C++ Estimation DLL: Update of logMHMCMCposterior and auxiliary files: added progress bar and recovery from file and tied up few loose ends - still unstable !
George Perendia
parent
6d2f9dc6d8
commit
9123e4e70c
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@ -34,7 +34,7 @@ public:
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virtual ~RandSampler(){};
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virtual double compute(VectorView &mhLogPostDens, MatrixView &mhParams, Matrix &steadyState,
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Vector &estParams, Vector &deepParams, const MatrixConstView &data, Matrix &Q, Matrix &H,
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const size_t presampleStart, int &info, const size_t nMHruns, const Matrix &Jscale,
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const size_t presampleStart, int &info, const size_t startDraw, size_t nMHruns, const Matrix &Jscale,
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LogPosteriorDensity &logPosteriorDensity, Prior &drawDistribution,
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EstimatedParametersDescription &epd) = 0;
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/**
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@ -22,7 +22,7 @@
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double
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RandomWalkMetropolisHastings::compute(VectorView &mhLogPostDens, MatrixView &mhParams, Matrix &steadyState,
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Vector &estParams, Vector &deepParams, const MatrixConstView &data, Matrix &Q, Matrix &H,
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const size_t presampleStart, int &info, const size_t nMHruns, const Matrix &Dscale,
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const size_t presampleStart, int &info, const size_t startDraw, size_t nMHruns, const Matrix &Dscale,
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LogPosteriorDensity &lpd, Prior &drawDistribution, EstimatedParametersDescription &epd)
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{
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bool overbound;
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@ -30,7 +30,7 @@ RandomWalkMetropolisHastings::compute(VectorView &mhLogPostDens, MatrixView &mhP
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size_t count, accepted = 0;
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parDraw = estParams;
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logpost = - lpd.compute(steadyState, estParams, deepParams, data, Q, H, presampleStart, info);
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for (size_t run = 0; run < nMHruns; ++run)
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for (size_t run = startDraw - 1; run < nMHruns; ++run)
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{
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overbound=false;
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randMultiVar(drawDistribution, newParDraw, parDraw, Dscale, parDraw.getSize());
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@ -68,6 +68,6 @@ RandomWalkMetropolisHastings::compute(VectorView &mhLogPostDens, MatrixView &mhP
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mhLogPostDens(run) = logpost;
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}
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}
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return (double) accepted/nMHruns;
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return (double) accepted/(nMHruns-startDraw+1);
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}
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@ -44,7 +44,7 @@ public:
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virtual ~RandomWalkMetropolisHastings(){};
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virtual double compute(VectorView &mhLogPostDens, MatrixView &mhParams, Matrix &steadyState,
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Vector &estParams, Vector &deepParams, const MatrixConstView &data, Matrix &Q, Matrix &H,
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const size_t presampleStart, int &info, const size_t nMHruns, const Matrix &Jscale,
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const size_t presampleStart, int &info, const size_t startDraw, size_t nMHruns, const Matrix &Jscale,
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LogPosteriorDensity &logPosteriorDensity, Prior &drawDistribution,
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EstimatedParametersDescription &epd);
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};
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@ -102,27 +102,27 @@ size_t
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sampleMHMC(LogPosteriorDensity &lpd, RandomWalkMetropolisHastings &rwmh,
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Matrix &steadyState, Vector &estParams, Vector &deepParams, const MatrixConstView &data, Matrix &Q, Matrix &H,
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const size_t presampleStart, int &info, const VectorConstView &nruns, const size_t fblock, const size_t nBlocks,
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const Matrix &Jscale, Prior &drawDistribution, EstimatedParametersDescription &epd,
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const std::string &resultsFileStem, const size_t console_mode)
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const Matrix &Jscale, Prior &drawDistribution, EstimatedParametersDescription &epd,
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const std::string &resultsFileStem, size_t console_mode, size_t load_mh_file)
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{
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enum{iMin,iMax};
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std::vector<size_t> OpenOldFile(nBlocks, 1);
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enum {iMin, iMax};
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std::vector<size_t> OpenOldFile(nBlocks, 0);
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size_t jloop = 0, irun, j; // counters
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double dsum, dmax, dmin, sux = 0, jsux=0;
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double dsum, dmax, dmin, sux = 0, jsux = 0;
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std::string mhFName;
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std::stringstream ssFName;
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MATFile *drawmat; // MCMC draws output file pointer
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FILE *fidlog; // log file
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int matfStatus;
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size_t npar = estParams.getSize();
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Matrix MinMax(npar,2);
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Matrix MinMax(npar, 2);
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const mxArray *myinputs = mexGetVariablePtr("caller", "myinputs");
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const mxArray *InitSizeArrayPtr = mxGetField(myinputs, 0, "InitSizeArray");
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const VectorConstView InitSizeArrayVw(mxGetPr(InitSizeArrayPtr), nBlocks, 1);
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Vector InitSizeArray(InitSizeArrayVw.getSize());
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InitSizeArray = InitSizeArrayVw;
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const mxArray *flinePtr = mxGetField(myinputs, 0, "fline");
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const VectorConstView fline(mxGetPr(flinePtr), nBlocks, 1);
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VectorView fline(mxGetPr(flinePtr), nBlocks, 1);
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const mxArray *NewFileArrayPtr = mxGetField(myinputs, 0, "NewFile");
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VectorView NewFileVw(mxGetPr(NewFileArrayPtr), nBlocks, 1);
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@ -132,12 +132,22 @@ sampleMHMC(LogPosteriorDensity &lpd, RandomWalkMetropolisHastings &rwmh,
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const mxArray *MAX_nrunsPtr = mxGetField(myinputs, 0, "MAX_nruns");
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const size_t MAX_nruns = (size_t) mxGetScalar(MAX_nrunsPtr);
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//ix2=myinputs.ix2;
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const mxArray *blockStartParamsPtr = mxGetField(myinputs, 0, "ix2");
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MatrixView blockStartParamsMxVw(mxGetPr(blockStartParamsPtr), nBlocks, npar, nBlocks);
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Vector startParams(npar);
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//ilogpo2=myinputs.ilogpo2;
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mxArray *mxFirstLogLikPtr = mxGetField(myinputs, 0, "ilogpo2");
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VectorView FirstLogLiK(mxGetPr(mxFirstLogLikPtr), nBlocks, 1);
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const mxArray *record = mxGetField(myinputs, 0, "record");
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const mxArray *AcceptationRatesPtr = mxGetField(record, 0, "AcceptationRates");
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VectorView AcceptationRates(mxGetPr(AcceptationRatesPtr), nBlocks, 1);
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mxArray *mxLastParametersPtr= mxGetField(record, 0, "LastParameters");
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mxArray *mxLastParametersPtr = mxGetField(record, 0, "LastParameters");
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MatrixView LastParameters(mxGetPr(mxLastParametersPtr), nBlocks, npar, nBlocks);
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LastParameters = blockStartParamsMxVw;
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mxArray *mxLastLogLikPtr = mxGetField(record, 0, "LastLogLiK");
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VectorView LastLogLiK(mxGetPr(mxLastLogLikPtr), nBlocks, 1);
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@ -146,139 +156,213 @@ sampleMHMC(LogPosteriorDensity &lpd, RandomWalkMetropolisHastings &rwmh,
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mxArray *mxMhParamDrawsPtr = 0;
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size_t currInitSizeArray = 0;
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mexPrintf("\n Starting MH Block Loop\n\n");
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// Waitbar
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mxArray *waitBarRhs[3], *waitBarLhs[1];
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waitBarRhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL);
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std::string barTitle;
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std::stringstream ssbarTitle;
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ssbarTitle.clear();
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ssbarTitle.str("");
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ssbarTitle << "Please wait... Metropolis-Hastings " << fblock << "/" << nBlocks << " ...";
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barTitle = ssbarTitle.str();
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waitBarRhs[1] = mxCreateString(barTitle.c_str());
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//strcpy( *mxGetPr(waitBarRhs[1]), mhFName.c_str());
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*mxGetPr(waitBarRhs[0]) = (double) 0.0;
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mexCallMATLAB(1, waitBarLhs, 2, waitBarRhs, "waitbar");
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if (waitBarRhs[1])
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mxDestroyArray(waitBarRhs[1]);
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// *mxGetPr(waitBarRhs[1])=*mxGetPr(waitBarLhs[0]);
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waitBarRhs[1] = waitBarLhs[0];
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for (size_t b = fblock; b <= nBlocks; ++b)
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{
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jloop = jloop+1;
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if ((load_mh_file != 0) && (fline(b) > 1) && OpenOldFile[b])
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{
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// load(['./' MhDirectoryName '/' ModelName '_mh' int2str(NewFile(b)) '_blck' int2str(b) '.mat'])
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ssFName.clear();
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ssFName.str("");
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ssFName << resultsFileStem << DIRECTORY_SEPARATOR << "metropolis" << DIRECTORY_SEPARATOR << resultsFileStem << "_mh" << (size_t) NewFile(b-1) << "_blck" << b << ".mat";
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mhFName = ssFName.str();
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drawmat = matOpen(mhFName.c_str(), "r");
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mexPrintf("MH: Open mhFName.c_str %s \n", mhFName.c_str());
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if (drawmat == 0)
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{
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fline(b) = 1;
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mexPrintf("Error in MH: Can not open old draws Mat file for reading: %s \n \
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Starting a new file instead! \n", mhFName.c_str());
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}
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else
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{
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currInitSizeArray = (size_t) InitSizeArray(b-1);
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mxMhParamDrawsPtr = matGetVariable(drawmat, "x2");
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mxMhLogPostDensPtr = matGetVariable(drawmat, "logpo2");
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matClose(drawmat);
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OpenOldFile[b] = 1;
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}
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} // end if
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ssbarTitle.clear();
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ssbarTitle.str("");
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ssbarTitle << "Please wait... Metropolis-Hastings " << b << "/" << nBlocks << " ...";
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barTitle = ssbarTitle.str();
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waitBarRhs[2] = mxCreateString(barTitle.c_str());
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//strcpy( *mxGetPr(waitBarRhs[1]), mhFName.c_str());
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*mxGetPr(waitBarRhs[0]) = (double) 0.0;
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mexCallMATLAB(0, NULL, 3, waitBarRhs, "waitbar");
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mxDestroyArray(waitBarRhs[2]);
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VectorView LastParametersRow = mat::get_row(LastParameters, b-1);
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sux = 0.0;
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jsux = 0;
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irun = (size_t) fline(b-1);
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j = 0;//1;
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j = 0; //1;
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while (j < nruns(b-1))
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{
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if (currInitSizeArray != (size_t) InitSizeArray(b-1))
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{
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// new or different size result arrays/matrices
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currInitSizeArray = (size_t) InitSizeArray(b-1);
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if (mxMhLogPostDensPtr)
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mxDestroyArray(mxMhLogPostDensPtr); // log post density array
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mxMhLogPostDensPtr = mxCreateDoubleMatrix(currInitSizeArray, 1, mxREAL);
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if (mxMhParamDrawsPtr)
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mxDestroyArray(mxMhParamDrawsPtr); // accepted MCMC MH draws
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mxMhParamDrawsPtr = mxCreateDoubleMatrix( currInitSizeArray, npar, mxREAL);
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}
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VectorView mhLogPostDens(mxGetPr(mxMhLogPostDensPtr), currInitSizeArray, (size_t) 1);
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MatrixView mhParamDraws(mxGetPr(mxMhParamDrawsPtr), currInitSizeArray, npar, currInitSizeArray);
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jsux= rwmh.compute(mhLogPostDens, mhParamDraws, steadyState, estParams, deepParams, data, Q, H,
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presampleStart, info, currInitSizeArray, Jscale, lpd, drawDistribution, epd);
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sux+=jsux*currInitSizeArray;
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j += currInitSizeArray; //j=j+1;
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irun += currInitSizeArray;
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if(console_mode)
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mexPrintf(" MH: Computing Metropolis-Hastings (chain %d/%d): %3.f \b%% done, acceptance rate: %3.f \b%%\r", b, nBlocks, 100 * j/nruns(b-1), 100 * sux / j);
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// % Now I save the simulations
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// save draw 2 mat file ([MhDirectoryName '/' ModelName '_mh' int2str(NewFile(b)) '_blck' int2str(b) '.mat'],'x2','logpo2');
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ssFName.clear();
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ssFName.str("");
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ssFName << resultsFileStem << DIRECTORY_SEPARATOR << "metropolis" << DIRECTORY_SEPARATOR << resultsFileStem << "_mh" << (size_t) NewFile(b-1) << "_blck" << b << ".mat" ;
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mhFName = ssFName.str();
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drawmat = matOpen(mhFName.c_str(), "w");
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if (drawmat==0)
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{
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mexPrintf("Error in MH: Can not open draws Mat file for writing: %s \n", mhFName.c_str());
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exit(1);
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}
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matfStatus = matPutVariable(drawmat, "x2", mxMhParamDrawsPtr);
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if (matfStatus)
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{
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mexPrintf("Error in MH: Can not use draws Mat file for writing: %s \n", mhFName.c_str());
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exit(1);
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}
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matfStatus = matPutVariable(drawmat, "logpo2", mxMhLogPostDensPtr);
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if (matfStatus)
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{
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mexPrintf("Error in MH: Can not usee draws Mat file for writing: %s \n", mhFName.c_str());
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exit(1);
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}
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matClose(drawmat);
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if ((currInitSizeArray != (size_t) InitSizeArray(b-1)) && OpenOldFile[b] != 1)
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{
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mexPrintf(" Init 2 Arrays\n");
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// new or different size result arrays/matrices
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currInitSizeArray = (size_t) InitSizeArray(b-1);
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if (mxMhLogPostDensPtr)
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mxDestroyArray(mxMhLogPostDensPtr); // log post density array
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mxMhLogPostDensPtr = mxCreateDoubleMatrix(currInitSizeArray, 1, mxREAL);
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if (mxMhParamDrawsPtr)
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mxDestroyArray(mxMhParamDrawsPtr); // accepted MCMC MH draws
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mxMhParamDrawsPtr = mxCreateDoubleMatrix(currInitSizeArray, npar, mxREAL);
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}
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startParams = LastParametersRow;
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VectorView mhLogPostDens(mxGetPr(mxMhLogPostDensPtr), currInitSizeArray, (size_t) 1);
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MatrixView mhParamDraws(mxGetPr(mxMhParamDrawsPtr), currInitSizeArray, npar, currInitSizeArray);
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jsux = rwmh.compute(mhLogPostDens, mhParamDraws, steadyState, startParams, deepParams, data, Q, H,
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presampleStart, info, irun, currInitSizeArray, Jscale, lpd, drawDistribution, epd);
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irun = currInitSizeArray;
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sux += jsux*currInitSizeArray;
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j += currInitSizeArray; //j=j+1;
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// save log to fidlog = fopen([MhDirectoryName '/metropolis.log'],'a');
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ssFName.str("");
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ssFName << resultsFileStem << DIRECTORY_SEPARATOR << "metropolis" << DIRECTORY_SEPARATOR << "metropolis.log" ;
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mhFName = ssFName.str();
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fidlog = fopen(mhFName.c_str(), "a");
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fprintf(fidlog,"\n");
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fprintf(fidlog,"%% Mh%dBlck%d ( %s %s )\n", (int) NewFile(b-1),b , __DATE__ , __TIME__ );
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fprintf(fidlog," \n");
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fprintf(fidlog," Number of simulations.: %d \n", currInitSizeArray);// (length(logpo2)) ');
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fprintf(fidlog," Acceptation rate......: %f \n", jsux/currInitSizeArray);
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fprintf(fidlog," Posterior mean........:\n");
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for (size_t i=0; i<npar; ++i)
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{
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VectorView mhpdColVw=mat::get_col(mhParamDraws,i);
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fprintf(fidlog," params: %d : %f \n", i, vec::meanSumMinMax(dsum, dmin, dmax, mhpdColVw));
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MinMax(i,iMin)=dmin;
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MinMax(i,iMax)=dmax;
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} // end
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fprintf(fidlog," log2po: %f \n", vec::meanSumMinMax(dsum, dmin, dmax, mhLogPostDens));
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fprintf(fidlog," Minimum value.........:\n");;
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for (size_t i=0; i<npar; ++i)
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fprintf(fidlog," params: %d : %f \n", i, MinMax(i,iMin));
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fprintf(fidlog," log2po: %f \n", dmin);
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fprintf(fidlog," Maximum value.........:\n");
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for (size_t i=0; i<npar; ++i)
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fprintf(fidlog," params: %d : %f \n", i, MinMax(i,iMax));
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fprintf(fidlog," log2po: %f \n", dmax);
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fprintf(fidlog," \n");
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fclose(fidlog);
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// if exist('OCTAVE_VERSION') ||
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if (console_mode)
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mexPrintf(" MH: Computing Metropolis-Hastings (chain %d/%d): %3.f \b%% done, acceptance rate: %3.f \b%%\r", b, nBlocks, 100 * j/nruns(b-1), 100 * sux / j);
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else
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{
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// Waitbar
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ssbarTitle.clear();
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ssbarTitle.str("");
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ssbarTitle << "Metropolis-Hastings : " << b << "/" << nBlocks << " Acceptance: " << 100 * sux/j << "%";
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barTitle = ssbarTitle.str();
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waitBarRhs[2] = mxCreateString(barTitle.c_str());
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*mxGetPr(waitBarRhs[0]) = j / nruns(b-1);
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mexCallMATLAB(0, NULL, 3, waitBarRhs, "waitbar");
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mxDestroyArray(waitBarRhs[2]);
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jsux = 0;
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// if (j == nruns(b-1)) // % I record the last draw...
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// record.LastParameters(b,:) = x2(end,:);
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// record.LastLogLiK(b) = logpo2(end);
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// } // end
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if (j == nruns(b-1)) // % I record the last draw...
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{
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VectorView LastParametersRow= mat::get_row(LastParameters,b-1);
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LastParametersRow= mat::get_row(mhParamDraws, currInitSizeArray-1);//x2(end,:);
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LastLogLiK(b-1) = mhLogPostDens(currInitSizeArray-1); //logpo2(end);
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} // end
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// size of next file in chain b
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InitSizeArray(b-1) = std::min((size_t) nruns(b-1)-j, MAX_nruns);
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// initialization of next file if necessary
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if (InitSizeArray(b-1))
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{
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NewFile(b-1) = NewFile(b-1) + 1;
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irun = 0;
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} // end
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}
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// % Now I save the simulations
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// save draw 2 mat file ([MhDirectoryName '/' ModelName '_mh' int2str(NewFile(b)) '_blck' int2str(b) '.mat'],'x2','logpo2');
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ssFName.clear();
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ssFName.str("");
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ssFName << resultsFileStem << DIRECTORY_SEPARATOR << "metropolis" << DIRECTORY_SEPARATOR << resultsFileStem << "_mh" << (size_t) NewFile(b-1) << "_blck" << b << ".mat";
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mhFName = ssFName.str();
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drawmat = matOpen(mhFName.c_str(), "w");
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if (drawmat == 0)
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{
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mexPrintf("Error in MH: Can not open draws Mat file for writing: %s \n", mhFName.c_str());
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exit(1);
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}
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matfStatus = matPutVariable(drawmat, "x2", mxMhParamDrawsPtr);
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if (matfStatus)
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{
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mexPrintf("Error in MH: Can not use draws Mat file for writing: %s \n", mhFName.c_str());
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exit(1);
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}
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matfStatus = matPutVariable(drawmat, "logpo2", mxMhLogPostDensPtr);
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if (matfStatus)
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{
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mexPrintf("Error in MH: Can not usee draws Mat file for writing: %s \n", mhFName.c_str());
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exit(1);
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}
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matClose(drawmat);
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// save log to fidlog = fopen([MhDirectoryName '/metropolis.log'],'a');
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ssFName.str("");
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ssFName << resultsFileStem << DIRECTORY_SEPARATOR << "metropolis" << DIRECTORY_SEPARATOR << "metropolis.log";
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mhFName = ssFName.str();
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fidlog = fopen(mhFName.c_str(), "a");
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fprintf(fidlog, "\n");
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fprintf(fidlog, "%% Mh%dBlck%d ( %s %s )\n", (int) NewFile(b-1), b, __DATE__, __TIME__);
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fprintf(fidlog, " \n");
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fprintf(fidlog, " Number of simulations.: %d \n", currInitSizeArray); // (length(logpo2)) ');
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fprintf(fidlog, " Acceptation rate......: %f \n", jsux);
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fprintf(fidlog, " Posterior mean........:\n");
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for (size_t i = 0; i < npar; ++i)
|
||||
{
|
||||
VectorView mhpdColVw = mat::get_col(mhParamDraws, i);
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fprintf(fidlog, " params: %d : %f \n", i+1, vec::meanSumMinMax(dsum, dmin, dmax, mhpdColVw));
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MinMax(i, iMin) = dmin;
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||||
MinMax(i, iMax) = dmax;
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} // end
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fprintf(fidlog, " log2po: %f \n", vec::meanSumMinMax(dsum, dmin, dmax, mhLogPostDens));
|
||||
fprintf(fidlog, " Minimum value.........:\n");;
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||||
for (size_t i = 0; i < npar; ++i)
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||||
fprintf(fidlog, " params: %d : %f \n", i+1, MinMax(i, iMin));
|
||||
fprintf(fidlog, " log2po: %f \n", dmin);
|
||||
fprintf(fidlog, " Maximum value.........:\n");
|
||||
for (size_t i = 0; i < npar; ++i)
|
||||
fprintf(fidlog, " params: %d : %f \n", i+1, MinMax(i, iMax));
|
||||
fprintf(fidlog, " log2po: %f \n", dmax);
|
||||
fprintf(fidlog, " \n");
|
||||
fclose(fidlog);
|
||||
|
||||
jsux = 0;
|
||||
LastParametersRow = mat::get_row(mhParamDraws, currInitSizeArray-1); //x2(end,:);
|
||||
LastLogLiK(b-1) = mhLogPostDens(currInitSizeArray-1); //logpo2(end);
|
||||
InitSizeArray(b-1) = std::min((size_t) nruns(b-1)-j, MAX_nruns);
|
||||
// initialization of next file if necessary
|
||||
if (InitSizeArray(b-1))
|
||||
{
|
||||
NewFile(b-1) = NewFile(b-1) + 1;
|
||||
irun = 0;
|
||||
} // end
|
||||
irun++;
|
||||
} // end while % End of the simulations for one mh-block.
|
||||
//set record.
|
||||
//record.
|
||||
AcceptationRates(b-1) = sux/j;
|
||||
OpenOldFile[b] = 0;
|
||||
} // end % End of the loop over the mh-blocks.
|
||||
if( mexPutVariable("caller", "record.AcceptationRates", AcceptationRatesPtr))
|
||||
mexPrintf("MH Warning: due to error record.AcceptationRates is NOT set !! \n") ;
|
||||
mexPrintf(" put Var record.AcceptationRates \n");
|
||||
if (mexPutVariable("caller", "record.AcceptationRates", AcceptationRatesPtr))
|
||||
mexPrintf("MH Warning: due to error record.AcceptationRates is NOT set !! \n");
|
||||
//else mexPrintf(" record.AcceptationRates is now set !! \n");
|
||||
|
||||
if( mexPutVariable("caller", "record.LastParameters", mxLastParametersPtr))
|
||||
mexPrintf("MH Warning: due to error record.MhParamDraw is NOT set !! \n") ;
|
||||
if (mexPutVariable("caller", "record.LastParameters", mxLastParametersPtr))
|
||||
mexPrintf("MH Warning: due to error record.MhParamDraw is NOT set !! \n");
|
||||
|
||||
if( mexPutVariable("caller", "record.LastLogLiK", mxLastLogLikPtr))
|
||||
mexPrintf("MH Warning: due to error record.LastLogLiK is NOT set !! \n") ;
|
||||
if (mexPutVariable("caller", "record.LastLogLiK", mxLastLogLikPtr))
|
||||
mexPrintf("MH Warning: due to error record.LastLogLiK is NOT set !! \n");
|
||||
|
||||
NewFileVw=NewFile;
|
||||
if( mexPutVariable("caller", "NewFile", NewFileArrayPtr))
|
||||
mexPrintf("MH Warning: due to error NewFile is NOT set !! \n") ;
|
||||
if (mexPutVariable("caller", "record.LastLogLiK2", mxLastLogLikPtr))
|
||||
mexPrintf("MH Warning: due to error record.LastLogLiK is NOT set !! \n");
|
||||
if (mexPutVariable("caller", "LastLogLiK3", mxLastLogLikPtr))
|
||||
mexPrintf("MH Warning: due to error record.LastLogLiK is NOT set !! \n");
|
||||
|
||||
if (mxMhLogPostDensPtr)
|
||||
mxDestroyArray(mxMhLogPostDensPtr); // delete log post density array
|
||||
if (mxMhParamDrawsPtr)
|
||||
mxDestroyArray(mxMhParamDrawsPtr); // delete accepted MCMC MH draws
|
||||
NewFileVw = NewFile;
|
||||
if (mexPutVariable("caller", "NewFile", NewFileArrayPtr))
|
||||
mexPrintf("MH Warning: due to error NewFile is NOT set !! \n");
|
||||
|
||||
// return last line run in the last MH block sub-array
|
||||
return currInitSizeArray;
|
||||
// Cleanup
|
||||
if (mxMhLogPostDensPtr)
|
||||
mxDestroyArray(mxMhLogPostDensPtr); // delete log post density array
|
||||
if (mxMhParamDrawsPtr)
|
||||
mxDestroyArray(mxMhParamDrawsPtr); // delete accepted MCMC MH draws
|
||||
|
||||
// Close Bar
|
||||
mexCallMATLAB(0, NULL, 1, waitBarLhs, "close");
|
||||
mxDestroyArray(waitBarLhs[0]);
|
||||
mxDestroyArray(waitBarRhs[1]);
|
||||
|
||||
// return last line run in the last MH block sub-array
|
||||
return irun;
|
||||
|
||||
}
|
||||
|
||||
|
|
@ -326,6 +410,7 @@ logMCMCposterior(const VectorConstView &estParams, const MatrixConstView &data,
|
|||
double riccati_tol = *mxGetPr(mxGetField(options_, 0, "riccati_tol"));
|
||||
size_t presample = (size_t) *mxGetPr(mxGetField(options_, 0, "presample"));
|
||||
size_t console_mode = (size_t) *mxGetPr(mxGetField(options_, 0, "console_mode"));
|
||||
size_t load_mh_file = (size_t) *mxGetPr(mxGetField(options_, 0, "load_mh_file"));
|
||||
|
||||
std::vector<size_t> varobs;
|
||||
const mxArray *varobs_mx = mxGetField(options_, 0, "varobs_id");
|
||||
|
|
@ -392,12 +477,9 @@ logMCMCposterior(const VectorConstView &estParams, const MatrixConstView &data,
|
|||
Jscale(i, i) = vJscale(i);
|
||||
blas::gemm("N", "N", 1.0, D, Jscale, 0.0, Dscale);
|
||||
|
||||
// Matrix mh_bounds(n_estParams,2);
|
||||
|
||||
// Compute the MHMCMC loop draws
|
||||
// and get get last line run in the last MH block sub-array
|
||||
//sample MHMCMC draws and get get last line run in the last MH block sub-array
|
||||
size_t lastMHblockArrayLine = sampleMHMC(lpd, rwmh, steadyState, estParams2, deepParams, data, Q, H, presample, info,
|
||||
nMHruns, fblock, nBlocks, Dscale, drawGaussDist01, epd, resultsFileStem, console_mode);
|
||||
nMHruns, fblock, nBlocks, Dscale, drawGaussDist01, epd, resultsFileStem, console_mode, load_mh_file);
|
||||
|
||||
// Cleanups
|
||||
for (std::vector<EstimatedParameter>::iterator it = estParamsInfo.begin();
|
||||
|
|
@ -405,7 +487,6 @@ logMCMCposterior(const VectorConstView &estParams, const MatrixConstView &data,
|
|||
delete it->prior;
|
||||
|
||||
return lastMHblockArrayLine;
|
||||
|
||||
}
|
||||
|
||||
void
|
||||
|
|
@ -443,8 +524,7 @@ mexFunction(int nlhs, mxArray *plhs[],
|
|||
assert(nMHruns.getSize() == nBlocks);
|
||||
|
||||
MatrixConstView D(mxGetPr(prhs[6]), mxGetM(prhs[6]), mxGetN(prhs[6]), mxGetM(prhs[6]));
|
||||
|
||||
// Compute MCMC MH Draws and get last line run in the last MH block sub-array
|
||||
//calculate MHMCMC draws and get get last line run in the last MH block sub-array
|
||||
size_t lastMHblockArrayLine = logMCMCposterior(estParams, data, mexext, fblock, nBlocks, nMHruns, D);
|
||||
|
||||
*mxGetPr(plhs[0]) = (double) lastMHblockArrayLine;
|
||||
|
|
|
|||
Loading…
Reference in New Issue