accept = 1 in tmcmc.par, 4d-mvnpdf as unit test in fitfun.c

phadjido · Nov 3, 2017 · 910d30b · 910d30b
1 parent 69479d8
commit 910d30b
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Showing 3 changed files with 12 additions and 11 deletions.
diff --git a/display/display_gen.c b/display/display_gen.c
@@ -138,8 +138,8 @@ void display_curgen_db(int Gen, int NGens)
 
 //double lbnd[]           = { 0.01,  0.01, 0.00, 0.00, 0.00, 0.00, 0.00,  0.00};
 //double ubnd[]           = {20.00, 20.00, 2.50, 0.30, 0.05, 0.60, 1.00, 33.00};
-double lbnd[]	= {-6, -6};
-double ubnd[]	= {+6, +6};
+double lbnd[]	= {-15, -15, -15, -15};
+double ubnd[]	= {+15, +15, +15, +15};
 
 
 void display_curgen_db_single(int Gen, int p1, int p2, int Dim, int NGens)

diff --git a/inference/TMCMC/fitfun.c b/inference/TMCMC/fitfun.c
@@ -1,10 +1,10 @@
 #include <math.h>
 
 // activate one of the following options
-#define _USE_ROSENBROCK_
+//#define _USE_ROSENBROCK_
 //#define _USE_BVNPDF_
 //#define _USE_MIXED_BVNPDF_
-//#define _USE_MIXED_MVNPDF_
+#define _USE_MIXED_MVNPDF_
 
 #if defined(_USE_MIXED_BVNPDF_)
 #include "gsl_headers.h"
@@ -20,6 +20,7 @@ double mixedbvnpdf(double *x, int n) /* bivariate */
 
 #if defined(_USE_MIXED_MVNPDF_)
 #include "gsl_headers.h"
+extern double mvnpdf(int n, double *xv, double *mv, double *vm);
 double mixedmvnpdf(double *x, int n) /* multivariate */
 {
 	double P = 0;

diff --git a/inference/TMCMC/tmcmc.par b/inference/TMCMC/tmcmc.par
@@ -4,7 +4,7 @@
 
 #------------------------ GENERAL PARAMETERS ----------------------------------
 # Problem dimension
-Nth		2
+Nth		4
 
 # Max number of generations
 MaxStages	20
@@ -14,8 +14,8 @@ PopSize		8192
 
 # Chain lengths:
 # 1) TMCMC (biased): min=0, max>=PopSize
-# 2) BASIS (unbiased): min=max=1
-MinChainLength	1
+# 2) BASIS (unbiased): min=0, max=1
+MinChainLength	0
 MaxChainLength	1
 
 # Desired coefficient of variation (=std/mean) of the weights
@@ -33,9 +33,9 @@ prior_type  0
 # Bdef: same boundaries in each dimension
 # Bi: boundaries in i-th dimension, e.g. B0 -1 1
 # Note: Bi overwrites Bdef 
-#Bdef		-15	15
-B0		-6	6
-B1		-6	6
+Bdef		-15	15
+#B0		-6	6
+#B1		-6	6
 
 # Parameters of the Gaussian prior
 # Note: prior_mu size is 1 x Nth, prior_sigma size is Nth x Nth
@@ -64,7 +64,7 @@ use_proposal_cma 0
 # Acceptance type in MCMC:
 # 0 - without exp()
 # 1 - with exp()
-accept      0
+accept      1
 
 
 #---------------------------- OTHER OPTIONS -----------------------------------