118 | | <a name="l00103"></a>00103 <span class="comment">// create links between sources and common rv</span> |
119 | | <a name="l00104"></a>00104 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> xytmp; |
120 | | <a name="l00105"></a>00105 <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++) { |
121 | | <a name="l00106"></a>00106 <span class="comment">//Establich connection between mpdfs and merger</span> |
122 | | <a name="l00107"></a>00107 <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> (i) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="Data link with a condition.">datalink_m2e</a>; |
123 | | <a name="l00108"></a>00108 <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> (i)->set_connection (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)-><a class="code" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21" title="Return name (fails when isnamed is false).">_rv</a>(), <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)->_rvc(), <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); |
124 | | <a name="l00109"></a>00109 |
125 | | <a name="l00110"></a>00110 <span class="comment">// find out what is missing in each mpdf</span> |
126 | | <a name="l00111"></a>00111 xytmp = <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)->_rv(); |
127 | | <a name="l00112"></a>00112 xytmp.<a class="code" href="classbdm_1_1RV.html#87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)->_rvc()); |
128 | | <a name="l00113"></a>00113 <span class="comment">// z_i = common_rv-xy</span> |
129 | | <a name="l00114"></a>00114 <a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> (i) = <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> (xytmp); |
130 | | <a name="l00115"></a>00115 <span class="comment">//establish connection between extension (z_i|x,y)s and common rv</span> |
131 | | <a name="l00116"></a>00116 <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> (i) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="Data link with a condition.">datalink_m2e</a>; <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> (i)->set_connection (<a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> (i), xytmp, <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>) ; |
132 | | <a name="l00117"></a>00117 }; |
133 | | <a name="l00118"></a>00118 } |
134 | | <a name="l00120"></a><a class="code" href="classbdm_1_1merger__base.html#337e1e56ef95d3d3ee922e8b81be95f8">00120</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#337e1e56ef95d3d3ee922e8b81be95f8" title="Rectangular support each vector of XYZ specifies (begining-end) interval for each...">set_support</a> (<span class="keyword">const</span> Array<vec> &XYZ, <span class="keyword">const</span> <span class="keywordtype">int</span> dimsize) { |
135 | | <a name="l00121"></a>00121 <a class="code" href="classbdm_1_1merger__base.html#337e1e56ef95d3d3ee922e8b81be95f8" title="Rectangular support each vector of XYZ specifies (begining-end) interval for each...">set_support</a>(XYZ,dimsize*ones_i(XYZ.length())); |
136 | | <a name="l00122"></a>00122 } |
137 | | <a name="l00124"></a><a class="code" href="classbdm_1_1merger__base.html#3e2c8028be0ccd10058d030250a91a60">00124</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#3e2c8028be0ccd10058d030250a91a60" title="Rectangular support each vector of XYZ specifies (begining-end) interval for each...">set_support</a> (<span class="keyword">const</span> Array<vec> &XYZ, <span class="keyword">const</span> ivec &gridsize) { |
138 | | <a name="l00125"></a>00125 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = XYZ.length(); <span class="comment">//check with internal dim!!</span> |
139 | | <a name="l00126"></a>00126 <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a> = prod (gridsize); |
140 | | <a name="l00127"></a>00127 <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1" title="Set sample.">set_parameters</a> (<a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>, <span class="keyword">false</span>); |
141 | | <a name="l00128"></a>00128 Array<vec> &samples = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
142 | | <a name="l00129"></a>00129 <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>() = ones (<a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>) / <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; <span class="comment">//unifrom size of bins</span> |
143 | | <a name="l00130"></a>00130 <span class="comment">//set samples</span> |
144 | | <a name="l00131"></a>00131 ivec ind = zeros_i (dim); <span class="comment">//indeces of dimensions in for cycle;</span> |
145 | | <a name="l00132"></a>00132 vec smpi (dim); <span class="comment">// ith sample</span> |
146 | | <a name="l00133"></a>00133 vec steps =zeros(dim); <span class="comment">// ith sample</span> |
147 | | <a name="l00134"></a>00134 <span class="comment">// first corner</span> |
148 | | <a name="l00135"></a>00135 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0; j < dim; j++) { |
149 | | <a name="l00136"></a>00136 smpi (j) = XYZ (j) (0); <span class="comment">/* beginning of the interval*/</span> |
150 | | <a name="l00137"></a>00137 it_assert(gridsize(j)!=0.0,<span class="stringliteral">"Zeros in gridsize!"</span>); |
151 | | <a name="l00138"></a>00138 steps (j) = ( XYZ(j)(1)-smpi(j) )/gridsize(j); |
152 | | <a name="l00139"></a>00139 } |
153 | | <a name="l00140"></a>00140 <span class="comment">// fill samples</span> |
154 | | <a name="l00141"></a>00141 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; i++) { |
155 | | <a name="l00142"></a>00142 <span class="comment">// copy </span> |
156 | | <a name="l00143"></a>00143 samples(i) = smpi; |
157 | | <a name="l00144"></a>00144 <span class="comment">// go through all dimensions</span> |
158 | | <a name="l00145"></a>00145 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0;j < dim;j++) { |
159 | | <a name="l00146"></a>00146 <span class="keywordflow">if</span> (ind (j) == gridsize (j) - 1) { <span class="comment">//j-th index is full</span> |
160 | | <a name="l00147"></a>00147 ind (j) = 0; <span class="comment">//shift back</span> |
161 | | <a name="l00148"></a>00148 smpi(j) = XYZ(j)(0); |
162 | | <a name="l00149"></a>00149 |
163 | | <a name="l00150"></a>00150 <span class="keywordflow">if</span> (i<Npoints-1) { |
164 | | <a name="l00151"></a>00151 ind (j + 1) ++; <span class="comment">//increase the next dimension;</span> |
165 | | <a name="l00152"></a>00152 smpi(j+1) += steps(j+1); |
166 | | <a name="l00153"></a>00153 <span class="keywordflow">break</span>; |
167 | | <a name="l00154"></a>00154 } |
168 | | <a name="l00155"></a>00155 |
169 | | <a name="l00156"></a>00156 } <span class="keywordflow">else</span> { |
170 | | <a name="l00157"></a>00157 ind (j) ++; |
171 | | <a name="l00158"></a>00158 smpi(j) +=steps(j); |
172 | | <a name="l00159"></a>00159 <span class="keywordflow">break</span>; |
173 | | <a name="l00160"></a>00160 } |
174 | | <a name="l00161"></a>00161 } |
175 | | <a name="l00162"></a>00162 } |
176 | | <a name="l00163"></a>00163 } |
177 | | <a name="l00165"></a><a class="code" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add">00165</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add" title="set debug file">set_debug_file</a> (<span class="keyword">const</span> <span class="keywordtype">string</span> fname) { |
178 | | <a name="l00166"></a>00166 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a>) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; |
179 | | <a name="l00167"></a>00167 <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a> = <span class="keyword">new</span> it_file (fname); |
180 | | <a name="l00168"></a>00168 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>) <a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a> = <span class="keyword">true</span>; |
181 | | <a name="l00169"></a>00169 } |
182 | | <a name="l00171"></a><a class="code" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e">00171</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> (MERGER_METHOD MTH=<a class="code" href="classbdm_1_1merger__base.html#7acdf3aeded70475ba8a26450a4e197c" title="Default for METHOD.">DFLT_METHOD</a>, <span class="keywordtype">double</span> beta0 = <a class="code" href="classbdm_1_1merger__base.html#dfe17e57529d84e122e61401543e9de6" title="default for beta">DFLT_beta</a>) { |
183 | | <a name="l00172"></a>00172 <a class="code" href="classbdm_1_1merger__base.html#ee197330820127f3d12106ddee6b25c7" title="switch of the methoh used for merging">METHOD</a> = MTH; |
184 | | <a name="l00173"></a>00173 <a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a> = beta0; |
185 | | <a name="l00174"></a>00174 } |
186 | | <a name="l00176"></a><a class="code" href="classbdm_1_1merger__base.html#28af7b365ecd8c3a15f0e934496871e0">00176</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#28af7b365ecd8c3a15f0e934496871e0" title="Set support points from a pdf by drawing N samples.">set_support</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &overall, <span class="keywordtype">int</span> N) { |
187 | | <a name="l00177"></a>00177 <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#7cfd383180b486fe4526bdf0179350c0" title="Set samples and weights.">set_statistics</a> (&overall, N); |
188 | | <a name="l00178"></a>00178 <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a> = N; |
189 | | <a name="l00179"></a>00179 } |
| 120 | <a name="l00103"></a>00103 <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> = get_composite_rv ( <a class="code" href="classbdm_1_1merger__base.html#a3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a>, <span class="comment">/* checkoverlap = */</span> <span class="keyword">false</span> ); |
| 121 | <a name="l00104"></a>00104 |
| 122 | <a name="l00105"></a>00105 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvc; |
| 123 | <a name="l00106"></a>00106 <span class="comment">// Extend rv by rvc!</span> |
| 124 | <a name="l00107"></a>00107 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#a3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a>.length(); i++ ) { |
| 125 | <a name="l00108"></a>00108 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvx = <a class="code" href="classbdm_1_1merger__base.html#a3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a> ( i )->_rvc().subt ( <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ); |
| 126 | <a name="l00109"></a>00109 rvc.<a class="code" href="classbdm_1_1RV.html#a87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> ( rvx ); <span class="comment">// add rv to common rvc</span> |
| 127 | <a name="l00110"></a>00110 } |
| 128 | <a name="l00111"></a>00111 |
| 129 | <a name="l00112"></a>00112 <span class="comment">// join rv and rvc - see descriprion</span> |
| 130 | <a name="l00113"></a>00113 <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> ( rvc ); |
| 131 | <a name="l00114"></a>00114 <span class="comment">// get dimension</span> |
| 132 | <a name="l00115"></a>00115 <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(); |
| 133 | <a name="l00116"></a>00116 |
| 134 | <a name="l00117"></a>00117 <span class="comment">// create links between sources and common rv</span> |
| 135 | <a name="l00118"></a>00118 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> xytmp; |
| 136 | <a name="l00119"></a>00119 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#a3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a>.length(); i++ ) { |
| 137 | <a name="l00120"></a>00120 <span class="comment">//Establich connection between mpdfs and merger</span> |
| 138 | <a name="l00121"></a>00121 <a class="code" href="classbdm_1_1merger__base.html#a09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="Data link with a condition.">datalink_m2e</a>; |
| 139 | <a name="l00122"></a>00122 <a class="code" href="classbdm_1_1merger__base.html#a09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> ( i )->set_connection ( <a class="code" href="classbdm_1_1merger__base.html#a3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</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_1merger__base.html#a3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a> ( i )->_rvc(), <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ); |
| 140 | <a name="l00123"></a>00123 |
| 141 | <a name="l00124"></a>00124 <span class="comment">// find out what is missing in each mpdf</span> |
| 142 | <a name="l00125"></a>00125 xytmp = <a class="code" href="classbdm_1_1merger__base.html#a3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a> ( i )->_rv(); |
| 143 | <a name="l00126"></a>00126 xytmp.<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_1merger__base.html#a3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a> ( i )->_rvc() ); |
| 144 | <a name="l00127"></a>00127 <span class="comment">// z_i = common_rv-xy</span> |
| 145 | <a name="l00128"></a>00128 <a class="code" href="classbdm_1_1merger__base.html#a4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> ( i ) = <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#aaec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> ( xytmp ); |
| 146 | <a name="l00129"></a>00129 <span class="comment">//establish connection between extension (z_i|x,y)s and common rv</span> |
| 147 | <a name="l00130"></a>00130 <a class="code" href="classbdm_1_1merger__base.html#a8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> ( i ) = <span class="keyword">new</span> <a class="code" href="classbdm_1_1datalink__m2e.html" title="Data link with a condition.">datalink_m2e</a>; |
| 148 | <a name="l00131"></a>00131 <a class="code" href="classbdm_1_1merger__base.html#a8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> ( i )->set_connection ( <a class="code" href="classbdm_1_1merger__base.html#a4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> ( i ), xytmp, <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ) ; |
| 149 | <a name="l00132"></a>00132 }; |
| 150 | <a name="l00133"></a>00133 } |
| 151 | <a name="l00135"></a><a class="code" href="classbdm_1_1merger__base.html#aa9f469f841bb8d9cb9f30b9e3b93d26f">00135</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#aa9f469f841bb8d9cb9f30b9e3b93d26f" title="Set support points from rectangular grid.">set_support</a> ( <a class="code" href="classbdm_1_1rectangular__support.html">rectangular_support</a> &Sup) { |
| 152 | <a name="l00136"></a>00136 <a class="code" href="classbdm_1_1merger__base.html#a39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a> = Sup.<a class="code" href="classbdm_1_1rectangular__support.html#aa2cc3a7250b969675bc8f9034aa2a7d2" title="Access function.">points</a>(); |
| 153 | <a name="l00137"></a>00137 <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1" title="Set sample.">set_parameters</a> ( <a class="code" href="classbdm_1_1merger__base.html#a39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>, <span class="keyword">false</span> ); |
| 154 | <a name="l00138"></a>00138 Array<vec> &samples = <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
| 155 | <a name="l00139"></a>00139 <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>() = ones ( <a class="code" href="classbdm_1_1merger__base.html#a39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a> ) / <a class="code" href="classbdm_1_1merger__base.html#a39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; <span class="comment">//unifrom size of bins</span> |
| 156 | <a name="l00140"></a>00140 <span class="comment">//set samples</span> |
| 157 | <a name="l00141"></a>00141 samples(0)=Sup.<a class="code" href="classbdm_1_1rectangular__support.html#a5e0baba7f6e7dc131e8c9131d37b4f94" title="set the first vector to corner and store result in actvec">first_vec</a>(); |
| 158 | <a name="l00142"></a>00142 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j=1; j < <a class="code" href="classbdm_1_1merger__base.html#a39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; j++ ) { |
| 159 | <a name="l00143"></a>00143 samples ( j ) = Sup.<a class="code" href="classbdm_1_1rectangular__support.html#aadc4f5bdfd1b6f863cdf7961964eb23f" title="Get next active vector, call ONLY after first_vector()!">next_vec</a>(); |
| 160 | <a name="l00144"></a>00144 } |
| 161 | <a name="l00145"></a>00145 } |
| 162 | <a name="l00147"></a><a class="code" href="classbdm_1_1merger__base.html#a0165a2b0eaaebb7a38cfb352b6150cda">00147</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#a0165a2b0eaaebb7a38cfb352b6150cda" title="Set support points from dicrete grid.">set_support</a> ( <a class="code" href="classbdm_1_1discrete__support.html" title="Discrete support with stored support points.">discrete_support</a> &Sup) { |
| 163 | <a name="l00148"></a>00148 <a class="code" href="classbdm_1_1merger__base.html#a39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a> = Sup.<a class="code" href="classbdm_1_1discrete__support.html#adc3d175266b65168ba3f3a5f568078a1" title="Access function.">points</a>(); |
| 164 | <a name="l00149"></a>00149 <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1" title="Set sample.">set_parameters</a>(Sup.<a class="code" href="classbdm_1_1discrete__support.html#a1e9af8da7fa2ac2c03b3cec1d4407b1d" title="access function">_Spoints</a>()); |
| 165 | <a name="l00150"></a>00150 } |
| 166 | <a name="l00152"></a><a class="code" href="classbdm_1_1merger__base.html#ae4514484bac243585b0a1e44325e8add">00152</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#ae4514484bac243585b0a1e44325e8add" title="set debug file">set_debug_file</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> fname ) { |
| 167 | <a name="l00153"></a>00153 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1merger__base.html#add180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a> ) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#ab2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; |
| 168 | <a name="l00154"></a>00154 <a class="code" href="classbdm_1_1merger__base.html#ab2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a> = <span class="keyword">new</span> it_file ( fname ); |
| 169 | <a name="l00155"></a>00155 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1merger__base.html#ab2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a> ) <a class="code" href="classbdm_1_1merger__base.html#add180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a> = <span class="keyword">true</span>; |
| 170 | <a name="l00156"></a>00156 } |
| 171 | <a name="l00158"></a><a class="code" href="classbdm_1_1merger__base.html#a86698b7fd1e4320e9830d7dc24ee6c9e">00158</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#a86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> ( MERGER_METHOD MTH = <a class="code" href="classbdm_1_1merger__base.html#a7acdf3aeded70475ba8a26450a4e197c" title="Default for METHOD.">DFLT_METHOD</a>, <span class="keywordtype">double</span> beta0 = <a class="code" href="classbdm_1_1merger__base.html#adfe17e57529d84e122e61401543e9de6" title="default for beta">DFLT_beta</a> ) { |
| 172 | <a name="l00159"></a>00159 <a class="code" href="classbdm_1_1merger__base.html#aee197330820127f3d12106ddee6b25c7" title="switch of the methoh used for merging">METHOD</a> = MTH; |
| 173 | <a name="l00160"></a>00160 <a class="code" href="classbdm_1_1merger__base.html#a972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a> = beta0; |
| 174 | <a name="l00161"></a>00161 } |
| 175 | <a name="l00163"></a><a class="code" href="classbdm_1_1merger__base.html#a28af7b365ecd8c3a15f0e934496871e0">00163</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#a28af7b365ecd8c3a15f0e934496871e0" title="Set support points from a pdf by drawing N samples.">set_support</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &overall, <span class="keywordtype">int</span> N ) { |
| 176 | <a name="l00164"></a>00164 <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ae7f8f98310c1de51bd5c8a1c87528f72" title="Set samples and weights.">set_statistics</a> ( overall, N ); |
| 177 | <a name="l00165"></a>00165 <a class="code" href="classbdm_1_1merger__base.html#a39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a> = N; |
| 178 | <a name="l00166"></a>00166 } |
| 179 | <a name="l00167"></a>00167 |
| 180 | <a name="l00169"></a><a class="code" href="classbdm_1_1merger__base.html#a32d7e1dd6d91f77c81df7e82aac18689">00169</a> <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1merger__base.html#a32d7e1dd6d91f77c81df7e82aac18689" title="Destructor.">~merger_base</a>() { |
| 181 | <a name="l00170"></a>00170 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#a4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>; i++ ) { |
| 182 | <a name="l00171"></a>00171 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#a09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> ( i ); |
| 183 | <a name="l00172"></a>00172 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#a8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> ( i ); |
| 184 | <a name="l00173"></a>00173 } |
| 185 | <a name="l00174"></a>00174 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1merger__base.html#add180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a> ) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#ab2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; |
| 186 | <a name="l00175"></a>00175 }; |
| 187 | <a name="l00177"></a>00177 |
191 | | <a name="l00182"></a><a class="code" href="classbdm_1_1merger__base.html#32d7e1dd6d91f77c81df7e82aac18689">00182</a> <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1merger__base.html#32d7e1dd6d91f77c81df7e82aac18689" title="Destructor.">~merger_base</a>() { |
192 | | <a name="l00183"></a>00183 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>; i++) { |
193 | | <a name="l00184"></a>00184 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#09bc4d43dec350a40d17953b8b59d3b7" title="Data link for each mpdf in mpdfs.">dls</a> (i); |
194 | | <a name="l00185"></a>00185 <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#8098858f2edb1294122cbe4f05bf8694" title="Data Links for extension .">zdls</a> (i); |
195 | | <a name="l00186"></a>00186 } |
196 | | <a name="l00187"></a>00187 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1merger__base.html#dd180c651a75a131d125305f6bb017f7" title="debug or not debug">DBG</a>) <span class="keyword">delete</span> <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; |
197 | | <a name="l00188"></a>00188 }; |
198 | | <a name="l00190"></a>00190 |
199 | | <a name="l00193"></a>00193 |
200 | | <a name="l00195"></a><a class="code" href="classbdm_1_1merger__base.html#df4a0094dcc40b3057675443bccb6511">00195</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#df4a0094dcc40b3057675443bccb6511" title="Merge given sources in given points.">merge</a> () { |
201 | | <a name="l00196"></a>00196 <a class="code" href="classbdm_1_1merger__base.html#400e222d4c41dc57ac19e6735429c4cb" title="This method TODO.">validate</a>(); |
202 | | <a name="l00197"></a>00197 |
203 | | <a name="l00198"></a>00198 <span class="comment">//check if sources overlap:</span> |
204 | | <a name="l00199"></a>00199 <span class="keywordtype">bool</span> OK = <span class="keyword">true</span>; |
205 | | <a name="l00200"></a>00200 <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++) { |
206 | | <a name="l00201"></a>00201 OK &= (<a class="code" href="classbdm_1_1merger__base.html#4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> (i)._dsize() == 0); <span class="comment">// z_i is empty</span> |
207 | | <a name="l00202"></a>00202 OK &= (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)->_rvc()._dsize() == 0); <span class="comment">// y_i is empty</span> |
208 | | <a name="l00203"></a>00203 } |
209 | | <a name="l00204"></a>00204 |
210 | | <a name="l00205"></a>00205 <span class="keywordflow">if</span> (OK) { |
211 | | <a name="l00206"></a>00206 mat lW = zeros (<a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a>.length(), <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length()); |
212 | | <a name="l00207"></a>00207 |
213 | | <a name="l00208"></a>00208 vec emptyvec (0); |
214 | | <a name="l00209"></a>00209 <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++) { |
215 | | <a name="l00210"></a>00210 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0; j < <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length(); j++) { |
216 | | <a name="l00211"></a>00211 lW (i, j) = <a class="code" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs</a> (i)->evallogcond (<a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() (j), emptyvec); |
217 | | <a name="l00212"></a>00212 } |
218 | | <a name="l00213"></a>00213 } |
| 189 | <a name="l00182"></a><a class="code" href="classbdm_1_1merger__base.html#adf4a0094dcc40b3057675443bccb6511">00182</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#adf4a0094dcc40b3057675443bccb6511" title="Merge given sources in given points.">merge</a> () { |
| 190 | <a name="l00183"></a>00183 <a class="code" href="classbdm_1_1merger__base.html#a400e222d4c41dc57ac19e6735429c4cb" title="This method TODO.">validate</a>(); |
| 191 | <a name="l00184"></a>00184 |
| 192 | <a name="l00185"></a>00185 <span class="comment">//check if sources overlap:</span> |
| 193 | <a name="l00186"></a>00186 <span class="keywordtype">bool</span> OK = <span class="keyword">true</span>; |
| 194 | <a name="l00187"></a>00187 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#a3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a>.length(); i++ ) { |
| 195 | <a name="l00188"></a>00188 OK &= ( <a class="code" href="classbdm_1_1merger__base.html#a4e66803b04fc04b21b3716b3a317421f" title="Array of rvs that are not modelled by mpdfs at all, .">rvzs</a> ( i )._dsize() == 0 ); <span class="comment">// z_i is empty</span> |
| 196 | <a name="l00189"></a>00189 OK &= ( <a class="code" href="classbdm_1_1merger__base.html#a3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a> ( i )->_rvc()._dsize() == 0 ); <span class="comment">// y_i is empty</span> |
| 197 | <a name="l00190"></a>00190 } |
| 198 | <a name="l00191"></a>00191 |
| 199 | <a name="l00192"></a>00192 <span class="keywordflow">if</span> ( OK ) { |
| 200 | <a name="l00193"></a>00193 mat lW = zeros ( <a class="code" href="classbdm_1_1merger__base.html#a3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a>.length(), <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length() ); |
| 201 | <a name="l00194"></a>00194 |
| 202 | <a name="l00195"></a>00195 vec emptyvec ( 0 ); |
| 203 | <a name="l00196"></a>00196 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#a3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a>.length(); i++ ) { |
| 204 | <a name="l00197"></a>00197 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> j = 0; j < <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length(); j++ ) { |
| 205 | <a name="l00198"></a>00198 lW ( i, j ) = <a class="code" href="classbdm_1_1merger__base.html#a3127be48ba35960b943d31aa8b9abf88" title="Elements of composition.">mpdfs</a> ( i )->evallogcond ( <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() ( j ), emptyvec ); |
| 206 | <a name="l00199"></a>00199 } |
| 207 | <a name="l00200"></a>00200 } |
| 208 | <a name="l00201"></a>00201 |
| 209 | <a name="l00202"></a>00202 vec w_nn = <a class="code" href="classbdm_1_1merger__base.html#a1f52bf47d2cdd23a95b19e3da902e431" title="Merge log-likelihood values in points using method specified by parameter METHOD...">merge_points</a> ( lW ); |
| 210 | <a name="l00203"></a>00203 vec wtmp = exp ( w_nn - max ( w_nn ) ); |
| 211 | <a name="l00204"></a>00204 <span class="comment">//renormalize</span> |
| 212 | <a name="l00205"></a>00205 <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>() = wtmp / sum ( wtmp ); |
| 213 | <a name="l00206"></a>00206 } <span class="keywordflow">else</span> { |
| 214 | <a name="l00207"></a>00207 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"Sources are not compatible - use merger_mix"</span> ); |
| 215 | <a name="l00208"></a>00208 } |
| 216 | <a name="l00209"></a>00209 }; |
| 217 | <a name="l00210"></a>00210 |
| 218 | <a name="l00211"></a>00211 |
| 219 | <a name="l00213"></a>00213 vec <a class="code" href="classbdm_1_1merger__base.html#a1f52bf47d2cdd23a95b19e3da902e431" title="Merge log-likelihood values in points using method specified by parameter METHOD...">merge_points</a> ( mat &lW ); |
220 | | <a name="l00215"></a>00215 vec w_nn=<a class="code" href="classbdm_1_1merger__base.html#1f52bf47d2cdd23a95b19e3da902e431" title="Merge log-likelihood values in points using method specified by parameter METHOD...">merge_points</a> (lW); |
221 | | <a name="l00216"></a>00216 vec wtmp = exp (w_nn-max(w_nn)); |
222 | | <a name="l00217"></a>00217 <span class="comment">//renormalize</span> |
223 | | <a name="l00218"></a>00218 <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>() = wtmp / sum (wtmp); |
224 | | <a name="l00219"></a>00219 } <span class="keywordflow">else</span> { |
225 | | <a name="l00220"></a>00220 it_error (<span class="stringliteral">"Sources are not compatible - use merger_mix"</span>); |
226 | | <a name="l00221"></a>00221 } |
227 | | <a name="l00222"></a>00222 }; |
228 | | <a name="l00223"></a>00223 |
229 | | <a name="l00224"></a>00224 |
230 | | <a name="l00226"></a>00226 vec <a class="code" href="classbdm_1_1merger__base.html#1f52bf47d2cdd23a95b19e3da902e431" title="Merge log-likelihood values in points using method specified by parameter METHOD...">merge_points</a> (mat &lW); |
231 | | <a name="l00227"></a>00227 |
232 | | <a name="l00228"></a>00228 |
233 | | <a name="l00231"></a><a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0">00231</a> vec <a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>()<span class="keyword"> const </span>{ |
234 | | <a name="l00232"></a>00232 <span class="keyword">const</span> Vec<double> &w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); |
235 | | <a name="l00233"></a>00233 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
236 | | <a name="l00234"></a>00234 vec tmp = zeros (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); |
237 | | <a name="l00235"></a>00235 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; i++) { |
238 | | <a name="l00236"></a>00236 tmp += w (i) * S (i); |
239 | | <a name="l00237"></a>00237 } |
240 | | <a name="l00238"></a>00238 <span class="keywordflow">return</span> tmp; |
241 | | <a name="l00239"></a>00239 } |
242 | | <a name="l00240"></a>00240 mat covariance()<span class="keyword"> const </span>{ |
243 | | <a name="l00241"></a>00241 <span class="keyword">const</span> vec &w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); |
244 | | <a name="l00242"></a>00242 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
245 | | <a name="l00243"></a>00243 |
246 | | <a name="l00244"></a>00244 vec mea = <a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>(); |
247 | | <a name="l00245"></a>00245 |
248 | | <a name="l00246"></a>00246 <span class="comment">// cout << sum (w) << "," << w*w << endl;</span> |
249 | | <a name="l00247"></a>00247 |
250 | | <a name="l00248"></a>00248 mat Tmp = zeros (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); |
251 | | <a name="l00249"></a>00249 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; i++) { |
252 | | <a name="l00250"></a>00250 Tmp += w (i) * outer_product (S (i), S (i)); |
253 | | <a name="l00251"></a>00251 } |
254 | | <a name="l00252"></a>00252 <span class="keywordflow">return</span> Tmp -outer_product (mea, mea); |
255 | | <a name="l00253"></a>00253 } |
256 | | <a name="l00254"></a><a class="code" href="classbdm_1_1merger__base.html#76fe431922844d132b4e1ecf70f53c99">00254</a> vec <a class="code" href="classbdm_1_1merger__base.html#76fe431922844d132b4e1ecf70f53c99" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
257 | | <a name="l00255"></a>00255 <span class="keyword">const</span> vec &w = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); |
258 | | <a name="l00256"></a>00256 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
259 | | <a name="l00257"></a>00257 |
260 | | <a name="l00258"></a>00258 vec tmp = zeros (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); |
261 | | <a name="l00259"></a>00259 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>; i++) { |
262 | | <a name="l00260"></a>00260 tmp += w (i) * pow (S (i), 2); |
263 | | <a name="l00261"></a>00261 } |
264 | | <a name="l00262"></a>00262 <span class="keywordflow">return</span> tmp -pow (<a class="code" href="classbdm_1_1merger__base.html#021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>(), 2); |
265 | | <a name="l00263"></a>00263 } |
266 | | <a name="l00265"></a>00265 |
267 | | <a name="l00268"></a>00268 |
268 | | <a name="l00270"></a><a class="code" href="classbdm_1_1merger__base.html#fb682e470103f4e0b353b7c9200d177f">00270</a> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>& <a class="code" href="classbdm_1_1merger__base.html#fb682e470103f4e0b353b7c9200d177f" title="Access function.">_Smp</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>;} |
269 | | <a name="l00271"></a>00271 |
270 | | <a name="l00273"></a><a class="code" href="classbdm_1_1merger__base.html#10dd390fc6f0d1733bb07cb51977160c">00273</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#10dd390fc6f0d1733bb07cb51977160c" title="load from setting">from_setting</a> (<span class="keyword">const</span> Setting& <span class="keyword">set</span>) { |
271 | | <a name="l00274"></a>00274 <span class="comment">// get support</span> |
272 | | <a name="l00275"></a>00275 <span class="comment">// find which method to use</span> |
273 | | <a name="l00276"></a>00276 <span class="keywordtype">string</span> meth_str; |
274 | | <a name="l00277"></a>00277 UI::get<string> (meth_str, <span class="keyword">set</span>, <span class="stringliteral">"method"</span>, UI::compulsory); |
275 | | <a name="l00278"></a>00278 <span class="keywordflow">if</span> (!strcmp (meth_str.c_str(), <span class="stringliteral">"arithmetic"</span>)) |
276 | | <a name="l00279"></a>00279 <a class="code" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> (ARITHMETIC); |
277 | | <a name="l00280"></a>00280 <span class="keywordflow">else</span> { |
278 | | <a name="l00281"></a>00281 <span class="keywordflow">if</span> (!strcmp (meth_str.c_str(), <span class="stringliteral">"geometric"</span>)) |
279 | | <a name="l00282"></a>00282 <a class="code" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> (GEOMETRIC); |
280 | | <a name="l00283"></a>00283 <span class="keywordflow">else</span> <span class="keywordflow">if</span> (!strcmp (meth_str.c_str(), <span class="stringliteral">"lognormal"</span>)) { |
281 | | <a name="l00284"></a>00284 <a class="code" href="classbdm_1_1merger__base.html#86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> (LOGNORMAL); |
282 | | <a name="l00285"></a>00285 <span class="keyword">set</span>.lookupValue( <span class="stringliteral">"beta"</span>,<a class="code" href="classbdm_1_1merger__base.html#972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a>); |
283 | | <a name="l00286"></a>00286 } |
284 | | <a name="l00287"></a>00287 } |
285 | | <a name="l00288"></a>00288 <span class="keywordtype">string</span> <a class="code" href="classbdm_1_1merger__base.html#b2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; |
286 | | <a name="l00289"></a>00289 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(dbg_file, <span class="keyword">set</span>, <span class="stringliteral">"dbg_file"</span>)) |
287 | | <a name="l00290"></a>00290 <a class="code" href="classbdm_1_1merger__base.html#e4514484bac243585b0a1e44325e8add" title="set debug file">set_debug_file</a>(dbg_file); |
288 | | <a name="l00291"></a>00291 <span class="comment">//validate() - not used</span> |
289 | | <a name="l00292"></a>00292 } |
290 | | <a name="l00293"></a>00293 |
291 | | <a name="l00294"></a><a class="code" href="classbdm_1_1merger__base.html#400e222d4c41dc57ac19e6735429c4cb">00294</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#400e222d4c41dc57ac19e6735429c4cb" title="This method TODO.">validate</a>() { |
292 | | <a name="l00295"></a>00295 it_assert (<a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length() > 0, <span class="stringliteral">"Empty support, use set_support()."</span>); |
293 | | <a name="l00296"></a>00296 it_assert (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> == <a class="code" href="classbdm_1_1merger__base.html#a042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() (0).length(), <span class="stringliteral">"Support points and rv are not compatible!"</span>); |
294 | | <a name="l00297"></a>00297 it_assert (<a class="code" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(),<span class="stringliteral">"mergers must be named"</span>); |
295 | | <a name="l00298"></a>00298 } |
296 | | <a name="l00300"></a>00300 }; |
297 | | <a name="l00301"></a>00301 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(merger_base); |
298 | | <a name="l00302"></a>00302 |
299 | | <a name="l00303"></a>00303 <span class="keyword">class </span>merger_mix : <span class="keyword">public</span> merger_base |
300 | | <a name="l00304"></a>00304 { |
301 | | <a name="l00305"></a>00305 <span class="keyword">protected</span>: |
302 | | <a name="l00307"></a>00307 MixEF Mix; |
303 | | <a name="l00309"></a>00309 <span class="keywordtype">int</span> Ncoms; |
304 | | <a name="l00311"></a>00311 <span class="keywordtype">double</span> effss_coef; |
305 | | <a name="l00313"></a>00313 <span class="keywordtype">int</span> stop_niter; |
306 | | <a name="l00314"></a>00314 |
307 | | <a name="l00316"></a>00316 <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">int</span> DFLT_Ncoms; |
308 | | <a name="l00318"></a>00318 <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">double</span> DFLT_effss_coef; |
| 221 | <a name="l00215"></a>00215 |
| 222 | <a name="l00218"></a><a class="code" href="classbdm_1_1merger__base.html#a021acbf1a6e3bfde2a1b9c1c73cea6e0">00218</a> vec <a class="code" href="classbdm_1_1merger__base.html#a021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>()<span class="keyword"> const </span>{ |
| 223 | <a name="l00219"></a>00219 <span class="keyword">const</span> Vec<double> &w = <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); |
| 224 | <a name="l00220"></a>00220 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
| 225 | <a name="l00221"></a>00221 vec tmp = zeros ( <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
| 226 | <a name="l00222"></a>00222 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#a39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; i++ ) { |
| 227 | <a name="l00223"></a>00223 tmp += w ( i ) * S ( i ); |
| 228 | <a name="l00224"></a>00224 } |
| 229 | <a name="l00225"></a>00225 <span class="keywordflow">return</span> tmp; |
| 230 | <a name="l00226"></a>00226 } |
| 231 | <a name="l00227"></a>00227 mat covariance()<span class="keyword"> const </span>{ |
| 232 | <a name="l00228"></a>00228 <span class="keyword">const</span> vec &w = <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); |
| 233 | <a name="l00229"></a>00229 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
| 234 | <a name="l00230"></a>00230 |
| 235 | <a name="l00231"></a>00231 vec mea = <a class="code" href="classbdm_1_1merger__base.html#a021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>(); |
| 236 | <a name="l00232"></a>00232 |
| 237 | <a name="l00233"></a>00233 <span class="comment">// cout << sum (w) << "," << w*w << endl;</span> |
| 238 | <a name="l00234"></a>00234 |
| 239 | <a name="l00235"></a>00235 mat Tmp = zeros ( <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#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
| 240 | <a name="l00236"></a>00236 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#a39d263d92aa85553730c44958a92a541" title="number of support points">Npoints</a>; i++ ) { |
| 241 | <a name="l00237"></a>00237 Tmp += w ( i ) * outer_product ( S ( i ), S ( i ) ); |
| 242 | <a name="l00238"></a>00238 } |
| 243 | <a name="l00239"></a>00239 <span class="keywordflow">return</span> Tmp - outer_product ( mea, mea ); |
| 244 | <a name="l00240"></a>00240 } |
| 245 | <a name="l00241"></a><a class="code" href="classbdm_1_1merger__base.html#a76fe431922844d132b4e1ecf70f53c99">00241</a> vec <a class="code" href="classbdm_1_1merger__base.html#a76fe431922844d132b4e1ecf70f53c99" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ |
| 246 | <a name="l00242"></a>00242 <span class="keyword">const</span> vec &w = <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>(); |
| 247 | <a name="l00243"></a>00243 <span class="keyword">const</span> Array<vec> &S = <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>(); |
| 248 | <a name="l00244"></a>00244 |
| 249 | <a name="l00245"></a>00245 vec tmp = zeros ( <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); |
| 250 | <a name="l00246"></a>00246 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = 0; i < <a class="code" href="classbdm_1_1merger__base.html#a4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a>; i++ ) { |
| 251 | <a name="l00247"></a>00247 tmp += w ( i ) * pow ( S ( i ), 2 ); |
| 252 | <a name="l00248"></a>00248 } |
| 253 | <a name="l00249"></a>00249 <span class="keywordflow">return</span> tmp - pow ( <a class="code" href="classbdm_1_1merger__base.html#a021acbf1a6e3bfde2a1b9c1c73cea6e0" title="weight w is a">mean</a>(), 2 ); |
| 254 | <a name="l00250"></a>00250 } |
| 255 | <a name="l00252"></a>00252 |
| 256 | <a name="l00255"></a>00255 |
| 257 | <a name="l00257"></a><a class="code" href="classbdm_1_1merger__base.html#afb682e470103f4e0b353b7c9200d177f">00257</a> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>& <a class="code" href="classbdm_1_1merger__base.html#afb682e470103f4e0b353b7c9200d177f" title="Access function.">_Smp</a>() { |
| 258 | <a name="l00258"></a>00258 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>; |
| 259 | <a name="l00259"></a>00259 } |
| 260 | <a name="l00260"></a>00260 |
| 261 | <a name="l00262"></a><a class="code" href="classbdm_1_1merger__base.html#a10dd390fc6f0d1733bb07cb51977160c">00262</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#a10dd390fc6f0d1733bb07cb51977160c" title="load from setting">from_setting</a> ( <span class="keyword">const</span> Setting& <span class="keyword">set</span> ) { |
| 262 | <a name="l00263"></a>00263 <span class="comment">// get support</span> |
| 263 | <a name="l00264"></a>00264 <span class="comment">// find which method to use</span> |
| 264 | <a name="l00265"></a>00265 <span class="keywordtype">string</span> meth_str; |
| 265 | <a name="l00266"></a>00266 UI::get<string> ( meth_str, <span class="keyword">set</span>, <span class="stringliteral">"method"</span>, UI::compulsory ); |
| 266 | <a name="l00267"></a>00267 <span class="keywordflow">if</span> ( !strcmp ( meth_str.c_str(), <span class="stringliteral">"arithmetic"</span> ) ) |
| 267 | <a name="l00268"></a>00268 <a class="code" href="classbdm_1_1merger__base.html#a86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> ( ARITHMETIC ); |
| 268 | <a name="l00269"></a>00269 <span class="keywordflow">else</span> { |
| 269 | <a name="l00270"></a>00270 <span class="keywordflow">if</span> ( !strcmp ( meth_str.c_str(), <span class="stringliteral">"geometric"</span> ) ) |
| 270 | <a name="l00271"></a>00271 <a class="code" href="classbdm_1_1merger__base.html#a86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> ( GEOMETRIC ); |
| 271 | <a name="l00272"></a>00272 <span class="keywordflow">else</span> <span class="keywordflow">if</span> ( !strcmp ( meth_str.c_str(), <span class="stringliteral">"lognormal"</span> ) ) { |
| 272 | <a name="l00273"></a>00273 <a class="code" href="classbdm_1_1merger__base.html#a86698b7fd1e4320e9830d7dc24ee6c9e" title="Set internal parameters used in approximation.">set_method</a> ( LOGNORMAL ); |
| 273 | <a name="l00274"></a>00274 <span class="keyword">set</span>.lookupValue ( <span class="stringliteral">"beta"</span>, <a class="code" href="classbdm_1_1merger__base.html#a972f64f6f388b929cf94d2c478116f14" title="Prior on the log-normal merging model.">beta</a> ); |
| 274 | <a name="l00275"></a>00275 } |
| 275 | <a name="l00276"></a>00276 } |
| 276 | <a name="l00277"></a>00277 <span class="keywordtype">string</span> <a class="code" href="classbdm_1_1merger__base.html#ab2c6278b996696cb711cb7be900ccf5b" title="debugging file">dbg_file</a>; |
| 277 | <a name="l00278"></a>00278 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> ( dbg_file, <span class="keyword">set</span>, <span class="stringliteral">"dbg_file"</span> ) ) |
| 278 | <a name="l00279"></a>00279 <a class="code" href="classbdm_1_1merger__base.html#ae4514484bac243585b0a1e44325e8add" title="set debug file">set_debug_file</a> ( dbg_file ); |
| 279 | <a name="l00280"></a>00280 <span class="comment">//validate() - not used</span> |
| 280 | <a name="l00281"></a>00281 } |
| 281 | <a name="l00282"></a>00282 |
| 282 | <a name="l00283"></a><a class="code" href="classbdm_1_1merger__base.html#a400e222d4c41dc57ac19e6735429c4cb">00283</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__base.html#a400e222d4c41dc57ac19e6735429c4cb" title="This method TODO.">validate</a>() { |
| 283 | <a name="l00284"></a>00284 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> ( <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>().length() > 0, <span class="stringliteral">"Empty support, use set_support()."</span> ); |
| 284 | <a name="l00285"></a>00285 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> ( <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> == <a class="code" href="classbdm_1_1merger__base.html#aa042ce6ee1fb91048ea89bec9934718e" title="Projection to empirical density (could also be piece-wise linear).">eSmp</a>.<a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() ( 0 ).length(), <span class="stringliteral">"Support points and rv are not compatible!"</span> ); |
| 285 | <a name="l00286"></a>00286 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> ( <a class="code" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">"mergers must be named"</span> ); |
| 286 | <a name="l00287"></a>00287 } |
| 287 | <a name="l00289"></a>00289 }; |
| 288 | <a name="l00290"></a>00290 <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> ( merger_base ); |
| 289 | <a name="l00291"></a>00291 SHAREDPTR ( merger_base ); |
| 290 | <a name="l00292"></a>00292 |
| 291 | <a name="l00294"></a><a class="code" href="classbdm_1_1merger__mix.html">00294</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1merger__mix.html" title="Merger using importance sampling with mixture proposal density.">merger_mix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1merger__base.html" title="Base class for general combination of pdfs on discrete support.">merger_base</a> { |
| 292 | <a name="l00295"></a>00295 <span class="keyword">protected</span>: |
| 293 | <a name="l00297"></a><a class="code" href="classbdm_1_1merger__mix.html#acb885228de5b2822d33d7cea4de53112">00297</a> <a class="code" href="classbdm_1_1MixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a> <a class="code" href="classbdm_1_1merger__mix.html#acb885228de5b2822d33d7cea4de53112" title="Internal mixture of EF models.">Mix</a>; |
| 294 | <a name="l00299"></a><a class="code" href="classbdm_1_1merger__mix.html#a83275ad036e7acda876babfa6ac1f07f">00299</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1merger__mix.html#a83275ad036e7acda876babfa6ac1f07f" title="Number of components in a mixture.">Ncoms</a>; |
| 295 | <a name="l00301"></a><a class="code" href="classbdm_1_1merger__mix.html#acb7d8918bea514f62321988dfd0d6b58">00301</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1merger__mix.html#acb7d8918bea514f62321988dfd0d6b58" title="coefficient of resampling [0,1]">effss_coef</a>; |
| 296 | <a name="l00303"></a><a class="code" href="classbdm_1_1merger__mix.html#a996571da3a24431a9d159e625b0717cd">00303</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1merger__mix.html#a996571da3a24431a9d159e625b0717cd" title="stop after niter iterations">stop_niter</a>; |
| 297 | <a name="l00304"></a>00304 |
| 298 | <a name="l00306"></a><a class="code" href="classbdm_1_1merger__mix.html#a615688c5aeea9a7eee2b0b4424e8ceab">00306</a> <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1merger__mix.html#a615688c5aeea9a7eee2b0b4424e8ceab" title="default value for Ncoms">DFLT_Ncoms</a>; |
| 299 | <a name="l00308"></a><a class="code" href="classbdm_1_1merger__mix.html#a3ee8d9f7055b573c02e6a35875ec2397">00308</a> <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1merger__mix.html#a3ee8d9f7055b573c02e6a35875ec2397" title="default value for efss_coef;">DFLT_effss_coef</a>; |
| 300 | <a name="l00309"></a>00309 |
| 301 | <a name="l00310"></a>00310 <span class="keyword">public</span>: |
| 302 | <a name="l00313"></a>00313 <a class="code" href="classbdm_1_1merger__mix.html" title="Merger using importance sampling with mixture proposal density.">merger_mix</a> ():<a class="code" href="classbdm_1_1merger__mix.html#a83275ad036e7acda876babfa6ac1f07f" title="Number of components in a mixture.">Ncoms</a>(0), <a class="code" href="classbdm_1_1merger__mix.html#acb7d8918bea514f62321988dfd0d6b58" title="coefficient of resampling [0,1]">effss_coef</a>(0), <a class="code" href="classbdm_1_1merger__mix.html#a996571da3a24431a9d159e625b0717cd" title="stop after niter iterations">stop_niter</a>(0) { } |
| 303 | <a name="l00314"></a>00314 |
| 304 | <a name="l00315"></a>00315 <a class="code" href="classbdm_1_1merger__mix.html" title="Merger using importance sampling with mixture proposal density.">merger_mix</a> ( <span class="keyword">const</span> Array<<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> > &S ): |
| 305 | <a name="l00316"></a>00316 <a class="code" href="classbdm_1_1merger__mix.html#a83275ad036e7acda876babfa6ac1f07f" title="Number of components in a mixture.">Ncoms</a>(0), <a class="code" href="classbdm_1_1merger__mix.html#acb7d8918bea514f62321988dfd0d6b58" title="coefficient of resampling [0,1]">effss_coef</a>(0), <a class="code" href="classbdm_1_1merger__mix.html#a996571da3a24431a9d159e625b0717cd" title="stop after niter iterations">stop_niter</a>(0) { |
| 306 | <a name="l00317"></a>00317 <a class="code" href="classbdm_1_1merger__mix.html#aff4c1e544c33073438e7f5da38b0f3b8" title="Set sources and prepare all internal structures.">set_sources</a> ( S ); |
| 307 | <a name="l00318"></a>00318 } |
310 | | <a name="l00320"></a>00320 <span class="keyword">public</span>: |
311 | | <a name="l00323"></a>00323 merger_mix () {}; |
312 | | <a name="l00324"></a>00324 merger_mix (<span class="keyword">const</span> Array<mpdf*> &S,<span class="keywordtype">bool</span> own=<span class="keyword">false</span>) {set_sources (S,own);}; |
313 | | <a name="l00326"></a>00326 <span class="keywordtype">void</span> set_sources (<span class="keyword">const</span> Array<mpdf*> &S, <span class="keywordtype">bool</span> own) { |
314 | | <a name="l00327"></a>00327 <a class="code" href="classbdm_1_1merger__base.html#591d4ba19c9ece40aa96ee44d05e148d" title="Function setting the main internal structures.">merger_base::set_sources</a> (S,own); |
315 | | <a name="l00328"></a>00328 <a class="code" href="classbdm_1_1merger__base.html#4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a> = S.length(); |
316 | | <a name="l00329"></a>00329 } |
317 | | <a name="l00331"></a>00331 <span class="keywordtype">void</span> set_parameters (<span class="keywordtype">int</span> Ncoms0 = DFLT_Ncoms, <span class="keywordtype">double</span> effss_coef0 = DFLT_effss_coef) { |
318 | | <a name="l00332"></a>00332 Ncoms = Ncoms0; |
319 | | <a name="l00333"></a>00333 effss_coef = effss_coef0; |
320 | | <a name="l00334"></a>00334 } |
321 | | <a name="l00336"></a>00336 |
322 | | <a name="l00339"></a>00339 |
323 | | <a name="l00341"></a>00341 <span class="keywordtype">void</span> merge (); |
324 | | <a name="l00342"></a>00342 |
325 | | <a name="l00344"></a>00344 vec sample ()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> Mix.posterior().sample();} |
326 | | <a name="l00346"></a>00346 <span class="keywordtype">double</span> evallog (<span class="keyword">const</span> vec &dt)<span class="keyword"> const </span>{ |
327 | | <a name="l00347"></a>00347 vec dtf = ones (dt.length() + 1); |
328 | | <a name="l00348"></a>00348 dtf.set_subvector (0, dt); |
329 | | <a name="l00349"></a>00349 <span class="keywordflow">return</span> Mix.logpred (dtf); |
330 | | <a name="l00350"></a>00350 } |
331 | | <a name="l00352"></a>00352 |
332 | | <a name="l00356"></a>00356 MixEF& _Mix() {<span class="keywordflow">return</span> Mix;} |
333 | | <a name="l00358"></a>00358 emix* proposal() {emix* tmp = Mix.epredictor(); tmp->set_rv (rv); <span class="keywordflow">return</span> tmp;} |
334 | | <a name="l00360"></a>00360 <span class="keywordtype">void</span> from_setting(<span class="keyword">const</span> Setting& <span class="keyword">set</span>){ |
335 | | <a name="l00361"></a>00361 <a class="code" href="classbdm_1_1merger__base.html#10dd390fc6f0d1733bb07cb51977160c" title="load from setting">merger_base::from_setting</a>(<span class="keyword">set</span>); |
336 | | <a name="l00362"></a>00362 <span class="keyword">set</span>.lookupValue(<span class="stringliteral">"ncoms"</span>,Ncoms); |
337 | | <a name="l00363"></a>00363 <span class="keyword">set</span>.lookupValue(<span class="stringliteral">"effss_coef"</span>,effss_coef); |
338 | | <a name="l00364"></a>00364 <span class="keyword">set</span>.lookupValue(<span class="stringliteral">"stop_niter"</span>,stop_niter); |
339 | | <a name="l00365"></a>00365 } |
340 | | <a name="l00366"></a>00366 |
341 | | <a name="l00368"></a>00368 |
342 | | <a name="l00369"></a>00369 }; |
343 | | <a name="l00370"></a>00370 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(merger_mix); |
344 | | <a name="l00371"></a>00371 |
345 | | <a name="l00372"></a>00372 } |
346 | | <a name="l00373"></a>00373 |
347 | | <a name="l00374"></a>00374 <span class="preprocessor">#endif // MER_H</span> |
| 309 | <a name="l00321"></a><a class="code" href="classbdm_1_1merger__mix.html#aff4c1e544c33073438e7f5da38b0f3b8">00321</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__mix.html#aff4c1e544c33073438e7f5da38b0f3b8" title="Set sources and prepare all internal structures.">set_sources</a> ( <span class="keyword">const</span> Array<<a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> > &S ) { |
| 310 | <a name="l00322"></a>00322 <a class="code" href="classbdm_1_1merger__mix.html#aff4c1e544c33073438e7f5da38b0f3b8" title="Set sources and prepare all internal structures.">merger_base::set_sources</a> ( S ); |
| 311 | <a name="l00323"></a>00323 <a class="code" href="classbdm_1_1merger__base.html#a4f6cd7ebe1c3c7556039dbfeb00f71f5" title="number of sources">Nsources</a> = S.length(); |
| 312 | <a name="l00324"></a>00324 } |
| 313 | <a name="l00325"></a>00325 |
| 314 | <a name="l00327"></a><a class="code" href="classbdm_1_1merger__mix.html#aa6d90b23edca00d392cd472297a57fe3">00327</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__mix.html#aa6d90b23edca00d392cd472297a57fe3" title="Set internal parameters used in approximation.">set_parameters</a> ( <span class="keywordtype">int</span> Ncoms0 = <a class="code" href="classbdm_1_1merger__mix.html#a615688c5aeea9a7eee2b0b4424e8ceab" title="default value for Ncoms">DFLT_Ncoms</a>, <span class="keywordtype">double</span> effss_coef0 = <a class="code" href="classbdm_1_1merger__mix.html#a3ee8d9f7055b573c02e6a35875ec2397" title="default value for efss_coef;">DFLT_effss_coef</a> ) { |
| 315 | <a name="l00328"></a>00328 <a class="code" href="classbdm_1_1merger__mix.html#a83275ad036e7acda876babfa6ac1f07f" title="Number of components in a mixture.">Ncoms</a> = Ncoms0; |
| 316 | <a name="l00329"></a>00329 <a class="code" href="classbdm_1_1merger__mix.html#acb7d8918bea514f62321988dfd0d6b58" title="coefficient of resampling [0,1]">effss_coef</a> = effss_coef0; |
| 317 | <a name="l00330"></a>00330 } |
| 318 | <a name="l00332"></a>00332 |
| 319 | <a name="l00335"></a>00335 |
| 320 | <a name="l00337"></a>00337 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__mix.html#a6e800116f761e46b33a822d7cea01dc8" title="Merge values using mixture approximation.">merge</a> (); |
| 321 | <a name="l00338"></a>00338 |
| 322 | <a name="l00340"></a><a class="code" href="classbdm_1_1merger__mix.html#a0991d4ac37cc7fc44b5b065983de3dd8">00340</a> vec <a class="code" href="classbdm_1_1merger__mix.html#a0991d4ac37cc7fc44b5b065983de3dd8" title="sample from the approximating mixture">sample</a> ()<span class="keyword"> const </span>{ |
| 323 | <a name="l00341"></a>00341 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger__mix.html#acb885228de5b2822d33d7cea4de53112" title="Internal mixture of EF models.">Mix</a>.posterior().<a class="code" href="classbdm_1_1epdf.html#a75ba57a89681a8efec488f5796c7cc1b" title="Returns a sample, from density .">sample</a>(); |
| 324 | <a name="l00342"></a>00342 } |
| 325 | <a name="l00344"></a><a class="code" href="classbdm_1_1merger__mix.html#a9737ad6d1ecf4e0cdd6cea6a40875a34">00344</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1merger__mix.html#a9737ad6d1ecf4e0cdd6cea6a40875a34" title="loglikelihood computed on mixture models">evallog</a> ( <span class="keyword">const</span> vec &dt )<span class="keyword"> const </span>{ |
| 326 | <a name="l00345"></a>00345 vec dtf = ones ( dt.length() + 1 ); |
| 327 | <a name="l00346"></a>00346 dtf.set_subvector ( 0, dt ); |
| 328 | <a name="l00347"></a>00347 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger__mix.html#acb885228de5b2822d33d7cea4de53112" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classbdm_1_1MixEF.html#ada724da464a75e07521941e430929efa">logpred</a> ( dtf ); |
| 329 | <a name="l00348"></a>00348 } |
| 330 | <a name="l00350"></a>00350 |
| 331 | <a name="l00354"></a><a class="code" href="classbdm_1_1merger__mix.html#afa37f0606bbdab195986995b77d57b67">00354</a> <a class="code" href="classbdm_1_1MixEF.html" title="Mixture of Exponential Family Densities.">MixEF</a>& <a class="code" href="classbdm_1_1merger__mix.html#afa37f0606bbdab195986995b77d57b67" title="Access function.">_Mix</a>() { |
| 332 | <a name="l00355"></a>00355 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1merger__mix.html#acb885228de5b2822d33d7cea4de53112" title="Internal mixture of EF models.">Mix</a>; |
| 333 | <a name="l00356"></a>00356 } |
| 334 | <a name="l00358"></a><a class="code" href="classbdm_1_1merger__mix.html#a1daae5402e15784f2ec1e88324930c12">00358</a> <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>* <a class="code" href="classbdm_1_1merger__mix.html#a1daae5402e15784f2ec1e88324930c12" title="Access function.">proposal</a>() { |
| 335 | <a name="l00359"></a>00359 <a class="code" href="classbdm_1_1emix.html" title="Mixture of epdfs.">emix</a>* tmp = <a class="code" href="classbdm_1_1merger__mix.html#acb885228de5b2822d33d7cea4de53112" title="Internal mixture of EF models.">Mix</a>.<a class="code" href="classbdm_1_1MixEF.html#aedc50e9640f049b846084748b18469a2" title="Constructs a predictive density .">epredictor</a>(); |
| 336 | <a name="l00360"></a>00360 tmp-><a class="code" href="classbdm_1_1emix.html#a04a8632cfa9299ae937228eb732fd61e" title="Name its rv.">set_rv</a> ( <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ); |
| 337 | <a name="l00361"></a>00361 <span class="keywordflow">return</span> tmp; |
| 338 | <a name="l00362"></a>00362 } |
| 339 | <a name="l00364"></a><a class="code" href="classbdm_1_1merger__mix.html#a9f12b2c66344e25e6b3ef0255d000478">00364</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1merger__mix.html#a9f12b2c66344e25e6b3ef0255d000478" title="from_settings">from_setting</a> ( <span class="keyword">const</span> Setting& <span class="keyword">set</span> ) { |
| 340 | <a name="l00365"></a>00365 <a class="code" href="classbdm_1_1merger__mix.html#a9f12b2c66344e25e6b3ef0255d000478" title="from_settings">merger_base::from_setting</a> ( <span class="keyword">set</span> ); |
| 341 | <a name="l00366"></a>00366 <span class="keyword">set</span>.lookupValue ( <span class="stringliteral">"ncoms"</span>, <a class="code" href="classbdm_1_1merger__mix.html#a83275ad036e7acda876babfa6ac1f07f" title="Number of components in a mixture.">Ncoms</a> ); |
| 342 | <a name="l00367"></a>00367 <span class="keyword">set</span>.lookupValue ( <span class="stringliteral">"effss_coef"</span>, <a class="code" href="classbdm_1_1merger__mix.html#acb7d8918bea514f62321988dfd0d6b58" title="coefficient of resampling [0,1]">effss_coef</a> ); |
| 343 | <a name="l00368"></a>00368 <span class="keyword">set</span>.lookupValue ( <span class="stringliteral">"stop_niter"</span>, <a class="code" href="classbdm_1_1merger__mix.html#a996571da3a24431a9d159e625b0717cd" title="stop after niter iterations">stop_niter</a> ); |
| 344 | <a name="l00369"></a>00369 } |
| 345 | <a name="l00370"></a>00370 |
| 346 | <a name="l00372"></a>00372 |
| 347 | <a name="l00373"></a>00373 }; |
| 348 | <a name="l00374"></a>00374 <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> ( merger_mix ); |
| 349 | <a name="l00375"></a>00375 SHAREDPTR ( merger_mix ); |
| 350 | <a name="l00376"></a>00376 |
| 351 | <a name="l00377"></a>00377 } |
| 352 | <a name="l00378"></a>00378 |
| 353 | <a name="l00379"></a>00379 <span class="preprocessor">#endif // MER_H</span> |