| 88 | | <a name="l00049"></a>00049 |
| 89 | | <a name="l00051"></a><a class="code" href="classbdm_1_1merger.html#14081d8c5cffdcc6c2f81cb61da41dbe">00051</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1merger.html#14081d8c5cffdcc6c2f81cb61da41dbe" title="debug or not debug">DBG</a>; |
| 90 | | <a name="l00053"></a><a class="code" href="classbdm_1_1merger.html#2b99a4a9384dc088dc164372d206138f">00053</a> it_file* <a class="code" href="classbdm_1_1merger.html#2b99a4a9384dc088dc164372d206138f" title="debugging file">dbg</a>; |
| 91 | | <a name="l00055"></a><a class="code" href="classbdm_1_1merger.html#05dc6d9876677fcf84806d39f24e5509">00055</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1merger.html#05dc6d9876677fcf84806d39f24e5509" title="Flag if the samples are fixed or not.">fix_smp</a>; |
| 92 | | <a name="l00056"></a>00056 <span class="keyword">public</span>: |
| 93 | | <a name="l00058"></a><a class="code" href="classbdm_1_1merger.html#30ae0fa8a88737185f598bf63fec0569">00058</a> <a class="code" href="classbdm_1_1merger.html#30ae0fa8a88737185f598bf63fec0569" title="Default constructor.">merger</a> ( <span class="keyword">const</span> Array<mpdf*> &S ) : |
| 94 | | <a name="l00059"></a>00059 <a class="code" href="classbdm_1_1compositepdf.html" title="Abstract composition of pdfs, will be used for specific classes this abstract class...">compositepdf</a> ( S ), <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( ), |
| 95 | | <a name="l00060"></a>00060 <a class="code" href="classbdm_1_1merger.html#67ae71cbf0686d7c7bf116fa5db86d81" title="Internal mixture of EF models.">Mix</a> ( Array<<a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>*> ( 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>() |
| 96 | | <a name="l00061"></a>00061 { |
| 97 | | <a name="l00062"></a>00062 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ztmp; |
| 98 | | <a name="l00063"></a>00063 <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> ); |
| 99 | | <a name="l00064"></a>00064 <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 ); <span class="comment">// Extend rv by rvc!</span> |
| 100 | | <a name="l00065"></a>00065 <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 ); |
| 101 | | <a name="l00066"></a>00066 <span class="comment">// get dimension</span> |
| 102 | | <a name="l00067"></a>00067 <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>(); |
| 103 | | <a name="l00068"></a>00068 |
| 104 | | <a name="l00069"></a>00069 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a>;i++ ) |
| 105 | | <a name="l00070"></a>00070 { |
| 106 | | <a name="l00071"></a>00071 <span class="comment">//Establich connection between mpdfs and merger</span> |
| 107 | | <a name="l00072"></a>00072 <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 )->set_connection ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-><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 )->_rvc(), <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ); |
| 108 | | <a name="l00073"></a>00073 <span class="comment">// find out what is missing in each mpdf</span> |
| 109 | | <a name="l00074"></a>00074 ztmp= <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->_rv(); |
| 110 | | <a name="l00075"></a>00075 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 )->_rvc() ); |
| 111 | | <a name="l00076"></a>00076 <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 ); |
| 112 | | <a name="l00077"></a>00077 <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 )->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> ) ; |
| 113 | | <a name="l00078"></a>00078 }; |
| 114 | | <a name="l00079"></a>00079 <span class="comment">//Set Default values of parameters</span> |
| 115 | | <a name="l00080"></a>00080 <a class="code" href="classbdm_1_1merger.html#1a85d299f202a70afe0cdc1045c26a5d" title="Prior on the log-normal merging model.">beta</a>=2.0; |
| 116 | | <a name="l00081"></a>00081 <a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>=100; |
| 117 | | <a name="l00082"></a>00082 <a class="code" href="classbdm_1_1merger.html#214ca7c566e8f75d45bb243d7c74580d" title="Number of components in a mixture.">Nc</a>=10; |
| 118 | | <a name="l00083"></a>00083 <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 ); |
| 119 | | <a name="l00084"></a>00084 <a class="code" href="classbdm_1_1merger.html#14081d8c5cffdcc6c2f81cb61da41dbe" title="debug or not debug">DBG</a> = <span class="keyword">false</span>; |
| 120 | | <a name="l00085"></a>00085 <a class="code" href="classbdm_1_1merger.html#05dc6d9876677fcf84806d39f24e5509" title="Flag if the samples are fixed or not.">fix_smp</a> = <span class="keyword">false</span>; |
| 121 | | <a name="l00086"></a>00086 } |
| 122 | | <a name="l00088"></a><a class="code" href="classbdm_1_1merger.html#94b5358c9558a8389ac78a65b83244f6">00088</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger.html#94b5358c9558a8389ac78a65b83244f6" title="set debug file">debug_file</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> fname ) { <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1merger.html#14081d8c5cffdcc6c2f81cb61da41dbe" title="debug or not debug">DBG</a> ) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger.html#2b99a4a9384dc088dc164372d206138f" title="debugging file">dbg</a>; <a class="code" href="classbdm_1_1merger.html#2b99a4a9384dc088dc164372d206138f" title="debugging file">dbg</a> = <span class="keyword">new</span> it_file ( fname ); <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1merger.html#2b99a4a9384dc088dc164372d206138f" title="debugging file">dbg</a> ) <a class="code" href="classbdm_1_1merger.html#14081d8c5cffdcc6c2f81cb61da41dbe" title="debug or not debug">DBG</a>=<span class="keyword">true</span>;} |
| 123 | | <a name="l00090"></a><a class="code" href="classbdm_1_1merger.html#bc867c8e2b4709041bf8802ae9c78e37">00090</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> );} |
| 124 | | <a name="l00091"></a>00091 <span class="keywordtype">void</span> set_grid ( Array<vec> &XYZ ) |
| 125 | | <a name="l00092"></a>00092 { |
| 126 | | <a name="l00093"></a>00093 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>=XYZ.length(); ivec szs ( dim ); |
| 127 | | <a name="l00094"></a>00094 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0; i<dim;i++){szs=XYZ(i).length();} |
| 128 | | <a name="l00095"></a>00095 <a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>=prod(szs); |
| 129 | | <a name="l00096"></a>00096 <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.set_parameters(<a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>,<span class="keyword">false</span>); |
| 130 | | <a name="l00097"></a>00097 Array<vec> &samples=<a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>._samples(); |
| 131 | | <a name="l00098"></a>00098 <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>._w()=ones(<a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>)/<a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>; |
| 132 | | <a name="l00099"></a>00099 |
| 133 | | <a name="l00100"></a>00100 <span class="comment">//set samples</span> |
| 134 | | <a name="l00101"></a>00101 ivec is=zeros_i(dim);<span class="comment">//indeces of dimensions in for cycle;</span> |
| 135 | | <a name="l00102"></a>00102 vec smpi(dim); |
| 136 | | <a name="l00103"></a>00103 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0; i<<a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>; i++){ |
| 137 | | <a name="l00104"></a>00104 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> j=0; j<dim; j++){smpi(j)=XYZ(j)(is(j)); <span class="comment">/* jty vector*/</span> } |
| 138 | | <a name="l00105"></a>00105 samples(i)=smpi; |
| 139 | | <a name="l00106"></a>00106 <span class="comment">// shift indeces</span> |
| 140 | | <a name="l00107"></a>00107 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j=0;j<dim;j++){ |
| 141 | | <a name="l00108"></a>00108 <span class="keywordflow">if</span> (is(j)==szs(j)-1) { <span class="comment">//j-th index is full</span> |
| 142 | | <a name="l00109"></a>00109 is(j)=0; <span class="comment">//shift back</span> |
| 143 | | <a name="l00110"></a>00110 is(j+1)++; <span class="comment">//increase th next dimension;</span> |
| 144 | | <a name="l00111"></a>00111 <span class="keywordflow">if</span> (is(j+1)<szs(j+1)-1) <span class="keywordflow">break</span>; |
| 145 | | <a name="l00112"></a>00112 } <span class="keywordflow">else</span> { |
| 146 | | <a name="l00113"></a>00113 is(j)++; <span class="keywordflow">break</span>; |
| 147 | | <a name="l00114"></a>00114 } |
| 148 | | <a name="l00115"></a>00115 } |
| 149 | | <a name="l00116"></a>00116 } |
| 150 | | <a name="l00117"></a>00117 |
| 151 | | <a name="l00118"></a>00118 <a class="code" href="classbdm_1_1merger.html#05dc6d9876677fcf84806d39f24e5509" title="Flag if the samples are fixed or not.">fix_smp</a> = <span class="keyword">true</span>; |
| 152 | | <a name="l00119"></a>00119 } |
| 153 | | <a name="l00121"></a><a class="code" href="classbdm_1_1merger.html#8ae79a651e93d6e2d611556001af8aa8">00121</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>() |
| 154 | | <a name="l00122"></a>00122 { |
| 155 | | <a name="l00123"></a>00123 Array<vec> Smps ( <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> ); |
| 156 | | <a name="l00124"></a>00124 <span class="comment">//Gibbs sampling</span> |
| 157 | | <a name="l00125"></a>00125 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a>;i++ ) {Smps ( i ) =zeros ( 0 );} |
| | 88 | <a name="l00050"></a><a class="code" href="classbdm_1_1merger.html#045974350a3612ef4080eab6360b3d70">00050</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1merger.html#045974350a3612ef4080eab6360b3d70" title="coefficient of resampling">effss_coef</a>; |
| | 89 | <a name="l00051"></a>00051 |
| | 90 | <a name="l00053"></a><a class="code" href="classbdm_1_1merger.html#14081d8c5cffdcc6c2f81cb61da41dbe">00053</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1merger.html#14081d8c5cffdcc6c2f81cb61da41dbe" title="debug or not debug">DBG</a>; |
| | 91 | <a name="l00055"></a><a class="code" href="classbdm_1_1merger.html#2b99a4a9384dc088dc164372d206138f">00055</a> it_file* <a class="code" href="classbdm_1_1merger.html#2b99a4a9384dc088dc164372d206138f" title="debugging file">dbg</a>; |
| | 92 | <a name="l00057"></a><a class="code" href="classbdm_1_1merger.html#05dc6d9876677fcf84806d39f24e5509">00057</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1merger.html#05dc6d9876677fcf84806d39f24e5509" title="Flag if the samples are fixed or not.">fix_smp</a>; |
| | 93 | <a name="l00058"></a>00058 <span class="keyword">public</span>: |
| | 94 | <a name="l00060"></a><a class="code" href="classbdm_1_1merger.html#30ae0fa8a88737185f598bf63fec0569">00060</a> <a class="code" href="classbdm_1_1merger.html#30ae0fa8a88737185f598bf63fec0569" title="Default constructor.">merger</a> ( <span class="keyword">const</span> Array<mpdf*> &S ) : |
| | 95 | <a name="l00061"></a>00061 <a class="code" href="classbdm_1_1compositepdf.html" title="Abstract composition of pdfs, will be used for specific classes this abstract class...">compositepdf</a> ( S ), <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( ), |
| | 96 | <a name="l00062"></a>00062 <a class="code" href="classbdm_1_1merger.html#67ae71cbf0686d7c7bf116fa5db86d81" title="Internal mixture of EF models.">Mix</a> ( Array<<a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>*> ( 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>() |
| | 97 | <a name="l00063"></a>00063 { |
| | 98 | <a name="l00064"></a>00064 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ztmp; |
| | 99 | <a name="l00065"></a>00065 <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> ); |
| | 100 | <a name="l00066"></a>00066 <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 ); <span class="comment">// Extend rv by rvc!</span> |
| | 101 | <a name="l00067"></a>00067 <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 ); |
| | 102 | <a name="l00068"></a>00068 <span class="comment">// get dimension</span> |
| | 103 | <a name="l00069"></a>00069 <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>(); |
| | 104 | <a name="l00070"></a>00070 |
| | 105 | <a name="l00071"></a>00071 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a>;i++ ) |
| | 106 | <a name="l00072"></a>00072 { |
| | 107 | <a name="l00073"></a>00073 <span class="comment">//Establich connection between mpdfs and merger</span> |
| | 108 | <a name="l00074"></a>00074 <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 )->set_connection ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-><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 )->_rvc(), <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ); |
| | 109 | <a name="l00075"></a>00075 <span class="comment">// find out what is missing in each mpdf</span> |
| | 110 | <a name="l00076"></a>00076 ztmp= <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->_rv(); |
| | 111 | <a name="l00077"></a>00077 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 )->_rvc() ); |
| | 112 | <a name="l00078"></a>00078 <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 ); |
| | 113 | <a name="l00079"></a>00079 <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 )->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> ) ; |
| | 114 | <a name="l00080"></a>00080 }; |
| | 115 | <a name="l00081"></a>00081 <span class="comment">//Set Default values of parameters</span> |
| | 116 | <a name="l00082"></a>00082 <a class="code" href="classbdm_1_1merger.html#1a85d299f202a70afe0cdc1045c26a5d" title="Prior on the log-normal merging model.">beta</a>=2.0; |
| | 117 | <a name="l00083"></a>00083 <a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>=100; |
| | 118 | <a name="l00084"></a>00084 <a class="code" href="classbdm_1_1merger.html#214ca7c566e8f75d45bb243d7c74580d" title="Number of components in a mixture.">Nc</a>=10; |
| | 119 | <a name="l00085"></a>00085 <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 ); |
| | 120 | <a name="l00086"></a>00086 <a class="code" href="classbdm_1_1merger.html#14081d8c5cffdcc6c2f81cb61da41dbe" title="debug or not debug">DBG</a> = <span class="keyword">false</span>; |
| | 121 | <a name="l00087"></a>00087 <a class="code" href="classbdm_1_1merger.html#05dc6d9876677fcf84806d39f24e5509" title="Flag if the samples are fixed or not.">fix_smp</a> = <span class="keyword">false</span>; |
| | 122 | <a name="l00088"></a>00088 } |
| | 123 | <a name="l00090"></a><a class="code" href="classbdm_1_1merger.html#94b5358c9558a8389ac78a65b83244f6">00090</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger.html#94b5358c9558a8389ac78a65b83244f6" title="set debug file">debug_file</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> fname ) { <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1merger.html#14081d8c5cffdcc6c2f81cb61da41dbe" title="debug or not debug">DBG</a> ) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger.html#2b99a4a9384dc088dc164372d206138f" title="debugging file">dbg</a>; <a class="code" href="classbdm_1_1merger.html#2b99a4a9384dc088dc164372d206138f" title="debugging file">dbg</a> = <span class="keyword">new</span> it_file ( fname ); <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1merger.html#2b99a4a9384dc088dc164372d206138f" title="debugging file">dbg</a> ) <a class="code" href="classbdm_1_1merger.html#14081d8c5cffdcc6c2f81cb61da41dbe" title="debug or not debug">DBG</a>=<span class="keyword">true</span>;} |
| | 124 | <a name="l00092"></a><a class="code" href="classbdm_1_1merger.html#22216ad175880cf2345871f9313a3f19">00092</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger.html#22216ad175880cf2345871f9313a3f19" 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, <span class="keywordtype">double</span> effss_coef0=0.5 ) {<a class="code" href="classbdm_1_1merger.html#1a85d299f202a70afe0cdc1045c26a5d" title="Prior on the log-normal merging model.">beta</a>=beta0; |
| | 125 | <a name="l00093"></a>00093 <a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>=Ns0; |
| | 126 | <a name="l00094"></a>00094 <a class="code" href="classbdm_1_1merger.html#214ca7c566e8f75d45bb243d7c74580d" title="Number of components in a mixture.">Nc</a>=Nc0; |
| | 127 | <a name="l00095"></a>00095 <a class="code" href="classbdm_1_1merger.html#045974350a3612ef4080eab6360b3d70" title="coefficient of resampling">effss_coef</a>=effss_coef0; |
| | 128 | <a name="l00096"></a>00096 <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> ); |
| | 129 | <a name="l00097"></a>00097 } |
| | 130 | <a name="l00098"></a>00098 <span class="keywordtype">void</span> set_grid ( Array<vec> &XYZ ) |
| | 131 | <a name="l00099"></a>00099 { |
| | 132 | <a name="l00100"></a>00100 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>=XYZ.length(); ivec szs ( dim ); |
| | 133 | <a name="l00101"></a>00101 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0; i<dim;i++){szs=XYZ(i).length();} |
| | 134 | <a name="l00102"></a>00102 <a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>=prod(szs); |
| | 135 | <a name="l00103"></a>00103 <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>.set_parameters(<a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>,<span class="keyword">false</span>); |
| | 136 | <a name="l00104"></a>00104 Array<vec> &samples=<a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>._samples(); |
| | 137 | <a name="l00105"></a>00105 <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>._w()=ones(<a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>)/<a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>; |
| | 138 | <a name="l00106"></a>00106 |
| | 139 | <a name="l00107"></a>00107 <span class="comment">//set samples</span> |
| | 140 | <a name="l00108"></a>00108 ivec is=zeros_i(dim);<span class="comment">//indeces of dimensions in for cycle;</span> |
| | 141 | <a name="l00109"></a>00109 vec smpi(dim); |
| | 142 | <a name="l00110"></a>00110 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0; i<<a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>; i++){ |
| | 143 | <a name="l00111"></a>00111 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> j=0; j<dim; j++){smpi(j)=XYZ(j)(is(j)); <span class="comment">/* jty vector*/</span> } |
| | 144 | <a name="l00112"></a>00112 samples(i)=smpi; |
| | 145 | <a name="l00113"></a>00113 <span class="comment">// shift indeces</span> |
| | 146 | <a name="l00114"></a>00114 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j=0;j<dim;j++){ |
| | 147 | <a name="l00115"></a>00115 <span class="keywordflow">if</span> (is(j)==szs(j)-1) { <span class="comment">//j-th index is full</span> |
| | 148 | <a name="l00116"></a>00116 is(j)=0; <span class="comment">//shift back</span> |
| | 149 | <a name="l00117"></a>00117 is(j+1)++; <span class="comment">//increase th next dimension;</span> |
| | 150 | <a name="l00118"></a>00118 <span class="keywordflow">if</span> (is(j+1)<szs(j+1)-1) <span class="keywordflow">break</span>; |
| | 151 | <a name="l00119"></a>00119 } <span class="keywordflow">else</span> { |
| | 152 | <a name="l00120"></a>00120 is(j)++; <span class="keywordflow">break</span>; |
| | 153 | <a name="l00121"></a>00121 } |
| | 154 | <a name="l00122"></a>00122 } |
| | 155 | <a name="l00123"></a>00123 } |
| | 156 | <a name="l00124"></a>00124 |
| | 157 | <a name="l00125"></a>00125 <a class="code" href="classbdm_1_1merger.html#05dc6d9876677fcf84806d39f24e5509" title="Flag if the samples are fixed or not.">fix_smp</a> = <span class="keyword">true</span>; |
| 159 | | <a name="l00128"></a>00128 <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 ); |
| 160 | | <a name="l00130"></a><a class="code" href="classbdm_1_1merger.html#b72f4662c9ac760a8b17ebe5d697f3c2">00130</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> ( & ( <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>() ) );}; |
| 161 | | <a name="l00131"></a>00131 |
| 162 | | <a name="l00133"></a>00133 vec <a class="code" href="classbdm_1_1merger.html#b90f1b8a21a693176dd953a3b983aa0b" title="Merge log-likelihood values.">lognorm_merge</a> ( mat &lW ); |
| 163 | | <a name="l00136"></a><a class="code" href="classbdm_1_1merger.html#0ef73e76eeee44c8e3896e3a271ad974">00136</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>();} |
| 164 | | <a name="l00137"></a><a class="code" href="classbdm_1_1merger.html#c47543661897638cab9f506c76a1f92f">00137</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 &dt )<span class="keyword"> const</span> |
| 165 | | <a name="l00138"></a>00138 <span class="keyword"> </span>{ |
| 166 | | <a name="l00139"></a>00139 vec dtf=ones ( dt.length() +1 ); |
| 167 | | <a name="l00140"></a>00140 dtf.set_subvector ( 0,dt ); |
| 168 | | <a name="l00141"></a>00141 <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 ); |
| 169 | | <a name="l00142"></a>00142 } |
| 170 | | <a name="l00143"></a><a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5">00143</a> vec <a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5" title="return expected value">mean</a>()<span class="keyword"> const</span> |
| 171 | | <a name="l00144"></a>00144 <span class="keyword"> </span>{ |
| 172 | | <a name="l00145"></a>00145 <span class="keyword">const</span> Vec<double> &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>(); |
| 173 | | <a name="l00146"></a>00146 <span class="keyword">const</span> Array<vec> &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>(); |
| 174 | | <a name="l00147"></a>00147 vec tmp=zeros ( dim ); |
| 175 | | <a name="l00148"></a>00148 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i<Ns; i++ ) |
| 176 | | <a name="l00149"></a>00149 { |
| 177 | | <a name="l00150"></a>00150 tmp+=w ( i ) *S ( i ); |
| 178 | | <a name="l00151"></a>00151 } |
| 179 | | <a name="l00152"></a>00152 <span class="keywordflow">return</span> tmp; |
| 180 | | <a name="l00153"></a>00153 } |
| 181 | | <a name="l00154"></a>00154 mat covariance()<span class="keyword"> const</span> |
| 182 | | <a name="l00155"></a>00155 <span class="keyword"> </span>{ |
| 183 | | <a name="l00156"></a>00156 <span class="keyword">const</span> vec &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>(); |
| 184 | | <a name="l00157"></a>00157 <span class="keyword">const</span> Array<vec> &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>(); |
| 185 | | <a name="l00158"></a>00158 |
| 186 | | <a name="l00159"></a>00159 vec mea = <a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5" title="return expected value">mean</a>(); |
| 187 | | <a name="l00160"></a>00160 |
| 188 | | <a name="l00161"></a>00161 cout << sum ( w ) << <span class="stringliteral">","</span> << w*w <<endl; |
| 189 | | <a name="l00162"></a>00162 |
| 190 | | <a name="l00163"></a>00163 mat Tmp=zeros ( dim, dim ); |
| 191 | | <a name="l00164"></a>00164 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i<Ns; i++ ) |
| 192 | | <a name="l00165"></a>00165 { |
| 193 | | <a name="l00166"></a>00166 Tmp+=w ( i ) *outer_product ( S ( i ), S ( i ) ); |
| 194 | | <a name="l00167"></a>00167 } |
| 195 | | <a name="l00168"></a>00168 <span class="keywordflow">return</span> Tmp-outer_product ( mea,mea ); |
| 196 | | <a name="l00169"></a>00169 } |
| 197 | | <a name="l00170"></a><a class="code" href="classbdm_1_1merger.html#bcef70ece256b1ab1fa7a3a354eb1cc4">00170</a> vec <a class="code" href="classbdm_1_1merger.html#bcef70ece256b1ab1fa7a3a354eb1cc4" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const</span> |
| 198 | | <a name="l00171"></a>00171 <span class="keyword"> </span>{ |
| 199 | | <a name="l00172"></a>00172 <span class="keyword">const</span> vec &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>(); |
| 200 | | <a name="l00173"></a>00173 <span class="keyword">const</span> Array<vec> &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>(); |
| 201 | | <a name="l00174"></a>00174 |
| 202 | | <a name="l00175"></a>00175 vec tmp=zeros ( dim ); |
| 203 | | <a name="l00176"></a>00176 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i<Ns; i++ ) |
| 204 | | <a name="l00177"></a>00177 { |
| 205 | | <a name="l00178"></a>00178 tmp+=w ( i ) *pow ( S ( i ),2 ); |
| 206 | | <a name="l00179"></a>00179 } |
| 207 | | <a name="l00180"></a>00180 <span class="keywordflow">return</span> tmp-pow ( <a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5" title="return expected value">mean</a>(),2 ); |
| 208 | | <a name="l00181"></a>00181 } |
| 209 | | <a name="l00183"></a><a class="code" href="classbdm_1_1merger.html#febef179bb5e074ae6e34d15b4596273">00183</a> <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1merger.html#febef179bb5e074ae6e34d15b4596273" title="for future use">~merger</a>() |
| 210 | | <a name="l00184"></a>00184 { |
| 211 | | <a name="l00185"></a>00185 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i<<a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a>; i++ ) |
| 212 | | <a name="l00186"></a>00186 { |
| 213 | | <a name="l00187"></a>00187 <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 ); |
| 214 | | <a name="l00188"></a>00188 <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 ); |
| 215 | | <a name="l00189"></a>00189 } |
| 216 | | <a name="l00190"></a>00190 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1merger.html#14081d8c5cffdcc6c2f81cb61da41dbe" title="debug or not debug">DBG</a> ) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger.html#2b99a4a9384dc088dc164372d206138f" title="debugging file">dbg</a>; |
| 217 | | <a name="l00191"></a>00191 }; |
| 218 | | <a name="l00192"></a>00192 |
| 219 | | <a name="l00194"></a><a class="code" href="classbdm_1_1merger.html#13f8534f626a37bed91a6d9db54d6d2f">00194</a> <a class="code" href="classbdm_1_1MixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a>& <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>;} |
| 220 | | <a name="l00196"></a><a class="code" href="classbdm_1_1merger.html#23f5f8b80df579b05681006fbcfe3699">00196</a> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>& <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>;} |
| 221 | | <a name="l00197"></a>00197 }; |
| 222 | | <a name="l00198"></a>00198 |
| 223 | | <a name="l00199"></a>00199 } |
| 224 | | <a name="l00200"></a>00200 |
| 225 | | <a name="l00201"></a>00201 <span class="preprocessor">#endif // MER_H</span> |
| | 159 | <a name="l00128"></a><a class="code" href="classbdm_1_1merger.html#8ae79a651e93d6e2d611556001af8aa8">00128</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>() |
| | 160 | <a name="l00129"></a>00129 { |
| | 161 | <a name="l00130"></a>00130 Array<vec> Smps ( <a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a> ); |
| | 162 | <a name="l00131"></a>00131 <span class="comment">//Gibbs sampling</span> |
| | 163 | <a name="l00132"></a>00132 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a>;i++ ) {Smps ( i ) =zeros ( 0 );} |
| | 164 | <a name="l00133"></a>00133 } |
| | 165 | <a name="l00135"></a>00135 <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 ); |
| | 166 | <a name="l00137"></a><a class="code" href="classbdm_1_1merger.html#b72f4662c9ac760a8b17ebe5d697f3c2">00137</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> ( & ( <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>() ) );}; |
| | 167 | <a name="l00138"></a>00138 |
| | 168 | <a name="l00140"></a>00140 vec <a class="code" href="classbdm_1_1merger.html#b90f1b8a21a693176dd953a3b983aa0b" title="Merge log-likelihood values.">lognorm_merge</a> ( mat &lW ); |
| | 169 | <a name="l00143"></a><a class="code" href="classbdm_1_1merger.html#0ef73e76eeee44c8e3896e3a271ad974">00143</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>();} |
| | 170 | <a name="l00144"></a><a class="code" href="classbdm_1_1merger.html#c47543661897638cab9f506c76a1f92f">00144</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 &dt )<span class="keyword"> const</span> |
| | 171 | <a name="l00145"></a>00145 <span class="keyword"> </span>{ |
| | 172 | <a name="l00146"></a>00146 vec dtf=ones ( dt.length() +1 ); |
| | 173 | <a name="l00147"></a>00147 dtf.set_subvector ( 0,dt ); |
| | 174 | <a name="l00148"></a>00148 <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 ); |
| | 175 | <a name="l00149"></a>00149 } |
| | 176 | <a name="l00150"></a><a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5">00150</a> vec <a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5" title="return expected value">mean</a>()<span class="keyword"> const</span> |
| | 177 | <a name="l00151"></a>00151 <span class="keyword"> </span>{ |
| | 178 | <a name="l00152"></a>00152 <span class="keyword">const</span> Vec<double> &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>(); |
| | 179 | <a name="l00153"></a>00153 <span class="keyword">const</span> Array<vec> &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>(); |
| | 180 | <a name="l00154"></a>00154 vec tmp=zeros ( dim ); |
| | 181 | <a name="l00155"></a>00155 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i<Ns; i++ ) |
| | 182 | <a name="l00156"></a>00156 { |
| | 183 | <a name="l00157"></a>00157 tmp+=w ( i ) *S ( i ); |
| | 184 | <a name="l00158"></a>00158 } |
| | 185 | <a name="l00159"></a>00159 <span class="keywordflow">return</span> tmp; |
| | 186 | <a name="l00160"></a>00160 } |
| | 187 | <a name="l00161"></a>00161 mat covariance()<span class="keyword"> const</span> |
| | 188 | <a name="l00162"></a>00162 <span class="keyword"> </span>{ |
| | 189 | <a name="l00163"></a>00163 <span class="keyword">const</span> vec &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>(); |
| | 190 | <a name="l00164"></a>00164 <span class="keyword">const</span> Array<vec> &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>(); |
| | 191 | <a name="l00165"></a>00165 |
| | 192 | <a name="l00166"></a>00166 vec mea = <a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5" title="return expected value">mean</a>(); |
| | 193 | <a name="l00167"></a>00167 |
| | 194 | <a name="l00168"></a>00168 cout << sum ( w ) << <span class="stringliteral">","</span> << w*w <<endl; |
| | 195 | <a name="l00169"></a>00169 |
| | 196 | <a name="l00170"></a>00170 mat Tmp=zeros ( dim, dim ); |
| | 197 | <a name="l00171"></a>00171 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i<Ns; i++ ) |
| | 198 | <a name="l00172"></a>00172 { |
| | 199 | <a name="l00173"></a>00173 Tmp+=w ( i ) *outer_product ( S ( i ), S ( i ) ); |
| | 200 | <a name="l00174"></a>00174 } |
| | 201 | <a name="l00175"></a>00175 <span class="keywordflow">return</span> Tmp-outer_product ( mea,mea ); |
| | 202 | <a name="l00176"></a>00176 } |
| | 203 | <a name="l00177"></a><a class="code" href="classbdm_1_1merger.html#bcef70ece256b1ab1fa7a3a354eb1cc4">00177</a> vec <a class="code" href="classbdm_1_1merger.html#bcef70ece256b1ab1fa7a3a354eb1cc4" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const</span> |
| | 204 | <a name="l00178"></a>00178 <span class="keyword"> </span>{ |
| | 205 | <a name="l00179"></a>00179 <span class="keyword">const</span> vec &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>(); |
| | 206 | <a name="l00180"></a>00180 <span class="keyword">const</span> Array<vec> &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>(); |
| | 207 | <a name="l00181"></a>00181 |
| | 208 | <a name="l00182"></a>00182 vec tmp=zeros ( dim ); |
| | 209 | <a name="l00183"></a>00183 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i<Ns; i++ ) |
| | 210 | <a name="l00184"></a>00184 { |
| | 211 | <a name="l00185"></a>00185 tmp+=w ( i ) *pow ( S ( i ),2 ); |
| | 212 | <a name="l00186"></a>00186 } |
| | 213 | <a name="l00187"></a>00187 <span class="keywordflow">return</span> tmp-pow ( <a class="code" href="classbdm_1_1merger.html#82c5ad7677315fde8e9fc9381c17ece5" title="return expected value">mean</a>(),2 ); |
| | 214 | <a name="l00188"></a>00188 } |
| | 215 | <a name="l00190"></a><a class="code" href="classbdm_1_1merger.html#febef179bb5e074ae6e34d15b4596273">00190</a> <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1merger.html#febef179bb5e074ae6e34d15b4596273" title="for future use">~merger</a>() |
| | 216 | <a name="l00191"></a>00191 { |
| | 217 | <a name="l00192"></a>00192 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i<<a class="code" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a" title="Number of mpdfs in the composite.">n</a>; i++ ) |
| | 218 | <a name="l00193"></a>00193 { |
| | 219 | <a name="l00194"></a>00194 <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 ); |
| | 220 | <a name="l00195"></a>00195 <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 ); |
| | 221 | <a name="l00196"></a>00196 } |
| | 222 | <a name="l00197"></a>00197 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1merger.html#14081d8c5cffdcc6c2f81cb61da41dbe" title="debug or not debug">DBG</a> ) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger.html#2b99a4a9384dc088dc164372d206138f" title="debugging file">dbg</a>; |
| | 223 | <a name="l00198"></a>00198 }; |
| | 224 | <a name="l00199"></a>00199 |
| | 225 | <a name="l00201"></a><a class="code" href="classbdm_1_1merger.html#13f8534f626a37bed91a6d9db54d6d2f">00201</a> <a class="code" href="classbdm_1_1MixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a>& <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>;} |
| | 226 | <a name="l00203"></a><a class="code" href="classbdm_1_1merger.html#59314cda058b05ede7831f36b9f759cf">00203</a> <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>* <a class="code" href="classbdm_1_1merger.html#59314cda058b05ede7831f36b9f759cf" title="Access function.">proposal</a>() {<a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>* tmp=<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#edc50e9640f049b846084748b18469a2" title="Constructs a predictive density .">epredictor</a>(); tmp-><a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">set_rv</a>(<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); <span class="keywordflow">return</span> tmp;} |
| | 227 | <a name="l00205"></a><a class="code" href="classbdm_1_1merger.html#23f5f8b80df579b05681006fbcfe3699">00205</a> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>& <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>;} |
| | 228 | <a name="l00206"></a>00206 }; |
| | 229 | <a name="l00207"></a>00207 |
| | 230 | <a name="l00208"></a>00208 } |
| | 231 | <a name="l00209"></a>00209 |
| | 232 | <a name="l00210"></a>00210 <span class="preprocessor">#endif // MER_H</span> |
