bnp

commit 80f818bc63b50b0b46e78872231b1178e93e1ccb
parent 210120e28186da51995324022ac4b13c0706bbc3
Author: Jared Tobin <jared@jtobin.ca>
Date:   Mon, 14 Mar 2016 10:27:20 +1300

Fix multivariate sim code.

Diffstat:
M
finite-gaussian-mixture/src/simulation_multivariate.r
 | 
33
++++++++++++++++++++++-----------

1 file changed, 22 insertions(+), 11 deletions(-)
diff --git a/finite-gaussian-mixture/src/simulation_multivariate.r b/finite-gaussian-mixture/src/simulation_multivariate.r
@@ -7,34 +7,45 @@ source('fmm_multivariate_generative.r')
 # 2d
 
 config = list(
-    m = 2
-  , v = 2
-  , k = 4
+    k = 4
+  , l = rep(0, 2)
+  , r = diag(0.05, 2)
+  , b = 2
+  , w = diag(1, 2)
   , n = 10000
   )
 
 set.seed(42)
 
-d      = model(config$m, config$k, config$v, config$n)
+d = model(
+    config$k, config$l, config$r
+  , config$b, config$w, config$n
+  )
+
 framed = lapply(d, function(mat) { data.frame(x = mat[,1], y = mat[,2]) })
 melted = melt(framed, id.vars = c('x', 'y'))
 p = ggplot(melted, aes(x, y, colour = factor(L1))) + geom_point(alpha = 0.2)
 
 # 3d
 
-set.seed(42)
-
 config_3d = list(
-    m = 3
-  , v = 3
-  , k = 4
+    k = 4
+  , l = rep(0, 3)
+  , r = diag(0.05, 3)
+  , b = 3
+  , w = diag(1, 3)
   , n = 10000
   )
 
-d_3d      = model(config_3d$m, config_3d$k, config_3d$v, config_3d$n)
+set.seed(42)
+
+d_3d = model(
+    config_3d$k, config_3d$l, config_3d$r
+  , config_3d$b, config_3d$w, config_3d$n
+  )
+
 framed_3d = lapply(d_3d,
   function(mat) { data.frame(x = mat[,1], y = mat[,2], z = mat[,3]) })
 melted_3d = do.call(rbind, framed_3d)
-
 scatterplot3d(melted_3d, highlight.3d = T, pch = 19)