From 4bf8494d8484be5eab39dd2a83e649678a2de713 Mon Sep 17 00:00:00 2001 From: Benjamin Auder <benjamin.auder@somewhere> Date: Tue, 10 Dec 2019 01:32:45 +0100 Subject: [PATCH] Fix code which is now running, but computations are probably wrong --- pkg/R/optimParams.R | 34 +++++++++++++++++++--------------- pkg/src/functions.c | 40 ++++++++++++++++++++++++++++++++++++---- 2 files changed, 55 insertions(+), 19 deletions(-) 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]); +// } } -- 2.44.0