nk_fb_gen_c.gen_c
Description:
This function generates two C programs testN.c and testN.h. After setting data and an initial point to make MLE in testN.c, build an executable file by the command
gcc testN.c $OpenXM_HOME/lib/libko_fb.a -lgsl -lblas
The libray file libko_fb.a is generated by
make install
in the folder `OpenXM/src/hgm/fisher-bingham/src/' The GSL (Gnu Scientific Library) should also be installed in the system. Sample data and initial points are in `OpenXM/src/hgm/fisher-bingham/src/Testdata'.
The definition#define MULTIMIN_FDFMINIMIZER_TYPE
in testN.h specifies an optimization problem solver of gsl. The definition#define ODEIV_STEP_TYPE
in testN.h specifies a solver of the ordinary differential equation of gsl.
As to the algorithm, refer to T. Koyama, H. Nakayama, K. Nishiyama, N. Takayama, Holonomic Gradient Descent for the Fisher-Bingham Distribution on the d-dimensional Sphere, Computational Statistics (2013), http://dx.doi.org/10.1007/s00180-013-0456-z
Authors; T.Koyama, H.Nakayama, K.Nishiyama, N.Takayama.
Example:
[1854] load("nk_fb_gen_c.rr"); [2186] nk_fb_gen_c.gen_c(1); Generate a program to solve MLE on S^1 generate test1.h generate test1.c 1 [2187] quit; $ emacs test1.c & Find a line which contains Write data here and insert $(OpenXM_HOME)/src/hgm/fisher-bingham/Testdata/s1_wind_data.h. after this line. Save and quit emacs. $ gcc test1.c $OpenXM_HOME/lib/libko_fb.a -lgsl -lblas $ ./a.out --- snip points = [1.11945, 3.33044, -0.469454, 0.904504, -0.770373] values = [3.4421, 1.13891, -0.0217944, 2.28474] grad ; 0.005644 -0.033429 -0.005644 0.045820 0.047695 norm(grad) ; 0.074535 --- snip where ``points'' is the estimated value of the parameter x11,x12,x22,y1,y2. Value 3.4421 is the inverse of the likelihood which is minimized.
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@vfill @eject
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