Example #1
0
  private void setSuitableParameterDistribution(String parameter) throws ParseException {
    boolean found = false;

    for (String prefix : startsWithParametersTemplates.keySet()) {
      if (parameter.startsWith(prefix)) {
        if (parameterExpressions.get(parameter) == null) {
          setParameterExpression(parameter, startsWithParametersTemplates.get(prefix));
        }
        if (parameterEstimationInitializationExpressions.get(parameter) == null) {
          setParameterEstimationInitializationExpression(
              parameter, startsWithParametersTemplates.get(prefix));
        }
        found = true;
      }
    }

    if (!found) {
      if (parameterExpressions.get(parameter) == null) {
        setParameterExpression(parameter, getParametersTemplate());
      }
      if (parameterEstimationInitializationExpressions.get(parameter) == null) {
        setParameterEstimationInitializationExpression(parameter, getParametersTemplate());
      }
    }
  }
  @Test
  public void test8() {
    RandomUtil.getInstance().setSeed(29999483L);

    Node x = new GraphNode("X");
    Node y = new GraphNode("Y");

    List<Node> nodes = new ArrayList<>();
    nodes.add(x);
    nodes.add(y);

    Graph graph = new EdgeListGraphSingleConnections(nodes);

    graph.addDirectedEdge(x, y);

    SemPm spm = new SemPm(graph);
    SemIm sim = new SemIm(spm);

    sim.setEdgeCoef(x, y, 20);
    sim.setErrVar(x, 1);
    sim.setErrVar(y, 1);

    GeneralizedSemPm pm = new GeneralizedSemPm(spm);
    GeneralizedSemIm im = new GeneralizedSemIm(pm, sim);

    print(im);

    try {
      pm.setParameterEstimationInitializationExpression("b1", "U(10, 30)");
      pm.setParameterEstimationInitializationExpression("T1", "U(.1, 3)");
      pm.setParameterEstimationInitializationExpression("T2", "U(.1, 3)");
    } catch (ParseException e) {
      e.printStackTrace();
    }

    DataSet data = im.simulateDataRecursive(1000, false);

    GeneralizedSemEstimator estimator = new GeneralizedSemEstimator();
    GeneralizedSemIm estIm = estimator.estimate(pm, data);

    print(estIm);
    //        System.out.println(estimator.getReport());

    double aSquaredStar = estimator.getaSquaredStar();

    assertEquals(0.69, aSquaredStar, 0.01);
  }
Example #3
0
  /** Constructs a new SemPm from the given SemGraph. */
  public GeneralizedSemPm(SemGraph graph) {
    if (graph == null) {
      throw new NullPointerException("Graph must not be null.");
    }

    //        if (graph.existsDirectedCycle()) {
    //            throw new IllegalArgumentExcneption("Cycles are not supported.");
    //        }

    // Cannot afford to allow error terms on this graph to be shown or hidden from the outside; must
    // make a
    // hidden copy of it and make sure error terms are shown.
    this.graph = new SemGraph(graph);
    this.graph.setShowErrorTerms(true);

    for (Edge edge : this.graph.getEdges()) {
      if (Edges.isBidirectedEdge(edge)) {
        throw new IllegalArgumentException(
            "The generalized SEM PM cannot currently deal with bidirected " + "edges. Sorry.");
      }
    }

    this.nodes = Collections.unmodifiableList(this.graph.getNodes());

    for (Node node : nodes) {
      namesToNodes.put(node.getName(), node);
    }

    this.variableNodes = new ArrayList<>();
    this.measuredNodes = new ArrayList<>();

    for (Node variable : this.nodes) {
      if (variable.getNodeType() == NodeType.MEASURED
          || variable.getNodeType() == NodeType.LATENT) {
        variableNodes.add(variable);
      }

      if (variable.getNodeType() == NodeType.MEASURED) {
        measuredNodes.add(variable);
      }
    }

    this.errorNodes = new ArrayList<>();

    for (Node variable : this.variableNodes) {
      List<Node> parents = this.graph.getParents(variable);
      boolean added = false;

      for (Node _node : parents) {
        if (_node.getNodeType() == NodeType.ERROR) {
          errorNodes.add(_node);
          added = true;
          break;
        }
      }

      if (!added) {
        errorNodes.add(null);
      }
    }

    this.referencedParameters = new HashMap<>();
    this.referencedNodes = new HashMap<>();
    this.nodeExpressions = new HashMap<>();
    this.nodeExpressionStrings = new HashMap<>();
    this.parameterExpressions = new HashMap<>();
    this.parameterExpressionStrings = new HashMap<>();
    this.parameterEstimationInitializationExpressions = new HashMap<>();
    this.parameterEstimationInitializationExpressionStrings = new HashMap<>();
    this.startsWithParametersTemplates = new HashMap<>();
    this.startsWithParametersEstimationInitializationTemplates = new HashMap<>();

    this.variableNames = new ArrayList<>();
    for (Node _node : variableNodes) variableNames.add(_node.getName());
    for (Node _node : errorNodes) variableNames.add(_node.getName());

    try {
      List<Node> variableNodes = getVariableNodes();

      for (Node node : variableNodes) {
        if (!this.graph.isParameterizable(node)) continue;

        if (nodeExpressions.get(node) != null) {
          continue;
        }

        String variablestemplate = getVariablesTemplate();
        String formula =
            TemplateExpander.getInstance().expandTemplate(variablestemplate, this, node);
        setNodeExpression(node, formula);
        Set<String> parameters = getReferencedParameters(node);

        String parametersTemplate = getParametersTemplate();

        for (String parameter : parameters) {
          if (parameterExpressions.get(parameter) == null) {
            if (parametersTemplate != null) {
              setParameterExpression(parameter, parametersTemplate);
            } else if (this.graph.isTimeLagModel()) {
              String expressionString = "Split(-0.9, -.1, .1, 0.9)";
              setParameterExpression(parameter, expressionString);
              setParametersTemplate(expressionString);
            } else {
              String expressionString = "Split(-1.5, -.5, .5, 1.5)";
              setParameterExpression(parameter, expressionString);
              setParametersTemplate(expressionString);
            }
          }
        }

        for (String parameter : parameters) {
          if (parameterEstimationInitializationExpressions.get(parameter) == null) {
            if (parametersTemplate != null) {
              setParameterEstimationInitializationExpression(parameter, parametersTemplate);
            } else if (this.graph.isTimeLagModel()) {
              String expressionString = "Split(-0.9, -.1, .1, 0.9)";
              setParameterEstimationInitializationExpression(parameter, expressionString);
            } else {
              String expressionString = "Split(-1.5, -.5, .5, 1.5)";
              setParameterEstimationInitializationExpression(parameter, expressionString);
            }
          }

          setStartsWithParametersTemplate("s", "Split(-1.5, -.5, .5, 1.5)");
          setStartsWithParametersEstimationInitializaationTemplate(
              "s", "Split(-1.5, -.5, .5, 1.5)");
        }
      }

      for (Node node : errorNodes) {
        if (node == null) continue;

        String template = getErrorsTemplate();
        String formula = TemplateExpander.getInstance().expandTemplate(template, this, node);
        setNodeExpression(node, formula);
        Set<String> parameters = getReferencedParameters(node);

        setStartsWithParametersTemplate("s", "U(1, 3)");
        setStartsWithParametersEstimationInitializaationTemplate("s", "U(1, 3)");

        for (String parameter : parameters) {
          setParameterExpression(parameter, "U(1, 3)");
        }
      }
    } catch (ParseException e) {
      throw new IllegalStateException("Parse error in constructing initial model.", e);
    }
  }
  @Test
  public void test15() {
    RandomUtil.getInstance().setSeed(29999483L);

    try {
      Node x1 = new GraphNode("X1");
      Node x2 = new GraphNode("X2");
      Node x3 = new GraphNode("X3");
      Node x4 = new GraphNode("X4");

      Graph g = new EdgeListGraphSingleConnections();
      g.addNode(x1);
      g.addNode(x2);
      g.addNode(x3);
      g.addNode(x4);

      g.addDirectedEdge(x1, x2);
      g.addDirectedEdge(x2, x3);
      g.addDirectedEdge(x3, x4);
      g.addDirectedEdge(x1, x4);

      GeneralizedSemPm pm = new GeneralizedSemPm(g);

      pm.setNodeExpression(x1, "E_X1");
      pm.setNodeExpression(x2, "a1 * X1 + E_X2");
      pm.setNodeExpression(x3, "a2 * X2 + E_X3");
      pm.setNodeExpression(x4, "a3 * X1 + a4 * X3 ^ 2 + E_X4");

      pm.setNodeExpression(pm.getErrorNode(x1), "Gamma(c1, c2)");
      pm.setNodeExpression(pm.getErrorNode(x2), "ChiSquare(c3)");
      pm.setNodeExpression(pm.getErrorNode(x3), "ChiSquare(c4)");
      pm.setNodeExpression(pm.getErrorNode(x4), "ChiSquare(c5)");

      pm.setParameterExpression("c1", "5");
      pm.setParameterExpression("c2", "2");
      pm.setParameterExpression("c3", "10");
      pm.setParameterExpression("c4", "10");
      pm.setParameterExpression("c5", "10");

      pm.setParameterEstimationInitializationExpression("c1", "U(1, 5)");
      pm.setParameterEstimationInitializationExpression("c2", "U(1, 5)");
      pm.setParameterEstimationInitializationExpression("c3", "U(1, 5)");
      pm.setParameterEstimationInitializationExpression("c4", "U(1, 5)");
      pm.setParameterEstimationInitializationExpression("c5", "U(1, 5)");

      GeneralizedSemIm im = new GeneralizedSemIm(pm);

      print("True model: ");
      print(im);

      DataSet data = im.simulateDataRecursive(1000, false);

      GeneralizedSemEstimator estimator = new GeneralizedSemEstimator();
      GeneralizedSemIm estIm = estimator.estimate(pm, data);

      print("\n\n\nEstimated model: ");
      print(estIm);
      print(estimator.getReport());

      double aSquaredStar = estimator.getaSquaredStar();

      assertEquals(.79, aSquaredStar, 0.01);
    } catch (ParseException e) {
      e.printStackTrace();
    }
  }