Changeset 213 for mpdm/merg_2a.cpp

Timestamp:

11/25/08 12:24:42 (15 years ago)

Author:

smidl

Message:

Merging - new experiment

Files:

• mpdm/merg_2a.cpp (modified) (3 diffs)

mpdm/merg_2a.cpp

@@ -10 +10 @@
 using std::endl;
 
+/*! The purpose of this experiment is to test merging fragmental pdfs between two participants sharing the same parameter, a. However, this parameter has a different role in each model.
+
+Lets assume that:
+ u -> |a,r| -> y -> |a,r| -> z
+*/
+
 int main() {
         // Setup model
         RV y ( "{y }" );
         RV u ( "{u }" );
-        RV um = u; um.t(-1);
         RV z ( "{z }" );
-        RV a ("{a }");
-        RV b ("{b }");
-        RV c ("{c }");
+        RV a ("{a }"); 
+        RV b ("{b }"); RV ab = a; ab.add(b);
+        RV c ("{c }"); RV ac = a; ac.add(c);
         RV r ("{r }");
         
         double at = 1.5;
-        double bt = 0.8;
-        double ct = 0.50;
-        double sig = 0.10;
+        double bt = 0.5;
+        double ct = -0.5;
+        double rt = 0.30;
         // Full system
         vec thy =vec_2 ( at,bt ); //Simulated system - zero for constant term
-        vec thu =vec_2 ( at,ct ); //Simulated system - zero for constant term
-        vec Thy = concat ( thy, vec_1(sig) ); //Full parameter
-        vec Thu = concat ( thu, vec_1(sig) ); //Full parameter
+        vec thz =vec_2 ( at,ct ); //Simulated system - zero for constant term
+        vec Thy = concat ( thy, vec_1(rt) ); //Full parameter
+        vec Thz = concat ( thz, vec_1(rt) ); //Full parameter
 
         //ARX constructor
         mat V0 = 0.001*eye ( 3 ); V0 ( 0,0 ) = 1; //
 
-        ARX P1 ( concat ( a, concat(b,r) ), V0, -1 );
-        ARX P2 ( concat ( a, concat(c,r) ), V0, -1 );
+        ARX P1 ( concat ( ab,r ), V0, -1 );
+        ARX P2 ( concat ( ac,r ), V0, -1 );
 
         //Test estimation
@@ -42 +47 @@
 
         // Logging
-        dirfilelog L ( "exp/merg_2a",ndat );
-        int Li_Data = L.add ( RV ( "{Y U1 U2 }" ), "" );
-        int Li_LL   = L.add ( RV ( "{G M }" ), "LL" );
-        int Li_P1m   = L.add ( RV ( "{a b r }" ), "P1" );
-        int Li_P2m   = L.add ( RV ( "{a c r }" ), "P2" );
+        dirfilelog L ( "exp/merg_2a",3 );
+        int Li_Data = L.add ( RV ( "{U Y Z }" ), "" );
+//      int Li_LL   = L.add ( RV ( "{P1 P2 M1 M2 }" ), "LL" );
+        int Li_P1m   = L.add ( concat ( ab,r ), "P1m" );
+        int Li_P2m   = L.add ( concat ( ac,r ), "P2m" );
+        int Li_Mm   = L.add ( concat ( ab,concat(r,c) ), "Mm" );
         L.init();
 
+        vec Ut ( ndat );
         vec Yt ( ndat );
+        vec Zt ( ndat );
         vec yt ( 1 );
 
         //Proposal
-        enorm<ldmat> g0 ( a1 ); g0.set_parameters ( "1  ",mat ( "1" ) );
+        enorm<ldmat> g0 ( ab ); g0.set_parameters ( "1 1 ",mat ( "1 0; 0 1" ) );
         egamma g1 ( r ); g1.set_parameters ( "2  ", "2" );
-        enorm<ldmat> g2 ( a2 ); g2.set_parameters ( "1  ",mat ( "1" ) );
+        enorm<ldmat> g2 ( c ); g2.set_parameters ( "1 ",mat ( "1" ) );
 
-        Array<const epdf*> A ( 3 ); A ( 0 ) = &g0; A ( 1 ) =&g1; A ( 2 ) = &g2;
+        Array<const epdf*> A ( 3 ); A ( 0 ) = &g0; A ( 1 ) =&g1; A(2) = &g2; 
         eprod G0 ( A );
 
-        for ( t=0; t<ndat; t++ ) {
+        vec rgru(2);
+        vec rgry(2);
+        Yt(0) = 0.1;
+        Ut(0) = 0.0;
+        for ( t=1; t<ndat; t++ ) {
                 // True system
-                rgrg ( 0 ) = pow ( sin ( ( t/40.0 ) *pi ),3 );
-                rgrg ( 1 ) = pow ( cos ( ( t/40.0 +0.1 ) *pi ),3 );
-
-                Yt ( t ) = thg*rgrg + sqr * NorRNG();
+                Ut ( t ) = pow ( sin ( ( t/40.0 ) *pi ),3 );
+                rgru(0) = Ut(t); rgru(1) = Ut(t-1);
+                Yt ( t ) = thy*rgru + rt * NorRNG();
+                rgry(0) = Yt(t); rgry(1) = Yt(t-1);
+                Zt ( t ) = thz*rgry + rt * NorRNG();
 
                 // Bayes for all
-                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
+                P1.bayes ( concat ( Yt ( t ),rgru ) );
+                P2.bayes ( concat ( Zt ( t ),rgry ) );
 
                 // Merge estimates
@@ -89 +92 @@
                 //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 ( 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() );
-                L.logit ( Li_Mm, M.mean() );
-
+                L.logit(Li_Data, vec_3(Ut(t), Yt(t), Zt(t)));
+                L.logit(Li_P1m, P1._e()->mean());
+                L.logit(Li_P2m, P2._e()->mean());
+                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" );
+        L.itsave ( "merg_2a.it" );
         cout << endl;
 }