mixpp: bdm::merger_mix Class Reference
bdm::merger_mix

bdm::merger_mix Class Reference

Merger using importance sampling with mixture proposal density. More...

#include <merger.h>

Inheritance diagram for bdm::merger_mix:

bdm::MergerDiscrete bdm::MergerBase bdm::root List of all members.

Public Member Functions

Constructors
 merger_mix (const Array< shared_ptr< pdf > > &S)
void set_sources (const Array< shared_ptr< pdf > > &S)
 Set sources and prepare all internal structures.
void set_parameters (int Ncoms0=DFLT_Ncoms, double effss_coef0=DFLT_effss_coef)
 Set internal parameters used in approximation.
Mathematical operations
void merge ()
 Merge values using mixture approximation.
vec sample () const
 sample from the approximating mixture
double evallog (const vec &yt) const
 loglikelihood computed on mixture models
Access functions
MixEF & _Mix ()
 Access function.
emix * proposal ()
 Access function.
void from_setting (const Setting &set)
void to_setting (Setting &set) const
void validate ()

Protected Attributes

MixEF Mix
 Internal mixture of EF models.
int Ncoms
 Number of components in a mixture.
double effss_coef
 coefficient of resampling [0,1]
int stop_niter
 stop after niter iterations

Static Protected Attributes

static const int DFLT_Ncoms = 10
 default value for Ncoms
static const double DFLT_effss_coef = 0.9
 default value for efss_coef;

Detailed Description

Merger using importance sampling with mixture proposal density.

Member Function Documentation

void bdm::merger_mix::from_setting ( const Setting &  set  )  [virtual]

Create object from the following structure

    class = 'merger_mix';
    --- optional fields ---
    ncoms = [];        % number of components in a mixture
    effss_coef = [];   % coefficient of resampling from interval [0,1]
    stop_niter = [];   % number of interations
    --- inherited fields ---
    bdm::merger_base::from_setting
If the optional fields are not given, they will be filled as follows: 
    ncoms = 10;
    effss_coef = 0.9;
    stop_niter = 10;

Reimplemented from bdm::MergerDiscrete.

The documentation for this class was generated from the following files:
Generated on 2 Dec 2013 for mixpp by  doxygen 1.4.7