void WP::maximize_hourly_pattern(){
const Mat &count(suf()->count());
const Mat &exposure(suf()->exposure());
const Vec &delta(day_of_week_pattern());
double lambda = average_daily_rate();
Vec eta_weekend(24, 0.0);
Vec eta_weekday(24, 0.0);
for(int h = 0; h < 24; ++h){
double total_count_weekday = 0;
double total_exposure_weekday = 0;
double total_count_weekend = 0;
double total_exposure_weekend = 0;
double *total_count;
double *total_exposure;
for(int d = 0; d < 7; ++d){
if(d==Sat || d==Sun){
total_exposure = &total_exposure_weekend;
total_count = &total_count_weekend;
}else{
total_exposure = &total_exposure_weekday;
total_count = &total_count_weekday;
}
*total_count += count(d, h);
*total_exposure += exposure(d, h) * lambda * delta[d];
}
eta_weekend[h] = total_count_weekend / total_exposure_weekend;
eta_weekday[h] = total_count_weekday / total_exposure_weekday;
}
set_weekday_hourly_pattern(eta_weekday);
set_weekend_hourly_pattern(eta_weekend);
}
double WP::expected_number_of_events(const DateTime &t0,
const DateTime &t1)const{
double duration = t1 - t0;
int weeks = lround(floor(duration / 7));
double lambda = average_daily_rate();
double ans = 7 * weeks * lambda;
duration -= 7*weeks;
const double one_hour = DateTime::hours_to_days(1.0);
double time_to_next_hour = t0.time_to_next_hour();
if(time_to_next_hour == 0) time_to_next_hour = one_hour;
DayNames day = t0.date().day_of_week();
int hour = t0.hour();
double dt = std::min<double>(time_to_next_hour, duration);
while(duration > 0){
ans += dt * event_rate(day, hour);
duration -= dt;
++hour;
if(hour == 24){
hour = 0;
day = next(day);
}
dt = std::min<double>(one_hour, duration);
}
return ans;
}
void WP::mle() {
double old_loglike = loglike(
concatenate_params(average_daily_rate(), day_of_week_pattern(),
weekday_hourly_pattern(), weekend_hourly_pattern()));
double dloglike = 1.0;
while (dloglike > 1e-5) {
maximize_average_daily_rate();
maximize_daily_pattern();
maximize_hourly_pattern();
double new_loglike = loglike(concatenate_params(
average_daily_rate(), day_of_week_pattern(), weekday_hourly_pattern(),
weekend_hourly_pattern()));
dloglike = new_loglike - old_loglike;
old_loglike = new_loglike;
}
}
void WP::maximize_daily_pattern(){
const Mat &count(suf()->count());
const Mat &exposure(suf()->exposure());
Vec delta(7);
double lambda = average_daily_rate();
for(int d = 0; d < 7; ++d){
const Vec &eta(hourly_pattern(d));
double total_count = 0;
double total_exposure = 0;
for(int h = 0; h < 24; ++h){
total_count += count(d, h);
total_exposure += exposure(d, h) * lambda * eta[h];
}
delta[d] = total_count / total_exposure;
}
set_day_of_week_pattern(delta);
// TODO(stevescott): check that this enforces sum(delta) == 7
}
double WP::event_rate(const DayNames day, int hour)const{
return average_daily_rate() *
day_of_week_pattern()[day] *
hourly_pattern(day)[hour];
}
