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Interval likelihood error #14

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Interval likelihood error #14

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f082175
set a minial epsilon proba values for probability of intervals for re…
Quentin62 Oct 16, 2020
a523c9b
reduce epsilon value
Quentin62 Oct 16, 2020
b493ffa
Merge branch 'staging' into intervalLikelihoodError
Quentin62 Sep 22, 2021
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17 changes: 15 additions & 2 deletions MixtComp/src/lib/Mixture/Simple/Gaussian/GaussianLikelihood.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -71,7 +71,12 @@ Real GaussianLikelihood::lnObservedProbability(int i, int k) const {
Real supCdf = normal_.cdf(supBound,
mean,
sd);
logProba = std::log(supCdf - infCdf);

Real proba = supCdf - infCdf;
if(proba < epsilonProba)
proba = epsilonProba;

logProba = std::log(proba);
}
break;

Expand All @@ -80,6 +85,10 @@ Real GaussianLikelihood::lnObservedProbability(int i, int k) const {
Real supCdf = normal_.cdf(supBound,
mean,
sd);

if(supCdf < epsilonProba)
supCdf = epsilonProba;

logProba = std::log(supCdf);
}
break;
Expand All @@ -89,7 +98,11 @@ Real GaussianLikelihood::lnObservedProbability(int i, int k) const {
Real infCdf = normal_.cdf(infBound,
mean,
sd);
logProba = std::log(1. - infCdf);
Real proba = 1. - infCdf;
if(proba < epsilonProba)
proba = epsilonProba;

logProba = std::log(proba);
}
break;

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13 changes: 11 additions & 2 deletions MixtComp/src/lib/Mixture/Simple/Weibull/WeibullLikelihood.cpp
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Expand Up @@ -58,7 +58,11 @@ Real WeibullLikelihood::lnObservedProbability(Index i, Index k) const {
case missingRUIntervals_: {
Real infBound = augData_.misData_(i).second[0];
Real infCdf = weibull_.cdf(infBound, kParam, lambda);
logProba = std::log(1.0 - infCdf);
Real proba = 1. - infCdf;
if(proba < epsilonProba)
proba = epsilonProba;

logProba = std::log(proba);
}
break;

Expand All @@ -67,7 +71,12 @@ Real WeibullLikelihood::lnObservedProbability(Index i, Index k) const {
Real supBound = augData_.misData_(i).second[1];
Real infCdf = weibull_.cdf(infBound, kParam, lambda);
Real supCdf = weibull_.cdf(supBound, kParam, lambda);
logProba = std::log(supCdf - infCdf);

Real proba = supCdf - infCdf;
if(proba < epsilonProba)
proba = epsilonProba;

logProba = std::log(proba);
}
break;

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6 changes: 4 additions & 2 deletions MixtComp/src/lib/Various/Constants.cpp
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Expand Up @@ -39,10 +39,12 @@ const std::string eol = "\n";

const int nbSamplingAttempts = 10000;

const Real epsilon = 1.e-8;
const std::string epsilonStr = "1.e-8";
const Real epsilon = 1.e-10;
const std::string epsilonStr = "1.e-10";
const Real logEpsilon = std::log(epsilon);

const Real epsilonProba = std::numeric_limits<Real>::epsilon();

#if defined MINMODALITY
const int minModality = MINMODALITY;
#else
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2 changes: 2 additions & 0 deletions MixtComp/src/lib/Various/Constants.h
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Expand Up @@ -40,6 +40,8 @@ extern const int nbSamplingAttempts; // number of sampling attempts, when not en
extern const Real epsilon; // very small value of real to check for near zero values
extern const std::string epsilonStr; // previous value, in scientific notation
extern const Real logEpsilon; // log of very small value
extern const Real epsilonProba; // very small value of real to check for near zero values for probabilities


extern const int minModality; // minimal modality for categorical models (for example, 0-based or 1-based numbering)
extern const int minIndex;
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4 changes: 2 additions & 2 deletions MixtComp/src/utest/Functional/UTestFuncCSComputation.cpp
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Expand Up @@ -72,8 +72,8 @@ TEST(FuncCSComputation, regressionNoNoise) {

regression(design, y, betaEstimated, sdEstimated);

ASSERT_EQ(true, betaEstimated.isApprox(beta, epsilon));
ASSERT_NEAR(0., sdEstimated, epsilon);
EXPECT_EQ(true, betaEstimated.isApprox(beta, 1e-8));
EXPECT_NEAR(0., sdEstimated, 1e-8);
}

TEST(FuncCSComputation, regressionNoise) {
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