double opt_alpha(double ss, double &alpha_sum, int D, int K)
{
double a, log_a, init_a = 100, old_a = 0;
double f = 0, df, d2f, f_old = 0;
int iter = 0;
log_a = log(init_a);
do
{
iter++;
f_old = f;
a = exp(log_a);
alpha_sum += a - old_a;
old_a = a;
if (/*isnan(a)*/a>1e300 || a<1e-300)
{
init_a = init_a * 10;
printf("warning : alpha is nan; new init = %5.5f\n", init_a);
a = init_a;
log_a = log(a);
}
f = alhood(a, alpha_sum, ss, D, K);
df = d_alhood(a, alpha_sum, ss, D, K);
d2f = d2_alhood(a, alpha_sum, D, K);
log_a = log_a - df/(d2f * a + df);
//printf("alpha maximization : %5.5f %5.5f\n", f, df);
}
while ((fabs(df) > NEWTON_THRESH) && (iter < MAX_ALPHA_ITER));
return(exp(log_a));
}
double opt_alpha(double ss, int D, int K)
{
double a, log_a, init_a = 100;
double df, d2f;
int iter = 0;
log_a = log(init_a);
do
{
iter++;
a = exp(log_a);
if (isnan(a))
{
init_a = init_a * 10;
Rprintf("warning : alpha is nan; new init = %5.5f\n", init_a);
a = init_a;
log_a = log(a);
}
df = d_alhood(a, ss, D, K);
d2f = d2_alhood(a, D, K);
log_a = log_a - df/(d2f * a + df);
}
while ((fabs(df) > NEWTON_THRESH) && (iter < MAX_ALPHA_ITER));
return(exp(log_a));
}
