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NN_par.R
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NN_par.R
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library(stats)
library(MASS)
library(pcaPP)
library(Matrix)
library(fMultivar)
library(mnormt)
library(irlba)
library(chebpol)
library(foreach)
library(doFuture)
source("/scratch/user/sharkmanhmz/latentcor_git/latentcor/R/internal.R")
#for NN Case
NNvalue = function (tau_grid, d11_grid, d12_grid, d21_grid, d22_grid) {
l_tau_grid = length(tau_grid); l_d11_grid = length(d11_grid); l_d12_grid = length(d12_grid)
l_d21_grid = length(d21_grid); l_d22_grid = length(d22_grid)
NNvalue = array(NA, c(l_tau_grid, l_d11_grid, l_d12_grid, l_d21_grid, l_d22_grid))
registerDoFuture()
plan(multicore, workers = 80)
value_list <-
foreach (i = 1:l_tau_grid) %:%
foreach (j = 1:l_d11_grid) %dopar% {
value = array(NA, c(l_d12_grid, l_d21_grid, l_d22_grid))
for (k in 1:l_d12_grid) {
for (l in 1:l_d21_grid) {
for (m in 1:l_d22_grid) {
zratio1 = c(d11_grid[j] * d12_grid[k], d12_grid[k])
zratio2 = c(d21_grid[l] * d22_grid[m], d22_grid[m])
tau = tau_grid[i] * bound_switch(comb = "33", zratio1 = zratio1, zratio2 = zratio2)
value[k, l, m] = r_sol(K = tau, zratio1 = zratio1, zratio2 = zratio2, comb = "33", tol = 1e-8, ratio = 0)
}
}
}
value_list <- value
}
for (i in 1:l_tau_grid) {
for (j in 1:l_d11_grid) {
NNvalue[i, j, , , ] = array(as.integer(round(10^7 * value_list[[i]][[j]], 0)), c(l_d12_grid, l_d21_grid, l_d22_grid))
}
}
return (NNvalue)
}
# grid values that used to create precomputed values
tau_grid <- round(pnorm(seq(-1.8, 1.8, by =.15), sd = .8), 6) * 2 - 1
d11_grid <- d12_grid <- d21_grid <- d22_grid <- round(pnorm(seq(-1.8, 1.8, by =.3), sd = .8), 6)
# create grid input for ipol
NNipolgrid <- list(tau_grid, d11_grid, d12_grid, d21_grid, d22_grid)
# interpolation.
NNipol <- chebpol::ipol(NNvalue(tau_grid = tau_grid, d11_grid = d11_grid, d12_grid = d12_grid, d21_grid = d21_grid, d22_grid = d22_grid), grid = NNipolgrid, method = "multilin")
save(NNipol, file = "NN_grid.rda", compress = "xz")