1 | |
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2 | |
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3 | #include <limits> |
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4 | #include "arx.h" |
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5 | |
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6 | |
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7 | #include <fstream> |
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8 | #include<iostream> |
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9 | #include<iomanip> |
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10 | |
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11 | namespace bdm { |
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12 | |
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13 | |
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14 | |
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15 | |
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16 | /* |
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17 | struct str_aux { |
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18 | vec d0; |
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19 | double nu0; |
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20 | mat L0; |
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21 | mat L; |
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22 | vec d; |
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23 | double nu; |
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24 | ivec strL; // Current structure of L and d |
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25 | ivec strRgr; // Structure elements currently inside regressor (after regressand) |
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26 | ivec strMis; // structure elements, that are currently outside regressor (before regressand) |
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27 | int posit1; // regressand position |
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28 | int nbits; // number of bits available in double |
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29 | bvec bitstr; |
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30 | double loglik; // loglikelihood |
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31 | }; |
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32 | |
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33 | */ |
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34 | |
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35 | |
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36 | /* bvec str_bitset( bvec in,ivec ns,int nbits){ |
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37 | //int index, bitindex,n; |
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38 | bvec out = in; |
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39 | int n; |
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40 | |
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41 | for (int i = 0; i < ns.length(); i++){ |
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42 | n = ns(i); |
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43 | out(n-2) = 1; |
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44 | cout << out; |
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45 | |
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46 | } |
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47 | |
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48 | return out; |
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49 | |
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50 | }*/ |
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51 | |
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52 | |
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53 | void str_bitset( bvec &out,ivec ns,int nbits){ |
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54 | for (int i = 0; i < ns.length(); i++){ |
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55 | out(ns(i)-2) = 1; |
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56 | } |
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57 | } |
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58 | |
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59 | |
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60 | |
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61 | |
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62 | |
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63 | |
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64 | double seloglik1(str_aux in){ |
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65 | // This is the loglikelihood (non-constant part) - this should be used in |
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66 | // frequent computation |
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67 | int len = length(in.d); |
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68 | int p1 = in.posit1 - 1; |
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69 | |
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70 | double i1 = -0.5*in.nu *log(in.d(p1)) -0.5*sum(log(in.d.right(len - p1 -1))); |
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71 | double i0 = -0.5*in.nu0*log(in.d0(p1)) -0.5*sum(log(in.d0.right(len - p1 -1))); |
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72 | return i1-i0; |
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73 | //DEBUGGing print: |
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74 | //fprintf('SELOGLIK1: str=%s loglik=%g\n', strPrintstr(in), l);*/ |
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75 | |
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76 | } |
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77 | |
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78 | |
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79 | void sedydr(mat &r,mat &f,double &Dr,double &Df,int R/*,int jl,int jh ,mat &rout, mat &fout, double &Drout, double &Dfoutint &kr*/){ |
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80 | /*SEDYDR dyadic reduction, performs transformation of sum of 2 dyads |
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81 | % |
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82 | % [rout, fout, Drout, Dfout, kr] = sedydr(r,f,Dr,Df,R,jl,jh); |
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83 | % [rout, fout, Drout, Dfout] = sedydr(r,f,Dr,Df,R); |
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84 | % |
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85 | % Description: dyadic reduction, performs transformation of sum of |
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86 | % 2 dyads r*Dr*r'+ f*Df*f' so that the element of r pointed by R is zeroed |
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87 | % |
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88 | % r : column vector of reduced dyad |
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89 | % f : column vector of reducing dyad |
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90 | % Dr : scalar with weight of reduced dyad |
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91 | % Df : scalar with weight of reducing dyad |
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92 | % R : scalar number giving 1 based index to the element of r, |
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93 | % which is to be reduced to |
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94 | % zero; the corresponding element of f is assumed to be 1. |
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95 | % jl : lower index of the range within which the dyads are |
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96 | % modified (can be omitted, then everything is updated) |
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97 | % jh : upper index of the range within which the dyads are |
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98 | % modified (can be omitted then everything is updated) |
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99 | % rout,fout,Drout,dfout : resulting two dyads |
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100 | % kr : coefficient used in the transformation of r |
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101 | % rnew = r + kr*f |
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102 | % |
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103 | % Description: dyadic reduction, performs transformation of sum of |
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104 | % 2 dyads r*Dr*r'+ f*Df*f' so that the element of r indexed by R is zeroed |
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105 | % Remark1: Constant mzero means machine zero and should be modified |
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106 | % according to the precision of particular machine |
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107 | % Remark2: jl and jh are, in fact, obsolete. It takes longer time to |
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108 | % compute them compared to plain version. The reason is that we |
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109 | % are doing vector operations in m-file. Other reason is that |
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110 | % we need to copy whole vector anyway. It can save half of time for |
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111 | % c-file, if you use it correctly. (please do tests) |
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112 | % |
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113 | % Note: naming: |
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114 | % se = structure estimation |
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115 | % dydr = dyadic reduction |
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116 | % |
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117 | % Original Fortran design: V. Peterka 17-7-89 |
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118 | % Modified for c-language: probably R. Kulhavy |
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119 | % Modified for m-language: L. Tesar 2/2003 |
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120 | % Updated: Feb 2003 |
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121 | % Project: post-ProDaCTool |
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122 | % Reference: none*/ |
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123 | |
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124 | /*if nargin<6; |
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125 | update_whole=1; |
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126 | else |
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127 | update_whole=0; |
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128 | end;*/ |
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129 | |
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130 | double mzero = 1e-32; |
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131 | |
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132 | if (Dr<mzero){ |
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133 | Dr=0; |
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134 | } |
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135 | |
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136 | double r0 = r(R,0); |
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137 | double kD = Df; |
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138 | double kr = r0 * Dr; |
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139 | |
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140 | |
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141 | Df = kD + r0 * kr; |
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142 | |
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143 | if (Df > mzero){ |
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144 | kD = kD / Df; |
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145 | kr = kr / Df; |
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146 | }else{ |
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147 | kD = 1; |
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148 | kr = 0; |
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149 | } |
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150 | |
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151 | Dr = Dr * kD; |
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152 | |
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153 | // Try to uncomment marked stuff (*) if in numerical problems, but I don't |
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154 | // think it can make any difference for normal healthy floating-point unit |
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155 | //if update_whole; |
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156 | r = r - r0*f; |
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157 | // rout(R) = 0; // * could be needed for some nonsense cases(or numeric reasons?), normally not |
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158 | f = f + kr*r; |
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159 | // fout(R) = 1; // * could be needed for some nonsense cases(or numeric reasons?), normally not |
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160 | /*else; |
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161 | rout = r; |
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162 | fout = f; |
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163 | rout(jl:jh) = r(jl:jh) - r0 * f(jl:jh); |
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164 | rout(R) = 0; |
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165 | fout(jl:jh) = f(jl:jh) + kr * rout(jl:jh); |
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166 | end;*/ |
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167 | } |
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168 | |
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169 | |
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170 | |
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171 | /*mat*/ void seswapudl(mat &L, vec &d , int i/*, vec &dout*/){ |
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172 | /*%SESWAPUDL swaps information matrix in decomposition V=L^T diag(d) L |
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173 | % |
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174 | % [Lout, dout] = seswapudl(L,d,i); |
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175 | % |
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176 | % L : lower triangular matrix with 1's on diagonal of the decomposistion |
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177 | % d : diagonal vector of diagonal matrix of the decomposition |
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178 | % i : index of line to be swapped with the next one |
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179 | % Lout : output lower triangular matrix |
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180 | % dout : output diagional vector of diagonal matrix D |
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181 | % |
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182 | % Description: |
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183 | % Lout' * diag(dout) * Lout = P(i,i+1) * L' * diag(d) * L * P(i,i+1); |
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184 | % |
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185 | % Where permutation matrix P(i,j) permutates columns if applied from the |
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186 | % right and line if applied from the left. |
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187 | % |
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188 | % Note: naming: |
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189 | % se = structure estimation |
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190 | % lite = light, simple |
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191 | % udl = U*D*L, or more precisely, L'*D*L, also called as ld |
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192 | % |
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193 | % Design : L. Tesar |
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194 | % Updated : Feb 2003 |
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195 | % Project : post-ProDaCTool |
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196 | % Reference: sedydr*/ |
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197 | |
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198 | int j = i+1; |
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199 | |
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200 | double pomd = d(i); |
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201 | d(i) = d(j); |
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202 | d(j) = pomd; |
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203 | |
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204 | /*vec pomL = L.get_row(i); |
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205 | L.set_row(i, L.get_row(j)); |
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206 | L.set_row(j,pomL);*/ |
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207 | |
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208 | L.swap_rows(i,j); |
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209 | L.swap_cols(i,j); |
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210 | |
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211 | /*pomL = L.get_col(i); |
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212 | L.set_col(i, L.get_col(j)); |
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213 | L.set_col(j,pomL);*/ |
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214 | |
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215 | //% We must be working with LINES of matrix L ! |
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216 | |
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217 | |
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218 | |
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219 | mat r = L.get_row(i); |
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220 | r = r.transpose(); |
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221 | r = r.transpose(); |
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222 | //???????????????? |
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223 | mat f = L.get_row(j); |
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224 | f = f.transpose(); |
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225 | f = f.transpose(); |
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226 | |
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227 | |
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228 | |
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229 | |
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230 | double Dr = d(i); |
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231 | double Df = d(j); |
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232 | |
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233 | sedydr(r, f, Dr, Df, j); |
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234 | |
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235 | |
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236 | |
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237 | double r0 = r(i,0); |
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238 | Dr = Dr*r0*r0; |
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239 | r = r/r0; |
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240 | |
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241 | |
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242 | |
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243 | mat pom_mat = r.transpose(); |
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244 | L.set_row(i, pom_mat.get_row(0)); |
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245 | pom_mat = f.transpose(); |
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246 | L.set_row(j, pom_mat.get_row(0)); |
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247 | |
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248 | d(i) = Dr; |
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249 | d(j) = Df; |
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250 | |
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251 | L(i,i) = 1; |
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252 | L(j,j) = 1; |
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253 | |
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254 | |
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255 | } |
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256 | |
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257 | |
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258 | void str_bitres(bvec &out,ivec ns,int nbits){ |
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259 | |
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260 | |
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261 | for (int i = 0; i < ns.length(); i++){ |
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262 | out(ns(i)-2) = 0; |
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263 | } |
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264 | |
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265 | |
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266 | } |
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267 | |
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268 | str_aux sestrremove(str_aux in,ivec removed_elements){ |
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269 | //% Removes elements from regressor |
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270 | int n_strL = length(in.strL); |
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271 | str_aux out = in; |
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272 | for (int i = 0; i < removed_elements.length();i++){ |
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273 | |
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274 | int f = removed_elements(i); |
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275 | int posit1 = (find(out.strL==1))(0); |
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276 | int positf = (find(out.strL==f))(0); |
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277 | int pom_strL; |
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278 | for (int g = positf-1; g >posit1 -1; g--) { |
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279 | //% BEGIN: We are swapping g and g+1 NOW!!!! |
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280 | seswapudl(out.L, out.d, g); |
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281 | seswapudl(out.L0, out.d0, g); |
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282 | |
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283 | pom_strL = out.strL(g); |
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284 | out.strL(g)= out.strL(g+1); |
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285 | out.strL(g+1) = pom_strL; |
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286 | |
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287 | //% END |
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288 | } |
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289 | } |
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290 | out.posit1 = (find(out.strL==1))(0)+1; |
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291 | out.strRgr = out.strL.right(n_strL - out.posit1); |
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292 | out.strMis = out.strL.left(out.posit1-1); |
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293 | str_bitres(out.bitstr,removed_elements,out.nbits); |
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294 | out.loglik = seloglik1(out); |
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295 | |
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296 | return out; |
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297 | } |
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298 | |
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299 | |
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300 | ivec setdiff(ivec a, ivec b){ |
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301 | ivec pos; |
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302 | |
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303 | for (int i = 0; i < b.length(); i++){ |
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304 | pos = find(a==b(i)); |
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305 | for (int j = 0; j < pos.length(); j++){ |
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306 | a.del(pos(j)-j); |
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307 | } |
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308 | } |
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309 | return a; |
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310 | } |
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311 | |
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312 | |
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313 | |
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314 | /* |
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315 | |
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316 | Array<str_aux> add_new(Array<str_aux> global_best,str_aux newone,int nbest){ |
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317 | // Eventually add to global best, but do not go over nbest values |
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318 | // Also avoids repeating things, which makes this function awfully slow |
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319 | |
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320 | Array<str_aux> global_best_out; |
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321 | if (global_best.length() >= nbest){ |
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322 | //logliks = [global_best.loglik]; |
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323 | |
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324 | vec logliks(1); |
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325 | logliks(0) = global_best(0).loglik; |
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326 | for (int j = 1; j < global_best.length(); j++) |
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327 | logliks = concat(logliks, global_best(j).loglik); |
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328 | |
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329 | int i, addit; |
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330 | double loglik = min(logliks, i); |
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331 | global_best_out = global_best; |
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332 | if (loglik < newone.loglik){ |
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333 | // if ~any(logliks == new.loglik); |
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334 | addit=1; |
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335 | |
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336 | |
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337 | |
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338 | if (newone.bitstr.length() == 1) { |
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339 | for (int j = 0; j < global_best.length(); j++){ |
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340 | for(int i = 0; i < global_best(j).bitstr.length(); i++){ |
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341 | |
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342 | if (newone.bitstr(0) == global_best(j).bitstr(i)){ |
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343 | addit = 0; |
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344 | break; |
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345 | } |
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346 | } |
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347 | } |
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348 | } |
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349 | if (addit){ |
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350 | global_best_out(i) = newone; |
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351 | // DEBUGging print: |
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352 | // fprintf('ADDED structure, add_new: %s, loglik=%g\n', strPrintstr(new), new.loglik); |
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353 | } |
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354 | } |
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355 | } |
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356 | else |
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357 | global_best_out = concat(global_best, newone); |
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358 | |
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359 | return global_best_out; |
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360 | |
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361 | } |
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362 | |
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363 | */ |
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364 | |
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365 | void add_new(Array<str_aux> &global_best,str_aux newone,int nbest){ |
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366 | // Eventually add to global best, but do not go over nbest values |
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367 | // Also avoids repeating things, which makes this function awfully slow |
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368 | |
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369 | int addit, i = 0; |
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370 | if (global_best.length() >= nbest){ |
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371 | //logliks = [global_best.loglik]; |
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372 | |
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373 | |
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374 | for (int j = 1; j < global_best.length(); j++){ |
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375 | if (global_best(j).loglik < global_best(i).loglik) { |
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376 | i = j; |
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377 | } |
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378 | } |
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379 | |
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380 | if (global_best(i).loglik < newone.loglik){ |
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381 | // if ~any(logliks == new.loglik); |
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382 | addit=1; |
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383 | |
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384 | |
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385 | //???????????????????????????????????????????? |
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386 | if (newone.bitstr.length() == 1) { |
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387 | for (int j = 0; j < global_best.length(); j++){ |
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388 | for(int i = 0; i < global_best(j).bitstr.length(); i++){ |
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389 | |
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390 | if (newone.bitstr(0) == global_best(j).bitstr(i)){ |
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391 | addit = 0; |
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392 | break; |
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393 | } |
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394 | } |
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395 | } |
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396 | } |
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397 | |
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398 | |
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399 | //????????????????????????????????????????????????? |
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400 | |
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401 | if (addit){ |
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402 | global_best(i) = newone; |
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403 | // DEBUGging print: |
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404 | // fprintf('ADDED structure, add_new: %s, loglik=%g\n', strPrintstr(new), new.loglik); |
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405 | } |
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406 | } |
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407 | } |
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408 | else |
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409 | global_best = concat(global_best, newone); |
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410 | |
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411 | } |
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412 | |
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413 | |
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414 | |
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415 | |
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416 | |
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417 | |
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418 | str_aux sestrinsert(str_aux in,ivec inserted_elements){ |
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419 | // Moves elements into regressor |
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420 | int n_strL = in.strL.length(); |
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421 | str_aux out = in; |
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422 | for (int j = 0;j < inserted_elements.length(); j++){ |
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423 | int f = inserted_elements(j); |
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424 | int posit1 = (find(out.strL==1))(0); |
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425 | int positf = (find(out.strL==f))(0); |
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426 | for (int g = positf; g <= posit1-1; g++ ){ |
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427 | |
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428 | // BEGIN: We are swapping g and g+1 NOW!!!! |
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429 | seswapudl(out.L, out.d, g); |
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430 | seswapudl(out.L0, out.d0, g); |
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431 | |
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432 | |
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433 | int pom_strL = out.strL(g); |
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434 | out.strL(g)= out.strL(g+1); |
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435 | out.strL(g+1) = pom_strL; |
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436 | |
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437 | // END |
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438 | } |
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439 | } |
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440 | |
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441 | out.posit1 = (find(out.strL==1))(0)+1; |
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442 | out.strRgr = out.strL.right(n_strL - out.posit1); |
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443 | out.strMis = out.strL.left(out.posit1-1); |
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444 | str_bitset(out.bitstr,inserted_elements,out.nbits); |
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445 | |
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446 | out.loglik = seloglik1(out); |
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447 | |
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448 | |
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449 | |
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450 | return out; |
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451 | |
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452 | } |
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453 | |
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454 | double seloglik2(str_aux in){ |
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455 | // This is the loglikelihood (constant part) - this should be added to |
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456 | // everything at the end. It needs some computation, so it is useless to |
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457 | // make it for all the stuff |
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458 | double logpi = log(pi); |
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459 | |
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460 | double i1 = lgamma(in.nu /2) - 0.5*in.nu *logpi; |
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461 | double i0 = lgamma(in.nu0/2) - 0.5*in.nu0*logpi; |
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462 | return i1-i0; |
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463 | } |
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464 | |
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465 | |
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466 | |
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467 | |
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468 | ivec straux1(ldmat Ld, double nu, ldmat Ld0, double nu0, ivec belief, int nbest, int max_nrep, double lambda, int order_k, Array<str_aux> &rgrsout/*, stat &statistics*/){ |
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469 | // see utia_legacy/ticket_12/ implementation and str_test.m |
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470 | |
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471 | const mat &L = Ld._L(); |
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472 | const vec &d = Ld._D(); |
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473 | |
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474 | const mat &L0 = Ld0._L(); |
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475 | const vec &d0 = Ld0._D(); |
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476 | |
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477 | int n_data = d.length(); |
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478 | |
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479 | ivec belief_out = find(belief==4)+2; // we are avoiding to put this into regressor |
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480 | ivec belief_in = find(belief==1)+2; // we are instantly keeping this in regressor |
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481 | |
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482 | |
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483 | str_aux full; |
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484 | |
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485 | full.d0 = d0; |
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486 | full.nu0 = nu0; |
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487 | full.L0 = L0; |
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488 | full.L = L; |
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489 | full.d = d; |
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490 | |
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491 | |
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492 | |
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493 | /*full.d0 = "0.012360650875200 0.975779169502626 1.209840558439000"; |
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494 | |
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495 | full.L0 = "1.0000 0 0;" |
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496 | "0.999427690134298 1.0000 0;" |
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497 | "0.546994424043659 0.534335486953833 1.0000"; |
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498 | |
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499 | |
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500 | full.L = "1.0000 0 0;" |
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501 | "0.364376353850780 1.0000 0;" |
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502 | "1.222141096674815 1.286534510946323 1.0000"; |
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503 | |
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504 | full.d = "0.001610356837691 3.497566869589465 3.236640487818002"; |
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505 | */ |
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506 | |
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507 | fstream F; |
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508 | |
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509 | |
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510 | |
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511 | |
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512 | F.open("soubor3.txt", ios::in); |
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513 | F << setiosflags(ios::scientific); |
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514 | F << setprecision(16); |
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515 | F.flags(0x1); |
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516 | |
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517 | |
---|
518 | for (int i = 0; i < n_data ; i++){ |
---|
519 | F >> full.d0(i); |
---|
520 | } |
---|
521 | |
---|
522 | |
---|
523 | |
---|
524 | for (int i =0; i < n_data; i++){ |
---|
525 | for (int j = 0 ; j < n_data ; j++){ |
---|
526 | F >> full.L0(j,i); |
---|
527 | } |
---|
528 | } |
---|
529 | |
---|
530 | for (int i = 0; i < n_data ; i++){ |
---|
531 | F >> full.d(i); |
---|
532 | } |
---|
533 | |
---|
534 | |
---|
535 | for (int i =0; i < n_data; i++){ |
---|
536 | for (int j = 0 ; j < n_data ; j++){ |
---|
537 | F >> full.L(j,i); |
---|
538 | } |
---|
539 | } |
---|
540 | |
---|
541 | |
---|
542 | full.nu0 = nu0; |
---|
543 | full.nu = nu; |
---|
544 | full.strL = linspace(1,n_data); |
---|
545 | full.strRgr = linspace(2,n_data); |
---|
546 | full.strMis = ivec(0); |
---|
547 | full.posit1 = 1; |
---|
548 | full.bitstr.set_size(n_data-1); |
---|
549 | full.bitstr.clear(); |
---|
550 | str_bitset(full.bitstr,full.strRgr,full.nbits); |
---|
551 | //full.nbits = std::numeric_lim its<double>::digits-1; // number of bits available in double |
---|
552 | /*bvec in(n_data-1); |
---|
553 | in.clear(); |
---|
554 | full.bitstr = str_bitset(in,full.strRgr,full.nbits);*/ |
---|
555 | |
---|
556 | |
---|
557 | |
---|
558 | |
---|
559 | full.loglik = seloglik1(full); // % loglikelihood |
---|
560 | |
---|
561 | |
---|
562 | |
---|
563 | |
---|
564 | |
---|
565 | //% construct full and empty structure |
---|
566 | full = sestrremove(full,belief_out); |
---|
567 | str_aux empty = sestrremove(full,setdiff(full.strRgr,belief_in)); |
---|
568 | |
---|
569 | //% stopping rule calculation: |
---|
570 | |
---|
571 | |
---|
572 | |
---|
573 | |
---|
574 | bmat local_max(0,0); |
---|
575 | int to, muto = 0; |
---|
576 | |
---|
577 | //% statistics: |
---|
578 | //double cputime0 = cputime; ?????????????????????????????????????????????????????????????? |
---|
579 | //if nargout>=3; |
---|
580 | |
---|
581 | CPU_Timer timer; |
---|
582 | timer.start(); |
---|
583 | |
---|
584 | ivec mutos(max_nrep+2); |
---|
585 | vec maxmutos(max_nrep+2); |
---|
586 | mutos.zeros(); |
---|
587 | maxmutos.zeros(); |
---|
588 | |
---|
589 | |
---|
590 | //end; |
---|
591 | //% ---------------------- |
---|
592 | |
---|
593 | //% For stopping-rule calculation |
---|
594 | //%so = 2^(n_data -1-length(belief_in)- length(belief_out)); % do we use this ? |
---|
595 | //% ---------------------- |
---|
596 | |
---|
597 | ivec all_str = linspace(1,n_data); |
---|
598 | |
---|
599 | Array<str_aux> global_best(1); |
---|
600 | global_best(0) = full; |
---|
601 | |
---|
602 | |
---|
603 | //% MAIN LOOP is here. |
---|
604 | |
---|
605 | str_aux best; |
---|
606 | for (int n_start = -1; n_start <= max_nrep; n_start++){ |
---|
607 | str_aux last,best; |
---|
608 | |
---|
609 | to = n_start+2; |
---|
610 | |
---|
611 | if (n_start == -1){ |
---|
612 | //% start from the full structure |
---|
613 | last = full; |
---|
614 | } |
---|
615 | else {if (n_start == 0) |
---|
616 | //% start from the empty structure |
---|
617 | last = empty; |
---|
618 | |
---|
619 | else{ |
---|
620 | //% start from random structure |
---|
621 | |
---|
622 | ivec last_str = find(to_bvec<int>(::concat<int>(0,floor_i(2*randu(n_data-1)))));// this creates random vector consisting of indexes, and sorted |
---|
623 | last = sestrremove(full,setdiff(all_str,::concat<int>(::concat<int>(1 ,last_str), empty.strRgr))); |
---|
624 | |
---|
625 | } |
---|
626 | } |
---|
627 | //% DEBUGging print: |
---|
628 | //%fprintf('STRUCTURE generated in loop %2i was %s\n', n_start, strPrintstr(last)); |
---|
629 | |
---|
630 | //% The loop is repeated until likelihood stops growing (break condition |
---|
631 | //% used at the end; |
---|
632 | |
---|
633 | |
---|
634 | while (1){ |
---|
635 | //% This structure is going to hold the best elements |
---|
636 | best = last; |
---|
637 | //% Nesting by removing elements (enpoorment) |
---|
638 | ivec removed_items = setdiff(last.strRgr,belief_in); |
---|
639 | |
---|
640 | ivec removed_item; |
---|
641 | str_aux newone; |
---|
642 | |
---|
643 | for (int i = 0; i < removed_items.length(); i++){ |
---|
644 | removed_item = vec_1(removed_items(i)); |
---|
645 | newone = sestrremove(last,removed_item);//????????????????????????????? |
---|
646 | if (nbest>1){ |
---|
647 | add_new(global_best,newone,nbest); |
---|
648 | } |
---|
649 | if (newone.loglik>best.loglik){ |
---|
650 | best = newone; |
---|
651 | } |
---|
652 | } |
---|
653 | //% Nesting by adding elements (enrichment) |
---|
654 | ivec added_items = setdiff(last.strMis,belief_out); |
---|
655 | ivec added_item; |
---|
656 | |
---|
657 | for (int j = 0; j < added_items.length(); j++){ |
---|
658 | added_item = vec_1(added_items(j)); |
---|
659 | newone = sestrinsert(last,added_item); |
---|
660 | if (nbest>1){ |
---|
661 | add_new(global_best,newone,nbest); |
---|
662 | } |
---|
663 | if (newone.loglik>best.loglik){ |
---|
664 | best = newone; |
---|
665 | } |
---|
666 | } |
---|
667 | |
---|
668 | |
---|
669 | |
---|
670 | |
---|
671 | |
---|
672 | //% Break condition if likelihood does not change. |
---|
673 | if (best.loglik <= last.loglik) |
---|
674 | break; |
---|
675 | else |
---|
676 | //% Making best structure last structure. |
---|
677 | last = best; |
---|
678 | |
---|
679 | |
---|
680 | } |
---|
681 | |
---|
682 | |
---|
683 | |
---|
684 | |
---|
685 | |
---|
686 | // % DEBUGging print: |
---|
687 | //%fprintf('STRUCTURE found (local maxima) in loop %2i was %s randun_seed=%11lu randun_counter=%4lu\n', n_start, strPrintstr(best), randn('seed'), RANDUN_COUNTER); |
---|
688 | |
---|
689 | //% Collecting of the best structure in case we don't need the second parameter |
---|
690 | if (nbest<=1){ |
---|
691 | if (best.loglik > global_best(0).loglik){ |
---|
692 | global_best = best; |
---|
693 | } |
---|
694 | } |
---|
695 | |
---|
696 | //% uniqueness of the structure found |
---|
697 | int append = 1; |
---|
698 | |
---|
699 | |
---|
700 | for(int j = 0; j < local_max.rows() ; j++){ |
---|
701 | if (best.bitstr == local_max.get_row(j)){ |
---|
702 | append = 0; |
---|
703 | break; |
---|
704 | } |
---|
705 | } |
---|
706 | |
---|
707 | |
---|
708 | if (append){ |
---|
709 | local_max.append_row(best.bitstr); |
---|
710 | muto = muto + 1; |
---|
711 | } |
---|
712 | |
---|
713 | //% stopping rule: |
---|
714 | double maxmuto = (to-order_k-1)/lambda-to+1; |
---|
715 | if (to>2){ |
---|
716 | if (maxmuto>=muto){ |
---|
717 | //% fprintf('*'); |
---|
718 | break; |
---|
719 | } |
---|
720 | } |
---|
721 | |
---|
722 | // do statistics if necessary: |
---|
723 | //if (nargout>=3){ |
---|
724 | mutos(to-1) = muto; |
---|
725 | maxmutos(to-1) = maxmuto; |
---|
726 | //} |
---|
727 | } |
---|
728 | |
---|
729 | //% Aftermath: The best structure was in: global_best |
---|
730 | |
---|
731 | //% Updating loglikelihoods: we have to add the constant stuff |
---|
732 | |
---|
733 | |
---|
734 | |
---|
735 | for (int f=0 ; f <global_best.length(); f++){ |
---|
736 | global_best(f).loglik = global_best(f).loglik + seloglik2(global_best(f)); |
---|
737 | } |
---|
738 | |
---|
739 | /*for f=1:length(global_best); |
---|
740 | global_best(f).loglik = global_best(f).loglik + seloglik2(global_best(f)); |
---|
741 | end;*/ |
---|
742 | |
---|
743 | |
---|
744 | //% Making first output parameter: |
---|
745 | |
---|
746 | int max_i = 0; |
---|
747 | for (int j = 1; j < global_best.length(); j++) |
---|
748 | if (global_best(max_i).loglik < (global_best(j).loglik)) max_i = j; |
---|
749 | |
---|
750 | best = global_best(max_i); |
---|
751 | cout << endl << endl << endl << endl << best.strRgr; |
---|
752 | cout << endl << endl << endl << endl << best.strRgr; |
---|
753 | //% Making the second output parameter |
---|
754 | |
---|
755 | vec logliks(global_best.length()); |
---|
756 | for (int j = 0; j < logliks.length(); j++) |
---|
757 | logliks(j) = global_best(j).loglik; |
---|
758 | |
---|
759 | ivec i = sort_index(logliks); |
---|
760 | rgrsout.set_length(global_best.length()); |
---|
761 | |
---|
762 | for (int j = global_best.length() - 1; j >= 0; j--) |
---|
763 | rgrsout(j) = global_best(i(j)); |
---|
764 | |
---|
765 | //if (nargout>=3); |
---|
766 | |
---|
767 | |
---|
768 | str_statistics statistics; |
---|
769 | |
---|
770 | statistics.allstrs = 2^(n_data -1-length(belief_in) - length(belief_out)); |
---|
771 | statistics.nrand = to-2; |
---|
772 | statistics.unique = muto; |
---|
773 | statistics.to = to; |
---|
774 | statistics.cputime_seconds = timer.get_time(); |
---|
775 | statistics.itemspeed = statistics.to / statistics.cputime_seconds; |
---|
776 | statistics.muto = muto; |
---|
777 | statistics.mutos = mutos; |
---|
778 | statistics.maxmutos = maxmutos; |
---|
779 | //end; |
---|
780 | |
---|
781 | return best.strRgr; |
---|
782 | |
---|
783 | } |
---|
784 | |
---|
785 | #ifdef LADIM |
---|
786 | //% randun seed stuff: |
---|
787 | //%randn('seed',SEED); |
---|
788 | |
---|
789 | //% --------------------- END of MAIN program -------------------- |
---|
790 | |
---|
791 | % This is needed for bitstr manipulations |
---|
792 | /*function out = str_bitset(in,ns,nbits) |
---|
793 | out = in; |
---|
794 | for n = ns; |
---|
795 | index = 1+floor((n-2)/nbits); |
---|
796 | bitindex = 1+rem(n-2,nbits); |
---|
797 | out(index) = bitset(out(index),bitindex); |
---|
798 | end; |
---|
799 | function out = str_bitres(in,ns,nbits) |
---|
800 | out = in; |
---|
801 | for n = ns; |
---|
802 | index = 1+floor((n-2)/nbits); |
---|
803 | bitindex = 1+rem(n-2,nbits); |
---|
804 | mask = bitset(0,bitindex); |
---|
805 | out(index) = bitxor(bitor(out(index),mask),mask); |
---|
806 | end;*/ |
---|
807 | |
---|
808 | function out = strPrintstr(in) |
---|
809 | out = '0'; |
---|
810 | nbits = in.nbits; |
---|
811 | for f = 2:length(in.d0); |
---|
812 | index = 1+floor((f-2)/nbits); |
---|
813 | bitindex = 1+rem(f-2,nbits); |
---|
814 | if bitget(in.bitstr(index),bitindex); |
---|
815 | out(f) = '1'; |
---|
816 | else; |
---|
817 | out(f) = '0'; |
---|
818 | end; |
---|
819 | end; |
---|
820 | |
---|
821 | /*function global_best_out = add_new(global_best,new,nbest) |
---|
822 | % Eventually add to global best, but do not go over nbest values |
---|
823 | % Also avoids repeating things, which makes this function awfully slow |
---|
824 | if length(global_best)>=nbest; |
---|
825 | logliks = [global_best.loglik]; |
---|
826 | [loglik i] = min(logliks); |
---|
827 | global_best_out = global_best; |
---|
828 | if loglik<new.loglik; |
---|
829 | % if ~any(logliks == new.loglik); |
---|
830 | addit=1; |
---|
831 | for f = [global_best.bitstr]; |
---|
832 | if f == new.bitstr; |
---|
833 | addit = 0; |
---|
834 | break; |
---|
835 | end; |
---|
836 | end; |
---|
837 | if addit; |
---|
838 | global_best_out(i) = new; |
---|
839 | % DEBUGging print: |
---|
840 | % fprintf('ADDED structure, add_new: %s, loglik=%g\n', strPrintstr(new), new.loglik); |
---|
841 | end; |
---|
842 | end; |
---|
843 | else; |
---|
844 | global_best_out = [global_best new]; |
---|
845 | end;*/ |
---|
846 | |
---|
847 | /*function out = sestrremove(in,removed_elements); |
---|
848 | % Removes elements from regressor |
---|
849 | n_strL = length(in.strL); |
---|
850 | out = in; |
---|
851 | for f=removed_elements; |
---|
852 | posit1 = find(out.strL==1); |
---|
853 | positf = find(out.strL==f); |
---|
854 | for g=(positf-1):-1:posit1; |
---|
855 | % BEGIN: We are swapping g and g+1 NOW!!!! |
---|
856 | [out.L, out.d] = seswapudl(out.L, out.d, g); |
---|
857 | [out.L0, out.d0] = seswapudl(out.L0, out.d0, g); |
---|
858 | out.strL([g g+1]) = [out.strL(g+1) out.strL(g)]; |
---|
859 | % END |
---|
860 | end; |
---|
861 | end; |
---|
862 | out.posit1 = find(out.strL==1); |
---|
863 | out.strRgr = out.strL((out.posit1+1):n_strL); |
---|
864 | out.strMis = out.strL(1:(out.posit1-1)); |
---|
865 | out.bitstr = str_bitres(out.bitstr,removed_elements,out.nbits); |
---|
866 | out.loglik = seloglik1(out);*/ |
---|
867 | |
---|
868 | /*function out = sestrinsert(in,inserted_elements); |
---|
869 | % Moves elements into regressor |
---|
870 | n_strL = length(in.strL); |
---|
871 | out = in; |
---|
872 | for f=inserted_elements; |
---|
873 | posit1 = find(out.strL==1); |
---|
874 | positf = find(out.strL==f); |
---|
875 | for g=positf:(posit1-1); |
---|
876 | % BEGIN: We are swapping g and g+1 NOW!!!! |
---|
877 | [out.L, out.d] = seswapudl(out.L, out.d, g); |
---|
878 | [out.L0, out.d0] = seswapudl(out.L0, out.d0, g); |
---|
879 | out.strL([g g+1]) = [out.strL(g+1) out.strL(g)]; |
---|
880 | % END |
---|
881 | end; |
---|
882 | end; |
---|
883 | out.posit1 = find(out.strL==1); |
---|
884 | out.strRgr = out.strL((out.posit1+1):n_strL); |
---|
885 | out.strMis = out.strL(1:(out.posit1-1)); |
---|
886 | out.bitstr = str_bitset(out.bitstr,inserted_elements,out.nbits); |
---|
887 | out.loglik = seloglik1(out);*/ |
---|
888 | |
---|
889 | % |
---|
890 | % seloglik_real = seloglik1 + seloglik2 |
---|
891 | % |
---|
892 | |
---|
893 | /*function l = seloglik1(in) |
---|
894 | % This is the loglikelihood (non-constant part) - this should be used in |
---|
895 | % frequent computation |
---|
896 | len = length(in.d); |
---|
897 | p1 = in.posit1; |
---|
898 | |
---|
899 | i1 = -0.5*in.nu *log(in.d (p1)) -0.5*sum(log(in.d ((p1+1):len))); |
---|
900 | i0 = -0.5*in.nu0*log(in.d0(p1)) -0.5*sum(log(in.d0((p1+1):len))); |
---|
901 | l = i1-i0; |
---|
902 | |
---|
903 | % DEBUGGing print: |
---|
904 | % fprintf('SELOGLIK1: str=%s loglik=%g\n', strPrintstr(in), l);*/ |
---|
905 | |
---|
906 | |
---|
907 | function l = seloglik2(in) |
---|
908 | % This is the loglikelihood (constant part) - this should be added to |
---|
909 | % everything at the end. It needs some computation, so it is useless to |
---|
910 | % make it for all the stuff |
---|
911 | logpi = log(pi); |
---|
912 | |
---|
913 | i1 = gammaln(in.nu /2) - 0.5*in.nu *logpi; |
---|
914 | i0 = gammaln(in.nu0/2) - 0.5*in.nu0*logpi; |
---|
915 | l = i1-i0; |
---|
916 | |
---|
917 | |
---|
918 | /*function [Lout, dout] = seswapudl(L,d,i); |
---|
919 | %SESWAPUDL swaps information matrix in decomposition V=L^T diag(d) L |
---|
920 | % |
---|
921 | % [Lout, dout] = seswapudl(L,d,i); |
---|
922 | % |
---|
923 | % L : lower triangular matrix with 1's on diagonal of the decomposistion |
---|
924 | % d : diagonal vector of diagonal matrix of the decomposition |
---|
925 | % i : index of line to be swapped with the next one |
---|
926 | % Lout : output lower triangular matrix |
---|
927 | % dout : output diagional vector of diagonal matrix D |
---|
928 | % |
---|
929 | % Description: |
---|
930 | % Lout' * diag(dout) * Lout = P(i,i+1) * L' * diag(d) * L * P(i,i+1); |
---|
931 | % |
---|
932 | % Where permutation matrix P(i,j) permutates columns if applied from the |
---|
933 | % right and line if applied from the left. |
---|
934 | % |
---|
935 | % Note: naming: |
---|
936 | % se = structure estimation |
---|
937 | % lite = light, simple |
---|
938 | % udl = U*D*L, or more precisely, L'*D*L, also called as ld |
---|
939 | % |
---|
940 | % Design : L. Tesar |
---|
941 | % Updated : Feb 2003 |
---|
942 | % Project : post-ProDaCTool |
---|
943 | % Reference: sedydr |
---|
944 | |
---|
945 | j = i+1; |
---|
946 | |
---|
947 | pomd = d(i); |
---|
948 | d(i) = d(j); |
---|
949 | d(j) = pomd; |
---|
950 | |
---|
951 | pomL = L(i,:); |
---|
952 | L(i,:) = L(j,:); |
---|
953 | L(j,:) = pomL; |
---|
954 | |
---|
955 | pomL = L(:,i); |
---|
956 | L(:,i) = L(:,j); |
---|
957 | L(:,j) = pomL; |
---|
958 | |
---|
959 | % We must be working with LINES of matrix L ! |
---|
960 | |
---|
961 | r = L(i,:)'; |
---|
962 | f = L(j,:)'; |
---|
963 | Dr = d(i); |
---|
964 | Df = d(j); |
---|
965 | |
---|
966 | [r, f, Dr, Df] = sedydr(r, f, Dr, Df, j); |
---|
967 | |
---|
968 | r0 = r(i); |
---|
969 | Dr = Dr*r0*r0; |
---|
970 | r = r/r0; |
---|
971 | |
---|
972 | L(i,:) = r'; |
---|
973 | L(j,:) = f'; |
---|
974 | d(i) = Dr; |
---|
975 | d(j) = Df; |
---|
976 | |
---|
977 | L(i,i) = 1; |
---|
978 | L(j,j) = 1; |
---|
979 | |
---|
980 | Lout = L; |
---|
981 | dout = d;*/ |
---|
982 | |
---|
983 | /*function [rout, fout, Drout, Dfout, kr] = sedydr(r,f,Dr,Df,R,jl,jh); |
---|
984 | %SEDYDR dyadic reduction, performs transformation of sum of 2 dyads |
---|
985 | % |
---|
986 | % [rout, fout, Drout, Dfout, kr] = sedydr(r,f,Dr,Df,R,jl,jh); |
---|
987 | % [rout, fout, Drout, Dfout] = sedydr(r,f,Dr,Df,R); |
---|
988 | % |
---|
989 | % Description: dyadic reduction, performs transformation of sum of |
---|
990 | % 2 dyads r*Dr*r'+ f*Df*f' so that the element of r pointed by R is zeroed |
---|
991 | % |
---|
992 | % r : column vector of reduced dyad |
---|
993 | % f : column vector of reducing dyad |
---|
994 | % Dr : scalar with weight of reduced dyad |
---|
995 | % Df : scalar with weight of reducing dyad |
---|
996 | % R : scalar number giving 1 based index to the element of r, |
---|
997 | % which is to be reduced to |
---|
998 | % zero; the corresponding element of f is assumed to be 1. |
---|
999 | % jl : lower index of the range within which the dyads are |
---|
1000 | % modified (can be omitted, then everything is updated) |
---|
1001 | % jh : upper index of the range within which the dyads are |
---|
1002 | % modified (can be omitted then everything is updated) |
---|
1003 | % rout,fout,Drout,dfout : resulting two dyads |
---|
1004 | % kr : coefficient used in the transformation of r |
---|
1005 | % rnew = r + kr*f |
---|
1006 | % |
---|
1007 | % Description: dyadic reduction, performs transformation of sum of |
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1008 | % 2 dyads r*Dr*r'+ f*Df*f' so that the element of r indexed by R is zeroed |
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1009 | % Remark1: Constant mzero means machine zero and should be modified |
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1010 | % according to the precision of particular machine |
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1011 | % Remark2: jl and jh are, in fact, obsolete. It takes longer time to |
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1012 | % compute them compared to plain version. The reason is that we |
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1013 | % are doing vector operations in m-file. Other reason is that |
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1014 | % we need to copy whole vector anyway. It can save half of time for |
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1015 | % c-file, if you use it correctly. (please do tests) |
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1016 | % |
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1017 | % Note: naming: |
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1018 | % se = structure estimation |
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1019 | % dydr = dyadic reduction |
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1020 | % |
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1021 | % Original Fortran design: V. Peterka 17-7-89 |
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1022 | % Modified for c-language: probably R. Kulhavy |
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1023 | % Modified for m-language: L. Tesar 2/2003 |
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1024 | % Updated: Feb 2003 |
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1025 | % Project: post-ProDaCTool |
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1026 | % Reference: none |
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1027 | |
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1028 | if nargin<6; |
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1029 | update_whole=1; |
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1030 | else |
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1031 | update_whole=0; |
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1032 | end; |
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1033 | |
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1034 | mzero = 1e-32; |
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1035 | |
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1036 | if Dr<mzero; |
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1037 | Dr=0; |
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1038 | end; |
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1039 | |
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1040 | r0 = r(R); |
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1041 | kD = Df; |
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1042 | kr = r0 * Dr; |
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1043 | Dfout = kD + r0 * kr; |
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1044 | |
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1045 | if Dfout > mzero; |
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1046 | kD = kD / Dfout; |
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1047 | kr = kr / Dfout; |
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1048 | else; |
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1049 | kD = 1; |
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1050 | kr = 0; |
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1051 | end; |
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1052 | |
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1053 | Drout = Dr * kD; |
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1054 | |
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1055 | % Try to uncomment marked stuff (*) if in numerical problems, but I don't |
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1056 | % think it can make any difference for normal healthy floating-point unit |
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1057 | if update_whole; |
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1058 | rout = r - r0*f; |
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1059 | % rout(R) = 0; % * could be needed for some nonsense cases(or numeric reasons?), normally not |
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1060 | fout = f + kr*rout; |
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1061 | % fout(R) = 1; % * could be needed for some nonsense cases(or numeric reasons?), normally not |
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1062 | else; |
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1063 | rout = r; |
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1064 | fout = f; |
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1065 | rout(jl:jh) = r(jl:jh) - r0 * f(jl:jh); |
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1066 | rout(R) = 0; |
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1067 | fout(jl:jh) = f(jl:jh) + kr * rout(jl:jh); |
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1068 | end;*/ |
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1069 | |
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1070 | |
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1071 | |
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1072 | #endif |
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1073 | |
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1074 | |
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1075 | } |
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