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<shared_ptr<epdf> > <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 &<a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>, <span class="keyword">const</span> Array<<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> > &<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 < <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 )->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 < <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 )->variance() + pow ( <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-><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 &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 < <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 )-><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<double>::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 &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 < <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 )-><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 &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 < <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 )-><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<epdf></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> &<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> &<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> &target ) <span class="keyword">const</span>; |
183 | | <a name="l00169"></a>00169 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></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> &<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& <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 } |
| 124 | <a name="l00093"></a>00093 |
| 125 | <a name="l00094"></a>00094 <span class="keyword">private</span>: |
| 126 | <a name="l00095"></a>00095 <span class="comment">// not implemented</span> |
| 127 | <a name="l00096"></a>00096 <a class="code" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">mratio</a> ( <span class="keyword">const</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> & ); |
| 128 | <a name="l00097"></a>00097 <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> &operator=( <span class="keyword">const</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> & ); |
| 129 | <a name="l00098"></a>00098 }; |
| 130 | <a name="l00099"></a>00099 |
| 131 | <a name="l00110"></a><a class="code" href="classbdm_1_1emix.html">00110</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> { |
| 132 | <a name="l00111"></a>00111 <span class="keyword">protected</span>: |
| 133 | <a name="l00113"></a><a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46">00113</a> vec <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>; |
| 134 | <a name="l00114"></a>00114 |
| 135 | <a name="l00116"></a><a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897">00116</a> Array<shared_ptr<epdf> > <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a>; |
| 136 | <a name="l00117"></a>00117 |
| 137 | <a name="l00118"></a>00118 <span class="keyword">public</span>: |
| 138 | <a name="l00120"></a><a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d">00120</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> ( ) { } |
| 139 | <a name="l00121"></a>00121 |
| 140 | <a name="l00128"></a>00128 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#10b4e0c45dd8f7d78f73e325382c6922" title="Set weights w and components Coms.">set_parameters</a> ( <span class="keyword">const</span> vec &<a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>, <span class="keyword">const</span> Array<<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> > &<a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ); |
| 141 | <a name="l00129"></a>00129 |
| 142 | <a name="l00130"></a>00130 vec <a class="code" href="classbdm_1_1emix.html#e8839dbbb0d1276a8dbe957a67cfe0dc" title="Returns a sample, from density .">sample</a>() <span class="keyword">const</span>; |
| 143 | <a name="l00131"></a><a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a">00131</a> vec <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
| 144 | <a name="l00132"></a>00132 <span class="keywordtype">int</span> i; |
| 145 | <a name="l00133"></a>00133 vec mu = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
| 146 | <a name="l00134"></a>00134 <span class="keywordflow">for</span> ( i = 0; i < <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { |
| 147 | <a name="l00135"></a>00135 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 )->mean(); |
| 148 | <a name="l00136"></a>00136 } |
| 149 | <a name="l00137"></a>00137 <span class="keywordflow">return</span> mu; |
| 150 | <a name="l00138"></a>00138 } |
| 151 | <a name="l00139"></a><a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86">00139</a> vec <a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
| 152 | <a name="l00140"></a>00140 <span class="comment">//non-central moment</span> |
| 153 | <a name="l00141"></a>00141 vec mom2 = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
| 154 | <a name="l00142"></a>00142 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { |
| 155 | <a name="l00143"></a>00143 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 )->variance() + pow ( <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(), 2 ) ); |
| 156 | <a name="l00144"></a>00144 } |
| 157 | <a name="l00145"></a>00145 <span class="comment">//central moment</span> |
| 158 | <a name="l00146"></a>00146 <span class="keywordflow">return</span> mom2 - pow ( <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(), 2 ); |
| 159 | <a name="l00147"></a>00147 } |
| 160 | <a name="l00148"></a><a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">00148</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">evallog</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
| 161 | <a name="l00149"></a>00149 <span class="keywordtype">int</span> i; |
| 162 | <a name="l00150"></a>00150 <span class="keywordtype">double</span> sum = 0.0; |
| 163 | <a name="l00151"></a>00151 <span class="keywordflow">for</span> ( i = 0; i < <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { |
| 164 | <a name="l00152"></a>00152 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 )-><a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">evallog</a> ( val ) ); |
| 165 | <a name="l00153"></a>00153 } |
| 166 | <a name="l00154"></a>00154 <span class="keywordflow">if</span> ( sum == 0.0 ) { |
| 167 | <a name="l00155"></a>00155 sum = std::numeric_limits<double>::epsilon(); |
| 168 | <a name="l00156"></a>00156 } |
| 169 | <a name="l00157"></a>00157 <span class="keywordtype">double</span> tmp = log ( sum ); |
| 170 | <a name="l00158"></a>00158 <a class="code" href="bdmerror_8h.html#89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( std::isfinite ( tmp ), <span class="stringliteral">"Infinite"</span> ); |
| 171 | <a name="l00159"></a>00159 <span class="keywordflow">return</span> tmp; |
| 172 | <a name="l00160"></a>00160 }; |
| 173 | <a name="l00161"></a><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b">00161</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 &Val )<span class="keyword"> const </span>{ |
| 174 | <a name="l00162"></a>00162 vec x = zeros ( Val.cols() ); |
| 175 | <a name="l00163"></a>00163 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { |
| 176 | <a name="l00164"></a>00164 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 )-><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="l00165"></a>00165 } |
| 178 | <a name="l00166"></a>00166 <span class="keywordflow">return</span> log ( x ); |
| 179 | <a name="l00167"></a>00167 }; |
| 180 | <a name="l00169"></a><a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2">00169</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 &Val )<span class="keyword"> const </span>{ |
| 181 | <a name="l00170"></a>00170 mat X ( <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(), Val.cols() ); |
| 182 | <a name="l00171"></a>00171 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { |
| 183 | <a name="l00172"></a>00172 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 )-><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ) ); |
| 184 | <a name="l00173"></a>00173 } |
| 185 | <a name="l00174"></a>00174 <span class="keywordflow">return</span> X; |
| 186 | <a name="l00175"></a>00175 }; |
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> &<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 < <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 )->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 ); |
202 | | <a name="l00190"></a>00190 |
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<egiw*> <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> ( ) {}; |
210 | | <a name="l00206"></a>00206 |
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 &<a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>, <span class="keyword">const</span> Array<egiw*> &<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 &M, mat&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 &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<epdf></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> &<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> &<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> &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& <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 < <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>; |
| 192 | <a name="l00182"></a>00182 <span class="comment">//Access methods</span> |
| 193 | <a name="l00184"></a><a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be">00184</a> <span class="comment"></span> vec& <a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() { |
| 194 | <a name="l00185"></a>00185 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>; |
| 195 | <a name="l00186"></a>00186 } |
| 196 | <a name="l00187"></a>00187 |
| 197 | <a name="l00189"></a><a class="code" href="classbdm_1_1emix.html#579437ba18bf9975b3084e10bfe1b727">00189</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> <a class="code" href="classbdm_1_1emix.html#579437ba18bf9975b3084e10bfe1b727" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) { |
| 198 | <a name="l00190"></a>00190 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i ); |
| 199 | <a name="l00191"></a>00191 } |
| 200 | <a name="l00192"></a>00192 |
| 201 | <a name="l00193"></a><a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e">00193</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> &<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) { |
| 202 | <a name="l00194"></a>00194 <a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">epdf::set_rv</a> ( rv ); |
| 203 | <a name="l00195"></a>00195 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a>.length(); i++ ) { |
| 204 | <a name="l00196"></a>00196 <a class="code" href="classbdm_1_1emix.html#866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )->set_rv ( rv ); |
| 205 | <a name="l00197"></a>00197 } |
| 206 | <a name="l00198"></a>00198 } |
| 207 | <a name="l00199"></a>00199 }; |
| 208 | <a name="l00200"></a>00200 SHAREDPTR( emix ); |
| 209 | <a name="l00201"></a>00201 |
| 210 | <a name="l00206"></a><a class="code" href="classbdm_1_1egiwmix.html">00206</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> { |
| 211 | <a name="l00207"></a>00207 <span class="keyword">protected</span>: |
| 212 | <a name="l00209"></a><a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4">00209</a> vec <a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>; |
| 213 | <a name="l00211"></a><a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280">00211</a> Array<egiw*> <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>; |
| 214 | <a name="l00213"></a><a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec">00213</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a>; |
| 215 | <a name="l00214"></a>00214 <span class="keyword">public</span>: |
| 216 | <a name="l00216"></a><a class="code" href="classbdm_1_1egiwmix.html#41f4cf7baf554e0a70bf495457179dbb">00216</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> ( ) {}; |
| 217 | <a name="l00217"></a>00217 |
| 218 | <a name="l00220"></a>00220 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#c4627222e22df6e14f8f1496e13c4975">set_parameters</a> ( <span class="keyword">const</span> vec &<a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>, <span class="keyword">const</span> Array<egiw*> &<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> ); |
| 219 | <a name="l00221"></a>00221 |
| 220 | <a name="l00223"></a>00223 vec <a class="code" href="classbdm_1_1egiwmix.html#74e7c77bd89a454a7fd984945c58df1c" title="return expected value">mean</a>() <span class="keyword">const</span>; |
| 221 | <a name="l00224"></a>00224 |
| 222 | <a name="l00226"></a>00226 vec <a class="code" href="classbdm_1_1egiwmix.html#8bd92fb4c94a46220e84d9a39ddd2e28" title="return a sample from the density">sample</a>() <span class="keyword">const</span>; |
| 223 | <a name="l00227"></a>00227 |
| 224 | <a name="l00229"></a>00229 vec <a class="code" href="classbdm_1_1egiwmix.html#96e1cfb7157b87f04e2957ca4d883425" title="return the expected variance">variance</a>() <span class="keyword">const</span>; |
| 225 | <a name="l00230"></a>00230 |
| 226 | <a name="l00231"></a>00231 <span class="comment">// TODO!!! Defined to follow ANSI and/or for future development</span> |
| 227 | <a name="l00232"></a><a class="code" href="classbdm_1_1egiwmix.html#99962cd566fc4e6d59099dae6b7ecb8c">00232</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 &M, mat&R )<span class="keyword"> const </span>{}; |
| 228 | <a name="l00233"></a><a class="code" href="classbdm_1_1egiwmix.html#5713da45d66410382d6eca4e1b05a132">00233</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 &val )<span class="keyword"> const </span>{ |
| 229 | <a name="l00234"></a>00234 <span class="keywordflow">return</span> 0; |
| 230 | <a name="l00235"></a>00235 }; |
| 231 | <a name="l00236"></a><a class="code" href="classbdm_1_1egiwmix.html#7c9bc72ecea861dd2416f852905bf023">00236</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>{ |
| 232 | <a name="l00237"></a>00237 <span class="keywordflow">return</span> 0; |
| 233 | <a name="l00238"></a>00238 } |
| 234 | <a name="l00239"></a>00239 |
| 235 | <a name="l00240"></a>00240 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></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> &<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; |
| 236 | <a name="l00241"></a>00241 <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> &<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> &target ) <span class="keyword">const</span>; |
| 237 | <a name="l00242"></a>00242 |
| 238 | <a name="l00243"></a>00243 <span class="comment">//Access methods</span> |
| 239 | <a name="l00245"></a><a class="code" href="classbdm_1_1egiwmix.html#884d203ca3994b9fba4c8bd440f355ea">00245</a> <span class="comment"></span> vec& <a class="code" href="classbdm_1_1egiwmix.html#884d203ca3994b9fba4c8bd440f355ea" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() { |
| 240 | <a name="l00246"></a>00246 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>; |
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<<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> > &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<<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> > &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 &val, <span class="keyword">const</span> vec &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 >= 0; i-- ) { |
281 | | <a name="l00300"></a>00300 <span class="comment">/* if ( mpdfs(i)->_rvc().count() >0) {</span> |
282 | | <a name="l00301"></a>00301 <span class="comment"> mpdfs ( i )->condition ( dls ( i )->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 )->evallog ( dls ( i )->pushdown ( val ) );*/</span> |
286 | | <a name="l00305"></a>00305 res += mpdfs ( i )->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 )->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 )->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 &Dt, <span class="keyword">const</span> vec &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 < 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&lt;vec&gt; version of evallogcond.">evallogcond_m</a> ( <span class="keyword">const</span> Array<vec> &Dt, <span class="keyword">const</span> vec &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 < 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 &cond ) { |
311 | | <a name="l00331"></a>00331 vec smp = std::numeric_limits<double>::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 >= 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)->samplecond(<a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->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 )->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 &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 < 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 &<span class="keyword">set</span> ) { |
331 | | <a name="l00358"></a>00358 Array<shared_ptr<mpdf> > 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<const epdf*> <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<datalink*> <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<const epdf*> &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 < <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 )-><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 < <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 )->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 < <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 )->set_connection ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</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_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 )->dimension(); |
373 | | <a name="l00405"></a>00405 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->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 } |
378 | | <a name="l00410"></a>00410 |
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 < <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 )->mean(); |
383 | | <a name="l00415"></a>00415 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->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 < <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 )->mean(); |
391 | | <a name="l00423"></a>00423 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->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 < <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 )->sample(); |
399 | | <a name="l00431"></a>00431 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->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 &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 < <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 )->evallog ( <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->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 < <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 < <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<shared_ptr<mpdf> > <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 &w0, <span class="keyword">const</span> Array<<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> > &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()>0){ |
437 | | <a name="l00480"></a>00480 set_rv(<a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>(0)->_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)->_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)->_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 &dt, <span class="keyword">const</span> vec &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<<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)->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 &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> |
| 271 | <a name="l00289"></a>00289 Array<shared_ptr<datalink_m2m> > dls; |
| 272 | <a name="l00290"></a>00290 |
| 273 | <a name="l00291"></a>00291 <span class="keyword">protected</span>: |
| 274 | <a name="l00293"></a><a class="code" href="classbdm_1_1mprod.html#9dab8448f970e2e09f76d14af990990d">00293</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>; |
| 275 | <a name="l00294"></a>00294 |
| 276 | <a name="l00295"></a>00295 <span class="keyword">public</span>: |
| 277 | <a name="l00297"></a><a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b">00297</a> <a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b" title="Default constructor.">mprod</a>() { } |
| 278 | <a name="l00298"></a>00298 |
| 279 | <a name="l00301"></a><a class="code" href="classbdm_1_1mprod.html#e0d61b25fa0955b2c5fab8c710c42200">00301</a> <a class="code" href="classbdm_1_1mprod.html#e0d61b25fa0955b2c5fab8c710c42200" title="Constructor from list of mFacs.">mprod</a> ( <span class="keyword">const</span> Array<<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> > &mFacs ) { |
| 280 | <a name="l00302"></a>00302 <a class="code" href="classbdm_1_1mprod.html#acb4cd6d390ef73a4432d0c4993baffa" title="Set internal mpdfs from given values.">set_elements</a> ( mFacs ); |
| 281 | <a name="l00303"></a>00303 } |
| 282 | <a name="l00305"></a>00305 <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<<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> > &mFacs ); |
| 283 | <a name="l00306"></a>00306 |
| 284 | <a name="l00307"></a><a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2">00307</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 &val, <span class="keyword">const</span> vec &cond ) { |
| 285 | <a name="l00308"></a>00308 <span class="keywordtype">int</span> i; |
| 286 | <a name="l00309"></a>00309 <span class="keywordtype">double</span> res = 0.0; |
| 287 | <a name="l00310"></a>00310 <span class="keywordflow">for</span> ( i = mpdfs.length() - 1; i >= 0; i-- ) { |
| 288 | <a name="l00311"></a>00311 <span class="comment">/* if ( mpdfs(i)->_rvc().count() >0) {</span> |
| 289 | <a name="l00312"></a>00312 <span class="comment"> mpdfs ( i )->condition ( dls ( i )->get_cond ( val,cond ) );</span> |
| 290 | <a name="l00313"></a>00313 <span class="comment"> }</span> |
| 291 | <a name="l00314"></a>00314 <span class="comment"> // add logarithms</span> |
| 292 | <a name="l00315"></a>00315 <span class="comment"> res += epdfs ( i )->evallog ( dls ( i )->pushdown ( val ) );*/</span> |
| 293 | <a name="l00316"></a>00316 res += mpdfs ( i )->evallogcond ( |
| 294 | <a name="l00317"></a>00317 dls ( i )->pushdown ( val ), |
| 295 | <a name="l00318"></a>00318 dls ( i )->get_cond ( val, cond ) |
| 296 | <a name="l00319"></a>00319 ); |
| 297 | <a name="l00320"></a>00320 } |
| 298 | <a name="l00321"></a>00321 <span class="keywordflow">return</span> res; |
| 299 | <a name="l00322"></a>00322 } |
| 300 | <a name="l00323"></a><a class="code" href="classbdm_1_1mprod.html#e27b359d2572abfa4cc7d8f947848dab">00323</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 &Dt, <span class="keyword">const</span> vec &cond ) { |
| 301 | <a name="l00324"></a>00324 vec tmp ( Dt.cols() ); |
| 302 | <a name="l00325"></a>00325 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < Dt.cols(); i++ ) { |
| 303 | <a name="l00326"></a>00326 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 ); |
| 304 | <a name="l00327"></a>00327 } |
| 305 | <a name="l00328"></a>00328 <span class="keywordflow">return</span> tmp; |
| 306 | <a name="l00329"></a>00329 }; |
| 307 | <a name="l00330"></a><a class="code" href="classbdm_1_1mprod.html#e8cdde6056fe20551be1fa460841f5e2">00330</a> vec <a class="code" href="classbdm_1_1mprod.html#e8cdde6056fe20551be1fa460841f5e2" title="Array&lt;vec&gt; version of evallogcond.">evallogcond_m</a> ( <span class="keyword">const</span> Array<vec> &Dt, <span class="keyword">const</span> vec &cond ) { |
| 308 | <a name="l00331"></a>00331 vec tmp ( Dt.length() ); |
| 309 | <a name="l00332"></a>00332 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < Dt.length(); i++ ) { |
| 310 | <a name="l00333"></a>00333 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 ); |
| 311 | <a name="l00334"></a>00334 } |
| 312 | <a name="l00335"></a>00335 <span class="keywordflow">return</span> tmp; |
| 313 | <a name="l00336"></a>00336 }; |
| 314 | <a name="l00337"></a>00337 |
| 315 | <a name="l00338"></a>00338 |
| 316 | <a name="l00339"></a>00339 <span class="comment">//TODO smarter...</span> |
| 317 | <a name="l00340"></a><a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">00340</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 &cond ) { |
| 318 | <a name="l00342"></a>00342 vec smp = std::numeric_limits<double>::infinity() * ones ( dimension() ); |
| 319 | <a name="l00343"></a>00343 vec smpi; |
| 320 | <a name="l00344"></a>00344 <span class="comment">// Hard assumption here!!! We are going backwards, to assure that samples that are needed from smp are already generated!</span> |
| 321 | <a name="l00345"></a>00345 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = ( mpdfs.length() - 1 ); i >= 0; i-- ) { |
| 322 | <a name="l00346"></a>00346 <span class="comment">// generate contribution of this mpdf</span> |
| 323 | <a name="l00347"></a>00347 smpi = mpdfs(i)->samplecond(dls ( i )->get_cond ( smp , cond )); |
| 324 | <a name="l00348"></a>00348 <span class="comment">// copy contribution of this pdf into smp</span> |
| 325 | <a name="l00349"></a>00349 dls ( i )->pushup ( smp, smpi ); |
| 326 | <a name="l00350"></a>00350 } |
| 327 | <a name="l00351"></a>00351 <span class="keywordflow">return</span> smp; |
| 328 | <a name="l00352"></a>00352 } |
| 329 | <a name="l00353"></a>00353 |
| 330 | <a name="l00361"></a><a class="code" href="classbdm_1_1mprod.html#bfa7478f8df1de6d8cd4c349db512831">00361</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mprod.html#bfa7478f8df1de6d8cd4c349db512831">from_setting</a> ( <span class="keyword">const</span> Setting &<span class="keyword">set</span> ) { |
| 331 | <a name="l00362"></a>00362 Array<shared_ptr<mpdf> > atmp; <span class="comment">//temporary Array</span> |
| 332 | <a name="l00363"></a>00363 <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="l00364"></a>00364 <a class="code" href="classbdm_1_1mprod.html#acb4cd6d390ef73a4432d0c4993baffa" title="Set internal mpdfs from given values.">set_elements</a> ( atmp ); |
| 334 | <a name="l00365"></a>00365 } |
| 335 | <a name="l00366"></a>00366 }; |
| 336 | <a name="l00367"></a>00367 <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 ); |
| 337 | <a name="l00368"></a>00368 SHAREDPTR ( mprod ); |
| 338 | <a name="l00369"></a>00369 |
| 339 | <a name="l00371"></a><a class="code" href="classbdm_1_1eprod.html">00371</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> { |
| 340 | <a name="l00372"></a>00372 <span class="keyword">protected</span>: |
| 341 | <a name="l00374"></a><a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391">00374</a> Array<const epdf*> <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>; |
| 342 | <a name="l00376"></a><a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43">00376</a> Array<datalink*> <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>; |
| 343 | <a name="l00377"></a>00377 <span class="keyword">public</span>: |
| 344 | <a name="l00379"></a><a class="code" href="classbdm_1_1eprod.html#9bd36af548d5c350ebe62599aacf91ba">00379</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 ) {}; |
| 345 | <a name="l00381"></a><a class="code" href="classbdm_1_1eprod.html#7f0f526ddcd028c5edaecf250ef780f6">00381</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<const epdf*> &epdfs0, <span class="keywordtype">bool</span> named = <span class="keyword">true</span> ) { |
| 346 | <a name="l00382"></a>00382 <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> = epdfs0;<span class="comment">//.set_length ( epdfs0.length() );</span> |
| 347 | <a name="l00383"></a>00383 <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() ); |
| 348 | <a name="l00384"></a>00384 |
| 349 | <a name="l00385"></a>00385 <span class="keywordtype">bool</span> independent = <span class="keyword">true</span>; |
| 350 | <a name="l00386"></a>00386 <span class="keywordflow">if</span> ( named ) { |
| 351 | <a name="l00387"></a>00387 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { |
| 352 | <a name="l00388"></a>00388 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 )-><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() ); |
| 353 | <a name="l00389"></a>00389 <a class="code" href="bdmerror_8h.html#89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( independent, <span class="stringliteral">"eprod:: given components are not independent."</span> ); |
| 354 | <a name="l00390"></a>00390 } |
| 355 | <a name="l00391"></a>00391 <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>(); |
| 356 | <a name="l00392"></a>00392 } <span class="keywordflow">else</span> { |
| 357 | <a name="l00393"></a>00393 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = 0; |
| 358 | <a name="l00394"></a>00394 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { |
| 359 | <a name="l00395"></a>00395 <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 )->dimension(); |
| 360 | <a name="l00396"></a>00396 } |
| 361 | <a name="l00397"></a>00397 } |
| 362 | <a name="l00398"></a>00398 <span class="comment">//</span> |
| 363 | <a name="l00399"></a>00399 <span class="keywordtype">int</span> cumdim = 0; |
| 364 | <a name="l00400"></a>00400 <span class="keywordtype">int</span> dimi = 0; |
| 365 | <a name="l00401"></a>00401 <span class="keywordtype">int</span> i; |
| 366 | <a name="l00402"></a>00402 <span class="keywordflow">for</span> ( i = 0; i < <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { |
| 367 | <a name="l00403"></a>00403 <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>; |
| 368 | <a name="l00404"></a>00404 <span class="keywordflow">if</span> ( named ) { |
| 369 | <a name="l00405"></a>00405 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->set_connection ( <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</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_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ); |
| 370 | <a name="l00406"></a>00406 } <span class="keywordflow">else</span> { |
| 371 | <a name="l00407"></a>00407 dimi = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->dimension(); |
| 372 | <a name="l00408"></a>00408 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->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 ) ); |
| 373 | <a name="l00409"></a>00409 cumdim += dimi; |
| 374 | <a name="l00410"></a>00410 } |
| 375 | <a name="l00411"></a>00411 } |
| 376 | <a name="l00412"></a>00412 } |
| 377 | <a name="l00413"></a>00413 |
| 378 | <a name="l00414"></a><a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24">00414</a> vec <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
| 379 | <a name="l00415"></a>00415 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
| 380 | <a name="l00416"></a>00416 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { |
| 381 | <a name="l00417"></a>00417 vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->mean(); |
| 382 | <a name="l00418"></a>00418 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushup ( tmp, pom ); |
| 383 | <a name="l00419"></a>00419 } |
| 384 | <a name="l00420"></a>00420 <span class="keywordflow">return</span> tmp; |
| 385 | <a name="l00421"></a>00421 } |
| 386 | <a name="l00422"></a><a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615">00422</a> vec <a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
| 387 | <a name="l00423"></a>00423 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> |
| 388 | <a name="l00424"></a>00424 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { |
| 389 | <a name="l00425"></a>00425 vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->mean(); |
| 390 | <a name="l00426"></a>00426 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushup ( tmp, pow ( pom, 2 ) ); |
| 391 | <a name="l00427"></a>00427 } |
| 392 | <a name="l00428"></a>00428 <span class="keywordflow">return</span> tmp - pow ( <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>(), 2 ); |
| 393 | <a name="l00429"></a>00429 } |
| 394 | <a name="l00430"></a><a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741">00430</a> vec <a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{ |
| 395 | <a name="l00431"></a>00431 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
| 396 | <a name="l00432"></a>00432 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { |
| 397 | <a name="l00433"></a>00433 vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->sample(); |
| 398 | <a name="l00434"></a>00434 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushup ( tmp, pom ); |
| 399 | <a name="l00435"></a>00435 } |
| 400 | <a name="l00436"></a>00436 <span class="keywordflow">return</span> tmp; |
| 401 | <a name="l00437"></a>00437 } |
| 402 | <a name="l00438"></a><a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2">00438</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2">evallog</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
| 403 | <a name="l00439"></a>00439 <span class="keywordtype">double</span> tmp = 0; |
| 404 | <a name="l00440"></a>00440 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { |
| 405 | <a name="l00441"></a>00441 tmp += <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->evallog ( <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushdown ( val ) ); |
| 406 | <a name="l00442"></a>00442 } |
| 407 | <a name="l00443"></a>00443 <a class="code" href="bdmerror_8h.html#89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( std::isfinite ( tmp ), <span class="stringliteral">"Infinite"</span> ); |
| 408 | <a name="l00444"></a>00444 <span class="keywordflow">return</span> tmp; |
| 409 | <a name="l00445"></a>00445 } |
| 410 | <a name="l00447"></a><a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953">00447</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>{ |
| 411 | <a name="l00448"></a>00448 <a class="code" href="bdmerror_8h.html#89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( i < <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(), <span class="stringliteral">"wrong index"</span> ); |
| 412 | <a name="l00449"></a>00449 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i ); |
| 413 | <a name="l00450"></a>00450 } |
| 414 | <a name="l00451"></a>00451 |
| 415 | <a name="l00453"></a><a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf">00453</a> <a class="code" href="classbdm_1_1eprod.html#708b37971aab3667f20e325c358632cf" title="Destructor.">~eprod</a>() { |
| 416 | <a name="l00454"></a>00454 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { |
| 417 | <a name="l00455"></a>00455 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i ); |
| 418 | <a name="l00456"></a>00456 } |
| 419 | <a name="l00457"></a>00457 } |
| 420 | <a name="l00458"></a>00458 }; |
| 421 | <a name="l00459"></a>00459 |
| 422 | <a name="l00460"></a>00460 |
| 423 | <a name="l00464"></a><a class="code" href="classbdm_1_1mmix.html">00464</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> { |
| 424 | <a name="l00465"></a>00465 <span class="keyword">protected</span>: |
| 425 | <a name="l00467"></a><a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809">00467</a> Array<shared_ptr<mpdf> > <a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>; |
| 426 | <a name="l00469"></a><a class="code" href="classbdm_1_1mmix.html#f23a22414419b3a4a0a7d97157a03b17">00469</a> vec <a class="code" href="classbdm_1_1mmix.html#f23a22414419b3a4a0a7d97157a03b17" title="weights of the components">w</a>; |
| 427 | <a name="l00471"></a><a class="code" href="classbdm_1_1mmix.html#8c740fff8807cb7f1df6a7e510e10805">00471</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>; |
| 428 | <a name="l00472"></a>00472 <span class="keyword">public</span>: |
| 429 | <a name="l00474"></a><a class="code" href="classbdm_1_1mmix.html#a0cf51b7daeb6751103e94e6b96213fb">00474</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>); } |
| 430 | <a name="l00475"></a>00475 |
| 431 | <a name="l00477"></a><a class="code" href="classbdm_1_1mmix.html#77f4e69ba18e685bdd1cb92e256a2ea2">00477</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 &w0, <span class="keyword">const</span> Array<<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> > &Coms0 ) { |
| 432 | <a name="l00479"></a>00479 <a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a> = Coms0; |
| 433 | <a name="l00480"></a>00480 <a class="code" href="classbdm_1_1mmix.html#f23a22414419b3a4a0a7d97157a03b17" title="weights of the components">w</a>=w0; |
| 434 | <a name="l00481"></a>00481 |
| 435 | <a name="l00482"></a>00482 <span class="keywordflow">if</span> (Coms0.length()>0){ |
| 436 | <a name="l00483"></a>00483 set_rv(<a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>(0)->_rv()); |
| 437 | <a name="l00484"></a>00484 <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)->_rv()._dsize()); |
| 438 | <a name="l00485"></a>00485 set_rvc(<a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>(0)->_rvc()); |
| 439 | <a name="l00486"></a>00486 <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>(); |
| 440 | <a name="l00487"></a>00487 } |
| 441 | <a name="l00488"></a>00488 } |
| 442 | <a name="l00489"></a><a class="code" href="classbdm_1_1mmix.html#33372bfd0ddbcb9f78b4d4b563a24624">00489</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 &dt, <span class="keyword">const</span> vec &cond) { |
| 443 | <a name="l00490"></a>00490 <span class="keywordtype">double</span> ll=0.0; |
| 444 | <a name="l00491"></a>00491 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>.length();i++){ |
| 445 | <a name="l00492"></a>00492 ll+=<a class="code" href="classbdm_1_1mmix.html#63013f8c57dfb51babc3be7fc5d05809" title="Component (mpdfs).">Coms</a>(i)->evallogcond(dt,cond); |
| 446 | <a name="l00493"></a>00493 } |
| 447 | <a name="l00494"></a>00494 <span class="keywordflow">return</span> ll; |
| 448 | <a name="l00495"></a>00495 } |
| 449 | <a name="l00496"></a>00496 |
| 450 | <a name="l00497"></a>00497 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 &cond); |
| 451 | <a name="l00498"></a>00498 |
| 452 | <a name="l00499"></a>00499 }; |
| 453 | <a name="l00500"></a>00500 |
| 454 | <a name="l00501"></a>00501 } |
| 455 | <a name="l00502"></a>00502 <span class="preprocessor">#endif //MX_H</span> |