Changeset 739 for library/bdm/stat/emix.cpp

Timestamp:

11/25/09 18:02:21 (14 years ago)

Author:

mido

Message:

the rest of h to cpp movements, with exception of from_setting and validate to avoid conflicts with Sarka

Files:

• library/bdm/stat/emix.cpp (modified) (4 diffs)

library/bdm/stat/emix.cpp

@@ -34 +34 @@
 
         return Coms ( i )->sample();
+}
+
+vec emix::mean() const {
+        int i;
+        vec mu = zeros ( dim );
+        for ( i = 0; i < w.length(); i++ ) {
+                mu += w ( i ) * Coms ( i )->mean();
+        }
+        return mu;
+}
+
+vec emix::variance() const {
+        //non-central moment
+        vec mom2 = zeros ( dim );
+        for ( int i = 0; i < w.length(); i++ ) {
+                mom2 += w ( i ) * ( Coms ( i )->variance() + pow ( Coms ( i )->mean(), 2 ) );
+        }
+        //central moment
+        return mom2 - pow ( mean(), 2 );
+}
+
+double emix::evallog ( const vec &val ) const {
+        int i;
+        double sum = 0.0;
+        for ( i = 0; i < w.length(); i++ ) {
+                sum += w ( i ) * exp ( Coms ( i )->evallog ( val ) );
+        }
+        if ( sum == 0.0 ) {
+                sum = std::numeric_limits<double>::epsilon();
+        }
+        double tmp = log ( sum );
+        bdm_assert_debug ( std::isfinite ( tmp ), "Infinite" );
+        return tmp;
+}
+
+vec emix::evallog_mat ( const mat &Val ) const {
+        vec x = zeros ( Val.cols() );
+        for ( int i = 0; i < w.length(); i++ ) {
+                x += w ( i ) * exp ( Coms ( i )->evallog_mat ( Val ) );
+        }
+        return log ( x );
+};
+
+mat emix::evallog_coms ( const mat &Val ) const {
+        mat X ( w.length(), Val.cols() );
+        for ( int i = 0; i < w.length(); i++ ) {
+                X.set_row ( i, w ( i ) *exp ( Coms ( i )->evallog_mat ( Val ) ) );
+        }
+        return X;
 }
 
@@ -203 +252 @@
 };
 
+double mprod::evallogcond ( const vec &val, const vec &cond ) {
+        int i;
+        double res = 0.0;
+        for ( i = pdfs.length() - 1; i >= 0; i-- ) {
+                /*                      if ( pdfs(i)->_rvc().count() >0) {
+                                                pdfs ( i )->condition ( dls ( i )->get_cond ( val,cond ) );
+                                        }
+                                        // add logarithms
+                                        res += epdfs ( i )->evallog ( dls ( i )->pushdown ( val ) );*/
+                res += pdfs ( i )->evallogcond (
+                           dls ( i )->pushdown ( val ),
+                           dls ( i )->get_cond ( val, cond )
+                       );
+        }
+        return res;
+}
+
+vec mprod::evallogcond_mat ( const mat &Dt, const vec &cond ) {
+        vec tmp ( Dt.cols() );
+        for ( int i = 0; i < Dt.cols(); i++ ) {
+                tmp ( i ) = evallogcond ( Dt.get_col ( i ), cond );
+        }
+        return tmp;
+}
+
+vec mprod::evallogcond_mat ( const Array<vec> &Dt, const vec &cond ) {
+        vec tmp ( Dt.length() );
+        for ( int i = 0; i < Dt.length(); i++ ) {
+                tmp ( i ) = evallogcond ( Dt ( i ), cond );
+        }
+        return tmp;
+}
+
 void mprod::set_elements ( const Array<shared_ptr<pdf> > &mFacs ) {
         pdfs = mFacs;
@@ -236 +318 @@
 
         return Coms ( i )->samplecond ( cond );
+}
+
+vec eprod::mean() const {
+        vec tmp ( dim );
+        for ( int i = 0; i < epdfs.length(); i++ ) {
+                vec pom = epdfs ( i )->mean();
+                dls ( i )->pushup ( tmp, pom );
+        }
+        return tmp;
+}
+
+vec eprod::variance() const {
+        vec tmp ( dim ); //second moment
+        for ( int i = 0; i < epdfs.length(); i++ ) {
+                vec pom = epdfs ( i )->mean();
+                dls ( i )->pushup ( tmp, pow ( pom, 2 ) );
+        }
+        return tmp - pow ( mean(), 2 );
+}
+vec eprod::sample() const {
+        vec tmp ( dim );
+        for ( int i = 0; i < epdfs.length(); i++ ) {
+                vec pom = epdfs ( i )->sample();
+                dls ( i )->pushup ( tmp, pom );
+        }
+        return tmp;
+}
+double eprod::evallog ( const vec &val ) const {
+        double tmp = 0;
+        for ( int i = 0; i < epdfs.length(); i++ ) {
+                tmp += epdfs ( i )->evallog ( dls ( i )->pushdown ( val ) );
+        }
+        bdm_assert_debug ( std::isfinite ( tmp ), "Infinite" );
+        return tmp;
 }
 
@@ -267 +383 @@
 //              }
 //      };
+