void QFRDRFCSFitFunctionSimulator::replotFitFunction() { JKQTPdatastore* ds=ui->pltFunction->getDatastore(); QScopedPointer<QFFitFunction> ffunc(getFitFunction(NULL)); if (!ffunc) return; try { ui->pltFunction->set_doDrawing(false); ui->pltFunction->clearGraphs(); ds->clear(); updateTau(); if (tauN) { ///////////////////////////////////////////////////////////////////////////////// // retrieve fit parameters and errors. run calcParameters to fill in calculated parameters and make sure // we are working with a complete set of parameters ///////////////////////////////////////////////////////////////////////////////// double* fullParams=(double*)qfCalloc(ffunc->paramCount(), sizeof(double)); double* errors=(double*)qfCalloc(ffunc->paramCount(), sizeof(double)); double Nparticle=0; bool hasNParticle=false; for (int p=0; p<ffunc->paramCount(); p++) { QFFitFunction::ParameterDescription d=ffunc->getDescription(p); QString id=d.id; if (params.contains(id)) { fullParams[p]=params[id].value; errors[p]=params[id].error; } else { fullParams[p]=d.initialValue; /*double value=0; if (overrideFitFunctionPreset(id, value)) d.initialValue=value;*/ errors[p]=0; } } ffunc->calcParameter(fullParams, errors); used_params.clear(); for (int p=0; p<ffunc->paramCount(); p++) { QFFitFunction::ParameterDescription d=ffunc->getDescription(p); QString id=d.id.toLower(); bool visible=ffunc->isParameterVisible(ffunc->getParameterNum(id), fullParams); if (visible) { if (id=="n_particle") { Nparticle=fullParams[p]; hasNParticle=true; } if (id=="1n_particle" && !hasNParticle) { Nparticle=1.0/fullParams[p]; hasNParticle=true; } used_params[id]=fullParams[p]; } } used_params["tau_min"]=ui->edtMinTau->value(); used_params["tau_max"]=ui->edtMaxTau->value(); used_params["runs"]=ui->spinRuns->value(); used_params["noise_enabled"]=ui->chkNoise->isChecked(); used_params["model_function"]=ffunc->id(); csv=""; // evaluate correlation function and determine small-lag amplitude double tau0avg=0; for (int r=0; r<runs; r++) { for (int i=0; i<tauN; i++) { corr[r*tauN+i]=ffunc->evaluate(tau[i], fullParams); } tau0avg=tau0avg+corr[r*tauN]; } tau0avg=tau0avg/double(runs); if (!hasNParticle) Nparticle=1.0/tau0avg; // calc noise if (ui->chkNoise->isChecked()) { MTRand rng; if (ui->cmbNoiseModel->currentIndex()==0) { double I=ui->spinAvgCountRate->value()*1000.0; double I2=sqr(I); double NN=Nparticle; if (NN<=0) NN=1.0; for (int r=0; r<runs; r++) { double corr0=corr[r*tauN]; for (int i=0; i<tauN; i++) { double corrT=corr[r*tauN+i]; double M=ui->spinMeasDuration->value()/tau[i]; double m=tau[0]/tau[i]; double var=((1.0+sqr(corr0))*(1.0+sqr(corrT))/(1.0-sqr(corr0))+2.0*m*sqr(corrT))/M/NN/NN+(2.0*(1.0+sqr(corrT))/NN/I+(1.0+corrT/NN)/I2)/M; corr[r*tauN+i]=corr[r*tauN+i]+rng.randNorm(0,1)*sqrt(var); } } used_params["noise_model"]=QString("Koppel"); used_params["noise_intensity_kHz"]=I; used_params["noise_measurement_duration"]=ui->spinMeasDuration->value(); } else if (ui->cmbNoiseModel->currentIndex()==1) { for (int r=0; r<runs; r++) { for (int i=0; i<tauN; i++) { corr[r*tauN+i]=corr[r*tauN+i]+rng.randNorm(0, 1)*(ui->spinNoiseLevel->value()/100.0*tau0avg); } } used_params["noise_model"]=QString("gaussian"); used_params["noise_level"]=ui->spinNoiseLevel->value(); } else if (ui->cmbNoiseModel->currentIndex()==2) { for (int r=0; r<runs; r++) { for (int i=0; i<tauN; i++) { corr[r*tauN+i]=corr[r*tauN+i]+(rng.rand()*2.0-1.0)*ui->spinNoiseLevel->value()/100.0*tau0avg; } } used_params["noise_model"]=QString("uniform"); used_params["noise_level"]=ui->spinNoiseLevel->value(); } else if (ui->cmbNoiseModel->currentIndex()==3) { for (int r=0; r<runs; r++) { for (int i=0; i<tauN; i++) { corr[r*tauN+i]=corr[r*tauN+i]+rng.randNorm(0, 1)*(ui->spinNoiseLevel->value()/100.0*corr[r*tauN+i]); } } used_params["noise_model"]=QString("local gaussian"); used_params["noise_level"]=ui->spinNoiseLevel->value(); } else if (ui->cmbNoiseModel->currentIndex()==4) { for (int r=0; r<runs; r++) { for (int i=0; i<tauN; i++) { corr[r*tauN+i]=corr[r*tauN+i]+(rng.rand()*2.0-1.0)*ui->spinNoiseLevel->value()/100.0*corr[r*tauN+i]; } } used_params["noise_model"]=QString("local uniform"); used_params["noise_level"]=ui->spinNoiseLevel->value(); } } for (int i=0; i<tauN; i++) { csv=csv+CDoubleToQString(tau[i]); for (int r=0; r<runs; r++) { csv=csv+", "+CDoubleToQString(corr[r*tauN+i]); } csv=csv+"\n"; } size_t c_tau = ds->addCopiedColumn(tau, tauN, "tau"); for (int r=0; r<runs; r++) { size_t c_fit = ds->addCopiedColumn(&(corr[r*tauN]), tauN, QString("function_r%1").arg(r)); ///////////////////////////////////////////////////////////////////////////////// // plot fit model and additional function graphs ///////////////////////////////////////////////////////////////////////////////// JKQTPxyLineGraph* g_fit=new JKQTPxyLineGraph(ui->pltFunction->get_plotter()); g_fit->set_drawLine(true); g_fit->set_title(tr("run %1").arg(r)); g_fit->set_xColumn(c_tau); g_fit->set_yColumn(c_fit); ui->pltFunction->addGraph(g_fit); } } ui->pltFunction->zoomToFit(); ui->pltFunction->set_doDrawing(true); ui->pltFunction->update_plot(); } catch(std::exception& E) { services->log_error(tr("error during plotting, error message: %1\n").arg(E.what())); } }
//extern "C"{ SEXP sampler( /*prior params*/ double *a1, double *a2, /* prior for tau2*/ double *b1, double *b2, /* prior for sigma2 */ double *alphaW, double *betaW, /* prior for w */ double *v0, /* gamma */ double *varKsi, /*vector length qKsiUpdate!!*/ /*model dimensions*/ int *q, /*length of ksi*/ int *qKsiUpdate, /*length of updated ksi*/ int *p, /*length alpha*/ int *pPen, /*length penalized alpha/ tau2 / gamma*/ int *n, /* no. of obs.*/ int *d, /*vector (length p): group sizes*/ /*parameter vectors*/ double *beta, double *alpha, double *ksi, double *tau2, double *gamma, double *sigma2, double *w, /* (precomputed) constants */ double *y, double *X, double *G, double *scale, double *offset, /*info about updateBlocks*/ int *blocksAlpha, int *indA1Alpha, int *indA2Alpha, int *blocksKsi, int *indA1Ksi, int *indA2Ksi, /*MCMC parameters*/ int *pcts, int *burnin, int *thin, int *totalLength, int *verbose, double *ksiDF, int *scaleMode, double *modeSwitching, int *family, double *acceptKsi, double *acceptAlpha, /*return matrices*/ double *betaMatR, double *alphaMatR, double *ksiMatR, double *gammaMatR, double *probV1MatR, double *tau2MatR, double *sigma2MatR, double *wMatR, double *likMatR, double *logPostMatR ) { // ############################################### // // ######## unwrap/initialize args ############### // // ############################################### // int pIncluded=0, i=0, j=0, startPen = *p-*pPen, qKsiNoUpdate = *q - *qKsiUpdate, save = 0, keep = *burnin, nrv =1, info=0, nSamp=(*totalLength-*burnin)/(*thin), oneInt = 1, zeroInt = 0; double *p1 =Calloc(*pPen, double); double infV = 100000, oneV = 1.0, zeroV = 0.0, minusOneV =-1.0; double *one=&oneV, *zero=&zeroV, *minusOne=&minusOneV, *inf=&infV, acceptance=0; double invSigma2 = 1 / *sigma2, sqrtInvSigma2 = R_pow(invSigma2, 0.5); double *penAlphaSq, *alphaLong, *varAlpha, *priorMeanAlpha, *modeAlpha, *offsetAlpha;; penAlphaSq = Calloc(*pPen, double); for(int i=*p-*pPen; i<*p; i++) penAlphaSq[i- *p + *pPen] = R_pow(alpha[i], 2.0); alphaLong = Calloc(*q, double); F77_CALL(dgemm)("N","N", q, &oneInt, p, one, G, q, alpha, p, zero, alphaLong, q); varAlpha = Calloc(*p, double); for(int i=0; i<startPen; i++) varAlpha[i] = *inf; /*unpenalized*/ for(int i=startPen; i<*p; i++) varAlpha[i] = tau2[i-startPen]*gamma[i-startPen]; /*penalized*/ priorMeanAlpha = Calloc(*p, double); setToZero(priorMeanAlpha, *p); modeAlpha = Calloc(*p, double); F77_CALL(dcopy)(p, alpha, &oneInt, modeAlpha, &oneInt); offsetAlpha = Calloc(*n, double); F77_CALL(dcopy)(n, offset, &oneInt, offsetAlpha, &oneInt); double *ksiUpdate, *priorMeanKsi, *modeKsi, *offsetKsi; int safeQKsiUpdate = imax2(1, *qKsiUpdate); //ksiUpdate contains the last qKsiUpdate elements in ksi ksiUpdate = Calloc(safeQKsiUpdate, double); F77_CALL(dcopy)(&safeQKsiUpdate, &ksi[*q-safeQKsiUpdate], &oneInt, ksiUpdate, &oneInt); priorMeanKsi = Calloc(safeQKsiUpdate, double); setToZero(priorMeanKsi, safeQKsiUpdate); for(int i=0; i<*qKsiUpdate; i++) priorMeanKsi[i] = 1.0; modeKsi = Calloc(safeQKsiUpdate, double); setToZero(modeKsi, safeQKsiUpdate); for(int i=0; i<*qKsiUpdate; i++) modeKsi[i] = ksi[i+qKsiNoUpdate]; // offsetKsi = offset + X_d=1*alpha : use lin.predictor of grps with ksi==1 as offset offsetKsi = Calloc(*n, double); F77_CALL(dcopy)(n, offset, &oneInt, offsetKsi, &oneInt); if(qKsiNoUpdate < *q){ if(qKsiNoUpdate > 0){ F77_CALL(dgemm)("N","N", n, &oneInt, &qKsiNoUpdate, one, X, n, alpha, &qKsiNoUpdate, one, offsetKsi, n); } } double *eta, *resid, rss, *XAlpha, *XKsiUpdate, *etaOffset; eta = Calloc(*n, double); F77_CALL(dgemm)("N","N", n, &oneInt, q, one, X, n, beta, q, zero, eta, n); resid = Calloc(*n, double); rss = 0; for(int i=0; i<*n; i++) { resid[i] = y[i]-eta[i] - offset[i]; rss += R_pow(resid[i], 2.0); } XAlpha = Calloc(*p * (*n), double); updateXAlpha(XAlpha, X, G, ksi, q, qKsiUpdate, p, n); XKsiUpdate = Calloc( *n * safeQKsiUpdate, double); setToZero(XKsiUpdate, *n * safeQKsiUpdate); if(qKsiNoUpdate < *q){ updateXKsi(XKsiUpdate, X, alphaLong, q, &qKsiNoUpdate, n); } etaOffset = Calloc(*n, double); for(int i=0; i<*n; i++) etaOffset[i] = eta[i]+offset[i]; // ############################################################ // // ######## set up blocks for blockwise updates ############### // // ############################################################ // XBlockQR *AlphaBlocks = Calloc(*blocksAlpha, XBlockQR); XBlockQR *KsiBlocks = Calloc(*blocksKsi, XBlockQR); for(int i=0; i < *blocksAlpha; i++){ (AlphaBlocks[i]).indA1 = indA1Alpha[i]; (AlphaBlocks[i]).indA2 = indA2Alpha[i]; (AlphaBlocks[i]).qA = (AlphaBlocks[i]).indA2 - (AlphaBlocks[i]).indA1 + 1; (AlphaBlocks[i]).qI = *p - (AlphaBlocks[i]).qA; (AlphaBlocks[i]).qraux = Calloc((AlphaBlocks[i]).qA, double); setToZero((AlphaBlocks[i]).qraux, (AlphaBlocks[i]).qA); (AlphaBlocks[i]).work = Calloc((AlphaBlocks[i]).qA, double); setToZero((AlphaBlocks[i]).work, (AlphaBlocks[i]).qA); (AlphaBlocks[i]).pivots = Calloc((AlphaBlocks[i]).qA, int); for(int j=0; j < (AlphaBlocks[i]).qA; j++) (AlphaBlocks[i]).pivots[j] = 0; (AlphaBlocks[i]).coefI = Calloc((AlphaBlocks[i]).qI, double); setToZero((AlphaBlocks[i]).coefI, (AlphaBlocks[i]).qI); (AlphaBlocks[i]).Xa = Calloc(((AlphaBlocks[i]).qA + *n) * (AlphaBlocks[i]).qA, double); setToZero((AlphaBlocks[i]).Xa, ((AlphaBlocks[i]).qA + *n) * (AlphaBlocks[i]).qA); (AlphaBlocks[i]).Xi = Calloc(*n * (AlphaBlocks[i]).qI, double); setToZero((AlphaBlocks[i]).Xi, *n * (AlphaBlocks[i]).qI ); (AlphaBlocks[i]).ya = Calloc(((AlphaBlocks[i]).qA + *n), double); F77_CALL(dcopy)(n, y, &nrv, (AlphaBlocks[i]).ya, &nrv); setToZero((AlphaBlocks[i]).ya + *n, (AlphaBlocks[i]).qA); (AlphaBlocks[i]).m = Calloc((AlphaBlocks[i]).qA, double); setToZero((AlphaBlocks[i]).m, (AlphaBlocks[i]).qA); (AlphaBlocks[i]).err = Calloc((AlphaBlocks[i]).qA, double); setToZero((AlphaBlocks[i]).err, (AlphaBlocks[i]).qA); } initializeBlocksQR(AlphaBlocks, XAlpha, *n, *blocksAlpha, *p, varAlpha, scale); if(*qKsiUpdate > 0){ for(int i=0; i < *blocksKsi; i++){ (KsiBlocks[i]).indA1 = indA1Ksi[i]; (KsiBlocks[i]).indA2 = indA2Ksi[i]; (KsiBlocks[i]).qA = (KsiBlocks[i]).indA2 - (KsiBlocks[i]).indA1 + 1; (KsiBlocks[i]).qI = *qKsiUpdate - (KsiBlocks[i]).qA; (KsiBlocks[i]).qraux = Calloc((KsiBlocks[i]).qA, double); setToZero((KsiBlocks[i]).qraux, (KsiBlocks[i]).qA); (KsiBlocks[i]).work = Calloc((KsiBlocks[i]).qA, double); setToZero((KsiBlocks[i]).work, (KsiBlocks[i]).qA); (KsiBlocks[i]).pivots = Calloc((KsiBlocks[i]).qA, int); for(int j=0; j < (KsiBlocks[i]).qA; j++) (KsiBlocks[i]).pivots[j] = 0; (KsiBlocks[i]).coefI = Calloc((KsiBlocks[i]).qI, double); setToZero((KsiBlocks[i]).coefI, (KsiBlocks[i]).qI); (KsiBlocks[i]).Xa = Calloc(((KsiBlocks[i]).qA + *n) * (KsiBlocks[i]).qA, double); setToZero((KsiBlocks[i]).Xa, ((KsiBlocks[i]).qA + *n) * (KsiBlocks[i]).qA); (KsiBlocks[i]).Xi = Calloc(*n * (KsiBlocks[i]).qI, double); setToZero((KsiBlocks[i]).Xi, *n * (KsiBlocks[i]).qI ); (KsiBlocks[i]).ya = Calloc(((KsiBlocks[i]).qA + *n), double); F77_CALL(dcopy)(n, y, &nrv, (KsiBlocks[i]).ya, &nrv); setToZero((KsiBlocks[i]).ya + *n, (KsiBlocks[i]).qA); (KsiBlocks[i]).m = Calloc((KsiBlocks[i]).qA, double); setToZero((KsiBlocks[i]).m, (KsiBlocks[i]).qA); (KsiBlocks[i]).err = Calloc((KsiBlocks[i]).qA, double); setToZero((KsiBlocks[i]).err, (KsiBlocks[i]).qA); } initializeBlocksQR(KsiBlocks, XKsiUpdate, *n, *blocksKsi, *qKsiUpdate, varKsi, scale); } // ############################################### // // ######## start sampling ############### // // ############################################### // #ifdef Win32 R_FlushConsole(); #endif /* sampling */ GetRNGstate(); for(i = 0; i < *totalLength; i++) { debugMsg("\n###########################################\n\n"); //update alpha { //update varAlpha for(j=startPen; j<*p; j++) varAlpha[j] = tau2[j-startPen] * gamma[j-startPen]; //update alpha updateCoefQR(y, XAlpha, AlphaBlocks, *blocksAlpha, alpha, varAlpha, *p, scale, *n, nrv, oneInt, info, *minusOne, *zero, *one, 1, priorMeanAlpha, *family, modeAlpha, eta, acceptAlpha, offsetAlpha, *modeSwitching, zeroInt); } //update ksi if(qKsiNoUpdate < *q){ //update alphaLong = G %*% alpha F77_CALL(dgemm)("N","N", q, &oneInt, p, one, G, q, alpha, p, zero, alphaLong, q); //update design for ksi updateXKsi(XKsiUpdate, X, alphaLong, q, &qKsiNoUpdate, n); //update offsetKsi if(qKsiNoUpdate > 0){ F77_CALL(dcopy)(n, offset, &oneInt, offsetKsi, &oneInt); F77_CALL(dgemm)("N","N", n, &oneInt, &qKsiNoUpdate, one, X, n, alpha, &qKsiNoUpdate, one, offsetKsi, n); } for(j = 0; j < *qKsiUpdate; j++){ priorMeanKsi[j] = sign( 1/(1 + exp(-2*ksiUpdate[j]/varKsi[j])) - runif(0,1) ); } if(*ksiDF>0){ updateVarKsi(ksiUpdate, varKsi, ksiDF, priorMeanKsi, qKsiNoUpdate, *q); } updateCoefQR(y, XKsiUpdate, KsiBlocks, *blocksKsi, ksiUpdate, varKsi, *qKsiUpdate, scale, *n, nrv, oneInt, info, *minusOne, *zero, *one, 1, priorMeanKsi, *family, modeKsi, eta, acceptKsi, offsetKsi, *modeSwitching, *scaleMode); //write back to ksi F77_CALL(dcopy)(qKsiUpdate, ksiUpdate, &oneInt, &ksi[*q-*qKsiUpdate], &oneInt); //rescale ksi, alpha & put back in ksiUpdate if(*scaleMode > 0){ rescaleKsiAlpha(ksi, alpha, varKsi, tau2, G, d, *p, *q, qKsiNoUpdate, *pPen, *scaleMode, modeAlpha, modeKsi, *family); F77_CALL(dcopy)(qKsiUpdate, &ksi[*q-*qKsiUpdate], &oneInt, ksiUpdate, &oneInt); } //update XAlpha updateXAlpha(XAlpha, X, G, ksi, q, qKsiUpdate, p, n); //update alphaLong = G %*% alpha F77_CALL(dgemm)("N","N", q, &oneInt, p, one, G, q, alpha, p, zero, alphaLong, q); } else { F77_CALL(dcopy)(q, alpha, &oneInt, alphaLong, &oneInt); } for(int i = *p-*pPen; i < *p; i++) penAlphaSq[i - *p + *pPen] = R_pow(alpha[i], 2.0); updateTau(penAlphaSq, gamma, tau2, *a1, *a2, *pPen); updateP1Gamma(penAlphaSq, tau2, p1, gamma, *v0, *w, *pPen); pIncluded = 0; for(j=0; j<*p - startPen; j++) pIncluded += (gamma[j] == 1.0); *w = rbeta( *alphaW + pIncluded, *betaW + *p - pIncluded ); // update beta for(j = 0; j < *q; j++){ beta[j] = alphaLong[j]*ksi[j]; } //update eta, eta+offset F77_CALL(dgemm)("N", "N", n, &oneInt, q, one, X, n, beta, q, zero, eta, n); for(int i=0; i<*n; i++) etaOffset[i] = eta[i] + offset[i]; //update sigma_eps if(*family == 0){ //resid = y - eta - offset F77_CALL(dcopy)(n, y, &nrv, resid, &nrv); //resid <- y F77_CALL(daxpy)(n, minusOne, etaOffset, &nrv, resid, &nrv); //resid <- resid - eta - offset //rss = resid'resid rss = F77_CALL(ddot)(n, resid, &oneInt, resid, &oneInt); //update sigma2 invSigma2 = rgamma(*n/2 + *b1, 1/(rss/2 + *b2)); sqrtInvSigma2 = R_pow(invSigma2, 0.5); scale[0] = sqrtInvSigma2; *sigma2 = 1 / invSigma2; } if(i >= *burnin){ /* report progress */ if(*verbose){ for(j=0; j<9; j++){ if(i == pcts[j]){ Rprintf("."); #ifdef Win32 R_FlushConsole(); #endif break; } } } /* save samples*/ if(i == keep){ for(j = 0; j < *q; j++){ (betaMatR)[save + j*nSamp] = beta[j]; (ksiMatR)[save + j*nSamp] = ksi[j]; } for(j=0; j < *p; j++){ (alphaMatR)[save + j*nSamp] = alpha[j]; } for(j=0; j < *pPen; j++){ (tau2MatR)[save + j*nSamp] = tau2[j]; (gammaMatR)[save + j*nSamp] = gamma[j]; (probV1MatR)[save + j*nSamp] = p1[j]; } (wMatR)[save] = *w; (sigma2MatR)[save] = *sigma2; likMatR[save] = logLik(y, etaOffset, *family, scale, *n); (logPostMatR)[save] = updateLogPost(y, alpha, varAlpha, ksi, varKsi, scale, *b1, *b2, gamma, *w, *alphaW, *betaW, tau2, *a1, *a2, *n, *q, *p, *pPen, pIncluded, qKsiNoUpdate, priorMeanKsi, *family, likMatR[save]); keep = keep + *thin; save ++; R_CheckUserInterrupt(); } } else { if(*verbose){ if(i == (*burnin-1)){ Rprintf("b"); #ifdef Win32 R_FlushConsole(); #endif } } } } /* end for i*/ PutRNGstate(); if(*verbose) Rprintf("."); if(*family > 0) { acceptance = 0.0; for(j=0; j<*blocksAlpha; j++) acceptance += acceptAlpha[j]; acceptance = 0.0; if(qKsiNoUpdate < *q){ for(j=0; j<*blocksKsi; j++) acceptance += acceptKsi[j]; } } Free(etaOffset); Free(XKsiUpdate); Free(XAlpha); Free(resid); Free(eta); Free(offsetKsi); Free(modeKsi); Free(priorMeanKsi); Free(ksiUpdate); Free(offsetAlpha); Free(modeAlpha); Free(priorMeanAlpha); Free(varAlpha); Free(alphaLong); Free(penAlphaSq); freeXBlockQR(AlphaBlocks, *blocksAlpha); if(qKsiNoUpdate < *q) freeXBlockQR(KsiBlocks, *blocksKsi); Free(p1); return(R_NilValue); }/* end sampler ()*/