private void SetLinearStructuredParameter(SRMData data, double shape)
{
double[] alpha = new double[ndim];
double[] rate = new double[ndim];
SetLinearStructuredParameter(data.MaxTime / 2.0, shape, alpha, rate);
param.Update(data.TotalFaults, alpha, rate);
}
public override void Fit(SRMData data)
{
if (status == ModelStatus.NotIntialized)
{
hsrm.InitAll(data, conf, msg);
status = ModelStatus.Initialized;
}
status = ModelStatus.Processing;
hsrm.FitAll(data, conf, msg);
switch (conf.Status)
{
case SRATS.Status.CONVERGENCE:
status = ModelStatus.Convergence;
break;
case SRATS.Status.MAXITERATION:
status = ModelStatus.MaxIteration;
break;
case SRATS.Status.NUMERICALERROR:
status = ModelStatus.NumericalError;
break;
default:
status = ModelStatus.Unknown;
break;
}
result = srm.Calc(data);
PlotMVF(data);
}
public double Emstep(SRMData data)
{
double llf = Estep(data);
Mstep();
return(llf);
}
private SRMData SetDataThreeColumn(Object[,] dataCells, bool cumulative)
{
int dsize = dataCells.GetUpperBound(0) - dataCells.GetLowerBound(0) + 1;
double[] time = new double[dsize];
int[] fault = new int[dsize];
int[] type = new int[dsize];
double prev = 0;
for (int i = 0, j = dataCells.GetLowerBound(0); i < dsize; i++, j++)
{
double tmp = System.Convert.ToDouble(dataCells[j, 1]);
if (cumulative)
{
time[i] = tmp - prev;
prev = tmp;
}
else
{
time[i] = tmp;
}
fault[i] = System.Convert.ToInt32(dataCells[j, 2]);
type[i] = System.Convert.ToInt32(dataCells[j, 3]);
}
SRMData fdat = new SRMData();
fdat.SetData(time, fault, type);
return(fdat);
}
public override void Initialize(SRMData data)
{
hsrm.InitAll(data, conf, msg);
status = ModelStatus.Initialized;
result = srm.Calc(data);
PlotMVF(data);
}
public override void Initialize(SRMData data)
{
em.Initialize(data);
status = ModelStatus.Initialized;
result = srm.Calc(data);
PlotMVF(data);
}
public void Initialize(SRMData data)
{
Alloc(data);
double[] p = { 2.0, 4.0, 8.0, 16.0, 32.0, 64.0 };
SetPowerStructuredParameter(data, p[0]);
double maxllf = DoEstimation(data, 5);
CPHParam maxparam = param.Create() as CPHParam;
param.CopyTo(maxparam);
for (int i = 1; i < p.Length; i++)
{
SetPowerStructuredParameter(data, p[i]);
double llf = DoEstimation(data, 5);
if (maxllf < llf)
{
maxllf = llf;
param.CopyTo(maxparam);
}
}
for (int i = 0; i < p.Length; i++)
{
SetLinearStructuredParameter(data, p[i]);
double llf = DoEstimation(data, 5);
if (maxllf < llf)
{
maxllf = llf;
param.CopyTo(maxparam);
}
}
maxparam.CopyTo(param);
CPHDist cph = dist as CPHDist;
cph.ClearCache();
}
public void InitAll(SRMData data, EMConf emconf, IMessage msg)
{
foreach (HErlangEMSRM model in allmodels)
{
EM em = new EM(model, emconf, msg);
em.Initialize(data);
maxmodel = model;
}
}
private double DoEstimation(SRMData data, int u)
{
double llf = 0.0;
for (int k = 0; k < u; k++)
{
llf = Emstep(data);
}
return(llf);
}
public void PlotMVF(SRMData data, double tmax = 1.5)
{
if (data != null)
{
mvf = srm.MvfData(PlotPoint.MakeSeq(0, data.TotalTime * tmax));
}
else
{
mvf = null;
}
}
private void Alloc(SRMData data)
{
int dsize = data.Size;
//vb = new double[dsize + 2][ndim];
//vb2 = new double[dsize + 2][ndim];
vb = Array2.Create(dsize + 2, ndim);
vb2 = Array2.Create(dsize + 2, ndim);
blf = new double[dsize + 2];
blf2 = new double[dsize + 2];
}
public void FitAll(SRMData data, EMConf emconf, IMessage msg)
{
maxllf = double.MinValue;
foreach (HErlangEMSRM model in allmodels)
{
EM em = new EM(model, emconf, msg);
em.Fit(data);
if (emconf.Llf > maxllf)
{
maxllf = emconf.Llf;
maxmodel = model;
maxconf.Set(emconf);
}
}
emconf.Set(maxconf);
}
public void Initialize(SRMData data)
{
Random rnd = new Random();
param.Omega = data.TotalFaults;
double[] tmp = new double[param.M];
double sum = 0.0;
for (int i = 0; i < param.M; i++)
{
sum += tmp[i] = rnd.NextDouble();
param.Rate[i] = param.Shape[i] / data.TotalTime;
}
for (int i = 0; i < param.M; i++)
{
param.Alpha[i] = tmp[i] / sum;
}
}
public void Initialize(SRMData data)
{
param.Omega = 1.0;
param.Mu = 0.0;
param.Phi = data.TotalTime / 2.0;
}
private double Estep(SRMData data)
{
int dsize = data.Size;
double[] time = data.Time;
int[] num = data.Fault;
int[] type = data.Type;
int j;
int x;
double t, y;
double tmp1, tmp2, tmp3;
double llf;
double g00, g01, g02;
double g10, g11, g12;
// E-step
t = time[0];
x = num[0];
y = NMath.Exp((NMath.Log(t) - param.Mu) / param.Phi);
en1 = 0.0;
en2 = 0.0;
en3 = 0.0;
llf = 0.0;
g00 = 1.0;
g01 = 0.5;
g02 = 1.0;
g10 = 1.0 / (1.0 + y);
g11 = 1.0 / (2.0 * (1.0 + y) * (1.0 + y));
g12 = (1.0 + (1.0 + NMath.Log(y)) * y) / ((1.0 + y) * (1.0 + y));
if (x != 0)
{
tmp1 = g00 - g10;
tmp2 = g01 - g11;
tmp3 = g02 - g12;
en1 += x;
en2 += x * tmp2 / tmp1;
en3 += x * tmp3 / tmp1;
llf += x * NMath.Log(tmp1) - NMath.Lgamma(x + 1.0);
}
if (type[0] != 0)
{
en1 += 1.0;
en2 += 1.0 / (1.0 + y);
en3 += (y - 1.0) * NMath.Log(y) / (1.0 + y);
llf += NMath.Log(dist.Pdf(t));
}
for (j = 1; j < dsize; j++)
{
x = num[j];
if (time[j] != 0.0)
{
t += time[j];
y = NMath.Exp((NMath.Log(t) - param.Mu) / param.Phi);
g00 = g10;
g01 = g11;
g02 = g12;
g10 = 1.0 / (1.0 + y);
g11 = 1.0 / (2.0 * (1.0 + y) * (1.0 + y));
g12 = (1.0 + (1.0 + NMath.Log(y)) * y) / ((1.0 + y) * (1.0 + y));
}
if (x != 0)
{
tmp1 = g00 - g10;
tmp2 = g01 - g11;
tmp3 = g02 - g12;
en1 += x;
en2 += x * tmp2 / tmp1;
en3 += x * tmp3 / tmp1;
llf += x * NMath.Log(tmp1) - NMath.Lgamma(x + 1.0);
}
if (type[j] != 0)
{
en1 += 1.0;
en2 += 1.0 / (1.0 + y);
en3 += (y - 1.0) * NMath.Log(y) / (1.0 + y);
llf += NMath.Log(dist.Pdf(t));
}
}
llf += NMath.Log(param.Omega) * en1;
en1 += param.Omega * g10;
en2 += param.Omega * g11;
en3 += param.Omega * g12;
llf += -param.Omega * (1.0 - g10);
return(llf);
}
public void Initialize(SRMData data)
{
param.Omega = 1.0;
param.Mu = 1.0;
param.Phi = NMath.Log(data.TotalTime / 2.0);
}
private double Estep(SRMData data)
{
int dsize = data.Size;
double[] time = data.Time;
int[] num = data.Fault;
int[] type = data.Type;
int j;
double t0;
int x1;
double t1;
double tmp1, tmp2, llf;
// E-step
t0 = 0.0;
t1 = time[0];
x1 = num[0];
en1 = 0.0;
en2 = 0.0;
llf = 0.0;
if (x1 != 0)
{
tmp1 = 1 - NMath.Exp(-param.Lambda * t1);
tmp2 = 1.0 / param.Lambda - (t1 + 1 / param.Lambda) * NMath.Exp(-param.Lambda * t1);
en1 = x1;
en2 = x1 * tmp2 / tmp1;
llf = x1 * NMath.Log(tmp1) - NMath.Lgamma(x1 + 1.0);
}
if (type[0] != 0)
{
en1 += 1.0;
en2 += t1;
llf += NMath.Log(param.Lambda) - param.Lambda * t1;
}
for (j = 1; j < dsize; j++)
{
if (time[j] != 0.0)
{
t0 = t1;
t1 = t0 + time[j];
}
x1 = num[j];
if (x1 != 0)
{
tmp1 = NMath.Exp(-param.Lambda * t0) - NMath.Exp(-param.Lambda * t1);
tmp2 = (t0 + 1.0 / param.Lambda) * NMath.Exp(-param.Lambda * t0)
- (t1 + 1.0 / param.Lambda) * NMath.Exp(-param.Lambda * t1);
en1 += x1;
en2 += x1 * tmp2 / tmp1;
llf += x1 * NMath.Log(tmp1) - NMath.Lgamma(x1 + 1.0);
}
if (type[j] != 0)
{
en1 += 1.0;
en2 += t1;
llf += NMath.Log(param.Lambda) - param.Lambda * t1;
}
}
llf += NMath.Log(param.Omega) * en1; // en1 is total number of faults
en1 += param.Omega * NMath.Exp(-param.Lambda * t1); // t1 is the last time
en2 += param.Omega * (t1 + 1.0 / param.Lambda) * NMath.Exp(-param.Lambda * t1); // t1 is the last time
llf += -param.Omega * (1.0 - NMath.Exp(-param.Lambda * t1));
return(llf);
}
public void Initialize(SRMData data)
{
param.Omega = data.TotalFaults;
param.Lambda = 2.0 / data.TotalTime;
}
private double Estep(SRMData data)
{
int dsize = data.Size;
double[] time = data.Time;
int[] num = data.Fault;
int[] type = data.Type;
int j;
int x;
double t;
double tmp1, tmp2, tmp3;
double llf;
double g00, g01, g02;
double g10, g11, g12;
// E-step
t = time[0];
x = num[0];
en1 = 0.0;
en2 = 0.0;
en3 = 0.0;
llf = 0.0;
g00 = 1.0;
g01 = param.A / param.C;
g02 = NMath.Psi(param.A) - NMath.Log(param.C);
g10 = dist.Ccdf(t);
g11 = param.A / (param.C + t) * g10;
g12 = (NMath.Psi(param.A) - NMath.Log(param.C + t)) * g10;
if (x != 0)
{
tmp1 = g00 - g10;
tmp2 = g01 - g11;
tmp3 = g02 - g12;
en1 += x;
en2 += x * tmp2 / tmp1;
en3 += x * tmp3 / tmp1;
llf += x * NMath.Log(tmp1) - NMath.Lgamma(x + 1.0);
}
if (type[0] != 0)
{
en1 += 1.0;
en2 += (param.A + 1.0) / (param.C + t);
en3 += NMath.Psi(param.A + 1.0) - NMath.Log(param.C + t);
llf += NMath.Log(dist.Pdf(t));
}
for (j = 1; j < dsize; j++)
{
x = num[j];
if (time[j] != 0.0)
{
t += time[j];
g00 = g10;
g01 = g11;
g02 = g12;
g10 = dist.Ccdf(t);
g11 = param.A / (param.C + t) * g10;
g12 = (NMath.Psi(param.A) - NMath.Log(param.C + t)) * g10;
}
if (x != 0)
{
tmp1 = g00 - g10;
tmp2 = g01 - g11;
tmp3 = g02 - g12;
en1 += x;
en2 += x * tmp2 / tmp1;
en3 += x * tmp3 / tmp1;
llf += x * NMath.Log(tmp1) - NMath.Lgamma(x + 1.0);
}
if (type[j] != 0)
{
en1 += 1.0;
en2 += (param.A + 1.0) / (param.C + t);
en3 += NMath.Psi(param.A + 1.0) - NMath.Log(param.C + t);
llf += NMath.Log(dist.Pdf(t));
}
}
llf += NMath.Log(param.Omega) * en1;
en1 += param.Omega * g10;
en2 += param.Omega * g11;
en3 += param.Omega * g12;
llf += -param.Omega * (1.0 - g10);
return(llf);
}
public void Initialize(SRMData data)
{
param.Omega = 1.0;
param.A = 1.0;
param.C = 1.0;
}
public double Emstep(SRMData data)
{
int dsize = data.Size;
double[] time = data.Time;
int[] num = data.Fault;
int[] type = data.Type;
int x1;
double t1;
double llf, tmp1sum;
// E-step
// initialize
for (int i = 0; i < param.M; i++)
{
a0[i] = NMath.Lgamma(param.Shape[i]);
a1[i] = NMath.Lgamma(param.Shape[i] + 1.0);
}
en1 = 0.0;
for (int i = 0; i < param.M; i++)
{
en2[i] = 0.0;
en3[i] = 0.0;
}
llf = 0.0;
t1 = time[0]; //dat.getTime(1);
x1 = num[0]; //dat.getNumber(1);
for (int i = 0; i < param.M; i++)
{
gam10[i] = NMath.Q_gamma(param.Shape[i], param.Rate[i] * t1, a0[i]);
gam11[i] = NMath.Q_gamma(param.Shape[i] + 1, param.Rate[i] * t1, a1[i]);
}
if (x1 != 0)
{
tmp1sum = 0.0;
for (int i = 0; i < param.M; i++)
{
tmp1[i] = 1.0 - gam10[i];
tmp1sum += param.Alpha[i] * tmp1[i];
tmp2[i] = param.Shape[i] / param.Rate[i] * (1.0 - gam11[i]);
}
en1 += x1;
for (int i = 0; i < param.M; i++)
{
en2[i] += x1 * param.Alpha[i] * tmp1[i] / tmp1sum;
en3[i] += x1 * param.Alpha[i] * tmp2[i] / tmp1sum;
}
llf = x1 * NMath.Log(param.Omega * tmp1sum) - NMath.Lgamma(x1 + 1.0);
}
if (type[0] == 1) // dat.getType(1) == 1)
{
tmp1sum = 0.0;
for (int i = 0; i < param.M; i++)
{
tmp1[i] = Ipdf(i, t1);
tmp1sum += param.Alpha[i] * tmp1[i];
}
en1 += 1.0;
for (int i = 0; i < param.M; i++)
{
en2[i] += param.Alpha[i] * tmp1[i] / tmp1sum;
en3[i] += t1 * param.Alpha[i] * tmp1[i] / tmp1sum;
}
llf += NMath.Log(param.Omega * tmp1sum);
}
for (int j = 2; j <= dsize; j++)
{
t1 += time[j - 1]; //dat.getTime(j);
x1 = num[j - 1]; //dat.getNumber(j);
for (int i = 0; i < param.M; i++)
{
gam20[i] = NMath.Q_gamma(param.Shape[i], param.Rate[i] * t1, a0[i]);
gam21[i] = NMath.Q_gamma(param.Shape[i] + 1, param.Rate[i] * t1, a1[i]);
}
if (x1 != 0)
{
tmp1sum = 0.0;
for (int i = 0; i < param.M; i++)
{
tmp1[i] = gam10[i] - gam20[i];
tmp1sum += param.Alpha[i] * tmp1[i];
tmp2[i] = (param.Shape[i] / param.Rate[i]) * (gam11[i] - gam21[i]);
}
en1 += x1;
for (int i = 0; i < param.M; i++)
{
en2[i] += x1 * param.Alpha[i] * tmp1[i] / tmp1sum;
en3[i] += x1 * param.Alpha[i] * tmp2[i] / tmp1sum;
}
llf += x1 * NMath.Log(param.Omega * tmp1sum) - NMath.Lgamma(x1 + 1);
}
if (type[j - 1] == 1) //dat.getType(j) == 1)
{
tmp1sum = 0.0;
for (int i = 0; i < param.M; i++)
{
tmp1[i] = Ipdf(i, t1);
tmp1sum += param.Alpha[i] * tmp1[i];
}
en1 += 1.0;
for (int i = 0; i < param.M; i++)
{
en2[i] += param.Alpha[i] * tmp1[i] / tmp1sum;
en3[i] += t1 * param.Alpha[i] * tmp1[i] / tmp1sum;
}
llf += NMath.Log(param.Omega * tmp1sum);
}
for (int i = 0; i < param.M; i++)
{
gam10[i] = gam20[i];
gam11[i] = gam21[i];
}
}
tmp1sum = 0.0;
for (int i = 0; i < param.M; i++)
{
tmp1sum += param.Alpha[i] * gam10[i]; // gam10 is the last time
en2[i] += param.Omega * param.Alpha[i] * gam10[i]; // gam10 is the last time
en3[i] += param.Omega * param.Alpha[i] * (param.Shape[i] / param.Rate[i]) * gam11[i]; // gam11 is the last time
}
en1 += param.Omega * tmp1sum;
llf += -param.Omega * (1.0 - tmp1sum);
// M-step
param.Omega = en1;
for (int i = 0; i < param.M; i++)
{
param.Alpha[i] = en2[i] / en1;
param.Rate[i] = param.Shape[i] * en2[i] / en3[i];
}
return(llf);
}
private double Estep(SRMData data)
{
int dsize = data.Size;
double[] time = data.Time;
int[] num = data.Fault;
int[] type = data.Type;
int j;
int x;
double t, y, y0;
double tmp1, tmp2, tmp3;
double llf;
double g00, g01, g02;
double g10, g11, g12;
double g20, g21, g22;
// E-step
y0 = NMath.Exp(param.Mu / param.Theta);
// double tomega = omega / (1.0 - exp(-y0));
double tomega = -param.Omega / NMath.Expm1(-y0);
en1 = 0.0;
en2 = 0.0;
en3 = 0.0;
llf = 0.0;
// g00 = 1.0 - exp(-y0);
// g01 = exp(-mu/theta)*(1.0 - (1.0 + y0)*exp(-y0));
// g02 = 1.0 - exp(-y0) * (1.0 + y0 * log(y0));
g00 = -NMath.Expm1(-y0);
g01 = -NMath.Exp(-param.Mu / param.Theta) * (NMath.Expm1(-y0) + y0 * NMath.Exp(-y0));
g02 = -(NMath.Expm1(-y0) + NMath.Exp(-y0) * y0 * param.Mu / param.Theta);
t = time[0];
x = num[0];
y = NMath.Exp(-(t - param.Mu) / param.Theta);
g10 = g00;
g11 = g01;
g12 = g02;
// g20 = 1.0 - exp(-y);
// g21 = exp(-mu/theta)*(1.0 - (1.0 + y)*exp(-y));
// g22 = 1.0 - exp(-y) * (1.0 + y * log(y));
g20 = -NMath.Expm1(-y);
g21 = -NMath.Exp(-param.Mu / param.Theta) * (NMath.Expm1(-y) + y * NMath.Exp(-y));
g22 = -NMath.Expm1(-y) + NMath.Exp(-y) * y * (t - param.Mu) / param.Theta;
if (x != 0)
{
tmp1 = g10 - g20;
tmp2 = g11 - g21;
tmp3 = g12 - g22;
en1 += x;
en2 += x * tmp2 / tmp1;
en3 += x * tmp3 / tmp1;
llf += x * (NMath.Log(tmp1) - NMath.Log(g00)) - NMath.Lgamma(x + 1.0);
}
if (type[0] != 0)
{
en1 += 1.0;
en2 += NMath.Exp(-t / param.Theta);
en3 += (t - param.Mu) / param.Theta * (1.0 - y);
llf += NMath.Log(dist.Pdf(t));
}
for (j = 1; j < dsize; j++)
{
x = num[j];
if (time[j] != 0.0)
{
t += time[j];
y = NMath.Exp(-(t - param.Mu) / param.Theta);
g10 = g20;
g11 = g21;
g12 = g22;
// g20 = 1.0 - exp(-y);
// g21 = exp(-mu/theta)*(1.0 - (1.0 + y)*exp(-y));
// g22 = 1.0 - exp(-y) * (1.0 + y * log(y));
g20 = -NMath.Expm1(-y);
g21 = -NMath.Exp(-param.Mu / param.Theta) * (NMath.Expm1(-y) + y * NMath.Exp(-y));
g22 = -NMath.Expm1(-y) + NMath.Exp(-y) * y * (t - param.Mu) / param.Theta;
}
if (x != 0)
{
tmp1 = g10 - g20;
tmp2 = g11 - g21;
tmp3 = g12 - g22;
en1 += x;
en2 += x * tmp2 / tmp1;
en3 += x * tmp3 / tmp1;
llf += x * (NMath.Log(tmp1) - NMath.Log(g00)) - NMath.Lgamma(x + 1.0);
}
if (type[j] != 0)
{
en1 += 1.0;
en2 += NMath.Exp(-t / param.Theta);
en3 += (t - param.Mu) / param.Theta * (1.0 - y);
llf += NMath.Log(dist.Pdf(t));
}
}
llf += (NMath.Log(tomega) + NMath.Log(g00)) * en1;
en1 += tomega * (1.0 - g00 + g20);
en2 += tomega * (NMath.Exp(-param.Mu / param.Theta) - g01 + g21);
en3 += tomega * (1.0 - g02 + g22);
llf += -tomega * (g00 - g20);
return(llf);
}
private double Estep(SRMData data)
{
int dsize = data.Size;
double[] time = data.Time;
int[] num = data.Fault;
int[] type = data.Type;
double tomega = param.Omega / dist0.Ccdf(-param.Mu / param.Sig);
int j;
int x;
double t, y;
double tmp1, tmp2, tmp3;
double tmp, llf;
double g00, g01, g02;
double g10, g11, g12;
double g20, g21, g22;
en1 = 0.0;
en2 = 0.0;
en3 = 0.0;
llf = 0.0;
tmp = dist0.Pdf(-param.Mu / param.Sig);
g00 = dist0.Ccdf(-param.Mu / param.Sig);
g01 = param.Sig * tmp + param.Mu * g00;
g02 = (param.Mu * param.Sig) * tmp + (param.Sig * param.Sig + param.Mu * param.Mu) * g00;
t = time[0];
x = num[0];
y = (t - param.Mu) / param.Sig;
tmp = dist0.Pdf(y);
g10 = g00;
g11 = g01;
g12 = g02;
g20 = dist0.Ccdf(y);
g21 = param.Sig * tmp + param.Mu * g20;
g22 = (param.Sig * t + param.Mu * param.Sig) * tmp + (param.Sig * param.Sig + param.Mu * param.Mu) * g20;
if (x != 0)
{
tmp1 = g10 - g20;
tmp2 = g11 - g21;
tmp3 = g12 - g22;
en1 += x;
en2 += x * tmp2 / tmp1;
en3 += x * tmp3 / tmp1;
llf += x * (NMath.Log(tmp1) - NMath.Log(g00)) - NMath.Lgamma(x + 1.0);
}
if (type[0] != 0)
{
en1 += 1.0;
en2 += t;
en3 += t * t;
llf += NMath.Log(dist.Pdf(t));
}
for (j = 1; j < dsize; j++)
{
x = num[j];
if (time[j] != 0.0)
{
t += time[j];
y = (t - param.Mu) / param.Sig;
tmp = dist0.Pdf(y);
g10 = g20;
g11 = g21;
g12 = g22;
g20 = dist0.Ccdf(y);
g21 = param.Sig * tmp + param.Mu * g20;
g22 = (param.Sig * t + param.Mu * param.Sig) * tmp + (param.Sig * param.Sig + param.Mu * param.Mu) * g20;
}
if (x != 0)
{
tmp1 = g10 - g20;
tmp2 = g11 - g21;
tmp3 = g12 - g22;
en1 += x;
en2 += x * tmp2 / tmp1;
en3 += x * tmp3 / tmp1;
llf += x * (NMath.Log(tmp1) - NMath.Log(g00)) - NMath.Lgamma(x + 1.0);
}
if (type[j] != 0)
{
en1 += 1.0;
en2 += t;
en3 += t * t;
llf += NMath.Log(dist.Pdf(t));
}
}
llf += (NMath.Log(tomega) + NMath.Log(g00)) * en1;
en1 += tomega * (1.0 - g00 + g20);
en2 += tomega * (param.Mu - g01 + g21);
en3 += tomega * (param.Sig * param.Sig + param.Mu * param.Mu - g02 + g22);
llf += -tomega * (g00 - g20);
return(llf);
}
public void Pre_em(SRMData data)
{
}
public void Initialize(SRMData data)
{
param.Omega = data.TotalFaults;
param.Alpha = 1.0;
param.Beta = 2.0 / data.TotalTime;
}
private double Estep(SRMData data)
{
int dsize = data.Size;
double[] time = data.Time;
int[] num = data.Fault;
int[] type = data.Type;
int j;
double t0;
int x1;
double t1;
double tmp1, tmp2, tmp3, tmp4, llf;
double gam10, gam11, gam20, gam21;
// E-step
en1 = 0.0;
en2 = 0.0;
en3 = 0.0;
llf = 0.0;
t0 = 0.0;
t1 = time[0];
x1 = num[0];
gam10 = 1.0;
gam11 = 1.0;
gam20 = dist.Ccdf(t1);
gam21 = dist1.Ccdf(t1);
tmp3 = elog.Interval(Log_integrand, 1.0e-10, t1);
tmp4 = tmp3;
if (x1 != 0)
{
tmp1 = gam10 - gam20;
tmp2 = (param.Alpha / param.Beta) * (gam11 - gam21);
en1 += x1;
en2 += x1 * tmp2 / tmp1;
en3 += x1 * tmp3 / tmp1;
llf += x1 * NMath.Log(tmp1) - NMath.Lgamma(x1 + 1.0);
}
if (type[0] != 0)
{
en1 += 1.0;
en2 += t1;
en3 += NMath.Log(t1);
llf += param.Alpha * NMath.Log(param.Beta) + (param.Alpha - 1.0) * NMath.Log(t1)
- param.Beta * t1 - NMath.Lgamma(param.Alpha);
}
for (j = 1; j < dsize; j++)
{
x1 = num[j];
if (time[j] != 0.0)
{
t0 = t1;
t1 = t0 + time[j];
gam10 = gam20;
gam11 = gam21;
gam20 = dist.Ccdf(t1);
gam21 = dist1.Ccdf(t1);
tmp3 = elog.Interval(Log_integrand, t0, t1);
tmp4 += tmp3;
}
if (x1 != 0)
{
tmp1 = gam10 - gam20;
tmp2 = (param.Alpha / param.Beta) * (gam11 - gam21);
en1 += x1;
en2 += x1 * tmp2 / tmp1;
en3 += x1 * tmp3 / tmp1;
llf += x1 * NMath.Log(tmp1) - NMath.Lgamma(x1 + 1.0);
}
if (type[j] != 0)
{
en1 += 1.0;
en2 += t1;
en3 += NMath.Log(t1);
llf += param.Alpha * NMath.Log(param.Beta) + (param.Alpha - 1.0) * NMath.Log(t1)
- param.Beta * t1 - NMath.Lgamma(param.Alpha);
}
}
llf += NMath.Log(param.Omega) * en1;
en1 += param.Omega * gam20;
en2 += param.Omega * (param.Alpha / param.Beta) * gam21;
en3 += param.Omega * (NMath.Psi(param.Alpha) - NMath.Log(param.Beta) - tmp4);
llf += -param.Omega * (1.0 - gam20);
return(llf);
}
public void Post_em(SRMData data)
{
}
public abstract void Fit(SRMData data);
private double Estep(SRMData data)
{
int dsize = data.Size;
double[] time = data.Time;
int[] num = data.Fault;
int[] type = data.Type;
int j;
int x;
double t, y, yp2, y0, y0p2;
double tmp1, tmp2, tmp3;
double llf;
double g00, g01, g02;
double g10, g11, g12;
double g20, g21, g22;
// E-step
y0 = NMath.Exp(-param.Mu / param.Phi);
y0p2 = 1.0 + 2.0 * y0 + y0 * y0;
double tomega = param.Omega * (1.0 + y0);
en1 = 0.0;
en2 = 0.0;
en3 = 0.0;
llf = 0.0;
g00 = 1.0 / (1.0 + y0);
g01 = 1.0 / (2.0 * y0p2);
g02 = (1.0 + (1.0 + NMath.Log(y0)) * y0) / y0p2;
t = time[0];
x = num[0];
y = NMath.Exp((t - param.Mu) / param.Phi);
yp2 = 1.0 + 2.0 * y + y * y;
g10 = g00;
g11 = g01;
g12 = g02;
g20 = 1.0 / (1.0 + y);
g21 = 1.0 / (2.0 * yp2);
g22 = (1.0 + (1.0 + NMath.Log(y)) * y) / yp2;
if (x != 0)
{
tmp1 = g10 - g20;
tmp2 = g11 - g21;
tmp3 = g12 - g22;
en1 += x;
en2 += x * tmp2 / tmp1;
en3 += x * tmp3 / tmp1;
llf += x * (NMath.Log(tmp1) - NMath.Log(g00)) - NMath.Lgamma(x + 1.0);
}
if (type[0] != 0)
{
en1 += 1.0;
en2 += 1.0 / (1.0 + y);
en3 += (y - 1.0) * NMath.Log(y) / (1.0 + y);
llf += NMath.Log(dist.Pdf(t));
}
for (j = 1; j < dsize; j++)
{
x = num[j];
if (time[j] != 0.0)
{
t += time[j];
y = NMath.Exp((t - param.Mu) / param.Phi);
yp2 = 1.0 + 2.0 * y + y * y;
g10 = g20;
g11 = g21;
g12 = g22;
g20 = 1.0 / (1.0 + y);
g21 = 1.0 / (2.0 * yp2);
g22 = (1.0 + (1.0 + NMath.Log(y)) * y) / yp2;
}
if (x != 0)
{
tmp1 = g10 - g20;
tmp2 = g11 - g21;
tmp3 = g12 - g22;
en1 += x;
en2 += x * tmp2 / tmp1;
en3 += x * tmp3 / tmp1;
llf += x * (NMath.Log(tmp1) - NMath.Log(g00)) - NMath.Lgamma(x + 1.0);
}
if (type[j] != 0)
{
en1 += 1.0;
en2 += 1.0 / (1.0 + y);
en3 += (y - 1.0) * NMath.Log(y) / (1.0 + y);
llf += NMath.Log(dist.Pdf(t));
}
}
llf += (NMath.Log(tomega) + NMath.Log(g00)) * en1;
en1 += tomega * (1.0 - g00 + g20);
en2 += tomega * (0.5 - g01 + g21);
en3 += tomega * (1.0 - g02 + g22);
llf += -tomega * (g00 - g20);
return(llf);
}
public abstract void Initialize(SRMData data);
