#include <stdlib.h>
-//index matrix (by columns)
+// Index matrix (by columns)
int mi(int i, int j, int d1, int d2)
{
- return j*d1+i;
+ return j*d1 + i;
}
-//index 3-tensor (by columns, matrices ordered by last dim)
+// Index 3-tensor (by columns, matrices ordered by last dim)
int ti(int i, int j, int k, int d1, int d2, int d3)
{
return k*d1*d2 + j*d1 + i;
}
-// Emprical cross-moment of order 2 between X size nxd and Y size n
+// Empirical cross-moment of order 2 between X size nxd and Y size n
void Moments_M2(double* X, double* Y, int* pn, int* pd, double* M2)
{
int n=*pn, d=*pd;
}
}
-// Emprical cross-moment of order 3 between X size nxd and Y size n
+// Empirical cross-moment of order 3 between X size nxd and Y size n
void Moments_M3(double* X, double* Y, int* pn, int* pd, double* M3)
{
int n=*pn, d=*pd;
}
}
+#include <stdio.h>
+
+// W = 1/N sum( t(g(Zi,theta)) g(Zi,theta) )
+// with g(Zi, theta) = i-th contribution to all moments (size dim) - real moments
void Compute_Omega(double* X, double* Y, double* M, int* pn, int* pd, double* W)
{
int n=*pn, d=*pd;
- //double* W = (double*)calloc(d+d*d+d*d*d,sizeof(double));
+ int dim = d + d*d + d*d*d;
+
+//printf("X: \n");
+//for (int kk=0; kk<d*n; kk++) printf("%f ",X[kk]);
+//printf("\n");
+//printf("Y: \n");
+//for (int kk=0; kk<n; kk++) printf("%f ",Y[kk]);
+//printf("\n");
+//printf("M: \n");
+//for (int kk=0; kk<dim; kk++) printf("%f ",M[kk]);
+//printf("\n");
+
+ // (Re)Initialize W:
+ for (int j=0; j<dim; j++)
+ {
+ for (int k=0; k<dim; k++)
+ W[j*dim+k] = 0.0;
+ }
- // TODO: formula 1/N sum( t(g(Zi,theta)) g(Zi,theta) )
- // = 1/N sum( t( (XiYi-...) - M[i] ) ( ... ) )
- // --> similar to Moments_M2 and M3 above
- for (int j=0; j<
+ //double* W = (double*)calloc(dim*dim,sizeof(double));
+ double* g = (double*)malloc(dim*sizeof(double));
for (int i=0; i<n; i++)
{
- W[] +=
+ // Fill gi:
+ for (int j=0; j<d; j++)
+ g[j] = Y[i] * X[mi(i,j,n,d)] - M[j];
+ for (int j=d; j<d+(d*d); j++)
+ {
+ int idx1 = (j-d) % d; //num row
+ int idx2 = ((j-d) - idx1) / d; //num col
+ g[j] = 0.0;
+ if (idx1 == idx2)
+ g[j] -= Y[i];
+ g[j] += Y[i] * X[mi(i,idx1,n,d)]*X[mi(i,idx2,n,d)] - M[j];
+ }
+ for (int j=d+d*d; j<dim; j++)
+ {
+ int idx1 = (j-d-d*d) % d; //num row
+ int idx2 = ((j-d-d*d - idx1) / d) %d; //num col
+ int idx3 = (((j-d-d*d - idx1) / d) - idx2) / d; //num "depth"
+ g[j] = 0.0;
+ if (idx1 == idx2)
+ g[j] -= Y[i] * X[mi(i,idx3,n,d)];
+ if (idx1 == idx3)
+ g[j] -= Y[i] * X[mi(i,idx2,n,d)];
+ if (idx2 == idx3)
+ g[j] -= Y[i] * X[mi(i,idx1,n,d)];
+ g[j] += Y[i] * X[mi(i,idx1,n,d)]*X[mi(i,idx2,n,d)]*X[mi(i,idx3,n,d)] - M[j];
+ }
+
+//printf("i=%i, g=: \n", i);
+//for (int kk=0; kk<d; kk++) printf("%f ",g[kk]);
+//printf("\n");
+
+ // Add 1/n t(gi) %*% gi to W
+ for (int j=0; j<dim; j++)
+ {
+ for (int k=0; k<dim; k++)
+ W[j*dim+k] += g[j] * g[k] / n;
+ }
}
+ free(g);
+
+// for (int j=0; j<dim; j++)
+// {
+// printf("\n");
+// for (int k=0; k<dim; k++)
+// printf("%f ",W[j*dim+k]);
+// }
}