1 | |
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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; f1.set_rv ( xy ); |
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21 | enorm<fsqmat> f2; f1.set_rv ( 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; g0.set_rv(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.epredictor(); //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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