GaussianSumUtilities1D Class Reference

#include <GaussianSumUtilities1D.h>

Classes
struct	FinderState

Public Member Functions
double	cdf (const double &) const
	value of the c.d.f. More...
const std::vector < SingleGaussianState1D > &	components () const
	components More...
double	d1LnPdf (const double &) const
	first derivative of ln(pdf) More...
double	d1Pdf (const double &) const
	first derivative of the p.d.f. More...
double	d2LnPdf (const double &) const
	second derivative of ln(pdf) More...
double	d2Pdf (const double &) const
	second derivative of the p.d.f. More...
double	d3Pdf (const double &) const
	third derivative of the p.d.f. More...
	GaussianSumUtilities1D (const MultiGaussianState1D &state)
double	lnPdf (const double &) const
	ln(pdf) More...
double	mean (unsigned int i) const
	mean value of a component More...
double	mean () const
	combined mean More...
const SingleGaussianState1D &	mode () const
bool	modeIsValid () const
	mode status More...
double	pdf (unsigned int i, double x) const
	pdf of a single component at x More...
double	pdf (double) const
	value of the p.d.f. More...
double	quantile (const double) const
	Quantile (i.e. x for a given value of the c.d.f.) More...
unsigned int	size () const
	number of components More...
double	standardDeviation (unsigned int i) const
	standard deviation of a component More...
double	variance (unsigned int i) const
	variance of a component More...
double	variance () const
	combined covariance More...
double	weight (unsigned int i) const
	weight of a component More...
double	weight () const
	combined weight More...
	~GaussianSumUtilities1D ()

Private Types
enum	ModeStatus { Valid, NotValid, NotComputed }

Private Member Functions
double	combinedMean () const
	Mean value of combined state. More...
void	computeMode () const
	calculation of mode More...
double	d1LnPdf (double, const std::vector< double > &) const
	first derivative of ln(pdf) using the pdf components at the evaluation point More...
double	d1Pdf (double, const std::vector< double > &) const
	first derivative of the p.d.f. using the pdf components at the evaluation point More...
double	d2LnPdf (double, const std::vector< double > &) const
	second derivative of ln(pdf) using the pdf components at the evaluation point More...
double	d2Pdf (double, const std::vector< double > &) const
	second derivative of the p.d.f. using the pdf components at the evaluation point More...
double	d3Pdf (double, const std::vector< double > &) const
	third derivative of the p.d.f. using the pdf components at the evaluation point More...
bool	findMode (double &mode, double &pdfAtMode, const double &xStart, const double &scale) const
double	localVariance (double x) const
std::vector< double >	pdfComponents (const double &) const
	pdf components More...
void	pdfComponents (double, std::vector< double > &) const
	pdf components More...
void	update (FinderState &state, double x) const

Static Private Member Functions
static double	gauss (double, double, double)
	Value of gaussian distribution. More...
static double	gaussInt (double, double, double)
	Integrated value of gaussian distribution. More...
static double	lnPdf (double, const std::vector< double > &)
	ln(pdf) using the pdf components at the evaluation point More...
static double	pdf (double, const std::vector< double > &)
	value of the p.d.f. using the pdf components at the evaluation point More...

Private Attributes
SingleGaussianState1D	theMode
ModeStatus	theModeStatus
const MultiGaussianState1D &	theState

Detailed Description

Utility class for the analysis of one-dimensional Gaussian mixtures. The input state is assumed to exist for the lifetime of this object.

Definition at line 16 of file GaussianSumUtilities1D.h.

Member Enumeration Documentation

enum GaussianSumUtilities1D::ModeStatus

private

Enumerator
Valid
NotValid
NotComputed

Definition at line 18 of file GaussianSumUtilities1D.h.

{ Valid, NotValid, NotComputed };

Constructor & Destructor Documentation

GaussianSumUtilities1D::GaussianSumUtilities1D ( const MultiGaussianState1D &  state )

inline

Definition at line 21 of file GaussianSumUtilities1D.h.

                                                             :
    theState(state),
//     theStates(state.components()),
    theModeStatus(NotComputed) {} 

GaussianSumUtilities1D::~GaussianSumUtilities1D ( )

inline

Definition at line 25 of file GaussianSumUtilities1D.h.

{}

Member Function Documentation

double GaussianSumUtilities1D::cdf

(

const double &

x

)

const

value of the c.d.f.

Definition at line 288 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::combinedMean ( ) const

private

Mean value of combined state.

Definition at line 463 of file GaussianSumUtilities1D.cc.

const std::vector<SingleGaussianState1D>& GaussianSumUtilities1D::components ( ) const

inline

components

Definition at line 30 of file GaussianSumUtilities1D.h.

References MultiGaussianState1D::components(), and theState.

Referenced by mean(), size(), standardDeviation(), variance(), and weight().

                                                                     {
    return theState.components();
  }

void GaussianSumUtilities1D::computeMode ( ) const

private

calculation of mode

Definition at line 101 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::d1LnPdf

(

const double &

x

)

const

first derivative of ln(pdf)

Definition at line 322 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::d1LnPdf ( double  x, const std::vector< double > &  pdfs  ) const

private

first derivative of ln(pdf) using the pdf components at the evaluation point

Definition at line 422 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::d1Pdf

(

const double &

x

)

const

first derivative of the p.d.f.

Definition at line 298 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::d1Pdf ( double  x, const std::vector< double > &  pdfs  ) const

private

first derivative of the p.d.f. using the pdf components at the evaluation point

Definition at line 376 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::d2LnPdf

(

const double &

x

)

const

second derivative of ln(pdf)

Definition at line 328 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::d2LnPdf ( double  x, const std::vector< double > &  pdfs  ) const

private

second derivative of ln(pdf) using the pdf components at the evaluation point

Definition at line 433 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::d2Pdf

(

const double &

x

)

const

second derivative of the p.d.f.

Definition at line 304 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::d2Pdf ( double  x, const std::vector< double > &  pdfs  ) const

private

second derivative of the p.d.f. using the pdf components at the evaluation point

Definition at line 388 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::d3Pdf

(

const double &

x

)

const

third derivative of the p.d.f.

Definition at line 310 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::d3Pdf ( double  x, const std::vector< double > &  pdfs  ) const

private

third derivative of the p.d.f. using the pdf components at the evaluation point

Definition at line 400 of file GaussianSumUtilities1D.cc.

bool GaussianSumUtilities1D::findMode ( double &  mode, double &  pdfAtMode, const double &  xStart, const double &  scale  ) const

private

Finds mode. Input: start value and typical scale. Output: mode and pdf(mode). Return value is true on success.

Definition at line 215 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::gauss ( double  x, double  mean, double  sigma  )

staticprivate

Value of gaussian distribution.

Definition at line 444 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::gaussInt ( double  x, double  mean, double  sigma  )

staticprivate

Integrated value of gaussian distribution.

Definition at line 457 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::lnPdf

(

const double &

x

)

const

ln(pdf)

Definition at line 316 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::lnPdf ( double  x, const std::vector< double > &  pdfs  )

staticprivate

ln(pdf) using the pdf components at the evaluation point

Definition at line 413 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::localVariance ( double  x ) const

private

Local variance from Hessian matrix. Only valid if x corresponds to a (local) maximum!

Definition at line 477 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::mean ( unsigned int  i ) const

inline

mean value of a component

Definition at line 36 of file GaussianSumUtilities1D.h.

References components(), and i.

{return components()[i].mean();}

double GaussianSumUtilities1D::mean ( ) const

inline

combined mean

Definition at line 75 of file GaussianSumUtilities1D.h.

References MultiGaussianState1D::mean(), and theState.

                       {
    return theState.mean();
  }

const SingleGaussianState1D & GaussianSumUtilities1D::mode

(

void

)

const

Mode "state": mean = mode, variance = local variance at mode, weight chosen to have pdf(mode) equal to the one of the mixture

Definition at line 94 of file GaussianSumUtilities1D.cc.

bool GaussianSumUtilities1D::modeIsValid

(

)

const

mode status

Definition at line 87 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::pdf	(	unsigned int	i,
		double	x
	)		const

pdf of a single component at x

Definition at line 22 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::pdf

(

double

x

)

const

value of the p.d.f.

Definition at line 278 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::pdf ( double  , const std::vector< double > &  pdfs  )

staticprivate

value of the p.d.f. using the pdf components at the evaluation point

Definition at line 370 of file GaussianSumUtilities1D.cc.

std::vector< double > GaussianSumUtilities1D::pdfComponents ( const double &  x ) const

private

pdf components

Definition at line 334 of file GaussianSumUtilities1D.cc.

void GaussianSumUtilities1D::pdfComponents ( double  x, std::vector< double > &  result  ) const

private

pdf components

Definition at line 352 of file GaussianSumUtilities1D.cc.

double GaussianSumUtilities1D::quantile

(

const double

q

)

const

Quantile (i.e. x for a given value of the c.d.f.)

Definition at line 28 of file GaussianSumUtilities1D.cc.

unsigned int GaussianSumUtilities1D::size ( void  ) const

inline

number of components

Definition at line 28 of file GaussianSumUtilities1D.h.

References components().

{return components().size();}

double GaussianSumUtilities1D::standardDeviation ( unsigned int  i ) const

inline

standard deviation of a component

Definition at line 38 of file GaussianSumUtilities1D.h.

References components(), and i.

                                                         {
//     return sqrt(components()[i].variance());
    return components()[i].standardDeviation();
  }

void GaussianSumUtilities1D::update ( FinderState &  state, double  x  ) const

private

Definition at line 265 of file GaussianSumUtilities1D.cc.

Referenced by Vispa.Gui.ZoomableWidget.ZoomableWidget::setZoom().

double GaussianSumUtilities1D::variance ( unsigned int  i ) const

inline

variance of a component

Definition at line 43 of file GaussianSumUtilities1D.h.

References components(), and i.

{return components()[i].variance();}

double GaussianSumUtilities1D::variance ( ) const

inline

combined covariance

Definition at line 79 of file GaussianSumUtilities1D.h.

References theState, and MultiGaussianState1D::variance().

                           {
    return theState.variance();
  }

double GaussianSumUtilities1D::weight ( unsigned int  i ) const

inline

weight of a component

Definition at line 34 of file GaussianSumUtilities1D.h.

References components(), and i.

{return components()[i].weight();}

double GaussianSumUtilities1D::weight ( void  ) const

inline

combined weight

Definition at line 71 of file GaussianSumUtilities1D.h.

References theState, and MultiGaussianState1D::weight().

                         {
    return theState.weight();
  }

Member Data Documentation

SingleGaussianState1D GaussianSumUtilities1D::theMode

mutableprivate

Definition at line 139 of file GaussianSumUtilities1D.h.

ModeStatus GaussianSumUtilities1D::theModeStatus

mutableprivate

Definition at line 138 of file GaussianSumUtilities1D.h.

const MultiGaussianState1D& GaussianSumUtilities1D::theState

private

Definition at line 135 of file GaussianSumUtilities1D.h.

Referenced by components(), mean(), variance(), and weight().