Changeset 1366

Timestamp:

05/10/11 18:59:52 (14 years ago)

Author:

sindj

Message:

Jupiijahou, snad se podarilo dobojovat s normalizacnim faktorem. Pridany vsechny potrebne logaritmy do log_nc. JS

Location:

applications/robust

Files:

• main.cpp (modified) (4 diffs)
• robustlib.cpp (modified) (4 diffs)
• robustlib.h (modified) (5 diffs)

applications/robust/main.cpp

@@ -112 +112 @@
                         {                               
                                 V0  = 0.01 * eye(ar_components.size()+2);
-                                V0(0,0) = 0;
+                                V0(0,0) = 1;
                                 my_arx->set_constant(true);     
                                 
@@ -120 +120 @@
                                 
                                 V0  = 0.01 * eye(ar_components.size()+1);
-                                V0(0,0) = 0;
+                                V0(0,0) = 1;
                                 my_arx->set_constant(false);                            
                                 
@@ -378 +378 @@
         vector<vector<string>> strings;
 
-        char* file_string = "c:\\data"; 
+        char* file_string = "c:\\dataCDClosePercDiff"; 
 
         char dfstring[80];
@@ -417 +417 @@
         for(list<list<pair<int,int>>>::iterator model_type = model_types.begin();model_type!=model_types.end();model_type++)
         {
-                models.push_back(new model((*model_type),true,false,30,0,&data_matrix));
-                models.push_back(new model((*model_type),false,false,30,0,&data_matrix));
+                models.push_back(new model((*model_type),true,true,100,0,&data_matrix));
+                models.push_back(new model((*model_type),false,true,100,0,&data_matrix));
+                models.push_back(new model((*model_type),true,false,100,0,&data_matrix));
+                models.push_back(new model((*model_type),false,false,100,0,&data_matrix));
         }
         
         mat result_lognc;
 
-        for(int time = max_model_order;20;time++) //time<data_matrix.cols()
+        for(int time = max_model_order;time<data_matrix.cols();time++) //time<data_matrix.cols()
         {       
                 vec cur_res_lognc;

applications/robust/robustlib.cpp

@@ -145 +145 @@
                                 base_vertex = (*base_ref);
                         
-                                //cout << "Base coords: " << base_vertex->get_coordinates() << endl;
-                                //cout << "Condition: " << as_toprow->condition_sum << endl;
-                                //pause(0.1);
+                                /*
+                                cout << "Base coords: " << base_vertex->get_coordinates() << endl;
+                                cout << "Condition: " << as_toprow->condition_sum << endl;
+                                pause(0.1);
+                                */
 
                                 a_0 = -base_vertex->get_coordinates()*cur_condition+as_toprow->condition_sum[0];                
@@ -272 +274 @@
                                 }       
 
-                                double gamma_multiplier = -(*as_ref).first-a_0;
-
-                                double bracket = fact(as1_order-1)/pow(gamma_multiplier,sigma_order+1);
+                                double cur_as_ref = (*as_ref).first;                            
+
+                                double gamma_multiplier = -cur_as_ref-a_0;
+
+                                double bracket = fact(as1_order-1)/pow(gamma_multiplier,sigma_order);
                                                                 
                                 simplex->insert_gamma(0,bracket*multiplier,gamma_multiplier);                                                           
@@ -283 +287 @@
                                 {
                                         double local_bracket = 0;
-                                        double bracket_factor = 1/fact(as1_order-1-k)/pow(gamma_multiplier,sigma_order-k);//pow((double)-1,k+1)
+                                        double bracket_factor = 1/fact(as1_order-1-k)/pow(gamma_multiplier,sigma_order-k-1);//pow((double)-1,k+1)
                                         
                                         ivec control_vec = ivec();
@@ -318 +322 @@
                         }
 
-                        double correction_term_base = correction_term/pow(-a_0,sigma_order+1);
+                        double correction_term_base = correction_term/pow(-a_0,sigma_order);
 
                         simplex->insert_gamma(0,correction_term_base,-a_0);                     

applications/robust/robustlib.h

@@ -22 +22 @@
 using namespace itpp;
 
-const double max_range = 5;//numeric_limits<double>::max()/10e-10;
+const double max_range = 10;//numeric_limits<double>::max()/10e-10;
 
 /// An enumeration of possible actions performed on the polyhedrons. We can merge them or split them.
@@ -1087 +1087 @@
                 }
 
-                log_nc = log(normalization_factor) + logfact(condition_order-number_of_parameters-2)-(condition_order-number_of_parameters-2)*2;
+                log_nc = log(normalization_factor) + logfact(condition_order-number_of_parameters-2)-(condition_order-number_of_parameters-2)*log(2.0);
 
                 /*
@@ -1880 +1880 @@
                 // cout << "Normalization factor: " << normalization_factor << endl;    
 
-                log_nc = log(normalization_factor) + logfact(condition_order-number_of_parameters-2)-(condition_order-number_of_parameters-2)*2;
+                log_nc = log(normalization_factor) + logfact(condition_order-number_of_parameters-2)-(condition_order-number_of_parameters-2)*log(2.0);
 
                 /*
@@ -2445 +2445 @@
         int logfact(int factor)
         {
-                if(factor>0)
-                {
-                        return factor+logfact(factor-1);
+                if(factor>1)
+                {
+                        return log((double)factor)+logfact(factor-1);
                 }
                 else
@@ -2788 +2788 @@
                 this->has_constant = has_constant;
                 
-                posterior = new emlig(number_of_parameters,0.001);
+                posterior = new emlig(number_of_parameters,0.01);
 
                 this->window_size = window_size;