root/tests/merger_iter_test.cpp @ 254

#include <itpp/itbase.h>
#include <stat/libEF.h>
#include <estim/merger.h>

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 ( xy );
        enorm<fsqmat> f2 ( xy );
        enorm<fsqmat> f3(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 M ( A );
        enorm<fsqmat> g0(xy);
        g0.set_parameters(vec("4 4"),mat("1 0; 0 1"));
        
        M.set_parameters(1.2,400,5);
        M.merge(&g0);
        
        MixEF &MM = M._Mix();
        epdf* MP = MM.predictor(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;
}