[262] | 1 | |
---|
[205] | 2 | #include <stat/libEF.h> |
---|
| 3 | #include <estim/merger.h> |
---|
| 4 | |
---|
[254] | 5 | using namespace bdm; |
---|
[205] | 6 | |
---|
| 7 | //These lines are needed for use of cout and endl |
---|
| 8 | using std::cout; |
---|
| 9 | using std::endl; |
---|
| 10 | |
---|
| 11 | int main() { |
---|
| 12 | |
---|
| 13 | RNG_randomize(); |
---|
| 14 | |
---|
| 15 | RV y ( "{y }","1" ); |
---|
| 16 | RV u1 ( "{u1 }","1" ); |
---|
[301] | 17 | // RV u2 ( "{u2 }","1" ); |
---|
[205] | 18 | |
---|
| 19 | RV all = y; |
---|
| 20 | all.add ( u1 ); |
---|
[301] | 21 | // all.add ( u2 ); |
---|
[205] | 22 | |
---|
[270] | 23 | mlnorm<fsqmat> f1; f1.set_rv( y ); f1.set_rvc( u1 ); |
---|
[301] | 24 | enorm<fsqmat> f2; f2.set_rv( y );// f2.set_rvc( u2 ); |
---|
[205] | 25 | |
---|
| 26 | //Differneces in constant term are essential |
---|
| 27 | f1.set_parameters ( "0.4","1",mat ( "0.04" ) ); |
---|
[301] | 28 | f2.set_parameters ( "0.2", mat ( "0.08" ) ); |
---|
[205] | 29 | |
---|
[301] | 30 | mepdf mf2(&f2); |
---|
| 31 | |
---|
[205] | 32 | Array<mpdf* > A ( 2 ); |
---|
| 33 | A ( 0 ) =&f1; |
---|
[301] | 34 | A ( 1 ) =&mf2; |
---|
[205] | 35 | |
---|
| 36 | merger M ( A ); |
---|
[299] | 37 | M.debug_file("iter_cond_debug.it"); |
---|
| 38 | enorm<ldmat> g0; g0.set_rv ( all ); |
---|
[301] | 39 | mat Cov=10*eye ( 2 ); |
---|
| 40 | /* Cov(1,2)=0.29; |
---|
| 41 | Cov(2,1)=0.29;*/ |
---|
| 42 | g0.set_parameters ( vec ( "0 0" ),Cov);// +1*ones ( 3,3 ) ); |
---|
[205] | 43 | |
---|
[301] | 44 | // enorm<ldmat>* teste=g0.marginal(concat(u1,u2)); |
---|
| 45 | // mlnorm<ldmat>* testm=(mlnorm<ldmat>*)teste->condition(u2); |
---|
[299] | 46 | |
---|
[301] | 47 | M.set_parameters ( 1.2,1000,1); |
---|
[299] | 48 | |
---|
[301] | 49 | Array<vec> YUU(2); |
---|
[299] | 50 | YUU(0)=linspace(-2.9,3.1,20); |
---|
| 51 | YUU(1)=linspace(-5,5,20); |
---|
[301] | 52 | //YUU(2)=linspace(-3,3,20); |
---|
[205] | 53 | |
---|
[299] | 54 | M.set_grid(YUU); |
---|
| 55 | |
---|
| 56 | int Ntrials=1; |
---|
[205] | 57 | vec A1s ( Ntrials ); |
---|
[301] | 58 | // vec A2s ( Ntrials ); |
---|
[205] | 59 | vec R1s ( Ntrials ); |
---|
| 60 | vec R2s ( Ntrials ); |
---|
| 61 | vec C1s ( Ntrials ); |
---|
| 62 | vec C2s ( Ntrials ); |
---|
| 63 | |
---|
| 64 | for ( int it=0;it<Ntrials;it++ ) { |
---|
| 65 | M.merge ( &g0 ); |
---|
| 66 | |
---|
| 67 | MixEF &MM = M._Mix(); |
---|
[270] | 68 | epdf* MP = MM._Coms ( 0 )->epredictor ( ); |
---|
[299] | 69 | MP->set_rv(all); |
---|
[205] | 70 | |
---|
| 71 | RV yu1 = y; yu1.add ( u1 ); |
---|
[301] | 72 | // RV yu2 = y; yu2.add ( u2 ); |
---|
[205] | 73 | enorm<ldmat>* P1m= ( enorm<ldmat>* ) MP->marginal ( yu1 ); |
---|
[301] | 74 | enorm<ldmat>* P2m= ( enorm<ldmat>* ) MP->marginal ( y ); |
---|
[205] | 75 | mlnorm<ldmat>* P1c= ( mlnorm<ldmat>* ) ( P1m->condition ( y ) ); |
---|
[301] | 76 | // mlnorm<ldmat>* P2c= ( mlnorm<ldmat>* ) ( P2m->condition ( y ) ); |
---|
[205] | 77 | |
---|
| 78 | A1s(it) = P1c->_A()(0,0); |
---|
[301] | 79 | // A2s(it) = P2c->_A()(0,0); |
---|
[205] | 80 | R1s(it) = P1c->_R()(0,0); |
---|
[301] | 81 | R2s(it) = P2m->_R().to_mat()(0,0); |
---|
[205] | 82 | C1s(it) = P1c->_mu_const()(0); |
---|
[301] | 83 | C2s(it) = P2m->_mu()(0); |
---|
[205] | 84 | |
---|
[299] | 85 | cout << "mean: " << MM._Coms(0)->_e()->mean() <<endl; |
---|
[205] | 86 | } |
---|
[299] | 87 | |
---|
| 88 | |
---|
| 89 | |
---|
| 90 | cout << "A1s:" <<A1s<<endl; |
---|
| 91 | cout << "C2s:" <<C2s<<endl; |
---|
[205] | 92 | double A1mean = sum(A1s)/Ntrials; |
---|
[301] | 93 | // double A2mean = sum(A2s)/Ntrials; |
---|
[205] | 94 | double C1mean = sum(C1s)/Ntrials; |
---|
| 95 | double C2mean = sum(C2s)/Ntrials; |
---|
| 96 | double R1mean = sum(R1s)/Ntrials; |
---|
| 97 | double R2mean = sum(R2s)/Ntrials; |
---|
[299] | 98 | cout << "A1: " << A1mean << " +- " << 2*sqrt(sum_sqr(A1s)/Ntrials-A1mean*A1mean) <<endl; |
---|
[301] | 99 | // cout << "A2: " << A2mean << " +- " << 2*sqrt(sum_sqr(A2s)/Ntrials-A2mean*A2mean) <<endl; |
---|
[299] | 100 | cout << "C1: " << C1mean << " +- " << 2*sqrt(sum_sqr(C1s)/Ntrials-C1mean*C1mean) <<endl; |
---|
| 101 | cout << "C2: " << C2mean << " +- " << 2*sqrt(sum_sqr(C2s)/Ntrials-C2mean*C2mean) <<endl; |
---|
| 102 | cout << "R1: " << R1mean << " +- " << 2*sqrt(sum_sqr(R1s)/Ntrials-R1mean*R1mean) <<endl; |
---|
| 103 | cout << "R2: " << R2mean << " +- " << 2*sqrt(sum_sqr(R2s)/Ntrials-R2mean*R2mean) <<endl; |
---|
[205] | 104 | } |
---|