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 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 Post_em(SRMData data)
{
CPHDist cph = dist as CPHDist;
cph.ClearCache();
}
