static omxFitFunction *omxNewInternalFitFunction(omxState* os, const char *fitType,
omxExpectation *expect, omxMatrix *matrix, bool rowLik)
{
omxFitFunction *obj = (omxFitFunction*) R_alloc(1, sizeof(omxFitFunction));
OMXZERO(obj, 1);
for (size_t fx=0; fx < OMX_STATIC_ARRAY_SIZE(omxFitFunctionSymbolTable); fx++) {
const omxFitFunctionTableEntry *entry = omxFitFunctionSymbolTable + fx;
if(strcmp(fitType, entry->name) == 0) {
obj->fitType = entry->name;
obj->initFun = entry->initFun;
// We need to set up the FreeVarGroup before calling initFun
// because older fit functions expect to know the number of
// free variables during initFun.
obj->setVarGroup = entry->setVarGroup; // ugh!
obj->addOutput = defaultAddOutput;
break;
}
}
if(obj->initFun == NULL) Rf_error("Fit function '%s' not implemented", fitType);
if (!matrix) {
obj->matrix = omxInitMatrix(1, 1, TRUE, os);
obj->matrix->hasMatrixNumber = TRUE;
obj->matrix->matrixNumber = ~os->algebraList.size();
os->algebraList.push_back(obj->matrix);
} else {
obj->matrix = matrix;
}
obj->matrix->fitFunction = obj;
obj->expectation = expect;
if (rowLik && expect && expect->data) {
omxData *dat = expect->data;
omxResizeMatrix(matrix, dat->rows, 1);
} else {
omxResizeMatrix(matrix, 1, 1);
}
return obj;
}
void loglikelihoodCIFun(omxFitFunction *ff, int want, FitContext *fc)
{
const omxConfidenceInterval *CI = fc->CI;
if (want & FF_COMPUTE_PREOPTIMIZE) {
fc->targetFit = (fc->lowerBound? CI->lbound : CI->ubound) + fc->fit;
//mxLog("Set target fit to %f (MLE %f)", fc->targetFit, fc->fit);
return;
}
if (!(want & FF_COMPUTE_FIT)) {
Rf_error("Not implemented yet");
}
omxMatrix *fitMat = ff->matrix;
// We need to compute the fit here because that's the only way to
// check our soft feasibility constraints. If parameters don't
// change between here and the constraint evaluation then we
// should avoid recomputing the fit again in the constraint. TODO
omxFitFunctionCompute(fitMat->fitFunction, FF_COMPUTE_FIT, fc);
const double fit = totalLogLikelihood(fitMat);
omxRecompute(CI->matrix, fc);
double CIElement = omxMatrixElement(CI->matrix, CI->row, CI->col);
omxResizeMatrix(fitMat, 1, 1);
if (!std::isfinite(fit) || !std::isfinite(CIElement)) {
fc->recordIterationError("Confidence interval is in a range that is currently incalculable. Add constraints to keep the value in the region where it can be calculated.");
fitMat->data[0] = nan("infeasible");
return;
}
if (want & FF_COMPUTE_FIT) {
double param = (fc->lowerBound? CIElement : -CIElement);
if (fc->compositeCIFunction) {
double diff = fc->targetFit - fit;
diff *= diff;
if (diff > 1e2) {
// Ensure there aren't any creative solutions
diff = nan("infeasible");
return;
}
fitMat->data[0] = diff + param;
} else {
fitMat->data[0] = param;
}
//mxLog("param at %f", fitMat->data[0]);
}
if (want & (FF_COMPUTE_GRADIENT | FF_COMPUTE_HESSIAN | FF_COMPUTE_IHESSIAN)) {
// add deriv adjustments here TODO
}
}
void omxZeroByZeroMatrix(omxMatrix *om) {
if (om->rows > 0 || om->cols > 0) {
omxResizeMatrix(om, 0, 0);
}
}