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Mixture< T > Class Template Reference

Class representing a mixture of PDFs, the mixture can contain different. More...

#include <mixture.h>

Inheritance diagram for Mixture< T >:
Pdf< T >

Public Member Functions

 Mixture (const unsigned int dimension=0)
 Constructor: An equal weight is set for all components.
 
template<typename U >
 Mixture (const U &componentVector)
 Constructor: An equal weights is set for all components.
 
 Mixture (const Mixture &my_mixture)
 Copy Constructor.
 
virtual ~Mixture ()
 Destructor.
 
virtual MixtureClone () const
 Clone function.
 
unsigned int NumComponentsGet () const
 Get the number of components.
 
Probability ProbabilityGet (const T &state) const
 Implementation of virtual base class method.
 
bool SampleFrom (vector< Sample< T > > &list_samples, const unsigned int num_samples, const SampleMthd method=SampleMthd::DEFAULT, void *args=NULL) const
 Draw multiple samples from the Pdf (overloaded)
 
bool SampleFrom (Sample< T > &one_sample, const SampleMthd method=SampleMthd::DEFAULT, void *args=NULL) const
 Draw 1 sample from the Pdf:
 
ExpectedValueGet () const
 Get the expected value E[x] of the pdf.
 
MatrixWrapper::SymmetricMatrix CovarianceGet () const
 Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf.
 
vector< ProbabilityWeightsGet () const
 Get all component weights.
 
Probability WeightGet (unsigned int componentNumber) const
 Get the component weight of component "componentNumber".
 
bool WeightsSet (vector< Probability > &weights)
 Set all component weights.
 
bool WeightSet (unsigned int componentNumber, Probability w)
 Function to change/set the weigth of a single component.
 
int MostProbableComponentGet () const
 Get the index of the most probable component, if a few component are.
 
bool AddComponent (Pdf< T > &pdf)
 Add a component pdf: THIS IS A NON-REALTIME OPERATION.
 
bool AddComponent (Pdf< T > &pdf, Probability w)
 Add a component pdf with weight w: THIS IS A NON-REALTIME OPERATION.
 
bool DeleteComponent (unsigned int componentNumber)
 Delete a component pdf: THIS IS A NON_REALTIME OPERATION.
 
vector< Pdf< T > * > ComponentsGet () const
 Get the vector of pointers to the component pdfs.
 
Pdf< T > * ComponentGet (unsigned int componentNumber) const
 Get the pointer to the component pdf of component "componentNumber".
 
unsigned int DimensionGet () const
 Get the dimension of the argument.
 
virtual void DimensionSet (unsigned int dim)
 Set the dimension of the argument.
 

Protected Member Functions

bool NormalizeWeights ()
 Normalize the component weigths (eg. after setting a component weight)
 
bool CumWeightsUpdate ()
 Updates the cumWeights.
 
void TestNotInit () const
 Called when a the number of components=0 and if method is called which.
 

Protected Attributes

unsigned int _numComponents
 The number of components.
 
vector< Probability > * _componentWeights
 Pointer to the vector of mixture weights, the sum of the elements = 1.
 
vector< Pdf< T > * > * _componentPdfs
 Pointer to the vector of component pdfs.
 
vector< double > _cumWeights
 Vector containing the cumulative component weights (for efficient sampling)
 

Detailed Description

template<typename T>
class BFL::Mixture< T >

Class representing a mixture of PDFs, the mixture can contain different.

This class is an instantation from the template class Pdf, with added methods to get a set the individual components and mixture weights

Definition at line 48 of file mixture.h.

Constructor & Destructor Documentation

◆ Mixture() [1/3]

Mixture ( const unsigned int  dimension = 0)

Constructor: An equal weight is set for all components.

Parameters
dimensionthe dimension of the state space

Definition at line 182 of file mixture.h.

References Mixture< T >::_componentPdfs, Mixture< T >::_componentWeights, and Mixture< T >::NumComponentsGet().

◆ Mixture() [2/3]

Mixture ( const U &  componentVector)

Constructor: An equal weights is set for all components.

Parameters
componentVectorvector of components (Pdf<T>*)

Definition at line 199 of file mixture.h.

References Mixture< T >::_componentPdfs, Mixture< T >::_componentWeights, Mixture< T >::_cumWeights, Mixture< T >::Clone(), Mixture< T >::CumWeightsUpdate(), and Mixture< T >::NumComponentsGet().

◆ Mixture() [3/3]

Mixture ( const Mixture< T > &  my_mixture)

◆ ~Mixture()

~Mixture
virtual

Destructor.

Definition at line 247 of file mixture.h.

Member Function Documentation

◆ AddComponent() [1/2]

bool AddComponent ( Pdf< T > &  pdf)

Add a component pdf: THIS IS A NON-REALTIME OPERATION.

Parameters
pdfComponent pdf which will be added

Definition at line 467 of file mixture.h.

References Pdf< T >::Clone().

◆ AddComponent() [2/2]

bool AddComponent ( Pdf< T > &  pdf,
Probability  w 
)

Add a component pdf with weight w: THIS IS A NON-REALTIME OPERATION.

Parameters
pdfComponent pdf which will be added
weightthe weight of the new component

Definition at line 487 of file mixture.h.

References Pdf< T >::Clone().

◆ Clone()

Mixture< T > * Clone
virtual

Clone function.

Implements Pdf< T >.

Definition at line 262 of file mixture.h.

Referenced by Mixture< T >::Mixture().

◆ ComponentGet()

Pdf< T > * ComponentGet ( unsigned int  componentNumber) const

Get the pointer to the component pdf of component "componentNumber".

Parameters
componentNumbernumber of the component (must be >=0 and <_numComponents)

Definition at line 540 of file mixture.h.

Referenced by Mixture< T >::Mixture().

◆ ComponentsGet()

vector< Pdf< T > * > ComponentsGet

Get the vector of pointers to the component pdfs.

Definition at line 533 of file mixture.h.

◆ CovarianceGet()

MatrixWrapper::SymmetricMatrix CovarianceGet
virtual

Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf.

Get first order statistic (Covariance) of this AnalyticPdf

Returns
The Covariance of the Pdf (a SymmetricMatrix of dim DIMENSION)
Todo:
extend this more general to n-th order statistic
Bug:
Discrete pdfs should not be able to use this!

Reimplemented from Pdf< T >.

Definition at line 378 of file mixture.h.

◆ CumWeightsUpdate()

bool CumWeightsUpdate
protected

Updates the cumWeights.

Definition at line 577 of file mixture.h.

Referenced by Mixture< T >::Mixture().

◆ DeleteComponent()

bool DeleteComponent ( unsigned int  componentNumber)

Delete a component pdf: THIS IS A NON_REALTIME OPERATION.

Parameters
componentNumbernumber of the component which will be deleted (must be >=0 and <_numComponents)

Definition at line 507 of file mixture.h.

◆ DimensionGet()

unsigned int DimensionGet
inlineinherited

Get the dimension of the argument.

Returns
the dimension of the argument

Definition at line 166 of file pdf.h.

◆ DimensionSet()

void DimensionSet ( unsigned int  dim)
virtualinherited

Set the dimension of the argument.

Parameters
dimthe dimension

Reimplemented in Gaussian.

Definition at line 172 of file pdf.h.

◆ ExpectedValueGet()

T ExpectedValueGet
virtual

Get the expected value E[x] of the pdf.

Get low order statistic (Expected Value) of this AnalyticPdf

Returns
The Expected Value of the Pdf (a ColumnVector with DIMENSION rows)
Note
No set functions here! This can be useful for analytic functions, but not for sample based representations!
For certain discrete Pdfs, this function has no meaning, what is the average between yes and no?

Reimplemented from Pdf< T >.

Definition at line 368 of file mixture.h.

◆ MostProbableComponentGet()

int MostProbableComponentGet

Get the index of the most probable component, if a few component are.

Definition at line 450 of file mixture.h.

◆ NormalizeWeights()

bool NormalizeWeights
protected

Normalize the component weigths (eg. after setting a component weight)

Definition at line 558 of file mixture.h.

◆ NumComponentsGet()

unsigned int NumComponentsGet

Get the number of components.

Definition at line 268 of file mixture.h.

Referenced by Mixture< T >::Mixture().

◆ ProbabilityGet()

Probability ProbabilityGet ( const T &  state) const
virtual

Implementation of virtual base class method.

Reimplemented from Pdf< T >.

Definition at line 274 of file mixture.h.

◆ SampleFrom() [1/2]

bool SampleFrom ( Sample< T > &  one_sample,
const SampleMthd  method = SampleMthd::DEFAULT,
void *  args = NULL 
) const
virtual

Draw 1 sample from the Pdf:

There's no need to create a list for only 1 sample!

Parameters
one_samplesample that will contain result of sampling
methodSampling method to be used. Each sampling method is currently represented by an enum, eg. SampleMthd::BOXMULLER
argsPointer to a struct representing extra sample arguments
See also
SampleFrom()
Bug:
Sometimes the compiler doesn't know which method to choose!

Reimplemented from Pdf< T >.

Definition at line 339 of file mixture.h.

◆ SampleFrom() [2/2]

bool SampleFrom ( vector< Sample< T > > &  list_samples,
const unsigned int  num_samples,
const SampleMthd  method = SampleMthd::DEFAULT,
void *  args = NULL 
) const
virtual

Draw multiple samples from the Pdf (overloaded)

Parameters
list_sampleslist of samples that will contain result of sampling
num_samplesNumber of Samples to be drawn (iid)
methodSampling method to be used. Each sampling method is currently represented by an enum eg. SampleMthd::BOXMULLER
argsPointer to a struct representing extra sample arguments. "Sample Arguments" can be anything (the number of steps a gibbs-iterator should take, the interval width in MCMC, ... (or nothing), so it is hard to give a meaning to what exactly Sample Arguments should represent...
Todo:
replace the C-call "void * args" by a more object-oriented structure: Perhaps something like virtual Sample * Sample (const int num_samples,class Sampler)
Bug:
Sometimes the compiler doesn't know which method to choose!

Reimplemented from Pdf< T >.

Definition at line 286 of file mixture.h.

References Pdf< T >::SampleFrom().

◆ TestNotInit()

void TestNotInit
protected

Called when a the number of components=0 and if method is called which.

Definition at line 547 of file mixture.h.

◆ WeightGet()

Probability WeightGet ( unsigned int  componentNumber) const

Get the component weight of component "componentNumber".

Parameters
componentNumbernumber of the component (must be >=0 and <_numComponents)

Definition at line 397 of file mixture.h.

◆ WeightSet()

bool WeightSet ( unsigned int  componentNumber,
Probability  w 
)

Function to change/set the weigth of a single component.

Changes the component weights such that AFTER normalization the weight of the component "componentNumber" is equal to the weight w

Parameters
componentNumbernumber of the component of which the weight will be set (must be >=0 and <_numComponents)
wProbability to which the weight of component "componentNumber" will be set (must be <= 1)

Definition at line 415 of file mixture.h.

◆ WeightsGet()

vector< Probability > WeightsGet

Get all component weights.

Definition at line 390 of file mixture.h.

Referenced by Mixture< T >::Mixture().

◆ WeightsSet()

bool WeightsSet ( vector< Probability > &  weights)

Set all component weights.

@weights values vector<Probability> containing the new component weights . The sum of the probabilities of this list is not required to be one since the normalization is automatically carried out. The size of weights should be equal to the number of components

Definition at line 405 of file mixture.h.

Member Data Documentation

◆ _componentPdfs

vector<Pdf<T>* >* _componentPdfs
protected

Pointer to the vector of component pdfs.

Definition at line 58 of file mixture.h.

Referenced by Mixture< T >::Mixture().

◆ _componentWeights

vector<Probability>* _componentWeights
protected

Pointer to the vector of mixture weights, the sum of the elements = 1.

Definition at line 55 of file mixture.h.

Referenced by Mixture< T >::Mixture().

◆ _cumWeights

vector<double> _cumWeights
protected

Vector containing the cumulative component weights (for efficient sampling)

Definition at line 66 of file mixture.h.

Referenced by Mixture< T >::Mixture().

◆ _numComponents

unsigned int _numComponents
protected

The number of components.

Definition at line 52 of file mixture.h.


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