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    r401 r538  
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    6766<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define EMIX_H</span> 
    6867<a name="l00015"></a>00015 <span class="preprocessor"></span> 
    69 <a name="l00016"></a>00016 <span class="preprocessor">#define LOG2  0.69314718055995  </span> 
     68<a name="l00016"></a>00016 <span class="preprocessor">#define LOG2  0.69314718055995</span> 
    7069<a name="l00017"></a>00017 <span class="preprocessor"></span> 
    71 <a name="l00018"></a>00018 <span class="preprocessor">#include "<a class="code" href="exp__family_8h.html" title="Probability distributions for Exponential Family models.">exp_family.h</a>"</span> 
    72 <a name="l00019"></a>00019  
    73 <a name="l00020"></a>00020 <span class="keyword">namespace </span>bdm { 
    74 <a name="l00021"></a>00021  
    75 <a name="l00022"></a>00022 <span class="comment">//this comes first because it is used inside emix!</span> 
    76 <a name="l00023"></a>00023  
    77 <a name="l00036"></a><a class="code" href="classbdm_1_1mratio.html">00036</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mratio.html" title="Class representing ratio of two densities which arise e.g. by applying the Bayes...">mratio</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 
    78 <a name="l00037"></a>00037 <span class="keyword">protected</span>: 
    79 <a name="l00039"></a><a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54">00039</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>* <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>; 
    80 <a name="l00041"></a><a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88">00041</a>         <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>; 
    81 <a name="l00043"></a><a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8">00043</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>; 
    82 <a name="l00045"></a><a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7">00045</a>         <a class="code" href="classbdm_1_1datalink__m2e.html" title="data link between">datalink_m2e</a> <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>; 
    83 <a name="l00046"></a>00046 <span class="keyword">public</span>: 
    84 <a name="l00049"></a><a class="code" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">00049</a>         <a class="code" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">mratio</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>* nom0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv, <span class="keywordtype">bool</span> copy=<span class="keyword">false</span> ) :<a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( ), <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a> ( ) { 
    85 <a name="l00050"></a>00050                 <span class="comment">// adjust rv and rvc</span> 
    86 <a name="l00051"></a>00051                 <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = nom0-&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_1RV.html#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> ( rv ); 
    87 <a name="l00052"></a>00052                 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(); 
    88 <a name="l00053"></a>00053                 <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a> = <span class="keyword">new</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>; 
    89 <a name="l00054"></a>00054                 <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#840de94aa33cf4f2ebd2427f45a165d8">set_parameters</a>(rv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>()); 
    90 <a name="l00055"></a>00055                 <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a>(rv); 
    91 <a name="l00056"></a>00056                  
    92 <a name="l00057"></a>00057                 <span class="comment">//prepare data structures</span> 
    93 <a name="l00058"></a>00058                 <span class="keywordflow">if</span> ( copy ) {it_error ( <span class="stringliteral">"todo"</span> ); <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>; } 
    94 <a name="l00059"></a>00059                 <span class="keywordflow">else</span> { <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a> = nom0; <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> = <span class="keyword">false</span>; } 
    95 <a name="l00060"></a>00060                 it_assert_debug ( <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.<a class="code" href="classbdm_1_1RV.html#e9ec8c3e756651ff352ab5e3d3acda4b">length</a>() &gt;0,<span class="stringliteral">"Makes no sense to use this object!"</span> );                
    96 <a name="l00061"></a>00061                  
    97 <a name="l00062"></a>00062                 <span class="comment">// build denominator</span> 
    98 <a name="l00063"></a>00063                 <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a> = <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ); 
    99 <a name="l00064"></a>00064                 <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.<a class="code" href="classbdm_1_1datalink__m2e.html#add918bf877c48714cff51ee4ad989b0" title="Constructor.">set_connection</a>(rv,<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>,nom0-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>()); 
    100 <a name="l00065"></a>00065         }; 
    101 <a name="l00066"></a><a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204">00066</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &amp;val, <span class="keyword">const</span> vec &amp;cond ) { 
    102 <a name="l00067"></a>00067                 <span class="keywordtype">double</span> tmp; 
    103 <a name="l00068"></a>00068                 vec nom_val ( <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>() + <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> ); 
    104 <a name="l00069"></a>00069                 <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.<a class="code" href="classbdm_1_1datalink__m2e.html#b29bc3c7bf2a1d87e77ccaa793d097d5">pushup_cond</a> ( nom_val,val,cond ); 
    105 <a name="l00070"></a>00070                 tmp = exp ( <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249" title="Compute log-probability of argument val.">evallog</a> ( nom_val ) - <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249" title="Compute log-probability of argument val.">evallog</a> ( cond ) ); 
    106 <a name="l00071"></a>00071                 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite value"</span> ); 
    107 <a name="l00072"></a>00072                 <span class="keywordflow">return</span> tmp; 
    108 <a name="l00073"></a>00073         } 
    109 <a name="l00075"></a><a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15">00075</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15" title="Object takes ownership of nom and will destroy it.">ownnom</a>() {<a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>;} 
    110 <a name="l00077"></a><a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c">00077</a>         <a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c" title="Default destructor.">~mratio</a>() {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>; <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>;}} 
    111 <a name="l00078"></a>00078 }; 
    112 <a name="l00079"></a>00079  
    113 <a name="l00090"></a><a class="code" href="classbdm_1_1emix.html">00090</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</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> { 
    114 <a name="l00091"></a>00091 <span class="keyword">protected</span>: 
    115 <a name="l00093"></a><a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46">00093</a>         vec <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>; 
    116 <a name="l00095"></a><a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e">00095</a>         Array&lt;epdf*&gt; <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>; 
    117 <a name="l00097"></a><a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4">00097</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a>; 
    118 <a name="l00098"></a>00098 <span class="keyword">public</span>: 
    119 <a name="l00100"></a><a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d">00100</a>         <a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d" title="Default constructor.">emix</a> ( ) : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( ) {}; 
    120 <a name="l00103"></a>00103         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#3a107a6b808a081389ef17af951c234a">set_parameters</a> ( <span class="keyword">const</span> vec &amp;<a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>, <span class="keyword">const</span> Array&lt;epdf*&gt; &amp;<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>, <span class="keywordtype">bool</span> copy=<span class="keyword">false</span> ); 
    121 <a name="l00104"></a>00104  
    122 <a name="l00105"></a>00105         vec <a class="code" href="classbdm_1_1emix.html#e8839dbbb0d1276a8dbe957a67cfe0dc" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>; 
    123 <a name="l00106"></a><a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a">00106</a>         vec <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
    124 <a name="l00107"></a>00107                 <span class="keywordtype">int</span> i; vec mu = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 
    125 <a name="l00108"></a>00108                 <span class="keywordflow">for</span> ( i = 0;i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length();i++ ) {mu += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;mean(); } 
    126 <a name="l00109"></a>00109                 <span class="keywordflow">return</span> mu; 
    127 <a name="l00110"></a>00110         } 
    128 <a name="l00111"></a><a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86">00111</a>         vec <a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ 
    129 <a name="l00112"></a>00112                 <span class="comment">//non-central moment</span> 
    130 <a name="l00113"></a>00113                 vec mom2 = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 
    131 <a name="l00114"></a>00114                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length();i++ ) {mom2 += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * (<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>(i)-&gt;variance() + pow ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(),2 )); } 
    132 <a name="l00115"></a>00115                 <span class="comment">//central moment</span> 
    133 <a name="l00116"></a>00116                 <span class="keywordflow">return</span> mom2-pow ( <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(),2 ); 
    134 <a name="l00117"></a>00117         } 
    135 <a name="l00118"></a><a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">00118</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e" title="Compute log-probability of argument val.">evallog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{ 
    136 <a name="l00119"></a>00119                 <span class="keywordtype">int</span> i; 
    137 <a name="l00120"></a>00120                 <span class="keywordtype">double</span> sum = 0.0; 
    138 <a name="l00121"></a>00121                 <span class="keywordflow">for</span> ( i = 0;i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length();i++ ) {sum += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e" title="Compute log-probability of argument val.">evallog</a> ( val ) );} 
    139 <a name="l00122"></a>00122                 <span class="keywordflow">if</span> ( sum==0.0 ) {sum=std::numeric_limits&lt;double&gt;::epsilon();} 
    140 <a name="l00123"></a>00123                 <span class="keywordtype">double</span> tmp=log ( sum ); 
    141 <a name="l00124"></a>00124                 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite"</span> ); 
    142 <a name="l00125"></a>00125                 <span class="keywordflow">return</span> tmp; 
    143 <a name="l00126"></a>00126         }; 
    144 <a name="l00127"></a><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b">00127</a>         vec <a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( <span class="keyword">const</span> mat &amp;Val )<span class="keyword"> const </span>{ 
    145 <a name="l00128"></a>00128                 vec x=zeros ( Val.cols() ); 
    146 <a name="l00129"></a>00129                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { 
    147 <a name="l00130"></a>00130                         x+= <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ); 
    148 <a name="l00131"></a>00131                 } 
    149 <a name="l00132"></a>00132                 <span class="keywordflow">return</span> log ( x ); 
    150 <a name="l00133"></a>00133         }; 
    151 <a name="l00135"></a><a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2">00135</a>         mat <a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2" title="Auxiliary function that returns pdflog for each component.">evallog_M</a> ( <span class="keyword">const</span> mat &amp;Val )<span class="keyword"> const </span>{ 
    152 <a name="l00136"></a>00136                 mat X ( <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(), Val.cols() ); 
    153 <a name="l00137"></a>00137                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { 
    154 <a name="l00138"></a>00138                         X.set_row ( i, <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ) ); 
    155 <a name="l00139"></a>00139                 } 
    156 <a name="l00140"></a>00140                 <span class="keywordflow">return</span> X; 
    157 <a name="l00141"></a>00141         }; 
    158 <a name="l00142"></a>00142  
    159 <a name="l00143"></a>00143         <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>* <a class="code" href="classbdm_1_1emix.html#f7165371cc4f7be9292024b9f5431646" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; 
    160 <a name="l00144"></a>00144         <a class="code" href="classbdm_1_1mratio.html" title="Class representing ratio of two densities which arise e.g. by applying the Bayes...">mratio</a>* <a class="code" href="classbdm_1_1emix.html#fc7772a2972959cf19ba26882feacecf" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; <span class="comment">//why not mratio!!</span> 
    161 <a name="l00145"></a>00145  
    162 <a name="l00146"></a>00146 <span class="comment">//Access methods</span> 
    163 <a name="l00148"></a><a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be">00148</a> <span class="comment"></span>        vec&amp; <a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>;} 
    164 <a name="l00149"></a>00149         <span class="keyword">virtual</span> ~<a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>() {<span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a> ) {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i );}}} 
    165 <a name="l00151"></a><a class="code" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e">00151</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e" title="Auxiliary function for taking ownership of the Coms().">ownComs</a>() {<a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a>=<span class="keyword">true</span>;} 
    166 <a name="l00152"></a>00152  
    167 <a name="l00154"></a><a class="code" href="classbdm_1_1emix.html#578616445243674438257be99ba71612">00154</a>         <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1emix.html#578616445243674438257be99ba71612" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i );} 
    168 <a name="l00155"></a><a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e">00155</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">set_rv</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>){ 
    169 <a name="l00156"></a>00156                 <a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">epdf::set_rv</a>(rv); 
    170 <a name="l00157"></a>00157                 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>.length();i++){<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>(i)-&gt;set_rv(rv);} 
    171 <a name="l00158"></a>00158         } 
    172 <a name="l00159"></a>00159 }; 
    173 <a name="l00160"></a>00160  
    174 <a name="l00161"></a>00161  
    175 <a name="l00166"></a><a class="code" href="classbdm_1_1egiwmix.html">00166</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1egiwmix.html" title="Mixture of egiws.">egiwmix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> { 
    176 <a name="l00167"></a>00167 <span class="keyword">protected</span>: 
    177 <a name="l00169"></a><a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4">00169</a>         vec <a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>; 
    178 <a name="l00171"></a><a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280">00171</a>         Array&lt;egiw*&gt; <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>; 
    179 <a name="l00173"></a><a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec">00173</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a>; 
    180 <a name="l00174"></a>00174 <span class="keyword">public</span>: 
    181 <a name="l00176"></a><a class="code" href="classbdm_1_1egiwmix.html#41f4cf7baf554e0a70bf495457179dbb">00176</a>         <a class="code" href="classbdm_1_1egiwmix.html#41f4cf7baf554e0a70bf495457179dbb" title="Default constructor.">egiwmix</a> ( ) : <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> ( ) {}; 
    182 <a name="l00177"></a>00177  
    183 <a name="l00180"></a>00180         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#c4627222e22df6e14f8f1496e13c4975">set_parameters</a> ( <span class="keyword">const</span> vec &amp;<a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>, <span class="keyword">const</span> Array&lt;egiw*&gt; &amp;<a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>, <span class="keywordtype">bool</span> copy=<span class="keyword">false</span> ); 
     70<a name="l00018"></a>00018 <span class="preprocessor">#include "../shared_ptr.h"</span> 
     71<a name="l00019"></a>00019 <span class="preprocessor">#include "<a class="code" href="exp__family_8h.html" title="Probability distributions for Exponential Family models.">exp_family.h</a>"</span> 
     72<a name="l00020"></a>00020  
     73<a name="l00021"></a>00021 <span class="keyword">namespace </span>bdm { 
     74<a name="l00022"></a>00022  
     75<a name="l00023"></a>00023 <span class="comment">//this comes first because it is used inside emix!</span> 
     76<a name="l00024"></a>00024  
     77<a name="l00037"></a><a class="code" href="classbdm_1_1mratio.html">00037</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mratio.html" title="Class representing ratio of two densities which arise e.g. by applying the Bayes...">mratio</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where  is random variable, rv, and...">mpdf</a> { 
     78<a name="l00038"></a>00038 <span class="keyword">protected</span>: 
     79<a name="l00040"></a><a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54">00040</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>* <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>; 
     80<a name="l00041"></a>00041  
     81<a name="l00043"></a><a class="code" href="classbdm_1_1mratio.html#873598797f36eddab44e342e14563fcb">00043</a>         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> <a class="code" href="classbdm_1_1mratio.html#873598797f36eddab44e342e14563fcb" title="Denominator in the form of epdf.">den</a>; 
     82<a name="l00044"></a>00044  
     83<a name="l00046"></a><a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8">00046</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>; 
     84<a name="l00048"></a><a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7">00048</a>         <a class="code" href="classbdm_1_1datalink__m2e.html" title="Data link with a condition.">datalink_m2e</a> <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>; 
     85<a name="l00050"></a><a class="code" href="classbdm_1_1mratio.html#7a676422bc6cc426ffa6fddf52672409">00050</a>         <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <a class="code" href="classbdm_1_1mratio.html#7a676422bc6cc426ffa6fddf52672409" title="dummy epdf that stores only rv and dim">iepdf</a>; 
     86<a name="l00051"></a>00051 <span class="keyword">public</span>: 
     87<a name="l00054"></a><a class="code" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">00054</a>         <a class="code" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">mratio</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>* nom0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv, <span class="keywordtype">bool</span> copy = <span class="keyword">false</span> ) : <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where  is random variable, rv, and...">mpdf</a> ( ), <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a> ( ),<a class="code" href="classbdm_1_1mratio.html#7a676422bc6cc426ffa6fddf52672409" title="dummy epdf that stores only rv and dim">iepdf</a>() { 
     88<a name="l00055"></a>00055                 <span class="comment">// adjust rv and rvc</span> 
     89<a name="l00056"></a>00056                 <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = nom0-&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_1RV.html#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> ( rv ); 
     90<a name="l00057"></a>00057                 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(); 
     91<a name="l00058"></a>00058                 <a class="code" href="classbdm_1_1mpdf.html#147afacb393324bb3f9a7a89e33f835e" title="set internal pointer ep to point to given iepdf ">set_ep</a> ( <a class="code" href="classbdm_1_1mratio.html#7a676422bc6cc426ffa6fddf52672409" title="dummy epdf that stores only rv and dim">iepdf</a> ); 
     92<a name="l00059"></a>00059                 <a class="code" href="classbdm_1_1mratio.html#7a676422bc6cc426ffa6fddf52672409" title="dummy epdf that stores only rv and dim">iepdf</a>.<a class="code" href="classbdm_1_1epdf.html#840de94aa33cf4f2ebd2427f45a165d8">set_parameters</a> ( rv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ); 
     93<a name="l00060"></a>00060                 <a class="code" href="classbdm_1_1mratio.html#7a676422bc6cc426ffa6fddf52672409" title="dummy epdf that stores only rv and dim">iepdf</a>.<a class="code" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( rv ); 
     94<a name="l00061"></a>00061  
     95<a name="l00062"></a>00062                 <span class="comment">//prepare data structures</span> 
     96<a name="l00063"></a>00063                 <span class="keywordflow">if</span> ( copy ) { 
     97<a name="l00064"></a>00064                         it_error ( <span class="stringliteral">"todo"</span> ); 
     98<a name="l00065"></a>00065                         <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> = <span class="keyword">true</span>; 
     99<a name="l00066"></a>00066                 } <span class="keywordflow">else</span> { 
     100<a name="l00067"></a>00067                         <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a> = nom0; 
     101<a name="l00068"></a>00068                         <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> = <span class="keyword">false</span>; 
     102<a name="l00069"></a>00069                 } 
     103<a name="l00070"></a>00070                 it_assert_debug ( <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.<a class="code" href="classbdm_1_1RV.html#e9ec8c3e756651ff352ab5e3d3acda4b">length</a>() &gt; 0, <span class="stringliteral">"Makes no sense to use this object!"</span> ); 
     104<a name="l00071"></a>00071  
     105<a name="l00072"></a>00072                 <span class="comment">// build denominator</span> 
     106<a name="l00073"></a>00073                 <a class="code" href="classbdm_1_1mratio.html#873598797f36eddab44e342e14563fcb" title="Denominator in the form of epdf.">den</a> = <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#a84b05f5293cab2aeb4e07faffa60906" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ); 
     107<a name="l00074"></a>00074                 <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.<a class="code" href="classbdm_1_1datalink__m2e.html#add918bf877c48714cff51ee4ad989b0" title="Set connection between vectors.">set_connection</a> ( rv, <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>, nom0-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() ); 
     108<a name="l00075"></a>00075         }; 
     109<a name="l00076"></a><a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204">00076</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &amp;val, <span class="keyword">const</span> vec &amp;cond ) { 
     110<a name="l00077"></a>00077                 <span class="keywordtype">double</span> tmp; 
     111<a name="l00078"></a>00078                 vec nom_val ( dimension() + <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> ); 
     112<a name="l00079"></a>00079                 <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.<a class="code" href="classbdm_1_1datalink__m2e.html#b29bc3c7bf2a1d87e77ccaa793d097d5" title="Copy corresponding values to Up.condition.">pushup_cond</a> ( nom_val, val, cond ); 
     113<a name="l00080"></a>00080                 tmp = exp ( <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249">evallog</a> ( nom_val ) - <a class="code" href="classbdm_1_1mratio.html#873598797f36eddab44e342e14563fcb" title="Denominator in the form of epdf.">den</a>-&gt;evallog ( cond ) ); 
     114<a name="l00081"></a>00081                 <span class="keywordflow">return</span> tmp; 
     115<a name="l00082"></a>00082         } 
     116<a name="l00084"></a><a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15">00084</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15" title="Object takes ownership of nom and will destroy it.">ownnom</a>() { 
     117<a name="l00085"></a>00085                 <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> = <span class="keyword">true</span>; 
     118<a name="l00086"></a>00086         } 
     119<a name="l00088"></a><a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c">00088</a>         <a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c" title="Default destructor.">~mratio</a>() { 
     120<a name="l00089"></a>00089                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> ) { 
     121<a name="l00090"></a>00090                         <span class="keyword">delete</span> <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>; 
     122<a name="l00091"></a>00091                 } 
     123<a name="l00092"></a>00092         } 
     124<a name="l00093"></a>00093 }; 
     125<a name="l00094"></a>00094  
     126<a name="l00105"></a><a class="code" href="classbdm_1_1emix.html">00105</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</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> { 
     127<a name="l00106"></a>00106 <span class="keyword">protected</span>: 
     128<a name="l00108"></a><a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46">00108</a>         vec <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>; 
     129<a name="l00110"></a><a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897">00110</a>         Array&lt;shared_ptr&lt;epdf&gt; &gt; <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a>; 
     130<a name="l00111"></a>00111  
     131<a name="l00112"></a>00112 <span class="keyword">public</span>: 
     132<a name="l00114"></a><a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d">00114</a>         <a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d" title="Default constructor.">emix</a> ( ) : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( ) {}; 
     133<a name="l00117"></a>00117         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#10b4e0c45dd8f7d78f73e325382c6922">set_parameters</a> ( <span class="keyword">const</span> vec &amp;<a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>, <span class="keyword">const</span> Array&lt;<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> &gt; &amp;<a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ); 
     134<a name="l00118"></a>00118  
     135<a name="l00119"></a>00119         vec <a class="code" href="classbdm_1_1emix.html#e8839dbbb0d1276a8dbe957a67cfe0dc" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>; 
     136<a name="l00120"></a><a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a">00120</a>         vec <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
     137<a name="l00121"></a>00121                 <span class="keywordtype">int</span> i; 
     138<a name="l00122"></a>00122                 vec mu = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 
     139<a name="l00123"></a>00123                 <span class="keywordflow">for</span> ( i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { 
     140<a name="l00124"></a>00124                         mu += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-&gt;mean(); 
     141<a name="l00125"></a>00125                 } 
     142<a name="l00126"></a>00126                 <span class="keywordflow">return</span> mu; 
     143<a name="l00127"></a>00127         } 
     144<a name="l00128"></a><a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86">00128</a>         vec <a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ 
     145<a name="l00129"></a>00129                 <span class="comment">//non-central moment</span> 
     146<a name="l00130"></a>00130                 vec mom2 = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 
     147<a name="l00131"></a>00131                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { 
     148<a name="l00132"></a>00132                         mom2 += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * ( <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-&gt;variance() + pow ( <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(), 2 ) ); 
     149<a name="l00133"></a>00133                 } 
     150<a name="l00134"></a>00134                 <span class="comment">//central moment</span> 
     151<a name="l00135"></a>00135                 <span class="keywordflow">return</span> mom2 - pow ( <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(), 2 ); 
     152<a name="l00136"></a>00136         } 
     153<a name="l00137"></a><a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">00137</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">evallog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{ 
     154<a name="l00138"></a>00138                 <span class="keywordtype">int</span> i; 
     155<a name="l00139"></a>00139                 <span class="keywordtype">double</span> sum = 0.0; 
     156<a name="l00140"></a>00140                 <span class="keywordflow">for</span> ( i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { 
     157<a name="l00141"></a>00141                         sum += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * exp ( <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">evallog</a> ( val ) ); 
     158<a name="l00142"></a>00142                 } 
     159<a name="l00143"></a>00143                 <span class="keywordflow">if</span> ( sum == 0.0 ) { 
     160<a name="l00144"></a>00144                         sum = std::numeric_limits&lt;double&gt;::epsilon(); 
     161<a name="l00145"></a>00145                 } 
     162<a name="l00146"></a>00146                 <span class="keywordtype">double</span> tmp = log ( sum ); 
     163<a name="l00147"></a>00147                 it_assert_debug ( std::isfinite ( tmp ), <span class="stringliteral">"Infinite"</span> ); 
     164<a name="l00148"></a>00148                 <span class="keywordflow">return</span> tmp; 
     165<a name="l00149"></a>00149         }; 
     166<a name="l00150"></a><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b">00150</a>         vec <a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( <span class="keyword">const</span> mat &amp;Val )<span class="keyword"> const </span>{ 
     167<a name="l00151"></a>00151                 vec x = zeros ( Val.cols() ); 
     168<a name="l00152"></a>00152                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { 
     169<a name="l00153"></a>00153                         x += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * exp ( <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ); 
     170<a name="l00154"></a>00154                 } 
     171<a name="l00155"></a>00155                 <span class="keywordflow">return</span> log ( x ); 
     172<a name="l00156"></a>00156         }; 
     173<a name="l00158"></a><a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2">00158</a>         mat <a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2" title="Auxiliary function that returns pdflog for each component.">evallog_M</a> ( <span class="keyword">const</span> mat &amp;Val )<span class="keyword"> const </span>{ 
     174<a name="l00159"></a>00159                 mat X ( <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(), Val.cols() ); 
     175<a name="l00160"></a>00160                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { 
     176<a name="l00161"></a>00161                         X.set_row ( i, <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-&gt;<a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ) ); 
     177<a name="l00162"></a>00162                 } 
     178<a name="l00163"></a>00163                 <span class="keywordflow">return</span> X; 
     179<a name="l00164"></a>00164         }; 
     180<a name="l00165"></a>00165  
     181<a name="l00166"></a>00166         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> <a class="code" href="classbdm_1_1emix.html#4edf5ceb3179a03f01b870c67eb53bb6" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; 
     182<a name="l00168"></a>00168         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#4edf5ceb3179a03f01b870c67eb53bb6" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>, <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a> &amp;target ) <span class="keyword">const</span>; 
     183<a name="l00169"></a>00169         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> <a class="code" href="classbdm_1_1emix.html#4176e4dc11980db4200b9fab54402a09" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; 
     184<a name="l00170"></a>00170  
     185<a name="l00171"></a>00171 <span class="comment">//Access methods</span> 
     186<a name="l00173"></a><a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be">00173</a> <span class="comment"></span>        vec&amp; <a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() { 
     187<a name="l00174"></a>00174                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>; 
     188<a name="l00175"></a>00175         } 
     189<a name="l00176"></a>00176  
     190<a name="l00178"></a><a class="code" href="classbdm_1_1emix.html#579437ba18bf9975b3084e10bfe1b727">00178</a>         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> <a class="code" href="classbdm_1_1emix.html#579437ba18bf9975b3084e10bfe1b727" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) { 
     191<a name="l00179"></a>00179                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i ); 
     192<a name="l00180"></a>00180         } 
    184193<a name="l00181"></a>00181  
    185 <a name="l00183"></a>00183         vec <a class="code" href="classbdm_1_1egiwmix.html#74e7c77bd89a454a7fd984945c58df1c" title="return expected value">mean</a>() <span class="keyword">const</span>; 
    186 <a name="l00184"></a>00184  
    187 <a name="l00186"></a>00186         vec <a class="code" href="classbdm_1_1egiwmix.html#8bd92fb4c94a46220e84d9a39ddd2e28" title="return a sample from the density">sample</a>() <span class="keyword">const</span>; 
    188 <a name="l00187"></a>00187  
    189 <a name="l00189"></a>00189         vec <a class="code" href="classbdm_1_1egiwmix.html#96e1cfb7157b87f04e2957ca4d883425" title="return the expected variance">variance</a>() <span class="keyword">const</span>; 
     194<a name="l00182"></a><a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e">00182</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">set_rv</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) { 
     195<a name="l00183"></a>00183                 <a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">epdf::set_rv</a> ( rv ); 
     196<a name="l00184"></a>00184                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a>.length(); i++ ) { 
     197<a name="l00185"></a>00185                         <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-&gt;set_rv ( rv ); 
     198<a name="l00186"></a>00186                 } 
     199<a name="l00187"></a>00187         } 
     200<a name="l00188"></a>00188 }; 
     201<a name="l00189"></a>00189 SHAREDPTR( emix ); 
    190202<a name="l00190"></a>00190  
    191 <a name="l00191"></a>00191         <span class="comment">// TODO!!! Defined to follow ANSI and/or for future development</span> 
    192 <a name="l00192"></a>00192         <span class="keywordtype">void</span> mean_mat ( mat &amp;M, mat&amp;R )<span class="keyword"> const </span>{}; 
    193 <a name="l00193"></a><a class="code" href="classbdm_1_1egiwmix.html#5713da45d66410382d6eca4e1b05a132">00193</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiwmix.html#5713da45d66410382d6eca4e1b05a132" title="In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise...">evallog_nn</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{<span class="keywordflow">return</span> 0;}; 
    194 <a name="l00194"></a><a class="code" href="classbdm_1_1egiwmix.html#7c9bc72ecea861dd2416f852905bf023">00194</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiwmix.html#7c9bc72ecea861dd2416f852905bf023" title="logarithm of the normalizing constant, ">lognc</a> ()<span class="keyword"> const </span>{<span class="keywordflow">return</span> 0;}; 
    195 <a name="l00195"></a>00195         <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>* <a class="code" href="classbdm_1_1egiwmix.html#93d5e0abb98256a2cf7b557098f3f8ec" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; 
    196 <a name="l00196"></a>00196  
    197 <a name="l00197"></a>00197 <span class="comment">//Access methods</span> 
    198 <a name="l00199"></a><a class="code" href="classbdm_1_1egiwmix.html#884d203ca3994b9fba4c8bd440f355ea">00199</a> <span class="comment"></span>        vec&amp; <a class="code" href="classbdm_1_1egiwmix.html#884d203ca3994b9fba4c8bd440f355ea" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>;} 
    199 <a name="l00200"></a>00200         <span class="keyword">virtual</span> ~<a class="code" href="classbdm_1_1egiwmix.html" title="Mixture of egiws.">egiwmix</a>() {<span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a> ) {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a> ( i );}}} 
    200 <a name="l00202"></a><a class="code" href="classbdm_1_1egiwmix.html#adc550fe74df25524c20867e89b5b096">00202</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#adc550fe74df25524c20867e89b5b096" title="Auxiliary function for taking ownership of the Coms().">ownComs</a>() {<a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a>=<span class="keyword">true</span>;} 
    201 <a name="l00203"></a>00203  
    202 <a name="l00205"></a><a class="code" href="classbdm_1_1egiwmix.html#d20a56a7b129c1ea9f71725e15f8ad8c">00205</a>         <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>* <a class="code" href="classbdm_1_1egiwmix.html#d20a56a7b129c1ea9f71725e15f8ad8c" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a> ( i );} 
     203<a name="l00195"></a><a class="code" href="classbdm_1_1egiwmix.html">00195</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1egiwmix.html" title="Mixture of egiws.">egiwmix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> { 
     204<a name="l00196"></a>00196 <span class="keyword">protected</span>: 
     205<a name="l00198"></a><a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4">00198</a>         vec <a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>; 
     206<a name="l00200"></a><a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280">00200</a>         Array&lt;egiw*&gt; <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>; 
     207<a name="l00202"></a><a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec">00202</a>         <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a>; 
     208<a name="l00203"></a>00203 <span class="keyword">public</span>: 
     209<a name="l00205"></a><a class="code" href="classbdm_1_1egiwmix.html#41f4cf7baf554e0a70bf495457179dbb">00205</a>         <a class="code" href="classbdm_1_1egiwmix.html#41f4cf7baf554e0a70bf495457179dbb" title="Default constructor.">egiwmix</a> ( ) : <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> ( ) {}; 
    203210<a name="l00206"></a>00206  
    204 <a name="l00207"></a><a class="code" href="classbdm_1_1egiwmix.html#dc999c5c1402c450200f22128db688b2">00207</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#dc999c5c1402c450200f22128db688b2" title="Name its rv.">set_rv</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>){ 
    205 <a name="l00208"></a>00208                 <a class="code" href="classbdm_1_1egiwmix.html#dc999c5c1402c450200f22128db688b2" title="Name its rv.">egiw::set_rv</a>(rv); 
    206 <a name="l00209"></a>00209                 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>.length();i++){<a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>(i)-&gt;set_rv(rv);} 
    207 <a name="l00210"></a>00210         } 
    208 <a name="l00211"></a>00211  
    209 <a name="l00213"></a>00213         <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>* <a class="code" href="classbdm_1_1egiwmix.html#10894d50e82130cc5b93d3cbc30b2e4d" title="Approximation of a GiW mix by a single GiW pdf.">approx</a>(); 
    210 <a name="l00214"></a>00214 }; 
    211 <a name="l00215"></a>00215  
    212 <a name="l00224"></a><a class="code" href="classbdm_1_1mprod.html">00224</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mprod.html" title="Chain rule decomposition of epdf.">mprod</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_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 
    213 <a name="l00225"></a>00225 <span class="keyword">protected</span>: 
    214 <a name="l00227"></a><a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51">00227</a>         Array&lt;epdf*&gt; <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a>; 
    215 <a name="l00229"></a><a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f">00229</a>         Array&lt;datalink_m2m*&gt; <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>; 
    216 <a name="l00231"></a><a class="code" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677">00231</a>         <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <a class="code" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677" title="dummy ep">dummy</a>; 
    217 <a name="l00232"></a>00232 <span class="keyword">public</span>: 
    218 <a name="l00235"></a><a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b">00235</a>         <a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b" title="Constructor from list of mFacs,.">mprod</a> (){}; 
    219 <a name="l00236"></a>00236         <a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b" title="Constructor from list of mFacs,.">mprod</a> (Array&lt;mpdf*&gt; mFacs ){set_elements( mFacs );}; 
    220 <a name="l00237"></a>00237         <span class="keywordtype">void</span> set_elements(Array&lt;mpdf*&gt; mFacs , <span class="keywordtype">bool</span> own=<span class="keyword">false</span>) { 
    221 <a name="l00238"></a>00238                  
    222 <a name="l00239"></a>00239                 compositepdf::set_elements(mFacs,own); 
    223 <a name="l00240"></a>00240                 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>.set_size(mFacs.length()); 
    224 <a name="l00241"></a>00241                 <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a>.set_size(mFacs.length()); 
    225 <a name="l00242"></a>00242                                  
    226 <a name="l00243"></a>00243                 <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>=&amp;<a class="code" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677" title="dummy ep">dummy</a>; 
    227 <a name="l00244"></a>00244                 RV rv=<a class="code" href="classbdm_1_1compositepdf.html#c73d39acc4378eee6a63155c3517d3c9" title="find common rv, flag">getrv</a> ( <span class="keyword">true</span> ); 
    228 <a name="l00245"></a>00245                 set_rv ( rv ); 
    229 <a name="l00246"></a>00246                 <a class="code" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677" title="dummy ep">dummy</a>.set_parameters ( rv._dsize() ); 
    230 <a name="l00247"></a>00247                 <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_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;_rv(),<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ); 
    231 <a name="l00248"></a>00248                 <span class="comment">// rv and rvc established = &gt; we can link them with mpdfs</span> 
    232 <a name="l00249"></a>00249                 <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++ ) { 
    233 <a name="l00250"></a>00250                         <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i ) = <span class="keyword">new</span> datalink_m2m; 
    234 <a name="l00251"></a>00251                         <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>(i)-&gt;set_connection( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_rv(), <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_rvc(), _rv(), _rvc() ); 
    235 <a name="l00252"></a>00252                 } 
     211<a name="l00209"></a>00209         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#c4627222e22df6e14f8f1496e13c4975">set_parameters</a> ( <span class="keyword">const</span> vec &amp;<a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>, <span class="keyword">const</span> Array&lt;egiw*&gt; &amp;<a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>, <span class="keywordtype">bool</span> copy = <span class="keyword">false</span> ); 
     212<a name="l00210"></a>00210  
     213<a name="l00212"></a>00212         vec <a class="code" href="classbdm_1_1egiwmix.html#74e7c77bd89a454a7fd984945c58df1c" title="return expected value">mean</a>() <span class="keyword">const</span>; 
     214<a name="l00213"></a>00213  
     215<a name="l00215"></a>00215         vec <a class="code" href="classbdm_1_1egiwmix.html#8bd92fb4c94a46220e84d9a39ddd2e28" title="return a sample from the density">sample</a>() <span class="keyword">const</span>; 
     216<a name="l00216"></a>00216  
     217<a name="l00218"></a>00218         vec <a class="code" href="classbdm_1_1egiwmix.html#96e1cfb7157b87f04e2957ca4d883425" title="return the expected variance">variance</a>() <span class="keyword">const</span>; 
     218<a name="l00219"></a>00219  
     219<a name="l00220"></a>00220         <span class="comment">// TODO!!! Defined to follow ANSI and/or for future development</span> 
     220<a name="l00221"></a><a class="code" href="classbdm_1_1egiwmix.html#99962cd566fc4e6d59099dae6b7ecb8c">00221</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#99962cd566fc4e6d59099dae6b7ecb8c" title="expected values of the linear coefficient and the covariance matrix are written to...">mean_mat</a> ( mat &amp;M, mat&amp;R )<span class="keyword"> const </span>{}; 
     221<a name="l00222"></a><a class="code" href="classbdm_1_1egiwmix.html#5713da45d66410382d6eca4e1b05a132">00222</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiwmix.html#5713da45d66410382d6eca4e1b05a132" title="In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise...">evallog_nn</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{ 
     222<a name="l00223"></a>00223                 <span class="keywordflow">return</span> 0; 
     223<a name="l00224"></a>00224         }; 
     224<a name="l00225"></a><a class="code" href="classbdm_1_1egiwmix.html#7c9bc72ecea861dd2416f852905bf023">00225</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiwmix.html#7c9bc72ecea861dd2416f852905bf023" title="logarithm of the normalizing constant, ">lognc</a> ()<span class="keyword"> const </span>{ 
     225<a name="l00226"></a>00226                 <span class="keywordflow">return</span> 0; 
     226<a name="l00227"></a>00227         } 
     227<a name="l00228"></a>00228  
     228<a name="l00229"></a>00229         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> <a class="code" href="classbdm_1_1egiwmix.html#ab30611d0ca7cc718956548a42a1f67d" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; 
     229<a name="l00230"></a>00230         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#ab30611d0ca7cc718956548a42a1f67d" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>, <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a> &amp;target ) <span class="keyword">const</span>; 
     230<a name="l00231"></a>00231  
     231<a name="l00232"></a>00232 <span class="comment">//Access methods</span> 
     232<a name="l00234"></a><a class="code" href="classbdm_1_1egiwmix.html#884d203ca3994b9fba4c8bd440f355ea">00234</a> <span class="comment"></span>        vec&amp; <a class="code" href="classbdm_1_1egiwmix.html#884d203ca3994b9fba4c8bd440f355ea" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() { 
     233<a name="l00235"></a>00235                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>; 
     234<a name="l00236"></a>00236         } 
     235<a name="l00237"></a>00237         <span class="keyword">virtual</span> ~<a class="code" href="classbdm_1_1egiwmix.html" title="Mixture of egiws.">egiwmix</a>() { 
     236<a name="l00238"></a>00238                 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a> ) { 
     237<a name="l00239"></a>00239                         <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>.length(); i++ ) { 
     238<a name="l00240"></a>00240                                 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a> ( i ); 
     239<a name="l00241"></a>00241                         } 
     240<a name="l00242"></a>00242                 } 
     241<a name="l00243"></a>00243         } 
     242<a name="l00245"></a><a class="code" href="classbdm_1_1egiwmix.html#adc550fe74df25524c20867e89b5b096">00245</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#adc550fe74df25524c20867e89b5b096" title="Auxiliary function for taking ownership of the Coms().">ownComs</a>() { 
     243<a name="l00246"></a>00246                 <a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a> = <span class="keyword">true</span>; 
     244<a name="l00247"></a>00247         } 
     245<a name="l00248"></a>00248  
     246<a name="l00250"></a><a class="code" href="classbdm_1_1egiwmix.html#d20a56a7b129c1ea9f71725e15f8ad8c">00250</a>         <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>* <a class="code" href="classbdm_1_1egiwmix.html#d20a56a7b129c1ea9f71725e15f8ad8c" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) { 
     247<a name="l00251"></a>00251                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a> ( i ); 
     248<a name="l00252"></a>00252         } 
    236249<a name="l00253"></a>00253  
    237 <a name="l00254"></a>00254                 <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++ ) { 
    238 <a name="l00255"></a>00255                         <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a> ( i ) =&amp; ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;_epdf() ); 
    239 <a name="l00256"></a>00256                 } 
    240 <a name="l00257"></a>00257         }; 
    241 <a name="l00258"></a>00258  
    242 <a name="l00259"></a><a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2">00259</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &amp;val, <span class="keyword">const</span> vec &amp;cond ) { 
    243 <a name="l00260"></a>00260                 <span class="keywordtype">int</span> i; 
    244 <a name="l00261"></a>00261                 <span class="keywordtype">double</span> res = 0.0; 
    245 <a name="l00262"></a>00262                 <span class="keywordflow">for</span> ( i = <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length() - 1;i &gt;= 0;i-- ) { 
    246 <a name="l00263"></a>00263                         <span class="comment">/*                      if ( mpdfs(i)-&gt;_rvc().count() &gt;0) {</span> 
    247 <a name="l00264"></a>00264 <span class="comment">                                                        mpdfs ( i )-&gt;condition ( dls ( i )-&gt;get_cond ( val,cond ) );</span> 
    248 <a name="l00265"></a>00265 <span class="comment">                                                }</span> 
    249 <a name="l00266"></a>00266 <span class="comment">                                                // add logarithms</span> 
    250 <a name="l00267"></a>00267 <span class="comment">                                                res += epdfs ( i )-&gt;evallog ( dls ( i )-&gt;pushdown ( val ) );*/</span> 
    251 <a name="l00268"></a>00268                         res += <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;evallogcond ( 
    252 <a name="l00269"></a>00269                                    <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;pushdown ( val ), 
    253 <a name="l00270"></a>00270                                    <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;get_cond ( val, cond ) 
    254 <a name="l00271"></a>00271                                ); 
    255 <a name="l00272"></a>00272                 } 
    256 <a name="l00273"></a>00273                 <span class="keywordflow">return</span> res; 
    257 <a name="l00274"></a>00274         } 
    258 <a name="l00275"></a><a class="code" href="classbdm_1_1mprod.html#e27b359d2572abfa4cc7d8f947848dab">00275</a>         vec <a class="code" href="classbdm_1_1mprod.html#e27b359d2572abfa4cc7d8f947848dab" title="Matrix version of evallogcond.">evallogcond_m</a>(<span class="keyword">const</span> mat &amp;Dt, <span class="keyword">const</span> vec &amp;cond) { 
    259 <a name="l00276"></a>00276                 vec tmp(Dt.cols()); 
    260 <a name="l00277"></a>00277                 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i&lt;Dt.cols(); i++){ 
    261 <a name="l00278"></a>00278                         tmp(i) = <a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a>(Dt.get_col(i),cond); 
    262 <a name="l00279"></a>00279                 } 
    263 <a name="l00280"></a>00280                 <span class="keywordflow">return</span> tmp; 
    264 <a name="l00281"></a>00281         }; 
    265 <a name="l00282"></a><a class="code" href="classbdm_1_1mprod.html#e8cdde6056fe20551be1fa460841f5e2">00282</a>         vec <a class="code" href="classbdm_1_1mprod.html#e8cdde6056fe20551be1fa460841f5e2" title="Array&amp;lt;vec&amp;gt; version of evallogcond.">evallogcond_m</a>(<span class="keyword">const</span> Array&lt;vec&gt; &amp;Dt, <span class="keyword">const</span> vec &amp;cond) { 
    266 <a name="l00283"></a>00283                 vec tmp(Dt.length()); 
    267 <a name="l00284"></a>00284                 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i&lt;Dt.length(); i++){ 
    268 <a name="l00285"></a>00285                         tmp(i) = <a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a>(Dt(i),cond); 
    269 <a name="l00286"></a>00286                 } 
    270 <a name="l00287"></a>00287                 <span class="keywordflow">return</span> tmp;              
    271 <a name="l00288"></a>00288         }; 
    272 <a name="l00289"></a>00289  
    273 <a name="l00290"></a>00290  
    274 <a name="l00291"></a>00291         <span class="comment">//TODO smarter...</span> 
    275 <a name="l00292"></a><a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">00292</a>         vec <a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond ) { 
    276 <a name="l00294"></a>00294                 vec smp= std::numeric_limits&lt;double&gt;::infinity() * ones ( <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>() ); 
    277 <a name="l00295"></a>00295                 vec smpi; 
    278 <a name="l00296"></a>00296                 <span class="comment">// Hard assumption here!!! We are going backwards, to assure that samples that are needed from smp are already generated!</span> 
    279 <a name="l00297"></a>00297                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length() - 1 );i &gt;= 0;i-- ) { 
    280 <a name="l00298"></a>00298                         <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;dimensionc() ) { 
    281 <a name="l00299"></a>00299                                 <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )-&gt;condition ( <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;get_cond ( smp ,cond ) ); <span class="comment">// smp is val here!!</span> 
    282 <a name="l00300"></a>00300                         } 
    283 <a name="l00301"></a>00301                         smpi = <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a> ( i )-&gt;sample(); 
    284 <a name="l00302"></a>00302                         <span class="comment">// copy contribution of this pdf into smp</span> 
    285 <a name="l00303"></a>00303                         <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;pushup ( smp, smpi ); 
    286 <a name="l00304"></a>00304                         <span class="comment">// add ith likelihood contribution</span> 
    287 <a name="l00305"></a>00305                 } 
    288 <a name="l00306"></a>00306                 <span class="keywordflow">return</span> smp; 
    289 <a name="l00307"></a>00307         } 
    290 <a name="l00308"></a>00308         mat <a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond,  <span class="keywordtype">int</span> N ) { 
    291 <a name="l00309"></a>00309                 mat Smp ( dimension(),N ); 
    292 <a name="l00310"></a>00310                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;N;i++ ) {Smp.set_col ( i,<a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( cond ) );} 
    293 <a name="l00311"></a>00311                 <span class="keywordflow">return</span> Smp; 
    294 <a name="l00312"></a>00312         } 
    295 <a name="l00313"></a>00313  
    296 <a name="l00314"></a>00314         ~<a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b" title="Constructor from list of mFacs,.">mprod</a>() {}; 
    297 <a name="l00322"></a><a class="code" href="classbdm_1_1mprod.html#bfa7478f8df1de6d8cd4c349db512831">00322</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mprod.html#bfa7478f8df1de6d8cd4c349db512831">from_setting</a>(<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>){ 
    298 <a name="l00323"></a>00323                 Array&lt;mpdf*&gt; Atmp; <span class="comment">//temporary Array</span> 
    299 <a name="l00324"></a>00324                 <a class="code" href="classbdm_1_1UI.html#652bfd23f5052e4f1cb317057d74a3e2" title="The existing instance of type T is initialized with values stored in the Setting...">UI::get</a>(Atmp,<span class="keyword">set</span>, <span class="stringliteral">"mpdfs"</span>); 
    300 <a name="l00325"></a>00325                 set_elements(Atmp,<span class="keyword">true</span>); 
    301 <a name="l00326"></a>00326         } 
    302 <a name="l00327"></a>00327          
    303 <a name="l00328"></a>00328 }; 
    304 <a name="l00329"></a>00329 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(mprod); 
    305 <a name="l00330"></a>00330  
    306 <a name="l00332"></a><a class="code" href="classbdm_1_1eprod.html">00332</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</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> { 
    307 <a name="l00333"></a>00333 <span class="keyword">protected</span>: 
    308 <a name="l00335"></a><a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391">00335</a>         Array&lt;const epdf*&gt; <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>; 
    309 <a name="l00337"></a><a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43">00337</a>         Array&lt;datalink*&gt; <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>; 
    310 <a name="l00338"></a>00338 <span class="keyword">public</span>: 
    311 <a name="l00339"></a>00339         <a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a> () : <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( 0 ),<a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( 0 ) {}; 
    312 <a name="l00340"></a>00340         <span class="keywordtype">void</span> set_parameters ( <span class="keyword">const</span> Array&lt;const epdf*&gt; &amp;epdfs0, <span class="keywordtype">bool</span> named=<span class="keyword">true</span> ) { 
    313 <a name="l00341"></a>00341                 <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>=epdfs0;<span class="comment">//.set_length ( epdfs0.length() );</span> 
    314 <a name="l00342"></a>00342                 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>.set_length ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length() ); 
    315 <a name="l00343"></a>00343  
    316 <a name="l00344"></a>00344                 <span class="keywordtype">bool</span> independent=<span class="keyword">true</span>; 
    317 <a name="l00345"></a>00345                 <span class="keywordflow">if</span> ( named ) { 
    318 <a name="l00346"></a>00346                         <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
    319 <a name="l00347"></a>00347                                 independent=rv.add ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() ); 
    320 <a name="l00348"></a>00348                                 it_assert_debug ( independent==<span class="keyword">true</span>, <span class="stringliteral">"eprod:: given components are not independent."</span> ); 
    321 <a name="l00349"></a>00349                         } 
    322 <a name="l00350"></a>00350                         <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>=rv._dsize(); 
    323 <a name="l00351"></a>00351                 } 
    324 <a name="l00352"></a>00352                 <span class="keywordflow">else</span> { 
    325 <a name="l00353"></a>00353                         <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> =0; <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
    326 <a name="l00354"></a>00354                                 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>+=<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;dimension(); 
    327 <a name="l00355"></a>00355                         } 
    328 <a name="l00356"></a>00356                 } 
    329 <a name="l00357"></a>00357                 <span class="comment">//</span> 
    330 <a name="l00358"></a>00358                 <span class="keywordtype">int</span> cumdim=0; 
    331 <a name="l00359"></a>00359                 <span class="keywordtype">int</span> dimi=0; 
    332 <a name="l00360"></a>00360                 <span class="keywordtype">int</span> i; 
    333 <a name="l00361"></a>00361                 <span class="keywordflow">for</span> ( i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
    334 <a name="l00362"></a>00362                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i ) = <span class="keyword">new</span> datalink; 
    335 <a name="l00363"></a>00363                         <span class="keywordflow">if</span> ( named ) {<a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;set_connection ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() , rv );} 
    336 <a name="l00364"></a>00364                         <span class="keywordflow">else</span> { 
    337 <a name="l00365"></a>00365                                 dimi = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;dimension(); 
    338 <a name="l00366"></a>00366                                 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;set_connection ( dimi, <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, linspace ( cumdim,cumdim+dimi-1 ) ); 
    339 <a name="l00367"></a>00367                                 cumdim+=dimi; 
    340 <a name="l00368"></a>00368                         } 
    341 <a name="l00369"></a>00369                 } 
    342 <a name="l00370"></a>00370         } 
    343 <a name="l00371"></a>00371  
    344 <a name="l00372"></a><a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24">00372</a>         vec <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
    345 <a name="l00373"></a>00373                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 
    346 <a name="l00374"></a>00374                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
    347 <a name="l00375"></a>00375                         vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;mean(); 
    348 <a name="l00376"></a>00376                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushup ( tmp, pom ); 
    349 <a name="l00377"></a>00377                 } 
    350 <a name="l00378"></a>00378                 <span class="keywordflow">return</span> tmp; 
    351 <a name="l00379"></a>00379         } 
    352 <a name="l00380"></a><a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615">00380</a>         vec <a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ 
    353 <a name="l00381"></a>00381                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); <span class="comment">//second moment</span> 
    354 <a name="l00382"></a>00382                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
    355 <a name="l00383"></a>00383                         vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;mean(); 
    356 <a name="l00384"></a>00384                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushup ( tmp, pow ( pom,2 ) ); 
    357 <a name="l00385"></a>00385                 } 
    358 <a name="l00386"></a>00386                 <span class="keywordflow">return</span> tmp-pow ( <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>(),2 ); 
    359 <a name="l00387"></a>00387         } 
    360 <a name="l00388"></a><a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741">00388</a>         vec <a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{ 
    361 <a name="l00389"></a>00389                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 
    362 <a name="l00390"></a>00390                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
    363 <a name="l00391"></a>00391                         vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;sample(); 
    364 <a name="l00392"></a>00392                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushup ( tmp, pom ); 
    365 <a name="l00393"></a>00393                 } 
    366 <a name="l00394"></a>00394                 <span class="keywordflow">return</span> tmp; 
    367 <a name="l00395"></a>00395         } 
    368 <a name="l00396"></a><a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2">00396</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2" title="Compute log-probability of argument val.">evallog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{ 
    369 <a name="l00397"></a>00397                 <span class="keywordtype">double</span> tmp=0; 
    370 <a name="l00398"></a>00398                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { 
    371 <a name="l00399"></a>00399                         tmp+=<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;evallog ( <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushdown ( val ) ); 
    372 <a name="l00400"></a>00400                 } 
    373 <a name="l00401"></a>00401                 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite"</span> ); 
    374 <a name="l00402"></a>00402                 <span class="keywordflow">return</span> tmp; 
    375 <a name="l00403"></a>00403         } 
    376 <a name="l00405"></a><a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953">00405</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>* <a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953" title="access function">operator () </a>( <span class="keywordtype">int</span> i )<span class="keyword"> const </span>{it_assert_debug ( i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(),<span class="stringliteral">"wrong index"</span> );<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i );} 
    377 <a name="l00406"></a>00406  
    378 <a name="l00408"></a><a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf">00408</a>         <a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf" title="Destructor.">~eprod</a>() {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i );}} 
    379 <a name="l00409"></a>00409 }; 
     250<a name="l00254"></a><a class="code" href="classbdm_1_1egiwmix.html#dc999c5c1402c450200f22128db688b2">00254</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#dc999c5c1402c450200f22128db688b2" title="Name its rv.">set_rv</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) { 
     251<a name="l00255"></a>00255                 <a class="code" href="classbdm_1_1egiwmix.html#dc999c5c1402c450200f22128db688b2" title="Name its rv.">egiw::set_rv</a> ( rv ); 
     252<a name="l00256"></a>00256                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>.length(); i++ ) { 
     253<a name="l00257"></a>00257                         <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a> ( i )-&gt;set_rv ( rv ); 
     254<a name="l00258"></a>00258                 } 
     255<a name="l00259"></a>00259         } 
     256<a name="l00260"></a>00260  
     257<a name="l00262"></a>00262         <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>* <a class="code" href="classbdm_1_1egiwmix.html#10894d50e82130cc5b93d3cbc30b2e4d" title="Approximation of a GiW mix by a single GiW pdf.">approx</a>(); 
     258<a name="l00263"></a>00263 }; 
     259<a name="l00264"></a>00264  
     260<a name="l00273"></a><a class="code" href="classbdm_1_1mprod.html">00273</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mprod.html" title="Chain rule decomposition of epdf.">mprod</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where  is random variable, rv, and...">mpdf</a> { 
     261<a name="l00274"></a>00274 <span class="keyword">private</span>: 
     262<a name="l00275"></a>00275         Array&lt;shared_ptr&lt;mpdf&gt; &gt; mpdfs; 
     263<a name="l00276"></a>00276  
     264<a name="l00277"></a>00277 <span class="keyword">protected</span>: 
     265<a name="l00279"></a><a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f">00279</a>         Array&lt;datalink_m2m*&gt; <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>; 
     266<a name="l00280"></a>00280  
     267<a name="l00282"></a><a class="code" href="classbdm_1_1mprod.html#9dab8448f970e2e09f76d14af990990d">00282</a>         <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <a class="code" href="classbdm_1_1mprod.html#9dab8448f970e2e09f76d14af990990d" title="dummy epdf used only as storage for RV and dim">iepdf</a>; 
     268<a name="l00283"></a>00283  
     269<a name="l00284"></a>00284 <span class="keyword">public</span>: 
     270<a name="l00286"></a><a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b">00286</a>         <a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b" title="Default constructor.">mprod</a>() { } 
     271<a name="l00287"></a>00287  
     272<a name="l00290"></a><a class="code" href="classbdm_1_1mprod.html#e0d61b25fa0955b2c5fab8c710c42200">00290</a>         <a class="code" href="classbdm_1_1mprod.html#e0d61b25fa0955b2c5fab8c710c42200" title="Constructor from list of mFacs.">mprod</a> ( <span class="keyword">const</span> Array&lt;<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> &gt; &amp;mFacs ) { 
     273<a name="l00291"></a>00291                 <a class="code" href="classbdm_1_1mprod.html#acb4cd6d390ef73a4432d0c4993baffa" title="Set internal mpdfs from given values.">set_elements</a> ( mFacs ); 
     274<a name="l00292"></a>00292         } 
     275<a name="l00294"></a>00294         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mprod.html#acb4cd6d390ef73a4432d0c4993baffa" title="Set internal mpdfs from given values.">set_elements</a> (<span class="keyword">const</span> Array&lt;<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> &gt; &amp;mFacs ); 
     276<a name="l00295"></a>00295  
     277<a name="l00296"></a><a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2">00296</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &amp;val, <span class="keyword">const</span> vec &amp;cond ) { 
     278<a name="l00297"></a>00297                 <span class="keywordtype">int</span> i; 
     279<a name="l00298"></a>00298                 <span class="keywordtype">double</span> res = 0.0; 
     280<a name="l00299"></a>00299                 <span class="keywordflow">for</span> ( i = mpdfs.length() - 1; i &gt;= 0; i-- ) { 
     281<a name="l00300"></a>00300                         <span class="comment">/*                      if ( mpdfs(i)-&gt;_rvc().count() &gt;0) {</span> 
     282<a name="l00301"></a>00301 <span class="comment">                                                        mpdfs ( i )-&gt;condition ( dls ( i )-&gt;get_cond ( val,cond ) );</span> 
     283<a name="l00302"></a>00302 <span class="comment">                                                }</span> 
     284<a name="l00303"></a>00303 <span class="comment">                                                // add logarithms</span> 
     285<a name="l00304"></a>00304 <span class="comment">                                                res += epdfs ( i )-&gt;evallog ( dls ( i )-&gt;pushdown ( val ) );*/</span> 
     286<a name="l00305"></a>00305                         res += mpdfs ( i )-&gt;evallogcond ( 
     287<a name="l00306"></a>00306                                    <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;pushdown ( val ), 
     288<a name="l00307"></a>00307                                    <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;get_cond ( val, cond ) 
     289<a name="l00308"></a>00308                                ); 
     290<a name="l00309"></a>00309                 } 
     291<a name="l00310"></a>00310                 <span class="keywordflow">return</span> res; 
     292<a name="l00311"></a>00311         } 
     293<a name="l00312"></a><a class="code" href="classbdm_1_1mprod.html#e27b359d2572abfa4cc7d8f947848dab">00312</a>         vec <a class="code" href="classbdm_1_1mprod.html#e27b359d2572abfa4cc7d8f947848dab" title="Matrix version of evallogcond.">evallogcond_m</a> ( <span class="keyword">const</span> mat &amp;Dt, <span class="keyword">const</span> vec &amp;cond ) { 
     294<a name="l00313"></a>00313                 vec tmp ( Dt.cols() ); 
     295<a name="l00314"></a>00314                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; Dt.cols(); i++ ) { 
     296<a name="l00315"></a>00315                         tmp ( i ) = <a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( Dt.get_col ( i ), cond ); 
     297<a name="l00316"></a>00316                 } 
     298<a name="l00317"></a>00317                 <span class="keywordflow">return</span> tmp; 
     299<a name="l00318"></a>00318         }; 
     300<a name="l00319"></a><a class="code" href="classbdm_1_1mprod.html#e8cdde6056fe20551be1fa460841f5e2">00319</a>         vec <a class="code" href="classbdm_1_1mprod.html#e8cdde6056fe20551be1fa460841f5e2" title="Array&amp;lt;vec&amp;gt; version of evallogcond.">evallogcond_m</a> ( <span class="keyword">const</span> Array&lt;vec&gt; &amp;Dt, <span class="keyword">const</span> vec &amp;cond ) { 
     301<a name="l00320"></a>00320                 vec tmp ( Dt.length() ); 
     302<a name="l00321"></a>00321                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; Dt.length(); i++ ) { 
     303<a name="l00322"></a>00322                         tmp ( i ) = <a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( Dt ( i ), cond ); 
     304<a name="l00323"></a>00323                 } 
     305<a name="l00324"></a>00324                 <span class="keywordflow">return</span> tmp; 
     306<a name="l00325"></a>00325         }; 
     307<a name="l00326"></a>00326  
     308<a name="l00327"></a>00327  
     309<a name="l00328"></a>00328         <span class="comment">//TODO smarter...</span> 
     310<a name="l00329"></a><a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">00329</a>         vec <a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond ) { 
     311<a name="l00331"></a>00331                 vec smp = std::numeric_limits&lt;double&gt;::infinity() * ones ( dimension() ); 
     312<a name="l00332"></a>00332                 vec smpi; 
     313<a name="l00333"></a>00333                 <span class="comment">// Hard assumption here!!! We are going backwards, to assure that samples that are needed from smp are already generated!</span> 
     314<a name="l00334"></a>00334                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = ( mpdfs.length() - 1 ); i &gt;= 0; i-- ) { 
     315<a name="l00335"></a>00335                         <span class="comment">// generate contribution of this mpdf</span> 
     316<a name="l00336"></a>00336                         smpi = mpdfs(i)-&gt;samplecond(<a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;get_cond ( smp , cond ));                         
     317<a name="l00337"></a>00337                         <span class="comment">// copy contribution of this pdf into smp</span> 
     318<a name="l00338"></a>00338                         <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )-&gt;pushup ( smp, smpi ); 
     319<a name="l00339"></a>00339                 } 
     320<a name="l00340"></a>00340                 <span class="keywordflow">return</span> smp; 
     321<a name="l00341"></a>00341         } 
     322<a name="l00342"></a>00342         mat <a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &amp;cond,  <span class="keywordtype">int</span> N ) { 
     323<a name="l00343"></a>00343                 mat Smp ( dimension(), N ); 
     324<a name="l00344"></a>00344                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; N; i++ ) { 
     325<a name="l00345"></a>00345                         Smp.set_col ( i, <a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( cond ) ); 
     326<a name="l00346"></a>00346                 } 
     327<a name="l00347"></a>00347                 <span class="keywordflow">return</span> Smp; 
     328<a name="l00348"></a>00348         } 
     329<a name="l00349"></a>00349  
     330<a name="l00357"></a><a class="code" href="classbdm_1_1mprod.html#bfa7478f8df1de6d8cd4c349db512831">00357</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mprod.html#bfa7478f8df1de6d8cd4c349db512831">from_setting</a> ( <span class="keyword">const</span> Setting &amp;<span class="keyword">set</span> ) { 
     331<a name="l00358"></a>00358                 Array&lt;shared_ptr&lt;mpdf&gt; &gt; atmp; <span class="comment">//temporary Array</span> 
     332<a name="l00359"></a>00359                 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> ( atmp, <span class="keyword">set</span>, <span class="stringliteral">"mpdfs"</span>, UI::compulsory ); 
     333<a name="l00360"></a>00360                 <a class="code" href="classbdm_1_1mprod.html#acb4cd6d390ef73a4432d0c4993baffa" title="Set internal mpdfs from given values.">set_elements</a> ( atmp ); 
     334<a name="l00361"></a>00361         } 
     335<a name="l00362"></a>00362  
     336<a name="l00363"></a>00363 }; 
     337<a name="l00364"></a>00364 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> ( mprod ); 
     338<a name="l00365"></a>00365 SHAREDPTR ( mprod ); 
     339<a name="l00366"></a>00366  
     340<a name="l00368"></a><a class="code" href="classbdm_1_1eprod.html">00368</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</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> { 
     341<a name="l00369"></a>00369 <span class="keyword">protected</span>: 
     342<a name="l00371"></a><a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391">00371</a>         Array&lt;const epdf*&gt; <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>; 
     343<a name="l00373"></a><a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43">00373</a>         Array&lt;datalink*&gt; <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>; 
     344<a name="l00374"></a>00374 <span class="keyword">public</span>: 
     345<a name="l00376"></a><a class="code" href="classbdm_1_1eprod.html#9bd36af548d5c350ebe62599aacf91ba">00376</a>         <a class="code" href="classbdm_1_1eprod.html#9bd36af548d5c350ebe62599aacf91ba" title="Default constructor.">eprod</a> () : <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( 0 ), <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( 0 ) {}; 
     346<a name="l00378"></a><a class="code" href="classbdm_1_1eprod.html#7f0f526ddcd028c5edaecf250ef780f6">00378</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eprod.html#7f0f526ddcd028c5edaecf250ef780f6" title="Set internal.">set_parameters</a> ( <span class="keyword">const</span> Array&lt;const epdf*&gt; &amp;epdfs0, <span class="keywordtype">bool</span> named = <span class="keyword">true</span> ) { 
     347<a name="l00379"></a>00379                 <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> = epdfs0;<span class="comment">//.set_length ( epdfs0.length() );</span> 
     348<a name="l00380"></a>00380                 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>.set_length ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length() ); 
     349<a name="l00381"></a>00381  
     350<a name="l00382"></a>00382                 <span class="keywordtype">bool</span> independent = <span class="keyword">true</span>; 
     351<a name="l00383"></a>00383                 <span class="keywordflow">if</span> ( named ) { 
     352<a name="l00384"></a>00384                         <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { 
     353<a name="l00385"></a>00385                                 independent = <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> ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;<a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() ); 
     354<a name="l00386"></a>00386                                 it_assert_debug ( independent == <span class="keyword">true</span>, <span class="stringliteral">"eprod:: given components are not independent."</span> ); 
     355<a name="l00387"></a>00387                         } 
     356<a name="l00388"></a>00388                         <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>(); 
     357<a name="l00389"></a>00389                 } <span class="keywordflow">else</span> { 
     358<a name="l00390"></a>00390                         <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = 0; 
     359<a name="l00391"></a>00391                         <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { 
     360<a name="l00392"></a>00392                                 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> += <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;dimension(); 
     361<a name="l00393"></a>00393                         } 
     362<a name="l00394"></a>00394                 } 
     363<a name="l00395"></a>00395                 <span class="comment">//</span> 
     364<a name="l00396"></a>00396                 <span class="keywordtype">int</span> cumdim = 0; 
     365<a name="l00397"></a>00397                 <span class="keywordtype">int</span> dimi = 0; 
     366<a name="l00398"></a>00398                 <span class="keywordtype">int</span> i; 
     367<a name="l00399"></a>00399                 <span class="keywordflow">for</span> ( i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { 
     368<a name="l00400"></a>00400                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a>; 
     369<a name="l00401"></a>00401                         <span class="keywordflow">if</span> ( named ) { 
     370<a name="l00402"></a>00402                                 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;set_connection ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</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_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ); 
     371<a name="l00403"></a>00403                         } <span class="keywordflow">else</span> { 
     372<a name="l00404"></a>00404                                 dimi = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;dimension(); 
     373<a name="l00405"></a>00405                                 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;set_connection ( dimi, <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, linspace ( cumdim, cumdim + dimi - 1 ) ); 
     374<a name="l00406"></a>00406                                 cumdim += dimi; 
     375<a name="l00407"></a>00407                         } 
     376<a name="l00408"></a>00408                 } 
     377<a name="l00409"></a>00409         } 
    380378<a name="l00410"></a>00410  
    381 <a name="l00411"></a>00411  
    382 <a name="l00415"></a><a class="code" href="classbdm_1_1mmix.html">00415</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mmix.html" title="Mixture of mpdfs with constant weights, all mpdfs are of equal type.">mmix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 
    383 <a name="l00416"></a>00416 <span class="keyword">protected</span>: 
    384 <a name="l00418"></a><a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c">00418</a>         Array&lt;mpdf*&gt; <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a>; 
    385 <a name="l00420"></a><a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60">00420</a>         <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a> <a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a>; 
    386 <a name="l00421"></a>00421 <span class="keyword">public</span>: 
    387 <a name="l00423"></a><a class="code" href="classbdm_1_1mmix.html#a0cf51b7daeb6751103e94e6b96213fb">00423</a>         <a class="code" href="classbdm_1_1mmix.html#a0cf51b7daeb6751103e94e6b96213fb" title="Default constructor.">mmix</a> ( ) : <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( ), <a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a> () {<a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a> = &amp;<a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a>;}; 
    388 <a name="l00425"></a><a class="code" href="classbdm_1_1mmix.html#ad8d9df36cb0ca093a29af0eca12da32">00425</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mmix.html#ad8d9df36cb0ca093a29af0eca12da32" title="Set weights w and components R.">set_parameters</a> ( <span class="keyword">const</span> vec &amp;w, <span class="keyword">const</span> Array&lt;mpdf*&gt; &amp;<a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ) { 
    389 <a name="l00426"></a>00426                 Array&lt;epdf*&gt; Eps ( Coms.length() ); 
    390 <a name="l00427"></a>00427  
    391 <a name="l00428"></a>00428                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; Coms.length();i++ ) { 
    392 <a name="l00429"></a>00429                         Eps ( i ) = &amp; ( <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ( i )-&gt;_epdf() ); 
    393 <a name="l00430"></a>00430                 } 
    394 <a name="l00431"></a>00431                 <a class="code" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60" title="Internal epdf.">Epdf</a>.<a class="code" href="classbdm_1_1emix.html#3a107a6b808a081389ef17af951c234a">set_parameters</a> ( w, Eps ); 
    395 <a name="l00432"></a>00432         }; 
    396 <a name="l00433"></a>00433  
    397 <a name="l00434"></a><a class="code" href="classbdm_1_1mmix.html#0a5241ecc9911e816b00b92d5c7c8df0">00434</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mmix.html#0a5241ecc9911e816b00b92d5c7c8df0" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;cond ) { 
    398 <a name="l00435"></a>00435                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a>.length();i++ ) {<a class="code" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c" title="Component (epdfs).">Coms</a> ( i )-&gt;condition ( cond );} 
    399 <a name="l00436"></a>00436         }; 
    400 <a name="l00437"></a>00437 }; 
    401 <a name="l00438"></a>00438  
    402 <a name="l00439"></a>00439 } 
    403 <a name="l00440"></a>00440 <span class="preprocessor">#endif //MX_H</span> 
     379<a name="l00411"></a><a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24">00411</a>         vec <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
     380<a name="l00412"></a>00412                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 
     381<a name="l00413"></a>00413                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { 
     382<a name="l00414"></a>00414                         vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;mean(); 
     383<a name="l00415"></a>00415                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushup ( tmp, pom ); 
     384<a name="l00416"></a>00416                 } 
     385<a name="l00417"></a>00417                 <span class="keywordflow">return</span> tmp; 
     386<a name="l00418"></a>00418         } 
     387<a name="l00419"></a><a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615">00419</a>         vec <a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ 
     388<a name="l00420"></a>00420                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); <span class="comment">//second moment</span> 
     389<a name="l00421"></a>00421                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { 
     390<a name="l00422"></a>00422                         vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;mean(); 
     391<a name="l00423"></a>00423                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushup ( tmp, pow ( pom, 2 ) ); 
     392<a name="l00424"></a>00424                 } 
     393<a name="l00425"></a>00425                 <span class="keywordflow">return</span> tmp - pow ( <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>(), 2 ); 
     394<a name="l00426"></a>00426         } 
     395<a name="l00427"></a><a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741">00427</a>         vec <a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{ 
     396<a name="l00428"></a>00428                 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 
     397<a name="l00429"></a>00429                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { 
     398<a name="l00430"></a>00430                         vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;sample(); 
     399<a name="l00431"></a>00431                         <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushup ( tmp, pom ); 
     400<a name="l00432"></a>00432                 } 
     401<a name="l00433"></a>00433                 <span class="keywordflow">return</span> tmp; 
     402<a name="l00434"></a>00434         } 
     403<a name="l00435"></a><a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2">00435</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2">evallog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{ 
     404<a name="l00436"></a>00436                 <span class="keywordtype">double</span> tmp = 0; 
     405<a name="l00437"></a>00437                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { 
     406<a name="l00438"></a>00438                         tmp += <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-&gt;evallog ( <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )-&gt;pushdown ( val ) ); 
     407<a name="l00439"></a>00439                 } 
     408<a name="l00440"></a>00440                 it_assert_debug ( std::isfinite ( tmp ), <span class="stringliteral">"Infinite"</span> ); 
     409<a name="l00441"></a>00441                 <span class="keywordflow">return</span> tmp; 
     410<a name="l00442"></a>00442         } 
     411<a name="l00444"></a><a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953">00444</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>* <a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953" title="access function">operator () </a>( <span class="keywordtype">int</span> i )<span class="keyword"> const </span>{ 
     412<a name="l00445"></a>00445                 it_assert_debug ( i &lt; <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(), <span class="stringliteral">"wrong index"</span> ); 
     413<a name="l00446"></a>00446                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i ); 
     414<a name="l00447"></a>00447         } 
     415<a name="l00448"></a>00448  
     416<a name="l00450"></a><a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf">00450</a>         <a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf" title="Destructor.">~eprod</a>() { 
     417<a name="l00451"></a>00451                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i &lt; <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { 
     418<a name="l00452"></a>00452                         <span class="keyword">delete</span> <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i ); 
     419<a name="l00453"></a>00453                 } 
     420<a name="l00454"></a>00454         } 
     421<a name="l00455"></a>00455 }; 
     422<a name="l00456"></a>00456  
     423<a name="l00457"></a>00457  
     424<a name="l00461"></a><a class="code" href="classbdm_1_1mmix.html">00461</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mmix.html" title="Mixture of mpdfs with constant weights, all mpdfs are of equal RV and RVC.">mmix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where  is random variable, rv, and...">mpdf</a> { 
     425<a name="l00462"></a>00462 <span class="keyword">protected</span>: 
     426<a name="l00464"></a><a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809">00464</a>         Array&lt;shared_ptr&lt;mpdf&gt; &gt; <a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>; 
     427<a name="l00466"></a><a class="code" href="classbdm_1_1mmix.html#f23a22414419b3a4a0a7d97157a03b17">00466</a>         vec <a class="code" href="classbdm_1_1mmix.html#f23a22414419b3a4a0a7d97157a03b17" title="weights of the components">w</a>; 
     428<a name="l00468"></a><a class="code" href="classbdm_1_1mmix.html#8c740fff8807cb7f1df6a7e510e10805">00468</a>         <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <a class="code" href="classbdm_1_1mmix.html#8c740fff8807cb7f1df6a7e510e10805" title="dummy epdfs">dummy_epdf</a>; 
     429<a name="l00469"></a>00469 <span class="keyword">public</span>: 
     430<a name="l00471"></a><a class="code" href="classbdm_1_1mmix.html#a0cf51b7daeb6751103e94e6b96213fb">00471</a>         <a class="code" href="classbdm_1_1mmix.html#a0cf51b7daeb6751103e94e6b96213fb" title="Default constructor.">mmix</a>() : <a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>(0), <a class="code" href="classbdm_1_1mmix.html#8c740fff8807cb7f1df6a7e510e10805" title="dummy epdfs">dummy_epdf</a>() { <a class="code" href="classbdm_1_1mpdf.html#147afacb393324bb3f9a7a89e33f835e" title="set internal pointer ep to point to given iepdf ">set_ep</a>(<a class="code" href="classbdm_1_1mmix.html#8c740fff8807cb7f1df6a7e510e10805" title="dummy epdfs">dummy_epdf</a>);    } 
     431<a name="l00472"></a>00472  
     432<a name="l00474"></a><a class="code" href="classbdm_1_1mmix.html#77f4e69ba18e685bdd1cb92e256a2ea2">00474</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mmix.html#77f4e69ba18e685bdd1cb92e256a2ea2" title="Set weights w and components R.">set_parameters</a> ( <span class="keyword">const</span> vec &amp;w0, <span class="keyword">const</span> Array&lt;<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> &gt; &amp;Coms0 ) { 
     433<a name="l00476"></a>00476                 <a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a> = Coms0; 
     434<a name="l00477"></a>00477                 <a class="code" href="classbdm_1_1mmix.html#f23a22414419b3a4a0a7d97157a03b17" title="weights of the components">w</a>=w0;    
     435<a name="l00478"></a>00478  
     436<a name="l00479"></a>00479                 <span class="keywordflow">if</span> (Coms0.length()&gt;0){ 
     437<a name="l00480"></a>00480                         set_rv(<a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>(0)-&gt;_rv()); 
     438<a name="l00481"></a>00481                         <a class="code" href="classbdm_1_1mmix.html#8c740fff8807cb7f1df6a7e510e10805" title="dummy epdfs">dummy_epdf</a>.<a class="code" href="classbdm_1_1epdf.html#840de94aa33cf4f2ebd2427f45a165d8">set_parameters</a>(<a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>(0)-&gt;_rv()._dsize()); 
     439<a name="l00482"></a>00482                         set_rvc(<a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>(0)-&gt;_rvc()); 
     440<a name="l00483"></a>00483                         <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(); 
     441<a name="l00484"></a>00484                 } 
     442<a name="l00485"></a>00485         } 
     443<a name="l00486"></a><a class="code" href="classbdm_1_1mmix.html#33372bfd0ddbcb9f78b4d4b563a24624">00486</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mmix.html#33372bfd0ddbcb9f78b4d4b563a24624" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> (<span class="keyword">const</span> vec &amp;dt, <span class="keyword">const</span> vec &amp;cond) { 
     444<a name="l00487"></a>00487                 <span class="keywordtype">double</span> ll=0.0; 
     445<a name="l00488"></a>00488                 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>.length();i++){ 
     446<a name="l00489"></a>00489                         ll+=<a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>(i)-&gt;evallogcond(dt,cond); 
     447<a name="l00490"></a>00490                 } 
     448<a name="l00491"></a>00491                 <span class="keywordflow">return</span> ll; 
     449<a name="l00492"></a>00492         } 
     450<a name="l00493"></a>00493  
     451<a name="l00494"></a>00494         vec <a class="code" href="classbdm_1_1mmix.html#c97f01cd62bf63e67ddd5b1b8a56cf59" title="Returns a sample from the density conditioned on cond, .">samplecond</a> (<span class="keyword">const</span> vec &amp;cond); 
     452<a name="l00495"></a>00495  
     453<a name="l00496"></a>00496 }; 
     454<a name="l00497"></a>00497  
     455<a name="l00498"></a>00498 } 
     456<a name="l00499"></a>00499 <span class="preprocessor">#endif //MX_H</span> 
    404457</pre></div></div> 
    405 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jul 1 13:05:55 2009 for mixpp by&nbsp; 
     458<hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:18 2009 for mixpp by&nbsp; 
    406459<a href="http://www.doxygen.org/index.html"> 
    407460<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>