HistogramDistribution.h

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// -*- C++ -*-

// HistogramDistribution.h
// 
// Copyright (C) 2002 Yoshua Bengio, Pascal Vincent, Xavier Saint-Mleux
// 
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
// 
//  1. Redistributions of source code must retain the above copyright
//     notice, this list of conditions and the following disclaimer.
// 
//  2. Redistributions in binary form must reproduce the above copyright
//     notice, this list of conditions and the following disclaimer in the
//     documentation and/or other materials provided with the distribution.
// 
//  3. The name of the authors may not be used to endorse or promote
//     products derived from this software without specific prior written
//     permission.
// 
// THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
// IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
// OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
// NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
// SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
// TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
// 
// This file is part of the PLearn library. For more information on the PLearn
// library, go to the PLearn Web site at www.plearn.org

/* *******************************************************      
   * $Id: HistogramDistribution.h,v 1.12 2004/07/21 16:30:55 chrish42 Exp $ 
   ******************************************************* */

#ifndef HistogramDistribution_INC
#define HistogramDistribution_INC

#include "PDistribution.h"
#include <plearn/math/Binner.h>
#include <plearn/math/Smoother.h>

namespace PLearn {
using namespace std;

class HistogramDistribution: public PDistribution
{
protected:
  // *********************
  // * protected options *
  // *********************
    
public:
  Vec bin_positions;

  Vec bin_density;

  Vec survival_values;

  PP<Binner> binner;

  PP<Smoother> smoother;

  bool smooth_density_instead_of_survival_fn;

  typedef PDistribution inherited;

  // ************************
  // * public build options *
  // ************************

  // ### declare public option fields (such as build options) here
  // ...

  // ****************
  // * Constructors *
  // ****************

  // Default constructor, make sure the implementation in the .cc
  // initializes all fields to reasonable default values.
  HistogramDistribution();

  HistogramDistribution(VMat data, PP<Binner> binner_= 0, PP<Smoother> smoother_= 0);

  // ******************
  // * Object methods *
  // ******************

private: 
  // (Please implement in .cc)
  void build_();

protected: 
  // (Please implement in .cc)
  static void declareOptions(OptionList& ol);

public:
  // simply calls inherited::build() then build_() 
  virtual void build();

  virtual void makeDeepCopyFromShallowCopy(map<const void*, void*>& copies);

  PLEARN_DECLARE_OBJECT(HistogramDistribution);

  // *******************
  // * Learner methods *
  // *******************

  virtual void train();

  virtual void computeOutput(const Vec& input, Vec& output);

  // ************************
  // * Distribution methods *
  // ************************

  virtual double log_density(const Vec& x) const;

  virtual double density(const Vec& x) const;
  
  virtual double survival_fn(const Vec& x) const;

  virtual double cdf(const Vec& x) const;

  virtual void expectation(Vec& mu) const;

  virtual void variance(Mat& cov) const;

  virtual double prob_in_range(const Vec& x0, const Vec& x1) const;

  //protected:
  //the following methods are used internally by HistogramDistribution
public:
  int find_bin(real x) const;

  void calc_density_from_survival();
  void calc_survival_from_density();


  static void calc_density_from_survival(const Vec& survival, Vec& density_, const Vec& positions);
  static void calc_survival_from_density(const Vec& density_, Vec& survival, const Vec& positions);

  
};

// Declares a few other classes and functions related to this class
DECLARE_OBJECT_PTR(HistogramDistribution);
  
} // end of namespace PLearn

#endif

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