merger Class Reference
Function for general combination of pdfs. More...
#include <merger.h>
Inheritance diagram for merger:
Collaboration diagram for merger:
Public Member Functions | |
| merger (const Array< mpdf * > &S) | |
| Default constructor. | |
| void | set_parameters (double beta0, int Ns0, int Nc0) |
| Set internal parameters used in approximation. | |
| void | init () |
| Initialize the proposal density. This function must be called before merge()! | |
| void | merge (const epdf *g0) |
| Create a mixture density using known proposal. | |
| void | merge () |
| Create a mixture density, make sure to call init() before the first call. | |
| vec | lognorm_merge (mat &lW) |
| Merge log-likelihood values. | |
| vec | sample () const |
| double | evallog (const vec &dt) const |
Compute log-probability of argument val. | |
| vec | mean () const |
| return expected value | |
| mat | covariance () const |
| vec | variance () const |
| return expected variance (not covariance!) | |
| virtual | ~merger () |
| for future use | |
| MixEF & | _Mix () |
| Access function. | |
| eEmp & | _Smp () |
| Access function. | |
| RV | getrv (bool checkoverlap=false) |
| find common rv, flag | |
| void | setrvc (const RV &rv, RV &rvc) |
| common rvc of all mpdfs is written to rvc | |
| virtual mat | sample_m (int N) const |
Returns N samples from density  . | |
| virtual vec | evallog_m (const mat &Val) const |
Compute log-probability of multiple values argument val. | |
| virtual mpdf * | condition (const RV &rv) const |
| Return conditional density on the given RV, the remaining rvs will be in conditioning. | |
| virtual epdf * | marginal (const RV &rv) const |
| Return marginal density on the given RV, the remainig rvs are intergrated out. | |
| const RV & | _rv () const |
| access function, possibly dangerous! | |
| void | _renewrv (const RV &in_rv) |
| modifier function - useful when copying epdfs | |
Protected Attributes | |
| MixEF | Mix |
| Internal mixture of EF models. | |
| Array< datalink_m2e * > | dls |
| Data link for each mpdf in mpdfs. | |
| Array< RV > | rvzs |
| Array of rvs that are not modelled by mpdfs at all (aux). | |
| Array< datalink_m2e * > | zdls |
| Data Links of rv0 mpdfs - these will be conditioned the (rv,rvc) of mpdfs. | |
| int | Ns |
| Number of samples used in approximation. | |
| int | Nc |
| Number of components in a mixture. | |
| double | beta |
| Prior on the log-normal merging model. | |
| eEmp | eSmp |
| Projection to empirical density. | |
| int | n |
| Number of mpdfs in the composite. | |
| Array< mpdf * > | mpdfs |
| Elements of composition. | |
| RV | rv |
| Identified of the random variable. | |
Detailed Description
Function for general combination of pdfs.Mixtures of Gaussian densities are used internally. Switching to other densities should be trivial.
Member Function Documentation
| vec merger::sample | ( | ) | const [inline, virtual] |
sample from merged density weight w is a
Implements epdf.
References MixEF::_epdf(), Mix, and epdf::sample().
| RV compositepdf::getrv | ( | bool | checkoverlap = false |
) | [inherited] |
find common rv, flag
- Parameters:
-
checkoverlap modifies whether overlaps are acceptable
References RV::add(), compositepdf::mpdfs, and compositepdf::n.
The documentation for this class was generated from the following files:
- work/git/mixpp/bdm/estim/merger.h
- work/git/mixpp/bdm/estim/merger.cpp
