Browse code

add marginalized

Michi authored on11/06/2012 09:33:09
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@@ -57,14 +57,74 @@ minimum_lin=min(lin_arr)
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 best_m_lin = m_vec[which(lin_arr == minimum_lin,arr.ind=TRUE)[2]]
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 best_b_lin = b_vec[which(lin_arr == minimum_lin,arr.ind=TRUE)[1]]
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 points(x_vec, linrel(x_vec,best_m_lin,best_b_lin), type="l", col="blue", xlab='x',ylab='f(x)=y')
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-minimum_con=min(lin_arr)
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+minimum_con=min(con_arr)
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 best_b_con = b_vec[which(con_arr == minimum_con,arr.ind=TRUE)[1]]
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 points(x_vec, rep(conrel(best_b_lin),41), type="l", col="yellow", xlab='x',ylab='f(x)=y')
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 #Probelm3
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 norm = function(a) 1/sum(a) * a
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-posterior_qua =  exp(-0.5 *(norm(qua_arr) - minimum_qua))
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-posterior_lin =  exp(-0.5 *(norm(lin_arr) - minimum_lin))
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-posterior_con =  exp(-0.5 *(norm(con_arr) - minimum_con))
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+posterior_qua =  exp(-0.5 *(norm(qua_arr) - norm(qua_arr)[which(qua_arr == minimum_qua,arr.ind=TRUE)]))
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+posterior_lin =  exp(-0.5 *(norm(lin_arr) - norm(lin_arr)[which(lin_arr == minimum_lin,arr.ind=TRUE)]))
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+posterior_con =  exp(-0.5 *(norm(con_arr) - norm(con_arr)[which(con_arr == minimum_con,arr.ind=TRUE)]))
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+
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+#integration numerically function
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+int = function(x_vec, y_vec){
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+	A=0
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+	step=(max(x_vec)-min(x_vec))/(length(x_vec))
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+	for (i in y_vec){
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+		A=A+step*i
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+		}
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+	return(A)
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+}
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+
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+dim_m = length(m_vec)
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+dim_a = length(a_vec)
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+dim_b = length(b_vec)
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+
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+#Marginalization of posterior_quad over a
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+int_qua_a=array(0, c(dim_m, dim_b))
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+for (i in (1:dim_m)){
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+	for (j in (1:dim_b)){
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+		I=int(a_vec, norm(posterior_qua[j,i,]))
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+		int_qua_a[i,j]=I
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+	}
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+}
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+
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+#Marginalization of posterior_quad over b
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+int_qua_b=array(0, c(dim_m, dim_a))
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+for (i in (1:dim_m)){
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+	for (j in (1:dim_a)){
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+		I=int(b_vec, norm(posterior_qua[,i,j]))
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+		int_qua_b[i,j]=I
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+	}
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+}
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+#Marginalization of posterior_quad over m
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+int_qua_m=array(0, c(dim_a, dim_b))
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+for (i in (1:dim_a)){
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+	for (j in (1:dim_b)){
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+		I=int(m_vec, norm(posterior_qua[j,,i]))
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+		int_qua_m[i,j]=I
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+	}
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+}
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+
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+#Marginalization of posterior_lin over b and m
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+int_lin_b=array(0, dim=c(length(m_vec)))
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+for (i in (1:length(m_vec))){
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+	I=int(b_vec, norm(posterior_lin[i,]))
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+		int_lin_b[i]=I
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+}
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+
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+int_lin_m=array(0, dim=c(length(b_vec)))
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+for (i in (1:length(b_vec))){
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+	I=int(m_vec, norm(posterior_lin[,i]))
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+		int_lin_m[i]=I
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+}
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+
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+
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+#Marginalization of posterior_con over b
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+
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+int_lin_m=array(0, dim=c(dim_b))
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+I=int(b_vec, norm(posterior_con))
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+int_con_b=I