# Copyright (C) 2003,2004,2005 Michael Creel # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with this program; if not, write to the Free Software # Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA ## usage: [obj_value, score] = mle_obj(theta, data, model, modelargs, nslaves) ## ## Returns the average log-likelihood for a specified model ## This is for internal use by mle_estimate function [obj_value, score] = mle_obj(theta, data, model, modelargs, nslaves) n = rows(data); if nargin < 5 nslaves = 0; endif if nslaves > 0 global NSLAVES PARALLEL NEWORLD NSLAVES TAG; nn = floor(n/(NSLAVES + 1)); # number of obsns per slave # The command that the slave nodes will execute cmd=['contrib = mle_obj_nodes(theta, data, model, modelargs, nn); ',... 'MPI_Send(contrib,0,TAG,NEWORLD);']; # send items to slaves NumCmds_Send({"theta", "nn", "cmd"}, {theta, nn, cmd}); # evaluate last block on master while slaves are busy obj_value = mle_obj_nodes(theta, data, model, modelargs, nn); # collect slaves' results contrib = 0.0; # must be initialized to use MPI_Recv for i = 1:NSLAVES MPI_Recv(contrib,i,TAG,NEWORLD); obj_value = obj_value + contrib; endfor # compute the average obj_value = - obj_value / n; score = "na"; # fix this later to allow analytic score in parallel else # serial version [contribs, score] = feval(model, theta, data, modelargs); obj_value = - mean(contribs); if isnumeric(score) score = - mean(score)'; endif # model passes "na" when score not available endif # let's bullet-proof this in case the model goes nuts if (((abs(obj_value) == Inf)) || (isnan(obj_value))) obj_value = realmax/10; endif endfunction