Changeset 450

Timestamp:

07/29/09 15:39:19 (16 years ago)

Author:

vbarta

Message:

removed enorm<sq_T>::sample(int) - now spelled sample_m, inherited

Location:

library

Files:

• bdm/stat/exp_family.h (modified) (2 diffs)
• tests/enorm.cfg (modified) (1 diff)
• tests/enorm_test.cpp (modified) (1 diff)
• tests/testSmp.cpp (modified) (1 diff)

library/bdm/stat/exp_family.h

@@ -142 +142 @@
 
                         vec sample() const;
-                        mat sample ( int N ) const;
+
                         double evallog_nn ( const vec &val ) const;
                         double lognc () const;
@@ -1209 +1209 @@
         };
 
-        template<class sq_T>
-        mat enorm<sq_T>::sample ( int N ) const
-        {
-                mat X ( dim,N );
-                vec x ( dim );
-                vec pom;
-                int i;
-
-                for ( i=0;i<N;i++ )
-                {
-#pragma omp critical
-                        NorRNG.sample_vector ( dim,x );
-                        pom = R.sqrt_mult ( x );
-                        pom +=mu;
-                        X.set_col ( i, pom );
-                }
-
-                return X;
-        };
-
 // template<class sq_T>
 // double enorm<sq_T>::eval ( const vec &val ) const {

library/tests/enorm.cfg

@@ -16 +16 @@
   support = ( "matrix", 2, 2, [ -5.0, 5.0, -5.0, 5.0 ] );
   integral = 1.0;
+  R = ( "matrix", 2, 2, [ 1.0, -0.5, -0.5, 2.0 ] );
 },
 {

library/tests/enorm_test.cpp

@@ -56 +56 @@
     }
 }
-
-TEST(test_enorm_sample) {
-    RNG_randomize();
-
-    // Setup model
-    vec mu("1.1 -1");
-    ldmat R(mat("1 -0.5; -0.5 2"));
-
-    RV x("{x }");
-    RV y("{y }");
-
-    enorm<ldmat> E;
-    E.set_rv(concat(x, y));
-    E.set_parameters(mu, R);
-
-    int n = 1000;
-    vec ll(n);
-    mat smp = E.sample(1000);
-    vec emu = sum(smp, 2) / n;
-    CHECK_CLOSE(mu, emu, 0.3);
-
-    mat er = (smp * smp.T()) / n - outer_product(emu, emu);
-    CHECK_CLOSE(R.to_mat(), er, 0.3);
-}

library/tests/testSmp.cpp

@@ -34 +34 @@
         enorm<ldmat> eN;
         eN.set_parameters(mu0,R);
-        mat Smp = eN.sample(N);
+        mat Smp = eN.sample_m(N);
 
         disp(mu0,R.to_mat(),Smp);