Type objective_function<Type>::operator() ()
{
DATA_STRING(distr);
DATA_INTEGER(n);
Type ans = 0;
if (distr == "norm") {
PARAMETER(mu);
PARAMETER(sd);
vector<Type> x = rnorm(n, mu, sd);
ans -= dnorm(x, mu, sd, true).sum();
}
else if (distr == "gamma") {
PARAMETER(shape);
PARAMETER(scale);
vector<Type> x = rgamma(n, shape, scale);
ans -= dgamma(x, shape, scale, true).sum();
}
else if (distr == "pois") {
PARAMETER(lambda);
vector<Type> x = rpois(n, lambda);
ans -= dpois(x, lambda, true).sum();
}
else if (distr == "compois") {
PARAMETER(mode);
PARAMETER(nu);
vector<Type> x = rcompois(n, mode, nu);
ans -= dcompois(x, mode, nu, true).sum();
}
else if (distr == "compois2") {
PARAMETER(mean);
PARAMETER(nu);
vector<Type> x = rcompois2(n, mean, nu);
ans -= dcompois2(x, mean, nu, true).sum();
}
else if (distr == "nbinom") {
PARAMETER(size);
PARAMETER(prob);
vector<Type> x = rnbinom(n, size, prob);
ans -= dnbinom(x, size, prob, true).sum();
}
else if (distr == "nbinom2") {
PARAMETER(mu);
PARAMETER(var);
vector<Type> x = rnbinom2(n, mu, var);
ans -= dnbinom2(x, mu, var, true).sum();
}
else if (distr == "exp") {
PARAMETER(rate);
vector<Type> x = rexp(n, rate);
ans -= dexp(x, rate, true).sum();
}
else if (distr == "beta") {
PARAMETER(shape1);
PARAMETER(shape2);
vector<Type> x = rbeta(n, shape1, shape2);
ans -= dbeta(x, shape1, shape2, true).sum();
}
else if (distr == "f") {
PARAMETER(df1);
PARAMETER(df2);
vector<Type> x = rf(n, df1, df2);
ans -= df(x, df1, df2, true).sum();
}
else if (distr == "logis") {
PARAMETER(location);
PARAMETER(scale);
vector<Type> x = rlogis(n, location, scale);
ans -= dlogis(x, location, scale, true).sum();
}
else if (distr == "t") {
PARAMETER(df);
vector<Type> x = rt(n, df);
ans -= dt(x, df, true).sum();
}
else if (distr == "weibull") {
PARAMETER(shape);
PARAMETER(scale);
vector<Type> x = rweibull(n, shape, scale);
ans -= dweibull(x, shape, scale, true).sum();
}
else if (distr == "AR1") {
PARAMETER(phi);
vector<Type> x(n);
density::AR1(phi).simulate(x);
ans += density::AR1(phi)(x);
}
else if (distr == "ARk") {
PARAMETER_VECTOR(phi);
vector<Type> x(n);
density::ARk(phi).simulate(x);
ans += density::ARk(phi)(x);
}
else if (distr == "MVNORM") {
PARAMETER(phi);
matrix<Type> Sigma(5,5);
for(int i=0; i<Sigma.rows(); i++)
for(int j=0; j<Sigma.rows(); j++)
Sigma(i,j) = exp( -phi * abs(i - j) );
density::MVNORM_t<Type> nldens = density::MVNORM(Sigma);
for(int i = 0; i<n; i++) {
vector<Type> x = nldens.simulate();
ans += nldens(x);
}
}
else if (distr == "SEPARABLE") {
PARAMETER(phi1);
PARAMETER_VECTOR(phi2);
array<Type> x(100, 200);
SEPARABLE( density::ARk(phi2), density::AR1(phi1) ).simulate(x);
ans += SEPARABLE( density::ARk(phi2), density::AR1(phi1) )(x);
}
else if (distr == "GMRF") {
PARAMETER(delta);
matrix<Type> Q0(5, 5);
Q0 <<
1,-1, 0, 0, 0,
-1, 2,-1, 0, 0,
0,-1, 2,-1, 0,
0, 0,-1, 2,-1,
0, 0, 0,-1, 1;
Q0.diagonal().array() += delta;
Eigen::SparseMatrix<Type> Q = asSparseMatrix(Q0);
vector<Type> x(5);
for(int i = 0; i<n; i++) {
density::GMRF(Q).simulate(x);
ans += density::GMRF(Q)(x);
}
}
else if (distr == "SEPARABLE_NESTED") {
PARAMETER(phi1);
PARAMETER(phi2);
PARAMETER(delta);
matrix<Type> Q0(5, 5);
Q0 <<
1,-1, 0, 0, 0,
-1, 2,-1, 0, 0,
0,-1, 2,-1, 0,
0, 0,-1, 2,-1,
0, 0, 0,-1, 1;
Q0.diagonal().array() += delta;
Eigen::SparseMatrix<Type> Q = asSparseMatrix(Q0);
array<Type> x(5, 6, 7);
for(int i = 0; i<n; i++) {
SEPARABLE(density::AR1(phi2),
SEPARABLE(density::AR1(phi1),
density::GMRF(Q) ) ).simulate(x);
ans += SEPARABLE(density::AR1(phi2),
SEPARABLE(density::AR1(phi1),
density::GMRF(Q) ) )(x);
}
}
else error( ("Invalid distribution '" + distr + "'").c_str() );
return ans;
}
double F77_SUB(dlogit)(double *x, double *location, double *scale, int *give_log)
{
return dlogis(*x, *location, *scale, *give_log);
}