- Timestamp:
- Apr 14, 2010, 12:44:21 PM (17 years ago)
- Branches:
- 1941-docker-image-to-test, devel, master
- Children:
- ff4a180b
- Parents:
- 312118f
- Location:
- tol_tests/tol/ARIMA/mcmc
- Files:
-
- 3 edited
-
mtrymh.cycle.tol (modified) (1 diff)
-
mtrymh.mcmc.tol (modified) (3 diffs)
-
mtrymh.tol (modified) (1 diff)
Legend:
- Unmodified
- Added
- Removed
-
tol_tests/tol/ARIMA/mcmc/mtrymh.cycle.tol
r312118f r558d77a 2 2 Set For(1,1000,Real(Real modelNum) 3 3 { 4 Set aux = IncludeText(ReadFile("mtrymh.tol")); 4 //Set aux = IncludeText(ReadFile("mtrymh.tol")); 5 Real OSCmdWait(TOLSH_PATH+"tolsh.exe mtrymh.tol"); 5 6 True 6 7 }); -
tol_tests/tol/ARIMA/mcmc/mtrymh.mcmc.tol
r312118f r558d77a 47 47 Real mtm.t0 = Copy(Time); 48 48 //Real TolOprProfiler.Enabled := True; 49 While( numSim<2500, append_draw(mtm_arima::draw_multiple_try(0)));49 While(And(numSim<2500,NError==numErr.0), append_draw(mtm_arima::draw_multiple_try(0))); 50 50 //Real TolOprProfiler.Dump("draw_multiple_try.k"<<mtm_arima::_.k+".csv"); 51 51 Real mtm.time = (Copy(Time) - mtm.t0)/numSim; 52 Real mtm.speed = mtm_arima::_.acceptRatio / mtm.time; 52 53 WriteLn("Time by MTM simulation "<<mtm.time); 53 54 /* */ 55 Real numErr = Copy(NError) - numErr.0; 56 Real numWar = Copy(NWarning) - numWar.0; 57 58 Text report.path = "mtrymh.tab"; 59 60 Real raftery.burnin = ?; 61 Real raftery.thinning = ?; 62 Real raftery.rate = ?; 63 Real raftery.speed = ?; 54 64 55 65 Matrix cmp = mcmc | Group("ConcatColumns", For(1,Rows(PARAM),Matrix(Real j) … … 57 67 Constant(Rows(mcmc),1,MatDat(PARAM,j,1)) 58 68 })); 59 60 Real mtm.speed = mtm_arima::_.acceptRatio / mtm.time; 61 62 Real numErr = Copy(NError) - numErr.0; 63 Real numWar = Copy(NWarning) - numWar.0; 64 65 /* */ 66 Text report.path = "mtrymh.tab"; 69 Set raftery.report = If(numErr, Copy(Empty), 70 {[[ 71 Matrix raftery=RCODA::raftery.diag(mcmc,{ [[ 72 Real verbose=TRUE, 73 Real varByCol=TRUE, 74 Real q = 0.025; 75 Real r = 0.007; 76 Real s = 0.950; 77 Real eps = 0.001 78 ]]}); 79 Real raftery.burnin := MatMax(SubCol(raftery,[[1]])); 80 Real raftery.thinning := MatMax(SubCol(raftery,[[4]])); 81 Real raftery.rate := (numSim-raftery.burnin)/(numSim*raftery.thinning); 82 Real raftery.speed := raftery.rate / mtm.time 83 ]]}); 84 67 85 Text report = "" 68 86 <<rndSeed+"\t" 69 87 <<rndSeed_iv+"\t" 70 88 <<arima.label+"\t" 71 <<arima.time+"\t"72 89 <<mtm_arima::_.n+"\t" 73 90 <<mtm_arima::_.k+"\t" 91 <<arima.time+"\t" 92 <<mtm.time+"\t" 74 93 <<mtm_arima::_.acceptRatio+"\t" 75 <<mtm.time+"\t"76 94 <<mtm.speed+"\t" 95 <<raftery.burnin+"\t" 96 <<raftery.thinning+"\t" 97 <<raftery.rate+"\t" 98 <<raftery.speed+"\t" 77 99 <<numErr+"\t" 78 100 <<numWar+"\n"; … … 81 103 +"rndSeed_iv\t" 82 104 +"arima.label\t" 83 +"arima.time\t"84 105 +"mtm_arima::_.n\t" 85 106 +"mtm_arima::_.k\t" 107 +"arima.time\t" 108 +"mtm.time\t" 86 109 +"mtm_arima::_.acceptRatio\t" 87 +"mtm.time\t"88 110 +"mtm.speed\t" 111 +"raftery.burnin\t" 112 +"raftery.thinning\t" 113 +"raftery.rate\t" 114 +"raftery.speed\t" 89 115 +"numErr\t" 90 116 +"numWar\n")); 91 117 118 WriteLn(report); 92 119 Text AppendFile(report.path,report); 93 WriteLn(report);94 120 121 -
tol_tests/tol/ARIMA/mcmc/mtrymh.tol
r312118f r558d77a 11 11 12 12 13 //Set k.range = [[1]]; 13 14 Set k.range = Range(1,Rows(PARAM),1); 14 15
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