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average_moments.m    57 lines (42 with data), 1.9 kB

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# Copyright (C) 2003,2004,2005 Michael Creel <michael.creel@uab.es>
#
# 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
# for internal use by gmm_estimate
# average moments (separate function so it can be differentiated)
function m = average_moments(theta, data, moments, momentargs)
global NSLAVES PARALLEL NEWORLD NSLAVES TAG;
n = rows(data);
if PARALLEL
nn = floor(n/(NSLAVES + 1)); # save some work for master
# The command that the slave nodes will execute
cmd=['contrib = sum_moments_nodes(theta, data, moments, momentargs, 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
m = feval("sum_moments_nodes", theta, data, moments, momentargs, nn);
# collect slaves' results
contrib = zeros(1,columns(m));
for i = 1:NSLAVES
MPI_Recv(contrib,i,TAG,NEWORLD);
m = m + contrib;
endfor
m = m'; # we want a column vector, please
m = m/n; # average please, not sum
else # serial version
m = feval(moments, theta, data, momentargs);
m = mean(m)'; # returns Gx1 moment vector
endif
endfunction