| 1 | #include <itpp/itbase.h> |
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| 2 | #include <stat/libEF.h> |
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| 3 | #include <estim/merger.h> |
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| 4 | |
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| 5 | using namespace bdm; |
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| 6 | |
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| 7 | //These lines are needed for use of cout and endl |
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| 8 | using std::cout; |
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| 9 | using std::endl; |
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| 10 | |
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| 11 | int main() { |
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| 12 | |
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| 13 | RNG_randomize(); |
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| 14 | |
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| 15 | RV x ( "{x }","1" ); |
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| 16 | RV y ( "{y }","1" ); |
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| 17 | |
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| 18 | RV xy=x; xy.add(y); |
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| 19 | |
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| 20 | enorm<fsqmat> f1 ( xy ); |
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| 21 | enorm<fsqmat> f2 ( xy ); |
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| 22 | |
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| 23 | mat R1 ( "0.5 0.48; 0.48 0.5" ); |
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| 24 | mat R2 ( "0.5 0; 0 0.1" ); |
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| 25 | f1.set_parameters ( "1 1", R1); |
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| 26 | f2.set_parameters ( "1 1",mat ( "0.5 0; 0 0.1" ) ); |
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| 27 | |
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| 28 | Array<mpdf* > A ( 2 ); |
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| 29 | mepdf A1(&f1); |
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| 30 | mepdf A2(&f2); |
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| 31 | A ( 0 ) =&A1; |
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| 32 | A ( 1 ) =&A2; |
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| 33 | |
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| 34 | int Npoints=100; |
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| 35 | mat x_grid(1,Npoints); |
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| 36 | x_grid.set_row(0,linspace ( -2.0, 4.0, Npoints )); |
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| 37 | mat y_grid(1,Npoints); |
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| 38 | y_grid.set_row(0,linspace ( -2.0, 4.0, Npoints )); |
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| 39 | |
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| 40 | mat Grid (2,Npoints*Npoints); |
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| 41 | Grid.set_submatrix ( 0,0, kron(x_grid,ones(1,Npoints)) ); |
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| 42 | Grid.set_submatrix ( 1,0, kron(ones(1,Npoints), y_grid) ); |
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| 43 | |
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| 44 | merger M ( A ); |
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| 45 | enorm<fsqmat> g0(xy); |
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| 46 | g0.set_parameters(vec("1 1"),mat("10 0; 0 10")); |
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| 47 | |
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| 48 | M.set_parameters(1e8,400,1); |
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| 49 | M.merge(&g0); |
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| 50 | |
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| 51 | MixEF &MM = M._Mix(); |
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| 52 | emix* MP = MM.predictor(xy); |
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| 53 | |
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| 54 | vec Res1 = M.evallog_m(Grid); |
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| 55 | mat Res2 = (MP)->evallog_M(Grid); |
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| 56 | |
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| 57 | it_file it("merger_2d_test.it"); |
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| 58 | it << Name("Npoints") << Npoints; |
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| 59 | it << Name("Grid") << Grid; |
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| 60 | it << Name("Res1") << Res1; |
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| 61 | it << Name("Res2") << Res2; |
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| 62 | it << Name("S1") << f1.evallog_m(Grid); |
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| 63 | it << Name("S2") << f2.evallog_m(Grid); |
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| 64 | cout << ((enorm<ldmat>*)(MP->_Coms(0)))->_R().to_mat() << endl; |
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| 65 | } |
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