X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Feconometrics-1.0.8%2Faverage_moments.m;fp=octave_packages%2Feconometrics-1.0.8%2Faverage_moments.m;h=1508c4cf8cf6b9745a8897fbc6f46b68e67563c2;hp=0000000000000000000000000000000000000000;hb=f5f7a74bd8a4900f0b797da6783be80e11a68d86;hpb=1705066eceaaea976f010f669ce8e972f3734b05

diff --git a/octave_packages/econometrics-1.0.8/average_moments.m b/octave_packages/econometrics-1.0.8/average_moments.m
new file mode 100644
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+++ b/octave_packages/econometrics-1.0.8/average_moments.m
@@ -0,0 +1,54 @@
+# Copyright (C) 2003,2004,2005  Michael Creel <michael.creel@uab.es>
+# 
+# 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, see <http://www.gnu.org/licenses/>.
+ 
+# for internal use by gmm_estimate 
+
+
+# average moments (separate function so it can be differentiated)
+function m = average_moments(theta, data, moments, momentargs)
+	
+	global NSLAVES PARALLEL NEWORLD NSLAVES TAG;
+
+	n = rows(data);
+
+	if PARALLEL
+    		nn = floor(n/(NSLAVES + 1)); # save some work for master
+    
+		#  The command that the slave nodes will execute
+    		cmd=['contrib = sum_moments_nodes(theta, data, moments, momentargs, nn); ',...	
+         		'MPI_Send(contrib,0,TAG,NEWORLD);'];	
+
+		# send items to slaves
+		NumCmds_Send({"theta", "nn", "cmd"},{theta, nn, cmd});
+
+		# evaluate last block on master while slaves are busy
+   		m = feval("sum_moments_nodes", theta, data, moments, momentargs, nn);
+
+		# collect slaves' results
+		contrib = zeros(1,columns(m));
+    		for i = 1:NSLAVES
+			MPI_Recv(contrib,i,TAG,NEWORLD);
+			m = m + contrib;
+    		endfor
+
+		m = m'; # we want a column vector, please
+		m = m/n; # average please, not sum
+
+	else # serial version
+		m = feval(moments, theta, data, momentargs);
+		m = mean(m)';  # returns Gx1 moment vector
+	endif
+	
+endfunction