TransformedParameter.h

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//
// File: TransformedParameter.h
// Authors:
//   Julien Dutheil
// Created: 2009-01-30 09:42:00
//
 
/*
  Copyright or © or Copr. Bio++ Development Team, (November 19, 2004)
  
  This software is a computer program whose purpose is to provide classes
  for numerical calculus.
  
  This software is governed by the CeCILL license under French law and
  abiding by the rules of distribution of free software. You can use,
  modify and/ or redistribute the software under the terms of the CeCILL
  license as circulated by CEA, CNRS and INRIA at the following URL
  "http://www.cecill.info".
  
  As a counterpart to the access to the source code and rights to copy,
  modify and redistribute granted by the license, users are provided only
  with a limited warranty and the software's author, the holder of the
  economic rights, and the successive licensors have only limited
  liability.
  
  In this respect, the user's attention is drawn to the risks associated
  with loading, using, modifying and/or developing or reproducing the
  software by the user in light of its specific status of free software,
  that may mean that it is complicated to manipulate, and that also
  therefore means that it is reserved for developers and experienced
  professionals having in-depth computer knowledge. Users are therefore
  encouraged to load and test the software's suitability as regards their
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  The fact that you are presently reading this means that you have had
  knowledge of the CeCILL license and that you accept its terms.
*/
 
#ifndef BPP_NUMERIC_TRANSFORMEDPARAMETER_H
#define BPP_NUMERIC_TRANSFORMEDPARAMETER_H
 
#include <cmath>
 
#include "NumConstants.h"
#include "Parameter.h"
 
namespace bpp
{
class TransformedParameter :
  public Parameter
{
public:
  TransformedParameter(const std::string& name, double value) :
    Parameter(name, value) {}
 
  TransformedParameter* clone() const = 0;
 
public:
  virtual void setOriginalValue(double value) = 0;
 
  virtual double getOriginalValue() const = 0;
 
  virtual double getFirstOrderDerivative() const = 0;
 
  virtual double getSecondOrderDerivative() const = 0;
};
 
class RTransformedParameter :
  public TransformedParameter
{
private:
  double scale_;
  double bound_;
  bool positive_;
 
public:
  RTransformedParameter(const std::string& name, double value, double bound = 0, bool positive = true, double scale = 1) :
    TransformedParameter(name, 1.),
    scale_(scale),
    bound_(bound),
    positive_(positive)
  {
    setOriginalValue(value);
  }
 
  RTransformedParameter* clone() const { return new RTransformedParameter(*this); }
 
public:
  void setOriginalValue(double value)
  {
    if (positive_ ? value <= bound_ : value >= bound_) throw ConstraintException("RTransformedParameter::setValue", this, value);
    if (positive_  & (value < 1 + bound_)) setValue(log(scale_ * (value - bound_)));
    if (positive_  & (value >= 1 + bound_)) setValue(scale_ * (value - 1. - bound_));
    if (!positive_ & (value > -1 + bound_)) setValue(log(-scale_ * (value - bound_)));
    if (!positive_ & (value <= -1 + bound_)) setValue(-scale_ * (value - 1. - bound_));
  }
 
  double getOriginalValue() const
  {
    double x = getValue();
    if (positive_)
      if (x < 0) return exp(x) / scale_ + bound_;
      else return x / scale_ + 1. + bound_;
    else if (x < 0) return -exp(-x) / scale_ + bound_;
    else return -x / scale_ - 1. + bound_;
  }
 
  double getFirstOrderDerivative() const
  {
    double x = getValue();
    if (positive_)
      if (x < 0) return exp(x) / scale_;
      else return 1. / scale_;
    else if (x < 0) return exp(-x) / scale_;
    else return -1. / scale_;
  }
 
  double getSecondOrderDerivative() const
  {
    double x = getValue();
    if (positive_)
      if (x < 0) return exp(x) / scale_;
      else return 0;
    else if (x < 0) return -exp(-x) / scale_;
    else return 0;
  }
};
 
class IntervalTransformedParameter :
  public TransformedParameter
{
private:
  double scale_;
  double lowerBound_;
  double upperBound_;
  bool hyper_;
  double tiny_;
 
public:
  IntervalTransformedParameter(const std::string& name, double value, double lowerBound = 0, double upperBound = 1, double scale = 1, bool hyper = true) :
    TransformedParameter(name, hyper ?
                         scale * atanh(2. * (value - lowerBound) / (upperBound - lowerBound) - 1.) :
                         scale* tan(NumConstants::PI() * (value - lowerBound) / (upperBound - lowerBound) - NumConstants::PI() / 2.)),
    scale_(scale),
    lowerBound_(lowerBound),
    upperBound_(upperBound),
    hyper_(hyper),
    tiny_(NumConstants::TINY())
  {}
 
  IntervalTransformedParameter* clone() const { return new IntervalTransformedParameter(*this); }
 
public:
  void setOriginalValue(double value)
  {
    if (value <= lowerBound_ || value >= upperBound_) throw ConstraintException("IntervalTransformedParameter::setValue", this, value);
    setValue(hyper_ ?
             scale_ * atanh(2. * (value - lowerBound_) / (upperBound_ - lowerBound_) - 1.) :
             scale_* std::tan(NumConstants::PI() * (value - lowerBound_) / (upperBound_ - lowerBound_) - NumConstants::PI() / 2.));
  }
 
  double getOriginalValue() const
  {
    double x = getValue();
    double x2 = hyper_ ?
                (tanh(x / scale_) + 1.) * (upperBound_ - lowerBound_) / 2. + lowerBound_ :
                (atan(x / scale_) + NumConstants::PI() / 2.) * (upperBound_ - lowerBound_) / NumConstants::PI() + lowerBound_;
    return x2;
  }
 
 
  double getFirstOrderDerivative() const
  {
    double x = getValue();
    double x2 = hyper_ ?
                1. / (std::pow(cosh(x / scale_), 2)) * (upperBound_ - lowerBound_) / (2. * scale_) :
                (upperBound_ - lowerBound_) / (NumConstants::PI() * scale_ * (std::pow(x / scale_, 2) + 1.));
    return x2;
  }
  double getSecondOrderDerivative() const
  {
    double x = getValue();
    double x2 = hyper_ ?
                -1. / (std::pow(cosh(x / scale_), 2)) * tanh(x / scale_) * (upperBound_ - lowerBound_) / (scale_ * scale_) :
                -2. * x * (upperBound_ - lowerBound_) / (NumConstants::PI() * std::pow(scale_, 3) * std::pow((std::pow(x / scale_, 2) + 1.), 2));
    return x2;
  }
};
 
class PlaceboTransformedParameter :
  public TransformedParameter
{
public:
  PlaceboTransformedParameter(const std::string& name, double value) :
    TransformedParameter(name, value)
  {}
 
  PlaceboTransformedParameter* clone() const { return new PlaceboTransformedParameter(*this); }
 
public:
  void setOriginalValue(double value)
  {
    setValue(value);
  }
 
  double getOriginalValue() const
  {
    return getValue();
  }
 
  double getFirstOrderDerivative() const { return 1.; }
 
  double getSecondOrderDerivative() const { return 0.; }
};
} // end of namespace bpp.
#endif // BPP_NUMERIC_TRANSFORMEDPARAMETER_H