Changeset 1346 for applications/robust/main.cpp

Timestamp:

05/02/11 11:27:15 (13 years ago)

Author:

sindj

Message:

Oprava integrace, pokud se merguje i splituje. JS

Files:

• applications/robust/main.cpp (modified) (11 diffs)

applications/robust/main.cpp

@@ -18 +18 @@
 
 const int emlig_size = 2;
-const int utility_constant = 2;
+const int utility_constant = 3;
 
 
@@ -139 +139 @@
         vector<vector<string>> strings;
 
-        char* file_strings[3] = {"c:\\dataADClosePercDiff","c:\\ar_student_single","c:\\ar_cauchy_single"};
+        char* file_strings[3] = {"c:\\Users\\Hontik\\Desktop\\dataGCClosePercDiff","c:\\ar_student_single","c:\\ar_cauchy_single"};
 
         for(int i = 0;i<3;i++)
@@ -171 +171 @@
                 vector<vec> conditions;
                 //emlig* emliga = new emlig(2);
-                RARX* my_rarx = new RARX(3,30,true);
+                RARX* my_rarx = new RARX(2,30,false);
                 
                 
@@ -211 +211 @@
                                         
                                 
-                                if(k>10)
+                                if(k>8)
                                 {
                                         //my_rarx->posterior->step_me(0);
 
-                                        mat samples = my_rarx->posterior->sample_mat(10);
-
-                                        pair<vec,mat> imp_samples = my_rarx->posterior->importance_sample(20);
-
-                                        cout << imp_samples.first << endl;
+                                        //mat samples = my_rarx->posterior->sample_mat(10);
+
+                                        pair<vec,mat> imp_samples = my_rarx->posterior->importance_sample(1000);
+
+                                        //cout << imp_samples.first << endl;
                                         
                                         vec sample_prediction;
-                                        for(int t = 0;t<samples.cols();t++)
+                                        for(int t = 0;t<imp_samples.first.size();t++)
                                         {
                                                 vec lap_sample = conditions[k-3].left(2);
-                                                lap_sample.ins(lap_sample.size(),1.0);
+                                                //lap_sample.ins(lap_sample.size(),1.0);
                                                 
                                                 lap_sample.ins(0,LapRNG());
 
-                                                sample_prediction.ins(0,lap_sample*samples.get_col(t));
+                                                sample_prediction.ins(0,lap_sample*imp_samples.second.get_col(t));
                                         }
 
@@ -237 +237 @@
                                         // cout << sample_prediction << endl;
                                         vec poly_coefs;
+                                        double prediction;
                                         bool stop_iteration = false;
                                         int en = 1;
                                         do
                                         {
-                                                double poly_coef = ones(sample_pow.size())*sample_pow/sample_pow.size();
+                                                double poly_coef = imp_samples.first*sample_pow/(imp_samples.first*ones(imp_samples.first.size()));
+
+                                                if(en==1)
+                                                {
+                                                        prediction = poly_coef;
+                                                }
 
                                                 poly_coef = poly_coef*en*fact(utility_constant-2+en)/fact(utility_constant-2);
@@ -278 +284 @@
                                         */
 
-                                        // cout << "Coefficients: " << poly_coefs << endl;
+                                        cout << "Coefficients: " << poly_coefs << endl;
                                                                                 
                                         /*
@@ -287 +293 @@
                                         */
                                         
+
+
                                         cvec actions = roots(poly_coefs);
                                         
@@ -295 +303 @@
                                                 if(actions[t].imag() == 0)
                                                 {
-                                                        
-
                                                         double second_derivative = 0;
                                                         for(int q = 1;q<poly_coefs.size();q++)
@@ -319 +325 @@
                                         // cout << "MaxLik coords:" << my_rarx->posterior->minimal_vertex->get_coordinates() << endl;
 
+                                        /*
                                         double prediction = 0;
                                         for(int s = 1;s<samples.rows();s++)
                                         {
                                                 
-                                                double avg_parameter = samples.get_row(s)*ones(samples.cols())/samples.cols();
+                                                double avg_parameter = imp_samples.get_row(s)*ones(samples.cols())/samples.cols();
 
                                                 prediction += avg_parameter*conditions[k-3][s-1];
@@ -355 +362 @@
                                                 myfile.close();
                                                 */
-                                        }
-
-                                        cout << "Prediction: "<< prediction << endl;
+
+                                        
+                                        //}
+
+                                        // cout << "Prediction: "<< prediction << endl;
                                         
                                         enorm<ldmat>* pred_mat = my_arx->epredictor(conditions[k-3].left(2));
@@ -401 +410 @@
                                         }
                                         myfile.close();
-                                        
+                                        //*/
 
                                 }