inst/OldCode/cproc.shortcut.r

Profile.Cproc <- function(fn,data,times,pars,coefs=NULL,basisvals=NULL,var=c(1,0.01),
                        fd.obj=NULL,more=NULL,quadrature=NULL,
                        in.meth='nlminb',out.meth='BFGS',
                        control.in,control.out,eps=1e-6,active=NULL,pos=0)
{
    if(is.null(active)){ active = 1:length(pars) }

    profile.obj = Cproc.setup(pars,coefs,fn,basisvals,var,fd.obj,more,
    times,quadrature,eps=1e-6,pos=pos)
    
    lik  = profile.obj$lik
    proc = profile.obj$proc
    coefs = profile.obj$coefs
     
 #   if(file.exists('curcoefs.tmp')){file.remove('curcoefs.tmp')}
#    if(file.exists('optcoefs.tmp')){file.remove('optcoefs.tmp')}
#
#    ncoefs = inneropt(data,times,pars,coefs,lik,proc,in.meth,control.in)
#
    apars = pars[active]
    aparamnames = names(apars)
    
    res = outeropt(data,times,pars,ncoefs,lik,proc,in.meth,out.meth,control.in,control.out,active)
    
    apars = res$pars[active]
    names(apars) = aparamnames
    ncoefs = as.matrix(read.table(file='curcoefs.tmp'))
    
    pars[active] = apars

   
#    if(file.exists('curcoefs.tmp')){file.remove('curcoefs.tmp')}
#    if(file.exists('optcoefs.tmp')){file.remove('optcoefs.tmp')}
#

    if(!is.null(fd.obj)){
      fd.obj = fd(ncoefs,fd.obj$basis)
      return( list(pars=pars,fd=fd.obj,lik=lik,proc=proc,res$res) )
    }
    else{
      return( list(pars=pars,coefs=ncoefs,lik=lik,proc=proc,res$res) )
    }
}


Cproc.setup = function(pars,coefs=NULL,fn,basisvals=NULL,var=c(1,0.01),fd.obj=NULL,
  more=NULL,times=NULL,quadrature=NULL,eps=1e-6,pos=0)
{

    if(!is.null(fd.obj)){                 # If an fd object is provided, it overrides
      basisvals = fd.obj$basis            # the basis and function values

      if(!is.null(fd.obj$coefs)){
        coefs = fd.obj$coefs
      }

      colnames = fd.obj$fdnames[[3]]
    }
    else{
      colnames = NULL
    }


    lik = make.multinorm()
    lik$more = c(make.id(),make.cvar())
    lik$more$f.more = NULL
    lik$more$v.more= list(mat=var[1]*diag(rep(1,2)),sub=matrix(0,0,3))

    if(length(dim(coefs))>2){
      if(is.null(colnames)){
        colnames = dimnames(coefs)[[3]]
      }
      nrep = dim(coefs)[2]
      coefs = matrix(coefs,dim(coefs)[1]*dim(coefs)[2],dim(coefs)[3])
    }
    else{
      nrep = 1
      colnames = colnames(coefs)
    }

    if(pos==0){proc = make.Cproc()}
    else{proc = make.exp.Cproc()}
    
    proc$more = make.multinorm()

    if(is.list(fn)){
      proc$more$more = c(fn,make.cvar())
      proc$more$more$f.more = NULL
      proc$more$more$v.more = list(mat=var[2]*diag(rep(1,2)),sub=matrix(0,0,3))
      proc$more$eps = eps
      proc$more$more$more = more
    }
    else if(is.function(fn)){
      proc$more$more = c(make.findif.ode(),make.cvar())
      proc$more$more$fn = fn
      proc$more$more$more = more
    }
    else{
      stop('fn must be either a list of functions or a function')
    }

    proc$more$names = colnames
    proc$more$parnames = names(pars)


    if(is.basis(basisvals)){
      if(is.null(times)){
        stop('if basisvals is is a basis object, you must specify the observation times')
      }

      # lik$bvals = diag(rep(1,nrep)) %x% eval.basis(times,basisvals)
       lik$bvals = Matrix(diag(rep(1,nrep)) %x% eval.basis(times,basisvals),sparse=TRUE)
       
      if(is.null(quadrature) | is.null(quadrature$qpts)){
        knots = c(basisvals$rangeval[1],basisvals$params,basisvals$rangeval[2])
        qpts = knots[-length(knots)] + diff(knots)/2
      
      }
      else{
        qpts = quadrature$qpts
      }

      proc$bvals = list()
     # proc$bvals$bvals = diag(rep(1,nrep)) %x% eval.basis(qpts,basisvals)
     # proc$bvals$dbvals = diag(rep(1,nrep))%x% eval.basis(qpts,basisvals,1)
      proc$bvals$bvals = Matrix(diag(rep(1,nrep)) %x% eval.basis(qpts,basisvals,0),sparse=TRUE)
      proc$bvals$dbvals = Matrix(diag(rep(1,nrep))%x% eval.basis(qpts,basisvals,1),sparse=TRUE)
      proc$more$qpts=qpts
    }
    else{                                   # quadrature is ignored if basisvals
                                            # is not a basis object
      lik$bvals = basisvals$bvals.obs

      proc$bvals =  list(bvals=basisvals$bvals,dbvals=basisvals$dbvals)
      proc$more$qpts = basisvals$qpts


    }

    return( list(lik=lik,proc=proc,coefs=coefs) )

}

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CollocInfer documentation built on May 2, 2019, 4:03 a.m.