72 | | <a name="l00019"></a>00019 <span class="keyword">namespace </span>bdm |
73 | | <a name="l00020"></a>00020 { |
74 | | <a name="l00021"></a>00021 <span class="keyword">using</span> std::string; |
75 | | <a name="l00022"></a>00022 |
76 | | <a name="l00024"></a>00024 <span class="keyword">enum</span> MERGER_METHOD {ARITHMETIC = 1, GEOMETRIC = 2, LOGNORMAL = 3}; |
77 | | <a name="l00025"></a>00025 |
78 | | <a name="l00045"></a><a class="code" href="classbdm_1_1merger__base.html">00045</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1merger__base.html" title="Base class for general combination of pdfs on discrete support.">merger_base</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1compositepdf.html" title="Chain rule of pdfs - abstract part common for mprod and merger. this abstract class...">compositepdf</a>, <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> |
79 | | <a name="l00046"></a>00046 { |
80 | | <a name="l00047"></a>00047 <span class="keyword">protected</span>: |
81 | | <a name="l00049"></a><a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7">00049</a> Array<datalink_m2e*> <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a>; |
82 | | <a name="l00051"></a><a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f">00051</a> Array<RV> <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a>; |
83 | | <a name="l00053"></a><a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694">00053</a> Array<datalink_m2e*> <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a>; |
84 | | <a name="l00055"></a><a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541">00055</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; |
85 | | <a name="l00057"></a><a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5">00057</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>; |
86 | | <a name="l00058"></a>00058 |
87 | | <a name="l00060"></a><a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7">00060</a> MERGER_METHOD <a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7" title="switch of the methoh used for merging">METHOD</a>; |
88 | | <a name="l00062"></a><a class="code" href="classbdm_1_1merger__base.html#7acdf3aeded70475ba8a26450a4e197c">00062</a> <span class="keyword">static</span> <span class="keyword">const</span> MERGER_METHOD <a class="code" href="classbdm_1_1merger__base.html#7acdf3aeded70475ba8a26450a4e197c" title="Default for METHOD.">DFLT_METHOD</a>; |
89 | | <a name="l00063"></a>00063 |
90 | | <a name="l00065"></a><a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14">00065</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a>; |
91 | | <a name="l00067"></a><a class="code" href="classbdm_1_1merger__base.html#dfe17e57529d84e122e61401543e9de6">00067</a> <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1merger__base.html#dfe17e57529d84e122e61401543e9de6" title="default for beta">DFLT_beta</a>; |
92 | | <a name="l00068"></a>00068 |
93 | | <a name="l00070"></a><a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e">00070</a> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>; |
94 | | <a name="l00071"></a>00071 |
95 | | <a name="l00073"></a><a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7">00073</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a>; |
96 | | <a name="l00074"></a>00074 |
97 | | <a name="l00076"></a><a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b">00076</a> it_file* <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; |
98 | | <a name="l00077"></a>00077 <span class="keyword">public</span>: |
99 | | <a name="l00080"></a>00080 |
100 | | <a name="l00082"></a><a class="code" href="classbdm_1_1merger__base.html#f9d8c6c26c6520dbb17d4e80f635e7be">00082</a> <a class="code" href="classbdm_1_1merger__base.html#f9d8c6c26c6520dbb17d4e80f635e7be" title="Empty constructor.">merger_base</a> () : <a class="code" href="classbdm_1_1compositepdf.html" title="Chain rule of pdfs - abstract part common for mprod and merger. this abstract class...">compositepdf</a>() {<a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a> = <span class="keyword">false</span>;<a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a> = NULL;}; |
101 | | <a name="l00084"></a><a class="code" href="classbdm_1_1merger__base.html#9c81a9624506da8e557c56d1af845de0">00084</a> <a class="code" href="classbdm_1_1merger__base.html#9c81a9624506da8e557c56d1af845de0" title="Constructor from sources.">merger_base</a> (<span class="keyword">const</span> Array<mpdf*> &S, <span class="keywordtype">bool</span> own=<span class="keyword">false</span>) {<a class="code" href="classbdm_1_1merger__base.html#591d4ba19c9ece40aa96ee44d05e148d" title="Function setting the main internal structures.">set_sources</a> (S,own);}; |
102 | | <a name="l00086"></a><a class="code" href="classbdm_1_1merger__base.html#591d4ba19c9ece40aa96ee44d05e148d">00086</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#591d4ba19c9ece40aa96ee44d05e148d" title="Function setting the main internal structures.">set_sources</a> (<span class="keyword">const</span> Array<mpdf*> &Sources, <span class="keywordtype">bool</span> own) { |
103 | | <a name="l00087"></a>00087 compositepdf::set_elements (Sources,own); |
104 | | <a name="l00088"></a>00088 <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>=<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); |
105 | | <a name="l00089"></a>00089 <span class="comment">//set sizes</span> |
106 | | <a name="l00090"></a>00090 <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a>.set_size (Sources.length()); |
107 | | <a name="l00091"></a>00091 <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a>.set_size (Sources.length()); |
108 | | <a name="l00092"></a>00092 <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a>.set_size (Sources.length()); |
109 | | <a name="l00093"></a>00093 |
110 | | <a name="l00094"></a>00094 <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> = <a class="code" href="classbdm_1_1compositepdf.html#c73d39acc4378eee6a63155c3517d3c9" title="find common rv, flag">getrv</a> (<span class="comment">/* checkoverlap = */</span> <span class="keyword">false</span>); |
111 | | <a name="l00095"></a>00095 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvc; <a class="code" href="classbdm_1_1compositepdf.html#c71fc2c51f49d797e61f479f543c75ce" title="common rvc of all mpdfs is written to rvc">setrvc</a> (<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>, rvc); <span class="comment">// Extend rv by rvc!</span> |
112 | | <a name="l00096"></a>00096 <span class="comment">// join rv and rvc - see descriprion</span> |
113 | | <a name="l00097"></a>00097 <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> (rvc); |
114 | | <a name="l00098"></a>00098 <span class="comment">// get dimension</span> |
115 | | <a name="l00099"></a>00099 <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>(); |
116 | | <a name="l00100"></a>00100 |
117 | | <a name="l00101"></a>00101 <span class="comment">// create links between sources and common rv</span> |
118 | | <a name="l00102"></a>00102 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> xytmp; |
119 | | <a name="l00103"></a>00103 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length();i++) { |
120 | | <a name="l00104"></a>00104 <span class="comment">//Establich connection between mpdfs and merger</span> |
121 | | <a name="l00105"></a>00105 <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> (i) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="data link between">datalink_m2e</a>; |
122 | | <a name="l00106"></a>00106 <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> (i)->set_connection (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)-><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>(), <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)->_rvc(), <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); |
123 | | <a name="l00107"></a>00107 |
124 | | <a name="l00108"></a>00108 <span class="comment">// find out what is missing in each mpdf</span> |
125 | | <a name="l00109"></a>00109 xytmp = <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)->_rv(); |
126 | | <a name="l00110"></a>00110 xytmp.<a class="code" href="classbdm_1_1RV.html#87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)->_rvc()); |
127 | | <a name="l00111"></a>00111 <span class="comment">// z_i = common_rv-xy</span> |
128 | | <a name="l00112"></a>00112 <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> (i) = <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> (xytmp); |
129 | | <a name="l00113"></a>00113 <span class="comment">//establish connection between extension (z_i|x,y)s and common rv</span> |
130 | | <a name="l00114"></a>00114 <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> (i) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="data link between">datalink_m2e</a>; <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> (i)->set_connection (<a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> (i), xytmp, <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>) ; |
131 | | <a name="l00115"></a>00115 }; |
132 | | <a name="l00116"></a>00116 } |
133 | | <a name="l00118"></a><a class="code" href="classbdm_1_1merger__base.html#337e1e56ef95d3d3ee922e8b81be95f8">00118</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#337e1e56ef95d3d3ee922e8b81be95f8" title="Rectangular support each vector of XYZ specifies (begining-end) interval for each...">set_support</a> (<span class="keyword">const</span> Array<vec> &XYZ, <span class="keyword">const</span> <span class="keywordtype">int</span> dimsize) { |
134 | | <a name="l00119"></a>00119 <a class="code" href="classbdm_1_1merger__base.html#337e1e56ef95d3d3ee922e8b81be95f8" title="Rectangular support each vector of XYZ specifies (begining-end) interval for each...">set_support</a>(XYZ,dimsize*ones_i(XYZ.length())); |
135 | | <a name="l00120"></a>00120 } |
136 | | <a name="l00122"></a><a class="code" href="classbdm_1_1merger__base.html#3e2c8028be0ccd10058d030250a91a60">00122</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#3e2c8028be0ccd10058d030250a91a60" title="Rectangular support each vector of XYZ specifies (begining-end) interval for each...">set_support</a> (<span class="keyword">const</span> Array<vec> &XYZ, <span class="keyword">const</span> ivec &gridsize) { |
137 | | <a name="l00123"></a>00123 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = XYZ.length(); <span class="comment">//check with internal dim!!</span> |
138 | | <a name="l00124"></a>00124 <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a> = prod (gridsize); |
139 | | <a name="l00125"></a>00125 <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1" title="Set sample.">set_parameters</a> (<a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>, <span class="keyword">false</span>); |
140 | | <a name="l00126"></a>00126 Array<vec> &samples = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
141 | | <a name="l00127"></a>00127 <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>() = ones (<a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>) / <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; <span class="comment">//unifrom size of bins</span> |
142 | | <a name="l00128"></a>00128 <span class="comment">//set samples</span> |
143 | | <a name="l00129"></a>00129 ivec ind = zeros_i (dim); <span class="comment">//indeces of dimensions in for cycle;</span> |
144 | | <a name="l00130"></a>00130 vec smpi (dim); <span class="comment">// ith sample</span> |
145 | | <a name="l00131"></a>00131 vec steps =zeros(dim); <span class="comment">// ith sample</span> |
146 | | <a name="l00132"></a>00132 <span class="comment">// first corner</span> |
147 | | <a name="l00133"></a>00133 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0; j < dim; j++) { |
148 | | <a name="l00134"></a>00134 smpi (j) = XYZ (j) (0); <span class="comment">/* beginning of the interval*/</span> |
149 | | <a name="l00135"></a>00135 it_assert(gridsize(j)!=0.0,<span class="stringliteral">"Zeros in gridsize!"</span>); |
150 | | <a name="l00136"></a>00136 steps (j) = ( XYZ(j)(1)-smpi(j) )/gridsize(j); |
151 | | <a name="l00137"></a>00137 } |
152 | | <a name="l00138"></a>00138 <span class="comment">// fill samples</span> |
153 | | <a name="l00139"></a>00139 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; i++) { |
154 | | <a name="l00140"></a>00140 <span class="comment">// copy </span> |
155 | | <a name="l00141"></a>00141 samples(i) = smpi; |
156 | | <a name="l00142"></a>00142 <span class="comment">// go through all dimensions</span> |
157 | | <a name="l00143"></a>00143 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0;j < dim;j++) { |
158 | | <a name="l00144"></a>00144 <span class="keywordflow">if</span> (ind (j) == gridsize (j) - 1) { <span class="comment">//j-th index is full</span> |
159 | | <a name="l00145"></a>00145 ind (j) = 0; <span class="comment">//shift back</span> |
160 | | <a name="l00146"></a>00146 smpi(j) = XYZ(j)(0); |
161 | | <a name="l00147"></a>00147 |
162 | | <a name="l00148"></a>00148 <span class="keywordflow">if</span> (i<Npoints-1) { |
163 | | <a name="l00149"></a>00149 ind (j + 1) ++; <span class="comment">//increase the next dimension;</span> |
164 | | <a name="l00150"></a>00150 smpi(j+1) += steps(j+1); |
165 | | <a name="l00151"></a>00151 <span class="keywordflow">break</span>; |
166 | | <a name="l00152"></a>00152 } |
167 | | <a name="l00153"></a>00153 |
168 | | <a name="l00154"></a>00154 } <span class="keywordflow">else</span> { |
169 | | <a name="l00155"></a>00155 ind (j) ++; |
170 | | <a name="l00156"></a>00156 smpi(j) +=steps(j); |
171 | | <a name="l00157"></a>00157 <span class="keywordflow">break</span>; |
172 | | <a name="l00158"></a>00158 } |
173 | | <a name="l00159"></a>00159 } |
174 | | <a name="l00160"></a>00160 } |
175 | | <a name="l00161"></a>00161 } |
176 | | <a name="l00163"></a><a class="code" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add">00163</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add" title="set debug file">set_debug_file</a> (<span class="keyword">const</span> <span class="keywordtype">string</span> fname) { |
177 | | <a name="l00164"></a>00164 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a>) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; |
178 | | <a name="l00165"></a>00165 <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a> = <span class="keyword">new</span> it_file (fname); |
179 | | <a name="l00166"></a>00166 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>) <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a> = <span class="keyword">true</span>; |
180 | | <a name="l00167"></a>00167 } |
181 | | <a name="l00169"></a><a class="code" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e">00169</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> (MERGER_METHOD MTH=<a class="code" href="classbdm_1_1merger__base.html#7acdf3aeded70475ba8a26450a4e197c" title="Default for METHOD.">DFLT_METHOD</a>, <span class="keywordtype">double</span> beta0 = <a class="code" href="classbdm_1_1merger__base.html#dfe17e57529d84e122e61401543e9de6" title="default for beta">DFLT_beta</a>) { |
182 | | <a name="l00170"></a>00170 <a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7" title="switch of the methoh used for merging">METHOD</a> = MTH; |
183 | | <a name="l00171"></a>00171 <a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a> = beta0; |
184 | | <a name="l00172"></a>00172 } |
185 | | <a name="l00174"></a><a class="code" href="classbdm_1_1merger__base.html#28af7b365ecd8c3a15f0e934496871e0">00174</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#28af7b365ecd8c3a15f0e934496871e0" title="Set support points from a pdf by drawing N samples.">set_support</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &overall, <span class="keywordtype">int</span> N) { |
186 | | <a name="l00175"></a>00175 <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#7cfd383180b486fe4526bdf0179350c0" title="Set samples and weights.">set_statistics</a> (&overall, N); |
187 | | <a name="l00176"></a>00176 <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a> = N; |
188 | | <a name="l00177"></a>00177 } |
189 | | <a name="l00178"></a>00178 |
190 | | <a name="l00180"></a><a class="code" href="classbdm_1_1merger__base.html#32d7e1dd6d91f77c81df7e82aac18689">00180</a> <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1merger__base.html#32d7e1dd6d91f77c81df7e82aac18689" title="Destructor.">~merger_base</a>() { |
191 | | <a name="l00181"></a>00181 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>; i++) { |
192 | | <a name="l00182"></a>00182 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> (i); |
193 | | <a name="l00183"></a>00183 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> (i); |
194 | | <a name="l00184"></a>00184 } |
195 | | <a name="l00185"></a>00185 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a>) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; |
196 | | <a name="l00186"></a>00186 }; |
197 | | <a name="l00188"></a>00188 |
198 | | <a name="l00191"></a>00191 |
199 | | <a name="l00193"></a><a class="code" href="classbdm_1_1merger__base.html#df4a0094dcc40b3057675443bccb6511">00193</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#df4a0094dcc40b3057675443bccb6511" title="Merge given sources in given points.">merge</a> () { |
200 | | <a name="l00194"></a>00194 <a class="code" href="classbdm_1_1merger__base.html#400e222d4c41dc57ac19e6735429c4cb" title="This method TODO.">validate</a>(); |
201 | | <a name="l00195"></a>00195 |
202 | | <a name="l00196"></a>00196 <span class="comment">//check if sources overlap:</span> |
203 | | <a name="l00197"></a>00197 <span class="keywordtype">bool</span> OK = <span class="keyword">true</span>; |
204 | | <a name="l00198"></a>00198 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); i++) { |
205 | | <a name="l00199"></a>00199 OK &= (<a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> (i)._dsize() == 0); <span class="comment">// z_i is empty</span> |
206 | | <a name="l00200"></a>00200 OK &= (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)->_rvc()._dsize() == 0); <span class="comment">// y_i is empty</span> |
207 | | <a name="l00201"></a>00201 } |
208 | | <a name="l00202"></a>00202 |
209 | | <a name="l00203"></a>00203 <span class="keywordflow">if</span> (OK) { |
210 | | <a name="l00204"></a>00204 mat lW = zeros (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(), <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length()); |
211 | | <a name="l00205"></a>00205 |
212 | | <a name="l00206"></a>00206 vec emptyvec (0); |
213 | | <a name="l00207"></a>00207 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); i++) { |
214 | | <a name="l00208"></a>00208 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0; j < <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length(); j++) { |
215 | | <a name="l00209"></a>00209 lW (i, j) = <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)->evallogcond (<a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() (j), emptyvec); |
216 | | <a name="l00210"></a>00210 } |
217 | | <a name="l00211"></a>00211 } |
218 | | <a name="l00212"></a>00212 |
219 | | <a name="l00213"></a>00213 vec w_nn=<a class="code" href="classbdm_1_1merger__base.html#1f52bf47d2cdd23a95b19e3da902e431" title="Merge log-likelihood values in points using method specified by parameter METHOD...">merge_points</a> (lW); |
220 | | <a name="l00214"></a>00214 vec wtmp = exp (w_nn-max(w_nn)); |
221 | | <a name="l00215"></a>00215 <span class="comment">//renormalize</span> |
222 | | <a name="l00216"></a>00216 <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>() = wtmp / sum (wtmp); |
223 | | <a name="l00217"></a>00217 } <span class="keywordflow">else</span> { |
224 | | <a name="l00218"></a>00218 it_error (<span class="stringliteral">"Sources are not compatible - use merger_mix"</span>); |
225 | | <a name="l00219"></a>00219 } |
226 | | <a name="l00220"></a>00220 }; |
| 71 | <a name="l00019"></a>00019 <span class="keyword">namespace </span>bdm { |
| 72 | <a name="l00020"></a>00020 <span class="keyword">using</span> std::string; |
| 73 | <a name="l00021"></a>00021 |
| 74 | <a name="l00023"></a>00023 <span class="keyword">enum</span> MERGER_METHOD {ARITHMETIC = 1, GEOMETRIC = 2, LOGNORMAL = 3}; |
| 75 | <a name="l00024"></a>00024 |
| 76 | <a name="l00044"></a><a class="code" href="classbdm_1_1merger__base.html">00044</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1merger__base.html" title="Base class for general combination of pdfs on discrete support.">merger_base</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { |
| 77 | <a name="l00045"></a>00045 <span class="keyword">protected</span>: |
| 78 | <a name="l00047"></a><a class="code" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88">00047</a> Array<shared_ptr<mpdf> > <a class="code" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a>; |
| 79 | <a name="l00048"></a>00048 |
| 80 | <a name="l00050"></a><a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7">00050</a> Array<datalink_m2e*> <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a>; |
| 81 | <a name="l00051"></a>00051 |
| 82 | <a name="l00053"></a><a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f">00053</a> Array<RV> <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a>; |
| 83 | <a name="l00054"></a>00054 |
| 84 | <a name="l00056"></a><a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694">00056</a> Array<datalink_m2e*> <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a>; |
| 85 | <a name="l00057"></a>00057 |
| 86 | <a name="l00059"></a><a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541">00059</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; |
| 87 | <a name="l00060"></a>00060 |
| 88 | <a name="l00062"></a><a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5">00062</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>; |
| 89 | <a name="l00063"></a>00063 |
| 90 | <a name="l00065"></a><a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7">00065</a> MERGER_METHOD <a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7" title="switch of the methoh used for merging">METHOD</a>; |
| 91 | <a name="l00067"></a><a class="code" href="classbdm_1_1merger__base.html#7acdf3aeded70475ba8a26450a4e197c">00067</a> <span class="keyword">static</span> <span class="keyword">const</span> MERGER_METHOD <a class="code" href="classbdm_1_1merger__base.html#7acdf3aeded70475ba8a26450a4e197c" title="Default for METHOD.">DFLT_METHOD</a>; |
| 92 | <a name="l00068"></a>00068 |
| 93 | <a name="l00070"></a><a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14">00070</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a>; |
| 94 | <a name="l00072"></a><a class="code" href="classbdm_1_1merger__base.html#dfe17e57529d84e122e61401543e9de6">00072</a> <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1merger__base.html#dfe17e57529d84e122e61401543e9de6" title="default for beta">DFLT_beta</a>; |
| 95 | <a name="l00073"></a>00073 |
| 96 | <a name="l00075"></a><a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e">00075</a> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>; |
| 97 | <a name="l00076"></a>00076 |
| 98 | <a name="l00078"></a><a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7">00078</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a>; |
| 99 | <a name="l00079"></a>00079 |
| 100 | <a name="l00081"></a><a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b">00081</a> it_file* <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; |
| 101 | <a name="l00082"></a>00082 <span class="keyword">public</span>: |
| 102 | <a name="l00085"></a>00085 |
| 103 | <a name="l00087"></a><a class="code" href="classbdm_1_1merger__base.html#f9d8c6c26c6520dbb17d4e80f635e7be">00087</a> <a class="code" href="classbdm_1_1merger__base.html#f9d8c6c26c6520dbb17d4e80f635e7be" title="Default constructor.">merger_base</a> () : <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>(0), <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>(0), <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a>(false), <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>(0) { |
| 104 | <a name="l00088"></a>00088 } |
| 105 | <a name="l00089"></a>00089 |
| 106 | <a name="l00091"></a>00091 <a class="code" href="classbdm_1_1merger__base.html#f9d8c6c26c6520dbb17d4e80f635e7be" title="Default constructor.">merger_base</a> ( <span class="keyword">const</span> Array<<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> > &S ); |
| 107 | <a name="l00092"></a>00092 |
| 108 | <a name="l00094"></a><a class="code" href="classbdm_1_1merger__base.html#871add803409c5cc3a634b4ff8fa997f">00094</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#871add803409c5cc3a634b4ff8fa997f" title="Function setting the main internal structures.">set_sources</a> ( <span class="keyword">const</span> Array<<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> > &Sources ) { |
| 109 | <a name="l00095"></a>00095 <a class="code" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a> = Sources; |
| 110 | <a name="l00096"></a>00096 <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a> = <a class="code" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a>.length(); |
| 111 | <a name="l00097"></a>00097 <span class="comment">//set sizes</span> |
| 112 | <a name="l00098"></a>00098 <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a>.set_size ( Sources.length() ); |
| 113 | <a name="l00099"></a>00099 <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a>.set_size ( Sources.length() ); |
| 114 | <a name="l00100"></a>00100 <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a>.set_size ( Sources.length() ); |
| 115 | <a name="l00101"></a>00101 |
| 116 | <a name="l00102"></a>00102 <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> = get_composite_rv ( <a class="code" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a>, <span class="comment">/* checkoverlap = */</span> <span class="keyword">false</span> ); |
| 117 | <a name="l00103"></a>00103 |
| 118 | <a name="l00104"></a>00104 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvc; |
| 119 | <a name="l00105"></a>00105 <span class="comment">// Extend rv by rvc!</span> |
| 120 | <a name="l00106"></a>00106 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a>.length(); i++ ) { |
| 121 | <a name="l00107"></a>00107 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvx = <a class="code" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a> ( i )->_rvc().subt ( <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ); |
| 122 | <a name="l00108"></a>00108 rvc.<a class="code" href="classbdm_1_1RV.html#87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> ( rvx ); <span class="comment">// add rv to common rvc</span> |
| 123 | <a name="l00109"></a>00109 } |
| 124 | <a name="l00110"></a>00110 |
| 125 | <a name="l00111"></a>00111 <span class="comment">// join rv and rvc - see descriprion</span> |
| 126 | <a name="l00112"></a>00112 <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> ( rvc ); |
| 127 | <a name="l00113"></a>00113 <span class="comment">// get dimension</span> |
| 128 | <a name="l00114"></a>00114 <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>(); |
| 129 | <a name="l00115"></a>00115 |
| 130 | <a name="l00116"></a>00116 <span class="comment">// create links between sources and common rv</span> |
| 131 | <a name="l00117"></a>00117 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> xytmp; |
| 132 | <a name="l00118"></a>00118 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a>.length(); i++ ) { |
| 133 | <a name="l00119"></a>00119 <span class="comment">//Establich connection between mpdfs and merger</span> |
| 134 | <a name="l00120"></a>00120 <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="Data link with a condition.">datalink_m2e</a>; |
| 135 | <a name="l00121"></a>00121 <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> ( i )->set_connection ( <a class="code" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a> ( i )-><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>(), <a class="code" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a> ( i )->_rvc(), <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ); |
| 136 | <a name="l00122"></a>00122 |
| 137 | <a name="l00123"></a>00123 <span class="comment">// find out what is missing in each mpdf</span> |
| 138 | <a name="l00124"></a>00124 xytmp = <a class="code" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a> ( i )->_rv(); |
| 139 | <a name="l00125"></a>00125 xytmp.<a class="code" href="classbdm_1_1RV.html#87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> ( <a class="code" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a> ( i )->_rvc() ); |
| 140 | <a name="l00126"></a>00126 <span class="comment">// z_i = common_rv-xy</span> |
| 141 | <a name="l00127"></a>00127 <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> ( i ) = <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> ( xytmp ); |
| 142 | <a name="l00128"></a>00128 <span class="comment">//establish connection between extension (z_i|x,y)s and common rv</span> |
| 143 | <a name="l00129"></a>00129 <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="Data link with a condition.">datalink_m2e</a>; |
| 144 | <a name="l00130"></a>00130 <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> ( i )->set_connection ( <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> ( i ), xytmp, <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) ; |
| 145 | <a name="l00131"></a>00131 }; |
| 146 | <a name="l00132"></a>00132 } |
| 147 | <a name="l00134"></a><a class="code" href="classbdm_1_1merger__base.html#337e1e56ef95d3d3ee922e8b81be95f8">00134</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#337e1e56ef95d3d3ee922e8b81be95f8" title="Rectangular support each vector of XYZ specifies (begining-end) interval for each...">set_support</a> ( <span class="keyword">const</span> Array<vec> &XYZ, <span class="keyword">const</span> <span class="keywordtype">int</span> dimsize ) { |
| 148 | <a name="l00135"></a>00135 <a class="code" href="classbdm_1_1merger__base.html#337e1e56ef95d3d3ee922e8b81be95f8" title="Rectangular support each vector of XYZ specifies (begining-end) interval for each...">set_support</a> ( XYZ, dimsize*ones_i ( XYZ.length() ) ); |
| 149 | <a name="l00136"></a>00136 } |
| 150 | <a name="l00138"></a><a class="code" href="classbdm_1_1merger__base.html#3e2c8028be0ccd10058d030250a91a60">00138</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#3e2c8028be0ccd10058d030250a91a60" title="Rectangular support each vector of XYZ specifies (begining-end) interval for each...">set_support</a> ( <span class="keyword">const</span> Array<vec> &XYZ, <span class="keyword">const</span> ivec &gridsize ) { |
| 151 | <a name="l00139"></a>00139 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = XYZ.length(); <span class="comment">//check with internal dim!!</span> |
| 152 | <a name="l00140"></a>00140 <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a> = prod ( gridsize ); |
| 153 | <a name="l00141"></a>00141 <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1" title="Set sample.">set_parameters</a> ( <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>, <span class="keyword">false</span> ); |
| 154 | <a name="l00142"></a>00142 Array<vec> &samples = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
| 155 | <a name="l00143"></a>00143 <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>() = ones ( <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a> ) / <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; <span class="comment">//unifrom size of bins</span> |
| 156 | <a name="l00144"></a>00144 <span class="comment">//set samples</span> |
| 157 | <a name="l00145"></a>00145 ivec ind = zeros_i ( dim ); <span class="comment">//indeces of dimensions in for cycle;</span> |
| 158 | <a name="l00146"></a>00146 vec smpi ( dim ); <span class="comment">// ith sample</span> |
| 159 | <a name="l00147"></a>00147 vec steps = zeros ( dim ); <span class="comment">// ith sample</span> |
| 160 | <a name="l00148"></a>00148 <span class="comment">// first corner</span> |
| 161 | <a name="l00149"></a>00149 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> j = 0; j < dim; j++ ) { |
| 162 | <a name="l00150"></a>00150 smpi ( j ) = XYZ ( j ) ( 0 ); <span class="comment">/* beginning of the interval*/</span> |
| 163 | <a name="l00151"></a>00151 it_assert ( gridsize ( j ) != 0.0, <span class="stringliteral">"Zeros in gridsize!"</span> ); |
| 164 | <a name="l00152"></a>00152 steps ( j ) = ( XYZ ( j ) ( 1 ) - smpi ( j ) ) / gridsize ( j ); |
| 165 | <a name="l00153"></a>00153 } |
| 166 | <a name="l00154"></a>00154 <span class="comment">// fill samples</span> |
| 167 | <a name="l00155"></a>00155 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; i++ ) { |
| 168 | <a name="l00156"></a>00156 <span class="comment">// copy</span> |
| 169 | <a name="l00157"></a>00157 samples ( i ) = smpi; |
| 170 | <a name="l00158"></a>00158 <span class="comment">// go through all dimensions</span> |
| 171 | <a name="l00159"></a>00159 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> j = 0; j < dim; j++ ) { |
| 172 | <a name="l00160"></a>00160 <span class="keywordflow">if</span> ( ind ( j ) == gridsize ( j ) - 1 ) { <span class="comment">//j-th index is full</span> |
| 173 | <a name="l00161"></a>00161 ind ( j ) = 0; <span class="comment">//shift back</span> |
| 174 | <a name="l00162"></a>00162 smpi ( j ) = XYZ ( j ) ( 0 ); |
| 175 | <a name="l00163"></a>00163 |
| 176 | <a name="l00164"></a>00164 <span class="keywordflow">if</span> ( i < Npoints - 1 ) { |
| 177 | <a name="l00165"></a>00165 ind ( j + 1 ) ++; <span class="comment">//increase the next dimension;</span> |
| 178 | <a name="l00166"></a>00166 smpi ( j + 1 ) += steps ( j + 1 ); |
| 179 | <a name="l00167"></a>00167 <span class="keywordflow">break</span>; |
| 180 | <a name="l00168"></a>00168 } |
| 181 | <a name="l00169"></a>00169 |
| 182 | <a name="l00170"></a>00170 } <span class="keywordflow">else</span> { |
| 183 | <a name="l00171"></a>00171 ind ( j ) ++; |
| 184 | <a name="l00172"></a>00172 smpi ( j ) += steps ( j ); |
| 185 | <a name="l00173"></a>00173 <span class="keywordflow">break</span>; |
| 186 | <a name="l00174"></a>00174 } |
| 187 | <a name="l00175"></a>00175 } |
| 188 | <a name="l00176"></a>00176 } |
| 189 | <a name="l00177"></a>00177 } |
| 190 | <a name="l00179"></a><a class="code" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add">00179</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add" title="set debug file">set_debug_file</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> fname ) { |
| 191 | <a name="l00180"></a>00180 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a> ) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; |
| 192 | <a name="l00181"></a>00181 <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a> = <span class="keyword">new</span> it_file ( fname ); |
| 193 | <a name="l00182"></a>00182 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a> ) <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a> = <span class="keyword">true</span>; |
| 194 | <a name="l00183"></a>00183 } |
| 195 | <a name="l00185"></a><a class="code" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e">00185</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> ( MERGER_METHOD MTH = <a class="code" href="classbdm_1_1merger__base.html#7acdf3aeded70475ba8a26450a4e197c" title="Default for METHOD.">DFLT_METHOD</a>, <span class="keywordtype">double</span> beta0 = <a class="code" href="classbdm_1_1merger__base.html#dfe17e57529d84e122e61401543e9de6" title="default for beta">DFLT_beta</a> ) { |
| 196 | <a name="l00186"></a>00186 <a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7" title="switch of the methoh used for merging">METHOD</a> = MTH; |
| 197 | <a name="l00187"></a>00187 <a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a> = beta0; |
| 198 | <a name="l00188"></a>00188 } |
| 199 | <a name="l00190"></a><a class="code" href="classbdm_1_1merger__base.html#28af7b365ecd8c3a15f0e934496871e0">00190</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#28af7b365ecd8c3a15f0e934496871e0" title="Set support points from a pdf by drawing N samples.">set_support</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &overall, <span class="keywordtype">int</span> N ) { |
| 200 | <a name="l00191"></a>00191 <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#e7f8f98310c1de51bd5c8a1c87528f72" title="Set samples and weights.">set_statistics</a> ( overall, N ); |
| 201 | <a name="l00192"></a>00192 <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a> = N; |
| 202 | <a name="l00193"></a>00193 } |
| 203 | <a name="l00194"></a>00194 |
| 204 | <a name="l00196"></a><a class="code" href="classbdm_1_1merger__base.html#32d7e1dd6d91f77c81df7e82aac18689">00196</a> <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1merger__base.html#32d7e1dd6d91f77c81df7e82aac18689" title="Destructor.">~merger_base</a>() { |
| 205 | <a name="l00197"></a>00197 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>; i++ ) { |
| 206 | <a name="l00198"></a>00198 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> ( i ); |
| 207 | <a name="l00199"></a>00199 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> ( i ); |
| 208 | <a name="l00200"></a>00200 } |
| 209 | <a name="l00201"></a>00201 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a> ) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; |
| 210 | <a name="l00202"></a>00202 }; |
| 211 | <a name="l00204"></a>00204 |
| 212 | <a name="l00207"></a>00207 |
| 213 | <a name="l00209"></a><a class="code" href="classbdm_1_1merger__base.html#df4a0094dcc40b3057675443bccb6511">00209</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#df4a0094dcc40b3057675443bccb6511" title="Merge given sources in given points.">merge</a> () { |
| 214 | <a name="l00210"></a>00210 <a class="code" href="classbdm_1_1merger__base.html#400e222d4c41dc57ac19e6735429c4cb" title="This method TODO.">validate</a>(); |
| 215 | <a name="l00211"></a>00211 |
| 216 | <a name="l00212"></a>00212 <span class="comment">//check if sources overlap:</span> |
| 217 | <a name="l00213"></a>00213 <span class="keywordtype">bool</span> OK = <span class="keyword">true</span>; |
| 218 | <a name="l00214"></a>00214 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a>.length(); i++ ) { |
| 219 | <a name="l00215"></a>00215 OK &= ( <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> ( i )._dsize() == 0 ); <span class="comment">// z_i is empty</span> |
| 220 | <a name="l00216"></a>00216 OK &= ( <a class="code" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a> ( i )->_rvc()._dsize() == 0 ); <span class="comment">// y_i is empty</span> |
| 221 | <a name="l00217"></a>00217 } |
| 222 | <a name="l00218"></a>00218 |
| 223 | <a name="l00219"></a>00219 <span class="keywordflow">if</span> ( OK ) { |
| 224 | <a name="l00220"></a>00220 mat lW = zeros ( <a class="code" href="classbdm_1_1merger__base.html#3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a>.length(), <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length() ); |
255 | | <a name="l00252"></a><a class="code" href="classbdm_1_1merger__base.html#76fe431922844d132b4e1ecf70f53c99">00252</a> vec <a class="code" href="classbdm_1_1merger__base.html#76fe431922844d132b4e1ecf70f53c99" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
256 | | <a name="l00253"></a>00253 <span class="keyword">const</span> vec &w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); |
257 | | <a name="l00254"></a>00254 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
258 | | <a name="l00255"></a>00255 |
259 | | <a name="l00256"></a>00256 vec tmp = zeros (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); |
260 | | <a name="l00257"></a>00257 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>; i++) { |
261 | | <a name="l00258"></a>00258 tmp += w (i) * pow (S (i), 2); |
262 | | <a name="l00259"></a>00259 } |
263 | | <a name="l00260"></a>00260 <span class="keywordflow">return</span> tmp -pow (<a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>(), 2); |
264 | | <a name="l00261"></a>00261 } |
265 | | <a name="l00263"></a>00263 |
266 | | <a name="l00266"></a>00266 |
267 | | <a name="l00268"></a><a class="code" href="classbdm_1_1merger__base.html#fb682e470103f4e0b353b7c9200d177f">00268</a> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>& <a class="code" href="classbdm_1_1merger__base.html#fb682e470103f4e0b353b7c9200d177f" title="Access function.">_Smp</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>;} |
268 | | <a name="l00269"></a>00269 |
269 | | <a name="l00271"></a><a class="code" href="classbdm_1_1merger__base.html#10dd390fc6f0d1733bb07cb51977160c">00271</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#10dd390fc6f0d1733bb07cb51977160c" title="load from setting">from_setting</a> (<span class="keyword">const</span> Setting& <span class="keyword">set</span>) { |
270 | | <a name="l00272"></a>00272 <span class="comment">// get support</span> |
271 | | <a name="l00273"></a>00273 <span class="comment">// find which method to use</span> |
272 | | <a name="l00274"></a>00274 <span class="keywordtype">string</span> meth_str; |
273 | | <a name="l00275"></a>00275 UI::get<string> (meth_str, <span class="keyword">set</span>, <span class="stringliteral">"method"</span>); |
274 | | <a name="l00276"></a>00276 <span class="keywordflow">if</span> (!strcmp (meth_str.c_str(), <span class="stringliteral">"arithmetic"</span>)) |
275 | | <a name="l00277"></a>00277 <a class="code" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> (ARITHMETIC); |
276 | | <a name="l00278"></a>00278 <span class="keywordflow">else</span> { |
277 | | <a name="l00279"></a>00279 <span class="keywordflow">if</span> (!strcmp (meth_str.c_str(), <span class="stringliteral">"geometric"</span>)) |
278 | | <a name="l00280"></a>00280 <a class="code" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> (GEOMETRIC); |
279 | | <a name="l00281"></a>00281 <span class="keywordflow">else</span> <span class="keywordflow">if</span> (!strcmp (meth_str.c_str(), <span class="stringliteral">"lognormal"</span>)) { |
280 | | <a name="l00282"></a>00282 <a class="code" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> (LOGNORMAL); |
281 | | <a name="l00283"></a>00283 <span class="keyword">set</span>.lookupValue( <span class="stringliteral">"beta"</span>,<a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a>); |
282 | | <a name="l00284"></a>00284 } |
283 | | <a name="l00285"></a>00285 } |
284 | | <a name="l00286"></a>00286 <span class="keywordflow">if</span> (<span class="keyword">set</span>.exists(<span class="stringliteral">"dbg_file"</span>)){ |
285 | | <a name="l00287"></a>00287 <span class="keywordtype">string</span> <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; |
286 | | <a name="l00288"></a>00288 UI::get<string> (dbg_file, <span class="keyword">set</span>, <span class="stringliteral">"dbg_file"</span>); |
287 | | <a name="l00289"></a>00289 <a class="code" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add" title="set debug file">set_debug_file</a>(dbg_file); |
288 | | <a name="l00290"></a>00290 } |
289 | | <a name="l00291"></a>00291 <span class="comment">//validate() - not used</span> |
290 | | <a name="l00292"></a>00292 } |
291 | | <a name="l00293"></a>00293 |
292 | | <a name="l00294"></a><a class="code" href="classbdm_1_1merger__base.html#400e222d4c41dc57ac19e6735429c4cb">00294</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#400e222d4c41dc57ac19e6735429c4cb" title="This method TODO.">validate</a>() { |
293 | | <a name="l00295"></a>00295 it_assert (<a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length() > 0, <span class="stringliteral">"Empty support, use set_support()."</span>); |
294 | | <a name="l00296"></a>00296 it_assert (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> == <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() (0).length(), <span class="stringliteral">"Support points and rv are not compatible!"</span>); |
295 | | <a name="l00297"></a>00297 it_assert (<a class="code" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(),<span class="stringliteral">"mergers must be named"</span>); |
296 | | <a name="l00298"></a>00298 } |
297 | | <a name="l00300"></a>00300 }; |
298 | | <a name="l00301"></a>00301 <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>(merger_base); |
299 | | <a name="l00302"></a>00302 |
300 | | <a name="l00303"></a>00303 <span class="keyword">class </span>merger_mix : <span class="keyword">public</span> merger_base |
301 | | <a name="l00304"></a>00304 { |
302 | | <a name="l00305"></a>00305 <span class="keyword">protected</span>: |
303 | | <a name="l00307"></a>00307 MixEF Mix; |
304 | | <a name="l00309"></a>00309 <span class="keywordtype">int</span> Ncoms; |
305 | | <a name="l00311"></a>00311 <span class="keywordtype">double</span> effss_coef; |
306 | | <a name="l00313"></a>00313 <span class="keywordtype">int</span> stop_niter; |
307 | | <a name="l00314"></a>00314 |
308 | | <a name="l00316"></a>00316 <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">int</span> DFLT_Ncoms; |
309 | | <a name="l00318"></a>00318 <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">double</span> DFLT_effss_coef; |
| 253 | <a name="l00252"></a>00252 <span class="keywordflow">return</span> tmp; |
| 254 | <a name="l00253"></a>00253 } |
| 255 | <a name="l00254"></a>00254 mat covariance()<span class="keyword"> const </span>{ |
| 256 | <a name="l00255"></a>00255 <span class="keyword">const</span> vec &w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); |
| 257 | <a name="l00256"></a>00256 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
| 258 | <a name="l00257"></a>00257 |
| 259 | <a name="l00258"></a>00258 vec mea = <a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>(); |
| 260 | <a name="l00259"></a>00259 |
| 261 | <a name="l00260"></a>00260 <span class="comment">// cout << sum (w) << "," << w*w << endl;</span> |
| 262 | <a name="l00261"></a>00261 |
| 263 | <a name="l00262"></a>00262 mat Tmp = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
| 264 | <a name="l00263"></a>00263 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; i++ ) { |
| 265 | <a name="l00264"></a>00264 Tmp += w ( i ) * outer_product ( S ( i ), S ( i ) ); |
| 266 | <a name="l00265"></a>00265 } |
| 267 | <a name="l00266"></a>00266 <span class="keywordflow">return</span> Tmp - outer_product ( mea, mea ); |
| 268 | <a name="l00267"></a>00267 } |
| 269 | <a name="l00268"></a><a class="code" href="classbdm_1_1merger__base.html#76fe431922844d132b4e1ecf70f53c99">00268</a> vec <a class="code" href="classbdm_1_1merger__base.html#76fe431922844d132b4e1ecf70f53c99" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
| 270 | <a name="l00269"></a>00269 <span class="keyword">const</span> vec &w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); |
| 271 | <a name="l00270"></a>00270 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
| 272 | <a name="l00271"></a>00271 |
| 273 | <a name="l00272"></a>00272 vec tmp = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
| 274 | <a name="l00273"></a>00273 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>; i++ ) { |
| 275 | <a name="l00274"></a>00274 tmp += w ( i ) * pow ( S ( i ), 2 ); |
| 276 | <a name="l00275"></a>00275 } |
| 277 | <a name="l00276"></a>00276 <span class="keywordflow">return</span> tmp - pow ( <a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>(), 2 ); |
| 278 | <a name="l00277"></a>00277 } |
| 279 | <a name="l00279"></a>00279 |
| 280 | <a name="l00282"></a>00282 |
| 281 | <a name="l00284"></a><a class="code" href="classbdm_1_1merger__base.html#fb682e470103f4e0b353b7c9200d177f">00284</a> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>& <a class="code" href="classbdm_1_1merger__base.html#fb682e470103f4e0b353b7c9200d177f" title="Access function.">_Smp</a>() { |
| 282 | <a name="l00285"></a>00285 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>; |
| 283 | <a name="l00286"></a>00286 } |
| 284 | <a name="l00287"></a>00287 |
| 285 | <a name="l00289"></a><a class="code" href="classbdm_1_1merger__base.html#10dd390fc6f0d1733bb07cb51977160c">00289</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#10dd390fc6f0d1733bb07cb51977160c" title="load from setting">from_setting</a> ( <span class="keyword">const</span> Setting& <span class="keyword">set</span> ) { |
| 286 | <a name="l00290"></a>00290 <span class="comment">// get support</span> |
| 287 | <a name="l00291"></a>00291 <span class="comment">// find which method to use</span> |
| 288 | <a name="l00292"></a>00292 <span class="keywordtype">string</span> meth_str; |
| 289 | <a name="l00293"></a>00293 UI::get<string> ( meth_str, <span class="keyword">set</span>, <span class="stringliteral">"method"</span>, UI::compulsory ); |
| 290 | <a name="l00294"></a>00294 <span class="keywordflow">if</span> ( !strcmp ( meth_str.c_str(), <span class="stringliteral">"arithmetic"</span> ) ) |
| 291 | <a name="l00295"></a>00295 <a class="code" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> ( ARITHMETIC ); |
| 292 | <a name="l00296"></a>00296 <span class="keywordflow">else</span> { |
| 293 | <a name="l00297"></a>00297 <span class="keywordflow">if</span> ( !strcmp ( meth_str.c_str(), <span class="stringliteral">"geometric"</span> ) ) |
| 294 | <a name="l00298"></a>00298 <a class="code" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> ( GEOMETRIC ); |
| 295 | <a name="l00299"></a>00299 <span class="keywordflow">else</span> <span class="keywordflow">if</span> ( !strcmp ( meth_str.c_str(), <span class="stringliteral">"lognormal"</span> ) ) { |
| 296 | <a name="l00300"></a>00300 <a class="code" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> ( LOGNORMAL ); |
| 297 | <a name="l00301"></a>00301 <span class="keyword">set</span>.lookupValue ( <span class="stringliteral">"beta"</span>, <a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a> ); |
| 298 | <a name="l00302"></a>00302 } |
| 299 | <a name="l00303"></a>00303 } |
| 300 | <a name="l00304"></a>00304 <span class="keywordtype">string</span> <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; |
| 301 | <a name="l00305"></a>00305 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> ( dbg_file, <span class="keyword">set</span>, <span class="stringliteral">"dbg_file"</span> ) ) |
| 302 | <a name="l00306"></a>00306 <a class="code" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add" title="set debug file">set_debug_file</a> ( dbg_file ); |
| 303 | <a name="l00307"></a>00307 <span class="comment">//validate() - not used</span> |
| 304 | <a name="l00308"></a>00308 } |
| 305 | <a name="l00309"></a>00309 |
| 306 | <a name="l00310"></a><a class="code" href="classbdm_1_1merger__base.html#400e222d4c41dc57ac19e6735429c4cb">00310</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#400e222d4c41dc57ac19e6735429c4cb" title="This method TODO.">validate</a>() { |
| 307 | <a name="l00311"></a>00311 it_assert ( <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length() > 0, <span class="stringliteral">"Empty support, use set_support()."</span> ); |
| 308 | <a name="l00312"></a>00312 it_assert ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> == <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() ( 0 ).length(), <span class="stringliteral">"Support points and rv are not compatible!"</span> ); |
| 309 | <a name="l00313"></a>00313 it_assert ( <a class="code" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">"mergers must be named"</span> ); |
| 310 | <a name="l00314"></a>00314 } |
| 311 | <a name="l00316"></a>00316 }; |
| 312 | <a name="l00317"></a>00317 <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> ( merger_base ); |
| 313 | <a name="l00318"></a>00318 SHAREDPTR ( merger_base ); |