Emrys::Hybrid< Component_, ModeSpace_, Allocator_ > Class Template Reference

The density of a hybrid state, a checked view of its HybridParams (decisions.md [params-and-density], [view-stamp]): \( p(x, m) = P(m) \, p_m(x) \), with \( P(m) = w_m / \sum_n w_n \). More...

#include <EmrysFilter/Distributions/Hybrid.h>

Public Types
using	ParamsType = HybridParams<Component_, ModeSpace_, Allocator_>
	the parameters it reads
using	ComponentType = typename ParamsType::ComponentType
	the component given one mode
using	Scalar = typename ParamsType::Scalar
	the scalar type
using	SpaceType = typename ParamsType::SpaceType
	the continuous state space
using	ModeSpaceType = ModeSpace_
	the discrete mode space
using	ModesType = typename ParamsType::ModesType
	the weights of the modes
using	MomentsType = typename ParamsType::MomentsType
	a mean and covariance together
using	allocator_type = Allocator_
	the parameters' allocator

Public Member Functions
SpaceType const &	space () const
ModeSpace_ const &	modeSpace () const
Eigen::Index	size () const
Eigen::Index	valueDimension () const
Eigen::Index	differenceDimension () const
allocator_type	get_allocator () const
ModesType const &	modes () const
ComponentType const &	conditional (Eigen::Index mode) const
template<typename Derived>
Scalar	logDensity (Eigen::MatrixBase< Derived > const &x) const
template<typename Derived>
Scalar	density (Eigen::MatrixBase< Derived > const &x) const
MomentsType	moments () const
ComponentType	collapsed () const
template<typename P>
auto	collapse () const

Static Public Attributes
static constexpr int	ValueDimensionAtCompileTime = ParamsType::ValueDimensionAtCompileTime
	the length of a value, or Eigen::Dynamic
static constexpr int	MaxValueDimensionAtCompileTime = ParamsType::MaxValueDimensionAtCompileTime
	a bound on the length of a value, or Eigen::Dynamic
static constexpr int	DifferenceDimensionAtCompileTime = ParamsType::DifferenceDimensionAtCompileTime
	the length of a difference and the rows of a covariance, or Eigen::Dynamic
static constexpr int	MaxDifferenceDimensionAtCompileTime = ParamsType::MaxDifferenceDimensionAtCompileTime
	a bound on the length of a difference, or Eigen::Dynamic
static constexpr bool	IsParams = false
	a view: it checks its parameters

Detailed Description

template<internal::ComponentOrInfoForm Component_, DiscreteSpace ModeSpace_, typename Allocator_>
class Emrys::Hybrid< Component_, ModeSpace_, Allocator_ >

The density of a hybrid state, a checked view of its HybridParams (decisions.md [params-and-density], [view-stamp]): \( p(x, m) = P(m) \, p_m(x) \), with \( P(m) = w_m / \sum_n w_n \).

HybridParams::toDensity() makes one after checking the mode weights and factorizing every component, so the log-density, the moments, and the collapses below read components that are distributions. A hybrid is a component (see Component) by this name, as a Gaussian is by Gaussian: MixtureParams<HybridGaussian<State, Mode>> stores HybridGaussianParams.

auto const density = x.toDensity();       // x a HybridGaussianParams<State, Mode>
density->logDensity(value);               // log p(value), summed over the modes
density->moments();                       // the mean and covariance over every mode
density->collapsed();                     // one GaussianParams, moment-matched over the modes
density->collapse<Maneuver>();            // HybridGaussianParams<State, Maneuver>, grouped by maneuver

Template Parameters

Component_	the component given a mode (see Component)
ModeSpace_	the discrete mode space (see Discrete spaces)
Allocator_	the parameters' allocator (see Allocation)

See also

class HybridParams, HybridGaussian

Member Function Documentation

collapse()

template<internal::ComponentOrInfoForm Component_, DiscreteSpace ModeSpace_, typename Allocator_>

template<typename P>

auto Emrys::Hybrid< Component_, ModeSpace_, Allocator_ >::collapse ( ) const

inlinenodiscard

Returns

the hybrid state over the mode axis named by the path P (a tag or a TagPath) alone, as parameters: its marginal weights, and for each of its values, the components of the modes with that value moment-matched into one. This is collapse grouped by mode. It has the parameters' allocator.

collapsed()

template<internal::ComponentOrInfoForm Component_, DiscreteSpace ModeSpace_, typename Allocator_>

ComponentType Emrys::Hybrid< Component_, ModeSpace_, Allocator_ >::collapsed ( ) const

inlinenodiscard

Returns

the state as one component, moment-matched over the modes (see ComponentTraits)

conditional()

template<internal::ComponentOrInfoForm Component_, DiscreteSpace ModeSpace_, typename Allocator_>

ComponentType const & Emrys::Hybrid< Component_, ModeSpace_, Allocator_ >::conditional ( Eigen::Index mode ) const

inlinenodiscard

Returns

the component given the mode with flat index mode, factorized

density()

template<internal::ComponentOrInfoForm Component_, DiscreteSpace ModeSpace_, typename Allocator_>

template<typename Derived>

Scalar Emrys::Hybrid< Component_, ModeSpace_, Allocator_ >::density ( Eigen::MatrixBase< Derived > const & x ) const

inlinenodiscard

Returns

the density at x, the exponential of logDensity()

differenceDimension()

template<internal::ComponentOrInfoForm Component_, DiscreteSpace ModeSpace_, typename Allocator_>

Eigen::Index Emrys::Hybrid< Component_, ModeSpace_, Allocator_ >::differenceDimension ( ) const

inlinenodiscard

Returns

the number of rows and columns of every component's covariance (see Spaces)

get_allocator()

template<internal::ComponentOrInfoForm Component_, DiscreteSpace ModeSpace_, typename Allocator_>

allocator_type Emrys::Hybrid< Component_, ModeSpace_, Allocator_ >::get_allocator ( ) const

inlinenodiscard

Returns

the parameters' allocator

logDensity()

template<internal::ComponentOrInfoForm Component_, DiscreteSpace ModeSpace_, typename Allocator_>

template<typename Derived>

Scalar Emrys::Hybrid< Component_, ModeSpace_, Allocator_ >::logDensity ( Eigen::MatrixBase< Derived > const & x ) const

inlinenodiscard

Returns

the log of the density at x, \( \log \sum_m P(m) \, p_m(x) \), over the modes: read from the components' factorizations under this view's check (see ComponentTraits)

modes()

template<internal::ComponentOrInfoForm Component_, DiscreteSpace ModeSpace_, typename Allocator_>

ModesType const & Emrys::Hybrid< Component_, ModeSpace_, Allocator_ >::modes ( ) const

inlinenodiscard

Returns

the weights of the modes, which define a distribution

modeSpace()

template<internal::ComponentOrInfoForm Component_, DiscreteSpace ModeSpace_, typename Allocator_>

ModeSpace_ const & Emrys::Hybrid< Component_, ModeSpace_, Allocator_ >::modeSpace ( ) const

inlinenodiscard

Returns

the discrete mode space

moments()

template<internal::ComponentOrInfoForm Component_, DiscreteSpace ModeSpace_, typename Allocator_>

MomentsType Emrys::Hybrid< Component_, ModeSpace_, Allocator_ >::moments ( ) const

inlinenodiscard

Returns

the mean and covariance of the state, over every mode: a tangent-space mean, and the modes' covariances plus the spread of their means

size()

template<internal::ComponentOrInfoForm Component_, DiscreteSpace ModeSpace_, typename Allocator_>

Eigen::Index Emrys::Hybrid< Component_, ModeSpace_, Allocator_ >::size ( ) const

inlinenodiscard

Returns

the number of modes

space()

template<internal::ComponentOrInfoForm Component_, DiscreteSpace ModeSpace_, typename Allocator_>

SpaceType const & Emrys::Hybrid< Component_, ModeSpace_, Allocator_ >::space ( ) const

inlinenodiscard

Returns

the continuous state space

valueDimension()

template<internal::ComponentOrInfoForm Component_, DiscreteSpace ModeSpace_, typename Allocator_>

Eigen::Index Emrys::Hybrid< Component_, ModeSpace_, Allocator_ >::valueDimension ( ) const

inlinenodiscard

Returns

the number of coordinates of every component's mean (see Spaces)

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

• EmrysFilter/Distributions/Hybrid.h