https://github.com/cran/RandomFields
Tip revision: 683e381531c37e8e7224edd899422f119d926418 authored by Martin Schlather on 21 January 2014, 00:00:00 UTC
version 3.0.10
version 3.0.10
Tip revision: 683e381
Huetchen.cc
/*
Authors
Martin Schlather, schlather@math.uni-mannheim.de
simulation of max-stable random fields
Copyright (C) 2001 -- 2014 Martin Schlather,
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 3
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 PURSE. 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.
*/
#include <math.h>
#include <stdio.h>
#include "RF.h"
#include "Covariance.h"
#define POISSON_INTENSITY 0
#define RANDOMCOIN_INTENSITY (COMMON_GAUSS + 1)
#define PGS_RATIO 0
#define PGS_FLAT 1
#define PGS_VOXEL 0
#define PGS_CORNER 1
#define PGS_SIDES PGS_CORNER + 1
#define PGS_2D_SIDE1 PGS_SIDES
#define PGS_2D_SIDE2 PGS_SIDES + 1
#define PGS_3D_SIDE1 PGS_SIDES
#define PGS_3D_SIDE2 PGS_SIDES + 1
#define PGS_3D_SIDE3 PGS_SIDES + 2
#define PGS_3D_EDGE1 PGS_SIDES + 3
#define PGS_3D_EDGE2 PGS_SIDES + 4
#define PGS_3D_EDGE3 PGS_SIDES + 5
int addUnifModel(cov_model VARIABLE_IS_NOT_USED *cov, double radius, cov_model **newmodel) {
addModel(newmodel, UNIF);
kdefault(*newmodel, UNIF_MIN, -radius);
kdefault(*newmodel, UNIF_MAX, radius);
return NOERROR;
}
int alloc_pgs(cov_model *cov) {
return alloc_pgs(cov, cov->xdimown);
}
int alloc_pgs(cov_model *cov, int dim) { // all what is necessary for dompp
pgs_storage *pgs = NULL;
if (cov->Spgs != NULL) PGS_DELETE(&(cov->Spgs));
if ((pgs = cov->Spgs = (pgs_storage*) MALLOC(sizeof(pgs_storage))) == NULL)
return ERRORMEMORYALLOCATION;
PGS_NULL(pgs);
//printf("here\n");
if ((pgs->supportmin = (double*) CALLOC(dim, sizeof(double))) == NULL ||
(pgs->supportmax = (double*) CALLOC(dim, sizeof(double))) == NULL ||
(pgs->supportcentre = (double*) CALLOC(dim, sizeof(double))) == NULL ||
(pgs->gridlen = (int*) CALLOC(dim, sizeof(int))) == NULL ||
(pgs->end = (int*) CALLOC(dim, sizeof(int))) == NULL ||
(pgs->start = (int*) CALLOC(dim, sizeof(int))) == NULL ||
(pgs->delta = (int*) CALLOC(dim, sizeof(int))) == NULL ||
(pgs->nx = (int*) CALLOC(dim, sizeof(int))) == NULL ||
(pgs->xstart = (double*) CALLOC(dim, sizeof(double))) == NULL ||
(pgs->x = (double*) CALLOC(dim, sizeof(double))) == NULL ||
(pgs->inc = (double*) CALLOC(dim, sizeof(double))) == NULL)
return ERRORMEMORYALLOCATION;
// printf("here end\n");
return NOERROR;
}
void pts_given_shape(double *x, cov_model *cov, double *v) {
cov_model *shape = cov->sub[PGS_FCT];
NONSTATCOV(x, cov->q, shape, v);
// if (cov->q[0] < 1) {
// printf("x=%f q=%f v=%f\n", x[0], cov->q[0], v[0]);
// assert(false);
// }
// APMI(cov);
}
void logpts_given_shape(double *x, cov_model *cov, double *v, double *sign) {
cov_model *shape = cov->sub[PGS_FCT];
LOGNONSTATCOV(x, cov->q, shape, v, sign);
}
int check_pts_given_shape(cov_model *cov) {
cov_model *shape = cov->sub[PGS_FCT],
*pts = cov->sub[PGS_LOC];
location_type *loc = Loc(cov);
int err, role,
dim = cov->tsdim;
if (loc->Time) SERR("Time component not allowed yet"); // todo
kdefault(cov, PGS_RATIO, GLOBAL.extreme.density_ratio);
kdefault(cov, PGS_FLAT, GLOBAL.extreme.flat);
//PMI(cov, "checking");
if ((err = checkkappas(cov)) != NOERROR) return err;
if (cov->q == NULL) {
// zwingend CALLOC !
if ((cov->q = (double*) CALLOC(sizeof(double), dim)) == NULL)
return ERRORMEMORYALLOCATION;
cov->qlen = dim;
}
if (cov->xdimprev != cov->xdimown || cov->xdimprev != cov->tsdim)
return ERRORDIM;
if (cov->role == ROLE_GAUSS) {
role = isShape(shape) ? cov->role //Marco, 29.5.13
: isGaussProcess(shape) ? ROLE_GAUSS
: shape->nr == BINARYPROC ? ROLE_GAUSS
: ROLE_UNDEFINED;
ASSERT_ROLE_DEFINED(shape);
} else if (hasPoissonRole(cov)) {
role = ROLE_POISSON;
} else if (hasMaxStableRole(cov)) {
role = ROLE_MAXSTABLE;
} else ILLEGAL_ROLE;
//printf("here\n");
// isotropy is the property
if ((err = CHECK(shape, dim, dim, ShapeType, XONLY, ISOTROPIC,
SCALAR, role)) != NOERROR) return err;
// but it must be treated as if it was non-isotropic
if ((err = CHECK(shape, dim, dim, ShapeType, XONLY, CARTESIAN_COORD,
SCALAR, role)) != NOERROR) BUG;
setbackward(cov, shape);
//if (!shape->deterministic) return ERRORNOTPROGRAMMED; // Dichte muss nicht normiert sein und stattdessen durch das mittlere Volumen dividiert werden.
if (pts != NULL) {
//printf("pts %s %s\n", CovList[pts->nr + 1].nick, CovList[pts->nr + 1].name);
//PMI(pts);
if ((err = CHECK_R(pts, dim)) != NOERROR) return err;
}
// printf("done\n");
return NOERROR;
}
int struct_pts_given_shape(cov_model *cov, cov_model **newmodel){
cov_model *shape = cov->sub[PGS_FCT];
// location_type *loc = Loc(cov);
int err = NOERROR;
if (newmodel != NULL) BUG;
if (cov->Spgs != NULL) free(cov->Spgs);
if (shape->role != ROLE_POISSON && shape->role != ROLE_MAXSTABLE)
ILLEGAL_ROLE;
if (cov->sub[PGS_LOC] == NULL) {
// COV_DELETE(cov->sub + PGS_LOC);
// assert(cov->sub[PGS_LOC] == NULL);
if ((err = STRUCT(shape, cov->sub + PGS_LOC)) != NOERROR)
return err;
if (cov->sub[PGS_LOC] == NULL)
SERR1("no intensity found for '%s'", NICK(shape));
assert(cov->sub[PGS_LOC]->calling != NULL);
// printf("here %s\n", NICK(cov->sub[PGS_LOC]));
//if ((err = CHECK_R(cov->sub[PGS_LOC], cov->tsdim)) != NOERROR) return err;
}
return NOERROR;
}
int calculate_mass_gauss(cov_model *cov) {
/*
erste Idee bei Gitter --- diese ist aber viel zu kompliziert,
insbesondere beim Auswerten der Dichtefunktion bei der Simulation:
jeweils von der Seite wird mit konstanter, groesserer
Schrittweite (newstep) ins zentrum gegangen. Das Verfahren waere
schoen wenn nicht in der mitte etwas Chaos gegeben wuerde, sofern
die Schrittweite nicht aufgeht (!addingup[d]):
(a) die Massen um die Punkte am naechsten zum Zentrum
ueberlappen sich sehr (oldmass > reference)
dann weiss nicht so richtig was ich tun soll; hier wird einfach
alles so gelassen wie es ist
(b) die Massen ueberlappen sich nicht genug. Dann werden
zusaetzliche Punkte aufgenommen (und zwar fuer alle 2^d bzw.
2^d -1 Moeglichkeiten einzeln, ob die Punkte dem Zentrum
am naechsten in einer Richtung sind (fixed[d]=true) oder nicht.
Zweite Idee (ab V.2.1.31): die Dichten werden auf einem "beliebigen"
Gitter (pgs->xgr) definiert. Dies vereinfacht die Berechnung der
Dichten. Ob dieses Gitter auf den zu simulierenden Punkten liegen
muss oder nicht sei dahingestellt (auch wenn Felix' Resultate
zeigen, dass dies aus theoretischen Gruenden so sein muss). Was
letztendlich die kleinste reale Rechenzeit verursacht ist nicht
klar.
Auch sind die Gewichte voellig unklar. Insbesondere wo/wieviele
Nullen auftreten und die Schwere der Randeffekte bei ueberall
konstantem Gewicht.
Um hier den ersten Algorithmus einfach zu halten werden konstante
Gewichte genommen und (dafuer das Gebiet eher etwas groesser
gemacht)
TODO!
*/
pgs_storage *pgs = cov->Spgs;
location_type *loc = Loc(cov);
cov_model *shape = cov->sub[PGS_FCT],
*pts = cov->sub[PGS_LOC];
double zx, zy,
// *single = pgs->single, // out
// *total = pgs->total, // out
**xgr = pgs->xgr, // out
*v = pgs->v, // dummy
*x = pgs->x, // dummy
*y = pgs->y; // dummy
int d,
dim = cov->tsdim;
if (loc->grid) {
// int size = pgs->size;
COV(ZERO, shape, v);
v[0] *= intpow(0.5, dim);
NONSTATINVERSE_D(v, shape, x, y);
if (ISNA(x[0]) || x[0] > y[0])
SERR1("inverse function of '%s' unknown", NICK(shape));
// is the underlying point distribution uniform? Then
// no safety division by sqrt(dim) seems to be necessary // todo
// unif might be modified by $. So a check on the equality
// of three values is done
VTLG_D(ZERO, pts, v);
VTLG_D(x, pts, &zx);
VTLG_D(y, pts, &zy);
//printf("> x=%f %f; %f %f %f\n", x[0], x[1], zx, zy, v[0]);
for (d=0; d<dim; d++) {
y[d] -= x[d]; // !! this line must be before next line
// and after VTLG_D(y, pts, &zy); !!
assert(y[d] > 0);
}
if (zx != v[0] || zy != v[0] || true) {
for (d=0; d<dim; d++) {
y[d] /= sqrt((double)dim); // falls nicht runif
}
}
// PMI(shape); printf("%f %f\n", v[0], x[0]);
// printf("! x=%e %d\n", x[0], (int) -0.5); assert(false);
// um Pythagoras fuer dim > 1
pgs->totalmass = 1;
for (d=0; d<dim; d++) { // Berechnung der ausgeduennten Reihe
if (loc->xgr[d][XLENGTH] > 1) {
double range = loc->xgr[d][XSTEP] * (loc->xgr[d][XLENGTH] - 1.0);
xgr[d][XLENGTH] = ceil(range / y[d] + 1.0);
if (xgr[d][XLENGTH] >= loc->xgr[d][XLENGTH]) {
BUG; assert(false);
memcpy(xgr[d], loc->xgr[d], 3 * sizeof(double));
} else {
xgr[d][XSTART] =
loc->xgr[d][XSTART] - 0.5 *((xgr[d][XLENGTH] - 1.0) * y[d] - range);
xgr[d][XSTEP] = y[d];
}
pgs->totalmass *= xgr[d][XLENGTH];
// printf("%d %f %f %f \n", d,xgr[d][XSTART], xgr[d][XSTEP], xgr[d][XLENGTH] );
assert(xgr[d][XSTEP] >= 0);
} else {
int i; assert(XSTART == 0 && XLENGTH == 2);
for (i=XSTART; XLENGTH; i++) xgr[d][i] = loc->xgr[d][i];
}
}
//for (d=0; d<=1; d++)
// printf("%d %f %f %f \n", d,xgr[d][XSTART], xgr[d][XSTEP], xgr[d][XLENGTH] ); assert(false);
} else { // not grid
pgs->totalmass = loc->totalpoints;
}
// PMI(cov, "ccccc"); // assert(false);
return NOERROR;
}
int calculate_mass_maxstable(cov_model *cov) {
pgs_storage *pgs = cov->Spgs;
location_type *loc = Loc(cov);
cov_model *shape = cov->sub[PGS_FCT],
*pts = cov->sub[PGS_LOC];
double voxels,
*single = pgs->single, // out
*total = pgs->total, // out
*halfstepvector = pgs->halfstepvector, //out
*x = pgs->x;
// bool flat = false;
int d,
dim = cov->tsdim;
if (shape->role == ROLE_POISSON) {
BUG;
// to do : felix's paper; derzeit einfach wie max-stable
// if (pts->nr != SERR("currently, only simple domain fields are allowed that are based on Poisson processes");
} // else {
for (d=0; d<dim; d++) halfstepvector[d] = 0.0;
// printf("hier calculate_mass\n");
VTLG_D(halfstepvector, pts, &(pgs->value_orig));
// PMI(cov, "calculate max");
int flat =P0INT(PGS_FLAT);
// printf("%s %d %d %f\n",NICK(cov), PGS_FLAT, ((int*)cov->p[PGS_FLAT])[0], pgs->value_orig );// APMI(cov); assert(false);
if (flat == FLAT_UNDETERMINED) {
// flat == im Kerngebiet wird konstant simuliert; ausserhalb dann
// abfallend
if (loc->grid) {
double v;
for (d=0; d<dim; d++) halfstepvector[d] = 0.5 * loc->xgr[d][XSTEP];
VTLG_D(halfstepvector, pts, &v);
double threshold =
pgs->value_orig == RF_INF//&& cov->p[PGS_RATIO][0] == 0.0
? RF_INF
: pgs->value_orig * P0(PGS_RATIO);
pgs->flat = threshold < v;
} else { // not grid
BUG;
// long term project: to do
pgs->flat = true;
/* Bei letzterem und nicht Gitter wird dann wird eine maximale
Kaestchengroesse bestimmt so dass gerade noch beruehrt wird
und der Rest ausserhalb aller Kaestchen auf einen konstanten
wert gesetzt, etwas niedriger als der hoechste Grenzwert. Was
"hoch" bedeutet ist hier unklar.
*/
}
} else pgs->flat = flat;
if (pgs->flat) {
single[PGS_VOXEL] = pgs->value_orig;
for (d=0; d<dim; d++) single[PGS_VOXEL] *= loc->xgr[d][XSTEP];
} else {
// APMI(cov);
// printf("two sided %f %f %f\n", halfstepvector[0], halfstepvector[1], halfstepvector[2]); //assert(false);
VTLG_P2SIDED(NULL, halfstepvector, pts, single + PGS_VOXEL);
// printf("two sided done %f %s\n", single[PGS_VOXEL], NICK(pts)); assert(false);
}
voxels = 1.0;
for (d=0; d<dim; d++) voxels *= loc->xgr[d][XLENGTH] - 1.0;
total[PGS_VOXEL] = single[PGS_VOXEL] * voxels;
for (d=0; d<dim; d++) x[d] = RF_INF;
VTLG_P2SIDED(NULL, x, pts, single + PGS_CORNER);
assert(single[PGS_CORNER] == 1.0); // nur wenn normiert
total[PGS_CORNER] = 1.0 + total[PGS_VOXEL];
if (dim >= 2) {
for (d=0; d<dim; d++) {
int i, nr = 1;
if (pgs->flat) for (i=0; i<dim; i++) x[i] = 0.0;
else for (i=0; i<dim; i++) x[i] = halfstepvector[i];
x[d] = RF_INF; // !! changed
VTLG_P2SIDED(NULL, x, pts, single + PGS_SIDES + d);
for (i=0; i<dim; i++) {
if (R_FINITE(x[i])) {
if (pgs->flat) single[PGS_SIDES + d] *= loc->xgr[i][XSTEP];
nr *= loc->xgr[i][XLENGTH] - 1.0;
}
}
//
//PMI(cov);
// printf(" single d=%d %d x=(%f %f %f) val=%f %d\n", d, PGS_SIDES + d,
// x[0], x[1], x[2], single[PGS_SIDES + d], nr); assert(false);
total[PGS_SIDES + d] =
total[PGS_SIDES + d - 1] + nr * single[PGS_SIDES + d];
}
if (dim == 3) { // Kanten
for (d=0; d<dim; d++) {
int i, nr = 1.0;
for (i=0; i<dim; i++) x[i] = RF_INF;
x[d] = pgs->flat ? 0.0 : halfstepvector[d];
VTLG_P2SIDED(NULL, x, pts, single + PGS_SIDES + dim + d);
if (pgs->flat) single[PGS_SIDES + dim + d] *= loc->xgr[d][XSTEP];
nr *= loc->xgr[d][XLENGTH] - 1.0;
// printf(" single d=%d %d x=(%f %f %f) val=%f %d\n", d, PGS_SIDES + dim + d, x[0], x[1], x[2], single[PGS_SIDES + dim + d], nr); //assert(false);
total[PGS_SIDES + dim + d] =
total[PGS_SIDES + dim + d - 1] + nr * single[PGS_SIDES + dim + d];
}
} else if (dim > 3) BUG;
}
// APMI(cov);
if (!R_FINITE(pgs->totalmass = total[pgs->size - 1])) {
// int i; for (i=0; i<pgs->size; i++) printf("i=%d total=%f\n", i, total[i]);
SERR("the total intensity mass is not finite");
}
return NOERROR;
}
int init_pts_given_shape(cov_model *cov, storage *S) {
cov_model *shape = cov->sub[PGS_FCT],
*pts = cov->sub[PGS_LOC];
cov_fct *Cshape = CovList + shape->nr;
location_type *loc = Loc(cov);
int d, i,
err = NOERROR,
dim = shape->xdimprev;
bool grid = Loc(cov)->grid;
//PMI(cov);
assert(cov->sub[PGS_LOC] != NULL);
assert(dim == cov->sub[PGS_LOC]->xdimprev);
assert(dim == Loc(cov)->timespacedim);
if (Cshape->inverse == ErrCov)
SERR1("support of the model is unknown. Use '%s' to determine the support",
CovList[TRUNCSUPPORT].nick);
if ((err = alloc_pgs(cov)) != NOERROR) return err;
pgs_storage *pgs = cov->Spgs;
if ((pgs->v = (double*) CALLOC(dim, sizeof(double))) == NULL ||
(pgs->y = (double*) CALLOC(dim, sizeof(double))) == NULL
) return ERRORMEMORYALLOCATION;
// PMI(cov, "hi");
assert(pts == cov->sub[PGS_LOC]);
// selbst wenn zufaelliger Shape: 1x laufen lassen, ob
// Fehler auftauchen. Unter "Do" lassen sie sich nicht mehr
// schoen abfangen.
// printf("A moments=%d\n", cov->mpp.moments);
// APMI(cov);
if ((err = INIT(shape, cov->mpp.moments, S)) != NOERROR) return err; //gatter?
// APMI(shape);
assert(cov->mpp.moments >= 1);
assert(shape->mpp.moments >= 1);
// printf("AB moments=%d\n", cov->mpp.moments);
if ((err = INIT(pts, 1, S)) != NOERROR) {
return err;
}
// printf("AC moments=%d\n", cov->mpp.moments);
if (!grid) { // todo
SERR("non-grid not programmed yet"); // meiste da; fehlt noch
// welche Vektoren ich wirklich brauche
}
pgs->size = grid ? intpow(2, dim) : loc->totalpoints;
if (cov->role == ROLE_POISSON_GAUSS) {
if (
(pgs->xgr[0] = (double*) CALLOC(dim * 3, sizeof(double))) == NULL ||
(pgs->pos = (int *) CALLOC(dim, sizeof(int))) ==NULL ||
(pgs->min = (int*) CALLOC(dim, sizeof(int))) == NULL ||
(pgs->max = (int*) CALLOC(dim, sizeof(int))) == NULL
) return ERRORMEMORYALLOCATION;
for (i=3, d=1; d<dim; d++, i+=3) pgs->xgr[d] = pgs->xgr[0] + i;
// printf("%d\n", pgs->xgr[1] - pgs->xgr[0]); assert(false);
if ((err = calculate_mass_gauss(cov)) != NOERROR) return err;
} else if (hasMaxStableRole(cov)) {
if (
(pgs->single = (double*) CALLOC(pgs->size, sizeof(double)))==NULL ||
(pgs->total = (double*) CALLOC(pgs->size, sizeof(double))) ==NULL ||
(pgs->halfstepvector = (double*) CALLOC(dim, sizeof(double)))==NULL
)
return ERRORMEMORYALLOCATION;
// APMI(cov);
if ((err = calculate_mass_maxstable(cov)) != NOERROR) return err;
cov->mpp.log_zhou_c = log(pgs->totalmass);
// printf("zhou %f %f\n", cov->mpp.log_zhou_c, pgs->totalmass); APMI(cov); assert(false); // x,x,x:zhou 2.161274 8.682194; x,x,0: zhou 1.177634 3.246682
if (shape->deterministic) {
cov->mpp.maxheight = pts->mpp.maxheight * shape->mpp.maxheight;
if (!R_FINITE(cov->mpp.maxheight)) BUG;
} else { // currently both cases are identical ...
cov->mpp.maxheight = pts->mpp.maxheight * shape->mpp.maxheight;
if (!R_FINITE(cov->mpp.maxheight)) {
// APMI(cov);
BUG;
}
}
} else {
// APMI(cov);
BUG;
}
if (CovList[shape->nr].nonstat_inverse == ErrInverseNonstat) {
if (pts->nr != RECTANGULAR) {
// APMI(shape);
warning("Inverse of shape function cannot be determined. Simulation speed might be heavily decreased.");
}
}
for (i=0; i<=cov->mpp.moments; i++) {
// printf("%d %f %f %d\n", i, shape->mpp.M[i], shape->mpp.Mplus[i], cov->mpp.moments);
cov->mpp.M[i] = pts->mpp.M[i];
cov->mpp.Mplus[i] = pts->mpp.Mplus[i];
}
cov->rf = shape->rf;
cov->origrf = false;
//APMI(cov);
// assert(false);
// printf("init done %d\n", err);
return err;
}
int DrawCathegory(int size, double *single,
double *total,
bool calculate_elements, int *elmts) {
int i;
double mass;
mass = UNIFORM_RANDOM * total[size - 1];
if (calculate_elements) {
//printf("mass=%f\n", mass);
for (i = 0; mass > total[i]; i++);
if (i > 0) mass -= total[i-1];
*elmts = floor(mass / single[i]);
//printf("draw: i=%d tot=%f mass=%f sing=%f elm=%d\n", i, total[i], mass, single[i], *elmts);
return i;
} else {
// falls nicht calculate_elements, so sind letztere unwichtig,
// d.h. zu single wird nur der Faktor 1.0 multipliziert.
// dies ist aber der Fall nur falls !grid
return CeilIndex(mass, total, size);
}
}
static double gauss_eps = 1e-10;
void do_pgs_gauss(cov_model *cov, storage *S) {
pgs_storage *pgs = cov->Spgs;
cov_model *shape = cov->sub[PGS_FCT],
*pts = cov->sub[PGS_LOC];
location_type *loc = Loc(cov);
// window_info *w = &(S->window);
int i, d,
*min = pgs->min, // dummy
*max = pgs->max, // dummy
*pos = pgs->pos, // dummy
dim = shape->xdimprev;
double value,
total = 0.0,
*x = pgs->x, // dummy or (future) static local
*y = pgs->y, // dummy or (future) static local
// *supportmin = pgs->supportmin,
// *supportmax = pgs->supportmax,
// *pgstotal = pgs->total, // in
//*single = pgs->single, // in
**xgr = pgs->xgr, // in
*v = pgs->v;
bool
grid = Loc(cov)->grid;
if (!cov->deterministic) {
int err;
DO(shape, S);
// APMI(pts);
if ((err = INIT(pts, 1, S)) != NOERROR) {
XERR(err);
}
DORANDOM(pts, cov->q); // cov->q nur dummy. Wird ueberschrieben
if (cov->role == ROLE_POISSON_GAUSS || !grid) {
if (calculate_mass_gauss(cov) != NOERROR)
error("unexpected error in 'do_pts_given_shape' (maxstable)");
} else if (cov->role == ROLE_MAXSTABLE) {
BUG;
if (calculate_mass_maxstable(cov) != NOERROR)
error("Unexpected error in 'do_pts_given_shape' (maxstable)"); ;
cov->mpp.log_zhou_c = log(pgs->totalmass);
cov->mpp.maxheight = pts->mpp.maxheight * shape->mpp.maxheight;
if (!R_FINITE(cov->mpp.maxheight)) BUG;
} else BUG;
}
// printf("name = %s\n", CovList[pts->nr].name);
// APMI(pts);
VTLG_R(NULL, pts, v);
i = UNIFORM_RANDOM * pgs->totalmass;
// to determine the points that contribute to the value of the
// random field by the shape function centered at cov->q
//printf("cat=%d el=%d\n", i, elmts);
if (loc->grid) {
NONSTATINVERSE_D(&gauss_eps, pts, x, y);
if (ISNA(x[0]) || x[0] > y[0]) BUG;
// printf("extremes %f %f %f\n", eps, x[0], y[0]);
for (d=0; d<dim; d++) {
//printf("e1 %f %f\n", x[d], y[d]);
int which = i % (int) xgr[d][XLENGTH];
i /= xgr[d][XLENGTH];
cov->q[d] = xgr[d][XSTART] + xgr[d][XSTEP] * which + v[d];
// to determine the points that contribute to the value of the
// density function at cov->q
min[d] = ceil((cov->q[d] - y[d] - xgr[d][XSTART]) / xgr[d][XSTEP]);
max[d] = (cov->q[d] - x[d] - xgr[d][XSTART]) / xgr[d][XSTEP];
// printf("%d %d delat=%f %f y=%f %f step=%f\n", min[d], max[d],
// cov->q[d] - y[d] - xgr[d][XSTART],
// cov->q[d] - x[d] - xgr[d][XSTART],
// y[d], x[d], xgr[d][XSTEP]);
// PMI(cov);
assert(xgr[d][XSTEP] > 0);
if (min[d] < 0) min[d] = 0;
if (max[d] >= xgr[d][XLENGTH]) max[d] = xgr[d][XLENGTH] -1;
if (min[d] > max[d]) {
// no point contributed to cov->q -- this might be possible if
// the simulating grid goes beyond the actual grid and
//printf("redo d=%d x=%f y=%f q=%f i=%d d=%d range=%d %d\n",
// d, x[d], y[d], cov->q[d], i, d, min[d], max[d]);
do_pgs_gauss(cov, S);
pgs->log_density = RF_INF;
return;
} // else printf("ok q=%f i=%d\n", cov->q[d], i, d, min[d], max[d]);
pos[d] = min[d];
y[d] = x[d] = cov->q[d] - (xgr[d][XSTART] + pos[d] * xgr[d][XSTEP]);
}
while (true) {
VTLG_D(y, pts, &value);
total += value;
//printf("y=%f v=%f q=%f val=%f tot=%f min=%d max=%d pos=%d xgr.len=%d\n",
// y[0], v[0], cov->q[0], value, total, min[0], max[0], pos[0],
//(int) loc->xgr[0][XLENGTH]);
d = 0;
while(d < dim && pos[d] == max[d]) {
pos[d] = min[d];
y[d] = x[d];
d++;
}
if (d >= dim) break;
pos[d] ++;
y[d] -= xgr[d][XSTEP]; // !! nicht '+' !!
}
} else { // not grid
if (loc->timespacedim != dim) BUG;
double *xx = loc->x + dim * i;
for (d=0; d<dim; d++) cov->q[d] = v[d] + xx[d];
// todo : mit Unterteilung des Feldes viel schneller
xx = loc->x;
for (i=0; i<loc->totalpoints; i++, xx+=dim) {
for (d=0; d<dim; d++) y[d] = cov->q[d] - xx[d];
VTLG_D(y, pts, &value);
total += value;
}
}
pgs->log_density = log(total / pgs->totalmass);
//printf("total=%f %f grid=%d dim=%d\n", total, pgs->totalmass,loc->grid,dim);
assert(R_FINITE(pgs->log_density));
// assert(false);
}
//static int counter[2]= {0,0};
void do_pgs_maxstable(cov_model *cov, storage *S) {
pgs_storage *pgs = cov->Spgs;
cov_model *shape = cov->sub[PGS_FCT],
*pts = cov->sub[PGS_LOC];
location_type *loc = Loc(cov);
//window_info *w = &(S->window);
int i, d, elmts,
dim = shape->xdimprev;
double
*single = pgs->single, // in
*total = pgs->total, // in
*halfstepvector = pgs->halfstepvector, // in
*x = pgs->x, // dummy
*v = pgs->v; // dummy
bool
flat = pgs->flat;
if (!cov->deterministic) {
int err;
DO(shape, S);
if ((err = INIT(pts, 1, S)) != NOERROR) {
XERR(err);
}
DORANDOM(pts, cov->q); // cov->q nur dummy. Wird ueberschrieben
// CovList[shape->nr].Do(shape, S); // nicht gatternr
if (calculate_mass_maxstable(cov) != NOERROR)
error("unexpected error in 'do_pts_given_shape' (maxstable)");
}
i = DrawCathegory(pgs->size, single, total, loc->grid, &elmts);
// pgs:single 0.000000 1.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.020262
// pgs:total 0.000000 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000 21.261911
// printf("i=%d total=%f grid=%d elm=%d sin=%f, size=%d\n", i, *total, loc->grid, elmts, *single, pgs->size);
if (flat) for (d=0; d<dim; d++) x[d] = 0.0;
else for (d=0; d<dim; d++) x[d] = halfstepvector[d];
if (dim <= 2) {
switch (i) {
case PGS_VOXEL :
break;
case PGS_CORNER :
for (d=0; d<dim; d++) x[d] = RF_INF;
break;
case PGS_2D_SIDE1 : x[0] = RF_INF;
break;
case PGS_2D_SIDE2 : x[1] = RF_INF;
break;
default : BUG;
}
} else if (dim == 3) {
switch (i) {
case PGS_VOXEL :
break;
case PGS_CORNER :
for (d=0; d<dim; d++) x[d] = RF_INF;
break;
case PGS_3D_SIDE1 : x[0] = RF_INF;
break;
case PGS_3D_SIDE2 : x[1] = RF_INF;
break;
case PGS_3D_SIDE3 : x[2] = RF_INF;
break;
case PGS_3D_EDGE1 : x[1] = x[2] = RF_INF;
break;
case PGS_3D_EDGE2 : x[0] = x[2] = RF_INF;
break;
case PGS_3D_EDGE3 : x[0] = x[1] = RF_INF;
break;
default : BUG;
}
} else BUG;
//APMI(cov);
if (flat) {
if (i != PGS_VOXEL) VTLG_R(x, pts, v);
// printf("v=%f x=%f %d %d %d \n", v[0], x[0], i, PGS_VOXEL, PGS_CORNER);
for (d = 0; d<dim; d++)
if (x[d] == 0.0)
v[d] = loc->xgr[d][XSTEP] * UNIFORM_RANDOM - halfstepvector[d];
} else {
// printf("here\n");
VTLG_R2SIDED(NULL, x, pts, v);
}
//printf("i=%d %f %f %f v=%f %f %f\n", i, x[0], x[1], x[2], v[0], v[1], v[2]);
for (d=0; d<dim; d++) {
cov->q[d] = loc->xgr[d][XSTART] + v[d];
// printf("q=%f %f %f %d\n", cov->q[d], loc->xgr[d][XSTART], v[d], flat);
if (R_FINITE(x[d])) {
int
len = (int) loc->xgr[d][XLENGTH] - 1,
nr = elmts % len;
elmts /= len;
cov->q[d] += loc->xgr[d][XSTEP] * (nr + (v[d] > 0.0));
// simuliert von VTLF_R2SIDED ist die abgeschnittene Dichte symmetrisch
// um 0; in Ursprung muss die Dichtekurve aufgeschnitten werden und
// versetzt wieder zusammengesetzt werden, so dass in der Mitte i.a.
// der kleinste Werte ist und aussen die groessten, ehemaligen Werte
// in der Naehe des Ursprungs. Dies bewirkt gerade (v>0) und "+ v"
} else {
if (v[d] > 0.0)
cov->q[d] += loc->xgr[d][XSTEP] * (loc->xgr[d][XLENGTH] - 1.0);
// dichte function der pts muss "zerschnitten" werden; der negative
// Teil wird vor den Beginn des Gitters gesetzt, der positive Teil
// ans Ende des Gitters. Somit immer "+v", nie "-v";
// loc->xgr[0][XSTEP] * (loc->xgr[0][XLENGTH] - 1.0) schiebt den
// Punkt ans Ende des Gitters.
x[d] = v[d];
}
// printf("D=%d %f %f %d\n", d, cov->q[d], v[d], elmts);
}
// if (counter[0]==0 && counter[1]==0) PMI(cov);
if (flat) for (d = 0; d<dim; d++) if (x[d] == 0.0) v[d] = 0.0;
if (CovList[pts->nr].logD != ErrLogCov) {
// printf("log!\n");
double sign;
VTLG_DLOG(v, pts, &(pgs->log_density), &sign); // hier muss allgemein die nicht-normierte Dichte stehen und stattdessen durch das Mittel des Volumens geteilt werden
// printf("log density v=%f, %f, %f %e\n", v[0],v[1],v[2], pgs->log_density);
//printf("log_dens %f\n", pgs->log_density);
// pgs->log_density -= log(pgs->totalmass); // ueberprueft: normierung
// zu einer WK'Dichte.
} else {
double density;
VTLG_D(v, pts, &density);
// printf("density %e v=%f %f %f\n", density, v[0], v[1], v[2]);
pgs->log_density = log(density);
}
//counter[cov->q[1] > 0.5]++;
//printf("counter %d %d cat =%d v>0:%d q=(%f %f %f)\n",
// counter[0], counter[1], i, v[1]>0, cov->q[0], cov->q[1], cov->q[2]
// );
//assert(counter[0] < 40);
// PMI(pts);
if (!R_FINITE(pgs->log_density)) {
//PMI(cov);
BUG;
}
}
void do_pts_given_shape(cov_model *cov, storage *S) {
cov_model *shape = cov->sub[PGS_FCT],
*pts = cov->sub[PGS_LOC];
pgs_storage *pgs = cov->Spgs;
int d,
dim = shape->xdimprev;
double
eps,
*x = pgs->x,
*y = pgs->y;
if (cov->role == ROLE_POISSON_GAUSS) {
do_pgs_gauss(cov, S);
eps = GLOBAL.mpp.about_zero * exp(pgs->log_density);
} else if (hasMaxStableRole(cov)) { // todo: sauber trennen, wann
// max-stable, smith etc
do_pgs_maxstable(cov, S);
eps = pgs->currentthreshold;
if (cov->loggiven) eps += pgs->log_density;
else eps *= exp(pgs->log_density);
} else {
PMI(cov); BUG; //
}
// APMI(shape);
NONSTATINVERSE(&eps, shape, x, y);
if (ISNA(x[0]) || x[0] > y[0]) {
assert(!cov->loggiven);
//double eps_neu = eps / cov->mpp.maxheight; // warum ?? 29.12.2013
double eps_neu = eps; // 29.12.2013
NONSTATINVERSE_D(&eps_neu, pts, x, y);
if (ISNA(x[0]) || x[0] > y[0]) BUG;
//printf("eps=%f %f %f x=(%e %e %e) y=(%e %e %e) q=(%f %f %f)\n",
// eps, pgs->currentthreshold, exp(pgs->log_density),
// x[0], x[1], x[2], y[0], y[1], y[2],
// cov->q[0], cov->q[1], cov->q[2]);
}
// assert(!R_FINITE(y[0]) || y[0] < 55.281);
//APMI(cov);
for (d=0; d<dim; d++) {
// printf("do d=%d q=%f x=%f y=%f eps=%e thr=%e\n",
// d, cov->q[d], x[d], y[d], eps, pgs->currentthreshold);
pgs->supportmin[d] = cov->q[d] - 10 * y[d]; // 4 * for debugging...
pgs->supportmax[d] = cov->q[d] - 10 * x[d];
if (ISNA(pgs->supportmin[d]) || ISNA(pgs->supportmax[d]) ||
pgs->supportmin[d] > pgs->supportmax[d]) {
//printf("do d=%d q=%f x=%f y=%f eps=%e thr=%e supp=(%e, %e)\n", d, cov->q[d], x[d], y[d], eps, pgs->currentthreshold, pgs->supportmin[d], pgs->supportmax[d]);
BUG;
}
//assert(pgs->supportmin[d] <= pgs->supportmax[d]);
}
cov->fieldreturn = shape->fieldreturn;
cov->origrf = false;
}
void range_pts_given_shape(cov_model VARIABLE_IS_NOT_USED *cov, range_type *range) {
range->min[PGS_RATIO] = 0;
range->max[PGS_RATIO] = 1;
range->pmin[PGS_RATIO] = 0;
range->pmax[PGS_RATIO] = 1;
range->openmin[PGS_RATIO] = false;
range->openmax[PGS_RATIO] = false;
range->min[PGS_FLAT] = -1;
range->max[PGS_FLAT] = 1;
range->pmin[PGS_FLAT] = -1;
range->pmax[PGS_FLAT] = 1;
range->openmin[PGS_FLAT] = false;
range->openmax[PGS_FLAT] = false;
}
void standard_shape(double *x, cov_model *cov, double *v) {
cov_model *shape = cov->sub[PGS_FCT];
NONSTATCOV(x, cov->q, shape, v);
}
void logstandard_shape(double *x, cov_model *cov, double *v, double *sign) {
cov_model *shape = cov->sub[PGS_FCT];
LOGNONSTATCOV(x, cov->q, shape, v, sign);
}
int check_standard_shape(cov_model *cov) {
cov_model *shape = cov->sub[PGS_FCT],
*pts = cov->sub[PGS_LOC];
int err, role,
dim = cov->tsdim;
if (cov->q == NULL) {
// zwingend CALLOC !
if ((cov->q = (double*) CALLOC(sizeof(double), dim)) == NULL)
return ERRORMEMORYALLOCATION;
cov->qlen = dim;
}
if (cov->xdimprev != cov->xdimown || cov->xdimprev != cov->tsdim)
return ERRORDIM;
if (hasPoissonRole(cov)) {
role = ROLE_POISSON;
} else if (hasMaxStableRole(cov)) {
role = ROLE_MAXSTABLE;
} else ILLEGAL_ROLE;
if ((err = CHECK(shape, dim, dim, ShapeType, XONLY, CARTESIAN_COORD,
SCALAR, role)) != NOERROR) return err;
setbackward(cov, shape);
if (pts != NULL) {
if ((err = CHECK_R(pts, dim)) != NOERROR) return err;
}
return NOERROR;
}
int struct_standard_shape(cov_model *cov, cov_model **newmodel){
cov_model *shape = cov->sub[PGS_FCT];
// int err = NOERROR;
//dim = shape->xdimprev;
// printf("ttt\n");
if (newmodel != NULL) BUG;
if (shape->role != ROLE_POISSON && shape->role != ROLE_MAXSTABLE)
ILLEGAL_ROLE;
// printf("here %s\n", NICK(cov->sub[PGS_LOC]));
// APMI(cov);
//if ((err = CHECK_R(cov->sub[PGS_LOC], cov->tsdim)) != NOERROR) return err;
return NOERROR;
}
int init_standard_shape(cov_model *cov, storage *S) {
cov_model *shape = cov->sub[PGS_FCT];
// location_type *loc = Loc(cov);
//APMI(cov);
assert(cov->sub[PGS_LOC] != NULL);
location_type *loc = Loc(cov);
int d,
dim = shape->xdimprev,
err = NOERROR;
//APMI(cov);
assert(shape->xdimprev == Loc(cov)->timespacedim);
if ((err = alloc_pgs(cov)) != NOERROR) return err;
pgs_storage *pgs = cov->Spgs;
if ((pgs->localmin = (double*) CALLOC(dim, sizeof(double))) == NULL ||
(pgs->localmax = (double*) CALLOC(dim, sizeof(double))) == NULL ||
(pgs->minmean = (double*) CALLOC(dim, sizeof(double))) == NULL ||
(pgs->maxmean = (double*) CALLOC(dim, sizeof(double))) == NULL)
return ERRORMEMORYALLOCATION;
// selbst wenn zufaelliger Shape: 1x laufen lassen, ob
// Fehler auftauchen. Unter "Do" lassen sie sich nicht mehr
// schoen abfangen.
// ROLE_ASSERT(ROLE_POISSON || cov->role == ROLE_MAXSTABLE);
//PMI(cov->calling, -1);
assert(cov->mpp.moments == hasMaxStableRole(cov));
if ((err = INIT(shape, cov->mpp.moments, S)) != NOERROR) return err; //gatter?
cov_model *u = cov->sub[PGS_LOC];
//PMI(cov);
assert(u->nr == UNIF);
double
*min = PARAM(u, UNIF_MIN),
*max = PARAM(u, UNIF_MAX),
*x = pgs->minmean, // !! wird gespeichert
*y = pgs->maxmean; // !!
// try out whether it works:
NONSTATINVERSE(ZERO, shape, x, y);
if (ISNA(x[0]) || x[0] > y[0])
SERR1("inverse of '%s' unknown", NICK(shape));
GetDiameter(loc, pgs->localmin, pgs->localmax,
pgs->supportcentre); // last is only a dummy
pgs->totalmass = 1.0;
for (d=0; d<dim; d++) {
min[d] = pgs->localmin[d] - y[d];
max[d] = pgs->localmax[d] - x[d];
if (!(R_FINITE(min[d]) && R_FINITE(max[d])))
SERR("simulation window does not have compact support. Should 'RMtruncsupport' be used?");
pgs->totalmass *= max[d] - min[d];
}
if (cov->role == ROLE_POISSON) {
pgs->log_density = 0.0;
} else {
pgs->log_density = 0.0;
cov->mpp.log_zhou_c = log(pgs->totalmass); // todo: logzhou gehoert in pgs
cov->mpp.maxheight = shape->mpp.maxheight;
}
cov->rf = shape->rf;
cov->origrf = false;
cov->fieldreturn = shape->fieldreturn;
// APMI(cov);
return NOERROR;
}
void do_standard_shape(cov_model *cov, storage *S) {
cov_model *shape = cov->sub[PGS_FCT],
*pts = cov->sub[PGS_LOC];
assert(cov->sub[PGS_LOC] != NULL);
pgs_storage *pgs = cov->Spgs;
double *x = pgs->x,
*y = pgs->xstart;
int d,
dim = shape->xdimprev;
DO(shape, S);
DORANDOM(pts, cov->q);
//printf("q=%f\n", cov->q[0]);
// APMI(cov->calling);
assert(!shape->fieldreturn);
//PMI(shape, "standard");
NONSTATINVERSE(ZERO, shape, x, y);
if (ISNA(x[0])|| x[0] > y[0]) BUG;
for (d=0; d<dim; d++) {
// printf("do d=%d q=%f x=%f y=%f thr=%e\n",
// d, cov->q[d], x[d], y[d], pgs->currentthreshold);
pgs->supportmin[d] = cov->q[d] - y[d]; // 4 * for debugging...
pgs->supportmax[d] = cov->q[d] - x[d];
assert(pgs->supportmin[d] != NA_INTEGER &&
pgs->supportmax[d] != NA_INTEGER);
assert(pgs->supportmin[d] <= pgs->supportmax[d]);
}
pgs->log_density = 0.0;
}
#define STAT_SHAPE_FCT 0
void stationary_shape(double *x, cov_model *cov, double *v) {
cov_model *shape = cov->sub[STAT_SHAPE_FCT];
FCTN(x, shape, v);
// if (cov->q[0] < 1) {
// printf("x=%f q=%f v=%f\n", x[0], cov->q[0], v[0]);
// assert(false);
// }
// APMI(cov);
}
void logstationary_shape(double *x, cov_model *cov, double *v, double *sign) {
cov_model *shape = cov->sub[STAT_SHAPE_FCT];
LOGCOV(x, shape, v, sign);
}
int check_stationary_shape(cov_model *cov) {
cov_model *shape = cov->sub[STAT_SHAPE_FCT];
int err, role,
dim = cov->tsdim;
if (cov->xdimprev != cov->xdimown || cov->xdimprev != cov->tsdim)
return ERRORDIM;
if (cov->role == ROLE_GAUSS) {
role = isGaussProcess(shape) ? ROLE_GAUSS
: shape->nr == BINARYPROC ? ROLE_GAUSS
: ROLE_UNDEFINED;
ASSERT_ROLE_DEFINED(shape);
} else if (hasPoissonRole(cov)) {
role = ROLE_POISSON;
} else if (hasMaxStableRole(cov)) {
role = ROLE_MAXSTABLE;
} else ILLEGAL_ROLE;
//printf("here\n");
if ((err = CHECK(shape, dim, dim, ProcessType, XONLY, CARTESIAN_COORD,
SCALAR, role)) != NOERROR) return err;
setbackward(cov, shape);
return NOERROR;
}
int struct_stationary_shape(cov_model *cov, cov_model **newmodel){
cov_model *shape = cov->sub[STAT_SHAPE_FCT];
// location_type *loc = Loc(cov);
if (newmodel != NULL) BUG;
if (shape->role != ROLE_POISSON && shape->role != ROLE_MAXSTABLE)
ILLEGAL_ROLE;
//printf("here\n");
return NOERROR;
}
int init_stationary_shape(cov_model *cov, storage *S) {
cov_model *shape = cov->sub[STAT_SHAPE_FCT];
int d,
err = NOERROR,
dim = shape->xdimprev;
//PMI(cov);
assert(dim == Loc(cov)->timespacedim);
if ((err = alloc_pgs(cov)) != NOERROR) return err;
pgs_storage *pgs = cov->Spgs;
// selbst wenn zufaelliger Shape: 1x laufen lassen, ob
// Fehler auftauchen. Unter "Do" lassen sie sich nicht mehr
// schoen abfangen.
assert(cov->mpp.moments >= 1);
if ((err = INIT(shape, 1, S)) != NOERROR) return err; //gatter?
assert(shape->mpp.moments >= 1);
cov->mpp.log_zhou_c = 0.0;
if (!R_FINITE(cov->mpp.log_zhou_c))
SERR1("max height of '%s' not finite", NICK(shape));
pgs->log_density = 0;
// printf("dims %d %d\n", cov->xdimown, shape->xdimprev);
for (d=0; d<dim; d++) {
pgs->supportmin[d] = RF_NEGINF; // 4 * for debugging...
pgs->supportmax[d] = RF_INF;
}
cov->mpp.maxheight = shape->mpp.maxheight;
cov->rf = shape->rf;
cov->origrf = false;
cov->fieldreturn = shape->fieldreturn;
if (!cov->fieldreturn) BUG;
return NOERROR;
}
void do_stationary_shape(cov_model *cov, storage *S) {
cov_model *shape = cov->sub[STAT_SHAPE_FCT];
DO(shape, S);
cov->mpp.maxheight = shape->mpp.maxheight;
assert(shape->fieldreturn);
}