Changeset 214

Timestamp:

11/27/08 23:31:48 (16 years ago)

Author:

smidl

Message:

debug asserts for infinite likelihoods

Files:

• bdm/stat/emix.h (modified) (4 diffs)
• bdm/stat/libBM.h (modified) (1 diff)
• bdm/stat/libEF.cpp (modified) (1 diff)
• bdm/stat/libEF.h (modified) (5 diffs)
• tests/testEpdf.cpp (modified) (1 diff)

bdm/stat/emix.h

@@ -61 +61 @@
         };
         double evallogcond ( const vec &val, const vec &cond ) {
+                double tmp;
                 vec nom_val ( rv.count() +rvc.count() );
                 dl.fill_val_cond ( nom_val,val,cond );
-                return exp ( nom->evallog ( nom_val ) - den->evallog ( cond ) );
+                tmp = exp ( nom->evallog ( nom_val ) - den->evallog ( cond ) );
+                it_assert_debug(std::isfinite(tmp),"Infinite value");
+                return tmp;
         }
         //! Object takes ownership of nom and will destroy it
@@ -106 +109 @@
                 double sum = 0.0;
                 for ( i = 0;i < w.length();i++ ) {sum += w ( i ) * exp ( Coms ( i )->evallog ( val ) );}
-                return log ( sum );
+                if (sum==0.0){sum=std::numeric_limits<double>::epsilon();}
+                double tmp=log ( sum );
+                it_assert_debug(std::isfinite(tmp),"Infinite");
+                return tmp;
         };
         vec evallog_m ( const mat &Val ) const {
@@ -115 +121 @@
                 return log ( x );
         };
+        //! Auxiliary function that returns pdflog for each component
         mat evallog_M ( const mat &Val ) const {
                 mat X ( w.length(), Val.cols() );
@@ -249 +256 @@
                         tmp+=epdfs ( i )->evallog ( dls ( i )->get_val ( val ) );
                 }
+                it_assert_debug(std::isfinite(tmp),"Infinite");
                 return tmp;
         }

bdm/stat/libBM.h

@@ -232 +232 @@
 
         //! Shortcut for conditioning and evaluation of the internal epdf. In some cases,  this operation can be implemented efficiently.
-        virtual double evallogcond ( const vec &dt, const vec &cond ) {this->condition ( cond );return ep->evallog ( dt );};
+        virtual double evallogcond ( const vec &dt, const vec &cond ) {double tmp; this->condition ( cond );tmp = ep->evallog ( dt );           it_assert_debug(std::isfinite(tmp),"Infinite value"); return tmp;
+        };
 
         //! Matrix version of evallogcond

bdm/stat/libEF.cpp

@@ -135 +135 @@
                 res += ( alpha ( i ) - 1 ) *std::log ( val ( i ) ) - beta ( i ) *val ( i );
         }
-
-        return res-lognc();
+        double tmp=res-lognc();;
+        it_assert_debug(std::isfinite(tmp),"Infinite value");
+        return tmp;
 }
 

bdm/stat/libEF.h

@@ -48 +48 @@
         virtual double evallog_nn ( const vec &val ) const{it_error ( "Not implemented" );return 0.0;};
         //!Evaluate normalized log-probability
-        virtual double evallog ( const vec &val ) const {double tmp;tmp= evallog_nn ( val )-lognc();it_assert_debug(std::isfinite(tmp),"why?"); return tmp;}
+        virtual double evallog ( const vec &val ) const {double tmp;tmp= evallog_nn ( val )-lognc();it_assert_debug(std::isfinite(tmp),"Infinite value"); return tmp;}
         //!Evaluate normalized log-probability for many samples
         virtual vec evallog ( const mat &Val ) const {
@@ -128 +128 @@
         //! TODO is it used?
         mat sample ( int N ) const;
-        double eval ( const vec &val ) const ;
+//      double eval ( const vec &val ) const ;
         double evallog_nn ( const vec &val ) const;
         double lognc () const;
@@ -227 +227 @@
         vec mean() const {return beta/sum ( beta );};
         //! In this instance, val is ...
-        double evallog_nn ( const vec &val ) const {return ( beta-1 ) *log ( val );};
+        double evallog_nn ( const vec &val ) const {double tmp; tmp=( beta-1 ) *log ( val );            it_assert_debug(std::isfinite(tmp),"Infinite value");
+        return tmp;};
         double lognc () const {
+                double tmp;
                 double gam=sum ( beta );
                 double lgb=0.0;
                 for ( int i=0;i<beta.length();i++ ) {lgb+=lgamma ( beta ( i ) );}
-                return lgb-lgamma ( gam );
+                tmp= lgb-lgamma ( gam );
+                it_assert_debug(std::isfinite(tmp),"Infinite value");
+                return tmp;
         };
         //!access function
@@ -255 +259 @@
 public:
         //!Default constructor
-        multiBM ( const RV &rv, const vec beta0 ) : BMEF ( rv ),est ( rv,beta0 ),beta ( est._beta() ) {last_lognc=est.lognc();}
+        multiBM ( const RV &rv, const vec beta0 ) : BMEF ( rv ),est ( rv,beta0 ),beta ( est._beta() ) {if(beta.length()>0){last_lognc=est.lognc();}else{last_lognc=0.0;}}
         //!Copy constructor
         multiBM ( const multiBM &B ) : BMEF ( B ),est ( rv,B.beta ),beta ( est._beta() ) {}
@@ -596 +600 @@
 };
 
-template<class sq_T>
-double enorm<sq_T>::eval ( const vec &val ) const {
-        double pdfl,e;
-        pdfl = evallog ( val );
-        e = exp ( pdfl );
-        return e;
-};
+// template<class sq_T>
+// double enorm<sq_T>::eval ( const vec &val ) const {
+//      double pdfl,e;
+//      pdfl = evallog ( val );
+//      e = exp ( pdfl );
+//      return e;
+// };
 
 template<class sq_T>

tests/testEpdf.cpp

@@ -31 +31 @@
                         pom ( 0 ) = x ( i );
                         pom ( 1 ) = y ( j );
-                        suma+= eN.eval ( pom );
+                        suma+= exp(eN.evallog ( pom ));
                 }
         }