From 190833bbfd2316d218a9cb64321c5afb16cda7a0 Mon Sep 17 00:00:00 2001
From: Mahmoud Bentriou <mahmoud.bentriou@centralesupelec.fr>
Date: Wed, 17 Feb 2021 06:57:35 +0100
Subject: [PATCH] small fix in abc when eps is infinity
---
algorithms/abc_smc.jl | 15 +++++++--------
1 file changed, 7 insertions(+), 8 deletions(-)
diff --git a/algorithms/abc_smc.jl b/algorithms/abc_smc.jl
index 573297e..0640de6 100644
--- a/algorithms/abc_smc.jl
+++ b/algorithms/abc_smc.jl
@@ -177,8 +177,7 @@ function _abc_smc(pm::ParametricModel, nbr_particles::Int, tolerance::Float64, a
old_epsilon = epsilon
end
- mat_p = mat_p_old
- mat_cov = cov(mat_p, ProbabilityWeights(wl_old), 2; corrected=false)
+ mat_cov = cov(mat_p_old, ProbabilityWeights(wl_old), 2; corrected=false)
if dir_results != nothing
writedlm(dir_results * "weights_end.csv", wl_old, ',')
writedlm(dir_results * "mat_p_end.csv", mat_p_old, ',')
@@ -191,7 +190,7 @@ function _abc_smc(pm::ParametricModel, nbr_particles::Int, tolerance::Float64, a
write(file_cfg, "Number of threads: $(Threads.nthreads())\n")
close(file_cfg)
end
- r = ResultAbc(mat_p, mat_cov, nbr_tot_sim, time() - begin_time, vec_dist, epsilon, wl_old, l_ess)
+ r = ResultAbc(mat_p_old, mat_cov, nbr_tot_sim, time() - begin_time, vec_dist, old_epsilon, wl_old, l_ess)
return r
end
@@ -285,12 +284,12 @@ function _distributed_abc_smc(pm::ParametricModel, nbr_particles::Int, tolerance
flush(stdout)
old_epsilon = epsilon
end
-
- mat_cov = cov(mat_p, ProbabilityWeights(wl_old), 2; corrected=false)
+
+ mat_cov = cov(mat_p_old, ProbabilityWeights(wl_old), 2; corrected=false)
save_mat_p_end = true
if dir_results != nothing
- writedlm(dir_results * "weights_end.csv", wl_current, ',')
- writedlm(dir_results * "mat_p_end.csv", mat_p, ',')
+ writedlm(dir_results * "weights_end.csv", wl_old, ',')
+ writedlm(dir_results * "mat_p_end.csv", mat_p_old, ',')
file_cfg = open(dir_results * "results_abc.out", "w")
write(file_cfg, "\n")
write(file_cfg, "About the results: \n")
@@ -300,7 +299,7 @@ function _distributed_abc_smc(pm::ParametricModel, nbr_particles::Int, tolerance
write(file_cfg, "Number of threads: $(Threads.nthreads())\n")
close(file_cfg)
end
- r = ResultAbc(mat_p, mat_cov, nbr_tot_sim, time() - begin_time, convert(Array, d_vec_dist), epsilon, wl_current, l_ess)
+ r = ResultAbc(mat_p_old, mat_cov, nbr_tot_sim, time() - begin_time, convert(Array, d_vec_dist), old_epsilon, wl_old, l_ess)
return r
end
--
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