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NT_par.R
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NT_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 NT Case
NTvalue = function (tau_grid, d11_grid, d12_grid, d2_grid) {
l_tau_grid = length(tau_grid); l_d11_grid = length(d11_grid)
l_d12_grid = length(d12_grid); l_d2_grid = length(d2_grid)
NTvalue = array(NA, c(l_tau_grid, l_d11_grid, l_d12_grid, l_d2_grid))
registerDoFuture()
plan(multicore, workers = 80)
value_list <-
foreach (i = 1:l_tau_grid) %:%
foreach (j = 1:l_d11_grid) %dopar% {
value = matrix(NA, nrow = l_d12_grid, ncol = l_d2_grid)
for (k in 1:l_d12_grid) {
for (l in 1:l_d2_grid) {
zratio1 = c(d11_grid[j] * d12_grid[k], d12_grid[k]); zratio2 = d2_grid[l]
tau = tau_grid[i] * bound_switch(comb = "32", zratio1 = zratio1, zratio2 = zratio2)
value[k, l] = r_sol(K = tau, zratio1 = zratio1, zratio2 = zratio2, comb = "32", tol = 1e-8, ratio = 0)
}
}
value_list <- value
}
for (i in 1:l_tau_grid) {
for (j in 1:l_d11_grid) {
NTvalue[i, j, , ] = matrix(as.integer(round(10^7 * value_list[[i]][[j]], 0)), l_d12_grid, l_d2_grid)
}
}
return (NTvalue)
}
# 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 <- round(pnorm(seq(-1.8, 1.8, by =.15), sd = .8), 6)
d2_grid <- round(pnorm(seq(.1, 2.5, by = .1)), 6) * 2 - 1
# create grid input for ipol
NTipolgrid <- list(tau_grid, d11_grid, d12_grid, d2_grid)
# interpolation.
NTipol <- chebpol::ipol(NTvalue(tau_grid = tau_grid, d11_grid = d11_grid, d12_grid = d12_grid, d2_grid = d2_grid), grid = NTipolgrid, method = "multilin")
save(NTipol, file = "NT_grid.rda", compress = "xz")