Changeset 310 for bdm/estim

Timestamp:

04/09/09 14:33:08 (15 years ago)

Author:

smidl

Message:

Published example 2d

Location:

bdm/estim

Files:

• merger.cpp (modified) (4 diffs)
• merger.h (modified) (2 diffs)

bdm/estim/merger.cpp

@@ -88 +88 @@
 
                         // This will be active only later in iterations!!!
-                        if ( ( !fix_smp ) & ( 1./sum_sqr ( w ) <0.9*Ns ) )
+                        if ( ( !fix_smp ) & ( 1./sum_sqr ( w ) <effss_coef*Ns ) )
                         {
                                 // Generate new samples
@@ -98 +98 @@
                                         set_col_part ( Smp_ex,i,Smp ( i ) );
                                         //Importance of the mixture
-                                        lw_mix ( i ) =Mix.logpred (Smp_ex.get_col(i) );
+                                        //lw_mix ( i ) =Mix.logpred (Smp_ex.get_col(i) );
+                                        lw_mix ( i ) = Mpred->evallog(Smp(i));
                                 }
                                 if ( 1 )
                                 {
                                         cout<<"Resampling =" << 1./sum_sqr ( w ) << endl;
+                                        cout << Mix._e()->mean() <<endl;
                                         cout << sum ( Smp_ex,2 ) /Ns <<endl;
                                         cout << Smp_ex*Smp_ex.T() /Ns << endl;
@@ -111 +113 @@
                                 sprintf ( str,"Mpred_mean%d",niter );
                                 *dbg << Name ( str ) << Mpred->mean();
+                                sprintf ( str,"Mpred_var%d",niter );
+                                *dbg << Name ( str ) << Mpred->variance();
 
 
@@ -216 +220 @@
                         // ==== stopping rule ===
                         niter++;
-                        converged = ( niter>20 );
+                        converged = ( niter>40 );
                 }
                 delete Mpred;

bdm/estim/merger.h

@@ -47 +47 @@
                         //! Projection to empirical density
                         eEmp eSmp;
+                        //! coefficient of resampling
+                        double effss_coef;
 
                         //! debug or not debug
@@ -88 +90 @@
                         void debug_file ( const string fname ) { if ( DBG ) delete dbg; dbg = new it_file ( fname ); if ( dbg ) DBG=true;}
 //! Set internal parameters used in approximation
-                        void set_parameters ( double beta0, int Ns0, int Nc0 ) {beta=beta0;Ns=Ns0;Nc=Nc0;eSmp.set_parameters ( Ns0,false );}
+                        void set_parameters ( double beta0, int Ns0, int Nc0, double effss_coef0=0.5 ) {beta=beta0;
+                                Ns=Ns0;
+                                Nc=Nc0;
+                                effss_coef=effss_coef0;
+                                eSmp.set_parameters ( Ns0,false );
+                        }
                         void set_grid ( Array<vec> &XYZ )
                         {