| 79 | | <a name="l00040"></a><a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54">00040</a> <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>; |
| 80 | | <a name="l00042"></a><a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88">00042</a> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>; |
| 81 | | <a name="l00044"></a><a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8">00044</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>; |
| 82 | | <a name="l00046"></a><a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7">00046</a> <a class="code" href="classbdm_1_1datalink__m2e.html" title="Data link with a condition.">datalink_m2e</a> <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>; |
| 83 | | <a name="l00047"></a>00047 <span class="keyword">public</span>: |
| 84 | | <a name="l00050"></a><a class="code" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">00050</a> <a class="code" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">mratio</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* nom0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keywordtype">bool</span> copy=<span class="keyword">false</span> ) :<a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( ), <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a> ( ) { |
| 85 | | <a name="l00051"></a>00051 <span class="comment">// adjust rv and rvc</span> |
| 86 | | <a name="l00052"></a>00052 <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = nom0-><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>().<a class="code" href="classbdm_1_1RV.html#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> ( rv ); |
| 87 | | <a name="l00053"></a>00053 <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>._dsize(); |
| 88 | | <a name="l00054"></a>00054 set_ep(<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a>(<span class="keyword">new</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>)); |
| 89 | | <a name="l00055"></a>00055 e()->set_parameters(rv._dsize()); |
| 90 | | <a name="l00056"></a>00056 e()-><a class="code" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a>(rv); |
| 91 | | <a name="l00057"></a>00057 |
| 92 | | <a name="l00058"></a>00058 <span class="comment">//prepare data structures</span> |
| 93 | | <a name="l00059"></a>00059 <span class="keywordflow">if</span> ( copy ) {it_error ( <span class="stringliteral">"todo"</span> ); <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>; } |
| 94 | | <a name="l00060"></a>00060 <span class="keywordflow">else</span> { <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a> = nom0; <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> = <span class="keyword">false</span>; } |
| 95 | | <a name="l00061"></a>00061 it_assert_debug ( <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.length() >0,<span class="stringliteral">"Makes no sense to use this object!"</span> ); |
| 96 | | <a name="l00062"></a>00062 |
| 97 | | <a name="l00063"></a>00063 <span class="comment">// build denominator</span> |
| 98 | | <a name="l00064"></a>00064 <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a> = <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-><a class="code" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ); |
| 99 | | <a name="l00065"></a>00065 <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.set_connection(rv,<a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>,nom0-><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>()); |
| 100 | | <a name="l00066"></a>00066 }; |
| 101 | | <a name="l00067"></a><a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204">00067</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( <span class="keyword">const</span> vec &val, <span class="keyword">const</span> vec &cond ) { |
| 102 | | <a name="l00068"></a>00068 <span class="keywordtype">double</span> tmp; |
| 103 | | <a name="l00069"></a>00069 vec nom_val ( e()->dimension() + <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> ); |
| 104 | | <a name="l00070"></a>00070 <a class="code" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.pushup_cond ( nom_val,val,cond ); |
| 105 | | <a name="l00071"></a>00071 tmp = exp ( <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-><a class="code" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249">evallog</a> ( nom_val ) - <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>-><a class="code" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249">evallog</a> ( cond ) ); |
| 106 | | <a name="l00072"></a>00072 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite value"</span> ); |
| 107 | | <a name="l00073"></a>00073 <span class="keywordflow">return</span> tmp; |
| 108 | | <a name="l00074"></a>00074 } |
| 109 | | <a name="l00076"></a><a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15">00076</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15" title="Object takes ownership of nom and will destroy it.">ownnom</a>() {<a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>=<span class="keyword">true</span>;} |
| 110 | | <a name="l00078"></a><a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c">00078</a> <a class="code" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c" title="Default destructor.">~mratio</a>() {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88" title="Denominator in the form of epdf.">den</a>; <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>;}} |
| 111 | | <a name="l00079"></a>00079 }; |
| 112 | | <a name="l00080"></a>00080 |
| 113 | | <a name="l00091"></a><a class="code" href="classbdm_1_1emix.html">00091</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { |
| 114 | | <a name="l00092"></a>00092 <span class="keyword">protected</span>: |
| 115 | | <a name="l00094"></a><a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46">00094</a> vec <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>; |
| 116 | | <a name="l00096"></a><a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e">00096</a> Array<epdf*> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>; |
| 117 | | <a name="l00098"></a><a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4">00098</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a>; |
| 118 | | <a name="l00099"></a>00099 <span class="keyword">public</span>: |
| 119 | | <a name="l00101"></a><a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d">00101</a> <a class="code" href="classbdm_1_1emix.html#4838f3a376ee0bd3c658bfb8f4ea4a3d" title="Default constructor.">emix</a> ( ) : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( ) {}; |
| 120 | | <a name="l00104"></a>00104 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#3a107a6b808a081389ef17af951c234a">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<epdf*> &<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>, <span class="keywordtype">bool</span> copy=<span class="keyword">false</span> ); |
| 121 | | <a name="l00105"></a>00105 |
| 122 | | <a name="l00106"></a>00106 vec <a class="code" href="classbdm_1_1emix.html#e8839dbbb0d1276a8dbe957a67cfe0dc" title="Returns a sample, from density .">sample</a>() <span class="keyword">const</span>; |
| 123 | | <a name="l00107"></a><a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a">00107</a> vec <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
| 124 | | <a name="l00108"></a>00108 <span class="keywordtype">int</span> i; vec mu = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
| 125 | | <a name="l00109"></a>00109 <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++ ) {mu += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )->mean(); } |
| 126 | | <a name="l00110"></a>00110 <span class="keywordflow">return</span> mu; |
| 127 | | <a name="l00111"></a>00111 } |
| 128 | | <a name="l00112"></a><a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86">00112</a> vec <a class="code" href="classbdm_1_1emix.html#e9a627023cdf90c9ffd8eef726595c86" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
| 129 | | <a name="l00113"></a>00113 <span class="comment">//non-central moment</span> |
| 130 | | <a name="l00114"></a>00114 vec mom2 = zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
| 131 | | <a name="l00115"></a>00115 <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++ ) {mom2 += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * (<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>(i)->variance() + pow ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(),2 )); } |
| 132 | | <a name="l00116"></a>00116 <span class="comment">//central moment</span> |
| 133 | | <a name="l00117"></a>00117 <span class="keywordflow">return</span> mom2-pow ( <a class="code" href="classbdm_1_1emix.html#a3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(),2 ); |
| 134 | | <a name="l00118"></a>00118 } |
| 135 | | <a name="l00119"></a><a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">00119</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>{ |
| 136 | | <a name="l00120"></a>00120 <span class="keywordtype">int</span> i; |
| 137 | | <a name="l00121"></a>00121 <span class="keywordtype">double</span> sum = 0.0; |
| 138 | | <a name="l00122"></a>00122 <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++ ) {sum += <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">evallog</a> ( val ) );} |
| 139 | | <a name="l00123"></a>00123 <span class="keywordflow">if</span> ( sum==0.0 ) {sum=std::numeric_limits<double>::epsilon();} |
| 140 | | <a name="l00124"></a>00124 <span class="keywordtype">double</span> tmp=log ( sum ); |
| 141 | | <a name="l00125"></a>00125 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite"</span> ); |
| 142 | | <a name="l00126"></a>00126 <span class="keywordflow">return</span> tmp; |
| 143 | | <a name="l00127"></a>00127 }; |
| 144 | | <a name="l00128"></a><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b">00128</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>{ |
| 145 | | <a name="l00129"></a>00129 vec x=zeros ( Val.cols() ); |
| 146 | | <a name="l00130"></a>00130 <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++ ) { |
| 147 | | <a name="l00131"></a>00131 x+= <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ); |
| 148 | | <a name="l00132"></a>00132 } |
| 149 | | <a name="l00133"></a>00133 <span class="keywordflow">return</span> log ( x ); |
| 150 | | <a name="l00134"></a>00134 }; |
| 151 | | <a name="l00136"></a><a class="code" href="classbdm_1_1emix.html#e64c1d5a73f541e469792e23d4677af2">00136</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>{ |
| 152 | | <a name="l00137"></a>00137 mat X ( <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(), Val.cols() ); |
| 153 | | <a name="l00138"></a>00138 <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++ ) { |
| 154 | | <a name="l00139"></a>00139 X.set_row ( i, <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classbdm_1_1emix.html#23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ) ); |
| 155 | | <a name="l00140"></a>00140 } |
| 156 | | <a name="l00141"></a>00141 <span class="keywordflow">return</span> X; |
| 157 | | <a name="l00142"></a>00142 }; |
| 158 | | <a name="l00143"></a>00143 |
| 159 | | <a name="l00144"></a>00144 <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>* <a class="code" href="classbdm_1_1emix.html#f7165371cc4f7be9292024b9f5431646" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; |
| 160 | | <a name="l00145"></a>00145 <a class="code" href="classbdm_1_1mratio.html" title="Class representing ratio of two densities which arise e.g. by applying the Bayes...">mratio</a>* <a class="code" href="classbdm_1_1emix.html#fc7772a2972959cf19ba26882feacecf" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; <span class="comment">//why not mratio!!</span> |
| 161 | | <a name="l00146"></a>00146 |
| 162 | | <a name="l00147"></a>00147 <span class="comment">//Access methods</span> |
| 163 | | <a name="l00149"></a><a class="code" href="classbdm_1_1emix.html#d9b584cb5b2471a4250fb127757f28be">00149</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>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#bb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>;} |
| 164 | | <a name="l00150"></a>00150 <span class="keyword">virtual</span> ~<a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>() {<span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a> ) {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i );}}} |
| 165 | | <a name="l00152"></a><a class="code" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e">00152</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#965fb16669250a3d28bc62cf76276d8e" title="Auxiliary function for taking ownership of the Coms().">ownComs</a>() {<a class="code" href="classbdm_1_1emix.html#47189df41a4616c2fed5972f015743f4" title="Flag if owning Coms.">destroyComs</a>=<span class="keyword">true</span>;} |
| 166 | | <a name="l00153"></a>00153 |
| 167 | | <a name="l00155"></a><a class="code" href="classbdm_1_1emix.html#578616445243674438257be99ba71612">00155</a> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1emix.html#578616445243674438257be99ba71612" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a> ( i );} |
| 168 | | <a name="l00156"></a><a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e">00156</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>){ |
| 169 | | <a name="l00157"></a>00157 <a class="code" href="classbdm_1_1emix.html#04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">epdf::set_rv</a>(rv); |
| 170 | | <a name="l00158"></a>00158 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>.length();i++){<a class="code" href="classbdm_1_1emix.html#e2966a6a44b250e22e55bc9fb6af5c3e" title="Component (epdfs).">Coms</a>(i)->set_rv(rv);} |
| 171 | | <a name="l00159"></a>00159 } |
| 172 | | <a name="l00160"></a>00160 }; |
| 173 | | <a name="l00161"></a>00161 |
| 174 | | <a name="l00162"></a>00162 |
| 175 | | <a name="l00167"></a><a class="code" href="classbdm_1_1egiwmix.html">00167</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1egiwmix.html" title="Mixture of egiws.">egiwmix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> { |
| 176 | | <a name="l00168"></a>00168 <span class="keyword">protected</span>: |
| 177 | | <a name="l00170"></a><a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4">00170</a> vec <a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>; |
| 178 | | <a name="l00172"></a><a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280">00172</a> Array<egiw*> <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>; |
| 179 | | <a name="l00174"></a><a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec">00174</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a>; |
| 180 | | <a name="l00175"></a>00175 <span class="keyword">public</span>: |
| 181 | | <a name="l00177"></a><a class="code" href="classbdm_1_1egiwmix.html#41f4cf7baf554e0a70bf495457179dbb">00177</a> <a class="code" href="classbdm_1_1egiwmix.html#41f4cf7baf554e0a70bf495457179dbb" title="Default constructor.">egiwmix</a> ( ) : <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> ( ) {}; |
| 182 | | <a name="l00178"></a>00178 |
| 183 | | <a name="l00181"></a>00181 <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> ); |
| 184 | | <a name="l00182"></a>00182 |
| 185 | | <a name="l00184"></a>00184 vec <a class="code" href="classbdm_1_1egiwmix.html#74e7c77bd89a454a7fd984945c58df1c" title="return expected value">mean</a>() <span class="keyword">const</span>; |
| 186 | | <a name="l00185"></a>00185 |
| 187 | | <a name="l00187"></a>00187 vec <a class="code" href="classbdm_1_1egiwmix.html#8bd92fb4c94a46220e84d9a39ddd2e28" title="return a sample from the density">sample</a>() <span class="keyword">const</span>; |
| 188 | | <a name="l00188"></a>00188 |
| 189 | | <a name="l00190"></a>00190 vec <a class="code" href="classbdm_1_1egiwmix.html#96e1cfb7157b87f04e2957ca4d883425" title="return the expected variance">variance</a>() <span class="keyword">const</span>; |
| 190 | | <a name="l00191"></a>00191 |
| 191 | | <a name="l00192"></a>00192 <span class="comment">// TODO!!! Defined to follow ANSI and/or for future development</span> |
| 192 | | <a name="l00193"></a>00193 <span class="keywordtype">void</span> mean_mat ( mat &M, mat&R )<span class="keyword"> const </span>{}; |
| 193 | | <a name="l00194"></a><a class="code" href="classbdm_1_1egiwmix.html#5713da45d66410382d6eca4e1b05a132">00194</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>{<span class="keywordflow">return</span> 0;}; |
| 194 | | <a name="l00195"></a><a class="code" href="classbdm_1_1egiwmix.html#7c9bc72ecea861dd2416f852905bf023">00195</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiwmix.html#7c9bc72ecea861dd2416f852905bf023" title="logarithm of the normalizing constant, ">lognc</a> ()<span class="keyword"> const </span>{<span class="keywordflow">return</span> 0;}; |
| 195 | | <a name="l00196"></a>00196 <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>* <a class="code" href="classbdm_1_1egiwmix.html#93d5e0abb98256a2cf7b557098f3f8ec" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; |
| 196 | | <a name="l00197"></a>00197 |
| 197 | | <a name="l00198"></a>00198 <span class="comment">//Access methods</span> |
| 198 | | <a name="l00200"></a><a class="code" href="classbdm_1_1egiwmix.html#884d203ca3994b9fba4c8bd440f355ea">00200</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>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiwmix.html#2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>;} |
| 199 | | <a name="l00201"></a>00201 <span class="keyword">virtual</span> ~<a class="code" href="classbdm_1_1egiwmix.html" title="Mixture of egiws.">egiwmix</a>() {<span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a> ) {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>.length();i++ ) {<span class="keyword">delete</span> <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a> ( i );}}} |
| 200 | | <a name="l00203"></a><a class="code" href="classbdm_1_1egiwmix.html#adc550fe74df25524c20867e89b5b096">00203</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#adc550fe74df25524c20867e89b5b096" title="Auxiliary function for taking ownership of the Coms().">ownComs</a>() {<a class="code" href="classbdm_1_1egiwmix.html#2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a>=<span class="keyword">true</span>;} |
| 201 | | <a name="l00204"></a>00204 |
| 202 | | <a name="l00206"></a><a class="code" href="classbdm_1_1egiwmix.html#d20a56a7b129c1ea9f71725e15f8ad8c">00206</a> <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>* <a class="code" href="classbdm_1_1egiwmix.html#d20a56a7b129c1ea9f71725e15f8ad8c" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a> ( i );} |
| 203 | | <a name="l00207"></a>00207 |
| 204 | | <a name="l00208"></a><a class="code" href="classbdm_1_1egiwmix.html#dc999c5c1402c450200f22128db688b2">00208</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#dc999c5c1402c450200f22128db688b2" title="Name its rv.">set_rv</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>){ |
| 205 | | <a name="l00209"></a>00209 <a class="code" href="classbdm_1_1egiwmix.html#dc999c5c1402c450200f22128db688b2" title="Name its rv.">egiw::set_rv</a>(rv); |
| 206 | | <a name="l00210"></a>00210 <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++){<a class="code" href="classbdm_1_1egiwmix.html#8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>(i)->set_rv(rv);} |
| 207 | | <a name="l00211"></a>00211 } |
| 208 | | <a name="l00212"></a>00212 |
| 209 | | <a name="l00214"></a>00214 <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>* <a class="code" href="classbdm_1_1egiwmix.html#10894d50e82130cc5b93d3cbc30b2e4d" title="Approximation of a GiW mix by a single GiW pdf.">approx</a>(); |
| 210 | | <a name="l00215"></a>00215 }; |
| 211 | | <a name="l00216"></a>00216 |
| 212 | | <a name="l00225"></a><a class="code" href="classbdm_1_1mprod.html">00225</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mprod.html" title="Chain rule decomposition of epdf.">mprod</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1compositepdf.html" title="Chain rule of pdfs - abstract part common for mprod and merger. this abstract class...">compositepdf</a>, <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { |
| 213 | | <a name="l00226"></a>00226 <span class="keyword">protected</span>: |
| 214 | | <a name="l00228"></a><a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51">00228</a> Array<epdf*> <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a>; |
| 215 | | <a name="l00230"></a><a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f">00230</a> Array<datalink_m2m*> <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>; |
| 216 | | <a name="l00231"></a>00231 |
| 217 | | <a name="l00233"></a><a class="code" href="classbdm_1_1mprod.html#a8e758cab9b1a92928d8c93c921b6dc5">00233</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> <a class="code" href="classbdm_1_1mprod.html#a8e758cab9b1a92928d8c93c921b6dc5" title="dummy ep">dummy</a>; |
| 218 | | <a name="l00234"></a>00234 |
| 219 | | <a name="l00235"></a>00235 <span class="keyword">public</span>: |
| 220 | | <a name="l00238"></a><a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b">00238</a> <a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b" title="Constructor from list of mFacs,.">mprod</a>():<a class="code" href="classbdm_1_1mprod.html#a8e758cab9b1a92928d8c93c921b6dc5" title="dummy ep">dummy</a>(new <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>()) { } |
| 221 | | <a name="l00239"></a>00239 <a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b" title="Constructor from list of mFacs,.">mprod</a> (Array<mpdf*> mFacs): |
| 222 | | <a name="l00240"></a>00240 <a class="code" href="classbdm_1_1mprod.html#a8e758cab9b1a92928d8c93c921b6dc5" title="dummy ep">dummy</a>(new <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>()) { |
| 223 | | <a name="l00241"></a>00241 set_elements(mFacs); |
| 224 | | <a name="l00242"></a>00242 } |
| 225 | | <a name="l00243"></a>00243 |
| 226 | | <a name="l00244"></a>00244 <span class="keywordtype">void</span> set_elements(Array<mpdf*> mFacs , <span class="keywordtype">bool</span> own=<span class="keyword">false</span>) { |
| 227 | | <a name="l00245"></a>00245 |
| 228 | | <a name="l00246"></a>00246 compositepdf::set_elements(mFacs,own); |
| 229 | | <a name="l00247"></a>00247 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>.set_size(mFacs.length()); |
| 230 | | <a name="l00248"></a>00248 <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a>.set_size(mFacs.length()); |
| 231 | | <a name="l00249"></a>00249 |
| 232 | | <a name="l00250"></a>00250 set_ep(<a class="code" href="classbdm_1_1mprod.html#a8e758cab9b1a92928d8c93c921b6dc5" title="dummy ep">dummy</a>); |
| 233 | | <a name="l00251"></a>00251 RV rv=<a class="code" href="classbdm_1_1compositepdf.html#c73d39acc4378eee6a63155c3517d3c9" title="find common rv, flag">getrv</a> ( <span class="keyword">true</span> ); |
| 234 | | <a name="l00252"></a>00252 set_rv ( rv ); |
| 235 | | <a name="l00253"></a>00253 <a class="code" href="classbdm_1_1mprod.html#a8e758cab9b1a92928d8c93c921b6dc5" title="dummy ep">dummy</a>->set_parameters(rv._dsize()); |
| 236 | | <a name="l00254"></a>00254 <a class="code" href="classbdm_1_1compositepdf.html#c71fc2c51f49d797e61f479f543c75ce" title="common rvc of all mpdfs is written to rvc">setrvc</a>(e()->_rv(), <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>); |
| 237 | | <a name="l00255"></a>00255 <span class="comment">// rv and rvc established = > we can link them with mpdfs</span> |
| 238 | | <a name="l00256"></a>00256 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); i++ ) { |
| 239 | | <a name="l00257"></a>00257 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i ) = <span class="keyword">new</span> datalink_m2m; |
| 240 | | <a name="l00258"></a>00258 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a>(i)->set_connection( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->_rv(), <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->_rvc(), _rv(), _rvc() ); |
| 241 | | <a name="l00259"></a>00259 } |
| 242 | | <a name="l00260"></a>00260 |
| 243 | | <a name="l00261"></a>00261 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0; i<<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(); i++ ) { |
| 244 | | <a name="l00262"></a>00262 <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a>(i) = <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>(i)->e(); |
| 245 | | <a name="l00263"></a>00263 } |
| 246 | | <a name="l00264"></a>00264 }; |
| 247 | | <a name="l00265"></a>00265 |
| 248 | | <a name="l00266"></a><a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2">00266</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 ) { |
| 249 | | <a name="l00267"></a>00267 <span class="keywordtype">int</span> i; |
| 250 | | <a name="l00268"></a>00268 <span class="keywordtype">double</span> res = 0.0; |
| 251 | | <a name="l00269"></a>00269 <span class="keywordflow">for</span> ( i = <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length() - 1;i >= 0;i-- ) { |
| 252 | | <a name="l00270"></a>00270 <span class="comment">/* if ( mpdfs(i)->_rvc().count() >0) {</span> |
| 253 | | <a name="l00271"></a>00271 <span class="comment"> mpdfs ( i )->condition ( dls ( i )->get_cond ( val,cond ) );</span> |
| 254 | | <a name="l00272"></a>00272 <span class="comment"> }</span> |
| 255 | | <a name="l00273"></a>00273 <span class="comment"> // add logarithms</span> |
| 256 | | <a name="l00274"></a>00274 <span class="comment"> res += epdfs ( i )->evallog ( dls ( i )->pushdown ( val ) );*/</span> |
| 257 | | <a name="l00275"></a>00275 res += <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->evallogcond ( |
| 258 | | <a name="l00276"></a>00276 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->pushdown ( val ), |
| 259 | | <a name="l00277"></a>00277 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->get_cond ( val, cond ) |
| 260 | | <a name="l00278"></a>00278 ); |
| 261 | | <a name="l00279"></a>00279 } |
| 262 | | <a name="l00280"></a>00280 <span class="keywordflow">return</span> res; |
| 263 | | <a name="l00281"></a>00281 } |
| 264 | | <a name="l00282"></a><a class="code" href="classbdm_1_1mprod.html#e27b359d2572abfa4cc7d8f947848dab">00282</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) { |
| 265 | | <a name="l00283"></a>00283 vec tmp(Dt.cols()); |
| 266 | | <a name="l00284"></a>00284 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i<Dt.cols(); i++){ |
| 267 | | <a name="l00285"></a>00285 tmp(i) = <a class="code" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a>(Dt.get_col(i),cond); |
| 268 | | <a name="l00286"></a>00286 } |
| 269 | | <a name="l00287"></a>00287 <span class="keywordflow">return</span> tmp; |
| 270 | | <a name="l00288"></a>00288 }; |
| 271 | | <a name="l00289"></a><a class="code" href="classbdm_1_1mprod.html#e8cdde6056fe20551be1fa460841f5e2">00289</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) { |
| 272 | | <a name="l00290"></a>00290 vec tmp(Dt.length()); |
| 273 | | <a name="l00291"></a>00291 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i<Dt.length(); i++){ |
| 274 | | <a name="l00292"></a>00292 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); |
| 275 | | <a name="l00293"></a>00293 } |
| 276 | | <a name="l00294"></a>00294 <span class="keywordflow">return</span> tmp; |
| 277 | | <a name="l00295"></a>00295 }; |
| 278 | | <a name="l00296"></a>00296 |
| 279 | | <a name="l00297"></a>00297 |
| 280 | | <a name="l00298"></a>00298 <span class="comment">//TODO smarter...</span> |
| 281 | | <a name="l00299"></a><a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">00299</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 ) { |
| 282 | | <a name="l00301"></a>00301 vec smp= std::numeric_limits<double>::infinity() * ones ( e()->dimension() ); |
| 283 | | <a name="l00302"></a>00302 vec smpi; |
| 284 | | <a name="l00303"></a>00303 <span class="comment">// Hard assumption here!!! We are going backwards, to assure that samples that are needed from smp are already generated!</span> |
| 285 | | <a name="l00304"></a>00304 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length() - 1 );i >= 0;i-- ) { |
| 286 | | <a name="l00305"></a>00305 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->dimensionc() ) { |
| 287 | | <a name="l00306"></a>00306 <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> ( i )->condition ( <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->get_cond ( smp ,cond ) ); <span class="comment">// smp is val here!!</span> |
| 288 | | <a name="l00307"></a>00307 } |
| 289 | | <a name="l00308"></a>00308 smpi = <a class="code" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51" title="pointers to epdfs - shortcut to mpdfs().posterior()">epdfs</a> ( i )->sample(); |
| 290 | | <a name="l00309"></a>00309 <span class="comment">// copy contribution of this pdf into smp</span> |
| 291 | | <a name="l00310"></a>00310 <a class="code" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f" title="Data link for each mpdfs.">dls</a> ( i )->pushup ( smp, smpi ); |
| 292 | | <a name="l00311"></a>00311 <span class="comment">// add ith likelihood contribution</span> |
| 293 | | <a name="l00312"></a>00312 } |
| 294 | | <a name="l00313"></a>00313 <span class="keywordflow">return</span> smp; |
| 295 | | <a name="l00314"></a>00314 } |
| 296 | | <a name="l00315"></a>00315 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 ) { |
| 297 | | <a name="l00316"></a>00316 mat Smp ( dimension(),N ); |
| 298 | | <a name="l00317"></a>00317 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<N;i++ ) {Smp.set_col ( i,<a class="code" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( cond ) );} |
| 299 | | <a name="l00318"></a>00318 <span class="keywordflow">return</span> Smp; |
| 300 | | <a name="l00319"></a>00319 } |
| 301 | | <a name="l00320"></a>00320 |
| 302 | | <a name="l00321"></a>00321 ~<a class="code" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b" title="Constructor from list of mFacs,.">mprod</a>() {}; |
| 303 | | <a name="l00329"></a><a class="code" href="classbdm_1_1mprod.html#bfa7478f8df1de6d8cd4c349db512831">00329</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>){ |
| 304 | | <a name="l00330"></a>00330 Array<mpdf*> Atmp; <span class="comment">//temporary Array</span> |
| 305 | | <a name="l00331"></a>00331 <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); |
| 306 | | <a name="l00332"></a>00332 set_elements(Atmp,<span class="keyword">true</span>); |
| 307 | | <a name="l00333"></a>00333 } |
| 308 | | <a name="l00334"></a>00334 |
| 309 | | <a name="l00335"></a>00335 }; |
| 310 | | <a name="l00336"></a>00336 <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); |
| | 82 | <a name="l00040"></a><a class="code" href="classbdm_1_1mratio.html#af31caba90a2aa10fbf7631832404fe54">00040</a> <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1mratio.html#af31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>; |
| | 83 | <a name="l00041"></a>00041 |
| | 84 | <a name="l00043"></a><a class="code" href="classbdm_1_1mratio.html#a873598797f36eddab44e342e14563fcb">00043</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> <a class="code" href="classbdm_1_1mratio.html#a873598797f36eddab44e342e14563fcb" title="Denominator in the form of epdf.">den</a>; |
| | 85 | <a name="l00044"></a>00044 |
| | 86 | <a name="l00046"></a><a class="code" href="classbdm_1_1mratio.html#a51bfe6675e724f7fbeaaeacce5a9f9b8">00046</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1mratio.html#a51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a>; |
| | 87 | <a name="l00048"></a><a class="code" href="classbdm_1_1mratio.html#acda5bd23ba60146d69e1f804ff7710c7">00048</a> <a class="code" href="classbdm_1_1datalink__m2e.html" title="Data link with a condition.">datalink_m2e</a> <a class="code" href="classbdm_1_1mratio.html#acda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>; |
| | 88 | <a name="l00050"></a><a class="code" href="classbdm_1_1mratio.html#a7a676422bc6cc426ffa6fddf52672409">00050</a> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <a class="code" href="classbdm_1_1mratio.html#a7a676422bc6cc426ffa6fddf52672409" title="dummy epdf that stores only rv and dim">iepdf</a>; |
| | 89 | <a name="l00051"></a>00051 <span class="keyword">public</span>: |
| | 90 | <a name="l00054"></a><a class="code" href="classbdm_1_1mratio.html#a0ff56d13f9515d7e5f23b7a4cc5529b4">00054</a> <a class="code" href="classbdm_1_1mratio.html#a0ff56d13f9515d7e5f23b7a4cc5529b4">mratio</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* nom0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rv, <span class="keywordtype">bool</span> copy = <span class="keyword">false</span> ) : <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> ( ), <a class="code" href="classbdm_1_1mratio.html#acda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a> ( ),<a class="code" href="classbdm_1_1mratio.html#a7a676422bc6cc426ffa6fddf52672409" title="dummy epdf that stores only rv and dim">iepdf</a>() { |
| | 91 | <a name="l00055"></a>00055 <span class="comment">// adjust rv and rvc</span> |
| | 92 | <a name="l00056"></a>00056 <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = nom0-><a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>().<a class="code" href="classbdm_1_1RV.html#aaec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> ( rv ); |
| | 93 | <a name="l00057"></a>00057 <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>._dsize(); |
| | 94 | <a name="l00058"></a>00058 <a class="code" href="classbdm_1_1mpdf.html#a147afacb393324bb3f9a7a89e33f835e" title="set internal pointer ep to point to given iepdf ">set_ep</a> ( <a class="code" href="classbdm_1_1mratio.html#a7a676422bc6cc426ffa6fddf52672409" title="dummy epdf that stores only rv and dim">iepdf</a> ); |
| | 95 | <a name="l00059"></a>00059 <a class="code" href="classbdm_1_1mratio.html#a7a676422bc6cc426ffa6fddf52672409" title="dummy epdf that stores only rv and dim">iepdf</a>.set_parameters ( rv._dsize() ); |
| | 96 | <a name="l00060"></a>00060 <a class="code" href="classbdm_1_1mratio.html#a7a676422bc6cc426ffa6fddf52672409" title="dummy epdf that stores only rv and dim">iepdf</a>.<a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( rv ); |
| | 97 | <a name="l00061"></a>00061 |
| | 98 | <a name="l00062"></a>00062 <span class="comment">//prepare data structures</span> |
| | 99 | <a name="l00063"></a>00063 <span class="keywordflow">if</span> ( copy ) { |
| | 100 | <a name="l00064"></a>00064 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"todo"</span> ); |
| | 101 | <a name="l00065"></a>00065 <span class="comment">// destroynom = true;</span> |
| | 102 | <a name="l00066"></a>00066 } <span class="keywordflow">else</span> { |
| | 103 | <a name="l00067"></a>00067 <a class="code" href="classbdm_1_1mratio.html#af31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a> = nom0; |
| | 104 | <a name="l00068"></a>00068 <a class="code" href="classbdm_1_1mratio.html#a51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> = <span class="keyword">false</span>; |
| | 105 | <a name="l00069"></a>00069 } |
| | 106 | <a name="l00070"></a>00070 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>.length() > 0, <span class="stringliteral">"Makes no sense to use this object!"</span> ); |
| | 107 | <a name="l00071"></a>00071 |
| | 108 | <a name="l00072"></a>00072 <span class="comment">// build denominator</span> |
| | 109 | <a name="l00073"></a>00073 <a class="code" href="classbdm_1_1mratio.html#a873598797f36eddab44e342e14563fcb" title="Denominator in the form of epdf.">den</a> = <a class="code" href="classbdm_1_1mratio.html#af31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-><a class="code" href="classbdm_1_1epdf.html#aa84b05f5293cab2aeb4e07faffa60906" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> ); |
| | 110 | <a name="l00074"></a>00074 <a class="code" href="classbdm_1_1mratio.html#acda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.<a class="code" href="classbdm_1_1datalink__m2e.html#aadd918bf877c48714cff51ee4ad989b0" title="Set connection between vectors.">set_connection</a> ( rv, <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>, nom0-><a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() ); |
| | 111 | <a name="l00075"></a>00075 }; |
| | 112 | <a name="l00076"></a><a class="code" href="classbdm_1_1mratio.html#a3a2cbce8c61ca9f592d9c2220f7c1204">00076</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mratio.html#a3a2cbce8c61ca9f592d9c2220f7c1204" 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 ) { |
| | 113 | <a name="l00077"></a>00077 <span class="keywordtype">double</span> tmp; |
| | 114 | <a name="l00078"></a>00078 vec nom_val ( dimension() + <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> ); |
| | 115 | <a name="l00079"></a>00079 <a class="code" href="classbdm_1_1mratio.html#acda5bd23ba60146d69e1f804ff7710c7" title="datalink between conditional and nom">dl</a>.<a class="code" href="classbdm_1_1datalink__m2e.html#ab29bc3c7bf2a1d87e77ccaa793d097d5" title="Copy corresponding values to Up.condition.">pushup_cond</a> ( nom_val, val, cond ); |
| | 116 | <a name="l00080"></a>00080 tmp = exp ( <a class="code" href="classbdm_1_1mratio.html#af31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>-><a class="code" href="classbdm_1_1epdf.html#adeab266d63c236c277538867d5c3f249">evallog</a> ( nom_val ) - <a class="code" href="classbdm_1_1mratio.html#a873598797f36eddab44e342e14563fcb" title="Denominator in the form of epdf.">den</a>->evallog ( cond ) ); |
| | 117 | <a name="l00081"></a>00081 <span class="keywordflow">return</span> tmp; |
| | 118 | <a name="l00082"></a>00082 } |
| | 119 | <a name="l00084"></a><a class="code" href="classbdm_1_1mratio.html#ac8b39fea586d4258bb3c881406edaf15">00084</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mratio.html#ac8b39fea586d4258bb3c881406edaf15" title="Object takes ownership of nom and will destroy it.">ownnom</a>() { |
| | 120 | <a name="l00085"></a>00085 <a class="code" href="classbdm_1_1mratio.html#a51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> = <span class="keyword">true</span>; |
| | 121 | <a name="l00086"></a>00086 } |
| | 122 | <a name="l00088"></a><a class="code" href="classbdm_1_1mratio.html#ac0cc0b25dbdc54751466616655454c5c">00088</a> <a class="code" href="classbdm_1_1mratio.html#ac0cc0b25dbdc54751466616655454c5c" title="Default destructor.">~mratio</a>() { |
| | 123 | <a name="l00089"></a>00089 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1mratio.html#a51bfe6675e724f7fbeaaeacce5a9f9b8" title="flag for destructor">destroynom</a> ) { |
| | 124 | <a name="l00090"></a>00090 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1mratio.html#af31caba90a2aa10fbf7631832404fe54" title="Nominator in the form of mpdf.">nom</a>; |
| | 125 | <a name="l00091"></a>00091 } |
| | 126 | <a name="l00092"></a>00092 } |
| | 127 | <a name="l00093"></a>00093 |
| | 128 | <a name="l00094"></a>00094 <span class="keyword">private</span>: |
| | 129 | <a name="l00095"></a>00095 <span class="comment">// not implemented</span> |
| | 130 | <a name="l00096"></a>00096 <a class="code" href="classbdm_1_1mratio.html#a0ff56d13f9515d7e5f23b7a4cc5529b4">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> & ); |
| | 131 | <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> & ); |
| | 132 | <a name="l00098"></a>00098 }; |
| | 133 | <a name="l00099"></a>00099 |
| | 134 | <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> { |
| | 135 | <a name="l00111"></a>00111 <span class="keyword">protected</span>: |
| | 136 | <a name="l00113"></a><a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46">00113</a> vec <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>; |
| | 137 | <a name="l00114"></a>00114 |
| | 138 | <a name="l00116"></a><a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897">00116</a> Array<shared_ptr<epdf> > <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a>; |
| | 139 | <a name="l00117"></a>00117 |
| | 140 | <a name="l00118"></a>00118 <span class="keyword">public</span>: |
| | 141 | <a name="l00120"></a><a class="code" href="classbdm_1_1emix.html#a4838f3a376ee0bd3c658bfb8f4ea4a3d">00120</a> <a class="code" href="classbdm_1_1emix.html#a4838f3a376ee0bd3c658bfb8f4ea4a3d" 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> ( ) { } |
| | 142 | <a name="l00121"></a>00121 |
| | 143 | <a name="l00128"></a>00128 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#a10b4e0c45dd8f7d78f73e325382c6922" title="Set weights w and components Coms.">set_parameters</a> ( <span class="keyword">const</span> vec &<a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" 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#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ); |
| | 144 | <a name="l00129"></a>00129 |
| | 145 | <a name="l00130"></a>00130 vec <a class="code" href="classbdm_1_1emix.html#ae8839dbbb0d1276a8dbe957a67cfe0dc" title="Returns a sample, from density .">sample</a>() <span class="keyword">const</span>; |
| | 146 | <a name="l00131"></a><a class="code" href="classbdm_1_1emix.html#aa3a5390bc56e81ef3b0debc0f185fa8a">00131</a> vec <a class="code" href="classbdm_1_1emix.html#aa3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
| | 147 | <a name="l00132"></a>00132 <span class="keywordtype">int</span> i; |
| | 148 | <a name="l00133"></a>00133 vec mu = zeros ( <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
| | 149 | <a name="l00134"></a>00134 <span class="keywordflow">for</span> ( i = 0; i < <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { |
| | 150 | <a name="l00135"></a>00135 mu += <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )->mean(); |
| | 151 | <a name="l00136"></a>00136 } |
| | 152 | <a name="l00137"></a>00137 <span class="keywordflow">return</span> mu; |
| | 153 | <a name="l00138"></a>00138 } |
| | 154 | <a name="l00139"></a><a class="code" href="classbdm_1_1emix.html#ae9a627023cdf90c9ffd8eef726595c86">00139</a> vec <a class="code" href="classbdm_1_1emix.html#ae9a627023cdf90c9ffd8eef726595c86" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
| | 155 | <a name="l00140"></a>00140 <span class="comment">//non-central moment</span> |
| | 156 | <a name="l00141"></a>00141 vec mom2 = zeros ( <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
| | 157 | <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#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { |
| | 158 | <a name="l00143"></a>00143 mom2 += <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * ( <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )->variance() + pow ( <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classbdm_1_1emix.html#aa3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(), 2 ) ); |
| | 159 | <a name="l00144"></a>00144 } |
| | 160 | <a name="l00145"></a>00145 <span class="comment">//central moment</span> |
| | 161 | <a name="l00146"></a>00146 <span class="keywordflow">return</span> mom2 - pow ( <a class="code" href="classbdm_1_1emix.html#aa3a5390bc56e81ef3b0debc0f185fa8a" title="return expected value">mean</a>(), 2 ); |
| | 162 | <a name="l00147"></a>00147 } |
| | 163 | <a name="l00148"></a><a class="code" href="classbdm_1_1emix.html#a0f3db99f730bde6b7953931594537e8e">00148</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1emix.html#a0f3db99f730bde6b7953931594537e8e">evallog</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ |
| | 164 | <a name="l00149"></a>00149 <span class="keywordtype">int</span> i; |
| | 165 | <a name="l00150"></a>00150 <span class="keywordtype">double</span> sum = 0.0; |
| | 166 | <a name="l00151"></a>00151 <span class="keywordflow">for</span> ( i = 0; i < <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { |
| | 167 | <a name="l00152"></a>00152 sum += <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * exp ( <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classbdm_1_1emix.html#a0f3db99f730bde6b7953931594537e8e">evallog</a> ( val ) ); |
| | 168 | <a name="l00153"></a>00153 } |
| | 169 | <a name="l00154"></a>00154 <span class="keywordflow">if</span> ( sum == 0.0 ) { |
| | 170 | <a name="l00155"></a>00155 sum = std::numeric_limits<double>::epsilon(); |
| | 171 | <a name="l00156"></a>00156 } |
| | 172 | <a name="l00157"></a>00157 <span class="keywordtype">double</span> tmp = log ( sum ); |
| | 173 | <a name="l00158"></a>00158 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" 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> ); |
| | 174 | <a name="l00159"></a>00159 <span class="keywordflow">return</span> tmp; |
| | 175 | <a name="l00160"></a>00160 }; |
| | 176 | <a name="l00161"></a><a class="code" href="classbdm_1_1emix.html#a23af1986e2afcbc8c7e1c30f610e703b">00161</a> vec <a class="code" href="classbdm_1_1emix.html#a23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( <span class="keyword">const</span> mat &Val )<span class="keyword"> const </span>{ |
| | 177 | <a name="l00162"></a>00162 vec x = zeros ( Val.cols() ); |
| | 178 | <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#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { |
| | 179 | <a name="l00164"></a>00164 x += <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) * exp ( <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classbdm_1_1emix.html#a23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ); |
| | 180 | <a name="l00165"></a>00165 } |
| | 181 | <a name="l00166"></a>00166 <span class="keywordflow">return</span> log ( x ); |
| | 182 | <a name="l00167"></a>00167 }; |
| | 183 | <a name="l00169"></a><a class="code" href="classbdm_1_1emix.html#ae64c1d5a73f541e469792e23d4677af2">00169</a> mat <a class="code" href="classbdm_1_1emix.html#ae64c1d5a73f541e469792e23d4677af2" title="Auxiliary function that returns pdflog for each component.">evallog_M</a> ( <span class="keyword">const</span> mat &Val )<span class="keyword"> const </span>{ |
| | 184 | <a name="l00170"></a>00170 mat X ( <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(), Val.cols() ); |
| | 185 | <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#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>.length(); i++ ) { |
| | 186 | <a name="l00172"></a>00172 X.set_row ( i, <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a> ( i ) *exp ( <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )-><a class="code" href="classbdm_1_1emix.html#a23af1986e2afcbc8c7e1c30f610e703b" title="Compute log-probability of multiple values argument val.">evallog_m</a> ( Val ) ) ); |
| | 187 | <a name="l00173"></a>00173 } |
| | 188 | <a name="l00174"></a>00174 <span class="keywordflow">return</span> X; |
| | 189 | <a name="l00175"></a>00175 }; |
| | 190 | <a name="l00176"></a>00176 |
| | 191 | <a name="l00177"></a>00177 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> <a class="code" href="classbdm_1_1emix.html#a4edf5ceb3179a03f01b870c67eb53bb6" 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#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; |
| | 192 | <a name="l00179"></a>00179 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#a4edf5ceb3179a03f01b870c67eb53bb6" 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#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" 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>; |
| | 193 | <a name="l00180"></a>00180 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> <a class="code" href="classbdm_1_1emix.html#a4176e4dc11980db4200b9fab54402a09" 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#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; |
| | 194 | <a name="l00181"></a>00181 |
| | 195 | <a name="l00182"></a>00182 <span class="comment">//Access methods</span> |
| | 196 | <a name="l00184"></a><a class="code" href="classbdm_1_1emix.html#ad9b584cb5b2471a4250fb127757f28be">00184</a> <span class="comment"></span> vec& <a class="code" href="classbdm_1_1emix.html#ad9b584cb5b2471a4250fb127757f28be" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() { |
| | 197 | <a name="l00185"></a>00185 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#abb7270345c76da627cd77ddf020bcf46" title="weights of the components">w</a>; |
| | 198 | <a name="l00186"></a>00186 } |
| | 199 | <a name="l00187"></a>00187 |
| | 200 | <a name="l00189"></a><a class="code" href="classbdm_1_1emix.html#a579437ba18bf9975b3084e10bfe1b727">00189</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> <a class="code" href="classbdm_1_1emix.html#a579437ba18bf9975b3084e10bfe1b727" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) { |
| | 201 | <a name="l00190"></a>00190 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i ); |
| | 202 | <a name="l00191"></a>00191 } |
| | 203 | <a name="l00192"></a>00192 |
| | 204 | <a name="l00193"></a><a class="code" href="classbdm_1_1emix.html#a04a8632cfa9299ae937228eb732fd61e">00193</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1emix.html#a04a8632cfa9299ae937228eb732fd61e" 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#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) { |
| | 205 | <a name="l00194"></a>00194 <a class="code" href="classbdm_1_1emix.html#a04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">epdf::set_rv</a> ( rv ); |
| | 206 | <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#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a>.length(); i++ ) { |
| | 207 | <a name="l00196"></a>00196 <a class="code" href="classbdm_1_1emix.html#a866e75dacba151942ead95104e57a897" title="Component (epdfs).">Coms</a> ( i )->set_rv ( rv ); |
| | 208 | <a name="l00197"></a>00197 } |
| | 209 | <a name="l00198"></a>00198 } |
| | 210 | <a name="l00199"></a>00199 }; |
| | 211 | <a name="l00200"></a>00200 SHAREDPTR( emix ); |
| | 212 | <a name="l00201"></a>00201 |
| | 213 | <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> { |
| | 214 | <a name="l00207"></a>00207 <span class="keyword">protected</span>: |
| | 215 | <a name="l00209"></a><a class="code" href="classbdm_1_1egiwmix.html#a2deb6d7cd689949b92450227de98afa4">00209</a> vec <a class="code" href="classbdm_1_1egiwmix.html#a2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>; |
| | 216 | <a name="l00211"></a><a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280">00211</a> Array<egiw*> <a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>; |
| | 217 | <a name="l00213"></a><a class="code" href="classbdm_1_1egiwmix.html#a2a363169e5aa6c7cad1f4d7647fe9eec">00213</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1egiwmix.html#a2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a>; |
| | 218 | <a name="l00214"></a>00214 <span class="keyword">public</span>: |
| | 219 | <a name="l00216"></a><a class="code" href="classbdm_1_1egiwmix.html#a41f4cf7baf554e0a70bf495457179dbb">00216</a> <a class="code" href="classbdm_1_1egiwmix.html#a41f4cf7baf554e0a70bf495457179dbb" title="Default constructor.">egiwmix</a> ( ) : <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> ( ) {}; |
| | 220 | <a name="l00217"></a>00217 |
| | 221 | <a name="l00220"></a>00220 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#ac4627222e22df6e14f8f1496e13c4975">set_parameters</a> ( <span class="keyword">const</span> vec &<a class="code" href="classbdm_1_1egiwmix.html#a2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>, <span class="keyword">const</span> Array<egiw*> &<a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>, <span class="keywordtype">bool</span> copy = <span class="keyword">false</span> ); |
| | 222 | <a name="l00221"></a>00221 |
| | 223 | <a name="l00223"></a>00223 vec <a class="code" href="classbdm_1_1egiwmix.html#a74e7c77bd89a454a7fd984945c58df1c" title="return expected value">mean</a>() <span class="keyword">const</span>; |
| | 224 | <a name="l00224"></a>00224 |
| | 225 | <a name="l00226"></a>00226 vec <a class="code" href="classbdm_1_1egiwmix.html#a8bd92fb4c94a46220e84d9a39ddd2e28" title="return a sample from the density">sample</a>() <span class="keyword">const</span>; |
| | 226 | <a name="l00227"></a>00227 |
| | 227 | <a name="l00229"></a>00229 vec <a class="code" href="classbdm_1_1egiwmix.html#a96e1cfb7157b87f04e2957ca4d883425" title="return the expected variance">variance</a>() <span class="keyword">const</span>; |
| | 228 | <a name="l00230"></a>00230 |
| | 229 | <a name="l00231"></a>00231 <span class="comment">// TODO!!! Defined to follow ANSI and/or for future development</span> |
| | 230 | <a name="l00232"></a><a class="code" href="classbdm_1_1egiwmix.html#a99962cd566fc4e6d59099dae6b7ecb8c">00232</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#a99962cd566fc4e6d59099dae6b7ecb8c" 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>{}; |
| | 231 | <a name="l00233"></a><a class="code" href="classbdm_1_1egiwmix.html#a5713da45d66410382d6eca4e1b05a132">00233</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiwmix.html#a5713da45d66410382d6eca4e1b05a132" 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>{ |
| | 232 | <a name="l00234"></a>00234 <span class="keywordflow">return</span> 0; |
| | 233 | <a name="l00235"></a>00235 }; |
| | 234 | <a name="l00236"></a><a class="code" href="classbdm_1_1egiwmix.html#a7c9bc72ecea861dd2416f852905bf023">00236</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiwmix.html#a7c9bc72ecea861dd2416f852905bf023" title="logarithm of the normalizing constant, ">lognc</a> ()<span class="keyword"> const </span>{ |
| | 235 | <a name="l00237"></a>00237 <span class="keywordflow">return</span> 0; |
| | 236 | <a name="l00238"></a>00238 } |
| | 237 | <a name="l00239"></a>00239 |
| | 238 | <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#aab30611d0ca7cc718956548a42a1f67d" 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#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) <span class="keyword">const</span>; |
| | 239 | <a name="l00241"></a>00241 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#aab30611d0ca7cc718956548a42a1f67d" 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#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" 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>; |
| | 240 | <a name="l00242"></a>00242 |
| | 241 | <a name="l00243"></a>00243 <span class="comment">//Access methods</span> |
| | 242 | <a name="l00245"></a><a class="code" href="classbdm_1_1egiwmix.html#a884d203ca3994b9fba4c8bd440f355ea">00245</a> <span class="comment"></span> vec& <a class="code" href="classbdm_1_1egiwmix.html#a884d203ca3994b9fba4c8bd440f355ea" title="returns a pointer to the internal mean value. Use with Care!">_w</a>() { |
| | 243 | <a name="l00246"></a>00246 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiwmix.html#a2deb6d7cd689949b92450227de98afa4" title="weights of the components">w</a>; |
| | 244 | <a name="l00247"></a>00247 } |
| | 245 | <a name="l00248"></a>00248 <span class="keyword">virtual</span> ~<a class="code" href="classbdm_1_1egiwmix.html" title="Mixture of egiws.">egiwmix</a>() { |
| | 246 | <a name="l00249"></a>00249 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1egiwmix.html#a2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a> ) { |
| | 247 | <a name="l00250"></a>00250 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>.length(); i++ ) { |
| | 248 | <a name="l00251"></a>00251 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a> ( i ); |
| | 249 | <a name="l00252"></a>00252 } |
| | 250 | <a name="l00253"></a>00253 } |
| | 251 | <a name="l00254"></a>00254 } |
| | 252 | <a name="l00256"></a><a class="code" href="classbdm_1_1egiwmix.html#aadc550fe74df25524c20867e89b5b096">00256</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#aadc550fe74df25524c20867e89b5b096" title="Auxiliary function for taking ownership of the Coms().">ownComs</a>() { |
| | 253 | <a name="l00257"></a>00257 <a class="code" href="classbdm_1_1egiwmix.html#a2a363169e5aa6c7cad1f4d7647fe9eec" title="Flag if owning Coms.">destroyComs</a> = <span class="keyword">true</span>; |
| | 254 | <a name="l00258"></a>00258 } |
| | 255 | <a name="l00259"></a>00259 |
| | 256 | <a name="l00261"></a><a class="code" href="classbdm_1_1egiwmix.html#ad20a56a7b129c1ea9f71725e15f8ad8c">00261</a> <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>* <a class="code" href="classbdm_1_1egiwmix.html#ad20a56a7b129c1ea9f71725e15f8ad8c" title="access function">_Coms</a> ( <span class="keywordtype">int</span> i ) { |
| | 257 | <a name="l00262"></a>00262 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a> ( i ); |
| | 258 | <a name="l00263"></a>00263 } |
| | 259 | <a name="l00264"></a>00264 |
| | 260 | <a name="l00265"></a><a class="code" href="classbdm_1_1egiwmix.html#adc999c5c1402c450200f22128db688b2">00265</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiwmix.html#adc999c5c1402c450200f22128db688b2" 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#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) { |
| | 261 | <a name="l00266"></a>00266 <a class="code" href="classbdm_1_1egiwmix.html#adc999c5c1402c450200f22128db688b2" title="Name its rv.">egiw::set_rv</a> ( rv ); |
| | 262 | <a name="l00267"></a>00267 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a>.length(); i++ ) { |
| | 263 | <a name="l00268"></a>00268 <a class="code" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms</a> ( i )->set_rv ( rv ); |
| | 264 | <a name="l00269"></a>00269 } |
| | 265 | <a name="l00270"></a>00270 } |
| | 266 | <a name="l00271"></a>00271 |
| | 267 | <a name="l00273"></a>00273 <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>* <a class="code" href="classbdm_1_1egiwmix.html#a10894d50e82130cc5b93d3cbc30b2e4d" title="Approximation of a GiW mix by a single GiW pdf.">approx</a>(); |
| | 268 | <a name="l00274"></a>00274 }; |
| | 269 | <a name="l00275"></a>00275 |
| | 270 | <a name="l00284"></a><a class="code" href="classbdm_1_1mprod.html">00284</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mprod.html" title="Chain rule decomposition of epdf.">mprod</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> { |
| | 271 | <a name="l00285"></a>00285 <span class="keyword">private</span>: |
| | 272 | <a name="l00286"></a>00286 Array<shared_ptr<mpdf> > mpdfs; |
| | 273 | <a name="l00287"></a>00287 |
| | 274 | <a name="l00289"></a>00289 Array<shared_ptr<datalink_m2m> > dls; |
| | 275 | <a name="l00290"></a>00290 |
| | 276 | <a name="l00291"></a>00291 <span class="keyword">protected</span>: |
| | 277 | <a name="l00293"></a><a class="code" href="classbdm_1_1mprod.html#a9dab8448f970e2e09f76d14af990990d">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#a9dab8448f970e2e09f76d14af990990d" title="dummy epdf used only as storage for RV and dim">iepdf</a>; |
| | 278 | <a name="l00294"></a>00294 |
| | 279 | <a name="l00295"></a>00295 <span class="keyword">public</span>: |
| | 280 | <a name="l00297"></a><a class="code" href="classbdm_1_1mprod.html#afed864cdd0e724d9133e6c6bfcacf94b">00297</a> <a class="code" href="classbdm_1_1mprod.html#afed864cdd0e724d9133e6c6bfcacf94b" title="Default constructor.">mprod</a>() { } |
| | 281 | <a name="l00298"></a>00298 |
| | 282 | <a name="l00301"></a><a class="code" href="classbdm_1_1mprod.html#ae0d61b25fa0955b2c5fab8c710c42200">00301</a> <a class="code" href="classbdm_1_1mprod.html#ae0d61b25fa0955b2c5fab8c710c42200" 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 ) { |
| | 283 | <a name="l00302"></a>00302 <a class="code" href="classbdm_1_1mprod.html#aacb4cd6d390ef73a4432d0c4993baffa" title="Set internal mpdfs from given values.">set_elements</a> ( mFacs ); |
| | 284 | <a name="l00303"></a>00303 } |
| | 285 | <a name="l00305"></a>00305 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mprod.html#aacb4cd6d390ef73a4432d0c4993baffa" 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 ); |
| | 286 | <a name="l00306"></a>00306 |
| | 287 | <a name="l00307"></a><a class="code" href="classbdm_1_1mprod.html#a800f21d94c919137608a2fd5c88719e2">00307</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mprod.html#a800f21d94c919137608a2fd5c88719e2" 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 ) { |
| | 288 | <a name="l00308"></a>00308 <span class="keywordtype">int</span> i; |
| | 289 | <a name="l00309"></a>00309 <span class="keywordtype">double</span> res = 0.0; |
| | 290 | <a name="l00310"></a>00310 <span class="keywordflow">for</span> ( i = mpdfs.length() - 1; i >= 0; i-- ) { |
| | 291 | <a name="l00311"></a>00311 <span class="comment">/* if ( mpdfs(i)->_rvc().count() >0) {</span> |
| | 292 | <a name="l00312"></a>00312 <span class="comment"> mpdfs ( i )->condition ( dls ( i )->get_cond ( val,cond ) );</span> |
| | 293 | <a name="l00313"></a>00313 <span class="comment"> }</span> |
| | 294 | <a name="l00314"></a>00314 <span class="comment"> // add logarithms</span> |
| | 295 | <a name="l00315"></a>00315 <span class="comment"> res += epdfs ( i )->evallog ( dls ( i )->pushdown ( val ) );*/</span> |
| | 296 | <a name="l00316"></a>00316 res += mpdfs ( i )->evallogcond ( |
| | 297 | <a name="l00317"></a>00317 dls ( i )->pushdown ( val ), |
| | 298 | <a name="l00318"></a>00318 dls ( i )->get_cond ( val, cond ) |
| | 299 | <a name="l00319"></a>00319 ); |
| | 300 | <a name="l00320"></a>00320 } |
| | 301 | <a name="l00321"></a>00321 <span class="keywordflow">return</span> res; |
| | 302 | <a name="l00322"></a>00322 } |
| | 303 | <a name="l00323"></a><a class="code" href="classbdm_1_1mprod.html#ae27b359d2572abfa4cc7d8f947848dab">00323</a> vec <a class="code" href="classbdm_1_1mprod.html#ae27b359d2572abfa4cc7d8f947848dab" title="Matrix version of evallogcond.">evallogcond_m</a> ( <span class="keyword">const</span> mat &Dt, <span class="keyword">const</span> vec &cond ) { |
| | 304 | <a name="l00324"></a>00324 vec tmp ( Dt.cols() ); |
| | 305 | <a name="l00325"></a>00325 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < Dt.cols(); i++ ) { |
| | 306 | <a name="l00326"></a>00326 tmp ( i ) = <a class="code" href="classbdm_1_1mprod.html#a800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( Dt.get_col ( i ), cond ); |
| | 307 | <a name="l00327"></a>00327 } |
| | 308 | <a name="l00328"></a>00328 <span class="keywordflow">return</span> tmp; |
| | 309 | <a name="l00329"></a>00329 }; |
| | 310 | <a name="l00330"></a><a class="code" href="classbdm_1_1mprod.html#ae8cdde6056fe20551be1fa460841f5e2">00330</a> vec <a class="code" href="classbdm_1_1mprod.html#ae8cdde6056fe20551be1fa460841f5e2" 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 ) { |
| | 311 | <a name="l00331"></a>00331 vec tmp ( Dt.length() ); |
| | 312 | <a name="l00332"></a>00332 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < Dt.length(); i++ ) { |
| | 313 | <a name="l00333"></a>00333 tmp ( i ) = <a class="code" href="classbdm_1_1mprod.html#a800f21d94c919137608a2fd5c88719e2" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond</a> ( Dt ( i ), cond ); |
| | 314 | <a name="l00334"></a>00334 } |
| | 315 | <a name="l00335"></a>00335 <span class="keywordflow">return</span> tmp; |
| | 316 | <a name="l00336"></a>00336 }; |
| 312 | | <a name="l00339"></a><a class="code" href="classbdm_1_1eprod.html">00339</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> { |
| 313 | | <a name="l00340"></a>00340 <span class="keyword">protected</span>: |
| 314 | | <a name="l00342"></a><a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391">00342</a> Array<const epdf*> <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>; |
| 315 | | <a name="l00344"></a><a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43">00344</a> Array<datalink*> <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>; |
| 316 | | <a name="l00345"></a>00345 <span class="keyword">public</span>: |
| 317 | | <a name="l00346"></a>00346 <a class="code" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod.">eprod</a> () : <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( 0 ),<a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( 0 ) {}; |
| 318 | | <a name="l00347"></a>00347 <span class="keywordtype">void</span> set_parameters ( <span class="keyword">const</span> Array<const epdf*> &epdfs0, <span class="keywordtype">bool</span> named=<span class="keyword">true</span> ) { |
| 319 | | <a name="l00348"></a>00348 <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>=epdfs0;<span class="comment">//.set_length ( epdfs0.length() );</span> |
| 320 | | <a name="l00349"></a>00349 <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() ); |
| 321 | | <a name="l00350"></a>00350 |
| 322 | | <a name="l00351"></a>00351 <span class="keywordtype">bool</span> independent=<span class="keyword">true</span>; |
| 323 | | <a name="l00352"></a>00352 <span class="keywordflow">if</span> ( named ) { |
| 324 | | <a name="l00353"></a>00353 <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++ ) { |
| 325 | | <a name="l00354"></a>00354 independent=rv.add ( <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>() ); |
| 326 | | <a name="l00355"></a>00355 it_assert_debug ( independent==<span class="keyword">true</span>, <span class="stringliteral">"eprod:: given components are not independent."</span> ); |
| 327 | | <a name="l00356"></a>00356 } |
| 328 | | <a name="l00357"></a>00357 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>=rv._dsize(); |
| 329 | | <a name="l00358"></a>00358 } |
| 330 | | <a name="l00359"></a>00359 <span class="keywordflow">else</span> { |
| 331 | | <a name="l00360"></a>00360 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> =0; <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
| 332 | | <a name="l00361"></a>00361 <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(); |
| 333 | | <a name="l00362"></a>00362 } |
| 334 | | <a name="l00363"></a>00363 } |
| 335 | | <a name="l00364"></a>00364 <span class="comment">//</span> |
| 336 | | <a name="l00365"></a>00365 <span class="keywordtype">int</span> cumdim=0; |
| 337 | | <a name="l00366"></a>00366 <span class="keywordtype">int</span> dimi=0; |
| 338 | | <a name="l00367"></a>00367 <span class="keywordtype">int</span> i; |
| 339 | | <a name="l00368"></a>00368 <span class="keywordflow">for</span> ( i=0;i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length();i++ ) { |
| 340 | | <a name="l00369"></a>00369 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i ) = <span class="keyword">new</span> datalink; |
| 341 | | <a name="l00370"></a>00370 <span class="keywordflow">if</span> ( named ) {<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>() , rv );} |
| 342 | | <a name="l00371"></a>00371 <span class="keywordflow">else</span> { |
| 343 | | <a name="l00372"></a>00372 dimi = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->dimension(); |
| 344 | | <a name="l00373"></a>00373 <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 ) ); |
| 345 | | <a name="l00374"></a>00374 cumdim+=dimi; |
| 346 | | <a name="l00375"></a>00375 } |
| 347 | | <a name="l00376"></a>00376 } |
| 348 | | <a name="l00377"></a>00377 } |
| 349 | | <a name="l00378"></a>00378 |
| 350 | | <a name="l00379"></a><a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24">00379</a> vec <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>()<span class="keyword"> const </span>{ |
| 351 | | <a name="l00380"></a>00380 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
| 352 | | <a name="l00381"></a>00381 <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="l00382"></a>00382 vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->mean(); |
| 354 | | <a name="l00383"></a>00383 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushup ( tmp, pom ); |
| 355 | | <a name="l00384"></a>00384 } |
| 356 | | <a name="l00385"></a>00385 <span class="keywordflow">return</span> tmp; |
| 357 | | <a name="l00386"></a>00386 } |
| 358 | | <a name="l00387"></a><a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615">00387</a> vec <a class="code" href="classbdm_1_1eprod.html#cc53a151f5ac5dfba68d425acc3a5615" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
| 359 | | <a name="l00388"></a>00388 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> |
| 360 | | <a name="l00389"></a>00389 <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++ ) { |
| 361 | | <a name="l00390"></a>00390 vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->mean(); |
| 362 | | <a name="l00391"></a>00391 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushup ( tmp, pow ( pom,2 ) ); |
| 363 | | <a name="l00392"></a>00392 } |
| 364 | | <a name="l00393"></a>00393 <span class="keywordflow">return</span> tmp-pow ( <a class="code" href="classbdm_1_1eprod.html#1d494351e7e385ad3382387c96915d24" title="return expected value">mean</a>(),2 ); |
| 365 | | <a name="l00394"></a>00394 } |
| 366 | | <a name="l00395"></a><a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741">00395</a> vec <a class="code" href="classbdm_1_1eprod.html#af48debea25d3473bcb71b6a77fac741" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{ |
| 367 | | <a name="l00396"></a>00396 vec tmp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
| 368 | | <a name="l00397"></a>00397 <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++ ) { |
| 369 | | <a name="l00398"></a>00398 vec pom = <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->sample(); |
| 370 | | <a name="l00399"></a>00399 <a class="code" href="classbdm_1_1eprod.html#6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->pushup ( tmp, pom ); |
| 371 | | <a name="l00400"></a>00400 } |
| 372 | | <a name="l00401"></a>00401 <span class="keywordflow">return</span> tmp; |
| 373 | | <a name="l00402"></a>00402 } |
| 374 | | <a name="l00403"></a><a class="code" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2">00403</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>{ |
| 375 | | <a name="l00404"></a>00404 <span class="keywordtype">double</span> tmp=0; |
| 376 | | <a name="l00405"></a>00405 <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++ ) { |
| 377 | | <a name="l00406"></a>00406 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 ) ); |
| 378 | | <a name="l00407"></a>00407 } |
| 379 | | <a name="l00408"></a>00408 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite"</span> ); |
| 380 | | <a name="l00409"></a>00409 <span class="keywordflow">return</span> tmp; |
| 381 | | <a name="l00410"></a>00410 } |
| 382 | | <a name="l00412"></a><a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953">00412</a> <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1eprod.html#5194b47dd05a5886e0745250b6704953" title="access function">operator () </a>( <span class="keywordtype">int</span> i )<span class="keyword"> const </span>{it_assert_debug ( i<<a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(),<span class="stringliteral">"wrong index"</span> );<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eprod.html#fa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i );} |
| | 318 | <a name="l00338"></a>00338 |
| | 319 | <a name="l00339"></a>00339 <span class="comment">//TODO smarter...</span> |
| | 320 | <a name="l00340"></a><a class="code" href="classbdm_1_1mprod.html#aee715a8013acf9892f6cb489db595555">00340</a> vec <a class="code" href="classbdm_1_1mprod.html#aee715a8013acf9892f6cb489db595555" title="Returns a sample from the density conditioned on cond, .">samplecond</a> ( <span class="keyword">const</span> vec &cond ) { |
| | 321 | <a name="l00342"></a>00342 vec smp = std::numeric_limits<double>::infinity() * ones ( dimension() ); |
| | 322 | <a name="l00343"></a>00343 vec smpi; |
| | 323 | <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> |
| | 324 | <a name="l00345"></a>00345 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = ( mpdfs.length() - 1 ); i >= 0; i-- ) { |
| | 325 | <a name="l00346"></a>00346 <span class="comment">// generate contribution of this mpdf</span> |
| | 326 | <a name="l00347"></a>00347 smpi = mpdfs(i)->samplecond(dls ( i )->get_cond ( smp , cond )); |
| | 327 | <a name="l00348"></a>00348 <span class="comment">// copy contribution of this pdf into smp</span> |
| | 328 | <a name="l00349"></a>00349 dls ( i )->pushup ( smp, smpi ); |
| | 329 | <a name="l00350"></a>00350 } |
| | 330 | <a name="l00351"></a>00351 <span class="keywordflow">return</span> smp; |
| | 331 | <a name="l00352"></a>00352 } |
| | 332 | <a name="l00353"></a>00353 |
| | 333 | <a name="l00361"></a><a class="code" href="classbdm_1_1mprod.html#abfa7478f8df1de6d8cd4c349db512831">00361</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mprod.html#abfa7478f8df1de6d8cd4c349db512831">from_setting</a> ( <span class="keyword">const</span> Setting &<span class="keyword">set</span> ) { |
| | 334 | <a name="l00362"></a>00362 Array<shared_ptr<mpdf> > atmp; <span class="comment">//temporary Array</span> |
| | 335 | <a name="l00363"></a>00363 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> ( atmp, <span class="keyword">set</span>, <span class="stringliteral">"mpdfs"</span>, UI::compulsory ); |
| | 336 | <a name="l00364"></a>00364 <a class="code" href="classbdm_1_1mprod.html#aacb4cd6d390ef73a4432d0c4993baffa" title="Set internal mpdfs from given values.">set_elements</a> ( atmp ); |
| | 337 | <a name="l00365"></a>00365 } |
| | 338 | <a name="l00366"></a>00366 }; |
| | 339 | <a name="l00367"></a>00367 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> ( mprod ); |
| | 340 | <a name="l00368"></a>00368 SHAREDPTR ( mprod ); |
| | 341 | <a name="l00369"></a>00369 |
| | 342 | <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> { |
| | 343 | <a name="l00372"></a>00372 <span class="keyword">protected</span>: |
| | 344 | <a name="l00374"></a><a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391">00374</a> Array<const epdf*> <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>; |
| | 345 | <a name="l00376"></a><a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43">00376</a> Array<datalink*> <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>; |
| | 346 | <a name="l00377"></a>00377 <span class="keyword">public</span>: |
| | 347 | <a name="l00379"></a><a class="code" href="classbdm_1_1eprod.html#a9bd36af548d5c350ebe62599aacf91ba">00379</a> <a class="code" href="classbdm_1_1eprod.html#a9bd36af548d5c350ebe62599aacf91ba" title="Default constructor.">eprod</a> () : <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( 0 ), <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( 0 ) {}; |
| | 348 | <a name="l00381"></a><a class="code" href="classbdm_1_1eprod.html#a7f0f526ddcd028c5edaecf250ef780f6">00381</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eprod.html#a7f0f526ddcd028c5edaecf250ef780f6" 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> ) { |
| | 349 | <a name="l00382"></a>00382 <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> = epdfs0;<span class="comment">//.set_length ( epdfs0.length() );</span> |
| | 350 | <a name="l00383"></a>00383 <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a>.set_length ( <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length() ); |
| | 351 | <a name="l00384"></a>00384 |
| | 352 | <a name="l00385"></a>00385 <span class="keywordtype">bool</span> independent = <span class="keyword">true</span>; |
| | 353 | <a name="l00386"></a>00386 <span class="keywordflow">if</span> ( named ) { |
| | 354 | <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#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { |
| | 355 | <a name="l00388"></a>00388 independent = <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#a87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> ( <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-><a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() ); |
| | 356 | <a name="l00389"></a>00389 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" 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> ); |
| | 357 | <a name="l00390"></a>00390 } |
| | 358 | <a name="l00391"></a>00391 <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>._dsize(); |
| | 359 | <a name="l00392"></a>00392 } <span class="keywordflow">else</span> { |
| | 360 | <a name="l00393"></a>00393 <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = 0; |
| | 361 | <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#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { |
| | 362 | <a name="l00395"></a>00395 <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> += <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->dimension(); |
| | 363 | <a name="l00396"></a>00396 } |
| | 364 | <a name="l00397"></a>00397 } |
| | 365 | <a name="l00398"></a>00398 <span class="comment">//</span> |
| | 366 | <a name="l00399"></a>00399 <span class="keywordtype">int</span> cumdim = 0; |
| | 367 | <a name="l00400"></a>00400 <span class="keywordtype">int</span> dimi = 0; |
| | 368 | <a name="l00401"></a>00401 <span class="keywordtype">int</span> i; |
| | 369 | <a name="l00402"></a>00402 <span class="keywordflow">for</span> ( i = 0; i < <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a>.length(); i++ ) { |
| | 370 | <a name="l00403"></a>00403 <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" 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>; |
| | 371 | <a name="l00404"></a>00404 <span class="keywordflow">if</span> ( named ) { |
| | 372 | <a name="l00405"></a>00405 <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->set_connection ( <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )-><a class="code" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>() , <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ); |
| | 373 | <a name="l00406"></a>00406 } <span class="keywordflow">else</span> { |
| | 374 | <a name="l00407"></a>00407 dimi = <a class="code" href="classbdm_1_1eprod.html#afa0b0981730f0a8339b9ff3e29d78391" title="Components (epdfs).">epdfs</a> ( i )->dimension(); |
| | 375 | <a name="l00408"></a>00408 <a class="code" href="classbdm_1_1eprod.html#a6b5a9be71a644f6009e7beda6c762a43" title="Array of indeces.">dls</a> ( i )->set_connection ( dimi, <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, linspace ( cumdim, cumdim + dimi - 1 ) ); |
| | 376 | <a name="l00409"></a>00409 cumdim += dimi; |
| | 377 | <a name="l00410"></a>00410 } |
| | 378 | <a name="l00411"></a>00411 } |
| | 379 | <a name="l00412"></a>00412 } |
