diff options
Diffstat (limited to 'src/logistic.cpp')
| -rw-r--r-- | src/logistic.cpp | 46 |
1 files changed, 24 insertions, 22 deletions
diff --git a/src/logistic.cpp b/src/logistic.cpp index 002ce98..3f9d6ff 100644 --- a/src/logistic.cpp +++ b/src/logistic.cpp @@ -13,7 +13,7 @@ typedef struct{ gsl_matrix_int *X; gsl_vector_int *nlev; gsl_vector *y; - gsl_matrix *Xc; // continuous covariates matrix Nobs x Kc (NULL if not used) + gsl_matrix *Xc; // Continuous covariates matrix Nobs x Kc (NULL if not used). double lambdaL1; double lambdaL2; } fix_parm_mixed_T; @@ -29,8 +29,9 @@ double fLogit_mixed(gsl_vector *beta, int npar = beta->size; double total = 0; double aux = 0; + // Changed loop start at 1 instead of 0 to avoid regularization of - // beta_0*\/ */ + // beta_0*\/ // #pragma omp parallel for reduction (+:total) for(int i = 1; i < npar; ++i) total += beta->data[i]*beta->data[i]; @@ -57,8 +58,9 @@ double fLogit_mixed(gsl_vector *beta, } -void logistic_mixed_pred(gsl_vector *beta // Vector of parameters length = 1 + Sum_k(C_k - 1) - ,gsl_matrix_int *X //Matrix Nobs x K +void logistic_mixed_pred(gsl_vector *beta // Vector of parameters + // length = 1 + Sum_k(C_k -1) + ,gsl_matrix_int *X //Matrix Nobs x K ,gsl_vector_int *nlev // Vector with number categories ,gsl_matrix *Xc // continuous covariates Matrix Nobs x Kc (NULL if not used) ,gsl_vector *yhat //Vector of prob. predicted by the logistic @@ -287,39 +289,40 @@ int logistic_mixed_fit(gsl_vector *beta /* Categorical */ /***************/ -// I need to bundle all the data that goes to the function to optimze together. +// I need to bundle all the data that goes to the function to optimze +// together. typedef struct{ gsl_matrix_int *X; gsl_vector_int *nlev; gsl_vector *y; double lambdaL1; double lambdaL2; -}fix_parm_cat_T; - - -double fLogit_cat(gsl_vector *beta - ,gsl_matrix_int *X - ,gsl_vector_int *nlev - ,gsl_vector *y - ,double lambdaL1 - ,double lambdaL2) -{ +} fix_parm_cat_T; + +double fLogit_cat(gsl_vector *beta, + gsl_matrix_int *X, + gsl_vector_int *nlev, + gsl_vector *y, + double lambdaL1, + double lambdaL2) { int n = y->size; - // int k = X->size2; int npar = beta->size; double total = 0; double aux = 0; - /* omp_set_num_threads(ompthr); */ - /* /\* Changed loop start at 1 instead of 0 to avoid regularization of beta 0*\/ */ - /* /\*#pragma omp parallel for reduction (+:total)*\/ */ + // omp_set_num_threads(ompthr); /\* Changed loop start at 1 instead + // of 0 to avoid regularization of beta 0*\/ /\*#pragma omp parallel + // for reduction (+:total)*\/ for(int i = 1; i < npar; ++i) total += beta->data[i]*beta->data[i]; total = (-total*lambdaL2/2); - /* /\*#pragma omp parallel for reduction (+:aux)*\/ */ + + // /\*#pragma omp parallel for reduction (+:aux)*\/ for(int i = 1; i < npar; ++i) aux += (beta->data[i]>0 ? beta->data[i] : -beta->data[i]); total = total-aux*lambdaL1; - /* #pragma omp parallel for schedule(static) shared(n,beta,X,nlev,y) reduction (+:total) */ + + // #pragma omp parallel for schedule(static) shared(n,beta,X,nlev,y) + // #reduction (+:total) for(int i = 0; i < n; ++i) { double Xbetai=beta->data[0]; int iParm=1; @@ -333,7 +336,6 @@ double fLogit_cat(gsl_vector *beta return -total; } - void logistic_cat_pred(gsl_vector *beta // Vector of parameters length = 1 + Sum_k(C_k - 1) ,gsl_matrix_int *X //Matrix Nobs x K ,gsl_vector_int *nlev // Vector with number categories |