Changeset 354 for doc/html/classbdm_1_1MixEF.html
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- 06/02/09 10:24:26 (16 years ago)
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doc/html/classbdm_1_1MixEF.html
r353 r354 80 80 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 81 81 <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< BMEF * > &Coms0, const vec &alpha0)" --> 82 </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>< <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * > &Coms0, const vec &alpha0)</td></tr>82 </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#4efe67d414ff34a1e7534004fd061241">MixEF</a> (const Array< <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * > &Coms0, const vec &alpha0)</td></tr> 83 83 84 84 <tr><td class="mdescLeft"> </td><td class="mdescRight">Full constructor. <br></td></tr> … … 115 115 <a class="el" href="classbdm_1_1emix.html">emix</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#edc50e9640f049b846084748b18469a2">epredictor</a> () const </td></tr> 116 116 117 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_5 3.png">. <br></td></tr>117 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_52.png">. <br></td></tr> 118 118 <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)" --> 119 119 void </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> … … 148 148 149 149 <tr><td class="mdescLeft"> </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 &root)" -->151 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html# a80210bbe266bf26f100f342460a313f">to_setting</a> (Setting &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 &root) const " --> 151 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#dd74cb898b22b95b7ee528e040a07618">to_setting</a> (Setting &root) const </td></tr> 152 152 153 153 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> … … 192 192 <tr><td class="mdescLeft"> </td><td class="mdescRight">Number of components. <br></td></tr> 193 193 <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>< <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * > </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"> </td><td class="mdescRight">Models for Components of <img class="formulaInl" alt="$\theta_i$" src="form_1 7.png">. <br></td></tr>194 Array< <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08">Coms</a></td></tr> 195 196 <tr><td class="mdescLeft"> </td><td class="mdescRight">Models for Components of <img class="formulaInl" alt="$\theta_i$" src="form_15.png">. <br></td></tr> 197 197 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e39faa70cebadc3296bd249040105e86"></a><!-- doxytag: member="bdm::MixEF::weights" ref="e39faa70cebadc3296bd249040105e86" args="" --> 198 198 <a class="el" href="classbdm_1_1multiBM.html">multiBM</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86">weights</a></td></tr> … … 266 266 <p> 267 267 An 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_1 4.png">269 <p> 270 where <img class="formulaInl" alt="$\psi$" src="form_1 5.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> 271 271 The 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> 272 272 This 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> … … 312 312 </dl> 313 313 314 <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< T >::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> 315 315 316 316 <p>Referenced by <a class="el" href="merger_8cpp-source.html#l00033">bdm::merger::merge()</a>.</p> … … 338 338 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 339 339 340 <p>References <a class="el" href="mixef_8h-source.html#l00046">Coms</a>, <a class="el" href="l og__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> 341 341 342 342 <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> … … 347 347 <li><a class="el" href="mixef_8h-source.html">mixef.h</a><li>mixef.cpp</ul> 348 348 </div> 349 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10: 02:182009 for mixpp by 349 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:11:01 2009 for mixpp by 350 350 <a href="http://www.doxygen.org/index.html"> 351 351 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>