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  • library/doc/html/classbdm_1_1MixEF.html

    r396 r397  
    7272<a href="#_details">More...</a> 
    7373<p> 
     74<<<<<<< HEAD:library/doc/html/classbdm_1_1MixEF.html 
    7475<code>#include &lt;<a class="el" href="mixtures_8h_source.html">mixtures.h</a>&gt;</code> 
     76======= 
     77<code>#include &lt;<a class="el" href="mixtures_8h-source.html">mixtures.h</a>&gt;</code> 
     78>>>>>>> doc:library/doc/html/classbdm_1_1MixEF.html 
    7579<p> 
    7680 
     
    115119<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> 
    116120 
    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}) $" src="form_52.png">. <br></td></tr> 
     121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_14.png">. <br></td></tr> 
    118122<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)" --> 
    119123void&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> 
     
    198202Array&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> 
    199203 
    200 <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> 
     204<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Models for Components of <img class="formulaInl" alt="$\theta_i$" src="form_35.png">. <br></td></tr> 
    201205<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e39faa70cebadc3296bd249040105e86"></a><!-- doxytag: member="bdm::MixEF::weights" ref="e39faa70cebadc3296bd249040105e86" args="" --> 
    202206<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> 
     
    270274<p> 
    271275An approximate estimation method for models with latent discrete variable, such as mixture models of the following kind: <p class="formulaDsp"> 
    272 <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"> 
    273 <p> 
    274  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> 
     276<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_32.png"> 
     277<p> 
     278 where <img class="formulaInl" alt="$\psi$" src="form_33.png"> is a known function of past outputs, <img class="formulaInl" alt="$w=[w_1,\ldots,w_n]$" src="form_34.png"> are component weights, and component parameters <img class="formulaInl" alt="$\theta_i$" src="form_35.png"> are assumed to be mutually independent. <img class="formulaInl" alt="$\Theta$" src="form_36.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_37.png">.<p> 
    275279The 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> 
    276280This 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> 
     
    316320</dl> 
    317321 
     322<<<<<<< HEAD:library/doc/html/classbdm_1_1MixEF.html 
    318323<p>References <a class="el" href="exp__family_8h_source.html#l00104">bdm::BMEF::_copy_()</a>, <a class="el" href="mixtures_8h_source.html#l00057">build_est()</a>, <a class="el" href="mixtures_8h_source.html#l00046">Coms</a>, <a class="el" href="mixtures_8h_source.html#l00050">est</a>, <a class="el" href="mixtures_8h_source.html#l00044">n</a>, and <a class="el" href="mixtures_8h_source.html#l00048">weights</a>.</p> 
     324======= 
     325<p>References <a class="el" href="exp__family_8h-source.html#l00104">bdm::BMEF::_copy_()</a>, <a class="el" href="mixtures_8h-source.html#l00057">build_est()</a>, <a class="el" href="mixtures_8h-source.html#l00046">Coms</a>, <a class="el" href="mixtures_8h-source.html#l00050">est</a>, <a class="el" href="mixtures_8h-source.html#l00044">n</a>, <a class="el" href="exp__family_8h-source.html#l00350">bdm::multiBM::set_parameters()</a>, and <a class="el" href="mixtures_8h-source.html#l00048">weights</a>.</p> 
     326>>>>>>> doc:library/doc/html/classbdm_1_1MixEF.html 
    319327 
    320328</div> 
     
    340348<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 
    341349 
     350<<<<<<< HEAD:library/doc/html/classbdm_1_1MixEF.html 
    342351<p>References <a class="el" href="mixtures_8h_source.html#l00046">Coms</a>, <a class="el" href="bdmbase_8h_source.html#l00287">bdm::epdf::mean()</a>, and <a class="el" href="mixtures_8h_source.html#l00048">weights</a>.</p> 
     352======= 
     353<p>References <a class="el" href="mixtures_8h-source.html#l00046">Coms</a>, <a class="el" href="bdmbase_8h-source.html#l00287">bdm::epdf::mean()</a>, <a class="el" href="exp__family_8h-source.html#l00348">bdm::multiBM::posterior()</a>, and <a class="el" href="mixtures_8h-source.html#l00048">weights</a>.</p> 
     354>>>>>>> doc:library/doc/html/classbdm_1_1MixEF.html 
    343355 
    344356</div> 
    345357</div><p> 
    346358<hr>The documentation for this class was generated from the following files:<ul> 
     359<<<<<<< HEAD:library/doc/html/classbdm_1_1MixEF.html 
    347360<li><a class="el" href="mixtures_8h_source.html">mixtures.h</a><li>mixtures.cpp</ul> 
    348361</div> 
    349362<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 13:35:51 2009 for mixpp by&nbsp; 
     363======= 
     364<li><a class="el" href="mixtures_8h-source.html">mixtures.h</a><li>mixtures.cpp</ul> 
     365</div> 
     366<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 23 19:52:53 2009 for mixpp by&nbsp; 
     367>>>>>>> doc:library/doc/html/classbdm_1_1MixEF.html 
    350368<a href="http://www.doxygen.org/index.html"> 
    351369<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>