Ejemplo n.º 1
0
// [[Rcpp::export]]
SEXP FilterIndepOld  (Rcpp::NumericVector y_rcpp,
					Rcpp::NumericMatrix y_lagged_rcpp,
					Rcpp::NumericMatrix z_dependent_rcpp,
					Rcpp::NumericMatrix z_independent_rcpp,
					Rcpp::NumericVector beta_rcpp,
					Rcpp::NumericVector mu_rcpp,
					Rcpp::NumericVector sigma_rcpp,
					Rcpp::NumericMatrix gamma_dependent_rcpp,
					Rcpp::NumericVector gamma_independent_rcpp,
					Rcpp::NumericMatrix transition_probs_rcpp,
					Rcpp::NumericVector initial_dist_rcpp
					)
{
	int n = y_rcpp.size();
	int M = mu_rcpp.size();
	arma::mat xi_k_t(M, n); // make a transpose first for easier column operations.

	arma::colvec y(y_rcpp.begin(), y_rcpp.size(), false);
	arma::mat    y_lagged(y_lagged_rcpp.begin(),
								y_lagged_rcpp.nrow(), y_lagged_rcpp.ncol(), false);
	arma::mat    z_dependent(z_dependent_rcpp.begin(),
								z_dependent_rcpp.nrow(), z_dependent_rcpp.ncol(), false);
	arma::mat    z_independent(z_independent_rcpp.begin(),
								z_independent_rcpp.nrow(), z_independent_rcpp.ncol(), false);
	arma::colvec beta(beta_rcpp.begin(), beta_rcpp.size(), false);
	arma::colvec mu(mu_rcpp.begin(), mu_rcpp.size(), false);
	arma::colvec sigma(sigma_rcpp.begin(), sigma_rcpp.size(), false);
	arma::mat    gamma_dependent(gamma_dependent_rcpp.begin(),
								gamma_dependent_rcpp.nrow(), gamma_dependent_rcpp.ncol(), false);
	arma::colvec gamma_independent(gamma_independent_rcpp.begin(),
								gamma_independent_rcpp.size(), false);
	arma::mat    transition_probs(transition_probs_rcpp.begin(),
								transition_probs_rcpp.nrow(), transition_probs_rcpp.ncol(), false);
	arma::colvec initial_dist(initial_dist_rcpp.begin(), initial_dist_rcpp.size(), false);

	double likelihood = 0;

	SEXP eta_rcpp = EtaIndep(y_rcpp, y_lagged_rcpp,
						z_dependent_rcpp, z_independent_rcpp,
						beta_rcpp, mu_rcpp, sigma_rcpp,
						gamma_dependent_rcpp, gamma_independent_rcpp);
	arma::mat eta_t = (Rcpp::as<arma::mat>(eta_rcpp)).t();

	xi_k_t.col(0) = eta_t.col(0) % initial_dist;
	double total = sum(xi_k_t.col(0));
	xi_k_t.col(0) = xi_k_t.col(0) / total;
	likelihood += log(total);

	for (int k = 1; k < n; k++)
	{
	  	xi_k_t.col(k) = eta_t.col(k) % (transition_probs * xi_k_t.col(k-1));
	 	total = sum(xi_k_t.col(k));
		xi_k_t.col(k) = xi_k_t.col(k) / total;
		likelihood += log(total);
	}

	return Rcpp::List::create(Named("xi.k") = wrap(xi_k_t.t()),
														Named("likelihood") = wrap(likelihood));
}
Ejemplo n.º 2
0
// [[Rcpp::export]]
Rcpp::NumericMatrix rcpp_sweep_(Rcpp::NumericMatrix x, Rcpp::NumericVector vec)
{
  Rcpp::NumericMatrix ret(x.nrow(), x.ncol());
  
  #pragma omp parallel for default(shared)
  for (int j=0; j<x.ncol(); j++)
  {
    #pragma omp simd
    for (int i=0; i<x.nrow(); i++)
      ret(i, j) = x(i, j) - vec(i);
  }
  
  return ret;
}
Ejemplo n.º 3
0
std::vector<std::vector<float> > matrix_to_array_v(Rcpp::NumericMatrix& mat)
{
  std::vector<std::vector<float> > v;
  if(!mat.ncol() || !mat.nrow())
    return(v);
  v.resize(mat.nrow());
  std::vector<float> v_row(mat.ncol()); // = new float[ mat.ncol() * mat.nrow() ];
  for(unsigned int i=0; i < (unsigned int)mat.nrow(); ++i){
    for(unsigned int j=0; j < (unsigned int)mat.ncol(); ++j){
      v_row[j] = (float)mat(i, j);
    }
    v[i] = v_row;
  }
  return(v);
}
Ejemplo n.º 4
0
static double bic_linear(Rcpp::NumericMatrix X, 
			 Rcpp::NumericVector y, 
			 Rcpp::NumericMatrix beta_new, 
			 double eps, 
			 Rcpp::IntegerVector nk)
{
  int n_tot = X.nrow();
  int p = X.ncol();
  int K = nk.size();
 

  /*calculate SSe*/
  double SSe = 0.0;  
  int idx = 0;
  
  for (int k = 0; k < K; k++) {
    int n = nk[k];
    for (int i = 0; i < n; i++) {
      double Xrow_betacol = 0.0;
      for (int j = 0; j < p; j++) {
	Xrow_betacol += elem(X, idx+i, j) * elem(beta_new, j, k);
      }
      SSe += pow(y[idx+i] - Xrow_betacol, 2);
    }
    idx += n;
  }
  
  double ll = -n_tot / 2.0 * (log(SSe) - log(n_tot) + log(2.0 * M_PI) + 1);
  double bic = -2 * ll + df(beta_new, eps) * log(n_tot);

  return bic;
}
Ejemplo n.º 5
0
static Rcpp::IntegerVector nz_vec(Rcpp::NumericMatrix alpha_new,
				  Rcpp::NumericMatrix eta_new,
				  Rcpp::NumericVector d_new,
				  double eps)
{
  int K = alpha_new.ncol();
  int p = alpha_new.nrow();
  int L = eta_new.nrow();
  
  Rcpp::IntegerVector result(p*K + L*K + L);
 	
  for (int i = 0; i < p*K; i++) {
    result[i] = nz(alpha_new[i],eps);
  }

  for (int i = 0; i < L*K; i++) {
    result[p*K + i] = nz(eta_new[i],eps);
  }

  for (int i = 0; i < L; i++) {
    result[p*K + L*K + i] = nz(d_new[i],eps);
  }

  return result;
}
Ejemplo n.º 6
0
static Rcpp::NumericMatrix x_tilde_3(Rcpp::NumericMatrix X, 
				     Rcpp::IntegerVector nk,
				     Rcpp::IntegerMatrix groups, 
				     Rcpp::NumericMatrix alpha_new,
				     Rcpp::NumericVector d_new)
{
  int K = nk.size();
  int n_tot = X.nrow();
  int p = X.ncol();
  int L = groups.ncol();
  Rcpp::NumericMatrix result(n_tot, L * K);
  
  int idx = 0;
  for (int k = 0; k < K; k++) {
    int n = nk[k];
    for (int l = 0; l < L; l++) {	
      for (int i = 0; i < n; i++) {
	double sum = 0.0;
	for (int j = 0; j < p; j++) {
	  if (elem(groups, j, l)) {
	    sum += elem(X, idx + i, j) * elem(alpha_new, j, k);
	  }
	}
	elem(result, idx + i, L * k + l) = d_new[l] * sum;
      }
    }
    idx += n;
  }	
  return result;
}
Ejemplo n.º 7
0
static double bic_logistic(Rcpp::NumericMatrix X, 
			   Rcpp::NumericVector y, 
			   Rcpp::NumericMatrix beta_new, 
			   double eps, 
			   Rcpp::IntegerVector nk)
{
  int n_tot = X.nrow();
  int p = X.ncol();
  int K = nk.size();
    
  int idx = 0;
  double ll = 0.0;
  for (int k = 0; k < K; k++) {
    int n = nk[k];
    for (int i = 0; i < n; i++) {
      double lp = 0.0;
      for (int j = 0; j < p; j++) {
	lp += elem(X, idx+i, j) * elem(beta_new, j, k);
      }
      ll += y[idx+i] * lp - log(1.0 + exp(lp));
    }
    idx += n;
  }
  
  double bic = -2.0 * ll + df(beta_new, eps) * log(n_tot);
  return bic;
}
Ejemplo n.º 8
0
//' Marginal correlation matrix
//' 
//' Various workhorse functions to compute the marginal (or unconditional) 
//' correlations (and cross-correlation) estimates efficiently. 
//' They are (almost) 
//' equivalent implementations of \code{\link[stats]{cor}} in Rcpp, 
//' RcppArmadillo, and RcppEigen.
//' 
//' @rdname corFamily
//' @aliases corFamily
//'   corRcpp xcorRcpp corArma xcorArma corEigen xcorEigen
//' @param X A numeric matrix.
//' @param Y A numeric matrix of compatible dimension with the \code{X}, i.e. 
//'   \code{nrow(X)} equals \code{nrow(Y)}.
//' @return
//'   The \code{corXX} family returns a numeric correlation matrix of size 
//'   \code{ncol(X)} times \code{ncol(X)}.
//'   
//'   The \code{xcorXX} family returns a numeric cross-correlation matrix 
//'   of size \code{ncol(X)} times \code{ncol(Y)}.
//' @details
//'   Functions almost like \code{\link{cor}}.
//'   For the \code{xcorXX} functions, the \code{i}'th and \code{j}'th 
//'   entry of the output matrix is the correlation between \code{X[i, ]} and 
//'   \code{X[j, ]}.
//'   Likewise, for the \code{xcorXX} functions, the \code{i}'th and
//'   \code{j}'th entry of the output is the correlation between \code{X[i, ]} 
//'   and \code{Y[j, ]}.
//' @note 
//'   \code{NA}s in \code{X} or \code{Y} will yield \code{NA}s in the correlation matrix.
//'   This also includes the diagonal unlike the behavior of 
//'   \code{\link[stats]{cor}}.
//' @author Anders Ellern Bilgrau <anders.ellern.bilgrau (at) gmail.com>
//' @export
// [[Rcpp::export]]
Rcpp::NumericMatrix corRcpp(Rcpp::NumericMatrix & X) {
  
  const int m = X.ncol();
  const int n = X.nrow();
  
  // Centering the matrix
  X = centerNumericMatrix(X);
  
  Rcpp::NumericMatrix cor(m, m);
  
  // Degenerate case
  if (n == 0) {
    std::fill(cor.begin(), cor.end(), Rcpp::NumericVector::get_na());
    return cor; 
  }
  
  // Compute 1 over the sample standard deviation
  Rcpp::NumericVector inv_sqrt_ss(m);
  for (int i = 0; i < m; ++i) {
    inv_sqrt_ss(i) = 1/sqrt(Rcpp::sum(X(Rcpp::_, i)*X(Rcpp::_, i)));
  }
  
  // Computing the correlation matrix
  for (int i = 0; i < m; ++i) {
    for (int j = 0; j <= i; ++j) {
      cor(i, j) = Rcpp::sum(X(Rcpp::_,i)*X(Rcpp::_,j)) *
        inv_sqrt_ss(i) * inv_sqrt_ss(j);
      cor(j, i) = cor(i, j);
    }
  }

  return cor;
}
Ejemplo n.º 9
0
///********************************************************************
///**  cdm_rcpp_irt_classify_individuals
// [[Rcpp::export]]
Rcpp::List cdm_rcpp_irt_classify_individuals( Rcpp::NumericMatrix like )
{
    int N = like.nrow();
    int TP = like.ncol();
    Rcpp::IntegerVector class_index(N);
    Rcpp::NumericVector class_maxval(N);
    double val=0;
    int ind=0;
    for (int nn=0; nn<N; nn++){
        val=0;
        ind=0;
        for (int tt=0; tt<TP; tt++){
            if ( like(nn,tt) > val ){
                val = like(nn,tt);
                ind = tt;
            }
        }
        class_index[nn] = ind + 1;
        class_maxval[nn] = val;
    }
    //---- OUTPUT:
    return Rcpp::List::create(
                Rcpp::Named("class_index") = class_index,
                Rcpp::Named("class_maxval") = class_maxval
        );
}
Ejemplo n.º 10
0
// [[Rcpp::export]]
Rcpp::NumericMatrix update_sigma2_batch(Rcpp::S4 xmod){
    Rcpp::RNGScope scope;

    // get model
    Rcpp::S4 model(xmod);

    // get parameter estimates
    Rcpp::NumericMatrix theta = model.slot("theta");
    Rcpp::IntegerVector z = model.slot("z");
    double nu_0 = model.slot("nu.0");
    double sigma2_0 = model.slot("sigma2.0");

    // get data and size attributes
    Rcpp::NumericVector x = model.slot("data");
    int n = x.size();
    int K = theta.ncol();
    int B = theta.nrow();

    //IntegerVector nn = model.slot("zfreq");
    // get batch info
    Rcpp::NumericMatrix tabz = tableBatchZ(xmod);
    Rcpp::IntegerVector batch = model.slot("batch");
    Rcpp::IntegerVector ub = uniqueBatch(batch);
    Rcpp::NumericMatrix ss(B, K);

    for (int i = 0; i < n; ++i) {
        for (int b = 0; b < B; ++b) {
            if (batch[i] != ub[b]) {
                continue;
            }

            for (int k = 0; k < K; ++k){
                if (z[i] == k+1){
                    ss(b, k) += pow(x[i] - theta(b, k), 2);
                }
            }
        }
    }

    //NumericMatrix sigma2_nh(B, K);
    double shape;
    double rate;
    double sigma2_nh;
    double nu_n;
    Rcpp::NumericMatrix sigma2_tilde(B, K);
    Rcpp::NumericMatrix sigma2_(B, K);

    for (int b = 0; b < B; ++b) {
        for (int k = 0; k < K; ++k) {
            nu_n = nu_0 + tabz(b, k);
            sigma2_nh = 1.0/nu_n*(nu_0*sigma2_0 + ss(b, k));
            shape = 0.5 * nu_n;
            rate = shape * sigma2_nh;
            sigma2_tilde(b, k) = Rcpp::as<double>(rgamma(1, shape, 1.0/rate));
            sigma2_(b, k) = 1.0 / sigma2_tilde(b, k);
        }
    }

    return sigma2_;
}
Ejemplo n.º 11
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    /** 
     * Update V, Vtr and fac
     *
     * Note: May want to update fac in a separate operation.  For the
     * fixed-effects modules this will update the factor twice because
     * it is separately updated in updateRzxRx.
     * 
     * @param Xwt square root of the weights for the model matrices
     * @param wtres weighted residuals
     */
    void sPredModule::reweight(Rcpp::NumericMatrix   const&   Xwt,
			       Rcpp::NumericVector   const& wtres) throw(std::runtime_error) {
	if (d_coef.size() == 0) return;
	double one = 1., zero = 0.;
	int Wnc = Xwt.ncol();//, Wnr = Xwt.nrow(),
//	    Xnc = d_X.ncol, Xnr = d_X.nrow;
	if ((Xwt.rows() * Xwt.cols()) != (int)d_X.nrow)
	    throw std::runtime_error("dimension mismatch");
	    // Rf_error("%s: dimension mismatch %s(%d,%d), %s(%d,%d)",
	    // 	     "deFeMod::reweight", "X", Xnr, Xnc,
	    // 	     "Xwt", Wnr, Wnc);
	if (Wnc == 1) {
	    if (d_V) M_cholmod_free_sparse(&d_V, &c);
	    d_V = M_cholmod_copy_sparse(&d_X, &c);
	    chmDn csqrtX(Xwt);
	    M_cholmod_scale(&csqrtX, CHOLMOD_ROW, d_V, &c);
	} else throw runtime_error("sPredModule::reweight: multiple columns in Xwt");
// FIXME write this combination using the triplet representation
	
	chmDn cVtr(d_Vtr);
	const chmDn cwtres(wtres);
	M_cholmod_sdmult(d_V, 'T', &one, &zero, &cwtres, &cVtr, &c);

	CHM_SP Vt = M_cholmod_transpose(d_V, 1/*values*/, &c);
	d_fac.update(*Vt);
	M_cholmod_free_sparse(&Vt, &c);
    }
Ejemplo n.º 12
0
static Rcpp::NumericMatrix x_tilde_2(Rcpp::NumericMatrix X, 
				     Rcpp::IntegerVector nk,
				     Rcpp::IntegerMatrix groups, 
				     Rcpp::NumericMatrix alpha_new,
				     Rcpp::NumericMatrix eta_cur)
{	
  int K = nk.size();
  int n_tot = X.nrow();
  int p = X.ncol();
  int L = groups.ncol();
  Rcpp::NumericMatrix result(n_tot, L);

  for (int l = 0; l < L; l++) {
    int k = -1;
    int n = 0;    
    for (int i = 0; i < n_tot; i++) {
      if (i == n){
	k +=1;
	n += nk[k];
      }
      double sum = 0.0;
      for (int j = 0; j < p; j++) {
	if (elem(groups, j, l)) {
	  sum += elem(X, i, j) * elem(alpha_new, j, k);
	}
      }
      elem(result, i, l) = elem(eta_cur, l, k) * sum;
     }
   }
  return result;
}
Ejemplo n.º 13
0
///********************************************************************
///** scale2_NA_C
// [[Rcpp::export]]
Rcpp::NumericMatrix scale2_NA_C( Rcpp::NumericMatrix x )
{
    int n = x.nrow();
    int p = x.ncol();
    Rcpp::NumericMatrix y(n,p);
    double mvv=0;
    double sdvv=0;
    double nvv=0;
    double eps_add = 1e-10;
    for (int vv=0;vv<p;vv++){
        mvv=0;
        sdvv=0;
        nvv=0;
        for (int ii=0;ii<n;ii++){
            if (! R_IsNA(x(ii,vv)) ) {
                mvv += x(ii,vv);
                sdvv += std::pow( x(ii,vv), 2.0 );
                nvv ++;
            }
        }
        mvv = mvv / nvv;
        sdvv = std::sqrt( ( sdvv - nvv * mvv*mvv )/(nvv - 1.0 ) );
        // define standardization
        y(_,vv) = ( x(_,vv) - mvv ) / ( sdvv + eps_add );
    }
    //--- output
    return y;
}
Ejemplo n.º 14
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//' Check whether there are any non-finite values in a matrix
//'
//' The C++ functions will not work with NA values, and the calculation of the
//' summary profile will take a long time to run before crashing.
//'
//' @param matPtr matrix to check.
//' 
//' @return
//'  Throws an error if any \code{NA}, \code{NaN}, \code{Inf}, or \code{-Inf}
//'  values are found, otherwise returns silently.
//' 
// [[Rcpp::export]]
void CheckFinite(Rcpp::NumericMatrix matPtr) {
  arma::mat mat = arma::mat(matPtr.begin(), matPtr.nrow(), matPtr.ncol(), false, true);
  arma::uvec nonFiniteIdx = arma::find_nonfinite(mat);
  if (nonFiniteIdx.n_elem > 0) {
    throw Rcpp::exception("matrices cannot have non-finite or missing values");
  } 
}
Ejemplo n.º 15
0
void ScoreGaussL0PenScatter::setData(Rcpp::List& data)
{
	std::vector<int>::iterator vi;
	//uint i;

	// Cast preprocessed data from R list
	dout.level(2) << "Casting preprocessed data...\n";
	_dataCount = Rcpp::as<std::vector<int> >(data["data.count"]);
	dout.level(3) << "# samples per vertex: " << _dataCount << "\n";
	_totalDataCount = Rcpp::as<uint>(data["total.data.count"]);
	dout.level(3) << "Total # samples: " << _totalDataCount << "\n";
	Rcpp::List scatter = data["scatter"];
	Rcpp::NumericMatrix scatterMat;
	_disjointScatterMatrices.resize(scatter.size());
	dout.level(3) << "# disjoint scatter matrices: " << scatter.size() << "\n";
	for (R_len_t i = 0; i < scatter.size(); ++i) {
		scatterMat = Rcpp::NumericMatrix((SEXP)(scatter[i]));
		_disjointScatterMatrices[i] = arma::mat(scatterMat.begin(), scatterMat.nrow(), scatterMat.ncol(), false);
	}

	// Cast index of scatter matrices, adjust R indexing convention to C++
	std::vector<int> scatterIndex = Rcpp::as<std::vector<int> >(data["scatter.index"]);
	for (std::size_t i = 0; i < scatterIndex.size(); ++i)
		_scatterMatrices[i] = &(_disjointScatterMatrices[scatterIndex[i] - 1]);

	// Cast lambda: penalty constant
	_lambda = Rcpp::as<double>(data["lambda"]);
	dout.level(3) << "Penalty parameter lambda: " << _lambda << "\n";

	// Check whether an intercept should be calculated
	_allowIntercept = Rcpp::as<bool>(data["intercept"]);
	dout.level(3) << "Include intercept: " << _allowIntercept << "\n";
}
Ejemplo n.º 16
0
static Rcpp::NumericMatrix x_tilde(Rcpp::NumericMatrix X, 
				   Rcpp::IntegerVector nk,
				   Rcpp::IntegerMatrix groups, 
				   Rcpp::NumericVector d_cur, 
				   Rcpp::NumericMatrix eta_cur)
{
  int K = nk.size();
  int n_tot = X.nrow();
  int p = X.ncol();
  int L = groups.ncol();
  Rcpp::NumericMatrix result(n_tot, p * K);

  int idx = 0;
  for (int k = 0; k < K; k++) {
    int n = nk[k];
    for (int j = 0; j < p; j++) {
      //calculate sum for column j
      double sum = 0.0;
      for (int l = 0; l < L; l++) {
	if (elem(groups, j, l)) {
	  sum += d_cur[l] * elem(eta_cur, l, k);
	} 
      }
      
      //multiply column j in submatrix k of X with sum
      for (int i = 0; i < n; i++) {
	elem(result, idx + i, p * k + j) = elem(X, idx + i, j) * sum;
      }
    }
    idx += n;
  }
  return result;
}
Ejemplo n.º 17
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//' @title Calculating validation scores between two adjacency matrices
//' 
//' @description
//' This function calculates the validation scores between two adjacency matrices.
//' 
//' @param inf_mat matrix. It should be adjacency matrix of inferred network.
//' @param true_mat matrix. It should be adjacency matrix of true network.
// [[Rcpp::export]]
Rcpp::NumericVector rcpp_validate(Rcpp::NumericMatrix inf_mat, Rcpp::NumericMatrix true_mat) {
  if(inf_mat.ncol() != true_mat.ncol()) {
    throw std::invalid_argument( "Two input matrices should have the same number of columns." );
  }
  if(inf_mat.nrow() != true_mat.nrow()) {
    throw std::invalid_argument( "Two input matrices should have the same number of rows." );
  }
  
  int tp=0;
  int tn=0;
  int fp=0;
  int fn=0;
  for(signed int i=0; i<inf_mat.nrow(); i++) {
    //Convert R objects into C++ objects.
    Rcpp::NumericVector xr = inf_mat.row(i);
    Rcpp::NumericVector yr = true_mat.row(i);
    std::vector<int> x = Rcpp::as<std::vector <int> >(xr);
    std::vector<int> y = Rcpp::as<std::vector <int> >(yr);
    std::vector<int> z;
    
    //Calculate the frequency of numbers.
    //tp=true positive [1,1], tn=true negative [0,0], fp=false positive [1,0], fn=false negative [0,1].
    for(unsigned int k=0; k<x.size(); k++) {
      z.push_back(x[k] + y[k]); //Calculate the summation of x and y between each element.
                
      if(z[k] == 2) {
        tp += 1;
      } else if(z[k] == 0) {
        tn += 1;
      } else if(z[k] == 1) {
        if(x[k] == 0) {
          fp += 1;
        } else {
          fn += 1;
        }
      } else {
        throw std::invalid_argument("Error in calculating the contigency table.");
      }
    }
  }
  
  //std::vector<int> output{tp, tn, fp, fn}; c++11 only
  int tmp_arr[4] = {tp, tn, fp, fn};
  std::vector<int> output(&tmp_arr[0], &tmp_arr[0]+4);

  return Rcpp::wrap(output);
}
Ejemplo n.º 18
0
// This calculates lambda from a lookup table index by transition (row) and rounded quality (col)
double compute_lambda(Raw *raw, Sub *sub, Rcpp::NumericMatrix errMat, bool use_quals) {
  // use_quals does nothing in this function, just here for backwards compatability for now
  int s, pos0, pos1, nti0, nti1, len1, ncol;
  double lambda;
  float prefactor, fqmin;
  int tvec[SEQLEN];
  int qind[SEQLEN];
  
  if(!sub) { // NULL Sub, outside Kmer threshold
    return 0.0;
  }
  
  // Make vector that indexes as integers the transitions at each position in seq1
  // Index is 0: exclude, 1: A->A, 2: A->C, ..., 5: C->A, ...
  len1 = raw->length;
  ncol = errMat.ncol();
  prefactor = ((float) (ncol-1))/((float) QMAX-QMIN);
  fqmin = (float) QMIN;
  for(pos1=0;pos1<len1;pos1++) {
    nti1 = ((int) raw->seq[pos1]) - 1;
    if(nti1 == 0 || nti1 == 1 || nti1 == 2 || nti1 == 3) {
      tvec[pos1] = nti1*4 + nti1;
    } else {
      Rcpp::stop("Error: Can't handle non ACGT sequences in CL3.");
    }
    if(raw->qual) {
      // Turn quality into the index in the array
      qind[pos1] = round(prefactor * (raw->qual[pos1] - fqmin));
    } else {
      qind[pos1] = 0;
    }
    
    if( qind[pos1] > (ncol-1) ) {
      Rcpp::stop("Error: rounded quality exceeded err lookup table.");
    }
  }

  // Now fix the ones where subs occurred
  for(s=0;s<sub->nsubs;s++) {
    pos0 = sub->pos[s];
    if(pos0 < 0 || pos0 >= len1) { Rcpp::stop("CL: Bad pos0."); }
    pos1 = sub->map[sub->pos[s]];
    if(pos1 < 0 || pos1 >= len1) { Rcpp::stop("CL: Bad pos1."); }
    
    nti0 = ((int) sub->nt0[s]) - 1;
    nti1 = ((int) sub->nt1[s]) - 1;
    tvec[pos1] = nti0*4 + nti1;
  }

  // And calculate lambda
  lambda = 1.0;
  for(pos1=0;pos1<len1;pos1++) {
    lambda = lambda * errMat(tvec[pos1], qind[pos1]);
  }

  if(lambda < 0 || lambda > 1) { Rcpp::stop("Bad lambda."); }

  return lambda;
}
Ejemplo n.º 19
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    densePred::densePred(Rcpp::NumericMatrix x,
			 Rcpp::NumericVector coef0)
	throw (std::runtime_error)
	: predMod(coef0), d_X(x),
	  a_X(x.begin(), x.nrow(), x.ncol(), false, true) {
	if (d_coef0.size() != d_X.ncol())
	    throw std::runtime_error("length(coef0) != ncol(X)");
    }
Ejemplo n.º 20
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//[[Rcpp::export]]
Rcpp::NumericMatrix ZERO(Rcpp::NumericMatrix x) {
  int i=0, j=0;
  for(i=0; i < x.ncol(); i++) {
    for(j=0; j < x.nrow(); j++) {
      x(i,j) = 0;
    }
  }
  return(x);
}
Ejemplo n.º 21
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static int df(Rcpp::NumericMatrix beta_new, double eps)
{
  int result = 0;
  int n = beta_new.nrow() * beta_new.ncol();
  for(int i=0; i < n; i++){
    result += nz(beta_new[i],eps);
  }
  return result;
}
Ejemplo n.º 22
0
Archivo: diag.cpp Proyecto: ramja/TDA-1
// kernel Dist function on a Grid
// [[Rcpp::export]]
Rcpp::NumericVector
KdeDist(const Rcpp::NumericMatrix & X
      , const Rcpp::NumericMatrix & Grid
      , const double                h
      , const Rcpp::NumericVector & weight
      , const bool printProgress
	) {
	const unsigned sampleNum = X.nrow();
	const unsigned dimension = Grid.ncol();
	const unsigned gridNum = Grid.nrow();
	// first = sum K_h(X_i, X_j), second = K_h(x, x), third = sum K_h(x, X_i)
	std::vector< double > firstValue;
	const double second = 1.0;
	std::vector< double > thirdValue;
	double firstmean;
	Rcpp::NumericVector kdeDistValue(gridNum);
	int counter = 0, percentageFloor = 0;
	int totalCount = sampleNum + gridNum;

	if (printProgress) {
		printProgressFrame(Rprintf);
	}

	firstValue = computeKernel< std::vector< double > >(
			X, X, h, weight, printProgress, Rprintf, counter, totalCount,
			percentageFloor);

	if (dimension <= 1) {
		thirdValue = computeKernel< std::vector< double > >(
				X, Grid, h, weight, printProgress, Rprintf, counter, totalCount,
				percentageFloor);
	}
	else {
		thirdValue = computeGaussOuter< std::vector< double > >(
				X, Grid, h, weight, printProgress, Rprintf, counter, totalCount,
				percentageFloor);
	}

	if (weight.size() == 1) {
		firstmean = std::accumulate(firstValue.begin(), firstValue.end(), 0.0) / sampleNum;
	}
	else {
		firstmean = std::inner_product(
				firstValue.begin(), firstValue.end(), weight.begin(), 0.0) / 
				std::accumulate(weight.begin(), weight.end(), 0.0);
	}

	for (unsigned gridIdx = 0; gridIdx < gridNum; ++gridIdx) {
		kdeDistValue[gridIdx] = std::sqrt(firstmean + second - 2 * thirdValue[gridIdx]);
	}

	if (printProgress) {
		Rprintf("\n");
	}

	return kdeDistValue;
}
Ejemplo n.º 23
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static void print(Rcpp::NumericMatrix A)
{
  for (int i = 0; i < A.nrow(); i++) {
    for (int j = 0; j < A.ncol(); j++) {
      printf("%9f ", elem(A, i, j));
    }
    putchar('\n');
  }
}
Ejemplo n.º 24
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//[[Rcpp::export]]
void decorr(Rcpp::NumericMatrix x) {
  unsigned int i = 1, j=1, n=x.nrow();
  if(n != x.ncol()) Rcpp::stop("matrix is not square");
  for(i=0; i < n; i++) {
    for(j=0; j < n; j++) {
      if(j!=i) x(i,j) = x(i,j)*sqrt(x(i,i)*x(j,j));
    }
  }
}
Ejemplo n.º 25
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// [[Rcpp::export]]
Rcpp::NumericMatrix testColPost(Rcpp::NumericMatrix post, Rcpp::List m2u, int nthreads){
    Rcpp::IntegerVector values = Rcpp::as<Rcpp::IntegerVector>(m2u["values"]);
    Rcpp::IntegerVector map = Rcpp::as<Rcpp::IntegerVector>(m2u["map"]);
    if (post.ncol() != map.length()) Rcpp::stop("posteriors doesn't match with m2u");
    
    Rcpp::NumericMatrix smallerPost(post.nrow(), values.length());
    Vec<double> foo; NMPreproc preproc(asVec(values), asVec(map), foo);
    collapsePosteriors_core(asMat(smallerPost), asMat(post), preproc);
    return smallerPost;
}
Ejemplo n.º 26
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static Rcpp::IntegerMatrix nz(Rcpp::NumericMatrix m, double eps)
{
  int nr = m.nrow();
  int nc = m.ncol();
  Rcpp::IntegerMatrix result(nr, nc);
  for(int i=0; i < nr*nc; i++){
    result[i] = nz(m[i],eps);
  }
  return result;
}
Ejemplo n.º 27
0
// gradient-descent ------------------------------------------------------------
//' @title Regular gradient descent for latent factor model with covariates
//' @param X The ratings matrix. Unobserved entries must be marked NA. Users
//' must be along rows, and tracks must be along columns.
//' @param Z The covariates associated with each pair. This must be shaped as an
//' array with users along rows, tracks along columns, and features along
//' slices.
//' @param k_factors The number of latent factors for the problem.
//' @param lambdas The regularization parameters for P, Q, and beta, respectively.
//' @param n_iter The number of gradient descent iterations to run.
//' @param batch_samples The proportion of the observed entries to sample in the
//' gradient for each factor in the gradient descent.
//' @param batch_factors The proportion of latent factors to update at each
//' iteration.
//' @param gamma The step-size in the gradient descent.
//' @param verbose Print the objective at each iteration of the descent?
//' @return A list with the following elements, \cr
//'   $P The learned user latent factors. \cr
//'   $Q The learned track latent factors. \cr
//'   $beta The learned regression coefficients.
//' @export
// [[Rcpp::export]]
Rcpp::List svd_cov(Rcpp::NumericMatrix X, Rcpp::NumericVector Z_vec,
		   int k_factors, Rcpp::NumericVector lambdas, int n_iter,
		   double batch_samples, double batch_factors,
		   double gamma_pq, double gamma_beta, bool verbose) {

  // convert to arma
  Rcpp::IntegerVector Z_dim = Z_vec.attr("dim");
  arma::cube Z(Z_vec.begin(), Z_dim[0], Z_dim[1], Z_dim[2], false);

  // initialize results
  int m = X.nrow();
  int n = X.ncol();
  int l = Z_dim[2];

  arma::mat P = 1.0 / sqrt(m) * arma::randn(m, k_factors);
  arma::mat Q = 1.0 / sqrt(n) * arma::randn(n, k_factors);
  arma::vec beta = 1.0 / sqrt(l) * arma::randn(l);
  arma::vec objs = arma::zeros(n_iter);

  // perform gradient descent steps
  for(int cur_iter = 0; cur_iter < n_iter; cur_iter++) {
    // update user factors
    arma::uvec cur_factors = get_batch_ix(m, batch_factors);
    for(int i = 0; i < cur_factors.n_elem; i++) {
      int cur_ix = cur_factors(i);
      P.row(cur_ix) = update_factor(X.row(cur_ix),
				    Z(arma::span(cur_ix), arma::span(), arma::span()),
				    arma::conv_to<arma::vec>::from(P.row(cur_ix)), Q, beta,
				    batch_samples, lambdas[0], gamma_pq).t();
    }

    // update track factors
    cur_factors = get_batch_ix(n, batch_factors);
    for(int j = 0; j < cur_factors.n_elem; j++) {
      int cur_ix = cur_factors(j);
      Q.row(cur_ix) = update_factor(X.column(cur_ix),
				    Z(arma::span(), arma::span(cur_ix), arma::span()),
				    arma::conv_to<arma::vec>::from(Q.row(cur_ix)), P, beta,
				    batch_samples, lambdas[1], gamma_pq).t();
    }

    // update regression coefficients
    beta = update_beta(Rcpp::as<arma::mat>(X), Z, P, Q, beta, lambdas[2], gamma_beta);
    objs[cur_iter] = objective_fun(Rcpp::as<arma::mat>(X), Z, P, Q, beta, lambdas);
    if(verbose) {
      printf("iteration %d \n", cur_iter);
      printf("Objective: %g \n", objs[cur_iter]);
    }
  }

  return Rcpp::List::create(Rcpp::Named("P") = P,
			    Rcpp::Named("Q") = Q,
			    Rcpp::Named("beta") = beta,
			    Rcpp::Named("objs") = objs);
}
Ejemplo n.º 28
0
// [[Rcpp::export]]
SEXP EtaIndep  (Rcpp::NumericVector y_rcpp,
				Rcpp::NumericMatrix y_lagged_rcpp,
				Rcpp::NumericMatrix z_dependent_rcpp,
				Rcpp::NumericMatrix z_independent_rcpp,
				Rcpp::NumericVector beta_rcpp,
				Rcpp::NumericVector mu_rcpp,
				Rcpp::NumericVector sigma_rcpp,
				Rcpp::NumericMatrix gamma_dependent_rcpp,
				Rcpp::NumericVector gamma_independent_rcpp)
{
	int M = mu_rcpp.size();
	int n = y_rcpp.size();
	arma::mat eta(n, M);

	arma::colvec y(y_rcpp.begin(), y_rcpp.size(), false);
	arma::mat    y_lagged(y_lagged_rcpp.begin(),
												y_lagged_rcpp.nrow(), y_lagged_rcpp.ncol(), false);
	arma::mat    z_dependent(z_dependent_rcpp.begin(),
													z_dependent_rcpp.nrow(), z_dependent_rcpp.ncol(), false);
	arma::mat    z_independent(z_independent_rcpp.begin(),
														z_independent_rcpp.nrow(), z_independent_rcpp.ncol(), false);
	arma::colvec beta(beta_rcpp.begin(), beta_rcpp.size(), false);
	arma::colvec mu(mu_rcpp.begin(), mu_rcpp.size(), false);
	arma::colvec sigma(sigma_rcpp.begin(), sigma_rcpp.size(), false);
	arma::mat    gamma_dependent(gamma_dependent_rcpp.begin(),
																gamma_dependent_rcpp.nrow(), gamma_dependent_rcpp.ncol(), false);
	arma::colvec gamma_independent(gamma_independent_rcpp.begin(),
																	gamma_independent_rcpp.size(), false);


	for (int j = 0; j < M; j++)
	{
  	eta.col(j) = y - y_lagged * beta -
								z_dependent * gamma_dependent.col(j) -
								z_independent * gamma_independent - mu(j);
		eta.col(j) = eta.col(j) % eta.col(j); // element-wise multiplication
		eta.col(j) = exp(-eta.col(j) / (2 * (sigma(j) * sigma(j))));
		eta.col(j) = eta.col(j) / (SQRT2PI * sigma(j));
	}

	return (wrap(eta));
}
Ejemplo n.º 29
0
///********************************************************************
///** tam_rcpp_irt_likelihood_cfa
// [[Rcpp::export]]
Rcpp::List tam_rcpp_irt_likelihood_cfa( Rcpp::NumericMatrix data,
    Rcpp::NumericVector nu, Rcpp::NumericMatrix psi,
    Rcpp::NumericMatrix L, Rcpp::NumericMatrix theta )
{
    int N = data.nrow();
    int I = data.ncol();
    int D = L.ncol();
    int TP= theta.nrow();
    Rcpp::NumericMatrix hwt(N,TP);
    std::fill( hwt.begin(), hwt.end(), 1 );

    double term=0;
    double val=0;
    double sdii=0;

    for (int tt=0;tt<TP;tt++){
        for (int ii=0;ii<I;ii++){
            term = nu[ii];
            for (int dd=0; dd < D; dd++){
                term += L(ii,dd) * theta(tt,dd);
            }
            sdii = sqrt( psi(ii,ii) );
            for (int nn=0;nn<N;nn++){
                if ( ! R_IsNA( data(nn,ii) ) ){
                    val = ::Rf_dnorm4( data(nn,ii), term, sdii, false );
                    hwt(nn,tt) = hwt(nn,tt) * val;
                }    // end if not missing
            }  // end nn
        } // end ii
    }   // end tt

    //*************************************************
    // OUTPUT
    return Rcpp::List::create(
                Rcpp::Named("hwt") = hwt,
                Rcpp::Named("N") = N,
                Rcpp::Named("I") = I,
                Rcpp::Named("TP")= TP,
                Rcpp::Named("D") = D
        );
}
Ejemplo n.º 30
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void sampleRho(Rcpp::NumericVector& rho, Rcpp::NumericMatrix& A, arma::mat A_restrict, double rhoa, double rhob){
    int k = A.ncol();
    int p = A.nrow();
	arma::rowvec A_maxnnz_col = arma::sum(A_restrict, 0);
    for (int i=0; i<k; i++) {
        NumericMatrix::Column col = A.column(i) ;
        NumericVector As = ifelse(abs(col)<1e-10, 0.0, 1.0);
        double nnz = std::accumulate(As.begin(), As.end(), 0.0);
        double maxnnz = A_maxnnz_col(i);
        rho(i) = Rf_rbeta(rhoa + nnz, rhob + maxnnz-nnz);
    }
}