STK_Gamma_aj_bjk.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2016  Serge Iovleff, Université Lille 1, Inria
 
    This program is free software; you can redistribute it and/or modify
    it under the terms of the GNU Lesser General Public License as
    published by the Free Software Foundation; either version 2 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 Lesser General Public License for more details.
 
    You should have received a copy of the GNU Lesser General Public
    License along with this program; if not, write to the
    Free Software Foundation, Inc.,
    59 Temple Place,
    Suite 330,
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    Contact : S..._DOT_I..._AT_stkpp.org (see copyright for ...)
*/
 
/*
 * Project: stkpp::Clustering
 * created on: 5 sept. 2013
 * Author:  iovleff, serge.iovleff@stkpp.org
 **/
 
#ifndef STK_GAMMA_AJ_BJK_H
#define STK_GAMMA_AJ_BJK_H
 
#include <STatistiK/include/STK_Law_Exponential.h>
#include "../GammaModels/STK_GammaBase.h"
 
namespace STK
{
template<class Array>class Gamma_aj_bjk;
 
namespace hidden
{
template<class Array_>
struct MixtureTraits< Gamma_aj_bjk<Array_> >
{
  typedef Array_ Array;
  typedef ModelParameters<Clust::Gamma_aj_bjk_> Parameters;
};
 
} // namespace Clust
 
template<class Array>
class Gamma_aj_bjk: public GammaBase< Gamma_aj_bjk<Array> >
{
  public:
    typedef GammaBase< Gamma_aj_bjk<Array> > Base;
    using Base::param_;
 
    using Base::p_data;
    using Base::meanjk;
    using Base::variancejk;
 
    Gamma_aj_bjk( int nbCluster): Base(nbCluster) {}
    Gamma_aj_bjk( Gamma_aj_bjk const& model): Base(model) {}
    ~Gamma_aj_bjk() {}
    void randomInit( CArrayXX const* const& p_tik, CPointX const* const& p_tk) ;
    bool run( CArrayXX const* const& p_tik, CPointX const* const& p_tk) ;
    inline int computeNbFreeParameters() const
    { return this->nbCluster()*p_data()->sizeCols()+p_data()->sizeCols();}
};
 
/* Initialize randomly the parameters of the gamma mixture. The centers
 *  will be selected randomly among the data set and the standard-deviation
 *  will be set to 1.
 */
template<class Array>
void Gamma_aj_bjk<Array>::randomInit( CArrayXX const* const& p_tik, CPointX const* const& p_tk)
{
  // compute moments
  this->moments(p_tik);
  for (int j=p_data()->beginCols(); j < p_data()->endCols(); ++j)
  {
    // random scale for each cluster
    Real value = 0.0;
    for (int k= p_tik->beginCols(); k < p_tik->endCols(); ++k)
    {
      Real mean = meanjk(j,k), variance = variancejk(j,k);
      param_.scale_[k][j] = Law::Exponential::rand((variance/mean));
      value += p_tk->elt(k) * (mean*mean/variance);
    }
    param_.shape_[j] = STK::Law::Exponential::rand(value/(this->nbSample()));
  }
#ifdef STK_MIXTURE_VERY_VERBOSE
  stk_cout << _T(" Gamma_aj_bjk<Array>::randomInit done\n");
#endif
}
 
/* Compute the weighted mean and the common variance. */
template<class Array>
bool Gamma_aj_bjk<Array>::run( CArrayXX const* const& p_tik, CPointX const* const& p_tk)
{
  if (!this->moments(p_tik)) { return false;}
  // estimate a and b
  for (int j=p_data()->beginCols(); j < p_data()->endCols(); ++j)
  {
    Real y =0.0, x0 = 0.0;
    for (int k= p_tik->beginCols(); k < p_tik->endCols(); ++k)
    {
      Real mean = meanjk(j,k);
      y  += p_tk->elt(k) * (param_.meanLog_[k][j]-std::log(mean));
      x0 += p_tk->elt(k) * (mean*mean/variancejk(j,k));
    }
    // constant, moment estimate and oldest value
    y  /= this->nbSample();
    x0 /= this->nbSample();
    Real x1 = param_.shape_[j];
    if ((x0 <=0.) || (isNA(x0)))
    { x0 = 1; return false;}
 
    // get shape
    hidden::invPsiMLog f(y);
    Real a = Algo::findZero(f, x0, x1, 1e-08);
    if (!Arithmetic<Real>::isFinite(a))
    {
#ifdef STK_MIXTURE_DEBUG
      stk_cout << "ML estimation failed in Gamma_ajk_bjk::run( CArrayXX const* const& p_tik, CPointX const* const& p_tk) \n";
      stk_cout << "x0 =" << x0 << _T("\n";);
      stk_cout << "f(x0) =" << f(x0) << _T("\n";);
      stk_cout << "x1 =" << x1 << _T("\n";);
      stk_cout << "f(x1) =" << f(x1) << _T("\n";);
#endif
      a = x0; // use moment estimate
    }
    // set values
    param_.shape_[j] = a;
    // update bjk
    for (int k= p_tik->beginCols(); k < p_tik->endCols(); ++k)
    { param_.scale_[k][j] = meanjk(j, k)/a;}
  }
  return true;
}
 
 
}  // namespace STK
 
#endif /* STK_Gamma_AJ_BJK_H */