library(PCMBase)
library(PCMFit)
listParameterizationsBM <- list(
X0 = list(c("VectorParameter", "_Omitted")),
Sigma_x = list(
c("MatrixParameter", "_UpperTriangularWithDiagonal", "_WithNonNegativeDiagonal"),
c("MatrixParameter", "_Diagonal", "_WithNonNegativeDiagonal"),
c("MatrixParameter", "_ScalarDiagonal", "_WithNonNegativeDiagonal")),
Sigmae_x = list(
c("MatrixParameter", "_UpperTriangularWithDiagonal", "_WithNonNegativeDiagonal"),
c("MatrixParameter", "_Diagonal", "_WithNonNegativeDiagonal"),
c("MatrixParameter", "_ScalarDiagonal", "_WithNonNegativeDiagonal"),
c("MatrixParameter", "_Omitted"))
)
listParameterizationsOU <- list(
X0 = list(
c("VectorParameter", "_Omitted")),
H = list(
c("MatrixParameter", "_Schur", "_WithNonNegativeDiagonal", "_Transformable"),
c("MatrixParameter", "_Schur", "_UpperTriangularWithDiagonal", "_WithNonNegativeDiagonal", "_Transformable"),
c("MatrixParameter", "_Schur", "_Diagonal", "_WithNonNegativeDiagonal", "_Transformable"),
c("MatrixParameter", "_Schur", "_ScalarDiagonal", "_WithNonNegativeDiagonal", "_Transformable"),
c("MatrixParameter", "_Schur", "_WithNonNegativeDiagonal", "_Transformable", "_Global"),
c("MatrixParameter", "_Schur", "_UpperTriangularWithDiagonal", "_WithNonNegativeDiagonal", "_Transformable", "_Global"),
c("MatrixParameter", "_Schur", "_Diagonal", "_WithNonNegativeDiagonal", "_Transformable", "_Global"),
c("MatrixParameter", "_Schur", "_ScalarDiagonal", "_WithNonNegativeDiagonal", "_Transformable", "_Global")),
Theta = list(c("VectorParameter")),
Sigma_x = list(
c("MatrixParameter", "_UpperTriangularWithDiagonal", "_WithNonNegativeDiagonal"),
c("MatrixParameter", "_Diagonal", "_WithNonNegativeDiagonal"),
c("MatrixParameter", "_ScalarDiagonal", "_WithNonNegativeDiagonal")),
Sigmae_x = list(
c("MatrixParameter", "_UpperTriangularWithDiagonal", "_WithNonNegativeDiagonal"),
c("MatrixParameter", "_Diagonal", "_WithNonNegativeDiagonal"),
c("MatrixParameter", "_ScalarDiagonal", "_WithNonNegativeDiagonal"),
c("MatrixParameter", "_Omitted"))
)
PCMGenerateParameterizations(
structure(0.0, class="BM"), listParameterizations = listParameterizationsBM)
PCMGenerateParameterizations(
structure(0.0, class="OU"), listParameterizations = listParameterizationsOU)
modelTypes <- PCMModels()
initMapping = c(
"BM__Omitted_X0__Diagonal_WithNonNegativeDiagonal_Sigma_x__UpperTriangularWithDiagonal_WithNonNegativeDiagonal_Sigmae_x",
"BM__Omitted_X0__Diagonal_WithNonNegativeDiagonal_Sigma_x__Omitted_Sigmae_x",
"BM__Omitted_X0__Diagonal_WithNonNegativeDiagonal_Sigma_x__ScalarDiagonal_WithNonNegativeDiagonal_Sigmae_x",
"OU__Omitted_X0__Schur_Diagonal_WithNonNegativeDiagonal_Transformable_Global_H__Theta__Diagonal_WithNonNegativeDiagonal_Sigma_x__ScalarDiagonal_WithNonNegativeDiagonal_Sigmae_x")
allowedModelTypesIndices <- list(NULL, c(1:30), c(2:50), c(2:60))
it <- PCMIteratorMapping(
mapping = initMapping,
modelTypes = modelTypes,
allowedModelTypesIndices = allowedModelTypesIndices)
library(iterators)
res <- try(
for(i in 1:20) cat(toString(nextElem(it)), "\n")
)
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