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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/merger_8h-source.html

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    8490<a name="l00052"></a>00052                         <a class="code" href="classbdm_1_1merger.html#67ae71cbf0686d7c7bf116fa5db86d81" title="Internal mixture of EF models.">Mix</a> ( Array&lt;<a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>*&gt; ( 0 ),vec ( 0 ) ), <a class="code" href="classbdm_1_1merger.html#ea3c9f4739f857877fd5285b3973289c" title="Data link for each mpdf in mpdfs.">dls</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_1merger.html#135b938f841cb88ad00a8bbded818703" title="Array of rvs that are not modelled by mpdfs at all (aux).">rvzs</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_1merger.html#6c48bf36ec1f3f7b52e3159cf428a193" title="Data Links of rv0 mpdfs - these will be conditioned the (rv,rvc) of mpdfs.">zdls</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_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>() { 
    8591<a name="l00053"></a>00053                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ztmp; 
    86 <a name="l00054"></a>00054                 <span class="comment">// Extend rv by rvc!</span> 
    87 <a name="l00055"></a>00055                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvc; <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_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>,rvc ); 
    88 <a name="l00056"></a>00056                 <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> ( rvc ); 
    89 <a name="l00057"></a>00057                 <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++ ) { 
    90 <a name="l00058"></a>00058                         <span class="comment">//Establich connection between mpdfs and merger</span> 
    91 <a name="l00059"></a>00059                         <a class="code" href="classbdm_1_1merger.html#ea3c9f4739f857877fd5285b3973289c" title="Data link for each mpdf in mpdfs.">dls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="data link between">datalink_m2e</a> ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</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_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_rvc(), <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ); 
    92 <a name="l00060"></a>00060                         <span class="comment">// find out what is missing in each mpdf</span> 
    93 <a name="l00061"></a>00061                         ztmp= <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_rv(); 
    94 <a name="l00062"></a>00062                         ztmp.<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_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_rvc() ); 
    95 <a name="l00063"></a>00063                         <a class="code" href="classbdm_1_1merger.html#135b938f841cb88ad00a8bbded818703" title="Array of rvs that are not modelled by mpdfs at all (aux).">rvzs</a> ( i ) =<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#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> ( ztmp ); 
    96 <a name="l00064"></a>00064                         <a class="code" href="classbdm_1_1merger.html#6c48bf36ec1f3f7b52e3159cf428a193" title="Data Links of rv0 mpdfs - these will be conditioned the (rv,rvc) of mpdfs.">zdls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="data link between">datalink_m2e</a> ( <a class="code" href="classbdm_1_1merger.html#135b938f841cb88ad00a8bbded818703" title="Array of rvs that are not modelled by mpdfs at all (aux).">rvzs</a> ( i ), ztmp, <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) ; 
    97 <a name="l00065"></a>00065                 }; 
    98 <a name="l00066"></a>00066                 <span class="comment">//Set Default values of parameters</span> 
    99 <a name="l00067"></a>00067                 <a class="code" href="classbdm_1_1merger.html#1a85d299f202a70afe0cdc1045c26a5d" title="Prior on the log-normal merging model.">beta</a>=2.0; 
    100 <a name="l00068"></a>00068                 <a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>=100; 
    101 <a name="l00069"></a>00069                 <a class="code" href="classbdm_1_1merger.html#214ca7c566e8f75d45bb243d7c74580d" title="Number of components in a mixture.">Nc</a>=10; 
    102 <a name="l00070"></a>00070                 <a class="code" href="classbdm_1_1merger.html#67ae71cbf0686d7c7bf116fa5db86d81" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classbdm_1_1MixEF.html#664529d52cc667383b39eeb440ccd577" title="Set which method is to be used.">set_method</a> ( EM ); 
    103 <a name="l00071"></a>00071         } 
    104 <a name="l00073"></a><a class="code" href="classbdm_1_1merger.html#bc867c8e2b4709041bf8802ae9c78e37">00073</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger.html#bc867c8e2b4709041bf8802ae9c78e37" title="Set internal parameters used in approximation.">set_parameters</a> ( <span class="keywordtype">double</span> beta0, <span class="keywordtype">int</span> Ns0, <span class="keywordtype">int</span> Nc0 ) {<a class="code" href="classbdm_1_1merger.html#1a85d299f202a70afe0cdc1045c26a5d" title="Prior on the log-normal merging model.">beta</a>=beta0;<a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>=Ns0;<a class="code" href="classbdm_1_1merger.html#214ca7c566e8f75d45bb243d7c74580d" title="Number of components in a mixture.">Nc</a>=Nc0;<a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1" title="Set sample.">set_parameters</a>(Ns0,<span class="keyword">false</span>);} 
    105 <a name="l00075"></a><a class="code" href="classbdm_1_1merger.html#8ae79a651e93d6e2d611556001af8aa8">00075</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger.html#8ae79a651e93d6e2d611556001af8aa8" title="Initialize the proposal density. This function must be called before merge()!">init</a>() {  
    106 <a name="l00076"></a>00076                 Array&lt;vec&gt; Smps ( <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> ); 
    107 <a name="l00077"></a>00077                 <span class="comment">//Gibbs sampling</span> 
    108 <a name="l00078"></a>00078                 <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++ ) {Smps ( i ) =zeros ( 0 );} 
    109 <a name="l00079"></a>00079         } 
    110 <a name="l00081"></a>00081         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger.html#b72f4662c9ac760a8b17ebe5d697f3c2" title="Create a mixture density, make sure to call init() before the first call.">merge</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* g0 ); 
    111 <a name="l00083"></a><a class="code" href="classbdm_1_1merger.html#b72f4662c9ac760a8b17ebe5d697f3c2">00083</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger.html#b72f4662c9ac760a8b17ebe5d697f3c2" title="Create a mixture density, make sure to call init() before the first call.">merge</a> () {<a class="code" href="classbdm_1_1merger.html#b72f4662c9ac760a8b17ebe5d697f3c2" title="Create a mixture density, make sure to call init() before the first call.">merge</a> ( &amp; ( <a class="code" href="classbdm_1_1merger.html#67ae71cbf0686d7c7bf116fa5db86d81" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classbdm_1_1MixEF.html#4830916adef7891a207e42f39aaf787b">posterior</a>() ) );}; 
    112 <a name="l00084"></a>00084  
    113 <a name="l00086"></a>00086         vec <a class="code" href="classbdm_1_1merger.html#b90f1b8a21a693176dd953a3b983aa0b" title="Merge log-likelihood values.">lognorm_merge</a> ( mat &amp;lW ); 
    114 <a name="l00089"></a><a class="code" href="classbdm_1_1merger.html#0ef73e76eeee44c8e3896e3a271ad974">00089</a>         vec <a class="code" href="classbdm_1_1merger.html#0ef73e76eeee44c8e3896e3a271ad974">sample</a> ( )<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger.html#67ae71cbf0686d7c7bf116fa5db86d81" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classbdm_1_1MixEF.html#4830916adef7891a207e42f39aaf787b">posterior</a>().<a class="code" href="classbdm_1_1epdf.html#75ba57a89681a8efec488f5796c7cc1b" title="Returns a sample,  from density .">sample</a>();} 
    115 <a name="l00090"></a><a class="code" href="classbdm_1_1merger.html#c47543661897638cab9f506c76a1f92f">00090</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1merger.html#c47543661897638cab9f506c76a1f92f" title="Compute log-probability of argument val.">evallog</a> ( <span class="keyword">const</span> vec &amp;dt )<span class="keyword"> const </span>{ 
    116 <a name="l00091"></a>00091                 vec dtf=ones ( dt.length() +1 ); 
    117 <a name="l00092"></a>00092                 dtf.set_subvector ( 0,dt ); 
    118 <a name="l00093"></a>00093                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger.html#67ae71cbf0686d7c7bf116fa5db86d81" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">logpred</a> ( dtf ); 
    119 <a name="l00094"></a>00094         } 
    120 <a name="l00095"></a><a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5">00095</a>         vec <a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
    121 <a name="l00096"></a>00096                 <span class="keyword">const</span> Vec&lt;double&gt; &amp;w = <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); 
    122 <a name="l00097"></a>00097                 <span class="keyword">const</span> Array&lt;vec&gt; &amp;S = <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); 
    123 <a name="l00098"></a>00098                 vec tmp=zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);  
    124 <a name="l00099"></a>00099                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i&lt;<a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>; i++ ) { 
    125 <a name="l00100"></a>00100                         tmp+=w ( i ) *S ( i ); 
    126 <a name="l00101"></a>00101                 } 
    127 <a name="l00102"></a>00102                 <span class="keywordflow">return</span> tmp; 
    128 <a name="l00103"></a>00103         } 
    129 <a name="l00104"></a>00104         mat covariance()<span class="keyword"> const </span>{ 
    130 <a name="l00105"></a>00105                 <span class="keyword">const</span> vec &amp;w = <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); 
    131 <a name="l00106"></a>00106                 <span class="keyword">const</span> Array&lt;vec&gt; &amp;S = <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); 
    132 <a name="l00107"></a>00107                  
    133 <a name="l00108"></a>00108                 vec mea = <a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5" title="return expected value">mean</a>();  
     92<a name="l00054"></a>00054                 <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> = <a class="code" href="classbdm_1_1compositepdf.html#c73d39acc4378eee6a63155c3517d3c9" title="find common rv, flag">getrv</a>(<span class="keyword">false</span>); 
     93<a name="l00055"></a>00055                 <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>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(); 
     94<a name="l00056"></a>00056                 <span class="comment">// Extend rv by rvc!</span> 
     95<a name="l00057"></a>00057                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvc; <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_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>,rvc ); 
     96<a name="l00058"></a>00058                 <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> ( rvc ); 
     97<a name="l00059"></a>00059                 <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++ ) { 
     98<a name="l00060"></a>00060                         <span class="comment">//Establich connection between mpdfs and merger</span> 
     99<a name="l00061"></a>00061                         <a class="code" href="classbdm_1_1merger.html#ea3c9f4739f857877fd5285b3973289c" title="Data link for each mpdf in mpdfs.">dls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="data link between">datalink_m2e</a>;<a class="code" href="classbdm_1_1merger.html#ea3c9f4739f857877fd5285b3973289c" title="Data link for each mpdf in mpdfs.">dls</a>(i)-&gt;set_connection( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</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_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_rvc(), <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ); 
     100<a name="l00062"></a>00062                         <span class="comment">// find out what is missing in each mpdf</span> 
     101<a name="l00063"></a>00063                         ztmp= <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_rv(); 
     102<a name="l00064"></a>00064                         ztmp.<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_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_rvc() ); 
     103<a name="l00065"></a>00065                         <a class="code" href="classbdm_1_1merger.html#135b938f841cb88ad00a8bbded818703" title="Array of rvs that are not modelled by mpdfs at all (aux).">rvzs</a> ( i ) =<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#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> ( ztmp ); 
     104<a name="l00066"></a>00066                         <a class="code" href="classbdm_1_1merger.html#6c48bf36ec1f3f7b52e3159cf428a193" title="Data Links of rv0 mpdfs - these will be conditioned the (rv,rvc) of mpdfs.">zdls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="data link between">datalink_m2e</a>; <a class="code" href="classbdm_1_1merger.html#6c48bf36ec1f3f7b52e3159cf428a193" title="Data Links of rv0 mpdfs - these will be conditioned the (rv,rvc) of mpdfs.">zdls</a>(i)-&gt;set_connection ( <a class="code" href="classbdm_1_1merger.html#135b938f841cb88ad00a8bbded818703" title="Array of rvs that are not modelled by mpdfs at all (aux).">rvzs</a> ( i ), ztmp, <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) ; 
     105<a name="l00067"></a>00067                 }; 
     106<a name="l00068"></a>00068                 <span class="comment">//Set Default values of parameters</span> 
     107<a name="l00069"></a>00069                 <a class="code" href="classbdm_1_1merger.html#1a85d299f202a70afe0cdc1045c26a5d" title="Prior on the log-normal merging model.">beta</a>=2.0; 
     108<a name="l00070"></a>00070                 <a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>=100; 
     109<a name="l00071"></a>00071                 <a class="code" href="classbdm_1_1merger.html#214ca7c566e8f75d45bb243d7c74580d" title="Number of components in a mixture.">Nc</a>=10; 
     110<a name="l00072"></a>00072                 <a class="code" href="classbdm_1_1merger.html#67ae71cbf0686d7c7bf116fa5db86d81" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classbdm_1_1MixEF.html#664529d52cc667383b39eeb440ccd577" title="Set which method is to be used.">set_method</a> ( EM ); 
     111<a name="l00073"></a>00073         } 
     112<a name="l00075"></a><a class="code" href="classbdm_1_1merger.html#bc867c8e2b4709041bf8802ae9c78e37">00075</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger.html#bc867c8e2b4709041bf8802ae9c78e37" title="Set internal parameters used in approximation.">set_parameters</a> ( <span class="keywordtype">double</span> beta0, <span class="keywordtype">int</span> Ns0, <span class="keywordtype">int</span> Nc0 ) {<a class="code" href="classbdm_1_1merger.html#1a85d299f202a70afe0cdc1045c26a5d" title="Prior on the log-normal merging model.">beta</a>=beta0;<a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>=Ns0;<a class="code" href="classbdm_1_1merger.html#214ca7c566e8f75d45bb243d7c74580d" title="Number of components in a mixture.">Nc</a>=Nc0;<a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1" title="Set sample.">set_parameters</a>(Ns0,<span class="keyword">false</span>);} 
     113<a name="l00077"></a><a class="code" href="classbdm_1_1merger.html#8ae79a651e93d6e2d611556001af8aa8">00077</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger.html#8ae79a651e93d6e2d611556001af8aa8" title="Initialize the proposal density. This function must be called before merge()!">init</a>() {  
     114<a name="l00078"></a>00078                 Array&lt;vec&gt; Smps ( <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> ); 
     115<a name="l00079"></a>00079                 <span class="comment">//Gibbs sampling</span> 
     116<a name="l00080"></a>00080                 <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++ ) {Smps ( i ) =zeros ( 0 );} 
     117<a name="l00081"></a>00081         } 
     118<a name="l00083"></a>00083         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger.html#b72f4662c9ac760a8b17ebe5d697f3c2" title="Create a mixture density, make sure to call init() before the first call.">merge</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* g0 ); 
     119<a name="l00085"></a><a class="code" href="classbdm_1_1merger.html#b72f4662c9ac760a8b17ebe5d697f3c2">00085</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger.html#b72f4662c9ac760a8b17ebe5d697f3c2" title="Create a mixture density, make sure to call init() before the first call.">merge</a> () {<a class="code" href="classbdm_1_1merger.html#b72f4662c9ac760a8b17ebe5d697f3c2" title="Create a mixture density, make sure to call init() before the first call.">merge</a> ( &amp; ( <a class="code" href="classbdm_1_1merger.html#67ae71cbf0686d7c7bf116fa5db86d81" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classbdm_1_1MixEF.html#4830916adef7891a207e42f39aaf787b">posterior</a>() ) );}; 
     120<a name="l00086"></a>00086  
     121<a name="l00088"></a>00088         vec <a class="code" href="classbdm_1_1merger.html#b90f1b8a21a693176dd953a3b983aa0b" title="Merge log-likelihood values.">lognorm_merge</a> ( mat &amp;lW ); 
     122<a name="l00091"></a><a class="code" href="classbdm_1_1merger.html#0ef73e76eeee44c8e3896e3a271ad974">00091</a>         vec <a class="code" href="classbdm_1_1merger.html#0ef73e76eeee44c8e3896e3a271ad974">sample</a> ( )<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger.html#67ae71cbf0686d7c7bf116fa5db86d81" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classbdm_1_1MixEF.html#4830916adef7891a207e42f39aaf787b">posterior</a>().<a class="code" href="classbdm_1_1epdf.html#75ba57a89681a8efec488f5796c7cc1b" title="Returns a sample,  from density .">sample</a>();} 
     123<a name="l00092"></a><a class="code" href="classbdm_1_1merger.html#c47543661897638cab9f506c76a1f92f">00092</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1merger.html#c47543661897638cab9f506c76a1f92f" title="Compute log-probability of argument val.">evallog</a> ( <span class="keyword">const</span> vec &amp;dt )<span class="keyword"> const </span>{ 
     124<a name="l00093"></a>00093                 vec dtf=ones ( dt.length() +1 ); 
     125<a name="l00094"></a>00094                 dtf.set_subvector ( 0,dt ); 
     126<a name="l00095"></a>00095                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger.html#67ae71cbf0686d7c7bf116fa5db86d81" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">logpred</a> ( dtf ); 
     127<a name="l00096"></a>00096         } 
     128<a name="l00097"></a><a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5">00097</a>         vec <a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
     129<a name="l00098"></a>00098                 <span class="keyword">const</span> Vec&lt;double&gt; &amp;w = <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); 
     130<a name="l00099"></a>00099                 <span class="keyword">const</span> Array&lt;vec&gt; &amp;S = <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); 
     131<a name="l00100"></a>00100                 vec tmp=zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);  
     132<a name="l00101"></a>00101                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i&lt;<a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>; i++ ) { 
     133<a name="l00102"></a>00102                         tmp+=w ( i ) *S ( i ); 
     134<a name="l00103"></a>00103                 } 
     135<a name="l00104"></a>00104                 <span class="keywordflow">return</span> tmp; 
     136<a name="l00105"></a>00105         } 
     137<a name="l00106"></a>00106         mat covariance()<span class="keyword"> const </span>{ 
     138<a name="l00107"></a>00107                 <span class="keyword">const</span> vec &amp;w = <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); 
     139<a name="l00108"></a>00108                 <span class="keyword">const</span> Array&lt;vec&gt; &amp;S = <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); 
    134140<a name="l00109"></a>00109                  
    135 <a name="l00110"></a>00110                 cout &lt;&lt; sum(w) &lt;&lt; <span class="stringliteral">","</span> &lt;&lt; w*w &lt;&lt;endl; 
     141<a name="l00110"></a>00110                 vec mea = <a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5" title="return expected value">mean</a>();  
    136142<a name="l00111"></a>00111                  
    137 <a name="l00112"></a>00112                 mat Tmp=zeros(<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#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    138 <a name="l00113"></a>00113                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i&lt;<a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>; i++ ) { 
    139 <a name="l00114"></a>00114                         Tmp+=w ( i ) *outer_product(S ( i ), S(i)); 
    140 <a name="l00115"></a>00115                 } 
    141 <a name="l00116"></a>00116                 <span class="keywordflow">return</span> Tmp-outer_product(mea,mea); 
    142 <a name="l00117"></a>00117         } 
    143 <a name="l00118"></a><a class="code" href="classbdm_1_1merger.html#bcef70ece256b1ab1fa7a3a354eb1cc4">00118</a>         vec <a class="code" href="classbdm_1_1merger.html#bcef70ece256b1ab1fa7a3a354eb1cc4" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ 
    144 <a name="l00119"></a>00119                 <span class="keyword">const</span> vec &amp;w = <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); 
    145 <a name="l00120"></a>00120                 <span class="keyword">const</span> Array&lt;vec&gt; &amp;S = <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); 
    146 <a name="l00121"></a>00121                  
    147 <a name="l00122"></a>00122                 vec tmp=zeros(<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    148 <a name="l00123"></a>00123                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i&lt;Ns; i++ ) { 
    149 <a name="l00124"></a>00124                         tmp+=w ( i ) *pow(S ( i ),2); 
    150 <a name="l00125"></a>00125                 } 
    151 <a name="l00126"></a>00126                 <span class="keywordflow">return</span> tmp-pow(<a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5" title="return expected value">mean</a>(),2); 
    152 <a name="l00127"></a>00127         } 
    153 <a name="l00129"></a><a class="code" href="classbdm_1_1merger.html#febef179bb5e074ae6e34d15b4596273">00129</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1merger.html#febef179bb5e074ae6e34d15b4596273" title="for future use">~merger</a>() { 
    154 <a name="l00130"></a>00130                 <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++ ) { 
    155 <a name="l00131"></a>00131                         <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger.html#ea3c9f4739f857877fd5285b3973289c" title="Data link for each mpdf in mpdfs.">dls</a> ( i ); 
    156 <a name="l00132"></a>00132                         <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger.html#6c48bf36ec1f3f7b52e3159cf428a193" title="Data Links of rv0 mpdfs - these will be conditioned the (rv,rvc) of mpdfs.">zdls</a> ( i ); 
    157 <a name="l00133"></a>00133                 } 
    158 <a name="l00134"></a>00134         }; 
    159 <a name="l00135"></a>00135  
    160 <a name="l00137"></a><a class="code" href="classbdm_1_1merger.html#13f8534f626a37bed91a6d9db54d6d2f">00137</a>         <a class="code" href="classbdm_1_1MixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a>&amp; <a class="code" href="classbdm_1_1merger.html#13f8534f626a37bed91a6d9db54d6d2f" title="Access function.">_Mix</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger.html#67ae71cbf0686d7c7bf116fa5db86d81" title="Internal mixture of EF models.">Mix</a>;} 
    161 <a name="l00139"></a><a class="code" href="classbdm_1_1merger.html#23f5f8b80df579b05681006fbcfe3699">00139</a>         <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>&amp; <a class="code" href="classbdm_1_1merger.html#23f5f8b80df579b05681006fbcfe3699" title="Access function.">_Smp</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>;} 
    162 <a name="l00140"></a>00140 }; 
    163 <a name="l00141"></a>00141  
    164 <a name="l00142"></a>00142 } 
     143<a name="l00112"></a>00112                 cout &lt;&lt; sum(w) &lt;&lt; <span class="stringliteral">","</span> &lt;&lt; w*w &lt;&lt;endl; 
     144<a name="l00113"></a>00113                  
     145<a name="l00114"></a>00114                 mat Tmp=zeros(<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#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     146<a name="l00115"></a>00115                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i&lt;<a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>; i++ ) { 
     147<a name="l00116"></a>00116                         Tmp+=w ( i ) *outer_product(S ( i ), S(i)); 
     148<a name="l00117"></a>00117                 } 
     149<a name="l00118"></a>00118                 <span class="keywordflow">return</span> Tmp-outer_product(mea,mea); 
     150<a name="l00119"></a>00119         } 
     151<a name="l00120"></a><a class="code" href="classbdm_1_1merger.html#bcef70ece256b1ab1fa7a3a354eb1cc4">00120</a>         vec <a class="code" href="classbdm_1_1merger.html#bcef70ece256b1ab1fa7a3a354eb1cc4" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ 
     152<a name="l00121"></a>00121                 <span class="keyword">const</span> vec &amp;w = <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); 
     153<a name="l00122"></a>00122                 <span class="keyword">const</span> Array&lt;vec&gt; &amp;S = <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); 
     154<a name="l00123"></a>00123                  
     155<a name="l00124"></a>00124                 vec tmp=zeros(<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     156<a name="l00125"></a>00125                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i&lt;Ns; i++ ) { 
     157<a name="l00126"></a>00126                         tmp+=w ( i ) *pow(S ( i ),2); 
     158<a name="l00127"></a>00127                 } 
     159<a name="l00128"></a>00128                 <span class="keywordflow">return</span> tmp-pow(<a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5" title="return expected value">mean</a>(),2); 
     160<a name="l00129"></a>00129         } 
     161<a name="l00131"></a><a class="code" href="classbdm_1_1merger.html#febef179bb5e074ae6e34d15b4596273">00131</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1merger.html#febef179bb5e074ae6e34d15b4596273" title="for future use">~merger</a>() { 
     162<a name="l00132"></a>00132                 <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++ ) { 
     163<a name="l00133"></a>00133                         <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger.html#ea3c9f4739f857877fd5285b3973289c" title="Data link for each mpdf in mpdfs.">dls</a> ( i ); 
     164<a name="l00134"></a>00134                         <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger.html#6c48bf36ec1f3f7b52e3159cf428a193" title="Data Links of rv0 mpdfs - these will be conditioned the (rv,rvc) of mpdfs.">zdls</a> ( i ); 
     165<a name="l00135"></a>00135                 } 
     166<a name="l00136"></a>00136         }; 
     167<a name="l00137"></a>00137  
     168<a name="l00139"></a><a class="code" href="classbdm_1_1merger.html#13f8534f626a37bed91a6d9db54d6d2f">00139</a>         <a class="code" href="classbdm_1_1MixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a>&amp; <a class="code" href="classbdm_1_1merger.html#13f8534f626a37bed91a6d9db54d6d2f" title="Access function.">_Mix</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger.html#67ae71cbf0686d7c7bf116fa5db86d81" title="Internal mixture of EF models.">Mix</a>;} 
     169<a name="l00141"></a><a class="code" href="classbdm_1_1merger.html#23f5f8b80df579b05681006fbcfe3699">00141</a>         <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>&amp; <a class="code" href="classbdm_1_1merger.html#23f5f8b80df579b05681006fbcfe3699" title="Access function.">_Smp</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>;} 
     170<a name="l00142"></a>00142 }; 
    165171<a name="l00143"></a>00143  
    166 <a name="l00144"></a>00144 <span class="preprocessor">#endif // MER_H</span> 
     172<a name="l00144"></a>00144 } 
     173<a name="l00145"></a>00145  
     174<a name="l00146"></a>00146 <span class="preprocessor">#endif // MER_H</span> 
    167175</pre></div></div> 
    168 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:11 2009 for mixpp by&nbsp; 
     176<hr size="1"><address style="text-align: right;"><small>Generated on Fri Mar 6 15:01:36 2009 for mixpp by&nbsp; 
    169177<a href="http://www.doxygen.org/index.html"> 
    170 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> 
     178<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
    171179</body> 
    172180</html>