From: Benjamin Auder <benjamin.auder@somewhere>
Date: Tue, 10 Dec 2019 00:32:45 +0000 (+0100)
Subject: Fix code which is now running, but computations are probably wrong
X-Git-Url: https://git.auder.net/doc/html/%7B%7B%20path%28%27mixstore_static_policy%27%29%20%7D%7D?a=commitdiff_plain;h=4bf8494d8484be5eab39dd2a83e649678a2de713;p=morpheus.git

Fix code which is now running, but computations are probably wrong
---

diff --git a/pkg/R/optimParams.R b/pkg/R/optimParams.R
index dc294f0..4fb6615 100644
--- a/pkg/R/optimParams.R
+++ b/pkg/R/optimParams.R
@@ -117,11 +117,12 @@ setRefClass(
 
     computeW = function(θ)
     {
-      dim <- d + d^2 + d^3
-      W <<- solve( matrix( .C("Compute_Omega",
+      #require(MASS)
+      dd <- d + d^2 + d^3
+      W <<- MASS::ginv( matrix( .C("Compute_Omega",
         X=as.double(X), Y=as.double(Y), M=as.double(Moments(θ)),
         pn=as.integer(n), pd=as.integer(d),
-        W=as.double(W), PACKAGE="morpheus")$W, nrow=dim, ncol=dim) )
+        W=as.double(W), PACKAGE="morpheus")$W, nrow=dd, ncol=dd ) )
       NULL #avoid returning W
     },
 
@@ -251,18 +252,21 @@ setRefClass(
       else if (any(is.na(θ0$b)))
         stop("θ0$b cannot have missing values")
 
-			op_res = constrOptim( linArgs(θ0), .self$f, .self$grad_f,
-				ui=cbind(
-					rbind( rep(-1,K-1), diag(K-1) ),
-					matrix(0, nrow=K, ncol=(d+1)*K) ),
-				ci=c(-1,rep(0,K-1)) )
-
-      # debug:
-      computeW(expArgs(op_res$par))
-      print(W)
-      # We get a first non-trivial estimation of W
-      # TODO: loop, this redefine f, so that we can call constrOptim again...
-      # Stopping condition? N iterations? Delta <= epsilon ?
+      # TODO: stopping condition? N iterations? Delta <= epsilon ?
+      for (loop in 1:10)
+      {
+        op_res = constrOptim( linArgs(θ0), .self$f, .self$grad_f,
+          ui=cbind(
+            rbind( rep(-1,K-1), diag(K-1) ),
+            matrix(0, nrow=K, ncol=(d+1)*K) ),
+          ci=c(-1,rep(0,K-1)) )
+
+        computeW(expArgs(op_res$par))
+        # debug:
+        #print(W)
+        print(op_res$value)
+        print(expArgs(op_res$par))
+      }
 
 			expArgs(op_res$par)
 		}
diff --git a/pkg/src/functions.c b/pkg/src/functions.c
index c8d51dd..68f1b79 100644
--- a/pkg/src/functions.c
+++ b/pkg/src/functions.c
@@ -54,19 +54,39 @@ void Moments_M3(double* X, double* Y, int* pn, int* pd, double* M3)
 	}
 }
 
+#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;
   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;
+  }
+
   //double* W = (double*)calloc(dim*dim,sizeof(double));
-  double* g = (double*)malloc(dim * sizeof(double));
+  double* g = (double*)malloc(dim*sizeof(double));
   for (int i=0; i<n; i++)
   {
     // Fill gi:
     for (int j=0; j<d; j++)
-      g[j] = Y[i] * X[mi(i,j,n,d)] - M[i];
+      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
@@ -74,7 +94,7 @@ void Compute_Omega(double* X, double* Y, double* M, int* pn, int* pd, double* W)
       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[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++)
     {
@@ -88,8 +108,13 @@ void Compute_Omega(double* X, double* Y, double* M, int* pn, int* pd, double* W)
         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[i];
+      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++)
     {
@@ -98,4 +123,11 @@ void Compute_Omega(double* X, double* Y, double* M, int* pn, int* pd, double* W)
     }
   }
   free(g);
+
+//  for (int j=0; j<dim; j++)
+//  {
+//    printf("\n");
+//    for (int k=0; k<dim; k++)
+//      printf("%f ",W[j*dim+k]);
+//  }
 }