work/git/mixpp/bdm/estim/mixef.h

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#ifndef MEF_H
#define MEF_H

#include <itpp/itbase.h>
#include "../stat/libFN.h"
#include "../stat/libEF.h"
#include "../stat/emix.h"

using namespace itpp;

enum MixEF_METHOD { EM = 0, QB = 1};

class MixEF: public BMEF {
protected:
        int n;
        Array<BMEF*> Coms;
        multiBM weights;
        eprod* est;
        
        MixEF_METHOD method;
        
        void build_est() {
                Array<const epdf*> epdfs ( n+1 );
                for ( int i=0;i<Coms.length();i++ ) {
//                      it_assert_debug(!x,"MixEF::MixEF : Incompatible components");
                        epdfs ( i ) =& ( Coms ( i )->_epdf() );
                }
                // last in the product is the weight
                epdfs ( n ) =& ( weights._epdf() );
                est = new eprod ( epdfs );
        }

public:
        MixEF ( const Array<BMEF*> &Coms0, const vec &alpha0 ) :
                        BMEF ( RV() ), n ( Coms0.length() ), Coms ( n ),
                        weights ( RV ( "{w }", vec_1 ( n ) ),alpha0 ), method(QB) {
        //      it_assert_debug ( n>0,"MixEF::MixEF : Empty Component list" );

                for ( int i=0;i<n;i++ ) {Coms ( i ) = ( BMEF* ) Coms0 ( i )->_copy_();}
                build_est();
        };
        MixEF () :
                        BMEF ( RV() ), n ( 0 ), Coms ( 0 ),
                        weights ( RV ( "{w }", vec_1 ( 0 ) ),vec ( 0 ) ),method(QB) {build_est();}
        MixEF(const MixEF &M2): BMEF ( RV() ), n ( M2.n ), Coms ( n ),
                   weights ( M2.weights ), method(M2.method) {
        //      it_assert_debug ( n>0,"MixEF::MixEF : Empty Component list" );

                           for ( int i=0;i<n;i++ ) {Coms ( i ) = M2.Coms ( i )->_copy_();}
                           build_est();
                   }
        void init ( BMEF* Com0, const mat &Data, int c=5 );
        //Destructor
        ~MixEF() {
                delete est;
                for ( int i=0;i<n;i++ ) {delete Coms ( i );}
        }
        void bayes ( const vec &dt );
        void bayes ( const mat &dt );
        void bayesB ( const mat &dt, const vec &wData );
        double logpred ( const vec &dt ) const;
        const epdf& _epdf() const {return *est;}
        const eprod* _e() const {return est;}
        emix* predictor(const RV &rv) const;
        void flatten(const BMEF* M2);
        BMEF* _Coms(int i){return Coms(i);}
        
        void set_method(MixEF_METHOD M){method=M;}
};


#endif // MEF_H

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