Nothing
##
## PURPOSE: Computation of the predictive pairwise joint densities
## * default method
##
## AUTHOR: Arnost Komarek (LaTeX: Arno\v{s}t Kom\'arek)
## arnost.komarek[AT]mff.cuni.cz
##
## CREATED: 03/12/2007
## 15/03/2017 .C call uses registered routines
##
## FUNCTION: NMixPredDensJoint2.default (03/12/2007)
##
## ======================================================================
## *************************************************************
## NMixPredDensJoint2.default
## *************************************************************
##
## Z ~ sum w[j] N(mu[j], (Li[j] %*% Li[j])^{-1})
## It computes bivariate joint densities of (X[d],X[c]), where
## X[d] = scale$shift[d] + scale$scale[d] * Z[d]
## X[c] = scale$shift[c] + scale$scale[c] * Z[c]
##
NMixPredDensJoint2.default <- function(x, scale, K, w, mu, Li, Krandom=TRUE, ...)
{
thispackage <- "mixAK"
## Dimension of the normal mixture
if (!is.list(x)) stop("x must be a list")
p <- length(x)
if (p < 2) stop("length of x must be 2 or more")
LTp <- p * (p + 1)/2
if (is.null(names(x))) names(x) <- paste("x", (1:p), sep="")
## scale
if (missing(scale)) scale <- list(shift=rep(0, p), scale=rep(1, p))
if (!is.list(scale)) stop("scale must be a list")
if (length(scale) != 2) stop("scale must have 2 components")
inscale <- names(scale)
iscale.shift <- match("shift", inscale, nomatch=NA)
iscale.scale <- match("scale", inscale, nomatch=NA)
if (is.na(iscale.shift)) stop("scale$shift is missing")
if (length(scale$shift) == 1) scale$shift <- rep(scale$shift, p)
if (length(scale$shift) != p) stop(paste("scale$shift must be a vector of length ", p, sep=""))
if (is.na(iscale.scale)) stop("scale$scale is missing")
if (length(scale$scale) == 1) scale$scale <- rep(scale$scale, p)
if (length(scale$scale) != p) stop(paste("scale$scale must be a vector of length ", p, sep=""))
if (any(scale$scale <= 0)) stop("all elements of scale$scale must be positive")
## Check chains
Kmax <- max(K)
if (any(K <= 0)) stop("all K's must be positive")
if (Krandom){
M <- length(K)
sumK <- sum(K)
}else{
K <- K[1]
M <- length(w)/K
sumK <- K * M
}
if (length(w) != sumK) stop("incorrect w supplied")
if (length(mu) != p*sumK) stop("incorrect mu supplied")
if (length(Li) != LTp*sumK) stop("incorrect Li supplied")
## Lengths of grids in each margin
n <- sapply(x, length)
if (any(n <= 0)) stop("incorrect x supplied")
## Lengths of grids for each pair
lgrids <- numeric(0)
for (m0 in 1:(p-1)){
for (m1 in (m0+1):p){
lgrids <- c(lgrids, n[m0]*n[m1])
}
}
## Total length of the grid
lgrid <- sum(lgrids)
clgrids <- c(0, cumsum(lgrids))
## Adjust grids with respect to scaling and compute det(S), det(S) is not needed here
grid <- list()
for (d in 1:p) grid[[d]] <- (x[[d]] - scale$shift[d])/scale$scale[d]
#detS <- prod(scale$scale)
RES <- .C(C_NMix_PredDensJoint2,
dens=double(lgrid),
densK=double(lgrid*Kmax),
freqK=integer(Kmax),
propK=double(Kmax),
dwork=double(6+LTp+2+3),
err=integer(1),
y=as.double(unlist(grid)),
p=as.integer(p),
n=as.integer(n),
chK=as.integer(K),
chw=as.double(w),
chmu=as.double(mu),
chLi=as.double(Li),
M=as.integer(M),
Kmax=as.integer(Kmax),
Krandom=as.integer(Krandom),
PACKAGE=thispackage)
if (RES$err) stop("Something went wrong.")
RET <- list(x=x, freqK=RES$freqK, propK=RES$propK, MCMC.length=M)
if (p == 2){
RET$dens[[1]] <- matrix(RES$dens, nrow=n[1], ncol=n[2]) / (scale$scale[1]*scale$scale[2])
RET$densK[[1]] <- list()
for (j in 1:Kmax){
RET$densK[[1]][[j]] <- matrix(RES$densK[((j-1)*lgrid+1):(j*lgrid)], nrow=n[1], ncol=n[2]) / (scale$scale[1]*scale$scale[2])
}
names(RET$dens) <- names(RET$densK) <- "1-2"
}else{
RET$dens <- RET$densK <- list()
pp <- 1
NAMEN <- character(0)
for (m0 in 1:(p-1)){
for (m1 in (m0+1):p){
RET$dens[[pp]] <- matrix(RES$dens[(clgrids[pp]+1):clgrids[pp+1]], nrow=n[m0], ncol=n[m1]) / (scale$scale[m0]*scale$scale[m1])
RET$densK[[pp]] <- list()
NAMEN <- c(NAMEN, paste(m0, "-", m1, sep=""))
for (j in 1:Kmax){
RET$densK[[pp]][[j]] <- matrix(RES$densK[((j-1)*lgrid + clgrids[pp] + 1):((j-1)*lgrid + clgrids[pp+1])], nrow=n[m0], ncol=n[m1]) / (scale$scale[m0]*scale$scale[m1])
}
pp <- pp + 1
}
}
names(RET$dens) <- names(RET$densK) <- NAMEN
}
class(RET) <- "NMixPredDensJoint2"
return(RET)
}
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