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doc - oprava

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  • doc/html/classbdm_1_1MixEF.html

    r353 r354  
    8080<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    8181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4efe67d414ff34a1e7534004fd061241"></a><!-- doxytag: member="bdm::MixEF::MixEF" ref="4efe67d414ff34a1e7534004fd061241" args="(const Array&lt; BMEF * &gt; &amp;Coms0, const vec &amp;alpha0)" --> 
    82 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#4efe67d414ff34a1e7534004fd061241">MixEF</a> (const <a class="el" href="classitpp_1_1Array.html">Array</a>&lt; <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * &gt; &amp;Coms0, const vec &amp;alpha0)</td></tr> 
     82&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#4efe67d414ff34a1e7534004fd061241">MixEF</a> (const Array&lt; <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * &gt; &amp;Coms0, const vec &amp;alpha0)</td></tr> 
    8383 
    8484<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Full constructor. <br></td></tr> 
     
    115115<a class="el" href="classbdm_1_1emix.html">emix</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#edc50e9640f049b846084748b18469a2">epredictor</a> () const </td></tr> 
    116116 
    117 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_53.png">. <br></td></tr> 
     117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_52.png">. <br></td></tr> 
    118118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f0dfb4375fef4e61c4cb062e5bac7c8c"></a><!-- doxytag: member="bdm::MixEF::flatten" ref="f0dfb4375fef4e61c4cb062e5bac7c8c" args="(const BMEF *M2)" --> 
    119119void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#f0dfb4375fef4e61c4cb062e5bac7c8c">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *M2)</td></tr> 
     
    148148 
    149149<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr> 
    150 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a80210bbe266bf26f100f342460a313f"></a><!-- doxytag: member="bdm::MixEF::to_setting" ref="a80210bbe266bf26f100f342460a313f" args="(Setting &amp;root)" --> 
    151 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#a80210bbe266bf26f100f342460a313f">to_setting</a> (Setting &amp;root)</td></tr> 
     150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd74cb898b22b95b7ee528e040a07618"></a><!-- doxytag: member="bdm::MixEF::to_setting" ref="dd74cb898b22b95b7ee528e040a07618" args="(Setting &amp;root) const " --> 
     151virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#dd74cb898b22b95b7ee528e040a07618">to_setting</a> (Setting &amp;root) const </td></tr> 
    152152 
    153153<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> 
     
    192192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Number of components. <br></td></tr> 
    193193<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="90c21ab5a2af56d4b49e2eaef6eccc08"></a><!-- doxytag: member="bdm::MixEF::Coms" ref="90c21ab5a2af56d4b49e2eaef6eccc08" args="" --> 
    194 <a class="el" href="classitpp_1_1Array.html">Array</a>&lt; <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08">Coms</a></td></tr> 
    195  
    196 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Models for Components of <img class="formulaInl" alt="$\theta_i$" src="form_17.png">. <br></td></tr> 
     194Array&lt; <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08">Coms</a></td></tr> 
     195 
     196<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Models for Components of <img class="formulaInl" alt="$\theta_i$" src="form_15.png">. <br></td></tr> 
    197197<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e39faa70cebadc3296bd249040105e86"></a><!-- doxytag: member="bdm::MixEF::weights" ref="e39faa70cebadc3296bd249040105e86" args="" --> 
    198198<a class="el" href="classbdm_1_1multiBM.html">multiBM</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86">weights</a></td></tr> 
     
    266266<p> 
    267267An approximate estimation method for models with latent discrete variable, such as mixture models of the following kind: <p class="formulaDsp"> 
    268 <img class="formulaDsp" alt="\[ f(y_t|\psi_t, \Theta) = \sum_{i=1}^{n} w_i f(y_t|\psi_t, \theta_i) \]" src="form_14.png"> 
    269 <p> 
    270  where <img class="formulaInl" alt="$\psi$" src="form_15.png"> is a known function of past outputs, <img class="formulaInl" alt="$w=[w_1,\ldots,w_n]$" src="form_16.png"> are component weights, and component parameters <img class="formulaInl" alt="$\theta_i$" src="form_17.png"> are assumed to be mutually independent. <img class="formulaInl" alt="$\Theta$" src="form_18.png"> is an aggregation af all component parameters and weights, i.e. <img class="formulaInl" alt="$\Theta = [\theta_1,\ldots,\theta_n,w]$" src="form_19.png">.<p> 
     268<img class="formulaDsp" alt="\[ f(y_t|\psi_t, \Theta) = \sum_{i=1}^{n} w_i f(y_t|\psi_t, \theta_i) \]" src="form_12.png"> 
     269<p> 
     270 where <img class="formulaInl" alt="$\psi$" src="form_13.png"> is a known function of past outputs, <img class="formulaInl" alt="$w=[w_1,\ldots,w_n]$" src="form_14.png"> are component weights, and component parameters <img class="formulaInl" alt="$\theta_i$" src="form_15.png"> are assumed to be mutually independent. <img class="formulaInl" alt="$\Theta$" src="form_16.png"> is an aggregation af all component parameters and weights, i.e. <img class="formulaInl" alt="$\Theta = [\theta_1,\ldots,\theta_n,w]$" src="form_17.png">.<p> 
    271271The characteristic feature of this model is that if the exact values of the latent variable were known, estimation of the parameters can be handled by a single model. For example, for the case of mixture models, posterior density for each component parameters would be a BayesianModel from Exponential Family.<p> 
    272272This class uses EM-style type algorithms for estimation of its parameters. Under this simplification, the posterior density is a product of exponential family members, hence under EM-style approximate estimation this class itself belongs to the exponential family.<p> 
     
    312312</dl> 
    313313 
    314 <p>References <a class="el" href="libEF_8h-source.html#l00101">bdm::BMEF::_copy_()</a>, <a class="el" href="mixef_8h-source.html#l00057">build_est()</a>, <a class="el" href="mixef_8h-source.html#l00046">Coms</a>, <a class="el" href="mixef_8h-source.html#l00050">est</a>, <a class="el" href="converters_8h-source.html#l00349">itpp::floor()</a>, <a class="el" href="mixef_8h-source.html#l00044">n</a>, <a class="el" href="group__specmat.html#gdc0f3edbf58bced9e82d8b260d395cac">itpp::ones()</a>, <a class="el" href="random_8h-source.html#l00189">itpp::Uniform_RNG::sample()</a>, <a class="el" href="libEF_8h-source.html#l00327">bdm::multiBM::set_parameters()</a>, <a class="el" href="array_8h-source.html#l00257">itpp::Array&lt; T &gt;::set_size()</a>, and <a class="el" href="mixef_8h-source.html#l00048">weights</a>.</p> 
     314<p>References <a class="el" href="libEF_8h-source.html#l00101">bdm::BMEF::_copy_()</a>, <a class="el" href="mixef_8h-source.html#l00057">build_est()</a>, <a class="el" href="mixef_8h-source.html#l00046">Coms</a>, <a class="el" href="mixef_8h-source.html#l00050">est</a>, <a class="el" href="mixef_8h-source.html#l00044">n</a>, <a class="el" href="libEF_8h-source.html#l00327">bdm::multiBM::set_parameters()</a>, and <a class="el" href="mixef_8h-source.html#l00048">weights</a>.</p> 
    315315 
    316316<p>Referenced by <a class="el" href="merger_8cpp-source.html#l00033">bdm::merger::merge()</a>.</p> 
     
    338338<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 
    339339 
    340 <p>References <a class="el" href="mixef_8h-source.html#l00046">Coms</a>, <a class="el" href="log__exp_8h-source.html#l00172">itpp::exp()</a>, <a class="el" href="log__exp_8h-source.html#l00236">itpp::log()</a>, <a class="el" href="libBM_8h-source.html#l00281">bdm::epdf::mean()</a>, <a class="el" href="libEF_8h-source.html#l00325">bdm::multiBM::posterior()</a>, and <a class="el" href="mixef_8h-source.html#l00048">weights</a>.</p> 
     340<p>References <a class="el" href="mixef_8h-source.html#l00046">Coms</a>, <a class="el" href="libBM_8h-source.html#l00282">bdm::epdf::mean()</a>, <a class="el" href="libEF_8h-source.html#l00325">bdm::multiBM::posterior()</a>, and <a class="el" href="mixef_8h-source.html#l00048">weights</a>.</p> 
    341341 
    342342<p>Referenced by <a class="el" href="merger_8h-source.html#l00144">bdm::merger::evallog()</a>, and <a class="el" href="merger_8cpp-source.html#l00033">bdm::merger::merge()</a>.</p> 
     
    347347<li><a class="el" href="mixef_8h-source.html">mixef.h</a><li>mixef.cpp</ul> 
    348348</div> 
    349 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:02:18 2009 for mixpp by&nbsp; 
     349<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:11:01 2009 for mixpp by&nbsp; 
    350350<a href="http://www.doxygen.org/index.html"> 
    351351<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>