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Merge pull request #991 from JohannesPfeifer/marginal_density 

marginal_density.m: performance improvements
time-shift
MichelJuillard 2015-07-23 18:26:06 +02:00
parent efd9a563f4 5d775d3d76
commit 61d514c9eb
1 changed files with 4 additions and 8 deletions
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12
matlab/marginal_density.m
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@ -65,8 +65,8 @@ fprintf(' Done!\n');
save([M_.fname '_mean.mat'],'xparam1','hh','SIGMA');
fprintf('Estimation::marginal density: I''m computing the posterior log marginal density (modified harmonic mean)... ');
detSIGMA = det(SIGMA);
invSIGMA = inv(SIGMA);
logdetSIGMA = log(det(SIGMA));
invSIGMA = hh;
marginal = zeros(9,2);
linee = 0;
check_coverage = 1;
@ -81,9 +81,9 @@ while check_coverage
load([ BaseName '_mh' int2str(n) '_blck' int2str(b) '.mat'],'x2','logpo2');
EndOfFile = size(x2,1);
for i = ifil:EndOfFile
deviation = (x2(i,:)-MU)*invSIGMA*(x2(i,:)-MU)';
deviation = ((x2(i,:)-MU)*invSIGMA*(x2(i,:)-MU)')/increase;
if deviation <= critval
lftheta = -log(p)-(npar*log(2*pi)+log(detSIGMA)+deviation)/2;
lftheta = -log(p)-(npar*log(2*pi)+(npar*log(increase)+logdetSIGMA)+deviation)/2;
tmp = tmp + exp(lftheta - logpo2(i) + lpost_mode);
end
end
@ -102,14 +102,10 @@ while check_coverage
disp('Estimation::marginal density: The support of the weighting density function is not large enough...')
disp('Estimation::marginal density: I increase the variance of this distribution.')
increase = 1.2*increase;
invSIGMA = inv(SIGMA*increase);
detSIGMA = det(SIGMA*increase);
linee = 0;
else
disp('Estimation::marginal density: Let me try again.')
increase = 1.2*increase;
invSIGMA = inv(SIGMA*increase);
detSIGMA = det(SIGMA*increase);
linee = 0;
if increase > 20
check_coverage = 0;