- Main Page
- Related Pages
- Modules
- Classes
- Files

- File List
- File Members

# emix.h

Go to the documentation of this file.

    00001
    00013 #ifndef MX_H
    00014 #define MX_H
    00015
    00016 #include "libBM.h"
    00017 #include "libEF.h"
    00018 //#include <std>
    00019
    00020 namespace bdm {
    00021
    00022 //this comes first because it is used inside emix!
    00023
    00036 class mratio: public mpdf {
    00037 protected:
    00039         const epdf* nom;
    00041         epdf* den;
    00043         bool destroynom;
    00045         datalink_m2e dl;
    00046 public:
    00049         mratio ( const epdf* nom0, const RV &rv, bool copy=false ) :mpdf ( ), dl ( ) {
    00050                 // adjust rv and rvc
    00051                 rvc = nom0->_rv().subt ( rv );
    00052                 dimc = rvc._dsize();
    00053                 ep = new epdf;
    00054                 ep->set_parameters(rv._dsize());
    00055                 ep->set_rv(rv);
    00056
    00057                 //prepare data structures
    00058                 if ( copy ) {it_error ( "todo" ); destroynom=true; }
    00059                 else { nom = nom0; destroynom = false; }
    00060                 it_assert_debug ( rvc.length() >0,"Makes no sense to use this object!" );
    00061
    00062                 // build denominator
    00063                 den = nom->marginal ( rvc );
    00064                 dl.set_connection(rv,rvc,nom0->_rv());
    00065         };
    00066         double evallogcond ( const vec &val, const vec &cond ) {
    00067                 double tmp;
    00068                 vec nom_val ( ep->dimension() + dimc );
    00069                 dl.pushup_cond ( nom_val,val,cond );
    00070                 tmp = exp ( nom->evallog ( nom_val ) - den->evallog ( cond ) );
    00071                 it_assert_debug ( std::isfinite ( tmp ),"Infinite value" );
    00072                 return tmp;
    00073         }
    00075         void ownnom() {destroynom=true;}
    00077         ~mratio() {delete den; if ( destroynom ) {delete nom;}}
    00078 };
    00079
    00090 class emix : public epdf {
    00091 protected:
    00093         vec w;
    00095         Array<epdf*> Coms;
    00097         bool destroyComs;
    00098 public:
    00100         emix ( ) : epdf ( ) {};
    00103         void set_parameters ( const vec &w, const Array<epdf*> &Coms, bool copy=false );
    00104
    00105         vec sample() const;
    00106         vec mean() const {
    00107                 int i; vec mu = zeros ( dim );
    00108                 for ( i = 0;i < w.length();i++ ) {mu += w ( i ) * Coms ( i )->mean(); }
    00109                 return mu;
    00110         }
    00111         vec variance() const {
    00112                 //non-central moment
    00113                 vec mom2 = zeros ( dim );
    00114                 for ( int i = 0;i < w.length();i++ ) {mom2 += w ( i ) * pow ( Coms ( i )->mean(),2 ); }
    00115                 //central moment
    00116                 return mom2-pow ( mean(),2 );
    00117         }
    00118         double evallog ( const vec &val ) const {
    00119                 int i;
    00120                 double sum = 0.0;
    00121                 for ( i = 0;i < w.length();i++ ) {sum += w ( i ) * exp ( Coms ( i )->evallog ( val ) );}
    00122                 if ( sum==0.0 ) {sum=std::numeric_limits<double>::epsilon();}
    00123                 double tmp=log ( sum );
    00124                 it_assert_debug ( std::isfinite ( tmp ),"Infinite" );
    00125                 return tmp;
    00126         };
    00127         vec evallog_m ( const mat &Val ) const {
    00128                 vec x=zeros ( Val.cols() );
    00129                 for ( int i = 0; i < w.length(); i++ ) {
    00130                         x+= w ( i ) *exp ( Coms ( i )->evallog_m ( Val ) );
    00131                 }
    00132                 return log ( x );
    00133         };
    00135         mat evallog_M ( const mat &Val ) const {
    00136                 mat X ( w.length(), Val.cols() );
    00137                 for ( int i = 0; i < w.length(); i++ ) {
    00138                         X.set_row ( i, w ( i ) *exp ( Coms ( i )->evallog_m ( Val ) ) );
    00139                 }
    00140                 return X;
    00141         };
    00142
    00143         emix* marginal ( const RV &rv ) const;
    00144         mratio* condition ( const RV &rv ) const; //why not mratio!!
    00145
    00146 //Access methods
    00148         vec& _w() {return w;}
    00149         virtual ~emix() {if ( destroyComs ) {for ( int i=0;i<Coms.length();i++ ) {delete Coms ( i );}}}
    00151         void ownComs() {destroyComs=true;}
    00152
    00154         epdf* _Coms ( int i ) {return Coms ( i );}
    00155         void set_rv(const RV &rv){
    00156                 epdf::set_rv(rv);
    00157                 for(int i=0;i<Coms.length();i++){Coms(i)->set_rv(rv);}
    00158         }
    00159 };
    00160
    00169 class mprod: public compositepdf, public mpdf {
    00170 protected:
    00172         Array<epdf*> epdfs;
    00174         Array<datalink_m2m*> dls;
    00176         epdf dummy;
    00177 public:
    00180         mprod ( Array<mpdf*> mFacs ) : compositepdf ( mFacs ), mpdf (), epdfs ( n ), dls ( n ) {
    00181                 ep=&dummy;
    00182                 RV rv=getrv ( true );
    00183                 set_rv ( rv );dummy.set_parameters ( rv._dsize() );
    00184                 setrvc ( ep->_rv(),rvc );
    00185                 // rv and rvc established = > we can link them with mpdfs
    00186                 for ( int i = 0;i < n;i++ ) {
    00187                         dls ( i ) = new datalink_m2m;
    00188                         dls(i)->set_connection( mpdfs ( i )->_rv(), mpdfs ( i )->_rvc(), _rv(), _rvc() );
    00189                 }
    00190
    00191                 for ( int i=0;i<n;i++ ) {
    00192                         epdfs ( i ) =& ( mpdfs ( i )->_epdf() );
    00193                 }
    00194         };
    00195
    00196         double evallogcond ( const vec &val, const vec &cond ) {
    00197                 int i;
    00198                 double res = 0.0;
    00199                 for ( i = n - 1;i >= 0;i-- ) {
    00200                         /*                      if ( mpdfs(i)->_rvc().count() >0) {
    00201                                                         mpdfs ( i )->condition ( dls ( i )->get_cond ( val,cond ) );
    00202                                                 }
    00203                                                 // add logarithms
    00204                                                 res += epdfs ( i )->evallog ( dls ( i )->pushdown ( val ) );*/
    00205                         res += mpdfs ( i )->evallogcond (
    00206                                    dls ( i )->pushdown ( val ),
    00207                                    dls ( i )->get_cond ( val, cond )
    00208                                );
    00209                 }
    00210                 return res;
    00211         }
    00212         //TODO smarter...
    00213         vec samplecond ( const vec &cond ) {
    00215                 vec smp= std::numeric_limits<double>::infinity() * ones ( ep->dimension() );
    00216                 vec smpi;
    00217                 // Hard assumption here!!! We are going backwards, to assure that samples that are needed from smp are already generated!
    00218                 for ( int i = ( n - 1 );i >= 0;i-- ) {
    00219                         if ( mpdfs ( i )->dimensionc() ) {
    00220                                 mpdfs ( i )->condition ( dls ( i )->get_cond ( smp ,cond ) ); // smp is val here!!
    00221                         }
    00222                         smpi = epdfs ( i )->sample();
    00223                         // copy contribution of this pdf into smp
    00224                         dls ( i )->pushup ( smp, smpi );
    00225                         // add ith likelihood contribution
    00226                 }
    00227                 return smp;
    00228         }
    00229         mat samplecond ( const vec &cond,  int N ) {
    00230                 mat Smp ( dimension(),N );
    00231                 for ( int i=0;i<N;i++ ) {Smp.set_col ( i,samplecond ( cond ) );}
    00232                 return Smp;
    00233         }
    00234
    00235         ~mprod() {};
    00236 };
    00237
    00239 class eprod: public epdf {
    00240 protected:
    00242         Array<const epdf*> epdfs;
    00244         Array<datalink*> dls;
    00245 public:
    00246         eprod () : epdfs ( 0 ),dls ( 0 ) {};
    00247         void set_parameters ( const Array<const epdf*> &epdfs0, bool named=true ) {
    00248                 epdfs=epdfs0;//.set_length ( epdfs0.length() );
    00249                 dls.set_length ( epdfs.length() );
    00250
    00251                 bool independent=true;
    00252                 if ( named ) {
    00253                         for ( int i=0;i<epdfs.length();i++ ) {
    00254                                 independent=rv.add ( epdfs ( i )->_rv() );
    00255                                 it_assert_debug ( independent==true, "eprod:: given components are not independent." );
    00256                         }
    00257                         dim=rv._dsize();
    00258                 }
    00259                 else {
    00260                         dim =0; for ( int i=0;i<epdfs.length();i++ ) {
    00261                                 dim+=epdfs ( i )->dimension();
    00262                         }
    00263                 }
    00264                 //
    00265                 int cumdim=0;
    00266                 int dimi=0;
    00267                 int i;
    00268                 for ( i=0;i<epdfs.length();i++ ) {
    00269                         dls ( i ) = new datalink;
    00270                         if ( named ) {dls ( i )->set_connection ( epdfs ( i )->_rv() , rv );}
    00271                         else {
    00272                                 dimi = epdfs ( i )->dimension();
    00273                                 dls ( i )->set_connection ( dimi, dim, linspace ( cumdim,cumdim+dimi-1 ) );
    00274                                 cumdim+=dimi;
    00275                         }
    00276                 }
    00277         }
    00278
    00279         vec mean() const {
    00280                 vec tmp ( dim );
    00281                 for ( int i=0;i<epdfs.length();i++ ) {
    00282                         vec pom = epdfs ( i )->mean();
    00283                         dls ( i )->pushup ( tmp, pom );
    00284                 }
    00285                 return tmp;
    00286         }
    00287         vec variance() const {
    00288                 vec tmp ( dim ); //second moment
    00289                 for ( int i=0;i<epdfs.length();i++ ) {
    00290                         vec pom = epdfs ( i )->mean();
    00291                         dls ( i )->pushup ( tmp, pow ( pom,2 ) );
    00292                 }
    00293                 return tmp-pow ( mean(),2 );
    00294         }
    00295         vec sample() const {
    00296                 vec tmp ( dim );
    00297                 for ( int i=0;i<epdfs.length();i++ ) {
    00298                         vec pom = epdfs ( i )->sample();
    00299                         dls ( i )->pushup ( tmp, pom );
    00300                 }
    00301                 return tmp;
    00302         }
    00303         double evallog ( const vec &val ) const {
    00304                 double tmp=0;
    00305                 for ( int i=0;i<epdfs.length();i++ ) {
    00306                         tmp+=epdfs ( i )->evallog ( dls ( i )->pushdown ( val ) );
    00307                 }
    00308                 it_assert_debug ( std::isfinite ( tmp ),"Infinite" );
    00309                 return tmp;
    00310         }
    00312         const epdf* operator () ( int i ) const {it_assert_debug ( i<epdfs.length(),"wrong index" );return epdfs ( i );}
    00313
    00315         ~eprod() {for ( int i=0;i<epdfs.length();i++ ) {delete dls ( i );}}
    00316 };
    00317
    00318
    00322 class mmix : public mpdf {
    00323 protected:
    00325         Array<mpdf*> Coms;
    00327         emix Epdf;
    00328 public:
    00330         mmix ( ) : mpdf ( ), Epdf () {ep = &Epdf;};
    00332         void set_parameters ( const vec &w, const Array<mpdf*> &Coms ) {
    00333                 Array<epdf*> Eps ( Coms.length() );
    00334
    00335                 for ( int i = 0;i < Coms.length();i++ ) {
    00336                         Eps ( i ) = & ( Coms ( i )->_epdf() );
    00337                 }
    00338                 Epdf.set_parameters ( w, Eps );
    00339         };
    00340
    00341         void condition ( const vec &cond ) {
    00342                 for ( int i = 0;i < Coms.length();i++ ) {Coms ( i )->condition ( cond );}
    00343         };
    00344 };
    00345
    00346 }
    00347 #endif //MX_H