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library(OpenMx)
library(mvtnorm)
Cov <- rWishart(4, 20, toeplitz(c(2,1)/20))
write.table(t(apply(Cov, 3, vech)),
file="cov.csv", col.names=FALSE, row.names=FALSE)
Mean <- rmvnorm(4, sigma = diag(2))
write.table(Mean, file="mean.csv", col.names=FALSE, row.names=FALSE)
m1 <- mxModel(
"test1",
mxMatrix("Full", 1,2, values=0, name="mean"),
mxMatrix("Symm", 2,2, values=diag(2), name="cov"),
mxMatrix("Full", 1,2, values=-1, name="lbound"),
mxMatrix("Full", 1,2, values=1, name="ubound"),
mxAlgebra(omxMnor(cov,mean,lbound,ubound), name="area"),
mxFitFunctionAlgebra("area"),
mxComputeLoop(list(
mxComputeLoadMatrix(c('mean', 'cov'),
path=c('mean.csv', 'cov.csv')),
mxComputeOnce('fitfunction', 'fit'),
mxComputeCheckpoint(path="loadMatrix.csv")
), i=1:4))
m1 <- mxRun(m1)
log <- read.table("loadMatrix.csv", sep="\t",
header=TRUE, check.names = FALSE, stringsAsFactors = FALSE)
e1 <- sapply(1:4, function (x) omxMnor(covariance = Cov[,,x], means = Mean[x,],
lbound = c(-1,-1), ubound = c(1,1)))
omxCheckCloseEnough(log$objective, e1, 1e-4)
#---------
df <- as.data.frame(cbind(Mean, t(apply(Cov, 3, vech))))
plan <- mxComputeLoop(list(
mxComputeLoadMatrix(c('mean', 'cov'), observed=df, method = 'data.frame'),
mxComputeOnce('fitfunction', 'fit'),
CP=mxComputeCheckpoint(toReturn=TRUE)), maxIter = 4L)
m1 <- mxRun(mxModel(m1, plan))
omxCheckCloseEnough(e1, m1$compute$steps$CP$log$objective, 1e-4)
#---------
m2 <- mxModel(m1, mxComputeLoop(list(
mxComputeLoadMatrix(c('mean', 'cov'),
path=c('mean.csv', 'cov.csv')),
mxComputeOnce('fitfunction', 'fit'),
mxComputeCheckpoint(path="loadMatrix.csv")
), i=3:4))
m2 <- mxRun(m2)
log <- read.table("loadMatrix.csv", sep="\t",
header=TRUE, check.names = FALSE, stringsAsFactors = FALSE)
omxCheckCloseEnough(log$objective, e1[3:4], 1e-4)
m3 <- mxModel(m1, mxComputeLoop(list(
mxComputeLoadMatrix(c('mean', 'cov'),
path=c('mean.csv', 'cov.csv')),
mxComputeOnce('fitfunction', 'fit'),
mxComputeCheckpoint(path="loadMatrix.csv")
), i=2:1))
omxCheckError(mxRun(m3),
"MxComputeLoadMatrix: at line 3, cannot seek backwards to line 1")
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