X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Feconometrics-1.0.8%2Fmle_obj.m;fp=octave_packages%2Feconometrics-1.0.8%2Fmle_obj.m;h=700dc7217e7afaeaa0543552fe98ccc109dd1621;hp=0000000000000000000000000000000000000000;hb=c880e8788dfc484bf23ce13fa2787f2c6bca4863;hpb=1705066eceaaea976f010f669ce8e972f3734b05

diff --git a/octave_packages/econometrics-1.0.8/mle_obj.m b/octave_packages/econometrics-1.0.8/mle_obj.m
new file mode 100644
index 0000000..700dc72
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+++ b/octave_packages/econometrics-1.0.8/mle_obj.m
@@ -0,0 +1,64 @@
+# 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/>.
+
+## usage: [obj_value, score] = mle_obj(theta, data, model, modelargs, nslaves)
+##
+## Returns the average log-likelihood for a specified model
+## This is for internal use by mle_estimate
+
+
+function [obj_value, score] = mle_obj(theta, data, model, modelargs, nslaves)
+
+	n = rows(data);   
+	
+	if nargin < 5 nslaves = 0; endif
+	if nslaves > 0
+		global NSLAVES PARALLEL NEWORLD NSLAVES TAG;
+
+		nn = floor(n/(NSLAVES + 1)); # number of obsns per slave
+
+		# The command that the slave nodes will execute
+    		cmd=['contrib = mle_obj_nodes(theta, data, model, modelargs, 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
+  		obj_value = mle_obj_nodes(theta, data, model, modelargs, nn);
+
+		# collect slaves' results
+		contrib = 0.0; # must be initialized to use MPI_Recv
+  		for i = 1:NSLAVES
+			MPI_Recv(contrib,i,TAG,NEWORLD);
+			obj_value = obj_value + contrib;
+		endfor
+
+		# compute the average
+  		obj_value = - obj_value / n;
+  		score = "na"; # fix this later to allow analytic score in parallel
+		
+	else # serial version
+		[contribs, score] = feval(model, theta, data, modelargs);
+		obj_value = - mean(contribs);
+		if isnumeric(score) score = - mean(score)'; endif # model passes "na" when score not available
+	endif
+
+	# let's bullet-proof this in case the model goes nuts
+	if (((abs(obj_value) == Inf)) || (isnan(obj_value)))
+		obj_value = realmax/10;
+	endif	    
+
+endfunction