Exemplo n.º 1
0
  @Test
  public void test14() {
    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 * tan(X1) + E_X2");
      pm.setNodeExpression(x3, "a2 * tan(X2) + E_X3");
      pm.setNodeExpression(x4, "a3 * tan(X1) + a4 * tan(X3) ^ 2 + E_X4");

      pm.setNodeExpression(pm.getErrorNode(x1), "N(0, c1)");
      pm.setNodeExpression(pm.getErrorNode(x2), "N(0, c2)");
      pm.setNodeExpression(pm.getErrorNode(x3), "N(0, c3)");
      pm.setNodeExpression(pm.getErrorNode(x4), "N(0, c4)");

      pm.setParameterExpression("a1", "1");
      pm.setParameterExpression("a2", "1");
      pm.setParameterExpression("a3", "1");
      pm.setParameterExpression("a4", "1");
      pm.setParameterExpression("c1", "4");
      pm.setParameterExpression("c2", "4");
      pm.setParameterExpression("c3", "4");
      pm.setParameterExpression("c4", "4");

      GeneralizedSemIm im = new GeneralizedSemIm(pm);

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

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

      GeneralizedSemIm imInit = new GeneralizedSemIm(pm);
      imInit.setParameterValue("c1", 8);
      imInit.setParameterValue("c2", 8);
      imInit.setParameterValue("c3", 8);
      imInit.setParameterValue("c4", 8);

      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(71.25, aSquaredStar, 0.01);
    } catch (ParseException e) {
      e.printStackTrace();
    }
  }
Exemplo n.º 2
0
  @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();
    }
  }
Exemplo n.º 3
0
  @Test
  public void test1() {
    GeneralizedSemPm pm = makeTypicalPm();

    print(pm);

    Node x1 = pm.getNode("X1");
    Node x2 = pm.getNode("X2");
    Node x3 = pm.getNode("X3");
    Node x4 = pm.getNode("X4");
    Node x5 = pm.getNode("X5");

    SemGraph graph = pm.getGraph();

    List<Node> variablesNodes = pm.getVariableNodes();
    print(variablesNodes);

    List<Node> errorNodes = pm.getErrorNodes();
    print(errorNodes);

    try {
      pm.setNodeExpression(x1, "cos(B1) + E_X1");
      print(pm);

      String b1 = "B1";
      String b2 = "B2";
      String b3 = "B3";

      Set<Node> nodes = pm.getReferencingNodes(b1);

      assertTrue(nodes.contains(x1));
      assertTrue(!nodes.contains(x2) && !nodes.contains(x2));

      Set<String> referencedParameters = pm.getReferencedParameters(x3);

      print("Parameters referenced by X3 are: " + referencedParameters);

      assertTrue(referencedParameters.contains(b1) && referencedParameters.contains(b2));
      assertTrue(!(referencedParameters.contains(b1) && referencedParameters.contains(b3)));

      Node e_x3 = pm.getNode("E_X3");
      //
      for (Node node : pm.getNodes()) {
        Set<Node> referencingNodes = pm.getReferencingNodes(node);
        print("Nodes referencing " + node + " are: " + referencingNodes);
      }

      for (Node node : pm.getVariableNodes()) {
        Set<Node> referencingNodes = pm.getReferencedNodes(node);
        print("Nodes referenced by " + node + " are: " + referencingNodes);
      }

      Set<Node> referencingX3 = pm.getReferencingNodes(x3);
      assertTrue(referencingX3.contains(x4));
      assertTrue(!referencingX3.contains(x5));

      Set<Node> referencedByX3 = pm.getReferencedNodes(x3);
      assertTrue(
          referencedByX3.contains(x1)
              && referencedByX3.contains(x2)
              && referencedByX3.contains(e_x3)
              && !referencedByX3.contains(x4));

      pm.setNodeExpression(x5, "a * E^X2 + X4 + E_X5");

      Node e_x5 = pm.getErrorNode(x5);

      graph.setShowErrorTerms(true);
      assertTrue(e_x5.equals(graph.getExogenous(x5)));

      pm.setNodeExpression(e_x5, "Beta(3, 5)");

      print(pm);

      assertEquals("Split(-1.5,-.5,.5,1.5)", pm.getParameterExpressionString(b1));
      pm.setParameterExpression(b1, "N(0, 2)");
      assertEquals("N(0, 2)", pm.getParameterExpressionString(b1));

      GeneralizedSemIm im = new GeneralizedSemIm(pm);

      print(im);

      DataSet dataSet = im.simulateDataAvoidInfinity(10, false);

      print(dataSet);

    } catch (ParseException e) {
      e.printStackTrace();
    }
  }