bdm::emix Class Reference

Mixture of epdfs. More...

#include <emix.h>

List of all members. <<<<<<< HEAD:library/doc/html/classbdm_1_1emix.html ======= >>>>>>> doc:library/doc/html/classbdm_1_1emix.html

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
void set_rv (const RV &rv)
 Name its rv.
void from_setting (const Setting &set)
virtual string to_string ()
 This method returns a basic info about the current instance.
virtual void to_setting (Setting &set) const
 This method save all the instance properties into the Setting structure.
virtual void validate ()
 This method TODO.
Constructors
Construction of each epdf should support two types of constructors:
  • empty constructor,
  • copy constructor,
The following constructors should be supported for convenience: 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)$.
 Returns N samples, $ [x_1 , x_2 , \ldots \ $ from density $ f_x(rv)$.
virtual vec evallog_m (const Array< vec > &Avec) const
 Compute log-probability of multiple values argument val.
virtual void qbounds (vec &lb, vec &ub, double percentage=0.95) const
 Lower and upper bounds of percentage % quantile, returns mean-2*sigma as default.
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:

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.

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::epdf::from_setting ( const Setting &  set  )  [inline, virtual, inherited]

<<<<<<< HEAD:library/doc/html/classbdm_1_1emix.html where $f_i(x)$ is any density on random variable $x$, called component,

Member Function Documentation

void bdm::epdf::from_setting ( const Setting &  set  )  [inline, virtual, inherited]

======= >>>>>>> doc:library/doc/html/classbdm_1_1emix.html Load from structure with elements: 

 { rv = {class="RV", names=(...),}; // RV describing meaning of random variable
   // elements of offsprings
 }

Reimplemented from bdm::root.

Reimplemented in bdm::enorm< sq_T >, bdm::egiw, bdm::egamma, bdm::euni, bdm::merger_base, bdm::enorm< ldmat >, bdm::enorm< chmat >, and bdm::enorm< fsqmat >.

<<<<<<< HEAD:library/doc/html/classbdm_1_1emix.html

References bdm::epdf::set_rv().

=======

References bdm::epdf::set_rv().

>>>>>>> doc:library/doc/html/classbdm_1_1emix.html

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. <<<<<<< HEAD:library/doc/html/classbdm_1_1emix.html

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

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

=======

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

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

>>>>>>> doc:library/doc/html/classbdm_1_1emix.html

The documentation for this class was generated from the following files:
<<<<<<< HEAD:library/doc/html/classbdm_1_1emix.html
Generated on Wed Jun 24 13:35:52 2009 for mixpp by  =======
Generated on Tue Jun 23 19:52:53 2009 for mixpp by  >>>>>>> doc:library/doc/html/classbdm_1_1emix.html doxygen 1.5.9