emix Class Reference

Mixture of epdfs. More...

#include <emix.h>

Inheritance diagram for emix:

Collaboration diagram for emix:

List of all members.

Public Member Functions

emix (RV &rv)

Default constructor.

void set_parameters (const vec &w, const Array< epdf * > &Coms)

Set weights w and components R.

vec sample () const

Returns the required moment of the epdf.

vec mean () const

return expected value

double evalpdflog (const vec &val) const

Compute log-probability of argument val.

vec & _w ()

returns a pointer to the internal mean value. Use with Care!

virtual mat sampleN (int N) const

Returns N samples from density $epdf(rv)$ .

virtual double eval (const vec &val) const

Compute probability of argument val.

RV _rv () const

access function

Protected Attributes

vec w

weights of the components

Array< epdf * > Coms

Component (epdfs).

RV rv

Identified of the random variable.

Detailed Description

Mixture of epdfs.

Density function:

$f(x) = \sum_{i=1}^{n} w_{i} f_i(x), \quad \sum_{i=1}^n w_i = 1.$

where $f_i(x)$ is any density on random variable $x$ , called component,

Member Function Documentation

vec emix::sample ( ) const [virtual]

Returns the required moment of the epdf.

Returns a sample, $x$ from density $epdf(rv)$

Implements epdf.

References Coms, and w.

The documentation for this class was generated from the following files:

work/mixpp/bdm/stat/emix.h
work/mixpp/bdm/stat/emix.cpp


Public Member Functions
	emix (RV &rv)
	Default constructor.
void	set_parameters (const vec &w, const Array< epdf * > &Coms)
	Set weights `w` and components `R`.
vec	sample () const
	Returns the required moment of the epdf.
vec	mean () const
	return expected value
double	evalpdflog (const vec &val) const
	Compute log-probability of argument `val`.
vec &	_w ()
	returns a pointer to the internal mean value. Use with Care!
virtual mat	sampleN (int N) const
	Returns N samples from density .
virtual double	eval (const vec &val) const
	Compute probability of argument `val`.
RV	_rv () const
	access function
Protected Attributes
vec	w
	weights of the components
Array< epdf * >	Coms
	Component (epdfs).
RV	rv
	Identified of the random variable.