bdm::MergerDiscrete Class Reference

#include <merger.h>

Inheritance diagram for bdm::MergerDiscrete:

Public Member Functions
Constructors
	MergerDiscrete ()
	Default constructor.
	MergerDiscrete (const Array< shared_ptr< pdf > > &S)
	Constructor from sources.
void	set_sources (const Array< shared_ptr< pdf > > &PartSources)
	Function setting the main internal structures.
void	set_support (rectangular_support &Sup)
	Set support points from rectangular grid.
void	set_support (discrete_support &Sup)
	Set support points from dicrete grid.
void	set_debug_file (const string fname)
	set debug file
void	set_method (MERGER_METHOD MTH=GEOMETRIC, double beta0=1.2)
	Set internal parameters used in approximation.
void	set_support (const epdf &overall, int N)
	Set support points from a pdf by drawing N samples.
virtual	~MergerDiscrete ()
	Destructor.
Mathematical operations
void	merge ()
	Merge given sources in given points.
vec	merge_points (mat &lW)
	Merge log-likelihood values in points using method specified by parameter METHOD.
Access to attributes
eEmp &	_Smp ()
	Access function.
eEmp &	merger ()
void	from_setting (const Setting &set)
void	to_setting (Setting &set) const
void	validate ()
Protected Attributes
Array< shared_ptr< pdf > >	part_sources
	partial sources
Array< datalink_m2e * >	dls
	Data link for each pdf in pdfs.
Array< RV >	rvzs
	Array of rvs that are not modelled by pdfs at all, .
Array< datalink_m2e * >	zdls
	Data Links for extension .
int	Npoints
	number of support points
int	Nsources
	number of sources
MERGER_METHOD	METHOD
	switch of the methoh used for merging
double	beta
	Prior on the log-normal merging model.
eEmp	eSmp
	Projection to empirical density (could also be piece-wise linear).
bool	DBG
	debug or not debug
it_file *	dbg_file
	debugging file
Static Protected Attributes
static const MERGER_METHOD	DFLT_METHOD
	Default for METHOD.
static const double	DFLT_beta
	default for beta

Detailed Description

Mixtures of Gaussian densities are used internally. Switching to other densities should be trivial.

The merged pdfs are expected to be of the form:

where the resulting merger is a density on . Note that all variables will be joined.

As a result of this feature, each source must be extended to common support

where accumulate variables that were not in the original source. These extensions are calculated on-the-fly.

However, these operations can not be performed in general. Hence, this class merges only sources on common support, . For merging of more general cases, use offsprings merger_mix and merger_grid.

use sources for extensions

Member Function Documentation

    class = 'MergerDiscrete';
    method = 'arithmetic' or 'geometric' or 'lognormal';   % name of the model used for merging
    --- compulsory only for lognormal merging model ---
    beta = x;                                              % scalar prior on the log-normal merging model
    --- optional fields ---
    dbg_file = '...';                                      % name of the file to store debug informations
    --- inherited fields ---
    bdm::MergerBase::from_setting

• merger.h
• merger.cpp

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