Nothing
fMP_Chol <-
function(listdata, param, PointsW) {
## model 3
m = c(listdata$M1,listdata$M2);
p1 = listdata$P1; p2 = listdata$P2;
rG = listdata$rG;
aM = param$aM; cM = param$cM; eM = param$eM;
aU = param$aU; cU = param$cU; eU = param$eU;
muM = param$muM;
muP = param$muP;
aC = param$aC; cC = param$cC; eC = param$eC;
Points = PointsW$Points;
W = PointsW$W;
K3 = length(W);
entry1 = aM^2 + cM^2 + eM^2;
entry2 = aM^2*rG + cM^2;
SigmaM = matrix(c(entry1, entry2,
entry2, entry1),2,2);
invSigmaM = solve(SigmaM);
fm = log(2*pi) + 0.5*log(det(SigmaM)) + 0.5*(m-muM)%*%invSigmaM%*%(m-muM);
SigmaAC = matrix(c( 1, rG, 0,
rG, 1, 0,
0, 0, 1), 3,3)
SigmaACM = matrix(c( aM, aM*rG, cM, aM*rG, aM, cM), 3,2)
covAC_M = SigmaAC - SigmaACM %*%invSigmaM%*%t(SigmaACM);
trans = sqrt(2)*t(chol(covAC_M));
tmpA = SigmaACM %*% invSigmaM;
tmpB = tmpA %*% c(muM,muM);
tmpC = tmpA %*% m - tmpB;
tmpD = matrix(rep(tmpC,K3),3,K3)
AC = tmpD + trans %*% Points;
CC = t(matrix(rep(AC[3,],2),K3,2))
tmpA = matrix(rep(m-muM,K3),2,K3)
E = (tmpA - aM*AC[1:2,] - cM*CC) / eM;
muP_ACM = muP + aC*AC[1:2,] + cC*CC + eC*E;
entry11 = aU^2 + cU^2 + eU^2;
entry12 = aU^2*rG + cU^2;
entry22 = entry11;
det_covP_ACM = entry11^2 - entry12^2;
infind = det_covP_ACM < 1e-6;
entry11[infind] = 1e-3;
entry12[infind] = 0;
entry22[infind] = 1e-3;
tmpA = (p1-muP_ACM[1,])*entry22 - (p2-muP_ACM[2,])*entry12;
tmpB = -(p1-muP_ACM[1,])*entry12 + (p2-muP_ACM[2,])*entry11;
tmpC = (tmpA*(p1-muP_ACM[1,]) + tmpB*(p2-muP_ACM[2,])) / det_covP_ACM;
inversevalue = 2*pi*sqrt(det_covP_ACM)*exp(0.5*tmpC);
fp_M = -log(sum(W/inversevalue)) + 1.5*log(pi);
return(fm+fp_M);
}
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