void read_MCMC_state(MCMC_info *MCMC){
char filename_output_dir[MAX_FILENAME_LENGTH];
char filename_chain_dir[MAX_FILENAME_LENGTH];
char filename_results_dir[MAX_FILENAME_LENGTH];
char filename_plots_dir[MAX_FILENAME_LENGTH];
char filename_run[MAX_FILENAME_LENGTH];
char filename_chain[MAX_FILENAME_LENGTH];
char filename_chain_config[MAX_FILENAME_LENGTH];
char filename_stats[MAX_FILENAME_LENGTH];
char filename_coverage[MAX_FILENAME_LENGTH];
char filename_chain_covariance[MAX_FILENAME_LENGTH];
char filename_covariance[MAX_FILENAME_LENGTH];
char filename_histograms[MAX_FILENAME_LENGTH];
char filename_results[MAX_FILENAME_LENGTH];
char filename_stop[MAX_FILENAME_LENGTH];
char format_string[32];
int my_chain;
int i_P,i_DS,i_M,i_array;
double *V_read;
FILE *fp_run;
FILE *fp_chain;
FILE *fp_chain_config;
FILE *fp_stats;
FILE *fp_coverage;
FILE *fp_chain_covariance;
FILE *fp_covariance;
FILE *fp_histograms;
FILE *fp_results;
FILE *fp_stop;
MCMC_DS_info *current_DS;
set_MCMC_mode(MCMC,MCMC_MODE_DEFAULT);
my_chain=MCMC->my_chain;
SID_log("Reading MCMC state from {%s}...",SID_LOG_OPEN,MCMC->filename_output_dir);
// Set directories
sprintf(filename_output_dir, "%s/", MCMC->filename_output_dir);
sprintf(filename_chain_dir, "%s/chains/", MCMC->filename_output_dir);
sprintf(filename_results_dir,"%s/results/",MCMC->filename_output_dir);
sprintf(filename_plots_dir, "%s/plots/", MCMC->filename_output_dir);
// Set filenames
sprintf(filename_run, "%s/run.dat", MCMC->filename_output_dir);
sprintf(filename_chain, "%s/chain_trace_%06d.dat", filename_chain_dir,my_chain);
sprintf(filename_chain_config, "%s/chain_config_%06d.dat", filename_chain_dir,my_chain);
sprintf(filename_chain_covariance,"%s/chain_covariance_%06d.dat",filename_chain_dir,my_chain);
sprintf(filename_stats, "%s/chain_stats_%06d.dat", filename_chain_dir,my_chain);
sprintf(filename_coverage, "%s/coverage.dat", filename_results_dir);
sprintf(filename_histograms, "%s/histograms.dat", filename_results_dir);
sprintf(filename_covariance, "%s/covariance.dat", filename_results_dir);
MCMC->map_P_to_M =NULL;
MCMC->compute_MCMC_ln_likelihood=compute_MCMC_ln_likelihood_default;
MCMC->params =NULL;
MCMC->temperature =1.0;
MCMC->n_P =0;
MCMC->n_thin =1;
MCMC->n_DS =0;
MCMC->n_M_total =0;
MCMC->n_arrays =0;
MCMC->n_M =NULL;
MCMC->array =NULL;
MCMC->V =NULL;
MCMC->m =NULL;
MCMC->b =NULL;
MCMC->RNG =NULL;
MCMC->flag_integrate_on =TRUE;
MCMC->flag_analysis_on =TRUE;
MCMC->first_map_call =TRUE;
MCMC->mode =MCMC_MODE_DEFAULT;
MCMC->DS =NULL;
MCMC->last =NULL;
// Read/Write Header file
if((fp_run=fopen(filename_run,"rb"))!=NULL){
fp_run=fopen(filename_run,"rb");
fread(MCMC->problem_name, sizeof(char),MCMC_NAME_SIZE,fp_run);
fread(&(MCMC->n_chains), sizeof(int), 1,fp_run);
fread(&(MCMC->n_avg), sizeof(int), 1,fp_run);
fread(&(MCMC->flag_autocor_on), sizeof(int), 1,fp_run);
fread(&(MCMC->flag_no_map_write),sizeof(int), 1,fp_run);
fread(&(MCMC->n_P), sizeof(int), 1,fp_run);
SID_log("Problem name ={%s}",SID_LOG_COMMENT,MCMC->problem_name);
SID_log("n_avg ={%d}",SID_LOG_COMMENT,MCMC->n_avg);
SID_log("flag_autocor_on ={%d}",SID_LOG_COMMENT,MCMC->flag_autocor_on);
MCMC->P_names =(char **)SID_malloc(sizeof(char *)*MCMC->n_P);
MCMC->P_init =(double *)SID_malloc(sizeof(double)*MCMC->n_P);
MCMC->P_new =(double *)SID_malloc(sizeof(double)*MCMC->n_P);
MCMC->P_last =(double *)SID_malloc(sizeof(double)*MCMC->n_P);
MCMC->P_chain =(double *)SID_malloc(sizeof(double)*MCMC->n_P);
MCMC->P_limit_min =(double *)SID_malloc(sizeof(double)*MCMC->n_P);
MCMC->P_limit_max =(double *)SID_malloc(sizeof(double)*MCMC->n_P);
for(i_P=0;i_P<MCMC->n_P;i_P++)
MCMC->P_limit_min[i_P]=-DBL_MAX*1e-3;
for(i_P=0;i_P<MCMC->n_P;i_P++)
MCMC->P_limit_max[i_P]=DBL_MAX*1e-3;
SID_log("Parameters (name, initial_value,limit min,limit max):",SID_LOG_OPEN);
MCMC->P_name_length=0;
for(i_P=0;i_P<MCMC->n_P;i_P++){
MCMC->P_names[i_P]=(char *)SID_malloc(sizeof(char)*MCMC_NAME_SIZE);
fread(MCMC->P_names[i_P], sizeof(char), MCMC_NAME_SIZE,fp_run);
fread(&(MCMC->P_init[i_P]), sizeof(double), 1,fp_run);
fread(&(MCMC->P_limit_min[i_P]),sizeof(double), 1,fp_run);
fread(&(MCMC->P_limit_max[i_P]),sizeof(double), 1,fp_run);
MCMC->P_name_length=MAX(MCMC->P_name_length,strlen(MCMC->P_names[i_P]));
}
sprintf(MCMC->P_name_format,"%%-%ds", MCMC->P_name_length);
sprintf(format_string, "%s %%13.6le %%13.6le %%13.6le",MCMC->P_name_format);
for(i_P=0;i_P<MCMC->n_P;i_P++)
SID_log(format_string,SID_LOG_COMMENT,MCMC->P_names[i_P],MCMC->P_init[i_P],MCMC->P_limit_min[i_P],MCMC->P_limit_max[i_P]);
SID_log(NULL,SID_LOG_CLOSE|SID_LOG_NOPRINT);
fread(&(MCMC->n_arrays),sizeof(int),1,fp_run);
SID_log("n_arrays=%d", SID_LOG_OPEN,MCMC->n_arrays);
MCMC->array =(double **)SID_malloc(sizeof(double *)*MCMC->n_arrays);
MCMC->array_name=(char **)SID_malloc(sizeof(char *)*MCMC->n_arrays);
for(i_array=0;i_array<MCMC->n_arrays;i_array++){
MCMC->array[i_array] =(double *)SID_malloc(sizeof(double)*MCMC->n_P);
MCMC->array_name[i_array]=(char *)SID_malloc(sizeof(char)*MCMC_NAME_SIZE);
fread(MCMC->array_name[i_array],sizeof(char), MCMC_NAME_SIZE,fp_run);
fread(MCMC->array[i_array], sizeof(double),MCMC->n_P, fp_run);
SID_log("array #%03d name ={%s}",SID_LOG_COMMENT,i_array,MCMC->array_name[i_array]);
}
SID_log(NULL,SID_LOG_CLOSE|SID_LOG_NOPRINT);
fread(&(MCMC->n_DS),sizeof(int),1,fp_run);
SID_log("Reading %d datasets...",SID_LOG_OPEN,MCMC->n_DS);
for(i_DS=0;i_DS<MCMC->n_DS;i_DS++){
SID_log("Dataset #%03d:",SID_LOG_OPEN,i_DS);
current_DS =(MCMC_DS_info *)SID_malloc(sizeof(MCMC_DS_info));
fread(current_DS->name, sizeof(char),MCMC_NAME_SIZE,fp_run);
fread(&(current_DS->n_M),sizeof(int), 1,fp_run);
MCMC->n_M_total+=current_DS->n_M;
SID_log("name ={%s}",SID_LOG_COMMENT,current_DS->name);
SID_log("n_M =%d", SID_LOG_COMMENT,current_DS->n_M);
current_DS->M_target =(double *)SID_malloc(sizeof(double)*current_DS->n_M);
current_DS->dM_target=(double *)SID_malloc(sizeof(double)*current_DS->n_M);
current_DS->params =NULL;
fread(current_DS->M_target, sizeof(double),current_DS->n_M,fp_run);
fread(current_DS->dM_target, sizeof(double),current_DS->n_M,fp_run);
fread(&(current_DS->n_arrays),sizeof(int), 1,fp_run);
SID_log("n_arrays=%d", SID_LOG_OPEN,current_DS->n_arrays);
current_DS->array =(double **)SID_malloc(sizeof(double *)*current_DS->n_arrays);
current_DS->array_name=(char **)SID_malloc(sizeof(char *)*current_DS->n_arrays);
for(i_array=0;i_array<current_DS->n_arrays;i_array++){
current_DS->array[i_array] =(double *)SID_malloc(sizeof(double)*current_DS->n_M);
current_DS->array_name[i_array]=(char *)SID_malloc(sizeof(char)*MCMC_NAME_SIZE);
fread(current_DS->array_name[i_array],sizeof(char), MCMC_NAME_SIZE, fp_run);
fread(current_DS->array[i_array], sizeof(double),current_DS->n_M,fp_run);
SID_log("array #%03d name={%s}",SID_LOG_COMMENT,i_array,current_DS->array_name[i_array]);
}
SID_log(NULL,SID_LOG_CLOSE|SID_LOG_NOPRINT);
current_DS->next=NULL;
if(MCMC->DS==NULL)
MCMC->DS=current_DS;
else
MCMC->last->next=current_DS;
MCMC->last=current_DS;
SID_log(NULL,SID_LOG_CLOSE|SID_LOG_NOPRINT);
}
SID_log("Done.",SID_LOG_CLOSE);
fclose(fp_run);
}
// ... fetch the number of intervals that have already been computed ...
fp_chain_config=fopen(filename_chain_config,"rb");
V_read=(double *)SID_malloc(sizeof(double)*MCMC->n_P*MCMC->n_P);
fread(&(MCMC->n_iterations), sizeof(int), 1, fp_chain_config);
fread(&(MCMC->n_iterations_burn),sizeof(int), 1, fp_chain_config);
// ... fetch the temperature and covariance matrix that was being used
fread(&(MCMC->temperature), sizeof(double),1, fp_chain_config);
fread(V_read, sizeof(double),MCMC->n_P*MCMC->n_P,fp_chain_config);
set_MCMC_covariance(MCMC,V_read);
SID_free(SID_FARG V_read);
// Initialize dataset arrays
init_MCMC_arrays(MCMC);
SID_log("# burn iterations = %d", SID_LOG_COMMENT,MCMC->n_iterations_burn);
SID_log("# total iterations = %d", SID_LOG_COMMENT,MCMC->n_iterations);
SID_log("Temperature = %le",SID_LOG_COMMENT,MCMC->temperature);
fclose(fp_chain_config);
SID_log("Done.",SID_LOG_CLOSE);
}
void init_MCMC(MCMC_info * MCMC,
const char *problem_name,
void * params,
int (*f)(double *, MCMC_info *, double **),
int n_P,
double *P_init,
char ** P_names,
double *P_limit_min,
double *P_limit_max,
int n_arrays,
...) {
int i_P;
int i_array;
int i;
FILE * ft, *ft_restart;
char test_dir[256], test_restart[256];
va_list vargs;
va_start(vargs, n_arrays);
SID_log("Initializing MCMC structure...", SID_LOG_OPEN);
// Set defaults to bare minimums
MCMC->n_avg = 100;
MCMC->n_iterations_burn = 4;
MCMC->n_iterations = 8;
MCMC->n_thin = 1;
MCMC->coverage_size = 100;
MCMC->flag_autocor_on = GBP_FALSE;
MCMC->flag_integrate_on = GBP_FALSE;
MCMC->flag_analysis_on = GBP_TRUE;
MCMC->first_map_call = GBP_TRUE;
MCMC->first_link_call = GBP_TRUE;
MCMC->flag_init_chain = GBP_TRUE;
MCMC->first_chain_call = GBP_TRUE;
MCMC->first_parameter_call = GBP_TRUE;
MCMC->first_likelihood_call = GBP_TRUE;
MCMC->ln_likelihood_last = 0.;
MCMC->ln_likelihood_new = 0.;
MCMC->ln_likelihood_chain = 0.;
MCMC->P_init = NULL;
MCMC->P_new = NULL;
MCMC->P_last = NULL;
MCMC->P_chain = NULL;
MCMC->P_limit_min = NULL;
MCMC->P_limit_max = NULL;
MCMC->P_min = NULL;
MCMC->P_max = NULL;
MCMC->P_avg = NULL;
MCMC->dP_avg = NULL;
MCMC->P_best = NULL;
MCMC->P_peak = NULL;
MCMC->P_lo_68 = NULL;
MCMC->P_hi_68 = NULL;
MCMC->P_lo_95 = NULL;
MCMC->P_hi_95 = NULL;
MCMC->n_M = NULL;
MCMC->M_new = NULL;
MCMC->M_last = NULL;
MCMC->DS = NULL;
MCMC->last = NULL;
MCMC->V = NULL;
MCMC->m = NULL;
MCMC->b = NULL;
MCMC->RNG = NULL;
MCMC->params = NULL;
MCMC->temperature = 1.0;
MCMC->n_DS = 0;
MCMC->n_M_total = 0;
MCMC->n_fail = 0;
MCMC->n_success = 0;
MCMC->n_propositions = 0;
MCMC->n_map_calls = 0;
// Process the passed arguments
MCMC->map_P_to_M = f;
MCMC->compute_MCMC_ln_likelihood = compute_MCMC_ln_likelihood_default;
MCMC->params = params;
MCMC->n_P = n_P;
sprintf(MCMC->problem_name, "%s", problem_name);
MCMC->P_names = (char **)SID_malloc(sizeof(char *) * MCMC->n_P);
MCMC->P_name_length = 0;
for(i_P = 0; i_P < n_P; i_P++) {
MCMC->P_names[i_P] = (char *)SID_malloc(sizeof(char) * MCMC_NAME_SIZE);
sprintf(MCMC->P_names[i_P], "%s", P_names[i_P]);
MCMC->P_name_length = GBP_MAX((size_t)(MCMC->P_name_length), strlen(MCMC->P_names[i_P]));
}
sprintf(MCMC->P_name_format, "%%-%ds", MCMC->P_name_length);
// Initialize the MCMC mode and set things associated with it
set_MCMC_mode(MCMC, MCMC_MODE_DEFAULT); // MCMC->my_chain is set here
// Set parameter arrays and limits
MCMC->P_init = (double *)SID_malloc(sizeof(double) * MCMC->n_P);
MCMC->P_new = (double *)SID_malloc(sizeof(double) * MCMC->n_P);
MCMC->P_last = (double *)SID_malloc(sizeof(double) * MCMC->n_P);
MCMC->P_chain = (double *)SID_malloc(sizeof(double) * MCMC->n_P);
MCMC->P_limit_min = (double *)SID_malloc(sizeof(double) * MCMC->n_P);
MCMC->P_limit_max = (double *)SID_malloc(sizeof(double) * MCMC->n_P);
if(P_limit_min == NULL) {
for(i_P = 0; i_P < n_P; i_P++)
MCMC->P_limit_min[i_P] = -DBL_MAX * 1e-3;
} else {
for(i_P = 0; i_P < n_P; i_P++)
MCMC->P_limit_min[i_P] = P_limit_min[i_P];
}
if(P_limit_max == NULL) {
for(i_P = 0; i_P < n_P; i_P++)
MCMC->P_limit_max[i_P] = DBL_MAX * 1e-3;
} else {
for(i_P = 0; i_P < n_P; i_P++)
MCMC->P_limit_max[i_P] = P_limit_max[i_P];
}
// Set parameter initial values
memcpy(MCMC->P_init, P_init, (size_t)MCMC->n_P * sizeof(double));
memcpy(MCMC->P_new, P_init, (size_t)MCMC->n_P * sizeof(double));
memcpy(MCMC->P_last, P_init, (size_t)MCMC->n_P * sizeof(double));
memcpy(MCMC->P_chain, P_init, (size_t)MCMC->n_P * sizeof(double));
// Set arrays
MCMC->n_arrays = n_arrays;
if(n_arrays > 0) {
MCMC->array = (double **)SID_malloc(sizeof(double *) * MCMC->n_arrays);
MCMC->array_name = (char **)SID_malloc(sizeof(char *) * MCMC->n_arrays);
for(i_array = 0; i_array < n_arrays; i_array++) {
MCMC->array[i_array] = (double *)SID_malloc(sizeof(double) * MCMC->n_P);
MCMC->array_name[i_array] = (char *)SID_malloc(sizeof(char) * MCMC_NAME_SIZE);
memcpy(MCMC->array[i_array], (double *)va_arg(vargs, double *), (size_t)(MCMC->n_P) * sizeof(double));
sprintf(MCMC->array_name[i_array], "%s", (char *)va_arg(vargs, char *));
}
} else
