Package normal1

Source Code of normal1.RunSimpleMCMC

package normal1;

import java.io.File;
import java.io.IOException;
import java.io.PrintWriter;
import java.util.Arrays;


import org.apache.commons.math.random.RandomDataImpl;
import org.apache.commons.math.random.RandomGenerator;
import org.apache.commons.math.random.Well44497b;

import common.FragmentPartitionPrior;
import common.FragmentPenalty;
import common.PoissonTuningDistribution;
import common.PowerFragmentPenalty;


public class RunSimpleMCMC {
  public static void main(String[] args) throws IOException {
    int n = 20;
    String dataFile = "/home/adu/Dropbox/research/vardeman/mc-on-partition/data/jdata2/data-centered.bin";
    String iapFile = "/home/adu/Dropbox/research/vardeman/mc-on-partition/data/jdata2/ap1.bin";
    double[] data = dclong.io.BinaryReader.readDouble(dataFile, 0, 0, n);
    int[] initArrayPartition = dclong.io.BinaryReader.readInt(iapFile,0,0,n);
//    String outputFile = "/home/adu/Dropbox/research/vardeman/mc-on-partition/data/jdata2/r-0.5-6.0-1.txt";
//    if(new File(outputFile).exists()){
//      System.err.println("The specified output file already exists. Please use a new one.");
//      System.exit(1);
//    }
    double power = 1;
    double powerCoefficient = 6;
    double poisson = 0.01;
    double variance = 4;
    double varianceRatio = 0.01;
    int warmupStep = 10000;
    int numberOfDraws = 100000;
    String output = "PowerFragmentPenalty Settings:\npower="+power+", coefficient="+powerCoefficient+"\n";
    output += "\nVariance Settings:\nvariance="+variance+", varianceRatio="+varianceRatio+"\n";
    output += "\nTuning Settings:\nG: uniform, F: 1+Poisson("+poisson+")\n";
    output += "\nRunning Settings:\n";
    output += "Initial partition in array representation:\n"+Arrays.toString(initArrayPartition)+"\n";
    output += "Initial partition in list representation:\n"+dclong.util.Arrays.splitArray(initArrayPartition)+"\n";
    output += "burn-in="+warmupStep+", draws="+numberOfDraws+"\n";
    //define partition prior
//    FragmentPenalty fragmentPenalty = new PowerFragmentPenalty(0.5,3);//seems good
    FragmentPenalty fragmentPenalty = new PowerFragmentPenalty(power,powerCoefficient);
    //define partition prior
    FragmentPartitionPrior fragPrior = new FragmentPartitionPrior(fragmentPenalty);
    //define tuning distribution
    RandomGenerator rg = new Well44497b();
    RandomDataImpl rng = new RandomDataImpl(rg);
    common.TuningDistribution tuningDistribution = new PoissonTuningDistribution(rng,poisson);
    //initial jumping weights
    double[] initJumpWeight = new double[n];
    java.util.Arrays.fill(initJumpWeight, 10);
    //------------------------------------------------------------------------------------
    SimpleMCMC mcmc = new SimpleMCMC(rng, data, initArrayPartition,
        initJumpWeight,fragPrior,tuningDistribution,variance,varianceRatio);
//    System.out.println("1 class complexity is: "+mcmc.classComplexity());
    dclong.util.Timer timer = new dclong.util.Timer();
    timer.start();
    mcmc.warmup(warmupStep,false);
    timer.stop();
    output += "\nTime used for warmup is: " + timer.seconds()+" seconds.\n";
    output += "Warmup jumping ratio: " + mcmc.getJumpRatio() + "\n";
   
//    timer.start();
//    mcmc.warmup(10, false);
//    timer.stop();
//    timer.printSeconds("warmup without auto adjusting");
//    System.out.println("Jump ratio: "+mcmc.getJumpRatio());
//    System.out.println(dclong.util.Arrays.sum(mcmc.getJumpWeights())-100*20);
//    dclong.io.Print.print(dclong.util.Arrays.cbind(dclong.util.Arrays.sequence(0, 19, 1),mcmc.getJumpWeights()));
//    dclong.io.Print.print(mcmc.getProbability());
//   
    timer.start();
    mcmc.run(numberOfDraws);
    timer.stop();
    output += "\nTime used for simulation is: " + timer.seconds() + " seconds.\n";
    output += "Simulation jumping ratio: " + mcmc.getJumpRatio() + "\n";
    //write partitions into disk
//    mcmc.writeFP("/home/adu/Dropbox/research/vardeman/mc-on-partition/simulation/draws-ap1-f13-s0.1.bin");
    output += "Unshrinked number of partitions: " + mcmc.getFps().size()+"\n";
   
    timer.start();
    common.FreqPartition center = common.FreqPartition.center(mcmc.getFps(), true);
    timer.end();
    output += "Time used for finding the center is: " + timer.seconds() + " seconds.\n";
    output += "Shrinked number of partitions: " + mcmc.getFps().size()+"\n";
    output += "\nThe center in array representation is:\n"+center+"\n";
    output += "The center in list representation is:\n"+dclong.util.Arrays.splitArray(center.getPartition())+"\n";
   
    common.FreqPartition mode = common.FreqPartition.mode(mcmc.getFps());
    output += "\nThe mode in array representation is:\n"+mode+"\n";
    output += "The mode in list representation is:\n"+dclong.util.Arrays.splitArray(mode.getPartition())+"\n";
 
    System.out.println(output);
//    PrintWriter pw = new PrintWriter(outputFile);   
//    pw.write(output);
//    pw.close();
  }
}
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