Annotation of OpenXM/src/hgm/mh/src/wmain.c, Revision 1.27
1.1 takayama 1: /*
1.27 ! takayama 2: $OpenXM: OpenXM/src/hgm/mh/src/wmain.c,v 1.26 2016/02/01 11:37:14 takayama Exp $
1.10 takayama 3: License: LGPL
4: */
1.1 takayama 5: #include <stdio.h>
6: #include <stdlib.h>
7: #include <math.h>
8: #include <string.h>
1.4 takayama 9: #include "sfile.h"
1.11 takayama 10: #include "mh.h"
1.1 takayama 11: #define SMAX 4096
1.22 takayama 12: #define inci(i) { i++; if (i >= argc) { oxprintfe("Option argument is not given.\n"); return(NULL); }}
1.3 takayama 13: int MH_deallocate=0;
14:
1.20 takayama 15: /*
16: changelog
1.27 ! takayama 17: 2016.02.04 MH_Ef_type exponential or scalar factor
1.26 takayama 18: 2016.02.01 C_2F1
1.20 takayama 19: 2014.03.15 --strategy 1 is default. A new parser in setParam()
20: */
1.1 takayama 21: extern char *MH_Gfname;
22: extern char *MH_Dfname;
23:
24: /* global variables. They are set in setParam() */
1.4 takayama 25: int MH_byFile=1;
1.1 takayama 26: int MH_RANK;
27: int MH_M;
28:
29: int MH_Mg; /* m */
30: double *MH_Beta; /* beta[0], ..., beta[m-1] */
1.2 takayama 31: double *MH_Ng; /* freedom n. c=(m+1)/2+n/2; Note that it is a pointer */
32: double MH_X0g; /* initial point */
33: static double *Iv; /* Initial values of mhg sorted by mhbase() in rd.rr at beta*x0 */
34: static double Ef; /* exponential factor at beta*x0 */
35: extern double MH_Hg; /* step size of rk defined in rk.c */
36: int MH_Dp; /* Data sampling period */
37: static double Xng=0.0; /* the last point */
38: int MH_RawName = 0;
39: static int Testrank=0;
1.20 takayama 40: /* If MH_success is set to 1, then strategy, MH_abserr, MH_relerr seem to
41: be properly set.
42: */
43: int MH_success=0;
44: /*
45: Estimation of the maximal coeff of A in y'=Ay.
46: This might be too rough estimate.
47: */
48: double MH_coeff_max;
49: /*
50: Estimation of h by MH_coeff_max;
51: */
52: double MH_estimated_start_step;
1.26 takayama 53:
54: #ifdef C_2F1
55: int MH_P_pFq=2;
56: int MH_Q_pFq=1;
57: double MH_A_pFq[2];
58: double MH_B_pFq[1];
1.27 ! takayama 59: int MH_Ef_type=2;
1.26 takayama 60: #else
61: int MH_P_pFq=1;
62: int MH_Q_pFq=1;
63: double MH_A_pFq[1];
64: double MH_B_pFq[1];
1.27 ! takayama 65: int MH_Ef_type=1;
1.26 takayama 66: #endif
1.2 takayama 67: extern int MH_Verbose;
1.20 takayama 68: extern int MH_strategy;
69: extern double MH_abserr;
70: extern double MH_relerr;
1.16 takayama 71:
1.2 takayama 72: extern int MH_P95; /* 95 % points */
73: int mh_gopen_file(void);
74: static int setParamTest(void);
75: static int setParamDefault(void);
76: static int setParam(char *fname);
77: static int showParam(void);
1.6 takayama 78: static int next(struct SFILE *fp,char *s, char *msg);
1.20 takayama 79: static double estimateHg(int m, double beta[],double x0);
1.1 takayama 80:
1.26 takayama 81: #ifdef C_2F1
82: void mh_setabc(double a,double b,double c);
83: #endif
1.1 takayama 84: /* #define DEBUG */
85: #ifdef DEBUG
1.2 takayama 86: char *MH_Dfname; char *MH_Gfname; double MH_Hg;
87: int mh_gopen_file(void) { }
1.4 takayama 88: struct MH_RESULT mh_rkmain(double x0,double y0[],double xn) { }
1.1 takayama 89: #endif
90:
1.3 takayama 91: void mh_freeWorkArea(void) {
92: extern int MH_deallocate;
93: MH_deallocate=1; /* switch to deallocation mode. */
94: mh_main(0,NULL);
95: setParam(NULL);
96: mh_rkmain(0.0, NULL, 0.0);
97: mh_rf(0.0, NULL, 0, NULL, 0);
98: MH_deallocate=0; /* switch to the normal mode. */
99: }
1.8 takayama 100: static int mypower(int x,int n) {
1.1 takayama 101: int a,i;
102: a = 1;
103: for (i=0; i<n; i++) a = a*x;
104: return(a);
105: }
1.9 takayama 106: #ifdef STANDALONE2
1.24 takayama 107: int main(int argc,char *argv[]) {
1.12 takayama 108: int strategy=STRATEGY_DEFAULT;
109: double err[2]={-1.0,-1.0};
110: int i;
1.6 takayama 111: mh_exit(MH_RESET_EXIT); /* standalone mode */
1.10 takayama 112: /* mh_main(argc,argv);
113: mh_freeWorkArea(); */
1.3 takayama 114: mh_main(argc,argv);
1.12 takayama 115: /* showParam(); */
1.18 takayama 116: return(0);
1.2 takayama 117: }
118: #endif
1.4 takayama 119: struct MH_RESULT *mh_main(int argc,char *argv[]) {
1.13 takayama 120: static double *y0=NULL;
1.1 takayama 121: double x0,xn;
122: double ef;
123: int i,rank;
1.4 takayama 124: struct MH_RESULT *rp=NULL;
1.3 takayama 125: extern int MH_deallocate;
1.4 takayama 126: extern int MH_byFile;
127: MH_byFile=1;
128: if (MH_deallocate) { if (y0) mh_free(y0); return(rp); }
1.2 takayama 129: setParam(NULL); MH_Gfname = MH_Dfname = NULL; MH_Verbose=1;
1.1 takayama 130: for (i=1; i<argc; i++) {
1.10 takayama 131: if (strcmp(argv[i],"--idata")==0) {
1.1 takayama 132: inci(i);
1.10 takayama 133: setParam(argv[i]); MH_Verbose=0;
134: }else if (strcmp(argv[i],"--gnuplotf")==0) {
1.1 takayama 135: inci(i);
1.10 takayama 136: MH_Gfname = (char *)mh_malloc(SMAX);
137: strcpy(MH_Gfname,argv[i]);
138: }else if (strcmp(argv[i],"--dataf")==0) {
139: inci(i);
140: MH_Dfname = (char *)mh_malloc(SMAX);
141: strcpy(MH_Dfname,argv[i]);
142: }else if (strcmp(argv[i],"--xmax")==0) {
143: inci(i);
144: sscanf(argv[i],"%lf",&Xng);
145: }else if (strcmp(argv[i],"--step")==0) {
146: inci(i);
147: sscanf(argv[i],"%lg",&MH_Hg);
148: }else if (strcmp(argv[i],"--help")==0) {
149: mh_usage(); return(rp);
150: }else if (strcmp(argv[i],"--raw")==0) {
151: MH_RawName = 1;
152: }else if (strcmp(argv[i],"--test")==0) {
153: inci(i);
154: sscanf(argv[i],"%d",&Testrank);
155: setParamTest();
156: }else if (strcmp(argv[i],"--95")==0) {
157: MH_P95=1;
158: }else if (strcmp(argv[i],"--verbose")==0) {
159: MH_Verbose=1;
160: }else if (strcmp(argv[i],"--bystring")==0) {
161: MH_byFile = 0;
1.20 takayama 162: }else if (strcmp(argv[i],"--strategy")==0) {
163: i++; sscanf(argv[i],"%d",&MH_strategy);
164: }else if (strcmp(argv[i],"--abserr")==0) {
165: i++; sscanf(argv[i],"%lg",&MH_abserr);
166: }else if (strcmp(argv[i],"--relerr")==0) {
167: i++; sscanf(argv[i],"%lg",&MH_relerr);
1.10 takayama 168: }else {
1.22 takayama 169: oxprintfe("Unknown option %s\n",argv[i]);
1.10 takayama 170: mh_usage();
171: return(rp);
172: }
1.1 takayama 173: }
1.2 takayama 174: x0 = MH_X0g;
1.1 takayama 175: xn = Xng;
176: ef = Ef;
177: rank = mypower(2,MH_Mg);
1.2 takayama 178: y0 = (double *) mh_malloc(sizeof(double)*rank);
1.1 takayama 179: for (i=0; i<rank; i++) y0[i] = ef*Iv[i];
1.2 takayama 180: mh_gopen_file();
1.20 takayama 181: rp = (struct MH_RESULT*) mh_malloc(sizeof(struct MH_RESULT));
182:
183: if (MH_strategy) {
184: if (MH_abserr > SIGDIGIT_DEFAULT*myabs(y0[0])) {
185: MH_success = 0;
1.22 takayama 186: oxprintfe("%%%%Warning, abserr seems not to be small enough, abserr=%lg, y[0]=%lg\n",MH_abserr,y0[0]);
1.20 takayama 187: }else{
188: MH_success = 1;
189: }
190: }else{
191: MH_success = 0;
192: }
193: MH_estimated_start_step = estimateHg(MH_Mg,MH_Beta,MH_X0g);
194: if (MH_Verbose) showParam();
1.22 takayama 195: if (MH_Verbose) {for (i=0; i<rank; i++) oxprintf("%lf\n",y0[i]); }
1.19 takayama 196:
1.26 takayama 197: #ifdef C_2F1
198: mh_setabc(MH_A_pFq[0],MH_A_pFq[1],MH_B_pFq[0]);
199: #endif
1.4 takayama 200: *rp=mh_rkmain(x0,y0,xn);
201: return(rp);
1.1 takayama 202: }
203:
1.8 takayama 204: int mh_usage() {
1.22 takayama 205: oxprintfe("Usages:\n");
1.26 takayama 206: #ifdef C_2F1
207: oxprintfe("hgm_w-n-2f1 ");
208: #else
209: oxprintfe("hgm_w-n ");
210: #endif
211: oxprintfe(" [--idata input_data_file --gnuplotf gnuplot_file_name\n");
1.22 takayama 212: oxprintfe(" --dataf output_data_file --raw --xmax xmax --test m --step h]\n");
213: oxprintfe("[ --95 --verbose] \n");
214: oxprintfe("[ --strategy s --abserr ae --relerr re] \n");
215: oxprintfe("s:0 rk, s:1 adaptive, s:2 adaptive&multiply, see rk.c for the default value of ae and re.\n");
216: oxprintfe("strategy default = %d\n",MH_strategy);
217: oxprintfe("--raw does not add data parameters to the output_data_file.\n");
218: 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");
219: oxprintfe("All the eigenvalues of sigma must be simple.\n");
220: oxprintfe("Parameters are specified by the input_data_file.\n");
221: oxprintfe("Parameters are redefined when they appear more than once in the idata file and the command line options.\n");
222: oxprintfe("The format of the input_data_file, which should be generated by the command hgm_jack-n.\n");
223: oxprintfe(" MH_Mg: m, MH_Beta: beta=sigma^(-1)/2 (diagonized), MH_Ng: n, MH_X0g: starting value of x,\n");
224: oxprintfe(" Iv: initial values at MH_X0g*MH_Beta (see our paper how to order them), \n");
225: oxprintfe(" Ef: a scalar factor to the initial value. It may set to 1.\n");
226: oxprintfe(" MH_Hg: h (step size),\n");
227: oxprintfe(" MH_Dp: output data is stored in every MH_Dp steps when output_data_file is specified.\n");
228: oxprintfe(" Xng: terminating value of x.\n\n");
229: oxprintfe("--95: output the 95%% point. --verbose: verbose mode.\n");
230: oxprintfe("The line started with %%%% or # is a comment line.\n");
231: oxprintfe("An example format of the input_data_file can be obtained by executing hgm_jack-n with no option.\n");
232: oxprintfe("When --idata option is used, this command is quiet. Use --verbose option if you want to see some messages.\n");
233: oxprintfe("\nExamples:\n");
234: oxprintfe("[1] ./hgm_w-n \n");
235: oxprintfe("[2] ./hgm_w-n --xmax 20\n");
236: oxprintfe("[3] ./hgm_w-n --test 6\n");
237: oxprintfe(" A test run in Mg=6.\n");
238: oxprintfe("[4] ./hgm_jack-n --idata Testdata/tmp-idata3.txt >t.txt\n");
239: oxprintfe(" ./hgm_w-n --idata t.txt --gnuplotf test-g --verbose\n");
240: oxprintfe(" gnuplot -persist <test-g-gp.txt\n");
241: oxprintfe(" tmp-idata3.txt is a sample input data distributed with this file.\n");
242: oxprintfe(" test-g-gp.txt is an input file of the gnuplot\n");
1.23 takayama 243: oxprintfe(" test-g is the table of x and the values of Pr({y | y<x}).\n"); return(0);
1.1 takayama 244: }
245:
1.8 takayama 246: static int setParamTest() {
1.1 takayama 247: int rank;
248: int i;
249: extern int Testrank;
1.2 takayama 250: extern int MH_Verbose;
251: MH_Verbose=1;
1.1 takayama 252: MH_M= MH_Mg = Testrank ;
253: MH_RANK = rank = mypower(2,MH_Mg);
1.2 takayama 254: MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
1.1 takayama 255: for (i=0; i<MH_Mg; i++) MH_Beta[i] = 1.0+0.1*i;
1.2 takayama 256: MH_Ng = (double *)mh_malloc(sizeof(double)); *MH_Ng = 3.0;
257: Iv = (double *)mh_malloc(sizeof(double)*rank);
1.1 takayama 258: for (i=0; i<rank; i++) Iv[i] = 0;
259: Iv[0] = 0.001;
260: Ef = 1;
1.2 takayama 261: MH_X0g = 0.3;
262: MH_Hg = 0.001;
263: MH_Dp = 1;
1.23 takayama 264: Xng = 10.0; return(0);
1.1 takayama 265: }
1.8 takayama 266: static int setParamDefault() {
1.1 takayama 267: int rank;
268: MH_M=MH_Mg = 2 ;
269: MH_RANK=rank = mypower(2,MH_Mg);
1.2 takayama 270: MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
1.1 takayama 271: MH_Beta[0] = 1.0; MH_Beta[1] = 2.0;
1.2 takayama 272: MH_Ng = (double *)mh_malloc(sizeof(double)); *MH_Ng = 3.0;
273: Iv = (double *)mh_malloc(sizeof(double)*rank);
1.1 takayama 274: Iv[0] = 1.58693;
275: Iv[1] = 0.811369;
276: Iv[2] = 0.846874;
277: Iv[3] = 0.413438;
278: Ef = 0.01034957388338225707;
1.2 takayama 279: MH_X0g = 0.3;
280: MH_Hg = 0.001;
281: MH_Dp = 1;
1.23 takayama 282: Xng = 10.0; return(0);
1.1 takayama 283: }
284:
1.8 takayama 285: static int next(struct SFILE *sfp,char *s,char *msg) {
1.1 takayama 286: s[0] = '%';
287: while (s[0] == '%') {
1.10 takayama 288: if (!mh_fgets(s,SMAX,sfp)) {
1.22 takayama 289: oxprintfe("Data format error at %s\n",msg);
1.10 takayama 290: mh_exit(-1);
291: }
292: if (s[0] != '%') return(0);
1.23 takayama 293: } return(0);
1.1 takayama 294: }
1.8 takayama 295: static int setParam(char *fname) {
1.1 takayama 296: int rank;
297: char s[SMAX];
1.4 takayama 298: struct SFILE *fp;
1.1 takayama 299: int i;
1.20 takayama 300: struct mh_token tk;
1.3 takayama 301: extern int MH_deallocate;
1.4 takayama 302: extern int MH_byFile;
1.3 takayama 303: if (MH_deallocate) {
1.10 takayama 304: if (MH_Beta) mh_free(MH_Beta);
305: if (MH_Ng) mh_free(MH_Ng);
306: if (Iv) mh_free(Iv);
307: return(0);
1.3 takayama 308: }
1.1 takayama 309: if (fname == NULL) return(setParamDefault());
310:
1.4 takayama 311: if ((fp=mh_fopen(fname,"r",MH_byFile)) == NULL) {
1.22 takayama 312: oxprintfe("File %s is not found.\n",fname);
1.10 takayama 313: mh_exit(-1);
1.1 takayama 314: }
315: next(fp,s,"MH_Mg(m)");
316: sscanf(s,"%d",&MH_Mg); MH_M=MH_Mg;
317: MH_RANK=rank = mypower(2,MH_Mg);
318:
1.2 takayama 319: MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
1.1 takayama 320: for (i=0; i<MH_Mg; i++) {
321: next(fp,s,"MH_Beta");
1.10 takayama 322: sscanf(s,"%lf",&(MH_Beta[i]));
1.1 takayama 323: }
324:
1.2 takayama 325: MH_Ng = (double *)mh_malloc(sizeof(double));
326: next(fp,s,"MH_Ng(freedom parameter n)");
327: sscanf(s,"%lf",MH_Ng);
1.1 takayama 328:
1.2 takayama 329: next(fp,s,"MH_X0g(initial point)");
330: sscanf(s,"%lf",&MH_X0g);
1.1 takayama 331:
1.2 takayama 332: Iv = (double *)mh_malloc(sizeof(double)*rank);
1.1 takayama 333: for (i=0; i<rank; i++) {
1.10 takayama 334: next(fp,s,"Iv(initial values)");
335: sscanf(s,"%lg",&(Iv[i]));
1.1 takayama 336: }
337:
338: next(fp,s,"Ef(exponential factor)");
339: sscanf(s,"%lg",&Ef);
340:
1.2 takayama 341: next(fp,s,"MH_Hg (step size of rk)");
342: sscanf(s,"%lg",&MH_Hg);
1.1 takayama 343:
1.2 takayama 344: next(fp,s,"MH_Dp (data sampling period)");
345: sscanf(s,"%d",&MH_Dp);
1.1 takayama 346:
347: next(fp,s,"Xng (the last point, cf. --xmax)");
348: sscanf(s,"%lf",&Xng);
1.20 takayama 349:
350: /* Reading the optional parameters */
351: while ((tk = mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_EOF) {
352: /* expect ID */
353: if (tk.type != MH_TOKEN_ID) {
1.22 takayama 354: oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
1.20 takayama 355: }
356: if ((strcmp(s,"abserr")==0) || (strcmp(s,"abserror")==0)) {
357: if (mh_getoken(s,SMAX-1,fp).type != MH_TOKEN_EQ) {
1.22 takayama 358: oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
1.20 takayama 359: }
360: if ((tk=mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_DOUBLE) {
1.22 takayama 361: oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
1.20 takayama 362: }
363: MH_abserr = tk.dval;
364: continue;
365: }
366: if ((strcmp(s,"relerr")==0) || (strcmp(s,"relerror")==0)) {
367: if (mh_getoken(s,SMAX-1,fp).type != MH_TOKEN_EQ) {
1.22 takayama 368: oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
1.20 takayama 369: }
370: if ((tk=mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_DOUBLE) {
1.22 takayama 371: oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
1.20 takayama 372: }
373: MH_relerr = tk.dval;
374: continue;
375: }
376: if (strcmp(s,"strategy")==0) {
377: if (mh_getoken(s,SMAX-1,fp).type != MH_TOKEN_EQ) {
1.22 takayama 378: oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
1.20 takayama 379: }
380: if ((tk=mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_INT) {
1.22 takayama 381: oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
1.20 takayama 382: }
383: MH_strategy = tk.ival;
384: continue;
385: }
1.26 takayama 386: // Format: #p_pFq=2 1.5 3.2
387: if (strcmp(s,"p_pFq")==0) {
388: if (mh_getoken(s,SMAX-1,fp).type != MH_TOKEN_EQ) {
389: oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
390: }
391: if ((tk=mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_INT) {
392: oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
393: }
394: MH_P_pFq = tk.ival;
395: for (i=0; i<MH_P_pFq; i++) {
396: if ((tk=mh_getoken(s,SMAX-1,fp)).type == MH_TOKEN_DOUBLE) {
397: MH_A_pFq[i] = tk.dval;
398: }else if (tk.type == MH_TOKEN_INT) {
399: MH_A_pFq[i] = tk.ival;
400: }else{
401: oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
402: }
403: }
404: continue;
405: }
406: if (strcmp(s,"q_pFq")==0) {
407: if (mh_getoken(s,SMAX-1,fp).type != MH_TOKEN_EQ) {
408: oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
409: }
410: if ((tk=mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_INT) {
411: oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
412: }
413: MH_Q_pFq = tk.ival;
414: for (i=0; i<MH_Q_pFq; i++) {
415: if ((tk=mh_getoken(s,SMAX-1,fp)).type == MH_TOKEN_DOUBLE) {
416: MH_B_pFq[i] = tk.dval;
417: }else if (tk.type == MH_TOKEN_INT) {
418: MH_B_pFq[i] = tk.ival;
419: }else{
420: oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
421: }
422: }
423: continue;
424: }
1.27 ! takayama 425: if (strcmp(s,"ef_type")==0) {
! 426: if (mh_getoken(s,SMAX-1,fp).type != MH_TOKEN_EQ) {
! 427: oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
! 428: }
! 429: if ((tk=mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_INT) {
! 430: oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
! 431: }
! 432: MH_Ef_type = tk.ival;
! 433: continue;
! 434: }
1.25 takayama 435: oxprintfe("Unknown ID for wmain.c (old...) at %s.\n",s); mh_exit(-1);
1.20 takayama 436: }
437:
1.23 takayama 438: mh_fclose(fp); return(0);
1.1 takayama 439: }
440:
1.20 takayama 441: static int showParam() {
1.1 takayama 442: int rank,i;
1.12 takayama 443: extern int MH_strategy;
444: extern double MH_abserr;
445: extern double MH_relerr;
1.1 takayama 446: rank = mypower(2,MH_Mg);
1.22 takayama 447: oxprintf("%%MH_Mg=\n%d\n",MH_Mg);
1.1 takayama 448: for (i=0; i<MH_Mg; i++) {
1.22 takayama 449: oxprintf("%%MH_Beta[%d]=\n%lf\n",i,MH_Beta[i]);
1.1 takayama 450: }
1.22 takayama 451: oxprintf("%%MH_Ng=\n%lf\n",*MH_Ng);
452: oxprintf("%%MH_X0g=\n%lf\n",MH_X0g);
1.1 takayama 453: for (i=0; i<rank; i++) {
1.22 takayama 454: oxprintf("%%Iv[%d]=\n%lg\n",i,Iv[i]);
1.1 takayama 455: }
1.22 takayama 456: oxprintf("%%Ef=\n%lf\n",Ef);
457: oxprintf("%%MH_Hg=\n%lf\n",MH_Hg);
458: oxprintf("%%MH_Dp=\n%d\n",MH_Dp);
459: oxprintf("%%Xng=\n%lf\n",Xng);
460: oxprintf("%%strategy=%d\n",MH_strategy);
461: oxprintf("%%abserr=%lg, %%relerr=%lg\n",MH_abserr,MH_relerr);
462: oxprintf("#MH_success=%d\n",MH_success);
463: oxprintf("#MH_coeff_max=%lg\n",MH_coeff_max);
1.26 takayama 464: oxprintf("#MH_estimated_start_step=%lg\n",MH_estimated_start_step);
1.27 ! takayama 465: oxprintf("%%ef_type=%d\n",MH_Ef_type);
1.26 takayama 466: #ifdef C_2F1
467: oxprintf("%%q_pFq=%d, ",MH_P_pFq);
468: for (i=0; i<MH_P_pFq; i++) {
469: if (i != MH_P_pFq-1) oxprintf(" %lg,",MH_A_pFq[i]);
470: else oxprintf(" %lg\n",MH_A_pFq[i]);
471: }
472: oxprintf("%%q_pFq=%d, ",MH_Q_pFq);
473: for (i=0; i<MH_Q_pFq; i++) {
474: if (i != MH_Q_pFq-1) oxprintf(" %lg,",MH_B_pFq[i]);
475: else oxprintf(" %lg\n",MH_B_pFq[i]);
476: }
477: #endif
478: return(0);
1.1 takayama 479: }
480:
1.20 takayama 481: static double estimateHg(int m, double beta[],double x0) {
482: int i,j;
483: double dmin;
484: double cmax;
485: double h;
486: /* mynote on 2014.03.15 */
487: if (m>1) dmin = myabs(beta[1]-beta[0]);
488: else dmin=myabs(beta[0]);
489: for (i=0; i<m; i++) {
490: for (j=i+1; j<m; j++) {
491: if (myabs(beta[i]-beta[j]) < dmin) dmin = myabs(beta[i]-beta[j]);
492: }
493: }
494: dmin = dmin*x0*2;
495: cmax = 1.0;
496: for (i=0; i<m; i++) cmax = cmax*dmin;
497: cmax = 1.0/cmax;
498: MH_coeff_max=cmax;
499: h = exp(log(MH_abserr/cmax)/5.0);
500: MH_estimated_start_step = h;
501: return h;
502: }
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