>00225                         <span class="comment">// add ith likelihood contribution</span> 
     225<a name="l00226"></a>00226                 } 
     226<a name="l00227"></a>00227                 <span class="keywordflow">return</span> smp; 
     227<a name="l00228"></a>00228         } 
     228<a name="l00229"></a>00229         mat <a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond,  <span class="keywordtype">int</span> N ) { 
     229<a name="l00230"></a>00230                 mat Smp ( dimension(),N ); 
     230<a name="l00231"></a>00231                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;N;i++ ) {Smp.set_col ( i,<a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( cond ) );} 
     231<a name="l00232"></a>00232                 <span class="keywordflow">return</span> Smp; 
     232<a name="l00233"></a>00233         } 
     233<a name="l00234"></a>00234  
     234<a name="l00235"></a>00235         ~<a class="code" href="classbdm_1_1mprod.html#680c3e2d95b116c7cfb227c7f2984525" title="Constructor from list of mFacs,.">mprod</a>() {}; 
     235<a name="l00236"></a>00236 }; 
     236<a name="l00237"></a>00237  
     237<a name="l00239"></a><a class="code" href="classbdm_1_1eprod.html">00239</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { 
     238<a name="l00240"></a>00240 <span class="keyword">protected</span>: 
     239<a name="l00242"></a><a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391">00242</a>         Array&lt;const epdf*&gt; <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>; 
     240<a name="l00244"></a><a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43">00244</a>         Array&lt;datalink*&gt; <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>; 
     241<a name="l00245"></a>00245 <span class="keyword">public</span>: 
     242<a name="l00246"></a>00246         <a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a> () : <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( 0 ),<a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( 0 ) {}; 
     243<a name="l00247"></a>00247         <span class="keywordtype">void</span> set_parameters ( <span class="keyword">const</span> Array&lt;const epdf*&gt; &amp;epdfs0, <span class="keywordtype">bool</span> named=<span class="keyword">true</span> ) { 
     244<a name="l00248"></a>00248                 <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>=epdfs0;<span class="comment">//.set_length ( epdfs0.length() );</span> 
     245<a name="l00249"></a>00249                 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>.set_length ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length() ); 
     246<a name="l00250"></a>00250  
     247<a name="l00251"></a>00251                 <span class="keywordtype">bool</span> independent=<span class="keyword">true</span>; 
     248<a name="l00252"></a>00252                 <span class="keywordflow">if</span> ( named ) { 
     249<a name="l00253"></a>00253                         <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
     250<a name="l00254"></a>00254                                 independent=<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() ); 
     251<a name="l00255"></a>00255                                 it_assert_debug ( independent==<span class="keyword">true</span>, <span class="stringliteral">"eprod:: given components are not independent."</span> ); 
     252<a name="l00256"></a>00256                         } 
     253<a name="l00257"></a>00257                         <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>=<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>._dsize(); 
     254<a name="l00258"></a>00258                 } 
     255<a name="l00259"></a>00259                 <span class="keywordflow">else</span> { 
     256<a name="l00260"></a>00260                         <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> =0; <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
     257<a name="l00261"></a>00261                                 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>+=<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;dimension(); 
     258<a name="l00262"></a>00262                         } 
    253259<a name="l00263"></a>00263                 } 
    254 <a name="l00264"></a>00264                 <span class="keywordflow">return</span> tmp-pow(<a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>(),2); 
    255 <a name="l00265"></a>00265         } 
    256 <a name="l00266"></a><a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741">00266</a>         vec <a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{ 
    257 <a name="l00267"></a>00267                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 
    258 <a name="l00268"></a>00268                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
    259 <a name="l00269"></a>00269                         vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;sample(); 
    260 <a name="l00270"></a>00270                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushup ( tmp, pom ); 
    261 <a name="l00271"></a>00271                 } 
    262 <a name="l00272"></a>00272                 <span class="keywordflow">return</span> tmp; 
    263 <a name="l00273"></a>00273         } 
    264 <a name="l00274"></a><a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2">00274</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2" title="Compute log-probability of argument val.">evallog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{ 
    265 <a name="l00275"></a>00275                 <span class="keywordtype">double</span> tmp=0; 
    266 <a name="l00276"></a>00276                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
    267 <a name="l00277"></a>00277                         tmp+=<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;evallog ( <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushdown ( val ) ); 
    268 <a name="l00278"></a>00278                 } 
    269 <a name="l00279"></a>00279                 it_assert_debug(std::isfinite(tmp),<span class="stringliteral">"Infinite"</span>); 
    270 <a name="l00280"></a>00280                 <span class="keywordflow">return</span> tmp; 
    271 <a name="l00281"></a>00281         } 
    272 <a name="l00283"></a><a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953">00283</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953" title="access function">operator () </a>( <span class="keywordtype">int</span> i )<span class="keyword"> const </span>{it_assert_debug ( i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(),<span class="stringliteral">"wrong index"</span> );<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i );} 
    273 <a name="l00284"></a>00284  
    274 <a name="l00286"></a><a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf">00286</a>         <a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf" title="Destructor.">~eprod</a>() {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i );}} 
    275 <a name="l00287"></a>00287 }; 
    276 <a name="l00288"></a>00288  
    277 <a name="l00289"></a>00289  
    278 <a name="l00293"></a><a class="code" href="classbdm_1_1mmix.html">00293</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mmix.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="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 
    279 <a name="l00294"></a>00294 <span class="keyword">protected</span>: 
    280 <a name="l00296"></a><a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c">00296</a>         Array&lt;mpdf*&gt; <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a>; 
    281 <a name="l00298"></a><a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60">00298</a>         <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a> <a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a>; 
    282 <a name="l00299"></a>00299 <span class="keyword">public</span>: 
    283 <a name="l00301"></a><a class="code" href="classbdm_1_1mmix.html#a0cf51b7daeb6751103e94e6b96213fb">00301</a>         <a class="code" href="classbdm_1_1mmix.html#a0cf51b7daeb6751103e94e6b96213fb" title="Default constructor.">mmix</a> ( ) : <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( ), <a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a> () {<a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a> = &amp;<a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a>;}; 
    284 <a name="l00303"></a><a class="code" href="classbdm_1_1mmix.html#ad8d9df36cb0ca093a29af0eca12da32">00303</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mmix.html#ad8d9df36cb0ca093a29af0eca12da32" title="Set weights w and components R.">set_parameters</a> ( <span class="keyword">const</span> vec &amp;w, <span class="keyword">const</span> Array&lt;mpdf*&gt; &amp;<a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ) { 
    285 <a name="l00304"></a>00304                 Array&lt;epdf*&gt; Eps ( Coms.length() ); 
    286 <a name="l00305"></a>00305  
    287 <a name="l00306"></a>00306                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; Coms.length();i++ ) { 
    288 <a name="l00307"></a>00307                         Eps ( i ) = &amp; ( <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ( i )-&gt;_epdf() ); 
    289 <a name="l00308"></a>00308                 } 
    290 <a name="l00309"></a>00309                 <a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a>.<a class="code" href="classbdm_1_1emix.html#3a107a6b808a081389ef17af951c234a">set_parameters</a> ( w, Eps ); 
    291 <a name="l00310"></a>00310         }; 
    292 <a name="l00311"></a>00311  
    293 <a name="l00312"></a><a class="code" href="classbdm_1_1mmix.html#0a5241ecc9911e816b00b92d5c7c8df0">00312</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mmix.html#0a5241ecc9911e816b00b92d5c7c8df0" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;cond ) { 
    294 <a name="l00313"></a>00313                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a>.length();i++ ) {<a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ( i )-&gt;condition ( cond );} 
    295 <a name="l00314"></a>00314         }; 
    296 <a name="l00315"></a>00315 }; 
    297 <a name="l00316"></a>00316  
    298 <a name="l00317"></a>00317 } 
    299 <a name="l00318"></a>00318 <span class="preprocessor">#endif //MX_H</span> 
     260<a name="l00264"></a>00264                 <span class="comment">//</span> 
     261<a name="l00265"></a>00265                 <span class="keywordtype">int</span> cumdim=0; 
     262<a name="l00266"></a>00266                 <span class="keywordtype">int</span> dimi=0; 
     263<a name="l00267"></a>00267                 <span class="keywordtype">int</span> i; 
     264<a name="l00268"></a>00268                 <span class="keywordflow">for</span> ( i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
     265<a name="l00269"></a>00269                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i ) = <span class="keyword">new</span> datalink; 
     266<a name="l00270"></a>00270                         <span class="keywordflow">if</span> ( named ) {<a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;set_connection ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() , <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> );} 
     267<a name="l00271"></a>00271                         <span class="keywordflow">else</span> { 
     268<a name="l00272"></a>00272                                 dimi = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;dimension(); 
     269<a name="l00273"></a>00273                                 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;set_connection ( dimi, <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, linspace ( cumdim,cumdim+dimi-1 ) ); 
     270<a name="l00274"></a>00274                                 cumdim+=dimi; 
     271<a name="l00275"></a>00275                         } 
     272<a name="l00276"></a>00276                 } 
     273<a name="l00277"></a>00277         } 
     274<a name="l00278"></a>00278  
     275<a name="l00279"></a><a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24">00279</a>         vec <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
     276<a name="l00280"></a>00280                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 
     277<a name="l00281"></a>00281                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
     278<a name="l00282"></a>00282                         vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;mean(); 
     279<a name="l00283"></a>00283                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushup ( tmp, pom ); 
     280<a name="l00284"></a>00284                 } 
     281<a name="l00285"></a>00285                 <span class="keywordflow">return</span> tmp; 
     282<a name="l00286"></a>00286         } 
     283<a name="l00287"></a><a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615">00287</a>         vec <a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ 
     284<a name="l00288"></a>00288                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); <span class="comment">//second moment</span> 
     285<a name="l00289"></a>00289                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
     286<a name="l00290"></a>00290                         vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;mean(); 
     287<a name="l00291"></a>00291                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushup ( tmp, pow ( pom,2 ) ); 
     288<a name="l00292"></a>00292                 } 
     289<a name="l00293"></a>00293                 <span class="keywordflow">return</span> tmp-pow ( <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>(),2 ); 
     290<a name="l00294"></a>00294         } 
     291<a name="l00295"></a><a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741">00295</a>         vec <a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{ 
     292<a name="l00296"></a>00296                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 
     293<a name="l00297"></a>00297                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
     294<a name="l00298"></a>00298                         vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;sample(); 
     295<a name="l00299"></a>00299                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushup ( tmp, pom ); 
     296<a name="l00300"></a>00300                 } 
     297<a name="l00301"></a>00301                 <span class="keywordflow">return</span> tmp; 
     298<a name="l00302"></a>00302         } 
     299<a name="l00303"></a><a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2">00303</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2" title="Compute log-probability of argument val.">evallog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{ 
     300<a name="l00304"></a>00304                 <span class="keywordtype">double</span> tmp=0; 
     301<a name="l00305"></a>00305                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
     302<a name="l00306"></a>00306                         tmp+=<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;evallog ( <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushdown ( val ) ); 
     303<a name="l00307"></a>00307                 } 
     304<a name="l00308"></a>00308                 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite"</span> ); 
     305<a name="l00309"></a>00309                 <span class="keywordflow">return</span> tmp; 
     306<a name="l00310"></a>00310         } 
     307<a name="l00312"></a><a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953">00312</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953" title="access function">operator () </a>( <span class="keywordtype">int</span> i )<span class="keyword"> const </span>{it_assert_debug ( i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(),<span class="stringliteral">"wrong index"</span> );<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i );} 
     308<a name="l00313"></a>00313  
     309<a name="l00315"></a><a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf">00315</a>         <a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf" title="Destructor.">~eprod</a>() {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i );}} 
     310<a name="l00316"></a>00316 }; 
     311<a name="l00317"></a>00317  
     312<a name="l00318"></a>00318  
     313<a name="l00322"></a><a class="code" href="classbdm_1_1mmix.html">00322</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mmix.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="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 
     314<a name="l00323"></a>00323 <span class="keyword">protected</span>: 
     315<a name="l00325"></a><a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c">00325</a>         Array&lt;mpdf*&gt; <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a>; 
     316<a name="l00327"></a><a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60">00327</a>         <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a> <a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a>; 
     317<a name="l00328"></a>00328 <span class="keyword">public</span>: 
     318<a name="l00330"></a><a class="code" href="classbdm_1_1mmix.html#a0cf51b7daeb6751103e94e6b96213fb">00330</a>         <a class="code" href="classbdm_1_1mmix.html#a0cf51b7daeb6751103e94e6b96213fb" title="Default constructor.">mmix</a> ( ) : <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( ), <a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a> () {<a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a> = &amp;<a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a>;}; 
     319<a name="l00332"></a><a class="code" href="classbdm_1_1mmix.html#ad8d9df36cb0ca093a29af0eca12da32">00332</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mmix.html#ad8d9df36cb0ca093a29af0eca12da32" title="Set weights w and components R.">set_parameters</a> ( <span class="keyword">const</span> vec &amp;w, <span class="keyword">const</span> Array&lt;mpdf*&gt; &amp;<a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ) { 
     320<a name="l00333"></a>00333                 Array&lt;epdf*&gt; Eps ( Coms.length() ); 
     321<a name="l00334"></a>00334  
     322<a name="l00335"></a>00335                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; Coms.length();i++ ) { 
     323<a name="l00336"></a>00336                         Eps ( i ) = &amp; ( <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ( i )-&gt;_epdf() ); 
     324<a name="l00337"></a>00337                 } 
     325<a name="l00338"></a>00338                 <a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a>.<a class="code" href="classbdm_1_1emix.html#3a107a6b808a081389ef17af951c234a">set_parameters</a> ( w, Eps ); 
     326<a name="l00339"></a>00339         }; 
     327<a name="l00340"></a>00340  
     328<a name="l00341"></a><a class="code" href="classbdm_1_1mmix.html#0a5241ecc9911e816b00b92d5c7c8df0">00341</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mmix.html#0a5241ecc9911e816b00b92d5c7c8df0" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;cond ) { 
     329<a name="l00342"></a>00342                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a>.length();i++ ) {<a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ( i )-&gt;condition ( cond );} 
     330<a name="l00343"></a>00343         }; 
     331<a name="l00344"></a>00344 }; 
     332<a name="l00345"></a>00345  
     333<a name="l00346"></a>00346 } 
     334<a name="l00347"></a>00347 <span class="preprocessor">#endif //MX_H</span> 
    300335</pre></div></div> 
    301 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:10 2009 for mixpp by&nbsp; 
     336<hr size="1"><address style="text-align: right;"><small>Generated on Fri Mar 6 15:01:36 2009 for mixpp by&nbsp; 
    302337<a href="http://www.doxygen.org/index.html"> 
    303 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> 
     338<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
    304339</body> 
    305340</html>