use of edu.cmu.tetrad.graph.SemGraph in project tetrad by cmu-phil.
the class Ricf method ricf.
// =============================PUBLIC METHODS=========================//
public RicfResult ricf(SemGraph mag, ICovarianceMatrix covMatrix, double tolerance) {
mag.setShowErrorTerms(false);
DoubleFactory2D factory = DoubleFactory2D.dense;
Algebra algebra = new Algebra();
DoubleMatrix2D S = new DenseDoubleMatrix2D(covMatrix.getMatrix().toArray());
int p = covMatrix.getDimension();
if (p == 1) {
return new RicfResult(S, S, null, null, 1, Double.NaN, covMatrix);
}
List<Node> nodes = new ArrayList<>();
for (String name : covMatrix.getVariableNames()) {
nodes.add(mag.getNode(name));
}
DoubleMatrix2D omega = factory.diagonal(factory.diagonal(S));
DoubleMatrix2D B = factory.identity(p);
int[] ug = ugNodes(mag, nodes);
int[] ugComp = complement(p, ug);
if (ug.length > 0) {
List<Node> _ugNodes = new LinkedList<>();
for (int i : ug) {
_ugNodes.add(nodes.get(i));
}
Graph ugGraph = mag.subgraph(_ugNodes);
ICovarianceMatrix ugCov = covMatrix.getSubmatrix(ug);
DoubleMatrix2D lambdaInv = fitConGraph(ugGraph, ugCov, p + 1, tolerance).shat;
omega.viewSelection(ug, ug).assign(lambdaInv);
}
// Prepare lists of parents and spouses.
int[][] pars = parentIndices(p, mag, nodes);
int[][] spo = spouseIndices(p, mag, nodes);
int i = 0;
double _diff;
while (true) {
i++;
DoubleMatrix2D omegaOld = omega.copy();
DoubleMatrix2D bOld = B.copy();
for (int _v = 0; _v < p; _v++) {
// Exclude the UG part.
if (Arrays.binarySearch(ug, _v) >= 0) {
continue;
}
int[] v = new int[] { _v };
int[] vcomp = complement(p, v);
int[] all = range(0, p - 1);
int[] parv = pars[_v];
int[] spov = spo[_v];
DoubleMatrix2D a6 = B.viewSelection(v, parv);
if (spov.length == 0) {
if (parv.length != 0) {
if (i == 1) {
DoubleMatrix2D a1 = S.viewSelection(parv, parv);
DoubleMatrix2D a2 = S.viewSelection(v, parv);
DoubleMatrix2D a3 = algebra.inverse(a1);
DoubleMatrix2D a4 = algebra.mult(a2, a3);
a4.assign(Mult.mult(-1));
a6.assign(a4);
DoubleMatrix2D a7 = S.viewSelection(parv, v);
DoubleMatrix2D a9 = algebra.mult(a6, a7);
DoubleMatrix2D a8 = S.viewSelection(v, v);
DoubleMatrix2D a8b = omega.viewSelection(v, v);
a8b.assign(a8);
omega.viewSelection(v, v).assign(a9, PlusMult.plusMult(1));
}
}
} else {
if (parv.length != 0) {
DoubleMatrix2D oInv = new DenseDoubleMatrix2D(p, p);
DoubleMatrix2D a2 = omega.viewSelection(vcomp, vcomp);
DoubleMatrix2D a3 = algebra.inverse(a2);
oInv.viewSelection(vcomp, vcomp).assign(a3);
DoubleMatrix2D Z = algebra.mult(oInv.viewSelection(spov, vcomp), B.viewSelection(vcomp, all));
int lpa = parv.length;
int lspo = spov.length;
// Build XX
DoubleMatrix2D XX = new DenseDoubleMatrix2D(lpa + lspo, lpa + lspo);
int[] range1 = range(0, lpa - 1);
int[] range2 = range(lpa, lpa + lspo - 1);
// Upper left quadrant
XX.viewSelection(range1, range1).assign(S.viewSelection(parv, parv));
// Upper right quadrant
DoubleMatrix2D a11 = algebra.mult(S.viewSelection(parv, all), algebra.transpose(Z));
XX.viewSelection(range1, range2).assign(a11);
// Lower left quadrant
DoubleMatrix2D a12 = XX.viewSelection(range2, range1);
DoubleMatrix2D a13 = algebra.transpose(XX.viewSelection(range1, range2));
a12.assign(a13);
// Lower right quadrant
DoubleMatrix2D a14 = XX.viewSelection(range2, range2);
DoubleMatrix2D a15 = algebra.mult(Z, S);
DoubleMatrix2D a16 = algebra.mult(a15, algebra.transpose(Z));
a14.assign(a16);
// Build XY
DoubleMatrix1D YX = new DenseDoubleMatrix1D(lpa + lspo);
DoubleMatrix1D a17 = YX.viewSelection(range1);
DoubleMatrix1D a18 = S.viewSelection(v, parv).viewRow(0);
a17.assign(a18);
DoubleMatrix1D a19 = YX.viewSelection(range2);
DoubleMatrix2D a20 = S.viewSelection(v, all);
DoubleMatrix1D a21 = algebra.mult(a20, algebra.transpose(Z)).viewRow(0);
a19.assign(a21);
// Temp
DoubleMatrix2D a22 = algebra.inverse(XX);
DoubleMatrix1D temp = algebra.mult(algebra.transpose(a22), YX);
// Assign to b.
DoubleMatrix1D a23 = a6.viewRow(0);
DoubleMatrix1D a24 = temp.viewSelection(range1);
a23.assign(a24);
a23.assign(Mult.mult(-1));
// Assign to omega.
omega.viewSelection(v, spov).viewRow(0).assign(temp.viewSelection(range2));
omega.viewSelection(spov, v).viewColumn(0).assign(temp.viewSelection(range2));
// Variance.
double tempVar = S.get(_v, _v) - algebra.mult(temp, YX);
DoubleMatrix2D a27 = omega.viewSelection(v, spov);
DoubleMatrix2D a28 = oInv.viewSelection(spov, spov);
DoubleMatrix2D a29 = omega.viewSelection(spov, v).copy();
DoubleMatrix2D a30 = algebra.mult(a27, a28);
DoubleMatrix2D a31 = algebra.mult(a30, a29);
omega.viewSelection(v, v).assign(tempVar);
omega.viewSelection(v, v).assign(a31, PlusMult.plusMult(1));
} else {
DoubleMatrix2D oInv = new DenseDoubleMatrix2D(p, p);
DoubleMatrix2D a2 = omega.viewSelection(vcomp, vcomp);
DoubleMatrix2D a3 = algebra.inverse(a2);
oInv.viewSelection(vcomp, vcomp).assign(a3);
// System.out.println("O.inv = " + oInv);
DoubleMatrix2D a4 = oInv.viewSelection(spov, vcomp);
DoubleMatrix2D a5 = B.viewSelection(vcomp, all);
DoubleMatrix2D Z = algebra.mult(a4, a5);
// System.out.println("Z = " + Z);
// Build XX
DoubleMatrix2D XX = algebra.mult(algebra.mult(Z, S), Z.viewDice());
// System.out.println("XX = " + XX);
// Build XY
DoubleMatrix2D a20 = S.viewSelection(v, all);
DoubleMatrix1D YX = algebra.mult(a20, Z.viewDice()).viewRow(0);
// System.out.println("YX = " + YX);
// Temp
DoubleMatrix2D a22 = algebra.inverse(XX);
DoubleMatrix1D a23 = algebra.mult(algebra.transpose(a22), YX);
// Assign to omega.
DoubleMatrix1D a24 = omega.viewSelection(v, spov).viewRow(0);
a24.assign(a23);
DoubleMatrix1D a25 = omega.viewSelection(spov, v).viewColumn(0);
a25.assign(a23);
// System.out.println("Omega 2 " + omega);
// Variance.
double tempVar = S.get(_v, _v) - algebra.mult(a24, YX);
// System.out.println("tempVar = " + tempVar);
DoubleMatrix2D a27 = omega.viewSelection(v, spov);
DoubleMatrix2D a28 = oInv.viewSelection(spov, spov);
DoubleMatrix2D a29 = omega.viewSelection(spov, v).copy();
DoubleMatrix2D a30 = algebra.mult(a27, a28);
DoubleMatrix2D a31 = algebra.mult(a30, a29);
omega.set(_v, _v, tempVar + a31.get(0, 0));
// System.out.println("Omega final " + omega);
}
}
}
DoubleMatrix2D a32 = omega.copy();
a32.assign(omegaOld, PlusMult.plusMult(-1));
double diff1 = algebra.norm1(a32);
DoubleMatrix2D a33 = B.copy();
a33.assign(bOld, PlusMult.plusMult(-1));
double diff2 = algebra.norm1(a32);
double diff = diff1 + diff2;
_diff = diff;
if (diff < tolerance)
break;
}
DoubleMatrix2D a34 = algebra.inverse(B);
DoubleMatrix2D a35 = algebra.inverse(B.viewDice());
DoubleMatrix2D sigmahat = algebra.mult(algebra.mult(a34, omega), a35);
DoubleMatrix2D lambdahat = omega.copy();
DoubleMatrix2D a36 = lambdahat.viewSelection(ugComp, ugComp);
a36.assign(factory.make(ugComp.length, ugComp.length, 0.0));
DoubleMatrix2D omegahat = omega.copy();
DoubleMatrix2D a37 = omegahat.viewSelection(ug, ug);
a37.assign(factory.make(ug.length, ug.length, 0.0));
DoubleMatrix2D bhat = B.copy();
return new RicfResult(sigmahat, lambdahat, bhat, omegahat, i, _diff, covMatrix);
}
use of edu.cmu.tetrad.graph.SemGraph in project tetrad by cmu-phil.
the class GeneralizedSemEstimatorEditor method layoutByGraph.
public void layoutByGraph(Graph graph) {
SemGraph _graph = (SemGraph) graphicalEditor().getWorkbench().getGraph();
_graph.setShowErrorTerms(false);
graphicalEditor().getWorkbench().layoutByGraph(graph);
_graph.resetErrorPositions();
// graphicalEditor().getWorkbench().setGraph(_graph);
errorTerms.setText("Show Error Terms");
}
use of edu.cmu.tetrad.graph.SemGraph in project tetrad by cmu-phil.
the class GeneralizedSemImEditor method layoutByGraph.
public void layoutByGraph(Graph graph) {
SemGraph _graph = (SemGraph) graphicalEditor().getWorkbench().getGraph();
_graph.setShowErrorTerms(false);
graphicalEditor().getWorkbench().layoutByGraph(graph);
_graph.resetErrorPositions();
// graphicalEditor().getWorkbench().setGraph(_graph);
errorTerms.setText("Show Error Terms");
}
use of edu.cmu.tetrad.graph.SemGraph in project tetrad by cmu-phil.
the class SemOptimizerRicf method optimize.
// ==============================PUBLIC METHODS========================//
/**
* Optimizes the fitting function of the given Sem using the Powell method
* from Numerical Recipes by adjusting the freeParameters of the Sem.
*/
public void optimize(SemIm semIm) {
if (numRestarts < 1)
numRestarts = 1;
if (numRestarts != 1) {
throw new IllegalArgumentException("Number of restarts must be 1 for this method.");
}
TetradMatrix sampleCovar = semIm.getSampleCovar();
if (sampleCovar == null) {
throw new NullPointerException("Sample covar has not been set.");
}
if (DataUtils.containsMissingValue(sampleCovar)) {
throw new IllegalArgumentException("Please remove or impute missing values.");
}
if (DataUtils.containsMissingValue(sampleCovar)) {
throw new IllegalArgumentException("Please remove or impute missing values.");
}
TetradLogger.getInstance().log("info", "Trying EM...");
// new SemOptimizerEm().optimize(semIm);
CovarianceMatrix cov = new CovarianceMatrix(semIm.getMeasuredNodes(), sampleCovar, semIm.getSampleSize());
SemGraph graph = semIm.getSemPm().getGraph();
Ricf.RicfResult result = new Ricf().ricf(graph, cov, 0.001);
// Ricf.RicfResult result = null;
//
// for (int t = 0; t < 10; t++) {
// Graph graph = semIm.getSemPm().getGraph();
// result = new Ricf().ricf(graph, cov, 0.001);
//
// TetradMatrix bHat = result.getBhat();
// TetradMatrix lHat = result.getLhat();
// TetradMatrix oHat = result.getOhat();
// TetradMatrix sHat = result.getShat();
//
// for (Parameter param : semIm.getFreeParameters()) {
// if (param.getType() == ParamType.COEF) {
// int i = semIm.getSemPm().getVariableNodes().indexOf(param.getNodeA());
// int j = semIm.getSemPm().getVariableNodes().indexOf(param.getNodeB());
// semIm.setEdgeCoef(param.getNodeA(), param.getNodeB(), -bHat.get(j, i));
// }
//
// if (param.getType() == ParamType.VAR) {
// int i = semIm.getSemPm().getVariableNodes().indexOf(param.getNodeA());
// if (lHat.get(i, i) != 0) {
// semIm.setErrVar(param.getNodeA(), lHat.get(i, i));
// } else if (oHat.get(i, i) != 0) {
// semIm.setErrVar(param.getNodeA(), oHat.get(i, i));
// }
// }
// }
//
// if (t < 9) {
// for (Parameter param : semIm.getFreeParameters()) {
// double value = semIm.getParamValue(param);
// double max = Double.NEGATIVE_INFINITY;
// double d;
//
// for (d = value - .5; d <= value + 0.5; d += 0.001) {
// semIm.setParamValue(param, d);
// double fml = semIm.getFml();
// if (fml > max) max = fml;
// }
//
// semIm.setParamValue(param, d);
// }
// }
// }
TetradMatrix bHat = new TetradMatrix(result.getBhat().toArray());
TetradMatrix lHat = new TetradMatrix(result.getLhat().toArray());
TetradMatrix oHat = new TetradMatrix(result.getOhat().toArray());
for (Parameter param : semIm.getFreeParameters()) {
if (param.getType() == ParamType.COEF) {
int i = semIm.getSemPm().getVariableNodes().indexOf(param.getNodeA());
int j = semIm.getSemPm().getVariableNodes().indexOf(param.getNodeB());
semIm.setEdgeCoef(param.getNodeA(), param.getNodeB(), -bHat.get(j, i));
}
if (param.getType() == ParamType.VAR) {
int i = semIm.getSemPm().getVariableNodes().indexOf(param.getNodeA());
if (lHat.get(i, i) != 0) {
semIm.setErrVar(param.getNodeA(), lHat.get(i, i));
} else if (oHat.get(i, i) != 0) {
semIm.setErrVar(param.getNodeA(), oHat.get(i, i));
}
}
if (param.getType() == ParamType.COVAR) {
int i = semIm.getSemPm().getVariableNodes().indexOf(param.getNodeA());
int j = semIm.getSemPm().getVariableNodes().indexOf(param.getNodeB());
if (lHat.get(i, i) != 0) {
semIm.setErrCovar(param.getNodeA(), param.getNodeB(), lHat.get(j, i));
} else if (oHat.get(i, i) != 0) {
semIm.setErrCovar(param.getNodeA(), param.getNodeB(), oHat.get(j, i));
}
}
}
System.out.println(result);
System.out.println(semIm);
}
use of edu.cmu.tetrad.graph.SemGraph in project tetrad by cmu-phil.
the class SemXmlRenderer method makeMarginalErrorDistribution.
private static Element makeMarginalErrorDistribution(SemIm semIm) {
Element marginalErrorElement = new Element(SemXmlConstants.MARGINAL_ERROR_DISTRIBUTION);
Element normal;
SemGraph semGraph = semIm.getSemPm().getGraph();
semGraph.setShowErrorTerms(true);
for (Node node : getExogenousNodes(semGraph)) {
normal = new Element(SemXmlConstants.NORMAL);
normal.addAttribute(new Attribute(SemXmlConstants.VARIABLE, node.getName()));
normal.addAttribute(new Attribute(SemXmlConstants.MEAN, "0.0"));
normal.addAttribute(new Attribute(SemXmlConstants.VARIANCE, Double.toString(semIm.getParamValue(node, node))));
marginalErrorElement.appendChild(normal);
}
return marginalErrorElement;
}
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