line::infer::smp_infer_detail Namespace Reference

Typedefs
using	Objective = std::function<double(const std::vector<double>&)>

Functions
double	nanmax (const std::vector< double > &v)
	MATLAB's max over a vector: NaNs ignored, NaN when every entry is one.
void	nm_run (const Objective &f, const std::vector< double > &x0, double tolx, double tolf, std::size_t maxit, std::vector< double > &xb, double &fb)
	One run of the reference's Nelder-Mead (nmRun).
std::vector< double >	nelder_mead (const Objective &f, const std::vector< double > &x0, const SmpOptions &opt)
	nelderMead: restart nm_run from its own optimum, at most four runs.
std::vector< double >	hessian_se (const Objective &f, const std::vector< double > &x)
	hessianSE: central-difference Hessian with steps 1e-4 max(1, |x|), its Cholesky factor H = R'R, and se = sqrt(rowsum((R \ I).
std::vector< double >	linpred (const Matrix< double > &Z, const std::vector< std::size_t > &rows, const std::vector< std::size_t > &cov, const double *beta)
	Z(rows, cov) * beta, one value per row.
void	fit_intensity_arc (const std::string &family, const std::vector< double > &t, const std::vector< char > &ev, const Matrix< double > &Z, const std::vector< std::size_t > &rows, const std::vector< std::size_t > &cov, const SmpOptions &opt, std::vector< double > &th, std::vector< double > &be, std::vector< double > &se, double &ll)
	fitIntensityArc: one transition of Approach II, its events ev among the sojourns t.
std::vector< double >	expand_beta (const std::vector< double > &be, const std::vector< std::size_t > &cov, std::size_t p)
	expandBeta: the effects of the selected covariates, zero elsewhere.
void	fit_sojourn_state (std::size_t i, const std::vector< std::size_t > &dests, const std::vector< std::vector< std::string > > &fam, const std::vector< double > &t, const std::vector< std::size_t > &to, const Matrix< double > &Z, const std::vector< std::size_t > &rows, const std::vector< std::vector< std::vector< bool > > > &mask, std::size_t p, const SmpOptions &opt, std::vector< SmpArc > &arcs, double &ll, std::size_t &np)
	fitSojournState: state i of Approach I.

Typedef Documentation

Objective

using line::infer::smp_infer_detail::Objective = std::function<double(const std::vector<double>&)>

Definition at line 258 of file infer_smp.h.

Function Documentation

expand_beta()

std::vector< double > line::infer::smp_infer_detail::expand_beta ( const std::vector< double > & be, const std::vector< std::size_t > & cov, std::size_t p )

inline

expandBeta: the effects of the selected covariates, zero elsewhere.

Definition at line 515 of file infer_smp.h.

References expand_beta().

Referenced by expand_beta(), and fit_sojourn_state().

fit_intensity_arc()

void line::infer::smp_infer_detail::fit_intensity_arc ( const std::string & family, const std::vector< double > & t, const std::vector< char > & ev, const Matrix< double > & Z, const std::vector< std::size_t > & rows, const std::vector< std::size_t > & cov, const SmpOptions & opt, std::vector< double > & th, std::vector< double > & be, std::vector< double > & se, double & ll )

inline

fitIntensityArc: one transition of Approach II, its events ev among the sojourns t.

Definition at line 469 of file infer_smp.h.

References fit_intensity_arc(), hessian_se(), line::infer::infer_smp_family_logfs(), line::infer::infer_smp_family_npar(), line::infer::infer_smp_family_theta0(), linpred(), nelder_mead(), and line::infer::smp_family_name().

Referenced by fit_intensity_arc().

fit_sojourn_state()

void line::infer::smp_infer_detail::fit_sojourn_state ( std::size_t i, const std::vector< std::size_t > & dests, const std::vector< std::vector< std::string > > & fam, const std::vector< double > & t, const std::vector< std::size_t > & to, const Matrix< double > & Z, const std::vector< std::size_t > & rows, const std::vector< std::vector< std::vector< bool > > > & mask, std::size_t p, const SmpOptions & opt, std::vector< SmpArc > & arcs, double & ll, std::size_t & np )

inline

fitSojournState: state i of Approach I.

The parameter vector is laid out [logits of destinations 2..m; theta_1; beta_1; theta_2; beta_2; ...].

Definition at line 526 of file infer_smp.h.

References line::infer::SmpArc::beta, expand_beta(), line::infer::SmpArc::family, fit_sojourn_state(), line::infer::SmpArc::from, hessian_se(), line::infer::infer_smp_family_logfs(), line::infer::infer_smp_family_natural(), line::infer::infer_smp_family_npar(), line::infer::infer_smp_family_theta0(), linpred(), nelder_mead(), line::infer::SmpArc::nevents, line::infer::SmpArc::params, line::infer::SmpArc::prob, line::infer::SmpArc::se, line::infer::smp_family_name(), line::infer::SmpArc::theta, and line::infer::SmpArc::to.

Referenced by fit_sojourn_state().

hessian_se()

std::vector< double > line::infer::smp_infer_detail::hessian_se ( const Objective & f, const std::vector< double > & x )

inline

hessianSE: central-difference Hessian with steps 1e-4 max(1, |x|), its Cholesky factor H = R'R, and se = sqrt(rowsum((R \ I).

^2)); NaN everywhere when H is not finite or not positive definite.

Definition at line 401 of file infer_smp.h.

References hessian_se().

Referenced by fit_intensity_arc(), fit_sojourn_state(), and hessian_se().

linpred()

std::vector< double > line::infer::smp_infer_detail::linpred ( const Matrix< double > & Z, const std::vector< std::size_t > & rows, const std::vector< std::size_t > & cov, const double * beta )

inline

Z(rows, cov) * beta, one value per row.

Definition at line 457 of file infer_smp.h.

References linpred().

Referenced by fit_intensity_arc(), fit_sojourn_state(), and linpred().

nanmax()

double line::infer::smp_infer_detail::nanmax ( const std::vector< double > & v )

inline

MATLAB's max over a vector: NaNs ignored, NaN when every entry is one.

Definition at line 261 of file infer_smp.h.

References nanmax().

Referenced by nanmax(), and nm_run().

nelder_mead()

std::vector< double > line::infer::smp_infer_detail::nelder_mead ( const Objective & f, const std::vector< double > & x0, const SmpOptions & opt )

inline

nelderMead: restart nm_run from its own optimum, at most four runs.

Definition at line 377 of file infer_smp.h.

References nelder_mead(), and nm_run().

Referenced by fit_intensity_arc(), fit_sojourn_state(), and nelder_mead().

nm_run()

void line::infer::smp_infer_detail::nm_run ( const Objective & f, const std::vector< double > & x0, double tolx, double tolf, std::size_t maxit, std::vector< double > & xb, double & fb )

inline

One run of the reference's Nelder-Mead (nmRun).

Definition at line 271 of file infer_smp.h.

References nanmax(), and nm_run().

Referenced by nelder_mead(), and nm_run().