Changeset 429

Timestamp:

07/27/09 13:12:23 (15 years ago)

Author:

smidl

Message:

merger changes + corresponding fixes

Files:

• applications/bdmtoolbox/mex/merger.cpp (modified) (3 diffs)
• applications/bdmtoolbox/tutorial/merging/merge_frag.m (modified) (3 diffs)
• library/bdm/stat/exp_family.h (modified) (1 diff)

applications/bdmtoolbox/mex/merger.cpp

@@ -118 +118 @@
         
 // save results
+        Array<vec> source_vals(Sources.length());
+                for (int i=0;i<Sources.length();i++){
+                        datalink_m2e dl;
+                        dl.set_connection(Sources(i)->_rv(), Sources(i)->_rvc(), Merger->_rv());
+                        
+                        vec ll(Merger->_Smp()._samples().length());
+                        for(int j=0; j<Merger->_Smp()._samples().length(); j++){
+                                vec dt=dl.pushdown(Merger->_Smp()._samples()(j));
+                                vec dtc=dl.get_cond(Merger->_Smp()._samples()(j));
+                                ll(j)=Sources(i)->evallogcond(dt,dtc);
+                        }
+
+                        vec sll = exp(ll);
+                        
+                        source_vals(i)=sll/sum(sll);
+                }               
+
+                        vec ll(Merger->_Smp()._samples().length());
+                        for(int j=0; j<Merger->_Smp()._samples().length(); j++){
+                                ll(j)=Merger->evallog(Merger->_Smp()._samples()(j));
+                        }
+
+                        vec sll = exp(ll);
+                        
+                        vec mix_val=sll/sum(sll);
+                
         
 #ifdef MEX
@@ -137 +163 @@
                 vec2mxArray(w,fldw);
                 mxReplaceFieldNM(tmp, "weights", fldw);
+                
+                //mixture values
+                mxArray* fldm=mxCreateDoubleMatrix(1, w.length(), mxREAL);
+                vec2mxArray(mix_val,fldm);
+                mxReplaceFieldNM(tmp, "mix", fldm);
 
                 // sources
@@ -142 +173 @@
                 for (int i=0;i<Sources.length();i++){
                         sprintf(srcstr,"source%d",i+1);
-                        vec sll=exp(Sources(i)->evallogcond_m(Merger->_Smp()._samples(),vec(0)));
-
-                        mxArray* fldw=mxCreateDoubleMatrix(1, sll.length(), mxREAL);
-                        vec2mxArray(sll/sum(sll),fldw);
+                        mxArray* fldw=mxCreateDoubleMatrix(1, source_vals(i).length(), mxREAL);
+                        vec2mxArray(source_vals(i),fldw);
                         mxReplaceFieldNM(tmp, srcstr, fldw);
                 }               

applications/bdmtoolbox/tutorial/merging/merge_frag.m

@@ -6 +6 @@
 % Sources
 f1.class= 'enorm<ldmat>';
-f1.mu   = 3;
+f1.mu   = 5;
 f1.R    = 1;
 f1.rv   = b;
@@ -13 +13 @@
 Merger.class='merger_mix';
 Merger.method='lognormal';
-Merger.beta=2;
+Merger.beta=1.2;
 Merger.ncoms=20;
-Merger.stop_niter=5;
+Merger.stop_niter=50;
 Merger.effss_coef=1;
 %Merger.dbg_file='merger_mix_dbg';
@@ -23 +23 @@
 f3 = struct('class','enorm<ldmat>',...
     'mu',[1,2],...
-    'R',  [2 0; 0 1.5],...
+    'R',  [1 -0.5; -0.5 1],...
     'rv', ab);
-f4 = struct('class','egiw',...
-    'V',4*[5 2; 2 1],...
-    'nu',  4,...
-    'dimx',  1,...
-    'rv', ab);
+f4 = struct('class','mlnorm<ldmat>',...
+    'rv',a,...
+    'rvc', b,...
+    'A',  1,...
+    'const', 0,...
+    'R',1);
 % 2D support
-support2.grid={[-5,5],[0.001,5]};
-support2.nbins=[20,20];
+support2.grid={[-5,5],[0.001,9]};
+support2.nbins=[30,30];
 
 % 2D
-vy2=merger({f3,f1}, support2, Merger)
-X=zeros(support2.nbins(1));
-Y=zeros(support2.nbins(1));
-Z=zeros(support2.nbins(1));
+%vy2=merger({f3,f1}, support2, Merger)
+vy2=merger({f3,f4}, support2, Merger)
 
 figure(2);
-subplot(1,3,1);
+subplot(2,2,1);
+contour_2(vy2.support(1,:),vy2.support(2,:),vy2.source1)
+% set(gca,'XLim',[-5,5])
+% set(gca,'YLim',[-1,7])
+title('Source 1')
+subplot(2,2,2);
+contour_2(vy2.support(1,:),vy2.support(2,:),vy2.source2')
+% set(gca,'XLim',[-5,5])
+% set(gca,'YLim',[-1,7])
+title('Source 2')
+
+subplot(2,2,3);
+hold off
+contour_2(vy2.support(1,:),vy2.support(2,:),vy2.mix)
+% set(gca,'XLim',[-5,5])
+% set(gca,'YLim',[-1,7])
+title('Mixture Approximation')
+
+subplot(2,2,4);
 hold off
 plot(vy2.support(1,:),vy2.support(2,:),'.','MarkerSize',4)
 hold on
 contour_2(vy2.support(1,:),vy2.support(2,:),vy2.weights)
-subplot(1,3,2);
-contour_2(vy2.support(1,:),vy2.support(2,:),vy2.source1)
-subplot(1,3,3);
-contour_2(vy2.support(1,:),vy2.support(2,:),vy2.source2)
+% set(gca,'XLim',[-5,5])
+% set(gca,'YLim',[-1,7])
+title('Weighted Empirical')
+

library/bdm/stat/exp_family.h

@@ -557 +557 @@
                         template<class sq_M>
                         friend std::ostream &operator<< ( std::ostream &os,  mlnorm<sq_M> &ml );
-        };
+                        
+                        void from_setting(const Setting &set){
+                                mpdf::from_setting(set);
+                                UI::get(A,set,"A");
+                                UI::get(mu_const,set,"const");
+                                mat R0;
+                                UI::get(R0,set,"R");
+                                set_parameters(A,mu_const,R0);
+                        };
+        };
+        UIREGISTER(mlnorm<ldmat>);
+        UIREGISTER(mlnorm<fsqmat>);
+        UIREGISTER(mlnorm<chmat>);
 
 //! Mpdf with general function for mean value