I am trying to code this algorithm. I am stuck in the part of log((1.0-u)/u))/beta;
As I understand, I can not get the result of this in C, as it will always return me with negative value log (returning imaginary value).
Tried to print the result of log(1-5) for instance, it gives me with Nan.
How can I get the result of
double x = (alpha - log((1.0-u)/u))/beta
then?
Would appreciate for any pointers to solve this problem.
Thank you
In that algorithm, u should be uniform random on [0,1], so the quantity (1-u)/u is never negative.
Don't pass in a value of u outside the range (0,1) (this is mentioned in one of the comments in that article). Note that ( and ) denote open (i.e. exclusive) bounds.
As stated you need the range of u to be (0,1) (if u is 0 or 1 you are in trouble). You are probably using rand() in which case you will want
double u = (rand() + 1) / (double)(RAND_MAX + 2);
double x = (alpha - log((1.0-u)/u))/beta
I guess u lays between 0 and 1, thus being a normalized positive random.
log( (1-u)/u ) = log(1-u)-log(u) and thus u needs to be 0<u<1. The graph looks like this
In fact you see the anti-symmetry by u=0.5 you may need to worry only for values between 0 and 0.5, but not including 0. So for u>0.5 you set u=1-u and return -log(1-u)+log(u).
Related
I have the following question:
I am building a model when I first test for stationarity. Then I have an if loop, saying:
if p>0.05:
x=y['boxcox']
else:
x=y['Normal']
If the pvalue is bigger than 0.05, then I do the boxcox transformation, if not, then I use my original values. This works.
I then have a large code, that is working.
However, in the end, I want to transform my values back.
Again with the if loop.
But how do I get the if loop started?
I first wanted to do:
if any (x==y['BoxCox']):
.....transform back
This works if I orginially have transformed my values, but not if I didn't, which makes sense, because the code does not know y['BoxCox'].
But how do I get the if loop initiated?
Thanks a lot!
If I understand your question correctly, you do not transform anything back, rather you remember the initial state. "Transforming back" sounds like a potential source of bugs. What if you alter your transformation algorithm and forget to update the transforming back part?
here is a simplified example, to illustrate my understanding of your problem:
x = 4
if x > 2:
x = x + 1
else:
x = x + 100
print("Result = ", x)
print("Initial value was ???") // you cannot tell what was the initial x
You can simply do not touch the initial values, to be accessible at any time:
x = 4
if x > 2:
result = x + 1
else:
result = x + 100
print("Result = ", result)
print("Initial value = , x)
I have two vectors of different size. Just as an example:
Triggs = [38.1680, 38.1720, 38.1760, 38.1800, 38.1840, 38.1880, 38.1920, 38.1960, 38.2000, 38.2040, 38.2080, 38.2120, 38.2160, 38.2200, 38.2240, 38.2280, 38.2320, 38.2360, 38.2400, 38.2440, 38.2480, 38.2520, 38.2560, 38.2600, 38.2640, 38.2680]
Peaks = [27.7920, 28.4600, 29.1360, 29.8280, 30.5200, 31.2000, 31.8920, 32.5640, 33.2600, 33.9480, 34.6520, 35.3680, 36.0840, 36.7680, 37.5000, 38.2440, 38.9920, 39.7120, 40.4160, 41.1480, 41.8840, 42.5960, 43.3040, 44.0240, 44.7160, 45.3840, 46.1240, 46.8720, 47.6240, 48.3720, 49.1040, 49.8080, 50.5200, 51.2600]
For each element in Triggs I need to find the nearest smaller element in Peaks.
That is, if Triggs(1) == 38.1680, I need to find the column number equal to Peaks(15) (the 15th element of Peaks).
Just to be 100% clear, the closest element of course could be the next one, that is 38.2440. That would not be ok for me. I will always need the one to the left of the array.
So far I have this:
for i = 1:length(triggersStartTime)
[~,valuePosition] = (min(abs(Peaks-Triggs(i))))
end
However, this could give me the incorrect value, that is, one bigger than Triggs(i), right?
As a solution I was thinking I could do this:
for i = 1:length(Triggs)
[~,valuePosition] = (min(abs(Peaks-Triggs(i))))
if Peaks(valuePosition) >= Triggs(i)
valuePosition = valuePosition-1
end
end
Is there a better way of doing this?
This can be done in a vectorized way as follows (note that the intermediate matrix d can be large). If there is no number satisfying the condition the output is set to NaN.
d = Triggs(:).'-Peaks(:); % matrix of pair-wise differences. Uses implicit expansion
d(d<=0) = NaN; % set negative differences to NaN, so they will be disregarded
[val, result] = min(d, [], 1); % for each column, get minimum value and its row index
result(isnan(val)) = NaN; % if minimum was NaN the index is not valid
If it is assured that there will always be a number satisfying the condition, the last line and the variable val can be removed:
d = Triggs(:).'-Peaks(:); % matrix of pair-wise differences. Uses implicit expansion
d(d<=0) = NaN; % set negative differences to NaN, so they will be disregarded
[~, result] = min(d, [], 1); % for each column, get row index of minimum value
I think this should help you:
temp=sort(abs(Peaks-Triggs));
lowest=find(abs(Peaks-Triggs)==temp(1))
This is probably a trivial question, but I want to select a portion of a complex array in order to plot it in Matlab. My MWE is
n = 100;
t = linspace(-1,1,n);
x = rand(n,1)+1j*rand(n,1);
plot(t(45):t(55),real(x(45):x(55)),'.--')
plot(t(45):t(55),imag(x(45):x(55)),'.--')
I get an error
Error using plot
Vectors must be the same length.
because the real(x(45):x(55)) bit returns an empty matrix: Empty matrix: 1-by-0. What is the easiest way to fix this problem without creating new vectors for the real and imaginary x?
It was just a simple mistake. You were doing t(45):t(55), but t is generated by rand, so t(45) would be, say, 0.1, and t(55), 0.2, so 0.1:0.2 is only 0.1. See the problem?
Then when you did it for x, the range was different and thus the error.
What you want is t(45:55), to specify the vector positions from 45 to 55.
This is what you want:
n = 100;
t = linspace(-1,1,n);
x = rand(n,1)+1j*rand(n,1);
plot(t(45:55),real(x(45:55)),'.--')
plot(t(45:55),imag(x(45:55)),'.--')
Is there some advantage of writing
t = linspace(0,20,21)
over
t = 0:1:20
?
I understand the former produces a vector, as the first does.
Can anyone state me some situation where linspace is useful over t = 0:1:20?
It's not just the usability. Though the documentation says:
The linspace function generates linearly spaced vectors. It is
similar to the colon operator :, but gives direct control over the
number of points.
it is the same, the main difference and advantage of linspace is that it generates a vector of integers with the desired length (or default 100) and scales it afterwards to the desired range. The : colon creates the vector directly by increments.
Imagine you need to define bin edges for a histogram. And especially you need the certain bin edge 0.35 to be exactly on it's right place:
edges = [0.05:0.10:.55];
X = edges == 0.35
edges = 0.0500 0.1500 0.2500 0.3500 0.4500 0.5500
X = 0 0 0 0 0 0
does not define the right bin edge, but:
edges = linspace(0.05,0.55,6); %// 6 = (0.55-0.05)/0.1+1
X = edges == 0.35
edges = 0.0500 0.1500 0.2500 0.3500 0.4500 0.5500
X = 0 0 0 1 0 0
does.
Well, it's basically a floating point issue. Which can be avoided by linspace, as a single division of an integer is not that delicate, like the cumulative sum of floting point numbers. But as Mark Dickinson pointed out in the comments:
You shouldn't rely on any of the computed values being exactly what you expect. That is not what linspace is for. In my opinion it's a matter of how likely you will get floating point issues and how much you can reduce the probabilty for them or how small can you set the tolerances. Using linspace can reduce the probability of occurance of these issues, it's not a security.
That's the code of linspace:
n1 = n-1
c = (d2 - d1).*(n1-1) % opposite signs may cause overflow
if isinf(c)
y = d1 + (d2/n1).*(0:n1) - (d1/n1).*(0:n1)
else
y = d1 + (0:n1).*(d2 - d1)/n1
end
To sum up: linspace and colon are reliable at doing different tasks. linspace tries to ensure (as the name suggests) linear spacing, whereas colon tries to ensure symmetry
In your special case, as you create a vector of integers, there is no advantage of linspace (apart from usability), but when it comes to floating point delicate tasks, there may is.
The answer of Sam Roberts provides some additional information and clarifies further things, including some statements of MathWorks regarding the colon operator.
linspace and the colon operator do different things.
linspace creates a vector of integers of the specified length, and then scales it down to the specified interval with a division. In this way it ensures that the output vector is as linearly spaced as possible.
The colon operator adds increments to the starting point, and subtracts decrements from the end point to reach a middle point. In this way, it ensures that the output vector is as symmetric as possible.
The two methods thus have different aims, and will often give very slightly different answers, e.g.
>> a = 0:pi/1000:10*pi;
>> b = linspace(0,10*pi,10001);
>> all(a==b)
ans =
0
>> max(a-b)
ans =
3.5527e-15
In practice, however, the differences will often have little impact unless you are interested in tiny numerical details. I find linspace more convenient when the number of gaps is easy to express, whereas I find the colon operator more convenient when the increment is easy to express.
See this MathWorks technical note for more detail on the algorithm behind the colon operator. For more detail on linspace, you can just type edit linspace to see exactly what it does.
linspace is useful where you know the number of elements you want rather than the size of the "step" between them. So if I said make a vector with 360 elements between 0 and 2*pi as a contrived example it's either going to be
linspace(0, 2*pi, 360)
or if you just had the colon operator you would have to manually calculate the step size:
0:(2*pi - 0)/(360-1):2*pi
linspace is just more convenient
For a simple real world application, see this answer where linspace is helpful in creating a custom colour map
I have a large data set with two arrays, say x and y. The arrays have over 1 million data points in size. Is there a simple way to do a scatter plot of only 2000 of these points but have it be representative of the entire set?
I'm thinking along the lines of creating another array r ; r = max(x)*rand(2000,1) to get a random sample of the x array. Is there a way to then find where a value in r is equal to, or close to a value in x ? They wouldn't have to be in the same indexed location but just throughout the whole matrix. We could then plot the y values associated with those found x values against r
I'm just not sure how to code this. Is there a better way than doing this?
I'm not sure how representative this procedure will be of your data, because it depends on what your data looks like, but you can certainly code up something like that. The easiest way to find the closest value is to take the min of the abs of the difference between your test vector and your desired value.
r = max(x)*rand(2000,1);
for i = 1:length(r)
[~,z(i)] = min(abs(x-r(i)));
end
plot(x(z),y(z),'.')
Note that the [~,z(i)] in the min line means we want to store the index of the minimum value in vector z.
You might also try something like a moving average, see this video: http://blogs.mathworks.com/videos/2012/04/17/using-convolution-to-smooth-data-with-a-moving-average-in-matlab/
Or you can plot every n points, something like (I haven't tested this, so no guarantees):
n = 1000;
plot(x(1:n:end),y(1:n:end))
Or, if you know the number of points you want (again, untested):
npoints = 2000;
interval = round(length(x)/npoints);
plot(x(1:interval:end),y(1:interval:end))
Perhaps the easiest way is to use round function and convert things to integers, then they can be compared. For example, if you want to find points that are within 0.1 of the values of r, multiply the values by 10 first, then round:
r = max(x) * round(2000,1);
rr = round(r / 0.1);
xx = round(x / 0.1);
inRR = ismember(xx, rr)
plot(x(inRR), y(inRR));
By dividing by 0.1, any values that have the same integer value are within 0.1 of each other.
ismember returns a 1 for each value of xx if that value is in rr, otherwise a 0. These can be used to select entries to plot.