Changeset e06a79e in tol

Timestamp:

Apr 9, 2010, 10:21:08 AM (17 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

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

Children:

3e558bb

Parents:

b9fb9df

Message:

Mejora del método accept_reject

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@2089 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol_tests/tol/ARIMA/mcmc/mtrymh.tol (modified) (7 diffs)

tol_tests/tol/ARIMA/mcmc/mtrymh.tol

@@ -126 +126 @@
 
   ////////////////////////////////////////////////////////////////////////////
-  VMatrix accept_reject(VMatrix y, Real pi_logDens_y)
+  Real accept_reject(VMatrix y)
   ////////////////////////////////////////////////////////////////////////////
   {
@@ -133 +133 @@
     Real If(_.accept, 
     {
-      Real _.num_accept := _.num_accept +1;
       VMatrix _.x := Copy(y);
-      Real _.pi_logDens_x := pi_logDens_y
+      Real doAfterDraw(0);
+      Real _.num_accept := _.num_accept +1
     });
     Real _.acceptRatio := _.num_accept / _.num_draw; 
@@ -147 +147 @@
       Real _.s := _.s*_.sFactor
     });
-
-    Real doAfterDraw(0);
-    _.x
+    _.accept
   };
 
@@ -160 +158 @@
     VMatrix y = Q_draw(_.x);
     Real pi_logDens_y = pi_logDens(y);
-    Real cumulate(y,pi_logDens_y,False);
-
     Real _.r := Min(1, If(_.simetricQ,
     {
@@ -170 +166 @@
           (_.pi_logDens_x + Q_logDens(_.x,   y)) )
     }));
-    accept_reject(y,pi_logDens_y) 
+    Real If(accept_reject(y), _.pi_logDens_x := pi_logDens_y);
+    _.x
   };
 
@@ -251 +248 @@
     Real _.r := Min(1,Exp(lwYjx_max-lwXjy_max)*(gYjx_sum/gXjy_sum));
   //WriteLn("TRACE draw _.r=\n"<<_.r);
-    Real pi_logDens_y = pi_logDens(y);
-    accept_reject(y,pi_logDens_y) 
+    Real accept_reject(y);
+    y
   })}
 };
@@ -701 +698 @@
 Real TolOprProfiler.Enabled := True;
 While(numSim<2500, append_draw(mtm_arima::draw_multiple_try(0)));
-Real TolOprProfiler.Dump("draw_multiple_try.02.csv");
+Real TolOprProfiler.Dump("draw_multiple_try.03.csv");
 Real mtm.time = (Copy(Time) - mtm.t0)/numSim;
 WriteLn("Time by MTM simulation "<<mtm.time);