Changeset 24bdea7 in tol


Ignore:
Timestamp:
Apr 1, 2009, 3:48:09 PM (18 years ago)
Author:
Víctor de Buen <vdebuen@…>
Branches:
1941-docker-image-to-test, devel, master
Children:
dd921c2
Parents:
90b59de
Message:

Removing max-likelihood step

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@840 be4846ae-f051-483a-831f-b64e7d08527f

File:
1 edited

Legend:

Unmodified
Added
Removed
  • tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_basicMaster.tol

    r90b59de r24bdea7  
    259259    VMatrix si = _.sig.blk::_.sigmaInv;
    260260  //WriteLn("TRACE"+_MID+" draw.sig.lin 7");
     261/*
    261262    VMatrix Y01 = _.arm.blk::filter(si*_.YplusV);
    262263  //WriteLn("TRACE"+_MID+" draw.sig.lin 6");
    … …  
    265266    VMatrix _.beta := If(Not(_.mln.blk::_.N),Rand(0,1,0,0),
    266267      _.mln.blk::draw(numSim, Y01, X01));
     268*/
     269    VMatrix _.beta := If(Not(_.mln.blk::_.N),Rand(0,1,0,0),
     270      _.mln.blk::draw(numSim, si*_.YplusV, si*_.XplusU, _.arm.blk));
    267271  //WriteLn("TRACE"+_MID+" draw.sig.lin 9");
    268272    _.beta << sig << arm << im << om
    269273  };
    270 
    271   ////////////////////////////////////////////////////////////////////////////
    272   Text _.autodoc.member.maxLikelihood =
    273   "";
    274   VMatrix maxLikelihood(Real numIter)
    275   ////////////////////////////////////////////////////////////////////////////
    276   {
    277     Real DoExternalFilter(0);
    278     VMatrix om = If(Not(_.outMis.blk::_.blockDef::_.numCol),Rand(0,1,0,0),
    279     {
    280       _.outMis.blk::maxLikelihood(numSim,_.arm.blk,_.sig.blk::_.sigmaInv,
    281                                   _.Y-_.XplusU*_.beta)
    282     });
    283     VMatrix _.YplusV := _.outMis.blk::filter(_.Y);
    284   //WriteLn("TRACE"+_MID+" draw.sig.lin 1.3");
    285     VMatrix im = If(Not(_.inpMis.blk::_.blockDef::_.numCol),Rand(0,1,0,0),
    286     {
    287       _.inpMis.blk::maxLikelihood(numSim,_.arm.blk,_.sig.blk::_.sigmaInv,
    288                                   _.beta, _.YplusV-_.modelDef->X*_.beta)
    289     });
    290     VMatrix _.XplusU := _.inpMis.blk::filter(_.modelDef->X);
    291   //WriteLn("TRACE"+_MID+" draw.sig.lin 1.5");
    292     VMatrix _.noise := _.YplusV - _.XplusU*_.beta;
    293   //WriteLn("TRACE"+_MID+" draw.sig.lin 2");
    294     VMatrix arm = If(Not(_.arm.blk::_.blockDef::_.numCol),Rand(0,1,0,0),
    295     _.arm.blk::maxLikelihood(numSim, _.noise, _.sig.blk::_.blockDef::_.store));
    296   //WriteLn("TRACE"+_MID+" draw.sig.lin 3");
    297     VMatrix e = _.arm.blk::filter(_.noise);
    298   //WriteLn("TRACE"+_MID+" draw.sig.lin 4");
    299     VMatrix sig = If(Not(_.sig.blk::_.blockDef::_.numCol),Rand(0,1,0,0),
    300       _.sig.blk::maxLikelihood(numSim, e))/*_config::mls.FunnelGibbs.sigmaFactor*/;
    301   //WriteLn("TRACE"+_MID+" draw.sig.lin 5");
    302     VMatrix si = _.sig.blk::_.sigmaInv;
    303   //WriteLn("TRACE"+_MID+" draw.sig.lin 7");
    304     VMatrix Y01 = _.arm.blk::filter(si*_.YplusV);
    305   //WriteLn("TRACE"+_MID+" draw.sig.lin 6");
    306     VMatrix X01 = _.arm.blk::filter(si*_.XplusU);
    307   //WriteLn("TRACE"+_MID+" draw.sig.lin 8");
    308     VMatrix _.beta := If(Not(_.mln.blk::_.N),Rand(0,1,0,0),
    309       _.mln.blk::maxLikelihood(numSim, Y01, X01));
    310   //WriteLn("TRACE"+_MID+" draw.sig.lin 9");
    311     _.beta << sig << arm << im << om
    312   };
    313 
    314 
    315274
    316275  //--------------------------------------------------------------------------
Note: See TracChangeset for help on using the changeset viewer.