| 76 | | <a name="l00029"></a><a class="code" href="classbdm_1_1merger.html">00029</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1merger.html" title="Function for general combination of pdfs.">merger</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1compositepdf.html" title="Abstract composition of pdfs, will be used for specific classes this abstract class...">compositepdf</a>, <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> |
| 77 | | <a name="l00030"></a>00030 { |
| 78 | | <a name="l00031"></a>00031 <span class="keyword">protected</span>: |
| 79 | | <a name="l00033"></a><a class="code" href="classbdm_1_1merger.html#67ae71cbf0686d7c7bf116fa5db86d81">00033</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#67ae71cbf0686d7c7bf116fa5db86d81" title="Internal mixture of EF models.">Mix</a>; |
| 80 | | <a name="l00035"></a><a class="code" href="classbdm_1_1merger.html#ea3c9f4739f857877fd5285b3973289c">00035</a> Array<datalink_m2e*> <a class="code" href="classbdm_1_1merger.html#ea3c9f4739f857877fd5285b3973289c" title="Data link for each mpdf in mpdfs.">dls</a>; |
| 81 | | <a name="l00037"></a><a class="code" href="classbdm_1_1merger.html#135b938f841cb88ad00a8bbded818703">00037</a> Array<RV> <a class="code" href="classbdm_1_1merger.html#135b938f841cb88ad00a8bbded818703" title="Array of rvs that are not modelled by mpdfs at all (aux).">rvzs</a>; |
| 82 | | <a name="l00039"></a><a class="code" href="classbdm_1_1merger.html#6c48bf36ec1f3f7b52e3159cf428a193">00039</a> Array<datalink_m2e*> <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>; |
| 83 | | <a name="l00040"></a>00040 |
| 84 | | <a name="l00042"></a><a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109">00042</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1merger.html#e91b83e6d9076848c71ae27664072109" title="Number of samples used in approximation.">Ns</a>; |
| 85 | | <a name="l00044"></a><a class="code" href="classbdm_1_1merger.html#214ca7c566e8f75d45bb243d7c74580d">00044</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1merger.html#214ca7c566e8f75d45bb243d7c74580d" title="Number of components in a mixture.">Nc</a>; |
| 86 | | <a name="l00046"></a><a class="code" href="classbdm_1_1merger.html#1a85d299f202a70afe0cdc1045c26a5d">00046</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1merger.html#1a85d299f202a70afe0cdc1045c26a5d" title="Prior on the log-normal merging model.">beta</a>; |
| 87 | | <a name="l00048"></a><a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94">00048</a> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> <a class="code" href="classbdm_1_1merger.html#522d43f7aa13fe6701e93fba174dec94" title="Projection to empirical density.">eSmp</a>; |
| 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>; |
| 158 | | <a name="l00126"></a>00126 } |
| 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>(); |
| | 76 | <a name="l00024"></a>00024 <span class="keyword">enum</span> MERGER_METHOD {ARITHMETIC = 0, GEOMETRIC = 1, LOGNORMAL = 2}; |
| | 77 | <a name="l00025"></a>00025 |
| | 78 | <a name="l00045"></a><a class="code" href="classbdm_1_1merger__base.html">00045</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1merger__base.html" title="Base class for general combination of pdfs on discrete support.">merger_base</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1compositepdf.html" title="Chain rule of pdfs - abstract part common for mprod and merger. this abstract class...">compositepdf</a>, <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> |
| | 79 | <a name="l00046"></a>00046 { |
| | 80 | <a name="l00047"></a>00047 <span class="keyword">protected</span>: |
| | 81 | <a name="l00049"></a><a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7">00049</a> Array<datalink_m2e*> <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a>; |
| | 82 | <a name="l00051"></a><a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f">00051</a> Array<RV> <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a>; |
| | 83 | <a name="l00053"></a><a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694">00053</a> Array<datalink_m2e*> <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a>; |
| | 84 | <a name="l00055"></a><a class="code" href="classbdm_1_1merger__base.html#52e33b1aa153fa700cc036be2b12f9bd">00055</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1merger__base.html#52e33b1aa153fa700cc036be2b12f9bd" title="number of sources">Ns</a>; |
| | 85 | <a name="l00056"></a>00056 |
| | 86 | <a name="l00058"></a><a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7">00058</a> MERGER_METHOD <a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7" title="switch of the methoh used for merging">METHOD</a>; |
| | 87 | <a name="l00060"></a><a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14">00060</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a>; |
| | 88 | <a name="l00061"></a>00061 |
| | 89 | <a name="l00063"></a><a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e">00063</a> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>; |
| | 90 | <a name="l00064"></a>00064 |
| | 91 | <a name="l00066"></a><a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7">00066</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a>; |
| | 92 | <a name="l00067"></a>00067 |
| | 93 | <a name="l00069"></a><a class="code" href="classbdm_1_1merger__base.html#7b0b7549b8335cdd26faee68093da3ad">00069</a> it_file* <a class="code" href="classbdm_1_1merger__base.html#7b0b7549b8335cdd26faee68093da3ad" title="debugging file">dbg</a>; |
| | 94 | <a name="l00070"></a>00070 <span class="keyword">public</span>: |
| | 95 | <a name="l00073"></a>00073 |
| | 96 | <a name="l00075"></a><a class="code" href="classbdm_1_1merger__base.html#f9d8c6c26c6520dbb17d4e80f635e7be">00075</a> <a class="code" href="classbdm_1_1merger__base.html#f9d8c6c26c6520dbb17d4e80f635e7be" title="Empty constructor.">merger_base</a> () : <a class="code" href="classbdm_1_1compositepdf.html" title="Chain rule of pdfs - abstract part common for mprod and merger. this abstract class...">compositepdf</a>() {}; |
| | 97 | <a name="l00077"></a><a class="code" href="classbdm_1_1merger__base.html#ed5cbd925628893a51c36bc1807f4a75">00077</a> <a class="code" href="classbdm_1_1merger__base.html#ed5cbd925628893a51c36bc1807f4a75" title="Constructor from sources.">merger_base</a> (<span class="keyword">const</span> Array<mpdf*> &S) {<a class="code" href="classbdm_1_1merger__base.html#bde0fd02ae620b4130e768fa70aafa94" title="Function setting the main internal structures.">set_sources</a> (S);}; |
| | 98 | <a name="l00079"></a><a class="code" href="classbdm_1_1merger__base.html#bde0fd02ae620b4130e768fa70aafa94">00079</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#bde0fd02ae620b4130e768fa70aafa94" title="Function setting the main internal structures.">set_sources</a> (<span class="keyword">const</span> Array<mpdf*> &Sources) { |
| | 99 | <a name="l00080"></a>00080 compositepdf::set_elements (Sources); |
| | 100 | <a name="l00081"></a>00081 <span class="comment">//set sizes</span> |
| | 101 | <a name="l00082"></a>00082 <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a>.set_size (Sources.length()); |
| | 102 | <a name="l00083"></a>00083 <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a>.set_size (Sources.length()); |
| | 103 | <a name="l00084"></a>00084 <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a>.set_size (Sources.length()); |
| | 104 | <a name="l00085"></a>00085 |
| | 105 | <a name="l00086"></a>00086 <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="comment">/* checkoverlap = */</span> <span class="keyword">false</span>); |
| | 106 | <a name="l00087"></a>00087 <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> |
| | 107 | <a name="l00088"></a>00088 <span class="comment">// join rv and rvc - see descriprion</span> |
| | 108 | <a name="l00089"></a>00089 <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); |
| | 109 | <a name="l00090"></a>00090 <span class="comment">// get dimension</span> |
| | 110 | <a name="l00091"></a>00091 <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>(); |
| | 111 | <a name="l00092"></a>00092 |
| | 112 | <a name="l00093"></a>00093 <span class="comment">// create links between sources and common rv</span> |
| | 113 | <a name="l00094"></a>00094 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> xytmp; |
| | 114 | <a name="l00095"></a>00095 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length();i++) { |
| | 115 | <a name="l00096"></a>00096 <span class="comment">//Establich connection between mpdfs and merger</span> |
| | 116 | <a name="l00097"></a>00097 <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" 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>; |
| | 117 | <a name="l00098"></a>00098 <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" 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>); |
| | 118 | <a name="l00099"></a>00099 |
| | 119 | <a name="l00100"></a>00100 <span class="comment">// find out what is missing in each mpdf</span> |
| | 120 | <a name="l00101"></a>00101 xytmp = <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)->_rv(); |
| | 121 | <a name="l00102"></a>00102 xytmp.<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()); |
| | 122 | <a name="l00103"></a>00103 <span class="comment">// z_i = common_rv-xy</span> |
| | 123 | <a name="l00104"></a>00104 <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">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> (xytmp); |
| | 124 | <a name="l00105"></a>00105 <span class="comment">//establish connection between extension (z_i|x,y)s and common rv</span> |
| | 125 | <a name="l00106"></a>00106 <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">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__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> (i)->set_connection (<a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> (i), xytmp, <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>) ; |
| | 126 | <a name="l00107"></a>00107 }; |
| | 127 | <a name="l00108"></a>00108 <span class="comment">//Set Default values of parameters</span> |
| | 128 | <a name="l00109"></a>00109 <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a> = <span class="keyword">false</span>; |
| | 129 | <a name="l00110"></a>00110 <a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7" title="switch of the methoh used for merging">METHOD</a> = LOGNORMAL; |
| | 130 | <a name="l00111"></a>00111 <a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a> = 2.0; |
| | 131 | <a name="l00112"></a>00112 } |
| | 132 | <a name="l00114"></a><a class="code" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add">00114</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add" title="set debug file">set_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__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a>) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#7b0b7549b8335cdd26faee68093da3ad" title="debugging file">dbg</a>; <a class="code" href="classbdm_1_1merger__base.html#7b0b7549b8335cdd26faee68093da3ad" 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__base.html#7b0b7549b8335cdd26faee68093da3ad" title="debugging file">dbg</a>) <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a> = <span class="keyword">true</span>;} |
| | 133 | <a name="l00116"></a><a class="code" href="classbdm_1_1merger__base.html#5c85ba8a7c5246674891c6ebbf59ef54">00116</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#5c85ba8a7c5246674891c6ebbf59ef54" title="Set internal parameters used in approximation.">set_parameters</a> (<span class="keywordtype">double</span> beta0, MERGER_METHOD MTH) {<a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a> = beta0;<a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7" title="switch of the methoh used for merging">METHOD</a> = MTH;} |
| | 134 | <a name="l00118"></a><a class="code" href="classbdm_1_1merger__base.html#c02a1c55042c40cd190e240f1329d8d4">00118</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#c02a1c55042c40cd190e240f1329d8d4" title="Set support points from a pdf.">set_support</a>(<a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &overall, <span class="keywordtype">int</span> N){<a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#7cfd383180b486fe4526bdf0179350c0" title="Set samples and weights.">set_statistics</a>(&overall,N);<a class="code" href="classbdm_1_1merger__base.html#52e33b1aa153fa700cc036be2b12f9bd" title="number of sources">Ns</a>=N;} |
| | 135 | <a name="l00119"></a>00119 |
| | 136 | <a name="l00121"></a><a class="code" href="classbdm_1_1merger__base.html#32d7e1dd6d91f77c81df7e82aac18689">00121</a> <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1merger__base.html#32d7e1dd6d91f77c81df7e82aac18689" title="Destructor.">~merger_base</a>() { |
| | 137 | <a name="l00122"></a>00122 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); i++) { |
| | 138 | <a name="l00123"></a>00123 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> (i); |
| | 139 | <a name="l00124"></a>00124 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> (i); |
| | 140 | <a name="l00125"></a>00125 } |
| | 141 | <a name="l00126"></a>00126 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a>) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#7b0b7549b8335cdd26faee68093da3ad" title="debugging file">dbg</a>; |
| | 142 | <a name="l00127"></a>00127 }; |
| | 143 | <a name="l00129"></a>00129 |
| | 144 | <a name="l00132"></a>00132 |
| | 145 | <a name="l00134"></a><a class="code" href="classbdm_1_1merger__base.html#fcaf1960643dba08fd17dec57b05c1f2">00134</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#fcaf1960643dba08fd17dec57b05c1f2" title="Merge given sources in given points.">merge</a> () { |
| | 146 | <a name="l00135"></a>00135 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length() ==0) {it_error(<span class="stringliteral">"Empty support points use set_support"</span> );} |
| | 147 | <a name="l00136"></a>00136 <span class="comment">//check if sources overlap:</span> |
| | 148 | <a name="l00137"></a>00137 <span class="keywordtype">bool</span> OK = <span class="keyword">true</span>; |
| | 149 | <a name="l00138"></a>00138 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); i++) { |
| | 150 | <a name="l00139"></a>00139 OK &= (<a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> (i)._dsize() == 0); <span class="comment">// z_i is empty</span> |
| | 151 | <a name="l00140"></a>00140 OK &= (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)->_rvc()._dsize() == 0); <span class="comment">// y_i is empty</span> |
| | 152 | <a name="l00141"></a>00141 } |
| | 153 | <a name="l00142"></a>00142 |
| | 154 | <a name="l00143"></a>00143 <span class="keywordflow">if</span> (OK) { |
| | 155 | <a name="l00144"></a>00144 mat lW = zeros (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(), <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length()); |
| | 156 | <a name="l00145"></a>00145 |
| | 157 | <a name="l00146"></a>00146 vec emptyvec (0); |
| | 158 | <a name="l00147"></a>00147 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); i++) { |
| | 159 | <a name="l00148"></a>00148 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0; j < <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length(); j++) { |
| | 160 | <a name="l00149"></a>00149 lW (i, j) = <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)->evallogcond (<a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() (j), emptyvec); |
| | 161 | <a name="l00150"></a>00150 } |
| | 162 | <a name="l00151"></a>00151 } |
| | 163 | <a name="l00152"></a>00152 |
| | 164 | <a name="l00153"></a>00153 vec wtmp = exp (<a class="code" href="classbdm_1_1merger__base.html#1f52bf47d2cdd23a95b19e3da902e431" title="Merge log-likelihood values in points using method specified by parameter METHOD...">merge_points</a> (lW)); |
| | 165 | <a name="l00154"></a>00154 <span class="comment">//renormalize</span> |
| | 166 | <a name="l00155"></a>00155 <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>() = wtmp / sum (wtmp); |
| | 167 | <a name="l00156"></a>00156 } <span class="keywordflow">else</span> { |
| | 168 | <a name="l00157"></a>00157 it_error(<span class="stringliteral">"Sources are not compatible - use merger_mix"</span>); |
| | 169 | <a name="l00158"></a>00158 } |
| | 170 | <a name="l00159"></a>00159 ; |
| | 171 | <a name="l00160"></a>00160 }; |
| | 172 | <a name="l00161"></a>00161 |
| | 173 | <a name="l00162"></a>00162 |
| | 174 | <a name="l00164"></a>00164 vec <a class="code" href="classbdm_1_1merger__base.html#1f52bf47d2cdd23a95b19e3da902e431" title="Merge log-likelihood values in points using method specified by parameter METHOD...">merge_points</a> (mat &lW); |
| | 175 | <a name="l00165"></a>00165 |
| | 176 | <a name="l00166"></a>00166 |
| | 177 | <a name="l00169"></a><a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0">00169</a> vec <a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>()<span class="keyword"> const </span>{ |
| | 178 | <a name="l00170"></a>00170 <span class="keyword">const</span> Vec<double> &w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); |
| | 179 | <a name="l00171"></a>00171 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
| | 180 | <a name="l00172"></a>00172 vec tmp = zeros (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); |
| | 181 | <a name="l00173"></a>00173 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#52e33b1aa153fa700cc036be2b12f9bd" title="number of sources">Ns</a>; i++) { |
| | 182 | <a name="l00174"></a>00174 tmp += w (i) * S (i); |
| | 183 | <a name="l00175"></a>00175 } |
| | 184 | <a name="l00176"></a>00176 <span class="keywordflow">return</span> tmp; |
| | 185 | <a name="l00177"></a>00177 } |
| | 186 | <a name="l00178"></a>00178 mat covariance()<span class="keyword"> const </span>{ |
| | 187 | <a name="l00179"></a>00179 <span class="keyword">const</span> vec &w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); |
| | 188 | <a name="l00180"></a>00180 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
| 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> |
| | 190 | <a name="l00182"></a>00182 vec mea = <a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>(); |
| | 191 | <a name="l00183"></a>00183 |
| | 192 | <a name="l00184"></a>00184 cout << sum (w) << <span class="stringliteral">","</span> << w*w << endl; |
| | 193 | <a name="l00185"></a>00185 |
| | 194 | <a name="l00186"></a>00186 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>); |
| | 195 | <a name="l00187"></a>00187 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#52e33b1aa153fa700cc036be2b12f9bd" title="number of sources">Ns</a>; i++) { |
| | 196 | <a name="l00188"></a>00188 Tmp += w (i) * outer_product (S (i), S (i)); |
| | 197 | <a name="l00189"></a>00189 } |
| | 198 | <a name="l00190"></a>00190 <span class="keywordflow">return</span> Tmp -outer_product (mea, mea); |
| | 199 | <a name="l00191"></a>00191 } |
| | 200 | <a name="l00192"></a><a class="code" href="classbdm_1_1merger__base.html#76fe431922844d132b4e1ecf70f53c99">00192</a> vec <a class="code" href="classbdm_1_1merger__base.html#76fe431922844d132b4e1ecf70f53c99" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
| | 201 | <a name="l00193"></a>00193 <span class="keyword">const</span> vec &w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); |
| | 202 | <a name="l00194"></a>00194 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
| | 203 | <a name="l00195"></a>00195 |
| | 204 | <a name="l00196"></a>00196 vec tmp = zeros (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); |
| | 205 | <a name="l00197"></a>00197 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < Ns; i++) { |
| | 206 | <a name="l00198"></a>00198 tmp += w (i) * pow (S (i), 2); |
| | 207 | <a name="l00199"></a>00199 } |
| | 208 | <a name="l00200"></a>00200 <span class="keywordflow">return</span> tmp -pow (<a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>(), 2); |
| | 209 | <a name="l00201"></a>00201 } |
| | 210 | <a name="l00203"></a>00203 |
| | 211 | <a name="l00206"></a>00206 |
| | 212 | <a name="l00208"></a><a class="code" href="classbdm_1_1merger__base.html#fb682e470103f4e0b353b7c9200d177f">00208</a> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>& <a class="code" href="classbdm_1_1merger__base.html#fb682e470103f4e0b353b7c9200d177f" title="Access function.">_Smp</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>;} |
| | 213 | <a name="l00209"></a>00209 |
| | 214 | <a name="l00211"></a>00211 }; |
| | 215 | <a name="l00212"></a>00212 |
| | 216 | <a name="l00213"></a>00213 <span class="keyword">class </span>merger_mix : <span class="keyword">public</span> merger_base |
| | 217 | <a name="l00214"></a>00214 { |
| | 218 | <a name="l00215"></a>00215 <span class="keyword">protected</span>: |
| | 219 | <a name="l00217"></a>00217 MixEF Mix; |
| | 220 | <a name="l00219"></a>00219 <span class="keywordtype">int</span> Nc; |
| | 221 | <a name="l00221"></a>00221 <span class="keywordtype">double</span> effss_coef; |
| | 222 | <a name="l00222"></a>00222 |
| | 223 | <a name="l00223"></a>00223 <span class="keyword">public</span>: |
| | 224 | <a name="l00225"></a>00225 merger_mix () {}; |
| | 225 | <a name="l00226"></a>00226 merger_mix (<span class="keyword">const</span> Array<mpdf*> &S) {set_sources(S);}; |
| | 226 | <a name="l00228"></a>00228 <span class="keywordtype">void</span> set_sources (<span class="keyword">const</span> Array<mpdf*> &S) { |
| | 227 | <a name="l00229"></a>00229 <a class="code" href="classbdm_1_1merger__base.html#bde0fd02ae620b4130e768fa70aafa94" title="Function setting the main internal structures.">merger_base::set_sources</a>(S); |
| | 228 | <a name="l00230"></a>00230 <span class="comment">//Set Default values of parameters</span> |
| | 229 | <a name="l00231"></a>00231 Ns = 100; |
| | 230 | <a name="l00232"></a>00232 Nc = 10; |
| | 231 | <a name="l00233"></a>00233 Mix.set_method (EM); |
| | 232 | <a name="l00234"></a>00234 } |
| | 233 | <a name="l00236"></a>00236 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#5c85ba8a7c5246674891c6ebbf59ef54" 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) { |
| | 234 | <a name="l00237"></a>00237 <a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a> = beta0; |
| | 235 | <a name="l00238"></a>00238 Ns = Ns0; |
| | 236 | <a name="l00239"></a>00239 Nc = Nc0; |
| | 237 | <a name="l00240"></a>00240 effss_coef = effss_coef0; |
| | 238 | <a name="l00241"></a>00241 <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.set_parameters (Ns0, <span class="keyword">false</span>); |
| | 239 | <a name="l00242"></a>00242 } |
| | 240 | <a name="l00244"></a>00244 <span class="keywordtype">void</span> init() { |
| | 241 | <a name="l00245"></a>00245 Array<vec> Smps (Ns); |
| | 242 | <a name="l00246"></a>00246 <span class="comment">//Gibbs sampling</span> |
| | 243 | <a name="l00247"></a>00247 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length();i++) {Smps (i) = zeros (0);} |
| | 244 | <a name="l00248"></a>00248 } |
| | 245 | <a name="l00250"></a>00250 <span class="keywordtype">void</span> merge (); |
| | 246 | <a name="l00251"></a>00251 |
| | 247 | <a name="l00254"></a>00254 vec sample ()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> Mix.posterior().sample();} |
| | 248 | <a name="l00255"></a>00255 <span class="keywordtype">double</span> evallog (<span class="keyword">const</span> vec &dt)<span class="keyword"> const </span>{ |
| | 249 | <a name="l00256"></a>00256 vec dtf = ones (dt.length() + 1); |
| | 250 | <a name="l00257"></a>00257 dtf.set_subvector (0, dt); |
| | 251 | <a name="l00258"></a>00258 <span class="keywordflow">return</span> Mix.logpred (dtf); |
| | 252 | <a name="l00259"></a>00259 } |
| | 253 | <a name="l00260"></a>00260 vec mean()<span class="keyword"> const </span>{ |
| | 254 | <a name="l00261"></a>00261 <span class="keyword">const</span> Vec<double> &w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>._w(); |
| | 255 | <a name="l00262"></a>00262 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>._samples(); |
| | 256 | <a name="l00263"></a>00263 vec tmp = zeros (dim); |
| | 257 | <a name="l00264"></a>00264 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < Ns; i++) { |
| | 258 | <a name="l00265"></a>00265 tmp += w (i) * S (i); |
| | 259 | <a name="l00266"></a>00266 } |
| | 260 | <a name="l00267"></a>00267 <span class="keywordflow">return</span> tmp; |
| | 261 | <a name="l00268"></a>00268 } |
| | 262 | <a name="l00269"></a>00269 mat covariance()<span class="keyword"> const </span>{ |
| | 263 | <a name="l00270"></a>00270 <span class="keyword">const</span> vec &w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>._w(); |
| | 264 | <a name="l00271"></a>00271 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>._samples(); |
| | 265 | <a name="l00272"></a>00272 |
| | 266 | <a name="l00273"></a>00273 vec mea = mean(); |
| | 267 | <a name="l00274"></a>00274 |
| | 268 | <a name="l00275"></a>00275 cout << sum (w) << <span class="stringliteral">","</span> << w*w << endl; |
| | 269 | <a name="l00276"></a>00276 |
| | 270 | <a name="l00277"></a>00277 mat Tmp = zeros (dim, dim); |
| | 271 | <a name="l00278"></a>00278 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < Ns; i++) { |
| | 272 | <a name="l00279"></a>00279 Tmp += w (i) * outer_product (S (i), S (i)); |
| | 273 | <a name="l00280"></a>00280 } |
| | 274 | <a name="l00281"></a>00281 <span class="keywordflow">return</span> Tmp -outer_product (mea, mea); |
| | 275 | <a name="l00282"></a>00282 } |
| | 276 | <a name="l00283"></a>00283 vec variance()<span class="keyword"> const </span>{ |
| | 277 | <a name="l00284"></a>00284 <span class="keyword">const</span> vec &w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>._w(); |
| | 278 | <a name="l00285"></a>00285 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>._samples(); |
| | 279 | <a name="l00286"></a>00286 |
| | 280 | <a name="l00287"></a>00287 vec tmp = zeros (dim); |
| | 281 | <a name="l00288"></a>00288 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < Ns; i++) { |
| | 282 | <a name="l00289"></a>00289 tmp += w (i) * pow (S (i), 2); |
| | 283 | <a name="l00290"></a>00290 } |
| | 284 | <a name="l00291"></a>00291 <span class="keywordflow">return</span> tmp -pow (mean(), 2); |
| | 285 | <a name="l00292"></a>00292 } |
| | 286 | <a name="l00293"></a>00293 |
| | 287 | <a name="l00295"></a>00295 MixEF& _Mix() {<span class="keywordflow">return</span> Mix;} |
| | 288 | <a name="l00297"></a>00297 emix* proposal() {emix* tmp = Mix.epredictor(); tmp->set_rv (rv); <span class="keywordflow">return</span> tmp;} |
| | 289 | <a name="l00299"></a>00299 eEmp& _Smp() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>;} |
| | 290 | <a name="l00300"></a>00300 }; |
| | 291 | <a name="l00301"></a>00301 |
| | 292 | <a name="l00302"></a>00302 } |
| | 293 | <a name="l00303"></a>00303 |
| | 294 | <a name="l00304"></a>00304 <span class="preprocessor">#endif // MER_H</span> |
