// return a vector of the top k indices of a
void topk(RealVec a, vector<size_t> & indtop){
multimap<real, size_t> m; // mapping from value to its index
RealVecItr it;
for (it = a.begin(); it != a.end(); ++it)
m.insert(make_pair(*it, it - a.begin()));
multimap<real, size_t>::reverse_iterator itm; // mapping from value to its index
size_t indx=0;
for (itm = m.rbegin(); itm != m.rend(); ++itm){
//cout << itm->first <<" , "<< itm->second << endl;
indtop[indx]=itm->second;
indx++;
}
}
void MCMCGRDiagnosticPSRF::outputResults(
const std::string& filenameGRScalars,
const RealVec& sampledInd,
int precData) const
{
/* sampledInd may contain more values than we monitored */
RealVec::const_iterator it;
advance(it, scalars.size());
RealVec sampledIndTmp(sampledInd.begin(), it);
std::vector < std::string > colNames;
getScalarColNames(colNames);
colNames.push_back("W");
colNames.push_back("B");
colNames.push_back("estVarV");
colNames.push_back("rhat");
colNames.push_back("rhatFlag");
colNames.push_back("sampled?");
std::vector < const RealVec* > data;
addDataPtrs(data, scalars);
data.push_back(&Ws);
data.push_back(&Bs);
data.push_back(&estVarV);
data.push_back(&rhat);
data.push_back(&rhatFlag);
data.push_back(&sampledIndTmp);
outputToFileVertical(data, colNames,
filenameGRScalars, precData);
}
int MCMCGRDiagnosticPSRF::calcDiagnosticsForLoop()
{
if (keepLogs) {
// store the current runningSumAllChains as well
runningSumOverall.push_back(runningSumAllChains);
}
// convergence diagnostics calculations for v's
// the Ws: average, over chains, of sample variance of scalar value
cxsc::real thisW = sumOfSampleVariancesOverChains/(chains * 1.0);
#ifdef MYDEBUG_CALCS_EXTRA
cout << "and thisW = " << thisW << endl;
#endif
Ws.push_back(thisW);
// the Bs
size_t statesForCalcs = states - statesNotInCalcs;
cxsc::real thisB = (1.0/( (chains - 1) * statesForCalcs )
* ( sumOfSquaresOfRunningSums
- (runningSumAllChains
* runningSumAllChains/(chains * 1.0)) ) );
Bs.push_back(thisB);
#ifdef MYDEBUG_CALCS
//check thisB is correct, doing it the long way
// runningSumPtr has one running sum for each chain
RealVec chainAverages;
cxsc::real accRunningSums(0.0);
for (RealVecItr it = runningSum.begin(); it < runningSum.end(); ++it) {
cxsc::real thisChainRunningSum = (*it);
cxsc::real thisChainAv = thisChainRunningSum/(statesForCalcs * 1.0);
chainAverages.push_back(thisChainAv);
accRunningSums+=thisChainRunningSum;
}
cxsc::real overallAv = accRunningSums/(statesForCalcs * chains * 1.0);
cxsc::dotprecision accDiffs(0.0);
for (RealVecItr it = chainAverages.begin(); it < chainAverages.end(); ++it) {
cxsc::real thisDiff = (*it) - overallAv;
// sum up the squares of the differences compared to overall average
cxsc::accumulate(accDiffs, thisDiff, thisDiff);
}
cxsc::real altB = rnd(accDiffs)*( statesForCalcs/(chains - 1.0) );
cout << "\nthisB for v's is\t" << thisB << endl;
cout << "altB for v's is\t" << altB << endl;
//assert(thisB == altB);
#endif
// the estimated var(v)
cxsc::real thisVarV(0.0);
if (statesForCalcs > 1) {
thisVarV = statesForCalcs/(statesForCalcs-1.0)
* thisW + (1.0/statesForCalcs)*thisB;
}
#ifndef OLDCALCMETHOD
if (statesForCalcs > 1) thisVarV +=thisB/(1.0*chains*statesForCalcs);
#endif
estVarV.push_back(thisVarV);
// the rhats
cxsc::real thisRhat(0.0);
// allow division by 0 if w = 0 when var does not
if (thisW > 0.0 || thisVarV > 0.0) {
thisRhat = thisVarV/thisW;
}
rhat.push_back(thisRhat);
#ifdef MYDEBUG_CALCS_EXTRA
cout << "thisRhat = " << thisRhat << " - press any key " << endl;
getchar();
#endif
if ( (thisRhat <= 1.0 + tol)
&& (thisRhat >= 1.0 - tol) ) {
// if we have not been converged before on this scalar value
if (!rhatDiagnosticFlag) {
#ifdef MYDEBUG
cout << "\n" << getScalarsName()
<< " convergence test satisfied in state "
<< states << " (states in calcs = "
<< statesForCalcs << ")"<< endl;
#endif
// set the flag for this scalar value
rhatDiagnosticFlag = 1;
}
}
else { // not converged on this scalar value
// if we were okay on this scalar value before
if (rhatDiagnosticFlag) {
#ifdef MYDEBUG
cout << "\n--------- Note: " << getScalarsName()
<< " convergence test now NOT satisfied in state "
<< states << endl;
#endif
rhatDiagnosticFlag = 0; // update the flag
}
}
if (keepLogs) {
// store the flag as well, as a real, which is a fudge...
rhatFlag.push_back(rhatDiagnosticFlag);
}
// end of checking diagnostic for v's
return rhatDiagnosticFlag;
} // end calculations