1 # Copyright (C) 2003,2004,2005 Michael Creel <michael.creel@uab.es>
3 # This program is free software; you can redistribute it and/or modify
4 # it under the terms of the GNU General Public License as published by
5 # the Free Software Foundation; either version 2 of the License, or
6 # (at your option) any later version.
8 # This program is distributed in the hope that it will be useful,
9 # but WITHOUT ANY WARRANTY; without even the implied warranty of
10 # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
11 # GNU General Public License for more details.
13 # You should have received a copy of the GNU General Public License
14 # along with this program; If not, see <http://www.gnu.org/licenses/>.
16 ## usage: [obj_value, score] = mle_obj(theta, data, model, modelargs, nslaves)
18 ## Returns the average log-likelihood for a specified model
19 ## This is for internal use by mle_estimate
22 function [obj_value, score] = mle_obj(theta, data, model, modelargs, nslaves)
26 if nargin < 5 nslaves = 0; endif
28 global NSLAVES PARALLEL NEWORLD NSLAVES TAG;
30 nn = floor(n/(NSLAVES + 1)); # number of obsns per slave
32 # The command that the slave nodes will execute
33 cmd=['contrib = mle_obj_nodes(theta, data, model, modelargs, nn); ',...
34 'MPI_Send(contrib,0,TAG,NEWORLD);'];
36 # send items to slaves
37 NumCmds_Send({"theta", "nn", "cmd"}, {theta, nn, cmd});
39 # evaluate last block on master while slaves are busy
40 obj_value = mle_obj_nodes(theta, data, model, modelargs, nn);
42 # collect slaves' results
43 contrib = 0.0; # must be initialized to use MPI_Recv
45 MPI_Recv(contrib,i,TAG,NEWORLD);
46 obj_value = obj_value + contrib;
50 obj_value = - obj_value / n;
51 score = "na"; # fix this later to allow analytic score in parallel
54 [contribs, score] = feval(model, theta, data, modelargs);
55 obj_value = - mean(contribs);
56 if isnumeric(score) score = - mean(score)'; endif # model passes "na" when score not available
59 # let's bullet-proof this in case the model goes nuts
60 if (((abs(obj_value) == Inf)) || (isnan(obj_value)))
61 obj_value = realmax/10;