root/tests/merger_test.cpp @ 300

#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 z ( x );

        enorm<fsqmat> f1; f1.set_rv ( x );
        enorm<fsqmat> f2; f2.set_rv ( x );

        f1.set_parameters ( "-5",mat ( "2" ) );
        f2.set_parameters ( "5",mat ( "10" ) );

        Array<mpdf* > A ( 2 );
        mepdf A1 ( &f1 );
        mepdf A2 ( &f2 );
        A ( 0 ) =&A1;
        A ( 1 ) =&A2;

        int Npoints=100;
        mat x_grid ( 1,Npoints );
        x_grid.set_row ( 0,linspace ( -10.0, 10.0 ) );

        vec l_f1=f1.evallog_m ( x_grid );

        vec l_f2=f2.evallog_m ( x_grid );
        mat lW ( 2,Npoints );
        lW.set_row ( 0, l_f1 );
        lW.set_row ( 1, l_f2 );

        merger M ( A );
        enorm<fsqmat> g0; g0.set_rv ( x );
        g0.set_parameters ( vec ( "0.0" ),mat ( "100.0" ) );

        M.set_parameters ( 1.2,200,3 );
        M.merge ( &g0 );

        vec m2 = M.lognorm_merge ( lW );
        vec mm2 = M.evallog_m ( x_grid );

        it_file it ( "merger_test.it" );
        it << Name ( "x_grid" ) << x_grid;
        it << Name ( "lf1" ) << l_f1;
        it << Name ( "lf2" ) << l_f2;
        it << Name ( "m2" ) << m2;
        it << Name ( "mm2" ) << mm2;
}