Changeset 886 for library/bdm/stat/emix.h

Timestamp:

03/29/10 23:01:49 (14 years ago)

Author:

smidl

Message:

epdf and emix now have _base classes

Files:

• library/bdm/stat/emix.h (modified) (6 diffs)

library/bdm/stat/emix.h

@@ -97 +97 @@
 
 
-
-
 private:
         // not implemented
         mratio ( const mratio & );
         mratio &operator= ( const mratio & );
+};
+
+class emix; //forward
+
+/*! Base class (Interface) for mixtures 
+*/
+class emix_base : public epdf {
+        protected:
+        //! reference to vector of weights
+        vec &w;
+        //! function returning ith component
+        virtual const epdf * component(const int &i) const=0;
+        
+        virtual int no_coms() const=0;
+        
+        public:
+                
+                emix_base(vec &w0): w(w0){}
+                
+                void validate ();
+                
+                vec sample() const;
+                
+                vec mean() const;
+                
+                vec variance() const;
+                
+                double evallog ( const vec &val ) const;
+                
+                vec evallog_mat ( const mat &Val ) const;
+                
+                //! Auxiliary function that returns pdflog for each component
+                mat evallog_coms ( const mat &Val ) const;
+                
+                shared_ptr<epdf> marginal ( const RV &rv ) const;
+                //! Update already existing marginal density  \c target
+                void marginal ( const RV &rv, emix &target ) const;
+                shared_ptr<pdf> condition ( const RV &rv ) const;
+                
+                //Access methods        
+                //! returns a reference to the internal weights. Use with Care!
+                vec& _w() {
+                        return w;
+                }
+                
+                const vec& _w() const {
+                        return w;
+                }
+                //!access
+                const epdf* _com(int i) const {return component(i);}
+                
 };
 
@@ -115 +164 @@
 
 */
-class emix : public epdf {
+class emix : public emix_base {
 protected:
         //! weights of the components
-        vec w;
+        vec weights;
 
         //! Component (epdfs)
@@ -125 +174 @@
 public:
         //! Default constructor
-        emix ( ) : epdf ( ) { }
-
-        virtual void validate ();
-
-        vec sample() const;
-
-        vec mean() const;
-
-        vec variance() const;
-
-        double evallog ( const vec &val ) const;
-
-        vec evallog_mat ( const mat &Val ) const;
-
-        //! Auxiliary function that returns pdflog for each component
-        mat evallog_coms ( const mat &Val ) const;
-
-        shared_ptr<epdf> marginal ( const RV &rv ) const;
-        //! Update already existing marginal density  \c target
-        void marginal ( const RV &rv, emix &target ) const;
-        shared_ptr<pdf> condition ( const RV &rv ) const;
-
-        //Access methods        
-        //! returns a reference to the internal weights. Use with Care!
-        vec& _w() {
-                return w;
-        }
-
-        /*!
-          \brief returns a reference to the internal array of components. Use with Care! Set components \c Coms
-
-          Shared pointers in Coms are kept inside this instance and
-          shouldn't be modified after being passed to this method.
-        */
-        Array<shared_ptr<epdf> >& _Coms ( ) {
-                return Coms;
-        }
-
-        //! returns a reference to the internal components specified by index i. Use with Care!
-        shared_ptr<epdf> _Coms ( int i ) {
-                return Coms ( i );
-        }
-
-        void set_rv ( const RV &rv ) {
-                epdf::set_rv ( rv );
-                for ( int i = 0; i < Coms.length(); i++ ) {
-                        Coms ( i )->set_rv ( rv );
-                }
-        }
+        emix ( ) : emix_base ( weights) { }
+        
+        const epdf* component(const int &i) const {return Coms(i).get();}
+        void validate();
+        
+
+        int no_coms() const {return Coms.length(); }
 
         //! Load from structure with elements:
@@ -184 +191 @@
         //!@}
         void from_setting ( const Setting &set );
+
+        void set_rv ( const RV &rv ) {
+                epdf::set_rv ( rv );
+                for ( int i = 0; i < no_coms(); i++ ) {
+                        Coms( i )->set_rv ( rv );
+                }
+        }
+        
+        Array<shared_ptr<epdf> >& _Coms ( ) {
+                        return Coms;
+                }
 };
 SHAREDPTR ( emix );
 UIREGISTER ( emix );
 
-/*!
-* \brief Mixture of egiws
-
-*/
-class egiwmix : public egiw {
-protected:
-        //! weights of the components
-        vec w;
-        //! Component (epdfs)
-        Array<egiw*> Coms;
-        //!Flag if owning Coms
-        bool destroyComs;
-public:
-        //!Default constructor
-        egiwmix ( ) : egiw ( ) {};
-
-        //! Set weights \c w and components \c Coms
-        //!By default Coms are copied inside. Parameter \c copy can be set to false if Coms live externally. Use method ownComs() if Coms should be destroyed by the destructor.
-        void set_parameters ( const vec &w, const Array<egiw*> &Coms, bool copy = false );
-        
-        //!return expected value
-        void validate();
-        
-        vec mean() const;
-
-        //!return a sample from the density
-        vec sample() const;
-
-        //!return the expected variance
-        vec variance() const;
-
-        // TODO!!! Defined to follow ANSI and/or for future development
-        void mean_mat ( mat &M, mat&R ) const {};
-        double evallog_nn ( const vec &val ) const {
-                return 0;
-        };
-        double lognc () const {
-                return 0;
-        }
-
-        shared_ptr<epdf> marginal ( const RV &rv ) const;
-        //! marginal density update
-        void marginal ( const RV &rv, emix &target ) const;
-
-//Access methods
-        //! returns a pointer to the internal mean value. Use with Care!
-        vec& _w() {
-                return w;
-        }
-        virtual ~egiwmix() {
-                if ( destroyComs ) {
-                        for ( int i = 0; i < Coms.length(); i++ ) {
-                                delete Coms ( i );
-                        }
-                }
-        }
-        //! Auxiliary function for taking ownership of the Coms()
-        void ownComs() {
-                destroyComs = true;
-        }
-
-        //!access function
-        egiw* _Coms ( int i ) {
-                return Coms ( i );
-        }
-
-        void set_rv ( const RV &rv ) {
-                egiw::set_rv ( rv );
-                for ( int i = 0; i < Coms.length(); i++ ) {
-                        Coms ( i )->set_rv ( rv );
-                }
-        }
-
-        //! Approximation of a GiW mix by a single GiW pdf
-        egiw* approx();
-};
 
 /*! \brief Chain rule decomposition of epdf
@@ -329 +271 @@
 SHAREDPTR ( mprod );
 
+
 //! Product of independent epdfs. For dependent pdfs, use mprod.
-class eprod: public epdf {
+class eprod_base: public epdf {
 protected:
-        //! Components (epdfs)
-        Array<const epdf*> epdfs;
         //! Array of indeces
         Array<datalink*> dls;
+        //! interface for a factor
+        virtual const epdf* factor(int i) const NOT_IMPLEMENTED(NULL); 
+        //!number of factors
+        virtual const int no_factors() const =0;
 public:
         //! Default constructor
-        eprod () : epdfs ( 0 ), dls ( 0 ) {};
+        eprod_base () :  dls (0) {};
         //! Set internal
-        void set_parameters ( const Array<const epdf*> &epdfs0, bool named = true ) {
-                epdfs = epdfs0;//.set_length ( epdfs0.length() );
-                dls.set_length ( epdfs.length() );
+        vec mean() const;
+
+        vec variance() const;
+
+        vec sample() const;
+
+        double evallog ( const vec &val ) const;
+
+        //!Destructor
+        ~eprod_base() {
+                for ( int i = 0; i < dls.length(); i++ ) {
+                        delete dls ( i );
+                }
+        }
+        void validate() {
+                dls.set_length ( no_factors() );
+                
                 bool independent = true;
-                if ( named ) {
-                        for ( int i = 0; i < epdfs.length(); i++ ) {
-                                independent = rv.add ( epdfs ( i )->_rv() );
-                                bdm_assert_debug ( independent, "eprod:: given components are not independent." );
-                        }
-                        dim = rv._dsize();
-                        
-                } else {
-                        dim = 0;
-                        for ( int i = 0; i < epdfs.length(); i++ ) {
-                                dim += epdfs ( i )->dimension();
-                        }
-                }
+                dim = 0;
+                for ( int i = 0; i < no_factors(); i++ ) {
+                        independent = rv.add ( factor ( i )->_rv() );
+                        dim += factor ( i )->dimension();
+                        bdm_assert_debug ( independent, "eprod:: given components are not independent." );
+                };
+                
                 //
                 int cumdim = 0;
                 int dimi = 0;
                 int i;
-                for ( i = 0; i < epdfs.length(); i++ ) {
+                for ( i = 0; i < no_factors(); i++ ) {
                         dls ( i ) = new datalink;
-                        if ( named ) {
-                                dls ( i )->set_connection ( epdfs ( i )->_rv() , rv );
-                        } else {
-                                dimi = epdfs ( i )->dimension();
+                        if ( isnamed() ) { // rvs are complete
+                                dls ( i )->set_connection ( factor ( i )->_rv() , rv );
+                        } else { //rvs are not reliable
+                                dimi = factor ( i )->dimension();
                                 dls ( i )->set_connection ( dimi, dim, linspace ( cumdim, cumdim + dimi - 1 ) );
                                 cumdim += dimi;
@@ -373 +326 @@
         
         }
-
-        
-        vec mean() const;
-
-        vec variance() const;
-
-        vec sample() const;
-
-        double evallog ( const vec &val ) const;
-
-        //!access function
-        const epdf* operator () ( int i ) const {
-                bdm_assert_debug ( i < epdfs.length(), "wrong index" );
-                return epdfs ( i );
-        }
-
-        //!Destructor
-        ~eprod() {
-                for ( int i = 0; i < epdfs.length(); i++ ) {
-                        delete dls ( i );
-                }
-        }
-};
-
+};
+
+class eprod: public eprod_base{
+        protected:
+                Array<shared_ptr<epdf> > factors;
+        public:
+                const epdf* factor(int i) const {return factors(i).get();}
+                const int no_factors() const {return factors.length();}
+        void set_parameters ( const Array<shared_ptr<epdf> > &epdfs0) {
+                factors = epdfs0;
+        }
+};
+
+//! similar to eprod but used only internally -- factors are external pointers
+class eprod_internal: public eprod_base{
+        protected:
+                Array<epdf* > factors;
+                const epdf* factor(int i) const {return factors(i);}
+                const int no_factors() const {return factors.length();}
+        public:
+                void set_parameters ( const Array<epdf *> &epdfs0) {
+                        factors = epdfs0;
+                }
+};
 
 /*! \brief Mixture of pdfs with constant weights, all pdfs are of equal RV and RVC