root/library/tests/merger_iter_test.cpp @ 484

#include "stat/exp_family.h"
#include "stat/merger.h"

using namespace bdm;

using namespace bdm;

//These lines are needed for use of cout and endl
using std::cout;
using std::endl;

int main() {

        RNG_randomize();

        RV x ( "{x }", "1" );
        RV y ( "{y }", "1" );

        RV xy = x;
        xy.add ( y );

        enorm<fsqmat> f1;
        f1.set_rv ( xy );
        enorm<fsqmat> f2;
        f2.set_rv ( xy );
        enorm<fsqmat> f3;
        f3.set_rv ( y );

        f1.set_parameters ( "4 3", mat ( "0.4 0.3; 0.3 0.4" ) );
        f2.set_parameters ( "1 3", mat ( "0.3 -0.2; -0.2 0.3" ) );
        f3.set_parameters ( "2", mat ( "0.4" ) );

        Array<mpdf* > A ( 3 );
        mepdf A1 ( &f1 );
        mepdf A2 ( &f2 );
        mepdf A3 ( &f3 );
        A ( 0 ) = &A1;
        A ( 1 ) = &A2;
        A ( 2 ) = &A3;

        int Npoints = 100;
        mat x_grid ( 1, Npoints );
        x_grid.set_row ( 0, linspace ( -2.0, 4.0, Npoints ) );
        mat y_grid ( 1, Npoints );
        y_grid.set_row ( 0, linspace ( -2.0, 4.0, Npoints ) );

        mat Grid ( 2, Npoints*Npoints );
        Grid.set_submatrix ( 0, 0, kron ( x_grid, ones ( 1, Npoints ) ) );
        Grid.set_submatrix ( 1, 0, kron ( ones ( 1, Npoints ), y_grid ) );

        merger_mix M ( A );
        enorm<fsqmat> g0;
        g0.set_rv ( xy );
        g0.set_parameters ( vec ( "4 4" ), mat ( "1 0; 0 1" ) );

        M.set_parameters ( 5 );
        M.set_method ( LOGNORMAL, 1.2 );
        M.set_support ( g0, 400 );
        M.merge();

        MixEF &MM = M._Mix();
        epdf* MP = MM.epredictor();//xy

        vec Res1 = M.evallog_m ( Grid );
        mat Res2 = ( ( emix* ) MP )->evallog_M ( Grid );

        it_file it ( "merger_iter_test.it" );
        it << Name ( "Npoints" ) << Npoints;
        it << Name ( "Grid" ) << Grid;
        it << Name ( "Res1" ) << Res1;
        it << Name ( "Res2" ) << Res2;
}