StandardMixturePdf Class Template Reference

Inheritance diagram for StandardMixturePdf:

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List of all members.

Detailed Description

template<class T>
class indii::ml::aux::StandardMixturePdf< T >

Mixture probability density with standard calculation of covariance.

Author:: Lawrence Murray <lawrence@indii.org>

Version:

Rev

Date:

Date

Parameters:

Component type, should be derivative of Pdf.

See also:: MixturePdf for more information regarding the serialization and parallelisation features of this class.

Definition at line 22 of file StandardMixturePdf.hpp.


Public Member Functions
	StandardMixturePdf ()
	Default constructor.
	StandardMixturePdf (const unsigned int N)
	Constructor.
	StandardMixturePdf (const T &x, const double w=1.0)
	Constructor.
virtual	~StandardMixturePdf ()
	Destructor.
virtual void	setDimensions (const unsigned int N, const bool preserve=false)
	Set the dimensionality of the distribution.
virtual const symmetric_matrix &	getCovariance ()
	Get the covariance of the distribution.
symmetric_matrix	getDistributedCovariance ()
	Get the covariance of the full distribution.
Protected Member Functions
virtual void	dirty ()
	Called when changes are made to the distribution, such as when a new component is added.

Constructor & Destructor Documentation

StandardMixturePdf ( ) [inline]

Default constructor.

Initialises the mixture with zero dimensions. This should generally only be used when the object is to be restored from a serialization. Indeed, there is no other way to resize the mixture to nonzero dimensionality except by subsequently restoring from a serialization.

Definition at line 150 of file StandardMixturePdf.hpp.

StandardMixturePdf ( const unsigned int N ) [inline]

Constructor.

One or more components should be added with add() after construction.

Parameters:

Dimensionality of the distribution.

Definition at line 156 of file StandardMixturePdf.hpp.

StandardMixturePdf	(	const T &	x,
		const double	w = `1.0`
	)			`[inline]`

Constructor.

Parameters:

	x	The first component.
	w	Unnormalised weight of the component.

This is particularly useful for creating single component mixtures of any type for parallel environments.

Definition at line 163 of file StandardMixturePdf.hpp.

~StandardMixturePdf ( ) [inline, virtual]

Destructor.

Definition at line 171 of file StandardMixturePdf.hpp.

Member Function Documentation

void setDimensions	(	const unsigned int	N,
		const bool	preserve = `false`
	)			`[inline, virtual]`

Set the dimensionality of the distribution.

Parameters:

	N	Dimensionality of the distribution.
	preserve	True to preserve the current sufficient statistics of the distribution in the lower dimensional space, false if these may be discarded.

Reimplemented from MixturePdf.

Definition at line 176 of file StandardMixturePdf.hpp.

const indii::ml::aux::symmetric_matrix & getCovariance ( ) [inline, virtual]

Get the covariance of the distribution.

The covariance is defined as:

$\frac{1}{W}\sum_{i=1}^{K} w^{(i)}(\Sigma^{(i)} + \mathbf{\mu}^{(i)} (\mathbf{\mu}^{(i)})^{T}) - \mathbf{\mu}\mathbf{\mu}^{T}$

where $\mathbf{\mu}^{(i)}$ , $\Sigma^{(i)}$ and $w^{(i)}$ are the mean, covariance and weight of the $i$ th component, respectively, and $\mathbf{\mu}$ the overall mean.