Ejemplos de apop_matrix_to_data en C++ (Cpp)

Ejemplo n.º 1

Archivo: impute_variance.c Proyecto: rforge/tea

static apop_data *colmeans(apop_data *in){
    Get_vmsizes(in); //maxsize
    apop_data *sums = apop_data_summarize(in);
    Apop_col_tv(sums, "mean", means);
    apop_data *out = apop_matrix_to_data(apop_vector_to_matrix(means, 'r'));
    apop_name_stack(out->names, in->names, 'c', 'c');
    apop_data *cov = apop_data_add_page(out, apop_data_covariance(in), "<Covariance>");
    gsl_matrix_scale(cov->matrix, 1/sqrt(maxsize));
    return out;
}

Ejemplo n.º 2

Archivo: apop_wishart.c Proyecto: b-k/apophenia

static long double wishart_ll(apop_data *in, apop_model *m){
    Nullcheck_mpd(in, m, GSL_NAN);
    wishartstruct_t ws = {
            .paraminv = apop_matrix_inverse(m->parameters->matrix),
            .len = sqrt(in->matrix->size2),
            .df = m->parameters->vector->data[0]
        };
    double paramdet = apop_matrix_determinant(m->parameters->matrix);
    if (paramdet < 1e-3) return GSL_NEGINF;
    double ll =  apop_map_sum(in, .fn_vp = one_wishart_row, .param=&ws, .part='r');
    double k = log(ws.df)*ws.df/2.;
    k -= M_LN2 * ws.len* ws.df/2.;
    k -= log(paramdet) * ws.df/2.;
    k -= apop_multivariate_lngamma(ws.df/2., ws.len);
    return ll + k*in->matrix->size1;
}

static int apop_wishart_draw(double *out, gsl_rng *r, apop_model *m){
    /*
Translated from the Fortran by BK. Fortran comments:

C          SUBROUTINE DWSHRT(D, N, NP, NNP, SB, SA)
C
C       ALGORITHM AS 53  APPL. STATIST. (1972) VOL.21, NO.3
C
C     Wishart variate generator.  On output, SA is an upper-triangular
C     matrix of size NP * NP [...]
C     whose elements have a Wishart(N, SIGMA) distribution.
*/
    Nullcheck_mp(m, );
    int np = m->parameters->matrix->size1;
    int n = m->parameters->vector->data[0];
    if (!m->more) { 
        gsl_matrix *ccc = apop_matrix_copy(m->parameters->matrix);
        gsl_linalg_cholesky_decomp(ccc);
        for (int i=0; i < ccc->size1; i++) //zero out the upper diagonal
            for (int j=i+1; j < ccc->size2; j++)
                gsl_matrix_set(ccc, i, j, 0);
        m->more = apop_matrix_to_data(ccc);
        m->more_size = sizeof(apop_data);
    }
    apop_data *Chol = m->more;
    apop_data *rmatrix = apop_data_calloc(np, np);
    Staticdef(apop_model *, std_normal, apop_model_set_parameters(apop_normal, 0, 1));

//C     Load diagonal elements with square root of chi-square variates
    for(int i = 0; i< np; i++){
        int DF = n - i;
        apop_data_set(rmatrix, i, i, sqrt(gsl_ran_chisq(r, DF)));
    }
    
    for(int i = 1; i< np; i++) //off-diagonal triangles: Normals.
          for(int j = 0; j< i; j++){
            double ndraw;
            apop_draw(&ndraw, r, std_normal);
            assert (!gsl_isnan(ndraw));
            apop_data_set(rmatrix, i, j, ndraw);
          }
    //Now find C * rand * rand' * C'
    apop_data *cr = apop_dot(Chol, rmatrix);
    apop_data *crr = apop_dot(cr, rmatrix, .form2='t');
    apop_data *crrc = apop_dot(crr, Chol, .form2='t');
    memmove(out, crrc->matrix->data, sizeof(double)*np*np);
    apop_data_free(rmatrix); apop_data_free(cr);
    apop_data_free(crrc);    apop_data_free(crr);
    return 0;
}