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///////////////////////////////////////////////////////////////////////////////
// For information as to what this class does, see the Javadoc, below. //
// Copyright (C) 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, //
// 2007, 2008, 2009, 2010, 2014, 2015, 2022 by Peter Spirtes, Richard //
// Scheines, Joseph Ramsey, and Clark Glymour. //
// //
// This program is free software; you can redistribute it and/or modify //
// it under the terms of the GNU General Public License as published by //
// the Free Software Foundation; either version 2 of the License, or //
// (at your option) any later version. //
// //
// This program is distributed in the hope that it will be useful, //
// but WITHOUT ANY WARRANTY; without even the implied warranty of //
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the //
// GNU General Public License for more details. //
// //
// You should have received a copy of the GNU General Public License //
// along with this program; if not, write to the Free Software //
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA //
///////////////////////////////////////////////////////////////////////////////
package edu.cmu.tetrad.sem;
import edu.cmu.tetrad.data.CovarianceMatrix;
import edu.cmu.tetrad.data.DataUtils;
import edu.cmu.tetrad.graph.SemGraph;
import edu.cmu.tetrad.util.Matrix;
import edu.cmu.tetrad.util.TetradLogger;
/**
* Optimizes a SEM using RICF (see that class).
*
* @author josephramsey
*/
public class SemOptimizerRicf implements SemOptimizer {
private static final long serialVersionUID = 23L;
private int numRestarts = 1;
/**
* Blank constructor.
*/
public SemOptimizerRicf() {
}
/**
* Generates a simple exemplar of this class to test serialization.
*/
public static SemOptimizerRicf serializableInstance() {
return new SemOptimizerRicf();
}
/**
* Optimizes the fitting function of the given Sem using the Powell method from Numerical Recipes by adjusting the
* freeParameters of the Sem.
*/
public void optimize(SemIm semIm) {
if (this.numRestarts < 1) this.numRestarts = 1;
if (this.numRestarts != 1) {
throw new IllegalArgumentException("Number of restarts must be 1 for this method.");
}
Matrix sampleCovar = semIm.getSampleCovar();
if (sampleCovar == null) {
throw new NullPointerException("Sample covar has not been set.");
}
if (DataUtils.containsMissingValue(sampleCovar)) {
throw new IllegalArgumentException("Please remove or impute missing values.");
}
if (DataUtils.containsMissingValue(sampleCovar)) {
throw new IllegalArgumentException("Please remove or impute missing values.");
}
TetradLogger.getInstance().log("info", "Trying EM...");
// new SemOptimizerEm().optimize(semIm);
CovarianceMatrix cov = new CovarianceMatrix(semIm.getMeasuredNodes(),
sampleCovar, semIm.getSampleSize());
SemGraph graph = semIm.getSemPm().getGraph();
Ricf.RicfResult result = new Ricf().ricf(graph, cov, 0.001);
Matrix bHat = new Matrix(result.getBhat().toArray());
Matrix lHat = new Matrix(result.getLhat().toArray());
Matrix oHat = new Matrix(result.getOhat().toArray());
for (Parameter param : semIm.getFreeParameters()) {
if (param.getType() == ParamType.COEF) {
int i = semIm.getSemPm().getVariableNodes().indexOf(param.getNodeA());
int j = semIm.getSemPm().getVariableNodes().indexOf(param.getNodeB());
semIm.setEdgeCoef(param.getNodeA(), param.getNodeB(), -bHat.get(j, i));
}
if (param.getType() == ParamType.VAR) {
int i = semIm.getSemPm().getVariableNodes().indexOf(param.getNodeA());
if (lHat.get(i, i) != 0) {
semIm.setErrVar(param.getNodeA(), lHat.get(i, i));
} else if (oHat.get(i, i) != 0) {
semIm.setErrVar(param.getNodeA(), oHat.get(i, i));
}
}
if (param.getType() == ParamType.COVAR) {
int i = semIm.getSemPm().getVariableNodes().indexOf(param.getNodeA());
int j = semIm.getSemPm().getVariableNodes().indexOf(param.getNodeB());
if (lHat.get(i, i) != 0) {
semIm.setErrCovar(param.getNodeA(), param.getNodeB(), lHat.get(j, i));
} else if (oHat.get(i, i) != 0) {
semIm.setErrCovar(param.getNodeA(), param.getNodeB(), oHat.get(j, i));
}
}
}
System.out.println(result);
System.out.println(semIm);
}
@Override
public int getNumRestarts() {
return this.numRestarts;
}
@Override
public void setNumRestarts(int numRestarts) {
this.numRestarts = numRestarts;
}
public String toString() {
return "Sem Optimizer RICF";
}
}