public static OutLogoutMoments Get(bool anyME, bool logNormalDistrn, DataSummary data, YGen genY, TrueValuesGen genTV)
{
OutLogoutMoments olm = new OutLogoutMoments();
if (anyME)
{
double[] y;
if (logNormalDistrn)
{
y = Tools.Combine(genTV.LogY, genTV.LogGT, genTV.LogLT, genTV.LogI);
}
else
{
y = Tools.Combine(genTV.Y, genTV.GT, genTV.LT, genTV.I);
}
olm.Sum = y.Sum();
olm.Sum2 = y.Sqr().Sum();
return(olm);
}
else if (logNormalDistrn)
{
olm.Sum = data.LogUncensoredSum;
olm.Sum2 = data.LogUncensoredSum2;
olm.Sum += genY.LogGT.Sum() + genY.LogLT.Sum() + genY.LogI.Sum();
olm.Sum2 += genY.LogGT.Sqr().Sum() + genY.LogLT.Sqr().Sum() + genY.LogI.Sqr().Sum();
}
else
{
olm.Sum = data.UncensoredSum;
olm.Sum2 = data.UncensoredSum2;
olm.Sum += genY.GT.Sum() + genY.LT.Sum() + genY.I.Sum();
olm.Sum2 += genY.GT.Sqr().Sum() + genY.LT.Sqr().Sum() + genY.I.Sqr().Sum();
}
return(olm);
}
}// end constructor
/*
* La méthode étant internal, elle peut être invoquée d'un programme externe à la librairie.
* La seule méthode qui peut invoquer Run, c'est la méthode Compute de Model qui ne le fera que si le modèle est
* jugé valide.
*/
internal override void Run()
{
SGNFnAParam localA = null;
GenObject oTV = null;
GenObject oMu = null;
GenObject oSigma = null;
GenObject oME = null;
YGen genY = YGen.EmptyInstance;
TrueValuesGen genTV = null;
double[] burninMu;
double[] burninSigma;
double[] burninCV = null;
double[] sampleMu;
double[] sampleSigma;
double[] sampleCV = null;
double mu;
double sigma;
int iter = -1, savedIter;
double muCondMean;
double yBar;
double muCondSD;
double[] pLim = new double[2];
double p;
double[] muLim = new double[] { this.MuLower, this.MuUpper };
double logSigmaSD;
try
{
logSigmaSD = 1 / Math.Sqrt(this.LogSigmaPrec);
if (ME.Any)
{
if (ME.ThroughCV)
{
if (OutcomeIsLogNormallyDistributed)
{
oTV = new TrueValue_CV_LogN_GenObject();
}
else
{
oTV = new TrueValue_CV_Norm_GenObject();
}
}
else
{
//oTV = new TrueValue_SD_GenObject();
}
}
//# modif_0.12
int combinedN = this.Data.N + (this.PastData.Defined ? PastData.N : 0);
if (ME.ThroughCV && !OutcomeIsLogNormallyDistributed)
{
oMu = new MuTruncatedData_GenObject(combinedN); //# modif_0.12
oSigma = GenObject.GetSigmaTruncatedDataLNormGenObject(combinedN, this.LogSigmaMu, logSigmaSD); //# modif_0.12
}
else
{
oSigma = GenObject.GetSigmaGenObject(combinedN, this.LogSigmaMu, logSigmaSD); //# modif_0.12
}
localA = oSigma.A.Clone();
if (ME.Any && !ME.Known)
{
oME = GenObject.GetMeGenObject(this.ME, this.OutcomeIsLogNormallyDistributed, this.Data.N);
}
int nIterations = NBurnin + NIter * NThin;
//les tableaux pour les chaines
sampleMu = Result.Chains.GetChain("muSample");
sampleSigma = Result.Chains.GetChain("sdSample");
burninMu = Result.Chains.GetChain("muBurnin");
burninSigma = Result.Chains.GetChain("sdBurnin");
if (ME.ThroughCV)
{
sampleCV = Result.Chains.GetChain("cvSample");
burninCV = Result.Chains.GetChain("cvBurnin");
}
bool inestimableLowerLimit = false;
//Initial values for mu and sigma
mu = InitMu;
sigma = InitSigma;
savedIter = 0; // pour les échantillons
if (this.Data.AnyCensored)
{
genY = YGen.Inits(this.Data, mu, sigma, meThroughCV: this.ME.ThroughCV, logNormalDistrn: OutcomeIsLogNormallyDistributed);
}
if (ME.Any)
{
ME.Parm = ME.InitialValue;
}
//Boucle principale
for (iter = 0; iter < nIterations; iter++)
{
if (ME.Any)
{
genTV = TrueValuesGen.GetInstance(genY, this.Data, mu, sigma, this.ME, logNormalDistrn: OutcomeIsLogNormallyDistributed, o: oTV);
}
if (this.Data.AnyCensored)
{
//y.gen(true.values, data, sigma, me, outcome.is.logNormally.distributed, mu=mu)
//On ne tient pas compte de true.values, ni de me ...
genY = YGen.GetInstance(this.ME, genTV, this.Data, mu, sigma, OutcomeIsLogNormallyDistributed);
}
OutLogoutMoments moments = OutLogoutMoments.Get(this.ME.Any, this.OutcomeIsLogNormallyDistributed, this.Data, genY, genTV);
double sigmaBeta = (moments.Sum2 - 2 * mu * moments.Sum + this.Data.N * mu * mu) / 2.0;
if (PastData.Defined)
{
sigmaBeta = sigmaBeta + PastData.N / 2.0 * Math.Pow(PastData.Mean - mu, 2) + PastData.NS2 / 2.0;
}
double[] start = new double[0];
if (this.ME.ThroughCV && !OutcomeIsLogNormallyDistributed)
{
//ici
// A <- c(o.sigma$A, list(b=sigma.beta, mu=mu))
localA = oSigma.A.Clone();
localA.B = sigmaBeta;
localA.Mu = mu;
start = Tools.Combine(sigma);
inestimableLowerLimit = false;
}
else
{
localA.B = sigmaBeta;
start = oSigma.Start(localA);
inestimableLowerLimit = true;
}
Icdf icdf = new Icdf(oSigma, localA, Tools.Combine(0, double.PositiveInfinity));
sigma = icdf.Bidon(start, inestimableLowerLimit);
yBar = moments.Sum / this.Data.N;
muCondMean = this.PastData.Defined ? (moments.Sum + PastData.N * PastData.Mean) / combinedN : yBar; // # new_0.12
if (this.ME.ThroughCV && !this.OutcomeIsLogNormallyDistributed)
{
mu = MuTruncatedGen.GetInstance(oMu, muLim, muCondMean, sigma).Mu;
}
else
{
muCondSD = sigma / Math.Sqrt(combinedN);
pLim = NormalDistribution.PNorm(muLim.Substract(muCondMean).Divide(muCondSD));
p = UniformDistribution.RUnif(1, pLim[0], pLim[1])[0];
mu = NormalDistribution.QNorm(p, mu: muCondMean, sigma: muCondSD);
}
//# Sample Measurement Error from its posterior density
if (this.ME.Any && !this.ME.Known)
{
this.ME.Parm = MEParmGen.GetInstance(oME, this.ME, this.Data, genY, genTV).Parm;
}
if (iter < NBurnin)
{
if (MonitorBurnin)
{
burninMu[iter] = mu;
burninSigma[iter] = sigma;
if (this.ME.Any && !this.ME.Known)
{
burninCV[iter] = ME.Parm;
}
}
}
else if ((iter - NBurnin) % NThin == 0)
{
sampleMu[savedIter] = mu;
sampleSigma[savedIter] = sigma;
if (this.ME.Any && !this.ME.Known)
{
sampleCV[savedIter] = ME.Parm;
}
savedIter++;
}
}// for( int iter = 1 ...
}
catch (Exception ex)
{
this.Result.Messages.AddError(WEException.GetStandardMessage(ex, iter, Result.PRNGSeed), this.ClassName);
return;
}
} //end Run
}// end constructor
internal override void Run()
{
YGen genY = YGen.EmptyInstance; // Pourra probablement prendre plusieurs formes.
TrueValuesGen genTV = null;
GenObject oSigma = EmptyGenObject.Instance;
GenObject oMu = EmptyGenObject.Instance;
GenObject oME = null;
GenObject oTV = null;
double[] burninMu;
double[] burninSigma;
double[] burninCV = null;
double[] sampleMu;
double[] sampleSigma;
double[] sampleCV = null;
double mu;
double sigma;
int iter = -1, savedIter;
double muCondMean;
double muCondSD;
try
{
//# Prepare dens.gen.icdf objects
if (ME.Any)
{
if (ME.ThroughCV)
{
if (OutcomeIsLogNormallyDistributed)
{
oTV = new TrueValue_CV_LogN_GenObject();
}
else
{
oTV = new TrueValue_CV_Norm_GenObject();
}
}
else
{
//oTV = new TrueValue_SD_GenObject();
}
}
if (ME.ThroughCV && !OutcomeIsLogNormallyDistributed)
{
oMu = new MuTruncatedData_GenObject(this.Data.N); //# modif_0.12
oSigma = GenObject.GetSigmaTruncatedDataGenObject(this.Data.N); //# modif_0.12
}
else
{
oSigma = EmptyGenObject.Instance;
}
if (ME.Any && !ME.Known)
{
oME = GenObject.GetMeGenObject(this.ME, this.OutcomeIsLogNormallyDistributed, this.Data.N);
}
int nIterations = NBurnin + NIter * NThin;
//les tableaux pour les chaines
sampleMu = Result.Chains.GetChain("muSample");
sampleSigma = Result.Chains.GetChain("sdSample");
burninMu = Result.Chains.GetChain("muBurnin");
burninSigma = Result.Chains.GetChain("sdBurnin");
if (ME.ThroughCV)
{
sampleCV = Result.Chains.GetChain("cvSample");
burninCV = Result.Chains.GetChain("cvBurnin");
}
//Initial values for mu and sigma
mu = this.InitMu;
sigma = this.InitSD;
//# Initialize measured values for subjects with censored values [modif_0.10]
if (this.Data.AnyCensored)
{
genY = YGen.Inits(data: this.Data, mu: mu, sigma: sigma, meThroughCV: true, logNormalDistrn: OutcomeIsLogNormallyDistributed);
}
if (ME.Any)
{
ME.Parm = ME.InitialValue;
}
//# Start MCMC
savedIter = 0; // pour les échantillons
for (iter = 0; iter < nIterations; iter++)
{
//# Sample true values (in presence of measurement error) [new_0.10]
if (ME.Any)
{
genTV = TrueValuesGen.GetInstance(genY, this.Data, mu, sigma, this.ME, OutcomeIsLogNormallyDistributed, o: oTV);
}
//# Sample y values for censored observations
if (this.Data.AnyCensored)
{
//y.gen(true.values, data, sigma, me, outcome.is.logNormally.distributed, mu=mu)
//On ne tient pas compte de true.values, ni de me ...
genY = YGen.GetInstance(this.ME, genTV, this.Data, mu, sigma, OutcomeIsLogNormallyDistributed);
}
//# Compute data points sum and square sum
OutLogoutMoments moments = OutLogoutMoments.Get(this.ME.Any, this.OutcomeIsLogNormallyDistributed, this.Data, genY, genTV);
//# Sample from f(sigma | mu)
//# modif_0.10
double sigmaBeta = (moments.Sum2 - 2 * mu * moments.Sum + this.Data.N * mu * mu) / 2.0;
if (sigmaBeta < 1e-6)
{
sigmaBeta = 0; // # protection against numeric imprecision
}
if (this.ME.ThroughCV && !OutcomeIsLogNormallyDistributed)
{
sigma = SigmaTruncatedDataGen.GetInstance(oSigma, SDRange, sigmaBeta, mu, sigma).Sigma;
}
else
{
sigma = WebExpoFunctions3.SqrtInvertedGammaGen(Data.N, sigmaBeta, this.SDRange, oSigma);
}
muCondMean = moments.Sum / this.Data.N;
if (this.ME.ThroughCV && !this.OutcomeIsLogNormallyDistributed)
{
mu = MuTruncatedGen.GetInstance(oMu, Tools.Combine(MuLower, MuUpper), muCondMean, sigma).Mu;
}
else
{
muCondSD = sigma / Math.Sqrt(this.Data.N);
mu = RNorm4CensoredMeasures.RNormCensored(muCondMean, muCondSD, lower: this.MuLower, upper: this.MuUpper);
}
//# Sample Measurement Error from its posterior density
if (this.ME.Any && !ME.Known)
{
this.ME.Parm = MEParmGen.GetInstance(oME, this.ME, this.Data, genY, genTV).Parm;
}
if (iter < NBurnin)
{
if (MonitorBurnin)
{
burninMu[iter] = mu;
burninSigma[iter] = sigma;
if (this.ME.Any && !this.ME.Known)
{
burninCV[iter] = ME.Parm;
}
}
}
else if ((iter - NBurnin) % NThin == 0)
{
sampleMu[savedIter] = mu;
sampleSigma[savedIter] = sigma;
if (this.ME.Any && !this.ME.Known)
{
sampleCV[savedIter] = ME.Parm;
}
savedIter++;
}
}// for( int iter = 1 ...
} catch (Exception ex)
{
this.Result.Messages.AddError(WEException.GetStandardMessage(ex, iter, Result.PRNGSeed), this.ClassName);
return;
}
}//compute