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154 lines (132 loc) · 4.75 KB
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Copy pathinfmat_miss.c
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154 lines (132 loc) · 4.75 KB
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static void addInfMatMissF(struct InputData* seg, struct MixtureComp* comps, int32_t nComp,
double* infMat) {
int32_t J = seg->U.e - seg->U.s;
int32_t dim = 5*nComp-1;
int32_t nY = seg->P.e - seg->P.s;
double infMatMiss[dim*dim];
memset(infMatMiss, 0, sizeof(double)*dim*dim);
double scoreMissBar[dim];
memset(scoreMissBar, 0, sizeof(double)*dim);
double P0 = 1;
for(struct Interval* u = seg->U.s; u < seg->U.e; u++) {
int32_t a = max(u->start, seg->bounds.start);
int32_t b = min(u->end, seg->bounds.end) - 1;
double PJ = 0;
double H0[nComp], H1[nComp], H2[nComp], H3[nComp];
memset(H0, 0, sizeof H0);
memset(H1, 0, sizeof H1);
memset(H2, 0, sizeof H2);
memset(H3, 0, sizeof H3);
for(int32_t j = 0; j < nComp; j++) {
struct MixtureComp* c = comps + j;
double sigma = sqrt(c->sigmaSqF);
double mu = c->mu - 0.5*c->delta;
double aNorm = (a - mu) / sigma;
double bNorm = (b - mu) / sigma;
double aSin = sin(atan(aNorm/2));
double bSin = sin(atan(bNorm/2));
H0[j] = cst*(fun0(bSin) - fun0(aSin));
H1[j] = (fun1(aNorm,4) - fun1(bNorm,4)) * cst / 5;
H2[j] = cst*(fun2(bSin) - fun2(aSin));
H3[j] = gsl_cdf_tdist_P(bNorm, 4) - gsl_cdf_tdist_P(aNorm, 4);
PJ += c->w * H3[j];
}
P0 -= PJ;
double scoreMiss[dim];
for(int32_t j = 0; j < nComp; j++) {
struct MixtureComp* c = comps + j;
double sigma = sqrt(c->sigmaSqF);
double wP = c->w / PJ;
double qWm = H3[j] / PJ;
double qMum = wP * H1[j] * 2. / sigma;
double qSigmam = wP * c->sigmaSqF/2.*(H0[j] - 4.*H2[j]);
if(j > 0)
scoreMiss[j-1] = qWm;
scoreMiss[nComp-1+j] = qMum;
scoreMiss[2*nComp-1+j] = - qMum/2.;
scoreMiss[3*nComp-1+j] = qSigmam;
}
for(int32_t i = 0; i < dim; i++)
for(int32_t j = 0; j <= i; j++)
infMatMiss[i*dim+j] += PJ*nY*scoreMiss[i]*scoreMiss[j];
for(int32_t i = 0; i < dim; i++)
scoreMissBar[i] += PJ*scoreMiss[i]/J;
}
if(P0 == 1)
return;
for(int32_t i = 0; i < dim; i++)
for(int32_t j = 0; j <= i; j++)
infMatMiss[i*dim+j] /= P0;
for(int32_t i = 0; i < dim; i++)
for(int32_t j = 0; j <= i; j++)
infMatMiss[i*dim+j] -= nY*scoreMissBar[i]*scoreMissBar[j]/P0/(1-P0);
for(int32_t i = 0; i < dim; i++)
for(int32_t j = 0; j <= i; j++)
infMat[i*dim+j] += infMatMiss[i*dim+j];
}
static void addInfMatMissR(struct InputData* seg, struct MixtureComp* comps, int32_t nComp,
double* infMat) {
int32_t J = seg->U.e - seg->U.s;
int32_t dim = 5*nComp-1;
int32_t nY = seg->N.e - seg->N.s;
double infMatMiss[dim*dim];
memset(infMatMiss, 0, sizeof(double)*dim*dim);
double scoreMissBar[dim];
memset(scoreMissBar, 0, sizeof(double)*dim);
double P0 = 1;
for(struct Interval* u = seg->U.s; u < seg->U.e; u++) {
int32_t a = max(u->start, seg->bounds.start);
int32_t b = min(u->end, seg->bounds.end) - 1;
double PJ = 0;
double H0[nComp], H1[nComp], H2[nComp], H3[nComp];
memset(H0, 0, sizeof H0);
memset(H1, 0, sizeof H1);
memset(H2, 0, sizeof H2);
memset(H3, 0, sizeof H3);
for(int32_t j = 0; j < nComp; j++) {
struct MixtureComp* c = comps + j;
double sigma = sqrt(c->sigmaSqR);
double mu = c->mu + 0.5*c->delta;
double aNorm = (a - mu) / sigma;
double bNorm = (b - mu) / sigma;
double aSin = sin(atan(aNorm/2));
double bSin = sin(atan(bNorm/2));
H0[j] = cst*(fun0(bSin) - fun0(aSin));
H1[j] = (fun1(aNorm,4) - fun1(bNorm,4)) * cst / 5;
H2[j] = cst*(fun2(bSin) - fun2(aSin));
H3[j] = gsl_cdf_tdist_P(bNorm, 4) - gsl_cdf_tdist_P(aNorm, 4);
PJ += c->w * H3[j];
}
P0 -= PJ;
double scoreMiss[dim];
for(int32_t j = 0; j < nComp; j++) {
struct MixtureComp* c = comps + j;
double sigma = sqrt(c->sigmaSqR);
double wP = c->w / PJ;
double qWm = H3[j] / PJ;
double qMum = wP * H1[j] * 2. / sigma;
double qSigmam = wP * c->sigmaSqR/2.*(H0[j] - 4.*H2[j]);
if(j > 0)
scoreMiss[j-1] = qWm;
scoreMiss[nComp-1+j] = qMum;
scoreMiss[2*nComp-1+j] = qMum/2.;
scoreMiss[4*nComp-1+j] = qSigmam;
}
for(int32_t i = 0; i < dim; i++)
for(int32_t j = 0; j <= i; j++)
infMatMiss[i*dim+j] += PJ*nY*scoreMiss[i]*scoreMiss[j];
for(int32_t i = 0; i < dim; i++)
scoreMissBar[i] += PJ*scoreMiss[i]/J;
}
if(P0 == 1)
return;
for(int32_t i = 0; i < dim; i++)
for(int32_t j = 0; j <= i; j++)
infMatMiss[i*dim+j] /= P0;
for(int32_t i = 0; i < dim; i++)
for(int32_t j = 0; j <= i; j++)
infMatMiss[i*dim+j] -= nY*scoreMissBar[i]*scoreMissBar[j]/P0/(1-P0);
for(int32_t i = 0; i < dim; i++)
for(int32_t j = 0; j <= i; j++)
infMat[i*dim+j] += infMatMiss[i*dim+j];
}