public static void fn_mle_pc(List <double> IM, List <int> num_gms, List <int> num_collapse, ref double theta, ref double beta)
{
double[] data = { theta, beta };
int _dim = 2;
double _epsilon = EPSILON;
double _realEpsilon = System.Math.Sqrt(_epsilon);
double _step = STEP;
int _itmax = MAX_ITER;
MyFunction func = new MyFunction(2, IM, num_gms, num_collapse);
Nelder objNelder = new Nelder(_dim, data, func, _step, _epsilon, _itmax);
objNelder.FindMinimum();
theta = objNelder.Result[0];
beta = objNelder.Result[1];
}
public void CalculateParabolaMinimum()
{
int _dim=5;
double []_data = {5,34,-12,55,6};
double []_reference = {0,0,0,0,0};
double _epsilon=1e-7;
double _realEpsilon = System.Math.Sqrt(_epsilon);
double _step=1000;
int _itmax=1000;
double diff;
Parabola func = new Parabola(_dim);
Nelder objNelder = new Nelder(_dim,_data,func,_step,_epsilon,_itmax);
objNelder.FindMinimum();
diff = NumericNet.CalcDiff(_dim,_reference,objNelder.Result);
Assert.IsTrue(diff<_realEpsilon);
}
public void CalculateBananaMinimum()
{
int _dim=2;
double []_data = {5,34};
double []_reference = {1,1};
double _epsilon=1e-7;
double _realEpsilon = System.Math.Sqrt(_epsilon);
//Nelder needs larger initial step
double _step=2000;
int _itmax=1000;
double diff;
Banana func = new Banana();
Nelder objNelder = new Nelder(_dim,_data,func,_step,_epsilon,_itmax);;
objNelder.FindMinimum();
diff = NumericNet.CalcDiff(_dim,_reference,objNelder.Result);
Assert.IsTrue(diff<_realEpsilon);
}
public void CalculateParabolaMinimum()
{
int _dim = 5;
double [] _data = { 5, 34, -12, 55, 6 };
double [] _reference = { 0, 0, 0, 0, 0 };
double _epsilon = 1e-7;
double _realEpsilon = System.Math.Sqrt(_epsilon);
double _step = 1000;
int _itmax = 1000;
double diff;
Parabola func = new Parabola(_dim);
Nelder objNelder = new Nelder(_dim, _data, func, _step, _epsilon, _itmax);
objNelder.FindMinimum();
diff = NumericNet.CalcDiff(_dim, _reference, objNelder.Result);
Assert.IsTrue(diff < _realEpsilon);
}
public void CalculateBananaMinimum()
{
int _dim = 2;
double [] _data = { 5, 34 };
double [] _reference = { 1, 1 };
double _epsilon = 1e-7;
double _realEpsilon = System.Math.Sqrt(_epsilon);
//Nelder needs larger initial step
double _step = 2000;
int _itmax = 1000;
double diff;
Banana func = new Banana();
Nelder objNelder = new Nelder(_dim, _data, func, _step, _epsilon, _itmax);;
objNelder.FindMinimum();
diff = NumericNet.CalcDiff(_dim, _reference, objNelder.Result);
Assert.IsTrue(diff < _realEpsilon);
}
