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Merge
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Tue, 06 Dec 2011 19:07:22 +0100
parents 409a22968d5e
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% UTP_AO_MCMC a set of UTPs for the ao/mcmc method
%
% M Nofrarias 06-07-09
%
% $Id: utp_ao_mcmc.m,v 1.8 2011/11/16 15:21:13 nikos Exp $
%

% <MethodDescription>
%
% MCMC samples a probability distribution for a using a 
% Metropolis algorithm.
%
% </MethodDescription>

function results = utp_ao_mcmc(varargin)
  
  % Check the inputs
  if nargin == 0
    
    % Some keywords
    class   = 'ao';
    mthd    = 'mcmc';
    
    results = [];
    disp('******************************************************');
    disp(['****  Running UTPs for ' class '/' mthd]);
    disp('******************************************************');
    
    % Test AOs
    n1  = ao(plist('waveform','noise','type','normal','sigma',0.1,'nsecs',100,'fs',1,'yunits','m'));
    n2  = ao(plist('waveform','noise','type','normal','sigma',0.1,'nsecs',100,'fs',1,'yunits','m'));
    noise = [n1 ; n2];
    
    in(1) = ao(plist('fs', 1, 'nsecs', 100, 'tsfcn', 'sin(2*pi*1*t)'));
    in(2) = ao(plist('fs', 1, 'nsecs', 100, 'tsfcn', 'sin(2*pi*0.1*t)'));
    
    out(1) = ao(plist('fs', 1, 'nsecs', 100, 'tsfcn', '10 + sin(2*pi*1*t)'));
    out(2) = ao(plist('fs', 1, 'nsecs', 100, 'tsfcn', '200 + sin(2*pi*0.1*t)'));
    
    % Test smodels
    st1 = smodel('a + t'); 
    st1.setXvar('f');
    st1.setParams('a',10);
    st1.setXvar('t');
    st1.setXvals(in(1).x);
    
    st2 = smodel('b + t'); 
    st2.setXvar('f');
    st2.setParams('b',10);
    st2.setXvar('t');
    st2.setXvals(in(1).x);
    
    model = matrix(st1,st2,st1,st2,plist('shape',[2 2]));
    
    % define plist
     pl = plist('Fitparams',{'a','b'},...
       'cov',[1 0; 0 1],...
       'J',1,...
       'N',2,...
       'range',{[5 15],[180 220]},...
       'x0',[10 200], ...
       'noise',noise, ...
       'Tc',[10 20], ...
       'model',model, ...       
       'search', false, ...
       'frequencies',[1e-3 1],...
       'input', [in(1) ; in(2)],...
       'Navs',5,...
       'simplex', false);
    
    % Exception list for the UTPs:
    [ple1,ple2,ple3,ple4,ple5,ple6] = get_test_ples();
    
    % Run the tests
    results = [results utp_01];    % getInfo call
    results = [results utp_02];    % Vector input
    results = [results utp_03];    % Matrix input
    results = [results utp_04];    % Test history is working
    results = [results utp_05];    % Test output of the data
    
    %
    disp('Done.');
    disp('******************************************************');
    
  elseif nargin == 1 % Check for UTP functions
    if strcmp(varargin{1}, 'isutp')
      results = 1;
    else
      results = 0;
    end
  else
    error('### Incorrect inputs')
  end
  
  %% UTP_01
  
  % <TestDescription>
  %
  % Tests that the getInfo call works for this method.
  %
  % </TestDescription>
  function result = utp_01
    
    % <SyntaxDescription>
    %
    % Test that the getInfo call works for no sets, all sets, and each set
    % individually.
    %
    % </SyntaxDescription>
    
    % <SyntaxCode>
    try
      % Call for no sets
      io(1) = eval([class '.getInfo(''' mthd ''', ''None'')']);
      % Call for all sets
      io(2) = eval([class '.getInfo(''' mthd ''')']);
      % Call for each set
      for kk=1:numel(io(2).sets)
        io(kk+2) = eval([class '.getInfo(''' mthd ''', ''' io(2).sets{kk} ''')']);
      end
      stest = true;
    catch err
      disp(err.message)
      stest = false;
    end
    % </SyntaxCode>
    
    % <AlgoDescription>
    %
    % 1) Check that getInfo call returned an minfo object in all cases.
    % 2) Check that all plists have the correct parameters.
    %
    % </AlgoDescription>
    
    % <AlgoCode>
    atest = true;
    if stest
      % check we have minfo objects
      if isa(io, 'minfo')
        % SET 'None'
        if ~isempty(io(1).sets), atest = false; end
        if ~isempty(io(1).plists), atest = false; end
        % Check all Sets
        if ~any(strcmpi(io(2).sets, 'Default')), atest = false; end
        if numel(io(2).plists) ~= numel(io(2).sets), atest = false; end
        % SET 'Default'
        if io(3).plists.nparams ~= 19, atest = false; end
        % Check key
        if ~io(3).plists.isparam('N'), atest = false; end
        if ~io(3).plists.isparam('cov'), atest = false; end
        if ~io(3).plists.isparam('Fitparams'), atest = false; end
        if ~io(3).plists.isparam('noise'), atest = false; end
        if ~io(3).plists.isparam('model'), atest = false; end
        if ~io(3).plists.isparam('search'), atest = false; end
        if ~io(3).plists.isparam('simplex'), atest = false; end
        if ~io(3).plists.isparam('heat'), atest = false; end
        if ~io(3).plists.isparam('Tc'), atest = false; end
        if ~io(3).plists.isparam('x0'), atest = false; end
        if ~io(3).plists.isparam('jumps'), atest = false; end
        if ~io(3).plists.isparam('plot'), atest = false; end
        if ~io(3).plists.isparam('debug'), atest = false; end
        %if ~io(3).plists.isparam('fpars'), atest = false; end
        % Check default value
        if ~isequal(io(3).plists.find('N'), 1000), atest = false; end
        if ~isequal(io(3).plists.find('cov'), 1e-4), atest = false; end
        if ~isEmptyDouble(io(3).plists.find('Fitparams')), atest = false; end
        if ~isequal(io(3).plists.find('noise'), ''), atest = false; end
        if ~isequal(io(3).plists.find('model'), ''), atest = false; end
        if ~isequal(io(3).plists.find('search'), true), atest = false; end
        if ~isequal(io(3).plists.find('simplex'), true), atest = false; end
        if ~isequal(io(3).plists.find('heat'), 1), atest = false; end
        if ~isequal(io(3).plists.find('Tc'), []), atest = false; end
        if ~isequal(io(3).plists.find('x0'), []), atest = false; end
        if ~isequal(io(3).plists.find('jumps'), []), atest = false; end
        if ~isequal(io(3).plists.find('plot'), []), atest = false; end
        if ~isequal(io(3).plists.find('debug'), false), atest = false; end
        %if ~isequal(io(3).plists.find('fpars'), []), atest = false; end
        % Check options
        if ~isequal(io(3).plists.getOptionsForParam('N'), {[1000]}), atest = false; end
        if ~isequal(io(3).plists.getOptionsForParam('cov'), {[1e-4]}), atest = false; end
        if ~isequal(io(3).plists.getOptionsForParam('Fitparams'), {[]}), atest = false; end
        if ~isequal(io(3).plists.getOptionsForParam('noise'), {[]}), atest = false; end
        if ~isequal(io(3).plists.getOptionsForParam('model'), {[]}), atest = false; end
        if ~isequal(io(3).plists.getOptionsForParam('search'), {true, false}), atest = false; end
        if ~isequal(io(3).plists.getOptionsForParam('simplex'), {true, false}), atest = false; end
        if ~isequal(io(3).plists.getOptionsForParam('heat'), {[1]}), atest = false; end
        if ~isequal(io(3).plists.getOptionsForParam('Tc'), {[]}), atest = false; end
        if ~isequal(io(3).plists.getOptionsForParam('x0'), {[]}), atest = false; end
        if ~isequal(io(3).plists.getOptionsForParam('jumps'), {[]}), atest = false; end
        if ~isequal(io(3).plists.getOptionsForParam('plot'), {[]}), atest = false; end
        if ~isequal(io(3).plists.getOptionsForParam('debug'), {false, true}), atest = false; end
        %if ~isequal(io(3).plists.getOptionsForParam('fpars'), {[]}), atest = false; end
      end
    else
      atest = false;
    end
    % </AlgoCode>
    
    % Return a result structure
    result = utp_prepare_result(atest, stest, dbstack, mfilename);
  end % END UTP_01
  
  %% UTP_02
  
  % <TestDescription>
  %
  % Tests that the metropolis2D method works with a vector of AOs as input.
  %
  % </TestDescription>
  function result = utp_02
    
    % <SyntaxDescription>
    %
    % Test that the metropolis2D method works for a vector of AOs as input.
    %
    % </SyntaxDescription>
    
    % <SyntaxCode>
    try
      avec = [out(1) ; out(2)];
      m  = mcmc(avec,pl);
      stest = true;
    catch err
      disp(err.message)
      stest = false;
    end
    % </SyntaxCode>
    
    % <AlgoDescription>
    %
    % 1) Check that the number of elements in 'out' is the square of the
    %    number in the input.
    % 2) Check that each output AO contains the correct data.
    %
    % </AlgoDescription>
    
    % <AlgoCode>
    atest = true;
    if stest
      % Check we have the correct number of outputs
      if numel(m.names) ~= numel(in), atest = false; end
    else
      atest = false;
    end
    % </AlgoCode>
    
    % Return a result structure
    result = utp_prepare_result(atest, stest, dbstack, mfilename);
  end % END UTP_02
  
  %% UTP_03
  
  % <TestDescription>
  %
  % Tests that the metropolis2D method works with a matrix of AOs as input.
  %
  % </TestDescription>
  function result = utp_03
    
    % <SyntaxDescription>
    %
    % Test that the metropolis2D method works for a matrix of AOs as input.
    %
    % </SyntaxDescription>
    
    % <SyntaxCode>
    try
      amat =  matrix(out(1),out(2),plist('shape',[2 1]));
      m  = mcmc(amat,pl);
      stest = true;
    catch err
      disp(err.message)
      stest = false;
    end
    % </SyntaxCode>
    
    % <AlgoDescription>
    %
    % 1) Check that the number of elements in 'out' is the square of the
    %    number in the input.
    % 2) Check that each output AO contains the correct data.
    %
    % </AlgoDescription>
    
    % <AlgoCode>
    atest = true;
    if stest
      % Check we have the correct number of outputs
      if numel(m.names) ~= numel(in), atest = false; end
    else
      atest = false;
    end
    % </AlgoCode>
    
    % Return a result structure
    result = utp_prepare_result(atest, stest, dbstack, mfilename);
  end % END UTP_03
  

  %% UTP_04
  % <TestDescription>
  %
  % Tests that the metropolis2D method properly applies history.
  %
  % </TestDescription>
  function result = utp_04
    
    % <SyntaxDescription>
    %
    % Test that the result of applying the metropolis2D method can be processed back
    % to an m-file.
    %
    % </SyntaxDescription>
    
    % <SyntaxCode>
    try
      m  = mcmc([out(1) ; out(2)],pl);
      mm = rebuild(m);
      stest = true;
    catch err
      disp(err.message)
      stest = false;
    end
    % </SyntaxCode>
    
    % <AlgoDescription>
    %
    % 1) Check that the last entry in the history of 'm' corresponds to
    %    'metropolis2D'.
    % 2) Check that the re-built object is the same object as 'm'.
    %    THIS IS NOT TRUE FOR METROPOLIS BECAUSE THE OUTPUT CHAIN IS ONLY
    %    EQUAL STATISTICALLY
    %
    % </AlgoDescription>
    
    % <AlgoCode>
    atest = true;
    if stest
      % Check the last step in the history of 'out'
      if ~strcmp(m(1).hist.methodInfo.mname, 'mcmc'), atest = true; end
      % Check the re-built object
%       if ~eq(mm(1), m(1), ple2), atest = false; end
    else
      atest = false;
    end
    % </AlgoCode>
    
    % Return a result structure
    result = utp_prepare_result(atest, stest, dbstack, mfilename);
  end % END UTP_04
  
  %% UTP_05

  % <TestDescription>
  %
  % Tests that the metropolis2D method can not modify the input AO.
  %
  % </TestDescription>
  function result = utp_05

    % <SyntaxDescription>
    %
    % Test that the tfe method can not modify the input AO.
    % The method must throw an error for the modifier call.
    %
    % </SyntaxDescription>

    try
      % <SyntaxCode>
       % copy at1 to work with
      ain = ao(in(1));
      % modify ain
      ain.mcmc(in,out,pl);
      % </SyntaxCode>
      stest = false;
    catch err
      stest = true;
    end

    % <AlgoDescription>
    %
    % 1) Nothing to check.
    %
    % </AlgoDescription>

    atest = true;
    if stest
      % <AlgoCode>
      % </AlgoCode>
    else
      atest = false;
    end

    % Return a result structure
    result = utp_prepare_result(atest, stest, dbstack, mfilename);
  end % END UTP_05
  
  
  
end