| 1 | |
|---|
| 2 | #include <stat/libEF.h> |
|---|
| 3 | #include <estim/merger.h> |
|---|
| 4 | |
|---|
| 5 | using namespace bdm; |
|---|
| 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" ); |
|---|
| 17 | // RV u2 ( "{u2 }","1" ); |
|---|
| 18 | |
|---|
| 19 | RV all = y; |
|---|
| 20 | all.add ( u1 ); |
|---|
| 21 | // all.add ( u2 ); |
|---|
| 22 | |
|---|
| 23 | mlnorm<fsqmat> f1; f1.set_rv( y ); f1.set_rvc( u1 ); |
|---|
| 24 | enorm<fsqmat> f2; f2.set_rv( y );// f2.set_rvc( u2 ); |
|---|
| 25 | |
|---|
| 26 | //Differneces in constant term are essential |
|---|
| 27 | f1.set_parameters ( "1","1",mat ( "0.01" ) ); |
|---|
| 28 | f2.set_parameters ( "2", mat ( "0.02" ) ); |
|---|
| 29 | |
|---|
| 30 | mepdf mf2(&f2); |
|---|
| 31 | |
|---|
| 32 | Array<mpdf* > A ( 2 ); |
|---|
| 33 | A ( 0 ) =&f1; |
|---|
| 34 | A ( 1 ) =&mf2; |
|---|
| 35 | |
|---|
| 36 | merger M ( A ); |
|---|
| 37 | M.debug_file("iter_cond_debug.it"); |
|---|
| 38 | enorm<ldmat> g0; g0.set_rv ( all ); |
|---|
| 39 | mat Cov=10*eye ( 2 ); |
|---|
| 40 | /* Cov(1,2)=0.29; |
|---|
| 41 | Cov(2,1)=0.29;*/ |
|---|
| 42 | g0.set_parameters ( vec ( "2 1" ),Cov);// +1*ones ( 3,3 ) ); |
|---|
| 43 | |
|---|
| 44 | // enorm<ldmat>* teste=g0.marginal(concat(u1,u2)); |
|---|
| 45 | // mlnorm<ldmat>* testm=(mlnorm<ldmat>*)teste->condition(u2); |
|---|
| 46 | |
|---|
| 47 | M.set_parameters ( 1.2,1000,1,0.5); |
|---|
| 48 | |
|---|
| 49 | Array<vec> YUU(2); |
|---|
| 50 | YUU(0)=linspace(1.5,2.5,20); |
|---|
| 51 | YUU(1)=linspace(0.5,1.5,20); |
|---|
| 52 | |
|---|
| 53 | YUU(0)=linspace(0,4,20); |
|---|
| 54 | YUU(1)=linspace(-1,3,20); |
|---|
| 55 | //YUU(2)=linspace(-3,3,20); |
|---|
| 56 | |
|---|
| 57 | //M.set_grid(YUU); |
|---|
| 58 | |
|---|
| 59 | int Ntrials=1; |
|---|
| 60 | vec A1s ( Ntrials ); |
|---|
| 61 | // vec A2s ( Ntrials ); |
|---|
| 62 | vec R1s ( Ntrials ); |
|---|
| 63 | vec R2s ( Ntrials ); |
|---|
| 64 | vec C1s ( Ntrials ); |
|---|
| 65 | vec C2s ( Ntrials ); |
|---|
| 66 | |
|---|
| 67 | for ( int it=0;it<Ntrials;it++ ) { |
|---|
| 68 | M.merge ( &g0 ); |
|---|
| 69 | |
|---|
| 70 | MixEF &MM = M._Mix(); |
|---|
| 71 | epdf* MP = MM._Coms ( 0 )->epredictor ( ); |
|---|
| 72 | MP->set_rv(all); |
|---|
| 73 | |
|---|
| 74 | //Missing piece |
|---|
| 75 | enorm<ldmat>* miss= (enorm<ldmat>*) MP->marginal(u1); |
|---|
| 76 | cout << "Missing: " << miss->_mu() << " +- " << miss->_R().to_mat() << endl; |
|---|
| 77 | |
|---|
| 78 | RV yu1 = y; yu1.add ( u1 ); |
|---|
| 79 | // RV yu2 = y; yu2.add ( u2 ); |
|---|
| 80 | enorm<ldmat>* P1m= ( enorm<ldmat>* ) MP->marginal ( yu1 ); |
|---|
| 81 | enorm<ldmat>* P2m= ( enorm<ldmat>* ) MP->marginal ( y ); |
|---|
| 82 | mlnorm<ldmat>* P1c= ( mlnorm<ldmat>* ) ( P1m->condition ( y ) ); |
|---|
| 83 | // mlnorm<ldmat>* P2c= ( mlnorm<ldmat>* ) ( P2m->condition ( y ) ); |
|---|
| 84 | |
|---|
| 85 | A1s(it) = P1c->_A()(0,0); |
|---|
| 86 | // A2s(it) = P2c->_A()(0,0); |
|---|
| 87 | R1s(it) = P1c->_R()(0,0); |
|---|
| 88 | R2s(it) = P2m->_R().to_mat()(0,0); |
|---|
| 89 | C1s(it) = P1c->_mu_const()(0); |
|---|
| 90 | C2s(it) = P2m->_mu()(0); |
|---|
| 91 | |
|---|
| 92 | cout << "mean: " << MM._Coms(0)->_e()->mean() <<endl; |
|---|
| 93 | } |
|---|
| 94 | |
|---|
| 95 | |
|---|
| 96 | |
|---|
| 97 | cout << "A1s:" <<A1s<<endl; |
|---|
| 98 | cout << "C2s:" <<C2s<<endl; |
|---|
| 99 | double A1mean = sum(A1s)/Ntrials; |
|---|
| 100 | // double A2mean = sum(A2s)/Ntrials; |
|---|
| 101 | double C1mean = sum(C1s)/Ntrials; |
|---|
| 102 | double C2mean = sum(C2s)/Ntrials; |
|---|
| 103 | double R1mean = sum(R1s)/Ntrials; |
|---|
| 104 | double R2mean = sum(R2s)/Ntrials; |
|---|
| 105 | cout << "A1: " << A1mean << " +- " << 2*sqrt(sum_sqr(A1s)/Ntrials-A1mean*A1mean) <<endl; |
|---|
| 106 | // cout << "A2: " << A2mean << " +- " << 2*sqrt(sum_sqr(A2s)/Ntrials-A2mean*A2mean) <<endl; |
|---|
| 107 | cout << "C1: " << C1mean << " +- " << 2*sqrt(sum_sqr(C1s)/Ntrials-C1mean*C1mean) <<endl; |
|---|
| 108 | cout << "C2: " << C2mean << " +- " << 2*sqrt(sum_sqr(C2s)/Ntrials-C2mean*C2mean) <<endl; |
|---|
| 109 | cout << "R1: " << R1mean << " +- " << 2*sqrt(sum_sqr(R1s)/Ntrials-R1mean*R1mean) <<endl; |
|---|
| 110 | cout << "R2: " << R2mean << " +- " << 2*sqrt(sum_sqr(R2s)/Ntrials-R2mean*R2mean) <<endl; |
|---|
| 111 | |
|---|
| 112 | |
|---|
| 113 | } |
|---|
