Changeset 2d8895b in tol
- Timestamp:
- Apr 3, 2009, 5:40:10 PM (18 years ago)
- Branches:
- 1941-docker-image-to-test, devel, master
- Children:
- cb09f07
- Parents:
- e0792b1
- Location:
- tol/stdlib/math/stat/models/bayesian/bysMcmc
- Files:
-
- 1 added
- 8 edited
-
_build.tol (modified) (2 diffs)
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_bysMcmc.tol (modified) (1 diff)
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_config.tol (modified) (3 diffs)
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_defineBlock.tol (modified) (2 diffs)
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_notifier.tol (added)
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bsr/_oneNode.tol (modified) (2 diffs)
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bsr/dynhlm/_db_api.estim.tol (modified) (2 diffs)
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bsr/gibbs/_basicMaster.tol (modified) (1 diff)
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bsr/gibbs/_estim.tol (modified) (5 diffs)
Legend:
- Unmodified
- Added
- Removed
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tol/stdlib/math/stat/models/bayesian/bysMcmc/_build.tol
re0792b1 r2d8895b 22 22 " Real simulating(Real numSim); //Notifies current simulation\n"; 23 23 NameBlock BuildCycler(NameBlock modelSampler, 24 NameBlockconfig,25 N ameBlocknotifier)24 Config config, 25 Notifier notifier) 26 26 ////////////////////////////////////////////////////////////////////////////// 27 27 {[[ … … 31 31 //Internal reference to sampler definition 32 32 NameBlock _.sampler = modelSampler; 33 NameBlock_.notifier = notifier;34 NameBlock_.config = config;33 BysMcmc::Notifier _.notifier = notifier; 34 BysMcmc::Config _.config = config; 35 35 //Stores the sampler name 36 36 Text _.name = _.sampler::get.name(0)+"."+_.sampler::get.session(0); -
tol/stdlib/math/stat/models/bayesian/bysMcmc/_bysMcmc.tol
re0792b1 r2d8895b 16 16 //private implementation 17 17 #Embed "_config.tol"; 18 #Embed "_notifier.tol"; 18 19 #Embed "_build.tol"; 19 20 #Embed "_cmsgs.tol"; -
tol/stdlib/math/stat/models/bayesian/bysMcmc/_config.tol
re0792b1 r2d8895b 37 37 38 38 //Configuration default values over all BysMcmc related components 39 Set _config = 40 [[ 39 Class Config 40 { 41 41 //MCMC dimensions 42 42 //The final number realizations that will remain after burnin … … 83 83 //Scalar sampler used in ARMA block of basic BSR can be a member of 84 84 //BysMcmc::Options::Scalar.Sampler or an API equivalent function 85 Code bsr.scalarSampler.armaBlock = Options::Scalar.Sampler::Slice;85 Code bsr.scalarSampler.armaBlock = BysMcmc::Options::Scalar.Sampler::Slice; 86 86 //Scalar sampler used in ARMA block of basic BSR can be a member of 87 87 //BysMcmc::Options::Scalar.Sampler or an API equivalent function 88 Code bsr.scalarSampler.nonLinBlock = Options::Scalar.Sampler::Slice;88 Code bsr.scalarSampler.nonLinBlock = BysMcmc::Options::Scalar.Sampler::Slice; 89 89 //Arima filter method 90 Text bsr.arimaFilter = Options::Arima.Filter::FastChol;90 Text bsr.arimaFilter = BysMcmc::Options::Arima.Filter::FastChol; 91 91 //ARIMA block will be updated each this number of iterations 92 92 Real bsr.arimaSkipIter = 1; … … 129 129 //variables. 130 130 Real DBApi.useNodeInMissingIdentifier = True 131 ]];132 133 NameBlock Config =134 {135 Real SetIndexByName(_config);136 SetToNameBlock(_config)137 131 }; 138 132 139 // Searches a parameter in the user defined configuration NameBlock and, if140 //not exists returns default value of BsyMcmc::Config 141 Anything GetCfgVal(NameBlock config, Text member) 133 ////////////////////////////////////////////////////////////////////////////// 134 Config Config.Default(Real unused) 135 ////////////////////////////////////////////////////////////////////////////// 142 136 { 143 StdLib::GetConfigValue(config,member,Eval("BysMcmc::Config::"+member)) 137 Config default; 138 default 144 139 }; 145 //Takes a NameBlock with some config pararameter configurations and adds146 //non specified members with default values147 NameBlock BuildFullConfig(NameBlock config)148 {149 Set _cfg = EvalSet(_config, Anything(Anything member)150 {151 GetCfgVal(config, Name(member))152 });153 Real SetIndexByName(_cfg);154 SetToNameBlock(_cfg)155 }156 140 -
tol/stdlib/math/stat/models/bayesian/bysMcmc/_defineBlock.tol
re0792b1 r2d8895b 19 19 Real numBlock, 20 20 Real firstCol, 21 NameBlockconfig)21 Config config) 22 22 ////////////////////////////////////////////////////////////////////////////// 23 23 { … … 41 41 Set _.colIdx = Range(_.firstCol, _.lastCol, 1); 42 42 //User configuration parameters 43 NameBlock_.config = config;43 BysMcmc::Config _.config = config; 44 44 //Stores current values of parameters 45 45 VMatrix _.store = Rand(_.numCol,1,0,0); -
tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/_oneNode.tol
re0792b1 r2d8895b 270 270 " Set _.timeInfo; //BSR.NoiseTimeInfo\n" 271 271 "]];\n"; 272 Set Estim(NameBlock data, Set nonLinFil, NameBlockconfig_)272 Set Estim(NameBlock data, Set nonLinFil, Config config_) 273 273 /////////////////////////////////////////////////////////////////////////// 274 274 { … … 285 285 nonLinFil, 286 286 config_, 287 BysMcmc:: Bsr::Gibbs::NoNotifier(0)287 BysMcmc::NoNotifier(0) 288 288 ); 289 289 //WriteLn(_MID+" TRACE 11"); -
tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/dynhlm/_db_api.estim.tol
re0792b1 r2d8895b 219 219 Text resultRootPath, 220 220 NameBlock seriesHandler, 221 NameBlock config _)221 NameBlock config) 222 222 //////////////////////////////////////////////////////////////////////////// 223 223 { 224 NameBlock config = BysMcmc::BuildFullConfig(config_);225 224 Real BysMcmc::Bsr::DynHlm::DBApi::useNodeInMissingIdentifier := 226 225 config::DBApi.useNodeInMissingIdentifier; … … 255 254 256 255 //Creates the data base notifier of current status 257 NameBlockdbNotifier =256 BysMcmc::Notifier dbNotifier = 258 257 [[ 259 258 Text _.dbName = dbName; -
tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_basicMaster.tol
re0792b1 r2d8895b 15 15 // Configuration members 16 16 //-------------------------------------------------------------------------- 17 NameBlock _config = BysMcmc::BuildFullConfig(config);17 BysMcmc::Config _config = config; 18 18 19 19 //-------------------------------------------------------------------------- -
tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_estim.tol
re0792b1 r2d8895b 11 11 "Estimates a BSR model by Gibbs method\n"+ 12 12 "Argument `parsed` must be defined as the result of calling function " 13 "BSR.Parse\n"+ 14 "Argument `notifier` is an event tracing handler and must has at least " 15 "these public methods: \n"+ 16 " Real initializing(Real numVar,Text path) { ... };\n"+ 17 " Real simulating(Real numSim, Real timeAvg) { ... };\n"+ 18 " Real reporting(Real unused) { ... };\n"+ 19 " Real evaluating(Real unused) { ... };\n"; 13 "BSR.Parse\n"; 20 14 21 15 Set EstimParsed(BSR.ModelDef parsed, 22 16 Set nonLinFilter, 23 NameBlock config_,24 N ameBlocknotifier)17 Config config, 18 Notifier notifier) 25 19 ////////////////////////////////////////////////////////////////////////////// 26 20 { 27 NameBlock config = BysMcmc::BuildFullConfig(config_);28 21 //WriteLn("TRACE EstimParsed Card(nonLinFilter) = "<<Card(nonLinFilter)); 29 22 NameBlock gibbs = If(!Card(nonLinFilter), … … 109 102 "Estimates a BSR model by Gibbs method\n"+ 110 103 "Argument `ascii` must be an ASCII file path prepared to be parsed by " 111 "function BSR.Parse\n"+ 112 "Argument `notifier` is an event tracing handler and must has at least " 113 "these public methods: \n"+ 114 " Real parsing(Real numVar,Text path);\n"+ 115 " Real initializing(Real numVar,Text path);\n"+ 116 " Real simulating(Real numSim); \n"+ 117 " Real reporting(Real numVar,Text path);\n"+ 118 " Real evaluating(Real numVar,Text path);\n"; 104 "function BSR.Parse\n"; 119 105 Set EstimAscii(Text ascii_, 120 106 Set nonLinFilter, 121 NameBlockconfig,122 N ameBlocknotifier)107 Config config, 108 Notifier notifier) 123 109 ////////////////////////////////////////////////////////////////////////////// 124 110 { … … 143 129 " - A Set containing the result of calling function BSR.Parse\n"+ 144 130 " - A NameBlock with the minimum API accepted by standard importing method " 145 "BysMcmc::Bsr::Import::Write\n"+ 146 "Argument `notifier` is an event tracing handler and must has at least " 147 "these public methods: \n"+ 148 " Real parsing(Real numVar,Text path);\n"+ 149 " Real initializing(Real numVar,Text path);\n"+ 150 " Real simulating(Real numSim); \n"+ 151 " Real reporting(Real numVar,Text path);\n"+ 152 " Real evaluating(Real numVar,Text path);\n"; 131 "BysMcmc::Bsr::Import::Write\n"; 153 132 Set EstimAndNotify(Anything modelDef, 154 NameBlockconfig,155 N ameBlocknotifier)133 Config config, 134 Notifier notifier) 156 135 ////////////////////////////////////////////////////////////////////////////// 157 136 { … … 185 164 ///////////////////////////////////////////////////////////////////////////// 186 165 187 //////////////////////////////////////////////////////////////////////////////188 NameBlock NoNotifier(Real 0)189 //////////////////////////////////////////////////////////////////////////////190 {[[191 Real parsing(Real unused) { Real 0 };192 Real initializing(Real numVar,Text path) { Real 0 };193 Real simulating(Real numSim, Real timeAvg) { Real 0 };194 Real reporting(Real unused) { Real 0 };195 Real evaluating(Real unused) { Real 0 }196 ]]};197 166 198 167 ////////////////////////////////////////////////////////////////////////////// … … 209 178 ////////////////////////////////////////////////////////////////////////////// 210 179 { 211 EstimAndNotify(modelDef, config, BysMcmc:: Bsr::Gibbs::NoNotifier(0))180 EstimAndNotify(modelDef, config, BysMcmc::NoNotifier(0)) 212 181 }; 213 182 /////////////////////////////////////////////////////////////////////////////
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