Mixture of multi-variate gaussian states. More...

#include <MultiGaussianState.h>

Public Types
typedef SingleGaussianState< N >::Matrix	Matrix

typedef SingleGaussianState< N >	SingleState

typedef std::vector< SingleStatePtr >	SingleStateContainer

typedef std::shared_ptr< SingleState >	SingleStatePtr

typedef SingleGaussianState< N >::Vector	Vector

Public Member Functions
const SingleStateContainer &	components () const
	access to components (single Gaussian states) More...

const Matrix &	covariance () const
	combined covariance matrix More...

int	dimension () const
	dimension of parameter vector More...

const Vector &	mean () const
	combined mean More...

	MultiGaussianState ()

	MultiGaussianState (const SingleStateContainer &stateV)

void	rescaleWeight (double scale)
	rescale weight More...

void	setWeight (double newWeight)
	renormalize weight More...

double	weight () const
	combined weight More...

const Matrix &	weightMatrix () const
	combined weight matrix More...

	~MultiGaussianState ()

Private Member Functions
void	checkCombinedState () const
	calculation of the combined state (on demand) More...

Private Attributes
SingleStatePtr	theCombinedState

bool	theCombinedStateUp2Date

const SingleStateContainer	theComponents

Detailed Description

template<unsigned int N>
class MultiGaussianState< N >

Mixture of multi-variate gaussian states.

Multi-dimensional multi-Gaussian mixture: weighted sum of single Gaussian components.

Definition at line 18 of file MultiGaussianState.h.

Member Typedef Documentation

template<unsigned int N>

typedef SingleGaussianState<N>::Matrix MultiGaussianState< N >::Matrix

Definition at line 21 of file MultiGaussianState.h.

template<unsigned int N>

typedef SingleGaussianState<N> MultiGaussianState< N >::SingleState

Definition at line 22 of file MultiGaussianState.h.

template<unsigned int N>

typedef std::vector< SingleStatePtr > MultiGaussianState< N >::SingleStateContainer

Definition at line 25 of file MultiGaussianState.h.

template<unsigned int N>

typedef std::shared_ptr<SingleState> MultiGaussianState< N >::SingleStatePtr

Definition at line 23 of file MultiGaussianState.h.

template<unsigned int N>

typedef SingleGaussianState<N>::Vector MultiGaussianState< N >::Vector

Definition at line 20 of file MultiGaussianState.h.

Constructor & Destructor Documentation

template<unsigned int N>

MultiGaussianState< N >::MultiGaussianState ( )

inline

Definition at line 29 of file MultiGaussianState.h.

                        : theCombinedStateUp2Date(false) {
 //     ++instances_;++maxInstances_;
 //     std::cout << "MultiGaussianState() " << N << " " << instances_ << std::endl;
   }

template<unsigned int N>

MultiGaussianState< N >::MultiGaussianState ( const SingleStateContainer & stateV )

inline

Definition at line 34 of file MultiGaussianState.h.

     : theComponents(stateV), theCombinedStateUp2Date(false) {
 //     theComponents[0]->rescaleWeight(1.);
 //     ++instances_;++maxInstances_;
 //     std::cout << "MultiGaussianState(const SingleStateContainer&) " << N << " " 
 //        << instances_ << std::endl;
   }

template<unsigned int N>

MultiGaussianState< N >::~MultiGaussianState ( )

inline

Definition at line 50 of file MultiGaussianState.h.

References MultiGaussianState< N >::covariance(), MultiGaussianState< N >::mean(), MultiGaussianState< N >::weight(), and MultiGaussianState< N >::weightMatrix().

                         {
 //     --instances_;
 //     std::cout << "~MultiGaussianState " << N << " " << instances_ << std::endl;
   }

Member Function Documentation

template<unsigned int N>

void MultiGaussianState< N >::checkCombinedState ( ) const

private

calculation of the combined state (on demand)

Referenced by MultiGaussianState< N >::dimension().

template<unsigned int N>

const SingleStateContainer& MultiGaussianState< N >::components ( ) const

inline

access to components (single Gaussian states)

Definition at line 85 of file MultiGaussianState.h.

References MultiGaussianState< N >::theComponents.

Referenced by GaussianSumUtilities< N >::components(), GaussianStateConversions::tsosFromMultiGaussianState(), and GaussianStateConversions::vertexFromMultiGaussianState().

85 {return theComponents;}

MultiGaussianState::theComponents

const SingleStateContainer theComponents

Definition: MultiGaussianState.h:102

template<unsigned int N>

const Matrix& MultiGaussianState< N >::covariance ( ) const

combined covariance matrix

Referenced by GaussianSumUtilities< N >::covariance(), and MultiGaussianState< N >::~MultiGaussianState().

template<unsigned int N>

int MultiGaussianState< N >::dimension ( ) const

inline

dimension of parameter vector

Definition at line 87 of file MultiGaussianState.h.

References MultiGaussianState< N >::checkCombinedState(), N, MultiGaussianState< N >::rescaleWeight(), Scenarios_cff::scale, and MultiGaussianState< N >::setWeight().

                          {
     return N;
   }

template<unsigned int N>

const Vector& MultiGaussianState< N >::mean ( ) const

combined mean

Referenced by GaussianSumUtilities< N >::mean(), and MultiGaussianState< N >::~MultiGaussianState().

template<unsigned int N>

void MultiGaussianState< N >::rescaleWeight ( double scale )

rescale weight

Referenced by MultiGaussianState< N >::dimension().

template<unsigned int N>

void MultiGaussianState< N >::setWeight ( double newWeight )

renormalize weight

Referenced by MultiGaussianState< N >::dimension().

template<unsigned int N>

double MultiGaussianState< N >::weight ( ) const

combined weight

Creates a new multi-state with the given components. For this base class, no information is passed from the initial instance. Creates a new single-state with the given information. For this base class, no information is passed from the initial instance.

Referenced by GaussianSumUtilities< N >::weight(), and MultiGaussianState< N >::~MultiGaussianState().

template<unsigned int N>

const Matrix& MultiGaussianState< N >::weightMatrix ( ) const

combined weight matrix

Referenced by MultiGaussianState< N >::~MultiGaussianState().