Changeset 90b59de in tol

Timestamp:

Apr 1, 2009, 3:47:01 PM (18 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

1941-docker-image-to-test, devel, master

Children:

24bdea7

Parents:

d7e2da2

Message:

Removing max-likelihood step

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@839 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_nonLinBlock.tol (modified) (9 diffs)

tol/stdlib/math/stat/models/bayesian/bysMcmc/bsr/gibbs/_nonLinBlock.tol

@@ -94 +94 @@
   Set _.filterColIdx = If(!_.isInputFilter, Copy(Empty),
   {
-    _.bsr::_.lin.blk::_.blockDef::getStoreColIndexes(_.linBlkNames)
+    _.bsr::_.mln.blk::_.blockDef::getStoreColIndexes(_.linBlkNames)
   });
   //Total number of affected parameters in linear block 
@@ -127 +127 @@
   "Method of generation of a non linear block by using current scalar method,"
   " given by scalarSampler for each parameter";
-  VMatrix draw.scalar(Real numSim, 
-                      Real calcMaxLikelihood) 
-  ////////////////////////////////////////////////////////////////////////////
-  {
-  //WriteLn("TRACE"+_MID+"draw.scalar 1 calcMaxLikelihood="<<calcMaxLikelihood);
+  VMatrix draw.scalar(Real numSim) 
+  ////////////////////////////////////////////////////////////////////////////
+  {
+  //WriteLn("TRACE"+_MID+"draw.scalar 1 ");
     VMatrix   fullNoise = _.bsr::_.noise;
     NameBlock arimaBlk  = _.bsr::_.arm.blk;
@@ -138 +137 @@
   //WriteLn("TRACE"+_MID+"draw.scalar 1.1 _.isInputFilter = "<<_.isInputFilter);
     Matrix omega= If(!_.isInputFilter, Col(1),
-      SubRow(VMat2Mat(_.bsr::_.lin.blk::_.blockDef::_.store), 
-                         _.filterColIdx));
+      SubRow(VMat2Mat(_.bsr::_.mln.blk::getStore(0)), _.filterColIdx));
   //WriteLn("TRACE"+_MID+"draw.scalar 1.2 omega("<<Rows(omega)+"x"<<Columns(omega));
   //WriteLn("TRACE"+_MID+"draw.scalar 1.3 _.Fi("<<Rows(_.Fi)+"x"<<Columns(_.Fi));
@@ -190 +188 @@
         Real ld = -0.5*MatDat(MtMSqr(ei),1,1);
       //WriteLn("TRACE LogDens.WhiteNoise("+_.colNames[i]+","<<x+")="<<ld);
-      //Real UpdateMaxLogLikelihood(x,ld);
         ld+get.priorLogDens(i)
       };
@@ -201 +198 @@
         Real ld = -0.5*MatDat(MtMSqr(ei),1,1);
       //WriteLn("TRACE LogDens.ARMA("+_.colNames[i]+","<<x+")="<<ld);
-      //Real UpdateMaxLogLikelihood(x,ld);
         ld+get.priorLogDens(i)
       };
@@ -217 +213 @@
         Real ld = -0.5*MatDat(MtMSqr(ei),1,1);
       //WriteLn("TRACE LogDens.ARIMA("+_.colNames[i]+","<<x+")="<<ld);
-      //Real UpdateMaxLogLikelihood(x,ld);
         ld+get.priorLogDens(i)
       };
@@ -232 +227 @@
       Real If(Or(x<x0,x>x1), x := Rand(x0,x1) );
     //WriteLn("TRACE"+_MID+"draw.scalar.one 2.["+IntText(i)+"].5");
-      Real x:= If(!calcMaxLikelihood, 
-      {
-        _scalarSampler(LogDens,x0,x1,x)
-      },
-      {
-        Real MinusLogDens(Real x_) { -LogDens(x_) };
-        Real y=0;
-        FibonacciMin(MinusLogDens, y, x0, x1, 1.E-5*n)
-      });
+      Real x:= _scalarSampler(LogDens,x0,x1,x);
     //WriteLn("TRACE draw.scalar x= "<<x);
     //WriteLn("TRACE"+_MID+"draw.scalar.one 2.["+IntText(i)+"].6");
@@ -274 +261 @@
       },
       {
-        draw.scalar(numSim, False)
+        draw.scalar(numSim)
       })
     },
@@ -281 +268 @@
       Copy(_.blockDef::_.store)
     })
-  };
-
-  ////////////////////////////////////////////////////////////////////////////
-  Text _.autodoc.member.maxLikelihood =
-  "Method of contitioned maximum likelihood";
-  VMatrix maxLikelihood(Real numSim)
-  ////////////////////////////////////////////////////////////////////////////
-  {
-  //WriteLn("TRACE"+_MID+"maxLikelihood 1");
-    draw.scalar(numSim, True)
   };