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ktst.cpp
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ktst.cpp
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#include "plottraj.hpp"
#include "hp.hpp"
#include "kernels.hpp"
#include <string>
#include <random>
#include <chrono>
#include <thread>
#include <numeric>
//using namespace std::string_literals;
using namespace std;
template<typename T>
using initl = std::initializer_list<T>;
void pause(int millisec) {
auto start = std::chrono::high_resolution_clock::now();
std::this_thread::sleep_for(std::chrono::milliseconds{millisec});
}
void waitforkey() {
std::cin.clear();
std::cin.ignore(std::cin.rdbuf()->in_avail());
std::cin.get();
}
pair<vector<double>,vector<vector<double>>> subsamp(const vector<double> x,
const vector<vector<double>> y) {
int nstep = x.size()/1000;
pair<vector<double>,vector<vector<double>>> ans;
for(int i=0;i<y.size();i++) ans.second.emplace_back();
for(int i=0;i<x.size();i+=nstep) {
ans.first.emplace_back(x[i]);
for(int j=0;j<y.size();j++)
ans.second[j].emplace_back(y[j][i]);
}
return ans;
}
int main(int argc, char **argv) {
traj tr;
hp<multikernel<singleexpkernel>> process
(vector<double>{0.1,0.0001},
vector<vector<double>>{vector<double>{1/4.0,2/4.0},
vector<double>{1/4.0,1/4.0}},
1,1);
/*
hp<multikernel<singleexpkernel>> process
(vector<double>{0.1,0.0001},
//vector<vector<double>>{vector<double>{1/4.0,0/4.0},
// vector<double>{0/4.0,1/4.0}},
vector<vector<double>>{vector<double>{3/4.0,0/4.0},
vector<double>{0/4.0,1/4.0}},
1,1);
*/
std::random_device rd;
std::mt19937_64 rand(rd());
tr.tend = 5;
tr.events.emplace_back();
tr.events.emplace_back();
tr.unobs.emplace_back();
tr.unobs.emplace_back();
tr.unobs[0].emplace_back(1,3);
tr.events[1].emplace(4);
/*
tr.unobs[0].emplace_back(1,5);
tr.unobs[1].emplace_back(1,5);
*/
int n = 1000000;
int m = 1000;
int nval = 2;
int npts = 1000;
if (argc>1) n = atoi(argv[1]);
if (argc>2) m = atoi(argv[2]);
int burnin = n/2;
if (argc>3) burnin = atoi(argv[3]);
vector<double> xs(n,0);
vector<vector<double>> ys;
vector<vector<double>> y2s;
vector<Gnuplot> plots(2);
for(int i=0;i<nval;i++) {
ys.emplace_back(n,0);
y2s.emplace_back(n,0);
plots[i].set_style("linespoints");
}
iota(xs.begin(),xs.end(),1);
vector<double> ssx(npts,0),ssy(npts,0);
const double kappa = 2.0;
for(int j=0;j<m;j++) {
vector<double> s(nval,0.0);
vector<double> c(nval,0.0);
auto state = process.initgibbs(tr,kappa,rand);
for(int i=0;i<burnin;i++)
while(!process.gibbsstep(state,rand))
;
for(int i=0;i<n;i++) {
//while(!process.gibbsstep(state,rand))
// ;
process.gibbsstep(state,rand);
auto samp = state.trajectory();
c[0] = 0;
c[1] = 0;
/*
for(auto t : samp.events[0])
if (t>=1 && t<2) c[0]++;
else if (t>=2 && t<3) c[1]++;
*/
for(auto t : samp.events[0])
if (t>=1 && t<5) c[0]++;
for(auto t : samp.events[1])
if (t>=1 && t<5) c[1]++;
for(int k=0;k<nval;k++) {
s[k] += c[k];
double v = s[k]/(i+1);
ys[k][i]+=v;
y2s[k][i]+=v*v;
}
}
int nm = j+1;
cout << j << '/' << m << ":";
for(int k=0;k<nval;k++) {
double val = ys[k].back()/nm;
cout << ' ' << s[k]/n;
cout << " (" << val << ")";
}
cout << endl;
if (j%10==0) {
//{
for(int k=0;k<nval;k++) {
double val = ys[k].back()/nm;
plots[k].reset_plot();
int ii = 0;
for(double l=log(1);l<log(n);l+=(log(n)-log(1))/npts) {
int li = floor(exp(l));
ssx[ii] = xs[li];
ssy[ii] = (y2s[k][li] - 2*val*ys[k][li])/nm + val*val;
++ii;
}
plots[k].set_xlogscale(10);
plots[k].set_ylogscale(10);
plots[k].plot_xy(ssx,ssy);
pause(1);
}
}
}
waitforkey();
}