MixtureDistribution.h

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#ifndef MIXTUREDISTRIBUTION_H_
#define MIXTUREDISTRIBUTION_H_
 
#include "MUQ/Modeling/Distributions/Distribution.h"
 
namespace muq {
  namespace Modeling {
 
    class MixtureDistribution : public Distribution {
    public:
 
      MixtureDistribution(std::vector<std::shared_ptr<Distribution>> const& components,
                          Eigen::VectorXd                             const& probs);
 
      virtual ~MixtureDistribution() = default;
 
      virtual Eigen::VectorXd GradLogDensityImpl(unsigned int wrt,
                                                 ref_vector<Eigen::VectorXd> const& inputs) override;
 
      
      std::vector<std::shared_ptr<Distribution>> Components(){return components;};
 
      Eigen::VectorXd Probabilities(){return probs;};
 
    protected:
 
      virtual double LogDensityImpl(ref_vector<Eigen::VectorXd> const& inputs) override;
 
      virtual Eigen::VectorXd SampleImpl(ref_vector<Eigen::VectorXd> const& inputs) override;
 
      std::vector<std::shared_ptr<Distribution>> components;
      Eigen::VectorXd probs;
 
    };
  } // namespace Modeling
} // namespace muq
 
#endif