public double Bidon()
{
ReferencePoints rp = new ReferencePoints(this.Ob01, this.A, this.Start.Copy(), this.Range, this.InestimableLowerLimit, epsilon: this.Precision);
LModeExt refPtsMode = rp.GetPoints();
bool cntn = false;
double uMode;
double x;
double target;
double areaMode;
bool distrnLeftSide = false;
double mathLowerLimit = this.Ob01.MathLowerLimit;
bool converged = false;
double areaX;
double precision = this.Precision;
Func <double, SGNFnAParam, double> area;
if (refPtsMode.Found)
{
// A$f < -o$f
this.A.F = this.Ob01.F;
this.A.LowerLimit = refPtsMode.Remote[0];
this.A.M = refPtsMode.H; // # (kind of a) standardizing constant
area = this.A.AreaFnFromALLimToX;
double areaTot = WebExpoFunctions3.SmoothedAreaEstimate(
area,
refPtsMode.Remote[1],
this.A,
mathLowerLimit,
refPtsMode.Remote,
this.InestimableLowerLimit,
remoteRight: true);
target = this.U * areaTot;
precision = this.Precision * areaTot;
x = refPtsMode.X;
areaX = 0;
areaMode = WebExpoFunctions3.SmoothedAreaEstimate(area, x, this.A, mathLowerLimit, refPtsMode.Remote, this.InestimableLowerLimit);
uMode = areaMode / areaTot;
converged = Math.Abs(areaMode - target) < precision;
cntn = !converged;
}
else
{
throw new WEException("Mode not found");
}
if (cntn)
{
distrnLeftSide = this.U < uMode;
if (distrnLeftSide)
{
area = this.A.AreaFn_FromXToAULim;
this.A.UpperLimit = refPtsMode.X;
this.Range = Tools.Combine(refPtsMode.Remote[0], refPtsMode.X);
}
else
{
this.A.LowerLimit = refPtsMode.X;
this.Range = Tools.Combine(refPtsMode.X, refPtsMode.Remote[1]);
}
}
//converged = true;
if (cntn && this.Ob01.PotentiallyBimodal)
{
// Slower but safer algorithm for posterior distrns that are potentially bimodal
double fMode = A.F(refPtsMode.X, A);
double start = refPtsMode.X + (target - areaMode) / fMode;
cntn = false;
converged = true; // voir l'impact !!!
double highestPoint;
double hMax;
if (distrnLeftSide)
{
highestPoint = refPtsMode.Remote[0];
hMax = areaMode;
target = (uMode - this.U) / uMode * hMax;
}
else
{
highestPoint = refPtsMode.Remote[1];
hMax = WebExpoFunctions3.SmoothedAreaEstimate(area, refPtsMode.Remote[1], this.A, mathLowerLimit, this.Range, this.InestimableLowerLimit, remoteRight: true);
target = (this.U - uMode) / (1 - uMode) * hMax;
}
SecuredNRA oCum = new SecuredNRA(area, this.Ob01.F);
SecuredNRSearch nr = new SecuredNRSearch(oCum, this.A, start, precision, this.Range,
maxPoint: new LMode(highestPoint, hMax), target: target, inestimableLowerLimit: this.InestimableLowerLimit);
// le dernier paramètre a une valeur par défaut: expectedHpSign = -1
if (nr.Converged)
{
x = nr.X;
}
else
{
//# it seems we were caught in an infinite loop, had we not limited the number of iterations;
//# see if we can rule that problem out
x = nr.Bounds.X[0];
double h = nr.Bounds.H[0];
x = ICDFFunctions.PingpongTieBreaker(area, this.A, x, h, target, mathLowerLimit, this.Range, this.InestimableLowerLimit, precision, distrnLeftSide);
}
}
int direction = 0;
int count = 0;
if (cntn)
{
direction = distrnLeftSide ? -1 : 1;
if (distrnLeftSide)
{
target = (uMode - this.U) / uMode * areaMode;
}
else
{
double areaRemoteRight = WebExpoFunctions3.SmoothedAreaEstimate(
area,
refPtsMode.Remote[1],
this.A,
mathLowerLimit,
this.Range,
this.InestimableLowerLimit,
remoteRight: true);
target = (this.U - uMode) / (1 - uMode) * areaRemoteRight;
}
}
while (cntn)
{
double hp = this.Ob01.F(x, A);
double change = (target - areaX) / hp * direction;
x = x + change;
areaX = area(x, A);
count = count + 1;
converged = Math.Abs(areaX - target) < precision;
cntn = !converged && count <= this.NRMaxIter;
}
if (!converged)
{
if (x > refPtsMode.Remote[1] || x < refPtsMode.Remote[0])
{
throw new WEException("Stepped out of bounds -- due to numerical imprecision?");
}
else
{
//# it seems we were caught in an infinite loop, had we not limited the number of iterations;
//# see if we can rule that problem out
x = ICDFFunctions.PingpongTieBreaker(area, this.A, x, areaX, target, mathLowerLimit, this.Range, this.InestimableLowerLimit, precision, distrnLeftSide);
}
}
return(x);
}
} //# end of max.fastTrack
internal LModeExt GetPoints()
{
//# Arguments:
//# ----------------------------------------------
//# o: same nature as o in dens.gen.icdf arguments
//# start: EITHER a vector of length 2 [two potential starting points]
//# or a scalar
//# f.ratio.remote: scalar
//# epsilon: scalar
//# range: vector of length 2
//# --------------------------------------------------------------------------
//# If range is finite and log.f not inestimable at lower end,
//# then we first look for values at both ends before searching for a mode
//mode = list(x = numeric(0), h = numeric(0), found = false) # modif_0.11
LMode mode = new LMode();
if ((this.Range[0].IsFinite() && this.Range[1].IsFinite() && !this.InestimableLowerLimit))
{
double[] logFPrime = new double[] { this.O.LogFPrime(this.Range[0], A), this.O.LogFPrime(this.Range[1], A) };
//# If slope (f') is the same at both ends, then there is no mode between the 2 endpoints (assuming a unimodal distrn)
//# and we then assume that the highest end value for log.f is hence the local mode
double[] logFPrimeSign = new double[] { Math.Sign(logFPrime[0]), Math.Sign(logFPrime[1]) };
if (logFPrime.Prod() > 0)
{
double[] logF = new double[] { this.O.LogF(this.Range[0], A), this.O.LogF(this.Range[1], A) };
int w = (logF[0] >= logF[1]) ? 0 : 1;
mode = new LMode(w == 0 ? this.Range[0] : this.Range[1], logF[w], true);
}
} // if ((this.Range[0]
SecuredNRSearch nr = null;
double startingPoint;
if (!mode.Found)
{
//# Choose a starting point among suggested starting points, if more than one point was suggested
if (this.Start.Length > 1)
{
this.Start = Tools.Combine(this.Start, this.Start.Mean());
//# Add the middle point to the two potential starting points
double[] logF = new double[this.Start.Length];
for (int i = 0; i < this.Start.Length; i++)
{
logF[i] = this.O.LogF(this.Start[i], A);
}
//double[] logF = new double[] { this.O.LogF(this.Start[0], A), this.O.LogF(this.Start[1], A), this.O.LogF(this.Start.Mean(), A) };
//TODO peut planter
startingPoint = this.Start[logF.WhichMax()];
} //if (this.Start.Length > 1)
else
{
startingPoint = this.Start[0];
}
//# Find mode by Newton-Raphson
SecuredNRA oMode = new SecuredNRA(this.O.LogFPrime, this.O.LogFSecond, this.Range);
nr = new SecuredNRSearch(oMode, A, startingPoint, this.Epsilon, this.Range);
// 4 derniers paramètres prennent les valeurs par défaut:
// maxPoint = null, target = 0, inestimableLowerLimit = false, expectedHpSign = -1
if (nr.Converged)
{
double hs = this.O.LogFSecond(nr.X, A);
if (hs > 0)
{
//# we have found a mimimum point (between two local modes):
//# we redo the search on both sides of this dip
mode.X = HigherLocalMax(this.O, A, nr.X, this.Range, this.Epsilon);
} //if (hs > 0)
else
{
mode.X = nr.X;
} //if (hs > 0)
mode.Found = true;
} //if (nr.Converged)
else
{
double[] xA = nr.Bounds.X;
double[] hA = nr.Bounds.H;
bool hOnBothSides = hA.Aggregate(1, (x, y) => x * Math.Sign(y)) < 0;
double diffX = xA.Diff()[0];
if ((diffX < this.Epsilon) && hOnBothSides)
{
mode.X = xA.Mean();
mode.Found = true;
} //if ((diffX < this.Epsilon) && hOnBothSides)
else
{
bool converged = false;
if ((nr.Bounds.X.Diff()[0] < this.Epsilon) && nr.Bounds.H.All(a => a < 0))
{
if (this.Range[0].IsFinite())
{
//# We try a little bit further to find the actual mode,
//# since it looks like we are almost there...
converged = true;
MaxFastTrackObject tmp = MaxFastTrack(this.O, A, this.Range[1], nr.Bounds.X[0], nr.Bounds.H[0]); //# yes: 4th argument is bounds$h (and not hp!)
if (tmp.Converged)
{
mode.X = tmp.X;
mode.Found = true;
} //if (tmp.Converged)
else
{
mode.X = this.Range[1];
mode.Found = !this.InestimableLowerLimit;
} //if (tmp.Converged)
} //if (this.Range[0].IsFinite())
else
{
double x = nr.Bounds.X[0];
double h = nr.Bounds.H[0];
double tmp = Math.Abs(h / this.O.LogFSecond(x, this.A));
if (tmp < 1e-12)
{
mode = new LMode(x, h, true);
converged = true;
} //if (tmp < 1e-12)
} //if (this.Range[0].IsFinite())
}
if (!converged)
{
throw new WEException("Algorithm did not converge.");
} //if (!converged)
} //if ((diffX < this.Epsilon) && hOnBothSides)
} //if (nr.Converged)
if (mode.Found)
{
mode.H = this.O.LogF(mode.X, this.A);
}
} //if (!mode.Found)
double logFRatioRemote = Math.Log(this.FRatioRemote);// # new_0.11
double target = Tools.ND; // R n'a pas vraiment de notion de scope
if (mode.Found)
{
target = mode.H + logFRatioRemote;
}
this.A.Mode = mode.X; // # some 'remote.*' functions need that information
//# modif_0.11
//# Find remote points on both sides of mode
double remoteLeft = 0, remoteRight = 0;
bool[] modeOnBorder = new bool[2];
double fs = Tools.ND;
if (mode.Found)
{
//TODO pourquoi la définition et l'affectation de target ne serait-elle pas ici?
double[] x = new double[] { Tools.NA, Tools.NA };
double[] f = new double[] { Tools.NA, Tools.NA };
double[] fp = new double[] { Tools.NA, Tools.NA };
fs = this.O.LogFSecond(mode.X, A);// # scalar
double d = 10 / Math.Abs(fs);
//# new_0.11
double[] remoteStart = this.O.LogFInvRemote(target, this.A).ToArray(); // # vector
// TODO start est un paramètre de la fonction en R, vérifier l'impact de modifier la référence d'objet ici.
this.Start = SplitStartingValuesLeftRight(this.O, target, A, this.Range, remoteStart); // # vector of length 2
modeOnBorder = new bool[2] {
this.Range[0] == mode.X, this.Range[1] == mode.X
}; //# new_0.11
List <int> jSeq = new List <int>();
for (int i = 0; i < 2; i++)
{
if (!modeOnBorder[i] && this.Start[i].IsNA())
{
jSeq.Add(i);
}
}
foreach (int j in jSeq)
{
//# modif_0.11 (first block that appeared here was moved above)
// condition inutile
if (Tools.IsNA(this.Start[j]))
{
int dir = (j == 0) ? -1 : 1;
double tmp = mode.X + dir * d;
bool accepted = (tmp > this.Range[0]) && (tmp < this.Range[1]);
if (!accepted)
{
double myD = d;
while (!accepted)
{
myD = myD / 2;
tmp = mode.X + dir * myD;
accepted = (tmp > this.Range[0]) && (tmp < this.Range[1]);
}
}
fp[0] = this.O.LogFPrime(tmp, A);
accepted = fp[0].IsFinite();
while (!accepted)
{
tmp = (tmp + mode.X) / 2;
fp[0] = this.O.LogFPrime(tmp, A);
accepted = fp[0].IsFinite();
}
double a = fp[0] / d; // # estimated rate of slope acceleration
double d2 = Math.Sqrt(2 * Math.Abs(Math.Log(this.FRatioRemote) / a)); // # estimated distance we need to get from mode,
//# at the rate above, to reach the f.ratio.remote distance
double x2 = mode.X + dir * d2;
accepted = (x2 > this.Range[0]) && (x2 < this.Range[1]);
while (!accepted)
{
d2 = d2 / 2;
x2 = mode.X + dir * d2;
accepted = x2 > this.Range[0] & x2 < this.Range[1];
}
double fp2 = this.O.LogFPrime(x2, A);
accepted = fp2.IsFinite();
while (!accepted)
{
d2 = d2 / 2;
x2 = mode.X + dir * d2;
fp2 = this.O.LogFPrime(x2, A);
accepted = Tools.IsFinite(fp2);
}
x = new double[2] {
tmp, x2
};
f = new double[2] {
Tools.NA, Tools.NA
};
for (int i = 0; i < 2; i++)
{
f[i] = this.O.LogF(x[i], A);
}
fp[1] = fp2;
//# Approximating the shape of log.f.prime by a straight line,
//# we can estimate the point where the distance
//# prescribed by f.ratio.remote is reached
double[,] xSolved = Matrix2x2.Solve2x2(new double[] { x[0], x[1], 1, 1 }, byCol: true); // # 2 x 2 matrix
double[] theta = Matrix2x2.Product(xSolved, fp);
double qA = theta[0];
double qB = theta[1];
// ifelse(xor(j==1, x[1]>x[2]), 2, 1)
int innerSide = (j == 0) ^ (x[0] > x[1]) ? 1 : 0;
double innerX = x[innerSide];
double qC = -qA *Math.Pow(innerX, 2) - qB * innerX - (target - f[innerSide]);
double l;
double u;
if (j == 0)
{
l = this.Range[0];
u = mode.X;
}
else
{
l = mode.X;
u = this.Range[1];
}
List <double> roots = QuadraticEquation.GetRealRoots(new double[] { qC, qB, qA }, l: l, u: u, ROrder: true);// # modif_0.11
switch (roots.Count)
{
case 0:
this.Start[j] = x[1 - innerSide];
break;
case 1:
this.Start[j] = roots[0];
break;
default:
if (j == 1)
{
this.Start[j] = roots.Max();
}
else
{
this.Start[j] = roots.Min();
}
break;
}
}
}
//# new_0.11
//# Suggest another starting point (on both sides)
//# based on the 2nd degree polynomial approximation (Taylor series devpmt) of log.f
f = new double[0];
if (!modeOnBorder.Any(pX => pX))
{
double delta = Math.Sqrt(2 * logFRatioRemote / fs);
double[] altStart;
//# Left
double xScalar = mode.X - delta;
if (xScalar > this.Range[0])
{
altStart = new double[] { this.Start[0], xScalar };
f = new double[] { Math.Abs(this.O.LogF(altStart[0], A) - target), Math.Abs(this.O.LogF(altStart[1], A) - target) };
IEnumerable <double> lstD = f.Substract(target).Abs();
int w = (lstD.First() < lstD.Last()) ? 0 : 1;
this.Start[0] = altStart[w];
}
//# Right side
xScalar = mode.X + delta;
if (xScalar < this.Range[1])
{
altStart = new double[] { this.Start[1], xScalar };
f = new double[] { Math.Abs(this.O.LogF(altStart[0], A) - target), Math.Abs(this.O.LogF(altStart[1], A) - target) };
IEnumerable <double> lstD = f.Substract(target).Abs();
int w = (lstD.First() < lstD.Last()) ? 0 : 1;
this.Start[1] = altStart[w];
}
}
//oh <- list(h=o$log.f, hp=o$log.f.prime, hs=o$log.f.second)
SecuredNRA oh = new SecuredNRA(this.O.LogF, this.O.LogFPrime, this.O.LogFSecond);// # modif_0.11
if (Tools.IsNA(this.Start[0]))
{
remoteLeft = mode.X;
}
else
{
double[] range = new double[] { this.Range[0], mode.X };
//LMaxPoint lm = new LMaxPoint(mode);
nr = new SecuredNRSearch(oh, A, this.Start[0], this.Epsilon, range,
maxPoint: mode, target: target, inestimableLowerLimit: this.InestimableLowerLimit);
// le dernier paramètre a une valeur par défaut: expectedHpSign = -1
if (nr.Converged)
{
remoteLeft = nr.X;
}
else if (this.Range[0].IsFinite())
{
remoteLeft = this.Range[0];
}
else
{
//TODO Exception
throw new WEException("Fin temporaire!");
}
}
if (Tools.IsNA(this.Start[1]))
{
remoteRight = mode.X;
} // if
else
{
this.Range = new double[] { mode.X, this.Range[1] };
nr = new SecuredNRSearch(oh, A, this.Start[1], this.Epsilon, this.Range,
maxPoint: mode, target: target);
// les 2 derniers paramètres prennent des valeurs par défaut:
// inestimableLowerLimit = false, expectedHpSign = -1
if (nr.Converged)
{
remoteRight = nr.X;
}
else
{
throw new WEException("Algorithm did not converge.");// # should not happen
}
}
}
else
{
//# new_0.11
//# mode was not found
remoteLeft = Tools.NA;
remoteRight = Tools.NA;
}
//list(mode = mode, remote = c(remote.left, remote.right))
LModeExt lmext = new LModeExt(mode, remoteLeft, remoteRight);
return(lmext);
} //# end of ref.points
