Changeset 477 for library/tests/mixtures_test.cpp
- Timestamp:
- 08/05/09 14:40:03 (15 years ago)
- Files:
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- 1 modified
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library/tests/mixtures_test.cpp
r394 r477 9 9 10 10 void disp_mix2D ( const MixEF &Mi ) { 11 const eprod &ep =((const eprod&)(Mi.posterior()));11 const eprod &ep = ( ( const eprod& ) ( Mi.posterior() ) ); 12 12 int i; 13 mat Var ( 2, 2 ),M ( 1,2 );14 for ( i =0; i<ep._rv().length() - 1; i++ ) { // -1 => last one is the weight15 ( ( egiw* ) ep ( i ) )->mean_mat ( M, Var );16 cout << "Mean: " << M <<endl << "Variance: "<<endl <<Var<<endl;13 mat Var ( 2, 2 ), M ( 1, 2 ); 14 for ( i = 0; i < ep._rv().length() - 1; i++ ) { // -1 => last one is the weight 15 ( ( egiw* ) ep ( i ) )->mean_mat ( M, Var ); 16 cout << "Mean: " << M << endl << "Variance: " << endl << Var << endl; 17 17 } 18 cout << "Weights: "<< ep ( i )->mean() <<endl;18 cout << "Weights: " << ep ( i )->mean() << endl; 19 19 } 20 20 21 mat grid2D ( const MixEF &M, const vec &xb, const vec &yb, int Ngr=100 ) {22 mat PPdf ( Ngr +1,Ngr+1 );21 mat grid2D ( const MixEF &M, const vec &xb, const vec &yb, int Ngr = 100 ) { 22 mat PPdf ( Ngr + 1, Ngr + 1 ); 23 23 vec rgr ( 3 ); 24 24 25 rgr ( 2 ) =1; 26 int i=0,j=0; 27 double xstep=( xb ( 1 )-xb ( 0 ) ) /Ngr; 28 double ystep=( yb ( 1 )-yb ( 0 ) ) /Ngr; 29 30 for ( double x=xb ( 0 );x<=xb ( 1 );x+= xstep,i++ ) { 31 rgr ( 0 ) =x;j=0; 32 for ( double y=yb(0);y<=yb(1);y+=ystep,j++ ) { 33 rgr ( 1 ) =y; 34 PPdf ( i,j ) =exp ( M.logpred ( rgr ) ); 25 rgr ( 2 ) = 1; 26 int i = 0, j = 0; 27 double xstep = ( xb ( 1 ) - xb ( 0 ) ) / Ngr; 28 double ystep = ( yb ( 1 ) - yb ( 0 ) ) / Ngr; 29 30 for ( double x = xb ( 0 ); x <= xb ( 1 ); x += xstep, i++ ) { 31 rgr ( 0 ) = x; 32 j = 0; 33 for ( double y = yb ( 0 ); y <= yb ( 1 ); y += ystep, j++ ) { 34 rgr ( 1 ) = y; 35 PPdf ( i, j ) = exp ( M.logpred ( rgr ) ); 35 36 } 36 37 } … … 39 40 40 41 int main() { 41 RV x ( "{x }", "2" );42 RV x ( "{x }", "2" ); 42 43 43 44 44 45 cout << "Test for estimation of a 2D Gaussian mixture" << endl; 45 46 /////////////////////////////////// … … 52 53 fsqmat V2 ( mat ( "2 -0.1; -0.1 2" ) ); 53 54 54 enorm<fsqmat> C1; C1.set_rv ( x ); 55 C1.set_parameters ( m1,V1 ); 56 enorm<fsqmat> C2; C2.set_rv ( x ); 57 C2.set_parameters ( m2,V2 ); 55 enorm<fsqmat> C1; 56 C1.set_rv ( x ); 57 C1.set_parameters ( m1, V1 ); 58 enorm<fsqmat> C2; 59 C2.set_rv ( x ); 60 C2.set_parameters ( m2, V2 ); 58 61 59 Array<epdf*> Sim ( 2 ); Sim ( 0 ) =&C1;Sim ( 1 ) =&C2; 60 emix Simul;Simul.set_rv ( x ); 62 Array<epdf*> Sim ( 2 ); 63 Sim ( 0 ) = &C1; 64 Sim ( 1 ) = &C2; 65 emix Simul; 66 Simul.set_rv ( x ); 61 67 Simul.set_parameters ( "0.5 0.6", Sim, false ); 62 68 63 69 // Sample parameters 64 70 int ndat = 100; 65 mat Smp = Simul.sample_m ( ndat );71 mat Smp = Simul.sample_m ( ndat ); 66 72 67 cout << "Simulated means: " << m1 << " and " << m2 <<endl;68 cout << "Simulated covariances: " << endl <<V1 <<" and " <<endl<< V2 <<endl;73 cout << "Simulated means: " << m1 << " and " << m2 << endl; 74 cout << "Simulated covariances: " << endl << V1 << " and " << endl << V2 << endl; 69 75 70 76 ////////////////////////////// … … 72 78 73 79 // Initial values of components 74 mat V0=1e-4*eye ( 3 ); V0 ( 0,0 ) *=100;V0 ( 1,1 ) *=100; 75 mat Vp="0 0 1; 0 0 1; 1 1 0"; 76 Vp*=5*1e-5; 80 mat V0 = 1e-4 * eye ( 3 ); 81 V0 ( 0, 0 ) *= 100; 82 V0 ( 1, 1 ) *= 100; 83 mat Vp = "0 0 1; 0 0 1; 1 1 0"; 84 Vp *= 5 * 1e-5; 77 85 78 ARX M1;M1.set_statistics(2,V0 - Vp,8 ); 79 ARX M2;M2.set_statistics (2, V0 + Vp,8 ); 80 86 ARX M1; 87 M1.set_statistics ( 2, V0 - Vp, 8 ); 88 ARX M2; 89 M2.set_statistics ( 2, V0 + Vp, 8 ); 90 81 91 // Build mixture model 82 Array<BMEF*> A ( 2 ); A ( 0 ) =&M1; A ( 1 ) =&M2; 83 MixEF Post ( A,"0.5 0.5" ); 84 cout << "Initial mixture:"<<endl; 85 disp_mix2D(Post); 86 92 Array<BMEF*> A ( 2 ); 93 A ( 0 ) = &M1; 94 A ( 1 ) = &M2; 95 MixEF Post ( A, "0.5 0.5" ); 96 cout << "Initial mixture:" << endl; 97 disp_mix2D ( Post ); 98 87 99 // Add ones for constant coefficients 88 mat Data = concat_vertical ( Smp, ones ( 1, Smp.cols() ) );100 mat Data = concat_vertical ( Smp, ones ( 1, Smp.cols() ) ); 89 101 Post.bayes ( Data ); 90 102 91 cout << "Posterior mixture:" << endl;92 disp_mix2D (Post);103 cout << "Posterior mixture:" << endl; 104 disp_mix2D ( Post ); 93 105 94 106 //TEST random initialization 95 107 RNG_randomize(); 96 108 ARX Aflat; 97 Aflat.set_statistics (2,V0,7);109 Aflat.set_statistics ( 2, V0, 7 ); 98 110 MixEF RND; 99 RND.init(&Aflat,Data,10); // already initialized! 100 cout << endl<< "== Randomly initialized mixture ==" <<endl; 101 cout << endl<< "== INIT ==" <<endl; 102 disp_mix2D(RND); 103 mat PPdf_I=grid2D(RND, vec_2(-5.0,5.0), vec_2(-5.0,5.0));; 104 105 RND.bayes(Data); 106 cout << endl<< "== BAYES ==" <<endl; 107 disp_mix2D(RND); 111 RND.init ( &Aflat, Data, 10 ); // already initialized! 112 cout << endl << "== Randomly initialized mixture ==" << endl; 113 cout << endl << "== INIT ==" << endl; 114 disp_mix2D ( RND ); 115 mat PPdf_I = grid2D ( RND, vec_2 ( -5.0, 5.0 ), vec_2 ( -5.0, 5.0 ) );; 108 116 109 110 it_file of ( "mixef_test.it",true ); 111 of<< Name ( "Smp" ) <<Smp; 112 of<<Name ( "PPdf" ) <<grid2D(Post, vec_2(-5.0,5.0), vec_2(-5.0,5.0)); 113 of<<Name ( "PPdf_I" ) <<PPdf_I; 114 of<<Name ( "PPdf_RND" ) <<grid2D(RND, vec_2(-5.0,5.0), vec_2(-5.0,5.0)); 117 RND.bayes ( Data ); 118 cout << endl << "== BAYES ==" << endl; 119 disp_mix2D ( RND ); 115 120 116 cout << endl <<"Variables written to file mixef_test.it:"<<endl; 117 cout << "Smp : data sampled from the simulator " <<endl; 118 cout << "PPdf : posterior density on a grid <-5,5><-5,5>"<<endl; 119 cout << "PPdf_RND : posterior density of randomly initilaized mixture on a grid <-5,5><-5,5>"<<endl; 121 122 it_file of ( "mixef_test.it", true ); 123 of << Name ( "Smp" ) << Smp; 124 of << Name ( "PPdf" ) << grid2D ( Post, vec_2 ( -5.0, 5.0 ), vec_2 ( -5.0, 5.0 ) ); 125 of << Name ( "PPdf_I" ) << PPdf_I; 126 of << Name ( "PPdf_RND" ) << grid2D ( RND, vec_2 ( -5.0, 5.0 ), vec_2 ( -5.0, 5.0 ) ); 127 128 cout << endl << "Variables written to file mixef_test.it:" << endl; 129 cout << "Smp : data sampled from the simulator " << endl; 130 cout << "PPdf : posterior density on a grid <-5,5><-5,5>" << endl; 131 cout << "PPdf_RND : posterior density of randomly initilaized mixture on a grid <-5,5><-5,5>" << endl; 120 132 }