// Calculate log posterior by processing the timeline
// Assumption: one edge at a time
// [[Rcpp::export(".estimate_alpha_core")]]
SEXP estimate_alpha_core(SEXP a,
SEXP b,
SEXP c,
SEXP d) {
//std::cout << "Reached here 0\n";
NumericVector Sum_m_k(a);
NumericMatrix n_tk(b);
NumericVector m_t(c);
NumericVector center_k(d);
double first_term = 0;
//std::cout << center_k.size() << "\n";
for (unsigned long k = 0; k < center_k.size(); ++k) {
first_term += Sum_m_k.at(k) * log(center_k.at(k));
}
//std::cout << "Reached here 1\n";
unsigned long K = center_k.size();
unsigned long T = n_tk.nrow();
auto f =[&] (double alpha) {
double second_term = 0;
#pragma omp parallel for \
default(shared) \
reduction(+:second_term)
for (unsigned long t = 0; t < T; ++t) {
double upper = 0;
double lower = 0;
for (unsigned long k = 0; k < K; ++k) {
lower += n_tk.at(t,k) * pow(center_k.at(k),alpha);
upper += m_t.at(t) * n_tk.at(t,k) * pow(center_k.at(k),alpha) * log(center_k.at(k));
}
second_term += upper / lower;
}
return(first_term - second_term);
};
double alpha = my_zeroin(-2, 2, f, DBL_EPSILON, 500);
//std::cout << "Reached here 2\n";
// calculate standard deviation of alpha
double var = 0; // variance
#pragma omp parallel for \
default(shared) \
reduction(+:var)
for (unsigned long t = 0; t < T; ++t) {
double u_u = 0;
double v_v = 0;
double u_v = 0;
for (unsigned long k = 0; k < K; ++k) {
u_u += n_tk.at(t,k) * pow(center_k.at(k),alpha) * pow(log(center_k.at(k)),2);
u_v += n_tk.at(t,k) * pow(center_k.at(k),alpha) * log(center_k.at(k));
v_v += n_tk.at(t,k) * pow(center_k.at(k),alpha);
}
var += m_t.at(t) * (u_u * v_v - pow(u_v,2)) / pow(v_v,2);
}
return Rcpp::List::create(Rcpp::Named("alpha") = alpha,
Rcpp::Named("variance") = 1/ var);
}
Obj operator()(const std::pair<T,U>& v) const
{
Obj list = NEW_PLIST(T_PLIST_DENSE, 2);
SET_LEN_PLIST(list, 2);
GAP_maker<T> m_t;
SET_ELM_PLIST(list, 1, m_t(v.first));
CHANGED_BAG(list);
GAP_maker<U> m_u;
SET_ELM_PLIST(list, 2, m_u(v.second));
CHANGED_BAG(list);
return list;
}
template <typename MeasureType> measure(bool, MeasureType &&m) {
static_assert(std::is_move_constructible<MeasureType>::value, "This measure is not MoveConstructible");
static_assert(has_accumulate<MCSignType, MeasureType>::value, " This measure has no accumulate method !");
static_assert(has_collect_result<MeasureType>::value, " This measure has no collect_results method !");
using m_t = std14::decay_t<MeasureType>;
m_t *p = new m_t(std::forward<MeasureType>(m));
impl_ = std::shared_ptr<m_t>(p);
clone_ = [p]() {
return measure{true, m_t(*p)};
};
accumulate_ = [p](MCSignType const &x) {
p->accumulate(x);
};
count_ = 0;
collect_results_ = [p](mpi::communicator const &c) {
p->collect_results(c);
};
h5_r = make_h5_read(p);
h5_w = make_h5_write(p);
}