version 1.1, 2013/02/19 03:06:19 |
version 1.24, 2015/04/02 01:11:13 |
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/* |
/* |
License: LGPL |
$OpenXM: OpenXM/src/hgm/mh/src/wmain.c,v 1.23 2015/03/24 07:49:06 takayama Exp $ |
$Id$ |
License: LGPL |
*/ |
*/ |
#include <stdio.h> |
#include <stdio.h> |
#include <stdlib.h> |
#include <stdlib.h> |
#include <math.h> |
#include <math.h> |
#include <string.h> |
#include <string.h> |
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#include "sfile.h" |
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#include "mh.h" |
#define SMAX 4096 |
#define SMAX 4096 |
#define inci(i) { i++; if (i >= argc) { fprintf(stderr,"Option argument is not given.\n"); return(-1); }} |
#define inci(i) { i++; if (i >= argc) { oxprintfe("Option argument is not given.\n"); return(NULL); }} |
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int MH_deallocate=0; |
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/* |
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changelog |
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2014.03.15 --strategy 1 is default. A new parser in setParam() |
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*/ |
extern char *MH_Gfname; |
extern char *MH_Gfname; |
extern char *MH_Dfname; |
extern char *MH_Dfname; |
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/* global variables. They are set in setParam() */ |
/* global variables. They are set in setParam() */ |
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int MH_byFile=1; |
int MH_RANK; |
int MH_RANK; |
int MH_M; |
int MH_M; |
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int MH_Mg; /* m */ |
int MH_Mg; /* m */ |
double *MH_Beta; /* beta[0], ..., beta[m-1] */ |
double *MH_Beta; /* beta[0], ..., beta[m-1] */ |
double *Ng; /* freedom n. c=(m+1)/2+n/2; Note that it is a pointer */ |
double *MH_Ng; /* freedom n. c=(m+1)/2+n/2; Note that it is a pointer */ |
double X0g; /* initial point */ |
double MH_X0g; /* initial point */ |
double *Iv; /* Initial values of mhg sorted by mhbase() in rd.rr at beta*x0 */ |
static double *Iv; /* Initial values of mhg sorted by mhbase() in rd.rr at beta*x0 */ |
double Ef; /* exponential factor at beta*x0 */ |
static double Ef; /* exponential factor at beta*x0 */ |
extern double Hg; /* step size of rk defined in rk.c */ |
extern double MH_Hg; /* step size of rk defined in rk.c */ |
int Dp; /* Data sampling period */ |
int MH_Dp; /* Data sampling period */ |
double Xng=0.0; /* the last point */ |
static double Xng=0.0; /* the last point */ |
int RawName = 0; |
int MH_RawName = 0; |
int Testrank=0; |
static int Testrank=0; |
extern int Verbose; |
/* If MH_success is set to 1, then strategy, MH_abserr, MH_relerr seem to |
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be properly set. |
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*/ |
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int MH_success=0; |
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/* |
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Estimation of the maximal coeff of A in y'=Ay. |
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This might be too rough estimate. |
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*/ |
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double MH_coeff_max; |
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/* |
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Estimation of h by MH_coeff_max; |
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*/ |
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double MH_estimated_start_step; |
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extern int MH_Verbose; |
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extern int MH_strategy; |
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extern double MH_abserr; |
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extern double MH_relerr; |
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extern int P95; /* 95 % points */ |
extern int MH_P95; /* 95 % points */ |
int gopen_file(void); |
int mh_gopen_file(void); |
double rkmain(double x0,double y0[],double xn); |
static int setParamTest(void); |
int setParam(char *fname); |
static int setParamDefault(void); |
int showParam(void); |
static int setParam(char *fname); |
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static int showParam(void); |
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static int next(struct SFILE *fp,char *s, char *msg); |
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static double estimateHg(int m, double beta[],double x0); |
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/* #define DEBUG */ |
/* #define DEBUG */ |
#ifdef DEBUG |
#ifdef DEBUG |
char *MH_Dfname; char *MH_Gfname; double Hg; |
char *MH_Dfname; char *MH_Gfname; double MH_Hg; |
int gopen_file(void) { } |
int mh_gopen_file(void) { } |
double rkmain(double x0,double y0[],double xn) { } |
struct MH_RESULT mh_rkmain(double x0,double y0[],double xn) { } |
#endif |
#endif |
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void *mymalloc(int s) { |
void mh_freeWorkArea(void) { |
void *p; |
extern int MH_deallocate; |
p = (void*)malloc(s); |
MH_deallocate=1; /* switch to deallocation mode. */ |
if (p == NULL) { |
mh_main(0,NULL); |
fprintf(stderr,"No memory.\n"); exit(-1); |
setParam(NULL); |
} |
mh_rkmain(0.0, NULL, 0.0); |
return(p); |
mh_rf(0.0, NULL, 0, NULL, 0); |
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MH_deallocate=0; /* switch to the normal mode. */ |
} |
} |
static mypower(int x,int n) { |
static int mypower(int x,int n) { |
int a,i; |
int a,i; |
a = 1; |
a = 1; |
for (i=0; i<n; i++) a = a*x; |
for (i=0; i<n; i++) a = a*x; |
return(a); |
return(a); |
} |
} |
main(int argc,char *argv[]) { |
#ifdef STANDALONE2 |
double *y0; |
int main(int argc,char *argv[]) { |
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int strategy=STRATEGY_DEFAULT; |
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double err[2]={-1.0,-1.0}; |
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int i; |
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mh_exit(MH_RESET_EXIT); /* standalone mode */ |
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/* mh_main(argc,argv); |
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mh_freeWorkArea(); */ |
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mh_main(argc,argv); |
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/* showParam(); */ |
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return(0); |
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} |
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#endif |
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struct MH_RESULT *mh_main(int argc,char *argv[]) { |
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static double *y0=NULL; |
double x0,xn; |
double x0,xn; |
double ef; |
double ef; |
int i,rank; |
int i,rank; |
setParam(NULL); MH_Gfname = MH_Dfname = NULL; Verbose=1; |
struct MH_RESULT *rp=NULL; |
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extern int MH_deallocate; |
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extern int MH_byFile; |
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MH_byFile=1; |
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if (MH_deallocate) { if (y0) mh_free(y0); return(rp); } |
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setParam(NULL); MH_Gfname = MH_Dfname = NULL; MH_Verbose=1; |
for (i=1; i<argc; i++) { |
for (i=1; i<argc; i++) { |
if (strcmp(argv[i],"--idata")==0) { |
if (strcmp(argv[i],"--idata")==0) { |
inci(i); |
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setParam(argv[i]); Verbose=0; |
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}else if (strcmp(argv[i],"--gnuplotf")==0) { |
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inci(i); |
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MH_Gfname = (char *)mymalloc(SMAX); |
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strncpy(MH_Gfname,argv[i],SMAX-1); |
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}else if (strcmp(argv[i],"--dataf")==0) { |
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inci(i); |
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MH_Dfname = (char *)mymalloc(SMAX); |
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strncpy(MH_Dfname,argv[i],SMAX-1); |
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}else if (strcmp(argv[i],"--xmax")==0) { |
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inci(i); |
inci(i); |
sscanf(argv[i],"%lf",&Xng); |
setParam(argv[i]); MH_Verbose=0; |
}else if (strcmp(argv[i],"--step")==0) { |
}else if (strcmp(argv[i],"--gnuplotf")==0) { |
inci(i); |
inci(i); |
sscanf(argv[i],"%lg",&Hg); |
MH_Gfname = (char *)mh_malloc(SMAX); |
}else if (strcmp(argv[i],"--help")==0) { |
strcpy(MH_Gfname,argv[i]); |
usage(); return(0); |
}else if (strcmp(argv[i],"--dataf")==0) { |
}else if (strcmp(argv[i],"--raw")==0) { |
inci(i); |
RawName = 1; |
MH_Dfname = (char *)mh_malloc(SMAX); |
}else if (strcmp(argv[i],"--test")==0) { |
strcpy(MH_Dfname,argv[i]); |
inci(i); |
}else if (strcmp(argv[i],"--xmax")==0) { |
sscanf(argv[i],"%d",&Testrank); |
inci(i); |
setParamTest(); |
sscanf(argv[i],"%lf",&Xng); |
}else if (strcmp(argv[i],"--95")==0) { |
}else if (strcmp(argv[i],"--step")==0) { |
P95=1; |
inci(i); |
}else if (strcmp(argv[i],"--verbose")==0) { |
sscanf(argv[i],"%lg",&MH_Hg); |
Verbose=1; |
}else if (strcmp(argv[i],"--help")==0) { |
}else { |
mh_usage(); return(rp); |
fprintf(stderr,"Unknown option %s\n",argv[i]); |
}else if (strcmp(argv[i],"--raw")==0) { |
usage(); |
MH_RawName = 1; |
return(-1); |
}else if (strcmp(argv[i],"--test")==0) { |
} |
inci(i); |
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sscanf(argv[i],"%d",&Testrank); |
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setParamTest(); |
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}else if (strcmp(argv[i],"--95")==0) { |
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MH_P95=1; |
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}else if (strcmp(argv[i],"--verbose")==0) { |
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MH_Verbose=1; |
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}else if (strcmp(argv[i],"--bystring")==0) { |
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MH_byFile = 0; |
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}else if (strcmp(argv[i],"--strategy")==0) { |
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i++; sscanf(argv[i],"%d",&MH_strategy); |
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}else if (strcmp(argv[i],"--abserr")==0) { |
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i++; sscanf(argv[i],"%lg",&MH_abserr); |
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}else if (strcmp(argv[i],"--relerr")==0) { |
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i++; sscanf(argv[i],"%lg",&MH_relerr); |
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}else { |
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oxprintfe("Unknown option %s\n",argv[i]); |
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mh_usage(); |
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return(rp); |
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} |
} |
} |
if (Verbose) showParam(); |
x0 = MH_X0g; |
x0 = X0g; |
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xn = Xng; |
xn = Xng; |
ef = Ef; |
ef = Ef; |
rank = mypower(2,MH_Mg); |
rank = mypower(2,MH_Mg); |
y0 = (double *) mymalloc(sizeof(double)*rank); |
y0 = (double *) mh_malloc(sizeof(double)*rank); |
for (i=0; i<rank; i++) y0[i] = ef*Iv[i]; |
for (i=0; i<rank; i++) y0[i] = ef*Iv[i]; |
gopen_file(); |
mh_gopen_file(); |
if (Verbose) {for (i=0; i<rank; i++) printf("%lf\n",y0[i]); } |
rp = (struct MH_RESULT*) mh_malloc(sizeof(struct MH_RESULT)); |
rkmain(x0,y0,xn); |
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if (MH_strategy) { |
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if (MH_abserr > SIGDIGIT_DEFAULT*myabs(y0[0])) { |
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MH_success = 0; |
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oxprintfe("%%%%Warning, abserr seems not to be small enough, abserr=%lg, y[0]=%lg\n",MH_abserr,y0[0]); |
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}else{ |
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MH_success = 1; |
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} |
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}else{ |
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MH_success = 0; |
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} |
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MH_estimated_start_step = estimateHg(MH_Mg,MH_Beta,MH_X0g); |
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if (MH_Verbose) showParam(); |
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if (MH_Verbose) {for (i=0; i<rank; i++) oxprintf("%lf\n",y0[i]); } |
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*rp=mh_rkmain(x0,y0,xn); |
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return(rp); |
} |
} |
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usage() { |
int mh_usage() { |
fprintf(stderr,"Usages:\n"); |
oxprintfe("Usages:\n"); |
fprintf(stderr,"w-m [--idata input_data_file --gnuplotf gnuplot_file_name\n"); |
oxprintfe("hgm_w-n [--idata input_data_file --gnuplotf gnuplot_file_name\n"); |
fprintf(stderr," --dataf output_data_file --raw --xmax xmax --test m --step h]\n"); |
oxprintfe(" --dataf output_data_file --raw --xmax xmax --test m --step h]\n"); |
fprintf(stderr,"[ --95 --verbose] \n"); |
oxprintfe("[ --95 --verbose] \n"); |
fprintf(stderr,"--raw does not add data parameters to the output_data_file.\n"); |
oxprintfe("[ --strategy s --abserr ae --relerr re] \n"); |
fprintf(stderr,"\nThe command w-m [options] evaluates Pr({y | y<xmax}), which is the cumulative distribution function of the largest root of the m by m Wishart matrix with n degrees of freedom and the covariantce matrix sigma.\n"); |
oxprintfe("s:0 rk, s:1 adaptive, s:2 adaptive&multiply, see rk.c for the default value of ae and re.\n"); |
fprintf(stderr,"All the eigenvalues of sigma must be simple.\n"); |
oxprintfe("strategy default = %d\n",MH_strategy); |
fprintf(stderr,"Parameters are specified by the input_data_file.\n"); |
oxprintfe("--raw does not add data parameters to the output_data_file.\n"); |
fprintf(stderr,"The format of the input_data_file.\n"); |
oxprintfe("\nThe command hgm_w-n [options] evaluates Pr({y | y<xmax}), which is the cumulative distribution function of the largest root of the m by m Wishart matrix with n degrees of freedom and the covariantce matrix sigma.\n"); |
fprintf(stderr," MH_Mg: m, MH_Beta: beta=sigma^(-1)/2 (diagonized), Ng: n, Iv: initial values at X0g*MH_Beta (see our paper how to order them), \n"); |
oxprintfe("All the eigenvalues of sigma must be simple.\n"); |
fprintf(stderr," Ef: a scalar factor to the initial value. It may set to 1.\n"); |
oxprintfe("Parameters are specified by the input_data_file.\n"); |
fprintf(stderr," Hg: h (step size), X0g: starting value of x, Xng: terminating value of x\n"); |
oxprintfe("Parameters are redefined when they appear more than once in the idata file and the command line options.\n"); |
fprintf(stderr," Dp: output data is stored in every Dp steps when output_data_file is specified.\n"); |
oxprintfe("The format of the input_data_file, which should be generated by the command hgm_jack-n.\n"); |
fprintf(stderr," --95: output the 95% point. --verbose: verbose mode.\n"); |
oxprintfe(" MH_Mg: m, MH_Beta: beta=sigma^(-1)/2 (diagonized), MH_Ng: n, MH_X0g: starting value of x,\n"); |
fprintf(stderr," The line started with %% is a comment line.\n"); |
oxprintfe(" Iv: initial values at MH_X0g*MH_Beta (see our paper how to order them), \n"); |
fprintf(stderr," An example format of the input_data_file can be obtained by executing w-2 with no option.\n"); |
oxprintfe(" Ef: a scalar factor to the initial value. It may set to 1.\n"); |
fprintf(stderr,"\nExamples:\n"); |
oxprintfe(" MH_Hg: h (step size),\n"); |
fprintf(stderr,"[1] ./w-2 \n"); |
oxprintfe(" MH_Dp: output data is stored in every MH_Dp steps when output_data_file is specified.\n"); |
fprintf(stderr,"[2] ./w-2 --xmax 20\n"); |
oxprintfe(" Xng: terminating value of x.\n\n"); |
fprintf(stderr,"[3] ./w-6 --test 6\n"); |
oxprintfe("--95: output the 95%% point. --verbose: verbose mode.\n"); |
fprintf(stderr," A test run of w-6.\n"); |
oxprintfe("The line started with %%%% or # is a comment line.\n"); |
fprintf(stderr," The number m and mm must agree for ./w-m --test mm.\n"); |
oxprintfe("An example format of the input_data_file can be obtained by executing hgm_jack-n with no option.\n"); |
fprintf(stderr,"[4] ./w-5 --idata tmp-inm-m5* --gnuplot tmp-graph\n"); |
oxprintfe("When --idata option is used, this command is quiet. Use --verbose option if you want to see some messages.\n"); |
fprintf(stderr," tmp-inm-m5* is a sample input data distributed with this file.\n"); |
oxprintfe("\nExamples:\n"); |
fprintf(stderr," tmp-graph-gp.txt is an input file of the gnuplot\n"); |
oxprintfe("[1] ./hgm_w-n \n"); |
fprintf(stderr," It can be executed with the load command in the gnuplot.\n"); |
oxprintfe("[2] ./hgm_w-n --xmax 20\n"); |
fprintf(stderr," tmp-graph is the table of x and the values of Pr({y | y<x}).\n"); |
oxprintfe("[3] ./hgm_w-n --test 6\n"); |
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oxprintfe(" A test run in Mg=6.\n"); |
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oxprintfe("[4] ./hgm_jack-n --idata Testdata/tmp-idata3.txt >t.txt\n"); |
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oxprintfe(" ./hgm_w-n --idata t.txt --gnuplotf test-g --verbose\n"); |
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oxprintfe(" gnuplot -persist <test-g-gp.txt\n"); |
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oxprintfe(" tmp-idata3.txt is a sample input data distributed with this file.\n"); |
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oxprintfe(" test-g-gp.txt is an input file of the gnuplot\n"); |
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oxprintfe(" test-g is the table of x and the values of Pr({y | y<x}).\n"); return(0); |
} |
} |
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setParamTest() { |
static int setParamTest() { |
int rank; |
int rank; |
int i; |
int i; |
extern int Testrank; |
extern int Testrank; |
extern int Verbose; |
extern int MH_Verbose; |
Verbose=1; |
MH_Verbose=1; |
MH_M= MH_Mg = Testrank ; |
MH_M= MH_Mg = Testrank ; |
MH_RANK = rank = mypower(2,MH_Mg); |
MH_RANK = rank = mypower(2,MH_Mg); |
MH_Beta = (double *)mymalloc(sizeof(double)*MH_Mg); |
MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg); |
for (i=0; i<MH_Mg; i++) MH_Beta[i] = 1.0+0.1*i; |
for (i=0; i<MH_Mg; i++) MH_Beta[i] = 1.0+0.1*i; |
Ng = (double *)mymalloc(sizeof(double)); *Ng = 3.0; |
MH_Ng = (double *)mh_malloc(sizeof(double)); *MH_Ng = 3.0; |
Iv = (double *)mymalloc(sizeof(double)*rank); |
Iv = (double *)mh_malloc(sizeof(double)*rank); |
for (i=0; i<rank; i++) Iv[i] = 0; |
for (i=0; i<rank; i++) Iv[i] = 0; |
Iv[0] = 0.001; |
Iv[0] = 0.001; |
Ef = 1; |
Ef = 1; |
X0g = 0.3; |
MH_X0g = 0.3; |
Hg = 0.001; |
MH_Hg = 0.001; |
Dp = 1; |
MH_Dp = 1; |
Xng = 10.0; |
Xng = 10.0; return(0); |
} |
} |
setParamDefault() { |
static int setParamDefault() { |
int rank; |
int rank; |
MH_M=MH_Mg = 2 ; |
MH_M=MH_Mg = 2 ; |
MH_RANK=rank = mypower(2,MH_Mg); |
MH_RANK=rank = mypower(2,MH_Mg); |
MH_Beta = (double *)mymalloc(sizeof(double)*MH_Mg); |
MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg); |
MH_Beta[0] = 1.0; MH_Beta[1] = 2.0; |
MH_Beta[0] = 1.0; MH_Beta[1] = 2.0; |
Ng = (double *)mymalloc(sizeof(double)); *Ng = 3.0; |
MH_Ng = (double *)mh_malloc(sizeof(double)); *MH_Ng = 3.0; |
Iv = (double *)mymalloc(sizeof(double)*rank); |
Iv = (double *)mh_malloc(sizeof(double)*rank); |
Iv[0] = 1.58693; |
Iv[0] = 1.58693; |
Iv[1] = 0.811369; |
Iv[1] = 0.811369; |
Iv[2] = 0.846874; |
Iv[2] = 0.846874; |
Iv[3] = 0.413438; |
Iv[3] = 0.413438; |
Ef = 0.01034957388338225707; |
Ef = 0.01034957388338225707; |
X0g = 0.3; |
MH_X0g = 0.3; |
Hg = 0.001; |
MH_Hg = 0.001; |
Dp = 1; |
MH_Dp = 1; |
Xng = 10.0; |
Xng = 10.0; return(0); |
} |
} |
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next(FILE *fp,char *s,char *msg) { |
static int next(struct SFILE *sfp,char *s,char *msg) { |
s[0] = '%'; |
s[0] = '%'; |
while (s[0] == '%') { |
while (s[0] == '%') { |
if (!fgets(s,SMAX,fp)) { |
if (!mh_fgets(s,SMAX,sfp)) { |
fprintf(stderr,"Data format error at %s\n",msg); |
oxprintfe("Data format error at %s\n",msg); |
exit(-1); |
mh_exit(-1); |
} |
} |
if (s[0] != '%') return(0); |
if (s[0] != '%') return(0); |
} |
} return(0); |
} |
} |
setParam(char *fname) { |
static int setParam(char *fname) { |
int rank; |
int rank; |
char s[SMAX]; |
char s[SMAX]; |
FILE *fp; |
struct SFILE *fp; |
int i; |
int i; |
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struct mh_token tk; |
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extern int MH_deallocate; |
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extern int MH_byFile; |
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if (MH_deallocate) { |
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if (MH_Beta) mh_free(MH_Beta); |
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if (MH_Ng) mh_free(MH_Ng); |
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if (Iv) mh_free(Iv); |
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return(0); |
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} |
if (fname == NULL) return(setParamDefault()); |
if (fname == NULL) return(setParamDefault()); |
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if ((fp=fopen(fname,"r")) == NULL) { |
if ((fp=mh_fopen(fname,"r",MH_byFile)) == NULL) { |
fprintf(stderr,"File %s is not found.\n",fname); |
oxprintfe("File %s is not found.\n",fname); |
exit(-1); |
mh_exit(-1); |
} |
} |
next(fp,s,"MH_Mg(m)"); |
next(fp,s,"MH_Mg(m)"); |
sscanf(s,"%d",&MH_Mg); MH_M=MH_Mg; |
sscanf(s,"%d",&MH_Mg); MH_M=MH_Mg; |
MH_RANK=rank = mypower(2,MH_Mg); |
MH_RANK=rank = mypower(2,MH_Mg); |
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MH_Beta = (double *)mymalloc(sizeof(double)*MH_Mg); |
MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg); |
for (i=0; i<MH_Mg; i++) { |
for (i=0; i<MH_Mg; i++) { |
next(fp,s,"MH_Beta"); |
next(fp,s,"MH_Beta"); |
sscanf(s,"%lf",&(MH_Beta[i])); |
sscanf(s,"%lf",&(MH_Beta[i])); |
} |
} |
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Ng = (double *)mymalloc(sizeof(double)); |
MH_Ng = (double *)mh_malloc(sizeof(double)); |
next(fp,s,"Ng(freedom parameter n)"); |
next(fp,s,"MH_Ng(freedom parameter n)"); |
sscanf(s,"%lf",Ng); |
sscanf(s,"%lf",MH_Ng); |
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next(fp,s,"X0g(initial point)"); |
next(fp,s,"MH_X0g(initial point)"); |
sscanf(s,"%lf",&X0g); |
sscanf(s,"%lf",&MH_X0g); |
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Iv = (double *)mymalloc(sizeof(double)*rank); |
Iv = (double *)mh_malloc(sizeof(double)*rank); |
for (i=0; i<rank; i++) { |
for (i=0; i<rank; i++) { |
next(fp,s,"Iv(initial values)"); |
next(fp,s,"Iv(initial values)"); |
sscanf(s,"%lg",&(Iv[i])); |
sscanf(s,"%lg",&(Iv[i])); |
} |
} |
|
|
next(fp,s,"Ef(exponential factor)"); |
next(fp,s,"Ef(exponential factor)"); |
sscanf(s,"%lg",&Ef); |
sscanf(s,"%lg",&Ef); |
|
|
next(fp,s,"Hg (step size of rk)"); |
next(fp,s,"MH_Hg (step size of rk)"); |
sscanf(s,"%lg",&Hg); |
sscanf(s,"%lg",&MH_Hg); |
|
|
next(fp,s,"Dp (data sampling period)"); |
next(fp,s,"MH_Dp (data sampling period)"); |
sscanf(s,"%d",&Dp); |
sscanf(s,"%d",&MH_Dp); |
|
|
next(fp,s,"Xng (the last point, cf. --xmax)"); |
next(fp,s,"Xng (the last point, cf. --xmax)"); |
sscanf(s,"%lf",&Xng); |
sscanf(s,"%lf",&Xng); |
fclose(fp); |
|
|
/* Reading the optional parameters */ |
|
while ((tk = mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_EOF) { |
|
/* expect ID */ |
|
if (tk.type != MH_TOKEN_ID) { |
|
oxprintfe("Syntax error at %s\n",s); mh_exit(-1); |
|
} |
|
if ((strcmp(s,"abserr")==0) || (strcmp(s,"abserror")==0)) { |
|
if (mh_getoken(s,SMAX-1,fp).type != MH_TOKEN_EQ) { |
|
oxprintfe("Syntax error at %s\n",s); mh_exit(-1); |
|
} |
|
if ((tk=mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_DOUBLE) { |
|
oxprintfe("Syntax error at %s\n",s); mh_exit(-1); |
|
} |
|
MH_abserr = tk.dval; |
|
continue; |
|
} |
|
if ((strcmp(s,"relerr")==0) || (strcmp(s,"relerror")==0)) { |
|
if (mh_getoken(s,SMAX-1,fp).type != MH_TOKEN_EQ) { |
|
oxprintfe("Syntax error at %s\n",s); mh_exit(-1); |
|
} |
|
if ((tk=mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_DOUBLE) { |
|
oxprintfe("Syntax error at %s\n",s); mh_exit(-1); |
|
} |
|
MH_relerr = tk.dval; |
|
continue; |
|
} |
|
if (strcmp(s,"strategy")==0) { |
|
if (mh_getoken(s,SMAX-1,fp).type != MH_TOKEN_EQ) { |
|
oxprintfe("Syntax error at %s\n",s); mh_exit(-1); |
|
} |
|
if ((tk=mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_INT) { |
|
oxprintfe("Syntax error at %s\n",s); mh_exit(-1); |
|
} |
|
MH_strategy = tk.ival; |
|
continue; |
|
} |
|
oxprintfe("Unknown ID at %s\n",s); mh_exit(-1); |
|
} |
|
|
|
mh_fclose(fp); return(0); |
} |
} |
|
|
showParam() { |
static int showParam() { |
int rank,i; |
int rank,i; |
|
extern int MH_strategy; |
|
extern double MH_abserr; |
|
extern double MH_relerr; |
rank = mypower(2,MH_Mg); |
rank = mypower(2,MH_Mg); |
printf("%%MH_Mg=\n%d\n",MH_Mg); |
oxprintf("%%MH_Mg=\n%d\n",MH_Mg); |
for (i=0; i<MH_Mg; i++) { |
for (i=0; i<MH_Mg; i++) { |
printf("%%MH_Beta[%d]=\n%lf\n",i,MH_Beta[i]); |
oxprintf("%%MH_Beta[%d]=\n%lf\n",i,MH_Beta[i]); |
} |
} |
printf("%%Ng=\n%lf\n",*Ng); |
oxprintf("%%MH_Ng=\n%lf\n",*MH_Ng); |
printf("%%X0g=\n%lf\n",X0g); |
oxprintf("%%MH_X0g=\n%lf\n",MH_X0g); |
for (i=0; i<rank; i++) { |
for (i=0; i<rank; i++) { |
printf("%%Iv[%d]=\n%lg\n",i,Iv[i]); |
oxprintf("%%Iv[%d]=\n%lg\n",i,Iv[i]); |
} |
} |
printf("%%Ef=\n%lf\n",Ef); |
oxprintf("%%Ef=\n%lf\n",Ef); |
printf("%%Hg=\n%lf\n",Hg); |
oxprintf("%%MH_Hg=\n%lf\n",MH_Hg); |
printf("%%Dp=\n%d\n",Dp); |
oxprintf("%%MH_Dp=\n%d\n",MH_Dp); |
printf("%%Xng=\n%lf\n",Xng); |
oxprintf("%%Xng=\n%lf\n",Xng); |
|
oxprintf("%%strategy=%d\n",MH_strategy); |
|
oxprintf("%%abserr=%lg, %%relerr=%lg\n",MH_abserr,MH_relerr); |
|
oxprintf("#MH_success=%d\n",MH_success); |
|
oxprintf("#MH_coeff_max=%lg\n",MH_coeff_max); |
|
oxprintf("#MH_estimated_start_step=%lg\n",MH_estimated_start_step); return(0); |
} |
} |
|
|
|
static double estimateHg(int m, double beta[],double x0) { |
|
int i,j; |
|
double dmin; |
|
double cmax; |
|
double h; |
|
/* mynote on 2014.03.15 */ |
|
if (m>1) dmin = myabs(beta[1]-beta[0]); |
|
else dmin=myabs(beta[0]); |
|
for (i=0; i<m; i++) { |
|
for (j=i+1; j<m; j++) { |
|
if (myabs(beta[i]-beta[j]) < dmin) dmin = myabs(beta[i]-beta[j]); |
|
} |
|
} |
|
dmin = dmin*x0*2; |
|
cmax = 1.0; |
|
for (i=0; i<m; i++) cmax = cmax*dmin; |
|
cmax = 1.0/cmax; |
|
MH_coeff_max=cmax; |
|
h = exp(log(MH_abserr/cmax)/5.0); |
|
MH_estimated_start_step = h; |
|
return h; |
|
} |