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 double Rdiff(IModelParam param)
{
CPHParam v = param as CPHParam;
double o = NMath.Abs(omega - v.omega) / v.omega;
double a = Blas.Rdiff(ndim, alpha, v.alpha);
double b = Blas.Rdiff(ndim, rate, v.rate);
return(NMath.Max(o, a, b));
}
public static void Test_cph()
{
double[] alpha = { 1, 0 };
double[] rate = { 100.0, 100.0 };
CPH.CPHParam p = new CPH.CPHParam(2, 1.0, alpha, rate);
CPH.CPHDist dist = new CPH.CPHDist(2, p.GetAlpha, p.GetRate, p.GetLambda, p.GetScaledRate, 1.0e-8);
double x = 0.0;
for (int i = 0; i < 100; i++)
{
Console.WriteLine(dist.Pdf(x));
x += 0.01;
}
}
public void CopyTo(IModelParam p)
{
CPHParam v = p as CPHParam;
if (ndim == v.ndim)
{
v.omega = omega;
v.lambda = lambda;
Blas.Dcopy(ndim, alpha, v.alpha);
Blas.Dcopy(ndim, rate, v.rate);
Blas.Dcopy(ndim, scaledRate, v.scaledRate);
}
else
{
throw new InvalidCastException();
}
}
public CPHEMSRM(CPHParam param, double epsi = 1.0e-8)
: base(param.N + "-CanonicalPH SRGM", 2 * param.N, param.GetOmega,
new CPHDist(param.N, param.GetAlpha, param.GetRate, param.GetLambda, param.GetScaledRate, epsi))
{
ndim = param.N;
this.param = param;
this.epsi = epsi;
cuni = new CPHUniformization(ndim, param.GetLambda, param.GetScaledRate);
tmp = new double[ndim];
h0 = new double[ndim * 2];
pi2 = new double[ndim];
//vf = new double[ndim];
//vf2 = new double[ndim];
eb = new double[ndim];
eb2 = new double[ndim];
en = new double[ndim * 2];
ey = new double[ndim];
}
