Basal interface for Hidden Markov Models likelihood computation. More...

#include <Bpp/Numeric/Hmm/HmmLikelihood.h>

Inheritance diagram for bpp::HmmLikelihood:

Collaboration diagram for bpp::HmmLikelihood:

Public Member Functions
virtual HmmLikelihood *	clone () const =0
	Create a copy of this object and send a pointer to it.
virtual const HmmStateAlphabet &	getHmmStateAlphabet () const =0
virtual HmmStateAlphabet &	getHmmStateAlphabet ()=0
virtual const HmmTransitionMatrix &	getHmmTransitionMatrix () const =0
virtual HmmTransitionMatrix &	getHmmTransitionMatrix ()=0
virtual const HmmEmissionProbabilities &	getHmmEmissionProbabilities () const =0
virtual HmmEmissionProbabilities &	getHmmEmissionProbabilities ()=0
virtual void	getHiddenStatesPosteriorProbabilities (std::vector< std::vector< double > > &probs, bool append) const =0 throw (Exception)
virtual double	getLogLikelihood () const =0
virtual const std::vector < size_t > &	getBreakPoints () const =0
virtual void	setBreakPoints (const std::vector< size_t > &breakPoints)=0
virtual void	setParameters (const ParameterList &parameters)=0 throw (ParameterNotFoundException, ConstraintException, Exception)
	Set the point where the function must be computed.
virtual double	getValue () const =0 throw (Exception)
	Get the value of the function at the current point.
virtual double	f (const ParameterList &parameters) throw (Exception)
	Get the value of the function according to a given set of parameters.
virtual bool	hasParameter (const std::string &name) const =0
	Tell if there is a parameter with specified name.
virtual const ParameterList &	getParameters () const =0
	Get all parameters available.
virtual const Parameter &	getParameter (const std::string &name) const =0 throw (ParameterNotFoundException)
	Get the parameter with specified name.
virtual double	getParameterValue (const std::string &name) const =0 throw (ParameterNotFoundException)
	Get the value for parameter of name 'name'.
virtual void	setAllParametersValues (const ParameterList &parameters)=0 throw (ParameterNotFoundException, ConstraintException)
	Set the parameters values to be equals to those of parameters.
virtual void	setParameterValue (const std::string &name, double value)=0 throw (ParameterNotFoundException, ConstraintException)
	Set the value of parameter with name name to be equal to value.
virtual void	setParametersValues (const ParameterList &parameters)=0 throw (ParameterNotFoundException, ConstraintException)
	Update the parameters from parameters.
virtual bool	matchParametersValues (const ParameterList &parameters)=0 throw (ConstraintException)
	Update the parameters from parameters.
virtual size_t	getNumberOfParameters () const =0
	Get the number of parameters.
virtual void	setNamespace (const std::string &prefix)=0
	Set the namespace for the parameter names.
virtual std::string	getNamespace () const =0
virtual std::string	getParameterNameWithoutNamespace (const std::string &name) const =0
	Resolves a parameter name according to the current namespace.

Detailed Description

Basal interface for Hidden Markov Models likelihood computation.

HmmLikelihood classes compute the probability of data according to parameters (likelihood), using the so-called forward recursion:

Initialisation:
$f_0({\cal A}_0), \ldots, f_0({\cal A}_n)$
The initial frequencies, set to the equilibrium frequencies of the chain.
Recursion (for i=1 to l, the length of the sequence data):
$f_i({\cal A}_y) = e_y(D_i) \sum_{x=1}^n f_{i-1}({\cal A}_x) \cdot p_{x,y}$
Termination:
$\Pr(D) = \sum_{x=1}^n f_l({\cal A}_x)$
where ${\cal A}_{1..n}$ denotes the hidden states of the alphabet, the probability of the data at position i conditioned on hidden state y (emission probabilities) and $p_{x,y}$ is the probability of havving hidden state y at state i+1 knowing there is hidden state x at position i (transition probabilities). These essential elements are given respectively by the HmmEmissionProbabilities and HmmTransitionMatrix object associated to this class. Both objects have to share the same HmmStateAlphabet instance, which describes all allowed hidden states.

The HmmLikelihood interface provides essentially two major methods:

A method to retrieve the likelihood value (parameter estimation)
Two methods to retrieve the posterio probabilities of each state using the forward and backward conditionnal likelihoods (posterior decoding).

Definition at line 74 of file HmmLikelihood.h.

Member Function Documentation

virtual HmmLikelihood* bpp::HmmLikelihood::clone ( ) const [pure virtual]

Create a copy of this object and send a pointer to it.

Returns:: A pointer toward the copy object.

Implements bpp::Clonable.

Implemented in bpp::LowMemoryRescaledHmmLikelihood, bpp::LogsumHmmLikelihood, and bpp::RescaledHmmLikelihood.

virtual double bpp::Function::f ( const ParameterList & parameters ) throw (Exception) [inline, virtual, inherited]

Get the value of the function according to a given set of parameters.

Parameters:

parameters The parameter set to pass to the function.

Returns:: The value of the function with the given parameter set.

Exceptions:

Exception If an error occured.

Reimplemented in bpp::InfinityFunctionWrapper, bpp::FunctionWrapper, and bpp::AbstractNumericalDerivative.

Definition at line 117 of file Functions.h.

References bpp::Function::getValue(), and bpp::Function::setParameters().

Referenced by bpp::NewtonOneDimension::doStep(), bpp::ConjugateGradientMultiDimensions::doStep(), bpp::BfgsMultiDimensions::doStep(), bpp::PowellMultiDimensions::doStep(), bpp::NewtonBacktrackOneDimension::doStep(), bpp::GoldenSectionSearch::doStep(), bpp::BrentOneDimension::doStep(), bpp::DownhillSimplexMethod::doStep(), bpp::FunctionWrapper::f(), bpp::PowellMultiDimensions::optimize(), bpp::BrentOneDimension::optimize(), bpp::DownhillSimplexMethod::optimize(), bpp::AbstractOptimizer::step(), and bpp::DownhillSimplexMethod::tryExtrapolation().

virtual const std::vector<size_t>& bpp::HmmLikelihood::getBreakPoints ( ) const [pure virtual]

Implemented in bpp::LowMemoryRescaledHmmLikelihood, bpp::LogsumHmmLikelihood, and bpp::RescaledHmmLikelihood.

virtual void bpp::HmmLikelihood::getHiddenStatesPosteriorProbabilities	(	std::vector< std::vector< double > > &	probs,
		bool	append
	)		const throw (Exception) `[pure virtual]`

Implemented in bpp::LowMemoryRescaledHmmLikelihood, bpp::LogsumHmmLikelihood, and bpp::RescaledHmmLikelihood.

virtual const HmmEmissionProbabilities& bpp::HmmLikelihood::getHmmEmissionProbabilities ( ) const [pure virtual]

Implemented in bpp::LowMemoryRescaledHmmLikelihood, bpp::LogsumHmmLikelihood, and bpp::RescaledHmmLikelihood.

virtual HmmEmissionProbabilities& bpp::HmmLikelihood::getHmmEmissionProbabilities ( ) [pure virtual]

Implemented in bpp::LowMemoryRescaledHmmLikelihood, bpp::LogsumHmmLikelihood, and bpp::RescaledHmmLikelihood.

virtual const HmmStateAlphabet& bpp::HmmLikelihood::getHmmStateAlphabet ( ) const [pure virtual]

Implemented in bpp::LowMemoryRescaledHmmLikelihood, bpp::LogsumHmmLikelihood, and bpp::RescaledHmmLikelihood.

virtual HmmStateAlphabet& bpp::HmmLikelihood::getHmmStateAlphabet ( ) [pure virtual]

Implemented in bpp::LowMemoryRescaledHmmLikelihood, bpp::LogsumHmmLikelihood, and bpp::RescaledHmmLikelihood.

virtual const HmmTransitionMatrix& bpp::HmmLikelihood::getHmmTransitionMatrix ( ) const [pure virtual]

Implemented in bpp::LowMemoryRescaledHmmLikelihood, bpp::LogsumHmmLikelihood, and bpp::RescaledHmmLikelihood.

virtual HmmTransitionMatrix& bpp::HmmLikelihood::getHmmTransitionMatrix ( ) [pure virtual]

Implemented in bpp::LowMemoryRescaledHmmLikelihood, bpp::LogsumHmmLikelihood, and bpp::RescaledHmmLikelihood.

virtual double bpp::HmmLikelihood::getLogLikelihood ( ) const [pure virtual]

Implemented in bpp::LowMemoryRescaledHmmLikelihood, bpp::LogsumHmmLikelihood, and bpp::RescaledHmmLikelihood.

virtual std::string bpp::Parametrizable::getNamespace ( ) const [pure virtual, inherited]

Returns:: The current namespace used. This is an empty string if no namespace is currently defined.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::FunctionWrapper::getNamespace().

virtual size_t bpp::Parametrizable::getNumberOfParameters ( ) const [pure virtual, inherited]

Get the number of parameters.

See also:: getNumberOfIndependentParameters If some parameters are aliased.

Returns:: The number of parameters.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, bpp::AbstractParametrizable, and bpp::DirectionFunction.

Referenced by bpp::FunctionWrapper::getNumberOfParameters(), and bpp::BppODiscreteDistributionFormat::write().

virtual const Parameter& bpp::Parametrizable::getParameter ( const std::string & name ) const throw (ParameterNotFoundException) [pure virtual, inherited]

Get the parameter with specified name.

Parameters:

name	The name of the parameter to look for.

Returns:: The parameter with given name.

Exceptions:

ParameterNotFoundException if no parameter with this name is found.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::FunctionWrapper::getParameter().

virtual std::string bpp::Parametrizable::getParameterNameWithoutNamespace ( const std::string & name ) const [pure virtual, inherited]

Resolves a parameter name according to the current namespace.

Returns:: The parameter name without the namespace prefix, if any.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::FunctionWrapper::getParameterNameWithoutNamespace(), bpp::BppODiscreteDistributionFormat::read(), and bpp::BppOParametrizableFormat::write().

virtual const ParameterList& bpp::Parametrizable::getParameters ( ) const [pure virtual, inherited]

Get all parameters available.

See also:: getIndependentParameters if some parameters are aliased.

Returns:: A list with all parameters available.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, bpp::DirectionFunction, and bpp::AbstractParametrizable.

Referenced by bpp::NewtonOneDimension::doStep(), bpp::FunctionWrapper::getParameters(), bpp::BppODiscreteDistributionFormat::read(), bpp::AbstractNumericalDerivative::setParameterValue(), bpp::AbstractOptimizer::step(), and bpp::BppOParametrizableFormat::write().

virtual double bpp::Parametrizable::getParameterValue ( const std::string & name ) const throw (ParameterNotFoundException) [pure virtual, inherited]

Get the value for parameter of name 'name'.

Parameters:

name	The name of the parameter.

Returns:: the value of parameter name.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::FunctionWrapper::getParameterValue(), and bpp::BppODiscreteDistributionFormat::read().

virtual double bpp::Function::getValue ( ) const throw (Exception) [pure virtual, inherited]

Get the value of the function at the current point.

Returns:: The value of the function.

Exceptions:

Exception If no point is specified or if an error occured.

Implemented in bpp::TestFunction, bpp::InfinityFunctionWrapper, bpp::FunctionWrapper, bpp::LowMemoryRescaledHmmLikelihood, bpp::LogsumHmmLikelihood, bpp::RescaledHmmLikelihood, bpp::ReparametrizationFunctionWrapper, bpp::FivePointsNumericalDerivative, bpp::ThreePointsNumericalDerivative, bpp::DirectionFunction, and bpp::TwoPointsNumericalDerivative.

Referenced by bpp::SimpleNewtonMultiDimensions::doStep(), bpp::SimpleMultiDimensions::doStep(), bpp::MetaOptimizer::doStep(), bpp::Function::f(), bpp::ReparametrizationFunctionWrapper::getValue(), bpp::FunctionWrapper::getValue(), and bpp::InfinityFunctionWrapper::getValue().

virtual bool bpp::Parametrizable::hasParameter ( const std::string & name ) const [pure virtual, inherited]

Tell if there is a parameter with specified name.

Parameters:

name	The name of the parameter to look for.

Returns:: y/n.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::FunctionWrapper::hasParameter().

virtual bool bpp::Parametrizable::matchParametersValues ( const ParameterList & parameters ) throw (ConstraintException) [pure virtual, inherited]

Update the parameters from parameters.

Only common parameters with parameters will be updated.

Parameters:

parameters A list of parameters.

Returns:: True if at least one parameter value has been changed.

Exceptions:

ConstraintException If a value in parameters does not match the constraint in the corresponding parameter in the list.

Implemented in bpp::InfinityFunctionWrapper, bpp::FunctionWrapper, bpp::AbstractNumericalDerivative, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::InvariantMixedDiscreteDistribution::fireParameterChanged(), bpp::AbstractNumericalDerivative::matchParametersValues(), bpp::FunctionWrapper::matchParametersValues(), and bpp::InfinityFunctionWrapper::matchParametersValues().

virtual void bpp::Parametrizable::setAllParametersValues ( const ParameterList & parameters ) throw (ParameterNotFoundException, ConstraintException) [pure virtual, inherited]

Set the parameters values to be equals to those of parameters.

The list must contain exactly the same parameters (ie same names) than the parameters available.

Parameters:

parameters A list with all parameters.

Exceptions:

ParameterNotFoundException	If a some parameter in the list is not in params.
ConstraintException	If a value in parameters does not match the constraint in the corresponding parameter in the list.

Implemented in bpp::InfinityFunctionWrapper, bpp::FunctionWrapper, bpp::AbstractNumericalDerivative, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::AbstractNumericalDerivative::setAllParametersValues(), bpp::FunctionWrapper::setAllParametersValues(), and bpp::InfinityFunctionWrapper::setAllParametersValues().

virtual void bpp::HmmLikelihood::setBreakPoints ( const std::vector< size_t > & breakPoints ) [pure virtual]

Implemented in bpp::LowMemoryRescaledHmmLikelihood, bpp::LogsumHmmLikelihood, and bpp::RescaledHmmLikelihood.

virtual void bpp::Parametrizable::setNamespace ( const std::string & prefix ) [pure virtual, inherited]

Set the namespace for the parameter names.

Parameters:

prefix The 'namespace', that is a prefix to add to all parameter names. If parameter names are already prefixed, the new prefix will be used instead.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, bpp::AbstractParameterAliasable, bpp::MixtureOfDiscreteDistributions, bpp::AbstractParametrizable, and bpp::InvariantMixedDiscreteDistribution.

Referenced by bpp::InvariantMixedDiscreteDistribution::InvariantMixedDiscreteDistribution(), bpp::InvariantMixedDiscreteDistribution::setNamespace(), and bpp::FunctionWrapper::setNamespace().

virtual void bpp::Function::setParameters ( const ParameterList & parameters ) throw (ParameterNotFoundException, ConstraintException, Exception) [pure virtual, inherited]

Set the point where the function must be computed.

Parameters:

parameters The parameter set to pass to the function.

Implemented in bpp::TestFunction, bpp::InfinityFunctionWrapper, bpp::FunctionWrapper, bpp::AbstractNumericalDerivative, bpp::LowMemoryRescaledHmmLikelihood, bpp::LogsumHmmLikelihood, bpp::RescaledHmmLikelihood, bpp::ReparametrizationFunctionWrapper, and bpp::DirectionFunction.

Referenced by bpp::DerivableSecondOrder::d2f(), bpp::DerivableFirstOrder::df(), bpp::NewtonOneDimension::doStep(), bpp::PowellMultiDimensions::doStep(), bpp::Function::f(), bpp::ReparametrizationFunctionWrapper::setParameters(), bpp::AbstractNumericalDerivative::setParameters(), bpp::FunctionWrapper::setParameters(), and bpp::InfinityFunctionWrapper::setParameters().

virtual void bpp::Parametrizable::setParametersValues ( const ParameterList & parameters ) throw (ParameterNotFoundException, ConstraintException) [pure virtual, inherited]

Update the parameters from parameters.

parameters must be a subset of all parameters available.

Parameters:

parameters A list containing all parameters to update.

Exceptions:

ParameterNotFoundException	If a some parameter in params is not in the list.
ConstraintException	If a value in parameters does not match the constraint in the corresponding parameter in the list.

Implemented in bpp::InfinityFunctionWrapper, bpp::FunctionWrapper, bpp::AbstractNumericalDerivative, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::AbstractNumericalDerivative::setParametersValues(), bpp::FunctionWrapper::setParametersValues(), and bpp::InfinityFunctionWrapper::setParametersValues().

virtual void bpp::Parametrizable::setParameterValue	(	const std::string &	name,
		double	value
	)		throw (ParameterNotFoundException, ConstraintException) `[pure virtual, inherited]`

Set the value of parameter with name name to be equal to value.

Parameters:

name	the name of the parameter to set.
value	The value of the parameter.

Exceptions:

ParameterNotFoundException	If no parameter in the list has the name name.
ConstraintException	If value does not match the constraint associated to parameter name.

Implemented in bpp::InfinityFunctionWrapper, bpp::FunctionWrapper, bpp::AbstractNumericalDerivative, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::AbstractNumericalDerivative::setParameterValue(), bpp::FunctionWrapper::setParameterValue(), and bpp::InfinityFunctionWrapper::setParameterValue().

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

Bpp/Numeric/Hmm/HmmLikelihood.h

Public Member Functions

Detailed Description

Member Function Documentation