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## Copyright (C) 2003, 2004, 2005 Michael Creel <michael.creel@uab.es>
##
## This program is free software; you can redistribute it and/or modify it under
## the terms of the GNU General Public License as published by the Free Software
## Foundation; either version 3 of the License, or (at your option) any later
## version.
##
## This program is distributed in the hope that it will be useful, but WITHOUT
## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
## details.
##
## You should have received a copy of the GNU General Public License along with
## this program; if not, see <http://www.gnu.org/licenses/>.
## usage: [obj_value, score] = mle_obj(theta, data, model, modelargs, nslaves)
##
## Returns the average log-likelihood for a specified model
## This is for internal use by mle_estimate
function [obj_value, score] = mle_obj(theta, data, model, modelargs, nslaves = 0)
n = rows(data);
if nslaves > 0
global NSLAVES PARALLEL NEWORLD NSLAVES TAG;
nn = floor(n/(NSLAVES + 1)); # number of obsns per slave
# The command that the slave nodes will execute
cmd=['contrib = mle_obj_nodes(theta, data, model, modelargs, nn); ',...
'MPI_Send(contrib,0,TAG,NEWORLD);'];
# send items to slaves
NumCmds_Send({"theta", "nn", "cmd"}, {theta, nn, cmd});
# evaluate last block on master while slaves are busy
obj_value = mle_obj_nodes(theta, data, model, modelargs, nn);
# collect slaves' results
contrib = 0.0; # must be initialized to use MPI_Recv
for i = 1:NSLAVES
MPI_Recv(contrib,i,TAG,NEWORLD);
obj_value = obj_value + contrib;
endfor
# compute the average
obj_value = - obj_value / n;
score = "na"; # fix this later to allow analytic score in parallel
else # serial version
[contribs, score] = feval(model, theta, data, modelargs);
obj_value = - mean(contribs);
if isnumeric(score) score = - mean(score)'; endif # model passes "na" when score not available
endif
# let's bullet-proof this in case the model goes nuts
if (((abs(obj_value) == Inf)) || (isnan(obj_value)))
obj_value = realmax/10;
endif
endfunction
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