double
vec_cos(int dim, double *x, double *y)
{
double prod, length_x, length_y;
/* 内積を計算 */
prod = innerprod(dim, x, y);
/* ベクトルのL2ノルムを計算する */
length_x = get_vec_lp_norm(dim, x, 2);
length_y = get_vec_lp_norm(dim, y, 2);
return prod / (length_x * length_y);
}
/*
多変量正規分布 N(Μ,Σ)の X に対する値を計算する。
単変量の正規分布は上の関数を使うこと。
*/
double
get_multi_norm(double *mean, double **covmat, double *X, int dim)
{
double *tmp1 = NULL, *tmp2 = NULL;
double det, **invmat = NULL;
double val;
tmp1 = del_vec(X, mean, dim);
tmp2 = tmp1;
invmat = matinv(dim, covmat, &det);
tmp1 = vecxmat(tmp1, dim, invmat, dim, dim);
val = dvid(safe_exp(-0.5 * innerprod(dim, tmp1, tmp2)),
(pow(2.0 * M_PI, dim / 2.0) * sqrt(det)));
free_double_matrix(invmat);
free_double_vector(tmp1);
free_double_vector(tmp2);
return val;
}
double norm(const Vector& v)
{
return sqrt(innerprod(v, v));
}
void P_nominal(vector<double> &P, const vector<double> &par,
const NumericMatrix &Theta, const NumericVector &ot, const int &N,
const int &nfact, const int &ncat, const int &returnNum,
const int &israting)
{
vector<double> a(nfact), ak(ncat), d(ncat);
for(int i = 0; i < nfact; ++i)
a[i] = par[i];
for(int i = 0; i < ncat; ++i){
ak[i] = par[i + nfact];
if(israting){
if(i)
d[i] = par[i + nfact + ncat] + par[par.size()-1];
} else {
d[i] = par[i + nfact + ncat];
}
}
const int USEOT = ot.size() > 1;
NumericMatrix Num(N, ncat);
vector<double> z(ncat);
vector<double> Den(N, 0.0);
vector<double> innerprod(N, 0.0);
for(int i = 0; i < N; ++i)
for(int j = 0; j < nfact; ++j)
innerprod[i] += Theta(i,j) * a[j];
if(USEOT){
for(int i = 0; i < N; ++i){
for(int j = 0; j < ncat; ++j)
z[j] = ak[j] * innerprod[i] + d[j] + ot[j];
double maxz = *std::max_element(z.begin(), z.end());
for(int j = 0; j < ncat; ++j){
z[j] = z[j] - maxz;
if(z[j] < -ABS_MAX_Z) z[j] = -ABS_MAX_Z;
Num(i,j) = exp(z[j]);
Den[i] += Num(i,j);
}
}
} else {
for(int i = 0; i < N; ++i){
for(int j = 0; j < ncat; ++j)
z[j] = ak[j] * innerprod[i] + d[j];
double maxz = *std::max_element(z.begin(), z.end());
for(int j = 0; j < ncat; ++j){
z[j] = z[j] - maxz;
if(z[j] < -ABS_MAX_Z) z[j] = -ABS_MAX_Z;
Num(i,j) = exp(z[j]);
Den[i] += Num(i,j);
}
}
}
int which = 0;
if(returnNum){
for(int j = 0; j < ncat; ++j){
for(int i = 0; i < N; ++i){
P[which] = Num(i,j);
++which;
}
}
} else {
for(int j = 0; j < ncat; ++j){
for(int i = 0; i < N; ++i){
P[which] = Num(i,j) / Den[i];
++which;
}
}
}
}
