Changeset 8161a0c in tol

Timestamp:

Oct 21, 2008, 10:55:35 AM (18 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

1941-docker-image-to-test, devel, master

Children:

14c595e

Parents:

c51d000

Message:

New method get.param.signif;

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@35 be4846ae-f051-483a-831f-b64e7d08527f

Location:

tol/stdlib/math/stat/models/bayesian/bysMcmc

Files:

• _inference.tol (modified) (1 diff)
• _inference_functions.tol (modified) (5 diffs)

tol/stdlib/math/stat/models/bayesian/bysMcmc/_inference.tol

@@ -23 +23 @@
   //public API
   Code get.coda.raftery.diag;
+  Code get.sample;
   Code get.coda.summary;
-  Code get.sample;
+  Code get.param.signif;
   Code get.acf;
   Code get.histogram;

tol/stdlib/math/stat/models/bayesian/bysMcmc/_inference_functions.tol

@@ -121 +121 @@
 };
 
-
-
-/////////////////////////////////////////////////////////////////////////////
-Set get.acf(Text                   name, 
-            Set                    colNames,
+/////////////////////////////////////////////////////////////////////////////
+Set get.param.signif(Text                 name, 
+                     Set                  colNames,
+                     BysInf.Report.Config repCfg, 
+                     Set                  sample)
+//Builds the signification test of parameters
+/////////////////////////////////////////////////////////////////////////////
+{
+  If(repCfg->acf.lag_==0, Copy(Empty), {
+  Real CMsg::Phase::show(2,"1.5 BysMcmc::Inference::get.param.signif of "+name_);
+  Real n = Card(sample);
+  Real m = Rows(sample[1]);
+//If(n!=Card(colNames),error
+  Set test = For(1,n, Set(Real j)
+  {
+    Set test = AlgLib.OneSampleSignTest(sample[j], 0);
+    BysInf.Param.Signif
+    {
+      colNames[j],
+      Real isZero_ = test::bothtails,
+      Real isPos_  = test::lefttail,
+      Real isNeg_  = test::righttail
+    }
+  });
+  Eval(name+".Param.Signif=test")
+})};
+
+/////////////////////////////////////////////////////////////////////////////
+Set get.acf(Text                 name, 
+            Set                  colNames,
             BysInf.Report.Config repCfg, 
-            Set                    sample)
+            Set                  sample)
 //Builds the sample autocorrelation function (ACF) of each parameter
 /////////////////////////////////////////////////////////////////////////////
@@ -139 +164 @@
   {
     Matrix mc  = sample[j];
+    //Transforming to Serie in order to use AutoCor
     Serie  s   = MatSerSet(Tra(mc),C,Today)[1];
     Matrix acf = AutoCor(s,repCfg->acf.lag_);
@@ -228 +254 @@
   Real m = Rows   (mcmc);
   Set coda.raftery.diag = get.coda.raftery.diag(name, colNames, repCfg, mcmc);
+  Set sample = get.sample(name, colNames, repCfg, mcmc);
   Set coda.summary = get.coda.summary(name, colNames, repCfg, mcmc);
-  Set sample = get.sample(name, colNames, repCfg, mcmc);
+  Set param.signif = get.param.signif(name, colNames, repCfg, sample);
   Set acf = get.acf(name, colNames, repCfg, sample);
   Set histogram = get.histogram(name, colNames, repCfg, sample);
@@ -239 +266 @@
     repCfg, 
     mcmc, 
+    coda.raftery.diag, 
     sample,
-    coda.raftery.diag, 
     coda.summary,
+    param.signif,
     acf, 
     histogram, 
@@ -263 +291 @@
   Do PutDescription("The CODA summary information about each individual "
     "variable",
+    aux::coda.summary);
+  Do PutDescription("Test of parameter signification gives p-value of be zero, "
+    "positive or negative for each parameter",
     aux::coda.summary);
   Do PutDescription("Observed AutoCorrelation Function for each individual "