bdm::merger Class Reference

Function for general combination of pdfs. More...

#include <merger.h>

Inheritance diagram for bdm::merger:

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Collaboration diagram for bdm::merger:

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List of all members.

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.

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Detailed Description

Function for general combination of pdfs.

Mixtures of Gaussian densities are used internally. Switching to other densities should be trivial.

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Member Function Documentation

vec bdm::merger::sample

(

)

const [inline, virtual]

sample from merged density weight w is a

Implements bdm::epdf.

References bdm::MixEF::_epdf(), Mix, and bdm::epdf::sample().

RV bdm::compositepdf::getrv

(

bool

checkoverlap = false

)

[inherited]

find common rv, flag

Parameters:

checkoverlap

modifies whether overlaps are acceptable

References bdm::RV::add(), bdm::compositepdf::mpdfs, and bdm::compositepdf::n.

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

• merger.h
• merger.cpp