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annotate m-toolbox/classes/+utils/@math/loglikelihood_matrix.m @ 29:54f14716c721 database-connection-manager

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Update Java code
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100
parents f0afece42f48
children
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Daniele Nicolodi <nicolodi@science.unitn.it>
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1 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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Daniele Nicolodi <nicolodi@science.unitn.it>
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2 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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3 % Compute log-likelihood
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Daniele Nicolodi <nicolodi@science.unitn.it>
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4 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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5 % M Nofrarias 15-06-09
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6 %
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7 % $Id: loglikelihood_matrix.m,v 1.5 2011/11/16 08:52:50 nikos Exp $
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8 %
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9 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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Daniele Nicolodi <nicolodi@science.unitn.it>
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10 function [loglk snr]= loglikelihood_matrix(xn,in,out,noise,model,params,inModel,outModel)
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11 % parameters
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12 fs = in(1).objs(1).fs;
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13
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14 % num. experiments
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Daniele Nicolodi <nicolodi@science.unitn.it>
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15 nexp = numel(in);
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16 % num. transfer functions
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17 nmod = numel(model(1).objs(:));
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18 noutChannels = sqrt(numel(noise(1).objs));
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19
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20 % loop over experiments
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Daniele Nicolodi <nicolodi@science.unitn.it>
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21 loglk = 0;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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22 snr = 0;
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23 for i = 1:nexp
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24 if ((numel(in(1).objs) == 1) && numel(out(1).objs) == 1)
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25
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26 freqs = in(i).objs(1).data.getX;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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27 % evaluate models
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28 if(isempty(outModel))
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29 h11 = model(1).objs(1).setParams(params,xn).double;
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30 elseif (~isempty(outModel))
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31 h11 = outModel(1,1).y * model(1).getObjectAtIndex(1,1).setParams(params,xn).double';
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32 end
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33
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Daniele Nicolodi <nicolodi@science.unitn.it>
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34 % spectra to variance
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Daniele Nicolodi <nicolodi@science.unitn.it>
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35 % (N*fs/2)* this multiplication is done now in mcmc
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Daniele Nicolodi <nicolodi@science.unitn.it>
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36 C11 = noise(1).objs(1).data.getY;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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37
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Daniele Nicolodi <nicolodi@science.unitn.it>
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38 % compute elements of inverse cross-spectrum matrix
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Daniele Nicolodi <nicolodi@science.unitn.it>
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39 InvS11 = 1./C11;
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40
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Daniele Nicolodi <nicolodi@science.unitn.it>
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41 % compute log-likelihood terms first, all at once does not cancel the
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Daniele Nicolodi <nicolodi@science.unitn.it>
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42 % imag part when multiplying x.*conj(x)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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43 in1 = in(i).objs(1).data.getY;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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44 out1 = out(i).objs(1).data.getY;
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45
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46 tmplt1 = h11.*in1;
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47
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48 v1v1 = conj(out1 - tmplt1).*(out1 - tmplt1);
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49
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Daniele Nicolodi <nicolodi@science.unitn.it>
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50 %computing SNR
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51 snrexp = utils.math.stnr(tmplt1,0,out1,0,InvS11,0,0,0);
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52
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53 snr = snr + 20*log10(snrexp);
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54
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55 log1exp = sum(InvS11.*v1v1);
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56
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Daniele Nicolodi <nicolodi@science.unitn.it>
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57 loglk = loglk + log1exp;
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58
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59 elseif ((numel(in(1).objs) == 2) && numel(out(1).objs) == 2)
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60 freqs = in(i).objs(1).data.getX;
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61 % loop over models
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62
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63 if(isempty(outModel))
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Daniele Nicolodi <nicolodi@science.unitn.it>
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64 for j = 1:nmod
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65 % evaluate models
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66 h(:,j) = model(i).objs(j).setParams(params,xn).double;
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67 end
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68 elseif (~isempty(outModel))
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69 h(:,1) = outModel(1,1).y * model(i).getObjectAtIndex(1,1).setParams(params,xn).double';
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70 h(:,2) = outModel(2,1).y * model(i).getObjectAtIndex(1,1).setParams(params,xn).double';
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71 h(:,3) = outModel(1,2).y * model(i).getObjectAtIndex(2,2).setParams(params,xn).double';
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72 h(:,4) = outModel(2,2).y * model(i).getObjectAtIndex(2,2).setParams(params,xn).double';
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73 end
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74
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75 for j = 1:noutChannels^2
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Daniele Nicolodi <nicolodi@science.unitn.it>
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76 % spectra to variance
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Daniele Nicolodi <nicolodi@science.unitn.it>
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77 % (N*fs/2)* this multiplication is done now in mcmc
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78 C(:,j) = noise(i).objs(j).data.getY;
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79 end
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80
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81 % compute elements of inverse cross-spectrum matrix
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Daniele Nicolodi <nicolodi@science.unitn.it>
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82 detm = (C(:,1).*C(:,4) - C(:,2).*C(:,3));
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83 InvS11 = C(:,4)./detm; %1 4
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Daniele Nicolodi <nicolodi@science.unitn.it>
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84 InvS22 = C(:,1)./detm; %4 1
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Daniele Nicolodi <nicolodi@science.unitn.it>
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85 InvS12 = C(:,2)./detm; %2 2
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Daniele Nicolodi <nicolodi@science.unitn.it>
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86 InvS21 = C(:,3)./detm; %3 3
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87
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Daniele Nicolodi <nicolodi@science.unitn.it>
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88 % compute log-likelihood terms first, all at once does not cancel the
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Daniele Nicolodi <nicolodi@science.unitn.it>
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89 % imag part when multiplying x.*conj(x)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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90 in1 = in(i).objs(1).data.getY;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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91 in2 = in(i).objs(2).data.getY;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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92 out1 = out(i).objs(1).data.getY;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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93 out2 = out(i).objs(2).data.getY;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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94
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Daniele Nicolodi <nicolodi@science.unitn.it>
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95 tmplt1 = h(:,1).*in1 + h(:,3).*in2;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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96 tmplt2 = h(:,2).*in1 + h(:,4).*in2;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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97
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Daniele Nicolodi <nicolodi@science.unitn.it>
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98 % matrix index convention: H(1,1)->h(1) H(2,1)->h(2) H(1,2)->h(3) H(2,2)->h(4)
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99 v1v1 = conj(out1 - tmplt1).*(out1 - tmplt1);
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100 v2v2 = conj(out2 - tmplt2).*(out2 - tmplt2);
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101 v1v2 = conj(out1 - tmplt1).*(out2 - tmplt2);
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102 v2v1 = conj(out2 - tmplt2).*(out1 - tmplt1);
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103
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Daniele Nicolodi <nicolodi@science.unitn.it>
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104 %computing SNR
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Daniele Nicolodi <nicolodi@science.unitn.it>
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105 snrexp = utils.math.stnr(tmplt1,tmplt2,out1,out2,InvS11,InvS22,InvS12,InvS21);
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106
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107 snr = snr + 20*log10(snrexp);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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108
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Daniele Nicolodi <nicolodi@science.unitn.it>
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109 log1exp = sum(InvS11.*v1v1 + InvS22.*v2v2 - InvS12.*v1v2 - InvS21.*v2v1);
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110
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111 loglk = loglk + log1exp;
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112
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113 elseif ((numel(in(1).objs) == 4) && numel(out(1).objs) == 3)
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114 % here we are implementing only the magnetic case
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Daniele Nicolodi <nicolodi@science.unitn.it>
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115 % We have 4 inputs (the 4 conformator waveforms of the magnetic
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Daniele Nicolodi <nicolodi@science.unitn.it>
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116 % analysis and
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Daniele Nicolodi <nicolodi@science.unitn.it>
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117 % 3 outputs (that correspond to the IFO.x12 and IFO.ETA1 and
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Daniele Nicolodi <nicolodi@science.unitn.it>
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118 % IFO.PHI1
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119
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120
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Daniele Nicolodi <nicolodi@science.unitn.it>
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121 for j = 1:noutChannels^2
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Daniele Nicolodi <nicolodi@science.unitn.it>
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122 % spectra to variance
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Daniele Nicolodi <nicolodi@science.unitn.it>
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123
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124 % (N*fs/2)* this factor multiplication is done now in mcmc,
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Daniele Nicolodi <nicolodi@science.unitn.it>
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125 % before splitting
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126 C(:,j) = noise(i).objs(j).data.getY;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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127 end
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128 if( isempty(inModel) && ~isempty(outModel))
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129
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130 freqs = in(i).objs(1).data.getX;
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131
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132 % faster this way
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133 h(:,1) = outModel(1,1).y * model(i).getObjectAtIndex(1,1).setParams(params,xn).double;
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134 h(:,2) = outModel(2,1).y * model(i).getObjectAtIndex(1,1).setParams(params,xn).double;
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135 h(:,3) = outModel(3,1).y * model(i).getObjectAtIndex(1,1).setParams(params,xn).double;
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136 h(:,4) = outModel(1,1).y * model(i).getObjectAtIndex(1,2).setParams(params,xn).double;
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137 h(:,5) = outModel(2,1).y * model(i).getObjectAtIndex(1,2).setParams(params,xn).double;
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138 h(:,6) = outModel(3,1).y * model(i).getObjectAtIndex(1,2).setParams(params,xn).double;
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139 h(:,7) = outModel(1,2).y * model(i).getObjectAtIndex(2,3).setParams(params,xn).double;
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140 h(:,8) = outModel(2,2).y * model(i).getObjectAtIndex(2,3).setParams(params,xn).double;
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141 h(:,9) = outModel(3,2).y * model(i).getObjectAtIndex(2,3).setParams(params,xn).double;
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142 h(:,10) = outModel(1,3).y * model(i).getObjectAtIndex(3,4).setParams(params,xn).double;
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143 h(:,11) = outModel(2,3).y * model(i).getObjectAtIndex(3,4).setParams(params,xn).double;
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144 h(:,12) = outModel(3,3).y * model(i).getObjectAtIndex(3,4).setParams(params,xn).double;
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145
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Daniele Nicolodi <nicolodi@science.unitn.it>
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146
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Daniele Nicolodi <nicolodi@science.unitn.it>
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147 % compute elements of inverse cross-spectrum matrix
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
148 detm = (C(:,1).*C(:,5).*C(:,9) + ...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
149 C(:,2).*C(:,6).*C(:,7) + ...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
150 C(:,3).*C(:,4).*C(:,8) -...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
151 C(:,7).*C(:,5).*C(:,3) -...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
152 C(:,8).*C(:,6).*C(:,1) -...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
153 C(:,9).*C(:,4).*C(:,2));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
154
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
155
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
156 InvS11 = (C(:,5).*C(:,9) - C(:,8).*C(:,6))./detm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
157 InvS12 = -(C(:,4).*C(:,9) - C(:,7).*C(:,6))./detm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
158 InvS13 = (C(:,4).*C(:,8) - C(:,7).*C(:,5))./detm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
159 InvS21 = -(C(:,2).*C(:,9) - C(:,8).*C(:,3))./detm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
160 InvS22 = (C(:,1).*C(:,9) - C(:,7).*C(:,3))./detm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
161 InvS23 = -(C(:,1).*C(:,8) - C(:,7).*C(:,2))./detm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
162 InvS31 = (C(:,2).*C(:,6) - C(:,5).*C(:,3))./detm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
163 InvS32 = -(C(:,1).*C(:,6) - C(:,4).*C(:,3))./detm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
164 InvS33 = (C(:,1).*C(:,5) - C(:,4).*C(:,2))./detm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
165
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
166 % compute log-likelihood terms first, all at once does not cancel the
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
167 % imag part when multiplying x.*conj(x)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
168 for ll = 1:noutChannels
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
169 outV(:,ll) = out(i).objs(ll).data.getY;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
170 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
171 for kk = 1:model(i).ncols
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
172 inV(:,kk) = in(i).objs(kk).data.getY;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
173 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
174
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
175 % faster this way
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
176 v(:,1) = outV(:,1) - h(:,1).*inV(:,1) - h(:,4).*inV(:,2) - h(:,7).*inV(:,3) - h(:,10).*inV(:,4);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
177 v(:,2) = outV(:,2) - h(:,2).*inV(:,1) - h(:,5).*inV(:,2) - h(:,8).*inV(:,3) - h(:,11).*inV(:,4);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
178 v(:,3) = outV(:,3) - h(:,3).*inV(:,1) - h(:,6).*inV(:,2) - h(:,9).*inV(:,3) - h(:,12).*inV(:,4);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
179
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
180 v1v1 = conj(v(:,1)).*v(:,1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
181 v1v2 = conj(v(:,1)).*v(:,2);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
182 v1v3 = conj(v(:,1)).*v(:,3);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
183 v2v1 = conj(v(:,2)).*v(:,1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
184 v2v2 = conj(v(:,2)).*v(:,2);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
185 v2v3 = conj(v(:,2)).*v(:,3);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
186 v3v1 = conj(v(:,3)).*v(:,1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
187 v3v2 = conj(v(:,3)).*v(:,2);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
188 v3v3 = conj(v(:,3)).*v(:,3);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
189
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
190 log1exp = sum(InvS11.*v1v1 +...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
191 InvS12.*v1v2 +...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
192 InvS13.*v1v3 +...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
193 InvS21.*v2v1 +...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
194 InvS22.*v2v2 +...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
195 InvS23.*v2v3 +...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
196 InvS31.*v3v1 +...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
197 InvS32.*v3v2 +...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
198 InvS33.*v3v3);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
199
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
200 loglk = loglk + log1exp;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
201
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
202
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
203 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
204 error('For the magnetic case, implement an outModel and leave your inModel blank')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
205 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
206
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
207 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
208 error('Implemented cases: 1 input / 1output, 2 inputs / 2outputs (TN3045 analysis), and 4 inputs / 3 outpus (magnetic complete analysis model. Other cases have not been implemented yet. Sorry for the inconvenience)');
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
209 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
210
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
211 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
212 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
213