Changeset 205 for mpdm

Timestamp:

11/10/08 15:40:30 (16 years ago)

Author:

smidl

Message:

merger posledni verze

Location:

mpdm

Files:

• merg_giw.cpp (modified) (5 diffs)
• merger_iter_cond.cpp (added)

mpdm/merg_giw.cpp

@@ -17 +17 @@
         RV uu=u1; uu.add ( u2 );
 
+        double a1t = 1.5;
+        double a2t = 0.8;
+        double sqr=0.10;
         // Full system
-        vec thg ( "1 1" ); //Simulated system - zero for constant term
-        double sqr=1.0;
+        vec thg =vec_2 ( a1t,a2t ); //Simulated system - zero for constant term
         vec Th = concat ( thg, sqr ); //Full parameter
 
@@ -28 +30 @@
         RV all =a1; all.add ( a2 ); all.add ( r );
         RV allj =a1; allj.add ( r ); allj.add ( a2 );
-        vec Thj("1 1 1");
+        vec Thj=vec_3 ( a1t,sqr,a2t );
         // Setup values
 
@@ -37 +39 @@
         ARX P1 ( concat ( a1,r ), V0, -1 );
         ARX P2 ( concat ( a2,r ), V0, -1 );
-        ARX PG ( all, V0g, -1 );
+        ARX PG ( all, V0g, -1 ); //or -1?
+//      ARX PGk ( all, V0g, -1 );
 
         //Test estimation
@@ -44 +47 @@
 
         // Logging
-        dirfilelog L ( "exp/merg_giw",1 );
+        dirfilelog L ( "exp/merg_giw",ndat );
         int Li_Data = L.add ( RV ( "{Y U1 U2 }" ), "" );
-        int Li_LL   = L.add ( RV ( "{1 2 G M }" ), "LL" );
+        int Li_LL   = L.add ( RV ( "{G M }" ), "LL" );
+        int Li_P1m   = L.add ( RV ( "{a1 r }" ), "P1" );
+        int Li_P2m   = L.add ( RV ( "{a2 r }" ), "P2" );
         int Li_Gm   = L.add ( RV ( "{a1 a2 r }" ), "G" );
         int Li_Mm   = L.add ( RV ( "{a1 r a2 }" ), "M" );
@@ -54 +59 @@
         vec yt ( 1 );
 
-        vec LLs ( 4 );
+        vec LLs ( 2 );
         vec rgrg ( 2 );
-        
+
         //Proposal
-        enorm<ldmat> g0 ( a1 ); g0.set_parameters ( "1  ",mat("1") );
+        enorm<ldmat> g0 ( a1 ); g0.set_parameters ( "1  ",mat ( "1" ) );
         egamma g1 ( r ); g1.set_parameters ( "2  ", "2" );
-        enorm<ldmat> g2 ( a2 ); g2.set_parameters ( "1  ",mat("1") );
+        enorm<ldmat> g2 ( a2 ); g2.set_parameters ( "1  ",mat ( "1" ) );
 
-        Array<const epdf*> A(3); A(0) = &g0; A(1)=&g1; A(2) = &g2;
-        eprod G0(A);
-        
+        Array<const epdf*> A ( 3 ); A ( 0 ) = &g0; A ( 1 ) =&g1; A ( 2 ) = &g2;
+        eprod G0 ( A );
+
         for ( t=0; t<ndat; t++ ) {
                 // True system
                 rgrg ( 0 ) = pow ( sin ( ( t/40.0 ) *pi ),3 );
-                rgrg ( 1 ) = pow ( cos ( ( t/40.0 ) *pi ),3 );
+                rgrg ( 1 ) = pow ( cos ( ( t/40.0 +0.1 ) *pi ),3 );
 
                 Yt ( t ) = thg*rgrg + sqr * NorRNG();
 
                 // Bayes for all
-                P1.bayes ( concat ( Yt ( t ),vec_1(rgrg ( 0 ) )) );
-                P2.bayes ( concat ( Yt ( t ),vec_1(rgrg ( 1 ) )) );
+                P1.bayes ( concat ( Yt ( t ),vec_1 ( rgrg ( 0 ) ) ) );
+                P2.bayes ( concat ( Yt ( t ),vec_1 ( rgrg ( 1 ) ) ) );
                 PG.bayes ( concat ( Yt ( t ),rgrg ) );
 
+
+                // crippling PGk by substituting zeros.
+                /*      ldmat &Vk=const_cast<egiw*>(PGk._e())->_V();  //PG ldmat does not like 0!
+                        mat fVk=PG._e()->_V().to_mat();
+                        fVk(1,2) = 0.0;
+                        fVk(2,1) = 0.0;
+                        Vk = ldmat(fVk);
+                */      //PGk is now krippled
+
                 // Merge estimates
-                mepdf eG1(P1._e());
-                mepdf eG2(P2._e());
+                mepdf eG1 ( P1._e() );
+                mepdf eG2 ( P2._e() );
                 Array<mpdf*> A ( 2 ); A ( 0 ) =&eG1;A ( 1 ) =&eG2;
                 merger M ( A );
-                M.set_parameters ( 10.0, 100,2 );
+                M.set_parameters ( 1.5, 100,3 ); //M._Mix().set_method(QB);
+                //M2.set_parameters ( 100.0, 1000,3 ); //M2._Mix().set_method(QB);
                 M.merge ( &G0 );
+                //M2.merge ( &G0 );
 
                 //Likelihood
                 yt ( 0 ) = Yt ( t );
 
-                LLs ( 0 ) = P1._e()->evalpdflog ( get_vec(Th, "1 2") );
-                LLs ( 1 ) = P2._e()->evalpdflog ( get_vec(Th, "3 2")  );
-                LLs ( 2 ) = PG._e()->evalpdflog (Th );
-                LLs ( 3 ) = M._Mix().logpred ( concat(Thj, vec_1(1.0)) );
+//              LLs ( 0 ) = P1._e()->evalpdflog ( get_vec(Th, "1 2") );
+//              LLs ( 1 ) = P2._e()->evalpdflog ( get_vec(Th, "3 2")  );
+                LLs ( 0 ) = PG._e()->evalpdflog ( Th );
+                LLs ( 1 ) = M._Mix().logpred ( concat ( Thj, vec_1 ( 1.0 ) ) );
+//              LLs ( 3 ) = M2._Mix().logpred ( concat(Thj, vec_1(1.0)) );
                 L.logit ( Li_LL, LLs ); //log-normal
 
                 //Logger
                 L.logit ( Li_Data, vec_3 ( Yt ( t ), rgrg ( 0 ), rgrg ( 1 ) ) );
+                L.logit ( Li_P1m, P1._e()->mean() );
+                L.logit ( Li_P2m, P2._e()->mean() );
                 L.logit ( Li_Gm, PG._e()->mean() );
-                emix *tm =M._Mix().predictor(allj);
-                L.logit ( Li_Mm, tm->mean() );
-                delete tm;
+                L.logit ( Li_Mm, M.mean() );
+
                 L.step ( );
+
+                cout << "Vg: " << PG._e()->_V().to_mat() <<endl;
+                vec mea = M.mean();
+                cout << "Ve: " << M.variance() <<endl;
         }
         L.finalize( );
         L.itsave ( "merg_egiw.it" );
+        cout << endl;
 }