1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
|
#include "apop_internal.h"
/* \amodel apop_coordinate_transform Apply a coordinate transformation of the data to
produce a distribution over the transformed data space. This is sometimes called a Jacobian transformation.
Here is an example that replicates the Lognormal distribution. Note the use of \ref
apop_model_copy_set to set up a model with the given settings.
\include jacobian.c
\adoc Input_format The input data is sent to the first model, so use the input format for that model.
\adoc Settings \ref apop_coordinate_transform_settings
*/
Apop_settings_init(apop_coordinate_transform,
Apop_stopif(!in.base_model, , 0, "I need a .base_model.");
)
Apop_settings_copy(apop_coordinate_transform,)
Apop_settings_free(apop_coordinate_transform,)
#define Get_cs(inmodel, outval) \
apop_coordinate_transform_settings *cs = Apop_settings_get_group(inmodel, apop_coordinate_transform); \
Apop_stopif(!cs, return outval, 0, "At this point, I expect your model to" \
"have an apop_coordinate_transform_settings group.");
static void jacobian_prep(apop_data *d, apop_model *m){
apop_coordinate_transform_settings *cs = Apop_settings_get_group(m, apop_coordinate_transform);
Apop_stopif(!cs, m->error='s', 0, "missing apop_coordinate_transform_settings group. "
"Maybe initialize this with apop_model_coordinate_transform?");
apop_prep(d, cs->base_model);
m->parameters=cs->base_model->parameters;
m->dsize=cs->base_model->dsize;
}
static long double ct_ll(apop_data *indata, apop_model* mj){
Get_cs(mj, GSL_NAN)
Apop_stopif(!cs->base_model, return GSL_NAN, 0, "No base model to transform back to.");
Apop_stopif(!cs->transformed_to_base, return GSL_NAN, 0, "No reverse transformation function.");
Apop_stopif(!cs->jacobian_to_base, return GSL_NAN, 0, "No Jacobian for the reverse transformation function, "
"and using numeric derivatives is not yet implemented.");
apop_data *rev = cs->transformed_to_base(indata);
double ll = apop_log_likelihood(rev, cs->base_model);
apop_data_free(rev);
ll += log(cs->jacobian_to_base(indata));
return ll;
}
apop_model *apop_coordinate_transform = &(apop_model){"Jacobian-transformed model", .log_likelihood=ct_ll, .prep=jacobian_prep};
typedef apop_data *(*d_to_d)(apop_data*);
typedef double (*d_to_f)(apop_data*);
|
