bdm::emix Class Reference

#include <emix.h>

Inheritance diagram for bdm::emix:

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,

Public Member Functions

emix ()

Default constructor.

void set_parameters (const vec &w, const Array< epdf * > &Coms, bool copy=false)

vec sample () const

Returns a sample, $ x $ from density $ f_x()$ .

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

Constructors

Construction of each epdf should support two types of constructors:

empty constructor,

copy constructor,

The following constructors should be supported for convenience:

constructor followed by calling set_parameters()

constructor accepting random variables calling set_rv()

All internal data structures are constructed as empty. Their values (including sizes) will be set by method set_parameters(). This way references can be initialized in constructors.

void set_parameters (int dim0)

Matematical Operations

virtual mat sample_m (int N) const

Returns N samples, $[x_1 , x_2 , \ldots \$ from density $ f_x(rv)$ .

Connection to other classes

Description of the random quantity via attribute rv is optional. For operations such as sampling rv does not need to be set. However, for marginalization and conditioning rv has to be set. NB:

void set_rv (const RV &rv0)

Name its rv.

bool isnamed () const

True if rv is assigned.

const RV & _rv () const

Return name (fails when isnamed is false).

Access to attributes

int dimension () const

Size of the random variable.

Protected Attributes

vec w

weights of the components

Array< epdf * > Coms

Component (epdfs).

bool destroyComs

Flag if owning Coms.

int dim

dimension of the random variable

RV rv

Description of the random variable.

Member Function Documentation

void bdm::emix::set_parameters	(	const vec &	w,
		const Array< epdf * > &	Coms,
		bool	copy = `false`
	)

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 Coms, destroyComs, bdm::epdf::dim, bdm::epdf::dimension(), and w.

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

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

emix.h
emix.cpp


Public Member Functions
	emix ()
	Default constructor.
void	set_parameters (const vec &w, const Array< epdf * > &Coms, bool copy=false)
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
Constructors
Construction of each epdf should support two types of constructors: empty constructor, copy constructor, The following constructors should be supported for convenience: constructor followed by calling `set_parameters()` constructor accepting random variables calling `set_rv()` All internal data structures are constructed as empty. Their values (including sizes) will be set by method `set_parameters()`. This way references can be initialized in constructors.
void	set_parameters (int dim0)
Matematical Operations
virtual mat	sample_m (int N) const
	Returns N samples, $[x_1 , x_2 , \ldots \$ from density .
Connection to other classes
Description of the random quantity via attribute `rv` is optional. For operations such as sampling `rv` does not need to be set. However, for `marginalization` and `conditioning` `rv` has to be set. NB:
void	set_rv (const RV &rv0)
	Name its rv.
bool	isnamed () const
	True if rv is assigned.
const RV &	_rv () const
	Return name (fails when isnamed is false).
Access to attributes
int	dimension () const
	Size of the random variable.
Protected Attributes
vec	w
	weights of the components
Array< epdf * >	Coms
	Component (epdfs).
bool	destroyComs
	Flag if owning Coms.
int	dim
	dimension of the random variable
RV	rv
	Description of the random variable.