/**
* Sets the covariance for the a<->b edge to the given covariance, if within range. Otherwise does
* nothing.
*
* @param a a <-> b
* @param b a <-> b
* @param covar The covariance of a <-> b.
* @return true if the coefficent was set (i.e. was within range), false if not.
*/
public boolean setErrorCovariance(Node a, Node b, final double covar) {
Edge edge = Edges.bidirectedEdge(semGraph.getExogenous(a), semGraph.getExogenous(b));
if (edgeParameters.get(edge) == null) {
throw new IllegalArgumentException("Not a covariance parameter in this model: " + edge);
}
if (editingEdge == null || !edge.equals(editingEdge)) {
range = getParameterRange(edge);
editingEdge = edge;
}
if (covar > range.getLow() && covar < range.getHigh()) {
edgeParameters.put(edge, covar);
return true;
} else {
return false;
}
// if (!paramInBounds(edge, coef)) {
// edgeParameters.put(edge, d);
// return false;
// }
//
// edgeParameters.put(edge, coef);
// return true;
// if (!paramInBounds(edge, covar)) {
// edgeParameters.put(edge, d);
// return false;
// }
//
// edgeParameters.put(edge, covar);
// return true;
}
public boolean containsParameter(Edge edge) {
if (Edges.isBidirectedEdge(edge)) {
edge =
Edges.bidirectedEdge(
semGraph.getExogenous(edge.getNode1()), semGraph.getExogenous(edge.getNode2()));
}
return edgeParameters.keySet().contains(edge);
}
/**
* @param a a->b
* @param b a->b
* @return The coefficient for a->b.
*/
public double getErrorCovariance(Node a, Node b) {
Edge edge = Edges.bidirectedEdge(semGraph.getExogenous(a), semGraph.getExogenous(b));
Double d = edgeParameters.get(edge);
if (d == null) {
throw new IllegalArgumentException("Not a covariance parameter in this model: " + edge);
}
return d;
}
/**
* @param edge a->b or a<->b.
* @return the range of the covariance parameter for a->b or a<->b.
*/
public ParameterRange getParameterRange(Edge edge) {
if (Edges.isBidirectedEdge(edge)) {
edge =
Edges.bidirectedEdge(
semGraph.getExogenous(edge.getNode1()), semGraph.getExogenous(edge.getNode2()));
}
if (!(edgeParameters.keySet().contains(edge))) {
throw new IllegalArgumentException("Not an edge in this model: " + edge);
}
double initial = edgeParameters.get(edge);
if (initial == Double.NEGATIVE_INFINITY) {
initial = Double.MIN_VALUE;
} else if (initial == Double.POSITIVE_INFINITY) {
initial = Double.MAX_VALUE;
}
double value = initial;
// look upward for a point that fails.
double high = value + 1;
while (paramInBounds(edge, high)) {
high = value + 2 * (high - value);
if (high == Double.POSITIVE_INFINITY) {
break;
}
}
// find the boundary using binary search.
double rangeHigh;
if (high == Double.POSITIVE_INFINITY) {
rangeHigh = high;
} else {
double low = value;
while (high - low > 1e-10) {
double midpoint = (high + low) / 2.0;
if (paramInBounds(edge, midpoint)) {
low = midpoint;
} else {
high = midpoint;
}
}
rangeHigh = (high + low) / 2.0;
}
// look downard for a point that fails.
double low = value - 1;
while (paramInBounds(edge, low)) {
low = value - 2 * (value - low);
if (low == Double.NEGATIVE_INFINITY) {
break;
}
}
double rangeLow;
if (low == Double.NEGATIVE_INFINITY) {
rangeLow = low;
} else {
// find the boundary using binary search.
high = value;
while (high - low > 1e-10) {
double midpoint = (high + low) / 2.0;
if (paramInBounds(edge, midpoint)) {
high = midpoint;
} else {
low = midpoint;
}
}
rangeLow = (high + low) / 2.0;
}
if (Edges.isDirectedEdge(edge)) {
edgeParameters.put(edge, initial);
} else if (Edges.isBidirectedEdge(edge)) {
edgeParameters.put(edge, initial);
}
return new ParameterRange(edge, value, rangeLow, rangeHigh);
}
public ParameterRange getCovarianceRange(Node a, Node b) {
return getParameterRange(
Edges.bidirectedEdge(semGraph.getExogenous(a), semGraph.getExogenous(b)));
}
/**
* Constructs a new standardized SEM IM from the freeParameters in the given SEM IM.
*
* @param im Stop asking me for these things! The given SEM IM!!!
* @param initialization CALCULATE_FROM_SEM if the initial values will be calculated from the
* given SEM IM; INITIALIZE_FROM_DATA if data will be simulated from the given SEM,
* standardized, and estimated.
*/
public StandardizedSemIm(SemIm im, Initialization initialization) {
this.semPm = new SemPm(im.getSemPm());
this.semGraph = new SemGraph(semPm.getGraph());
semGraph.setShowErrorTerms(true);
if (semGraph.existsDirectedCycle()) {
throw new IllegalArgumentException("The cyclic case is not handled.");
}
if (initialization == Initialization.CALCULATE_FROM_SEM) {
// This code calculates the new coefficients directly from the old ones.
edgeParameters = new HashMap<Edge, Double>();
List<Node> nodes = im.getVariableNodes();
TetradMatrix impliedCovar = im.getImplCovar(true);
for (Parameter parameter : im.getSemPm().getParameters()) {
if (parameter.getType() == ParamType.COEF) {
Node a = parameter.getNodeA();
Node b = parameter.getNodeB();
int aindex = nodes.indexOf(a);
int bindex = nodes.indexOf(b);
double vara = impliedCovar.get(aindex, aindex);
double stda = Math.sqrt(vara);
double varb = impliedCovar.get(bindex, bindex);
double stdb = Math.sqrt(varb);
double oldCoef = im.getEdgeCoef(a, b);
double newCoef = (stda / stdb) * oldCoef;
edgeParameters.put(Edges.directedEdge(a, b), newCoef);
} else if (parameter.getType() == ParamType.COVAR) {
Node a = parameter.getNodeA();
Node b = parameter.getNodeB();
Node exoa = semGraph.getExogenous(a);
Node exob = semGraph.getExogenous(b);
double covar = im.getErrCovar(a, b) / Math.sqrt(im.getErrVar(a) * im.getErrVar(b));
edgeParameters.put(Edges.bidirectedEdge(exoa, exob), covar);
}
}
} else {
// This code estimates the new coefficients from simulated data from the old model.
DataSet dataSet = im.simulateData(1000, false);
TetradMatrix _dataSet = dataSet.getDoubleData();
_dataSet = DataUtils.standardizeData(_dataSet);
DataSet dataSetStandardized = ColtDataSet.makeData(dataSet.getVariables(), _dataSet);
SemEstimator estimator = new SemEstimator(dataSetStandardized, im.getSemPm());
SemIm imStandardized = estimator.estimate();
edgeParameters = new HashMap<Edge, Double>();
for (Parameter parameter : imStandardized.getSemPm().getParameters()) {
if (parameter.getType() == ParamType.COEF) {
Node a = parameter.getNodeA();
Node b = parameter.getNodeB();
double coef = imStandardized.getEdgeCoef(a, b);
edgeParameters.put(Edges.directedEdge(a, b), coef);
} else if (parameter.getType() == ParamType.COVAR) {
Node a = parameter.getNodeA();
Node b = parameter.getNodeB();
Node exoa = semGraph.getExogenous(a);
Node exob = semGraph.getExogenous(b);
double covar = -im.getErrCovar(a, b) / Math.sqrt(im.getErrVar(a) * im.getErrVar(b));
edgeParameters.put(Edges.bidirectedEdge(exoa, exob), covar);
}
}
}
this.measuredNodes = Collections.unmodifiableList(semPm.getMeasuredNodes());
}