X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Feconometrics-1.0.8%2Fnls_obj.m;fp=octave_packages%2Feconometrics-1.0.8%2Fnls_obj.m;h=e3d2375a19a8b7313e003db6d926853eb44b4cca;hp=0000000000000000000000000000000000000000;hb=f5f7a74bd8a4900f0b797da6783be80e11a68d86;hpb=1705066eceaaea976f010f669ce8e972f3734b05 diff --git a/octave_packages/econometrics-1.0.8/nls_obj.m b/octave_packages/econometrics-1.0.8/nls_obj.m new file mode 100644 index 0000000..e3d2375 --- /dev/null +++ b/octave_packages/econometrics-1.0.8/nls_obj.m @@ -0,0 +1,60 @@ +# Copyright (C) 2005 Michael Creel +# +# 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 . + +# usage: [obj_value, score] = nls_obj(theta, data, model, modelargs, nslaves) +# +# Returns the average sum of squared errors for a specified model +# This is for internal use by nls_estimate + + +function [obj_value, score] = nls_obj(theta, data, model, modelargs, nslaves) + + n = rows(data); + + if nslaves > 0 + global NEWORLD NSLAVES TAG + nn = floor(n/(NSLAVES + 1)); # number of obsns per slave + + # The command that the slave nodes will execute + cmd=['contrib = nls_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 = nls_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; endif + +endfunction