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 ComputeFit(const char *callerName, omxMatrix *fitMat, int want, FitContext *fc)
{
bool doFit = want & FF_COMPUTE_FIT;
fc->incrComputeCount();
omxFitFunction *ff = fitMat->fitFunction;
if (ff) {
omxFitFunctionComputeAuto(ff, want, fc);
} else {
if (want != FF_COMPUTE_FIT) Rf_error("Only fit is available");
if (fc->ciobj) Rf_error("CIs cannot be computed for unitless algebra");
omxRecompute(fitMat, fc);
}
if (doFit) {
fc->fit = totalLogLikelihood(fitMat);
if (std::isfinite(fc->fit)) {
fc->resetIterationError();
}
Global->checkpointPostfit(callerName, fc, fc->est, false);
if (OMX_DEBUG) {
mxLog("%s: completed evaluation, fit=%.12g", fitMat->name(), fc->fit);
}
}
}
void ComputeFit(const char *callerName, omxMatrix *fitMat, int want, FitContext *fc)
{
bool doFit = want & FF_COMPUTE_FIT;
R_CheckUserInterrupt();
#pragma omp atomic
++Global->computeCount; // could avoid lock by keeping in FitContext
// old version of openmp can't do this as part of the atomic instruction
int evaluation = Global->computeCount;
if (doFit) {
if (OMX_DEBUG) {
mxLog("%s: starting evaluation %d, want %d", fitMat->name(), evaluation, want);
}
Global->checkpointPrefit(callerName, fc, fc->est, false);
}
omxFitFunction *ff = fitMat->fitFunction;
if (ff) {
omxFitFunctionComputeAuto(ff, want, fc);
} else {
if (want != FF_COMPUTE_FIT) Rf_error("Only fit is available");
if (fc->CI) Rf_error("CIs cannot be computed for unitless algebra");
omxRecompute(fitMat, fc);
}
if (doFit) {
fc->fit = totalLogLikelihood(fitMat);
if (std::isfinite(fc->fit)) {
fc->resetIterationError();
}
Global->checkpointPostfit(fc);
if (OMX_DEBUG) {
mxLog("%s: completed evaluation %d, fit=%f", fitMat->name(), evaluation, fc->fit);
}
}
}
