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  • library/doc/html/merger_8h-source.html

    r385 r397  
    6464  </div> 
    6565<h1>merger.h</h1><a href="merger_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001  
    66 <a name="l00013"></a>00013 <span class="preprocessor">#ifndef MER_H</span> 
    67 <a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define MER_H</span> 
     66<a name="l00013"></a>00013 <span class="preprocessor">#ifndef MERGER_H</span> 
     67<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define MERGER_H</span> 
    6868<a name="l00015"></a>00015 <span class="preprocessor"></span> 
    6969<a name="l00016"></a>00016  
    70 <a name="l00017"></a>00017 <span class="preprocessor">#include "<a class="code" href="mixef_8h.html" title="Bayesian Filtering for mixtures of exponential family (EF) members.">mixef.h</a>"</span> 
     70<a name="l00017"></a>00017 <span class="preprocessor">#include "../estim/mixtures.h"</span> 
    7171<a name="l00018"></a>00018  
    7272<a name="l00019"></a>00019 <span class="keyword">namespace </span>bdm 
     
    7474<a name="l00021"></a>00021 <span class="keyword">using</span> std::string; 
    7575<a name="l00022"></a>00022  
    76 <a name="l00024"></a>00024 <span class="keyword">enum</span> MERGER_METHOD {ARITHMETIC = 0, GEOMETRIC = 1, LOGNORMAL = 2}; 
     76<a name="l00024"></a>00024 <span class="keyword">enum</span> MERGER_METHOD {ARITHMETIC = 1, GEOMETRIC = 2, LOGNORMAL = 3}; 
    7777<a name="l00025"></a>00025  
    7878<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> 
     
    8282<a name="l00051"></a><a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f">00051</a>                 Array&lt;RV&gt; <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a>; 
    8383<a name="l00053"></a><a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694">00053</a>                 Array&lt;datalink_m2e*&gt; <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&lt;mpdf*&gt; &amp;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&lt;mpdf*&gt; &amp;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 &lt; <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)-&gt;set_connection (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)-&gt;<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)-&gt;_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)-&gt;_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)-&gt;_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)-&gt;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> &amp;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>(&amp;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 &lt; <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 &lt; <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); i++) { 
    150 <a name="l00139"></a>00139                                 OK &amp;= (<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 &amp;= (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)-&gt;_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 &lt; <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 &lt; <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)-&gt;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 &amp;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&lt;double&gt; &amp;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&lt;vec&gt; &amp;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 &lt; <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 &amp;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&lt;vec&gt; &amp;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>(); 
    189 <a name="l00181"></a>00181  
    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>(); 
     84<a name="l00055"></a><a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541">00055</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; 
     85<a name="l00057"></a><a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5">00057</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>; 
     86<a name="l00058"></a>00058  
     87<a name="l00060"></a><a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7">00060</a>                 MERGER_METHOD <a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7" title="switch of the methoh used for merging">METHOD</a>; 
     88<a name="l00062"></a><a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14">00062</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>; 
     89<a name="l00063"></a>00063  
     90<a name="l00065"></a><a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e">00065</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>; 
     91<a name="l00066"></a>00066  
     92<a name="l00068"></a><a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7">00068</a>                 <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a>; 
     93<a name="l00069"></a>00069  
     94<a name="l00071"></a><a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b">00071</a>                 it_file* <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; 
     95<a name="l00072"></a>00072         <span class="keyword">public</span>: 
     96<a name="l00075"></a>00075  
     97<a name="l00077"></a><a class="code" href="classbdm_1_1merger__base.html#f9d8c6c26c6520dbb17d4e80f635e7be">00077</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>() {<a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a> = <span class="keyword">false</span>;<a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a> = NULL;}; 
     98<a name="l00079"></a><a class="code" href="classbdm_1_1merger__base.html#9c81a9624506da8e557c56d1af845de0">00079</a>                 <a class="code" href="classbdm_1_1merger__base.html#9c81a9624506da8e557c56d1af845de0" title="Constructor from sources.">merger_base</a> (<span class="keyword">const</span> Array&lt;mpdf*&gt; &amp;S, <span class="keywordtype">bool</span> own=<span class="keyword">false</span>) {<a class="code" href="classbdm_1_1merger__base.html#591d4ba19c9ece40aa96ee44d05e148d" title="Function setting the main internal structures.">set_sources</a> (S,own);}; 
     99<a name="l00081"></a><a class="code" href="classbdm_1_1merger__base.html#591d4ba19c9ece40aa96ee44d05e148d">00081</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#591d4ba19c9ece40aa96ee44d05e148d" title="Function setting the main internal structures.">set_sources</a> (<span class="keyword">const</span> Array&lt;mpdf*&gt; &amp;Sources, <span class="keywordtype">bool</span> own) { 
     100<a name="l00082"></a>00082                         compositepdf::set_elements (Sources,own); 
     101<a name="l00083"></a>00083                         <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>=<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); 
     102<a name="l00084"></a>00084                         <span class="comment">//set sizes</span> 
     103<a name="l00085"></a>00085                         <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a>.set_size (Sources.length()); 
     104<a name="l00086"></a>00086                         <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()); 
     105<a name="l00087"></a>00087                         <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a>.set_size (Sources.length()); 
     106<a name="l00088"></a>00088  
     107<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_1compositepdf.html#c73d39acc4378eee6a63155c3517d3c9" title="find common rv, flag">getrv</a> (<span class="comment">/* checkoverlap = */</span> <span class="keyword">false</span>); 
     108<a name="l00090"></a>00090                         <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> 
     109<a name="l00091"></a>00091                         <span class="comment">// join rv and rvc - see descriprion</span> 
     110<a name="l00092"></a>00092                         <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); 
     111<a name="l00093"></a>00093                         <span class="comment">// get dimension</span> 
     112<a name="l00094"></a>00094                         <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>(); 
     113<a name="l00095"></a>00095  
     114<a name="l00096"></a>00096                         <span class="comment">// create links between sources and common rv</span> 
     115<a name="l00097"></a>00097                         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> xytmp; 
     116<a name="l00098"></a>00098                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length();i++) { 
     117<a name="l00099"></a>00099                                 <span class="comment">//Establich connection between mpdfs and merger</span> 
     118<a name="l00100"></a>00100                                 <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>; 
     119<a name="l00101"></a>00101                                 <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> (i)-&gt;set_connection (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)-&gt;<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)-&gt;_rvc(), <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
     120<a name="l00102"></a>00102  
     121<a name="l00103"></a>00103                                 <span class="comment">// find out what is missing in each mpdf</span> 
     122<a name="l00104"></a>00104                                 xytmp = <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)-&gt;_rv(); 
     123<a name="l00105"></a>00105                                 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)-&gt;_rvc()); 
     124<a name="l00106"></a>00106                                 <span class="comment">// z_i = common_rv-xy</span> 
     125<a name="l00107"></a>00107                                 <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); 
     126<a name="l00108"></a>00108                                 <span class="comment">//establish connection between extension (z_i|x,y)s and common rv</span> 
     127<a name="l00109"></a>00109                                 <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)-&gt;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>) ; 
     128<a name="l00110"></a>00110                         }; 
     129<a name="l00111"></a>00111                 } 
     130<a name="l00113"></a><a class="code" href="classbdm_1_1merger__base.html#337e1e56ef95d3d3ee922e8b81be95f8">00113</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#337e1e56ef95d3d3ee922e8b81be95f8" title="Rectangular support each vector of XYZ specifies (begining-end) interval for each...">set_support</a> (<span class="keyword">const</span> Array&lt;vec&gt; &amp;XYZ, <span class="keyword">const</span> <span class="keywordtype">int</span> dimsize) { 
     131<a name="l00114"></a>00114                         <a class="code" href="classbdm_1_1merger__base.html#337e1e56ef95d3d3ee922e8b81be95f8" title="Rectangular support each vector of XYZ specifies (begining-end) interval for each...">set_support</a>(XYZ,dimsize*ones_i(XYZ.length())); 
     132<a name="l00115"></a>00115                 } 
     133<a name="l00117"></a><a class="code" href="classbdm_1_1merger__base.html#3e2c8028be0ccd10058d030250a91a60">00117</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#3e2c8028be0ccd10058d030250a91a60" title="Rectangular support each vector of XYZ specifies (begining-end) interval for each...">set_support</a> (<span class="keyword">const</span> Array&lt;vec&gt; &amp;XYZ, <span class="keyword">const</span> ivec &amp;gridsize) { 
     134<a name="l00118"></a>00118                         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = XYZ.length();  <span class="comment">//check with internal dim!!</span> 
     135<a name="l00119"></a>00119                         <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a> = prod (gridsize);  
     136<a name="l00120"></a>00120                         <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#c74c281d652356c19b6b079e42ca7ef1" title="Set sample.">set_parameters</a> (<a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>, <span class="keyword">false</span>); 
     137<a name="l00121"></a>00121                         Array&lt;vec&gt; &amp;samples = <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>(); 
     138<a name="l00122"></a>00122                         <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>() = ones (<a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>) / <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; <span class="comment">//unifrom size of bins</span> 
     139<a name="l00123"></a>00123                         <span class="comment">//set samples</span> 
     140<a name="l00124"></a>00124                         ivec ind = zeros_i (dim);      <span class="comment">//indeces of dimensions in for cycle;</span> 
     141<a name="l00125"></a>00125                         vec smpi (dim);            <span class="comment">// ith sample</span> 
     142<a name="l00126"></a>00126                         vec steps =zeros(dim);            <span class="comment">// ith sample</span> 
     143<a name="l00127"></a>00127                         <span class="comment">// first corner</span> 
     144<a name="l00128"></a>00128                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0; j &lt; dim; j++) { 
     145<a name="l00129"></a>00129                                 smpi (j) = XYZ (j) (0); <span class="comment">/* beginning of the interval*/</span>  
     146<a name="l00130"></a>00130                                 it_assert(gridsize(j)!=0.0,<span class="stringliteral">"Zeros in gridsize!"</span>); 
     147<a name="l00131"></a>00131                                 steps (j) = ( XYZ(j)(1)-smpi(j) )/gridsize(j); 
     148<a name="l00132"></a>00132                         } 
     149<a name="l00133"></a>00133                         <span class="comment">// fill samples</span> 
     150<a name="l00134"></a>00134                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; i++) { 
     151<a name="l00135"></a>00135                                 <span class="comment">// copy </span> 
     152<a name="l00136"></a>00136                                 samples(i) = smpi;  
     153<a name="l00137"></a>00137                                 <span class="comment">// go through all dimensions</span> 
     154<a name="l00138"></a>00138                                 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0;j &lt; dim;j++) { 
     155<a name="l00139"></a>00139                                         <span class="keywordflow">if</span> (ind (j) == gridsize (j) - 1) { <span class="comment">//j-th index is full</span> 
     156<a name="l00140"></a>00140                                                 ind (j) = 0; <span class="comment">//shift back</span> 
     157<a name="l00141"></a>00141                                                 smpi(j) = XYZ(j)(0); 
     158<a name="l00142"></a>00142                                                  
     159<a name="l00143"></a>00143                                                 <span class="keywordflow">if</span> (i&lt;Npoints-1) { 
     160<a name="l00144"></a>00144                                                         ind (j + 1) ++; <span class="comment">//increase the next dimension;</span> 
     161<a name="l00145"></a>00145                                                         smpi(j+1) += steps(j+1); 
     162<a name="l00146"></a>00146                                                         <span class="keywordflow">break</span>; 
     163<a name="l00147"></a>00147                                                 } 
     164<a name="l00148"></a>00148                                                  
     165<a name="l00149"></a>00149                                         } <span class="keywordflow">else</span> { 
     166<a name="l00150"></a>00150                                                 ind (j) ++;  
     167<a name="l00151"></a>00151                                                 smpi(j) +=steps(j); 
     168<a name="l00152"></a>00152                                                 <span class="keywordflow">break</span>; 
     169<a name="l00153"></a>00153                                         } 
     170<a name="l00154"></a>00154                                 } 
     171<a name="l00155"></a>00155                         } 
     172<a name="l00156"></a>00156                 } 
     173<a name="l00158"></a><a class="code" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add">00158</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) { 
     174<a name="l00159"></a>00159                         <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#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; 
     175<a name="l00160"></a>00160                         <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a> = <span class="keyword">new</span> it_file (fname); 
     176<a name="l00161"></a>00161                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>) <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a> = <span class="keyword">true</span>; 
     177<a name="l00162"></a>00162                 } 
     178<a name="l00164"></a><a class="code" href="classbdm_1_1merger__base.html#e779dc28c822539be5131a46e6ec82aa">00164</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#e779dc28c822539be5131a46e6ec82aa" title="Set internal parameters used in approximation.">set_method</a> (MERGER_METHOD MTH, <span class="keywordtype">double</span> beta0 = 0.0) { 
     179<a name="l00165"></a>00165                         <a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7" title="switch of the methoh used for merging">METHOD</a> = MTH; 
     180<a name="l00166"></a>00166                         <a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a> = beta0; 
     181<a name="l00167"></a>00167                 } 
     182<a name="l00169"></a><a class="code" href="classbdm_1_1merger__base.html#28af7b365ecd8c3a15f0e934496871e0">00169</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#28af7b365ecd8c3a15f0e934496871e0" title="Set support points from a pdf by drawing N samples.">set_support</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> &amp;overall, <span class="keywordtype">int</span> N) { 
     183<a name="l00170"></a>00170                         <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> (&amp;overall, N); 
     184<a name="l00171"></a>00171                         <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a> = N; 
     185<a name="l00172"></a>00172                 } 
     186<a name="l00173"></a>00173  
     187<a name="l00175"></a><a class="code" href="classbdm_1_1merger__base.html#32d7e1dd6d91f77c81df7e82aac18689">00175</a>                 <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1merger__base.html#32d7e1dd6d91f77c81df7e82aac18689" title="Destructor.">~merger_base</a>() { 
     188<a name="l00176"></a>00176                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>; i++) { 
     189<a name="l00177"></a>00177                                 <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); 
     190<a name="l00178"></a>00178                                 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> (i); 
     191<a name="l00179"></a>00179                         } 
     192<a name="l00180"></a>00180                         <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#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; 
     193<a name="l00181"></a>00181                 }; 
    191194<a name="l00183"></a>00183  
    192 <a name="l00184"></a>00184                         cout &lt;&lt; sum (w) &lt;&lt; <span class="stringliteral">","</span> &lt;&lt; w*w &lt;&lt; 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 &lt; <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 &amp;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&lt;vec&gt; &amp;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 &lt; 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>&amp; <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&lt;mpdf*&gt; &amp;S) {set_sources(S);}; 
    226 <a name="l00228"></a>00228                 <span class="keywordtype">void</span> set_sources (<span class="keyword">const</span> Array&lt;mpdf*&gt; &amp;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&lt;vec&gt; 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 &lt; <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 &amp;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&lt;double&gt; &amp;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&lt;vec&gt; &amp;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 &lt; 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 &amp;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&lt;vec&gt; &amp;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 &lt;&lt; sum (w) &lt;&lt; <span class="stringliteral">","</span> &lt;&lt; w*w &lt;&lt; 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 &lt; Ns; i++) { 
    272 <a name="l00279"></a>00279                                 Tmp += w (i) * outer_product (S (i), S (i)); 
     195<a name="l00186"></a>00186  
     196<a name="l00188"></a><a class="code" href="classbdm_1_1merger__base.html#df4a0094dcc40b3057675443bccb6511">00188</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#df4a0094dcc40b3057675443bccb6511" title="Merge given sources in given points.">merge</a> () { 
     197<a name="l00189"></a>00189                         <a class="code" href="classbdm_1_1merger__base.html#400e222d4c41dc57ac19e6735429c4cb" title="This method TODO.">validate</a>(); 
     198<a name="l00190"></a>00190  
     199<a name="l00191"></a>00191                         <span class="comment">//check if sources overlap:</span> 
     200<a name="l00192"></a>00192                         <span class="keywordtype">bool</span> OK = <span class="keyword">true</span>; 
     201<a name="l00193"></a>00193                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); i++) { 
     202<a name="l00194"></a>00194                                 OK &amp;= (<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> 
     203<a name="l00195"></a>00195                                 OK &amp;= (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)-&gt;_rvc()._dsize() == 0); <span class="comment">// y_i is empty</span> 
     204<a name="l00196"></a>00196                         } 
     205<a name="l00197"></a>00197  
     206<a name="l00198"></a>00198                         <span class="keywordflow">if</span> (OK) { 
     207<a name="l00199"></a>00199                                 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()); 
     208<a name="l00200"></a>00200  
     209<a name="l00201"></a>00201                                 vec emptyvec (0); 
     210<a name="l00202"></a>00202                                 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); i++) { 
     211<a name="l00203"></a>00203                                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0; j &lt; <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++) { 
     212<a name="l00204"></a>00204                                                 lW (i, j) = <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)-&gt;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); 
     213<a name="l00205"></a>00205                                         } 
     214<a name="l00206"></a>00206                                 } 
     215<a name="l00207"></a>00207  
     216<a name="l00208"></a>00208                                 vec w_nn=<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); 
     217<a name="l00209"></a>00209                                 vec wtmp = exp (w_nn-max(w_nn)); 
     218<a name="l00210"></a>00210                                 <span class="comment">//renormalize</span> 
     219<a name="l00211"></a>00211                                 <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); 
     220<a name="l00212"></a>00212                         } <span class="keywordflow">else</span> { 
     221<a name="l00213"></a>00213                                 it_error (<span class="stringliteral">"Sources are not compatible - use merger_mix"</span>); 
     222<a name="l00214"></a>00214                         } 
     223<a name="l00215"></a>00215                 }; 
     224<a name="l00216"></a>00216  
     225<a name="l00217"></a>00217  
     226<a name="l00219"></a>00219                 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 &amp;lW); 
     227<a name="l00220"></a>00220  
     228<a name="l00221"></a>00221  
     229<a name="l00224"></a><a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0">00224</a>                 vec <a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>()<span class="keyword"> const </span>{ 
     230<a name="l00225"></a>00225                         <span class="keyword">const</span> Vec&lt;double&gt; &amp;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>(); 
     231<a name="l00226"></a>00226                         <span class="keyword">const</span> Array&lt;vec&gt; &amp;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>(); 
     232<a name="l00227"></a>00227                         vec tmp = zeros (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     233<a name="l00228"></a>00228                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; i++) { 
     234<a name="l00229"></a>00229                                 tmp += w (i) * S (i); 
     235<a name="l00230"></a>00230                         } 
     236<a name="l00231"></a>00231                         <span class="keywordflow">return</span> tmp; 
     237<a name="l00232"></a>00232                 } 
     238<a name="l00233"></a>00233                 mat covariance()<span class="keyword"> const </span>{ 
     239<a name="l00234"></a>00234                         <span class="keyword">const</span> vec &amp;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>(); 
     240<a name="l00235"></a>00235                         <span class="keyword">const</span> Array&lt;vec&gt; &amp;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>(); 
     241<a name="l00236"></a>00236  
     242<a name="l00237"></a>00237                         vec mea = <a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>(); 
     243<a name="l00238"></a>00238  
     244<a name="l00239"></a>00239                         cout &lt;&lt; sum (w) &lt;&lt; <span class="stringliteral">","</span> &lt;&lt; w*w &lt;&lt; endl; 
     245<a name="l00240"></a>00240  
     246<a name="l00241"></a>00241                         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>); 
     247<a name="l00242"></a>00242                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; i++) { 
     248<a name="l00243"></a>00243                                 Tmp += w (i) * outer_product (S (i), S (i)); 
     249<a name="l00244"></a>00244                         } 
     250<a name="l00245"></a>00245                         <span class="keywordflow">return</span> Tmp -outer_product (mea, mea); 
     251<a name="l00246"></a>00246                 } 
     252<a name="l00247"></a><a class="code" href="classbdm_1_1merger__base.html#76fe431922844d132b4e1ecf70f53c99">00247</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>{ 
     253<a name="l00248"></a>00248                         <span class="keyword">const</span> vec &amp;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>(); 
     254<a name="l00249"></a>00249                         <span class="keyword">const</span> Array&lt;vec&gt; &amp;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>(); 
     255<a name="l00250"></a>00250  
     256<a name="l00251"></a>00251                         vec tmp = zeros (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     257<a name="l00252"></a>00252                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>; i++) { 
     258<a name="l00253"></a>00253                                 tmp += w (i) * pow (S (i), 2); 
     259<a name="l00254"></a>00254                         } 
     260<a name="l00255"></a>00255                         <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); 
     261<a name="l00256"></a>00256                 } 
     262<a name="l00258"></a>00258  
     263<a name="l00261"></a>00261  
     264<a name="l00263"></a><a class="code" href="classbdm_1_1merger__base.html#fb682e470103f4e0b353b7c9200d177f">00263</a>                 <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>&amp; <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>;} 
     265<a name="l00264"></a>00264  
     266<a name="l00266"></a><a class="code" href="classbdm_1_1merger__base.html#10dd390fc6f0d1733bb07cb51977160c">00266</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#10dd390fc6f0d1733bb07cb51977160c" title="load from setting">from_setting</a> (<span class="keyword">const</span> Setting&amp; <span class="keyword">set</span>) { 
     267<a name="l00267"></a>00267                         <span class="comment">// get support</span> 
     268<a name="l00268"></a>00268                         <span class="comment">// find which method to use</span> 
     269<a name="l00269"></a>00269                         <span class="keywordtype">string</span> meth_str; 
     270<a name="l00270"></a>00270                         UI::get&lt;string&gt; (meth_str, <span class="keyword">set</span>, <span class="stringliteral">"method"</span>); 
     271<a name="l00271"></a>00271                         <span class="keywordflow">if</span> (!strcmp (meth_str.c_str(), <span class="stringliteral">"arithmetic"</span>)) 
     272<a name="l00272"></a>00272                                 <a class="code" href="classbdm_1_1merger__base.html#e779dc28c822539be5131a46e6ec82aa" title="Set internal parameters used in approximation.">set_method</a> (ARITHMETIC); 
     273<a name="l00273"></a>00273                         <span class="keywordflow">else</span> { 
     274<a name="l00274"></a>00274                                 <span class="keywordflow">if</span> (!strcmp (meth_str.c_str(), <span class="stringliteral">"geometric"</span>)) 
     275<a name="l00275"></a>00275                                         <a class="code" href="classbdm_1_1merger__base.html#e779dc28c822539be5131a46e6ec82aa" title="Set internal parameters used in approximation.">set_method</a> (GEOMETRIC); 
     276<a name="l00276"></a>00276                                 <span class="keywordflow">else</span> <span class="keywordflow">if</span> (!strcmp (meth_str.c_str(), <span class="stringliteral">"lognormal"</span>)) { 
     277<a name="l00277"></a>00277                                         <a class="code" href="classbdm_1_1merger__base.html#e779dc28c822539be5131a46e6ec82aa" title="Set internal parameters used in approximation.">set_method</a> (LOGNORMAL); 
     278<a name="l00278"></a>00278                                         <span class="keyword">set</span>.lookupValue( <span class="stringliteral">"beta"</span>,<a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a>); 
     279<a name="l00279"></a>00279                                 } 
    273280<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 &amp;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&lt;vec&gt; &amp;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 &lt; 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&amp; _Mix() {<span class="keywordflow">return</span> Mix;} 
    288 <a name="l00297"></a>00297                 emix* proposal() {emix* tmp = Mix.epredictor(); tmp-&gt;set_rv (rv); <span class="keywordflow">return</span> tmp;} 
    289 <a name="l00299"></a>00299                 eEmp&amp; _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> 
     281<a name="l00281"></a>00281                         <span class="keywordflow">if</span> (<span class="keyword">set</span>.exists(<span class="stringliteral">"dbg_file"</span>)){  
     282<a name="l00282"></a>00282                                 <span class="keywordtype">string</span> <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; 
     283<a name="l00283"></a>00283                                 UI::get&lt;string&gt; (dbg_file, <span class="keyword">set</span>, <span class="stringliteral">"dbg_file"</span>); 
     284<a name="l00284"></a>00284                                 <a class="code" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add" title="set debug file">set_debug_file</a>(dbg_file); 
     285<a name="l00285"></a>00285                         } 
     286<a name="l00286"></a>00286                         <span class="comment">//validate() - not used</span> 
     287<a name="l00287"></a>00287                 } 
     288<a name="l00288"></a>00288  
     289<a name="l00289"></a><a class="code" href="classbdm_1_1merger__base.html#400e222d4c41dc57ac19e6735429c4cb">00289</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#400e222d4c41dc57ac19e6735429c4cb" title="This method TODO.">validate</a>() { 
     290<a name="l00290"></a>00290                         it_assert (<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() &gt; 0, <span class="stringliteral">"Empty support, use set_support()."</span>); 
     291<a name="l00291"></a>00291                         it_assert (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> == <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>() (0).length(), <span class="stringliteral">"Support points and rv are not compatible!"</span>); 
     292<a name="l00292"></a>00292                         it_assert (<a class="code" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(),<span class="stringliteral">"mergers must be named"</span>); 
     293<a name="l00293"></a>00293                 } 
     294<a name="l00295"></a>00295 }; 
     295<a name="l00296"></a>00296 UIREGISTER(merger_base); 
     296<a name="l00297"></a>00297  
     297<a name="l00298"></a>00298 <span class="keyword">class </span>merger_mix : <span class="keyword">public</span> merger_base 
     298<a name="l00299"></a>00299 { 
     299<a name="l00300"></a>00300         <span class="keyword">protected</span>: 
     300<a name="l00302"></a>00302                 MixEF Mix; 
     301<a name="l00304"></a>00304                 <span class="keywordtype">int</span> Ncoms; 
     302<a name="l00306"></a>00306                 <span class="keywordtype">double</span> effss_coef; 
     303<a name="l00308"></a>00308                 <span class="keywordtype">int</span> stop_niter; 
     304<a name="l00309"></a>00309  
     305<a name="l00310"></a>00310         <span class="keyword">public</span>: 
     306<a name="l00313"></a>00313                 merger_mix () {}; 
     307<a name="l00314"></a>00314                 merger_mix (<span class="keyword">const</span> Array&lt;mpdf*&gt; &amp;S,<span class="keywordtype">bool</span> own=<span class="keyword">false</span>) {set_sources (S,own);}; 
     308<a name="l00316"></a>00316                 <span class="keywordtype">void</span> set_sources (<span class="keyword">const</span> Array&lt;mpdf*&gt; &amp;S, <span class="keywordtype">bool</span> own) { 
     309<a name="l00317"></a>00317                         <a class="code" href="classbdm_1_1merger__base.html#591d4ba19c9ece40aa96ee44d05e148d" title="Function setting the main internal structures.">merger_base::set_sources</a> (S,own); 
     310<a name="l00318"></a>00318                         <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a> = S.length(); 
     311<a name="l00319"></a>00319                 } 
     312<a name="l00321"></a>00321                 <span class="keywordtype">void</span> set_parameters (<span class="keywordtype">int</span> Ncoms0 = 10, <span class="keywordtype">double</span> effss_coef0 = 0.5) { 
     313<a name="l00322"></a>00322                         Ncoms = Ncoms0; 
     314<a name="l00323"></a>00323                         effss_coef = effss_coef0; 
     315<a name="l00324"></a>00324                 } 
     316<a name="l00326"></a>00326  
     317<a name="l00329"></a>00329  
     318<a name="l00331"></a>00331                 <span class="keywordtype">void</span> merge (); 
     319<a name="l00332"></a>00332  
     320<a name="l00334"></a>00334                 vec sample ()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> Mix.posterior().sample();} 
     321<a name="l00336"></a>00336                 <span class="keywordtype">double</span> evallog (<span class="keyword">const</span> vec &amp;dt)<span class="keyword"> const </span>{ 
     322<a name="l00337"></a>00337                         vec dtf = ones (dt.length() + 1); 
     323<a name="l00338"></a>00338                         dtf.set_subvector (0, dt); 
     324<a name="l00339"></a>00339                         <span class="keywordflow">return</span> Mix.logpred (dtf); 
     325<a name="l00340"></a>00340                 } 
     326<a name="l00342"></a>00342  
     327<a name="l00346"></a>00346                 MixEF&amp; _Mix() {<span class="keywordflow">return</span> Mix;} 
     328<a name="l00348"></a>00348                 emix* proposal() {emix* tmp = Mix.epredictor(); tmp-&gt;set_rv (rv); <span class="keywordflow">return</span> tmp;} 
     329<a name="l00350"></a>00350                 <span class="keywordtype">void</span> from_setting(<span class="keyword">const</span> Setting&amp; <span class="keyword">set</span>){ 
     330<a name="l00351"></a>00351                         <a class="code" href="classbdm_1_1merger__base.html#10dd390fc6f0d1733bb07cb51977160c" title="load from setting">merger_base::from_setting</a>(<span class="keyword">set</span>); 
     331<a name="l00352"></a>00352                         <span class="keyword">set</span>.lookupValue(<span class="stringliteral">"ncoms"</span>,Ncoms); 
     332<a name="l00353"></a>00353                         <span class="keyword">set</span>.lookupValue(<span class="stringliteral">"effss_coef"</span>,effss_coef); 
     333<a name="l00354"></a>00354                         <span class="keyword">set</span>.lookupValue(<span class="stringliteral">"stop_niter"</span>,stop_niter); 
     334<a name="l00355"></a>00355                 } 
     335<a name="l00356"></a>00356                  
     336<a name="l00358"></a>00358  
     337<a name="l00359"></a>00359 }; 
     338<a name="l00360"></a>00360 UIREGISTER(merger_mix); 
     339<a name="l00361"></a>00361  
     340<a name="l00362"></a>00362 } 
     341<a name="l00363"></a>00363  
     342<a name="l00364"></a>00364 <span class="preprocessor">#endif // MER_H</span> 
    295343</pre></div></div> 
    296 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 17 14:13:28 2009 for mixpp by&nbsp; 
     344<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 23 19:52:50 2009 for mixpp by&nbsp; 
    297345<a href="http://www.doxygen.org/index.html"> 
    298346<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>