emix Class Reference
Mixture of epdfs. More...
#include <emix.h>
Inheritance diagram for emix:
Collaboration diagram for emix:
Public Member Functions | |
| emix (const RV &rv) | |
| Default constructor. | |
| void | set_parameters (const vec &w, const Array< epdf * > &Coms, bool copy=true) |
| vec | sample () const |
Returns a sample,  from density  . | |
| vec | mean () const |
| return expected value | |
| double | evalpdflog (const vec &val) const |
Compute log-probability of argument val. | |
| vec | evalpdflog_m (const mat &Val) const |
Compute log-probability of multiple values argument val. | |
| mat | evalpdflog_M (const mat &Val) const |
| emix * | marginal (const RV &rv) const |
| Return marginal density on the given RV, the remainig rvs are intergrated out. | |
| mratio * | condition (const RV &rv) const |
| Return conditional density on the given RV, the remaining rvs will be in conditioning. | |
| vec & | _w () |
| returns a pointer to the internal mean value. Use with Care! | |
| void | ownComs () |
| Auxiliary function for taking ownership of the Coms(). | |
| epdf * | _Coms (int i) |
| access function | |
| virtual mat | sample_m (int N) const |
| Returns N samples from density . | |
| const RV & | _rv () const |
| access function, possibly dangerous! | |
| void | _renewrv (const RV &in_rv) |
| modifier function - useful when copying epdfs | |
Protected Attributes | |
| vec | w |
| weights of the components | |
| Array< epdf * > | Coms |
| Component (epdfs). | |
| bool | destroyComs |
| Flag if owning Coms. | |
| RV | rv |
| Identified of the random variable. | |
Detailed Description
Mixture of epdfs.Density function:
![\[ f(x) = \sum_{i=1}^{n} w_{i} f_i(x), \quad \sum_{i=1}^n w_i = 1. \]](form_63.png)
where 
is any density on random variable , called component,
Member Function Documentation
| void emix::set_parameters | ( | const vec & | w, | |
| const Array< epdf * > & | Coms, | |||
| bool | copy = true | |||
| ) |
Set weights w and components Coms By default Coms are copied inside.
- Parameters:
-
copy can be set to false if Coms live externally. Use method ownComs() if Coms should be destroyed by the destructor.
References epdf::_rv(), Coms, destroyComs, RV::equal(), epdf::rv, and w.
Referenced by marginal(), MixEF::predictor(), and mmix::set_parameters().
The documentation for this class was generated from the following files:
- work/git/mixpp/bdm/stat/emix.h
- work/git/mixpp/bdm/stat/emix.cpp
