Example #1
0
        private double TrueValueGen(GenObject genO, MeasurementError me, double y, double mu, double logY)
        {
            SGNFnAParam localA = genO.A.Clone();

            localA.Mu = mu;
            if (genO.LogNormalDistrn)
            {
                localA.LogY = logY;
            }

            localA.Y  = y;
            localA.Y2 = y * y;
            if (genO.ThroughSD)
            {
                localA.Ksi  = me.Parm;
                localA.Ksi2 = me.Parm * me.Parm;
            }
            else
            {
                localA.CV2 = me.Parm * me.Parm;
            }

            double[] start = genO.Start(localA);
            //start.Any(zz => !zz.IsFinite());
            Icdf   icdf = new Icdf(genO, localA, range: genO.Range);
            double x    = icdf.Bidon(start, inestLowerLim: !genO.LogNormalDistrn);

            if (genO.LogNormalDistrn)
            {
                x = Math.Exp(x);// # new_0.11
            }

            return(x);
        } //# end of truevalue.gen
Example #2
0
        internal static MEParmGen GetInstance(GenObject o, MeasurementError me, DataSummary data, YGen genY, TrueValuesGen genTV)
        {
            MEParmGen instance = new MEParmGen();
            double    b;

            double[] tmpY, tmpT;

            if (me.ThroughCV)
            {
                if (o.LogNormalDistrn)
                {
                    tmpY = Tools.Combine(data.LogY, genY.LogGT, genY.LogLT, genY.LogI);
                    tmpT = Tools.Combine(genTV.LogY, genTV.LogGT, genTV.LogLT, genTV.LogI);
                    b    = tmpY.Substract(tmpT).Exp().Substract(1.0).Sqr().Sum();
                    b   /= 2.0;
                }
                else
                {
                    tmpY = Tools.Combine(data.Y, genY.GT, genY.LT, genY.I);
                    tmpT = Tools.Combine(genTV.Y, genTV.GT, genTV.LT, genTV.I);
                    b    = tmpY.Divide(tmpT).Substract(1.0).Sqr().Reverse().Sum();
                    b   /= 2.0;
                }

                SGNFnAParam localA = o.A.Clone();
                localA.B     = b;
                localA.Range = me.GetRange();
                double[] range = me.GetRange();
                Icdf     icdf  = new Icdf(o, localA, range);
                instance.Parm = icdf.Bidon(o.Start(localA), inestLowerLim: range[0] == 0);
            }
            else
            {
                tmpY = Tools.Combine(data.Y, genY.GT, genY.LT, genY.I);
                tmpT = Tools.Combine(genTV.Y, genTV.GT, genTV.LT, genTV.I);
                b    = tmpY.Substract(tmpT).Sqr().Sum();
                b   /= 2.0;
                if (o.LogNormalDistrn)
                {
                    SGNFnAParam localA = o.A.Clone();
                    localA.B          = b;
                    localA.Range      = me.GetRange();
                    localA.Truevalues = Tools.Copy(tmpT);
                    //me.parm <- dens.gen.icdf(o, A, range=me$range, inestimable.lower.limit=me$range[1]==0)
                    double[] range = me.GetRange();
                    Icdf     icdf  = new Icdf(o, localA, range);
                    instance.Parm = icdf.Bidon(inestLowerLim: range[0] == 0.0);
                }
                else
                {
                    instance.Parm = WebExpoFunctions3.SqrtInvertedGammaGen(data.N, b, me.GetRange(), o);
                }
            }

            return(instance);
        }
Example #3
0
        /*
         * Pour ME_Gen Objects
         */

        internal static GenObject GetMeGenObject(MeasurementError me, bool logNDstrn, int N)
        {
            if (me.ThroughCV)
            {
                return(new ME_CV_GenObject(N, logNDstrn));
            }
            else
            {
                // me.ThroughSD est vrai
                return(null);
            }
        }
Example #4
0
        private YGen(MeasurementError me, TrueValuesGen genTV, DataSummary data, double mu, double sigma, bool logNormalDistrn = true)
        {
            if (me.Any)
            {
                // Sample y (censored) values | true values
                if (data.AnyGT)
                {
                    double[] tmpMean = genTV.GT;
                    double[] tmpSD;
                    if (me.ThroughCV)
                    {
                        tmpSD = tmpMean.Multiply(me.Parm);
                    }
                    else
                    {
                        tmpSD = Tools.Rep(me.Parm, tmpMean.Length);
                    }

                    this.GT = RNorm4CensoredMeasures.RNormCensored(tmpMean, tmpSD, lower: data.GT);
                    if (logNormalDistrn)
                    {
                        this.LogGT = this.GT.Log();
                    }
                }

                if (data.AnyLT)
                {
                    double[] tmpMean = genTV.LT;
                    double[] tmpSD;
                    if (me.ThroughCV)
                    {
                        tmpSD = tmpMean.Multiply(me.Parm);
                    }
                    else
                    {
                        tmpSD = Tools.Rep(me.Parm, tmpMean.Length);
                    }

                    this.I = RNorm4CensoredMeasures.RNormCensored(tmpMean, tmpSD, upper: data.LT, negativeDisallowed: logNormalDistrn || me.ThroughCV);
                    if (logNormalDistrn)
                    {
                        this.LogLT = this.LT.Log();
                    }
                }

                if (data.AnyIntervalCensored)
                {
                    double[] tmpMean = genTV.I;
                    double[] tmpSD;
                    if (me.ThroughCV)
                    {
                        tmpSD = tmpMean.Multiply(me.Parm);
                    }
                    else
                    {
                        tmpSD = Tools.Rep(me.Parm, tmpMean.Length);
                    }

                    this.I = RNorm4CensoredMeasures.RNormCensored(tmpMean, tmpSD, lower: data.IntervalGT, upper: data.IntervalLT);
                    if (logNormalDistrn)
                    {
                        this.LogI = this.I.Log();
                    }
                }
            }
            else
            {
                if (logNormalDistrn)
                {
                    if (data.AnyGT)
                    {
                        this.LogGT = RNorm4CensoredMeasures.RNormCensored(mu, sigma, lower: data.LogGT);
                        this.GT    = this.LogGT.Exp();
                    }

                    if (data.AnyLT)
                    {
                        this.LogLT = RNorm4CensoredMeasures.RNormCensored(mu, sigma, upper: data.LogLT);
                        this.LT    = this.LogLT.Exp();
                    }

                    if (data.AnyIntervalCensored)
                    {
                        this.LogI = RNorm4CensoredMeasures.RNormCensored(mu, sigma, lower: data.LogIntervalGT, upper: data.LogIntervalLT);
                        this.I    = this.LogI.Exp();
                    }
                }
                else
                {
                    if (data.AnyGT)
                    {
                        this.GT = RNorm4CensoredMeasures.RNormCensored(mu, sigma, lower: data.GT);
                    }

                    if (data.AnyLT)
                    {
                        this.LT = RNorm4CensoredMeasures.RNormCensored(mu, sigma, upper: data.LT);
                    }

                    if (data.AnyIntervalCensored)
                    {
                        this.I = RNorm4CensoredMeasures.RNormCensored(mu, sigma, lower: data.IntervalGT, upper: data.IntervalLT);
                    }
                }
            }
        }// internal YGen (constructor)
Example #5
0
        public static YGen GetInstance(MeasurementError me, TrueValuesGen genTV, DataSummary data, double mu, double sigma, bool logNormalDistrn = true)
        {
            if (me.Any)
            {
                YGen newYGen = new YGen();
                // Sample y (censored) values | true values
                if (data.AnyGT)
                {
                    double[] tmpMean = genTV.GT;
                    double[] tmpSD;
                    if (me.ThroughCV)
                    {
                        tmpSD = tmpMean.Multiply(me.Parm);
                    }
                    else
                    {
                        tmpSD = Tools.Rep(me.Parm, tmpMean.Length);
                    }

                    newYGen.GT = RNorm4CensoredMeasures.RNormCensored(tmpMean, tmpSD, lower: data.GT);
                    if (logNormalDistrn)
                    {
                        newYGen.LogGT = newYGen.GT.Log();
                    }
                }

                if (data.AnyLT)
                {
                    double[] tmpMean = genTV.LT;
                    double[] tmpSD;
                    if (me.ThroughCV)
                    {
                        tmpSD = tmpMean.Multiply(me.Parm);
                    }
                    else
                    {
                        tmpSD = Tools.Rep(me.Parm, tmpMean.Length);
                    }

                    newYGen.LT = RNorm4CensoredMeasures.RNormCensored(tmpMean, tmpSD, upper: data.LT, negativeDisallowed: logNormalDistrn || me.ThroughCV);
                    if (logNormalDistrn)
                    {
                        newYGen.LogLT = newYGen.LT.Log();
                    }
                }

                if (data.AnyIntervalCensored)
                {
                    double[] tmpMean = genTV.I;
                    double[] tmpSD;
                    if (me.ThroughCV)
                    {
                        tmpSD = tmpMean.Multiply(me.Parm);
                    }
                    else
                    {
                        tmpSD = Tools.Rep(me.Parm, tmpMean.Length);
                    }

                    newYGen.I = RNorm4CensoredMeasures.RNormCensored(tmpMean, tmpSD, lower: data.IntervalGT, upper: data.IntervalLT);
                    if (logNormalDistrn)
                    {
                        newYGen.LogI = newYGen.I.Log();
                    }
                }
                return(newYGen);
            }
            else
            {
                return(YGen.Inits(data, mu, sigma, meThroughCV: data.METhroughCV, logNormalDistrn: logNormalDistrn));
            }
        }
Example #6
0
        private TrueValuesGen(YGen genY, DataSummary data, double mu, double sigma, MeasurementError me, bool logNormalDistrn = true, GenObject o = null)
        {
            if (me.ThroughSD && !logNormalDistrn)
            {
                double meSD    = me.Parm;
                double tauStar = 1 / Math.Pow(sigma, 2) + 1 / Math.Pow(meSD, 2);
                double sdStar  = 1 / Math.Sqrt(tauStar);
                if (data.YLength > 0)
                {
                    double[] tmpMean = (data.Y.Divide(Math.Pow(meSD, 2)).Add(mu / Math.Pow(sigma, 2))).Divide(tauStar);
                    this.Y = NormalDistribution.RNorm(data.YLength, tmpMean, Tools.Rep(sdStar, tmpMean.Length));
                }

                if (data.GTLength > 0)
                {
                    double[] tmpMean = (genY.GT.Divide(Math.Pow(meSD, 2)).Add(mu / Math.Pow(sigma, 2))).Divide(tauStar);
                    this.Y = NormalDistribution.RNorm(data.GTLength, tmpMean, Tools.Rep(sdStar, tmpMean.Length));
                }

                if (data.LTLength > 0)
                {
                    double[] tmpMean = (genY.LT.Divide(Math.Pow(meSD, 2)).Add(mu / Math.Pow(sigma, 2))).Divide(tauStar);
                    this.Y = NormalDistribution.RNorm(data.GTLength, tmpMean, Tools.Rep(sdStar, tmpMean.Length));
                }

                if (data.IntervalLength > 0)
                {
                    double[] tmpMean = (genY.I.Divide(Math.Pow(meSD, 2)).Add(mu / Math.Pow(sigma, 2))).Divide(tauStar);
                    this.Y = NormalDistribution.RNorm(data.GTLength, tmpMean, Tools.Rep(sdStar, tmpMean.Length));
                }
            }
            else
            {
                o.A.Sigma2 = sigma * sigma;
                this.Y     = new double[data.YLength];
                this.GT    = new double[data.GTLength];
                this.LT    = new double[data.LTLength];
                this.I     = new double[data.IntervalLength];

                for (int j = 0; j < data.YLength; j++)
                {
                    this.Y[j] = TrueValueGen(o, me, data.Y[j], mu, logY: logNormalDistrn?data.LogY[j] : Tools.ND);
                }

                for (int j = 0; j < data.GTLength; j++)
                {
                    this.GT[j] = TrueValueGen(o, me, genY.GT[j], mu, logY: logNormalDistrn?genY.LogGT[j] : Tools.ND);
                }

                for (int j = 0; j < data.LTLength; j++)
                {
                    this.LT[j] = TrueValueGen(o, me, genY.LT[j], mu, logY: logNormalDistrn?genY.LogLT[j] : Tools.ND);
                }

                for (int j = 0; j < data.IntervalLength; j++)
                {
                    this.I[j] = TrueValueGen(o, me, genY.I[j], mu, logY: logNormalDistrn?genY.LogI[j] : Tools.ND);
                }

                if (logNormalDistrn)
                {
                    this.LogY  = this.Y.Log();
                    this.LogGT = this.GT.Log();
                    this.LogLT = this.LT.Log();
                    this.LogI  = this.I.Log();
                }
            }
        } //# end of truevalues.gen
Example #7
0
        } //# end of truevalues.gen

        internal static TrueValuesGen GetInstance(YGen genY, DataSummary data, double mu, double sigma, MeasurementError me, bool logNormalDistrn = true, GenObject o = null)
        {
            return(new TrueValuesGen(genY, data, mu, sigma, me, logNormalDistrn, o));
        }
Example #8
0
        private void AddME(string me)
        {
            string x = Regex.Replace(me, @" ", "");

            if (x.Length < 5)
            {
                return;
            }

            string meType = x.Substring(0, 2).ToLower();

            if (meType != "sd" && meType != "cv")
            {
                return;
            }

            if (x[2] != '(')
            {
                return;
            }

            if (x.Last() != ')')
            {
                return;
            }

            string str = x.Substring(3, x.Length - 4);

            if (str == string.Empty)
            {
                return;
            }

            string[] numbers = str.Split(new char[] { '~' }, StringSplitOptions.RemoveEmptyEntries);
            if ((numbers.Length == 0) || (numbers.Length > 2))
            {
                return;
            }

            double a, b;
            bool   test;

            test = ParseDouble(numbers[0], out a);
            if (!test)
            {
                return;
            }

            b = a;
            if (numbers.Length == 2)
            {
                test = ParseDouble(numbers[1], out b);
                if (!test)
                {
                    return;
                }
            }

            if (a > b)
            {
                Error.AddError(string.Format("({0}, {1}) do not represent a valid range for the measurement error.", a, b), this.ClassName);
                return;
            }

            this.ME = (meType == "sd") ? MeasurementError.NewSDError(a, b) : MeasurementError.NewCVError(a, b);
            return;
        }