bdm::emix Class Reference

Mixture of epdfs. More...

#include <emix.h>

Inheritance diagram for bdm::emix:

Collaboration diagram for bdm::emix:

List of all members.

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, $x$ from density $epdf(rv)$ .

vec mean () const

return expected value

vec variance () const

return expected variance (not covariance!)

double evallog (const vec &val) const

Compute log-probability of argument val.

vec evallog_m (const mat &Val) const

Compute log-probability of multiple values argument val.

mat evallog_M (const mat &Val) const

Auxiliary function that returns pdflog for each component.

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 $epdf(rv)$ .

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:

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

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

Member Function Documentation

void bdm::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. Parameter copy can be set to false if Coms live externally. Use method ownComs() if Coms should be destroyed by the destructor.

References bdm::epdf::_rv(), Coms, destroyComs, bdm::RV::equal(), bdm::epdf::rv, and w.

Referenced by marginal(), bdm::MixEF::predictor(), and bdm::mmix::set_parameters().

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

emix.h
emix.cpp


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
vec	variance () const
	return expected variance (not covariance!)
double	evallog (const vec &val) const
	Compute log-probability of argument `val`.
vec	evallog_m (const mat &Val) const
	Compute log-probability of multiple values argument `val`.
mat	evallog_M (const mat &Val) const
	Auxiliary function that returns pdflog for each component.
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.