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Merge pull request #73 from ICB-DCM/release-1.0
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Release 1.0 beta
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@dweindl
dweindl authored Mar 14, 2017
2 parents 737faf6 + be84919 commit 422f213
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2 changes: 2 additions & 0 deletions .gitignore
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Expand Up @@ -7,4 +7,6 @@ doc/out/
doc/config/Doxyfile
doc/config/latexextras.sty
doc/config/mtocpp_filter.sh
DRAMToolbox
*.asv

225 changes: 225 additions & 0 deletions @DRAMOptions/DRAMOptions.m
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% @file DRAMOptions
% @brief A class for sanity checks of DRAM algorithm (MCMC samling) in PESTO

classdef DRAMOptions < matlab.mixin.SetGet
% DRAMOptions provides an option container to pass options as subclass
% into the PestoSamplingOptions class.
%
% This file is based on AMICI amioptions.m (http://icb-dcm.github.io/AMICI/)

properties
%% Delayed Rejection Adaption Metropolis options
% Note: This algorithm uses a delayed rejection scheme for better mixing.

% --- Delayed Rejection Adaptive Metropolis ---
% opt.DRAM.regFactor : This factor is used for regularization in
% cases where the single-chain proposal
% covariance matrices are ill conditioned.
% Larger values equal stronger
% regularization.
% opt.DRAM.nTry : The number of tries in the delayed
% rejection scheme
% opt.DRAM.verbosityMode : Defines the level of verbosity 'silent', 'visual',
% 'debug' or 'text'
% opt.DRAM.adaptionInterval : Updates the proposal density only every opt.DRAM.adaptionInterval
% time

regFactor = 1e-6;
nTry = 1;
verbosityMode = 'text';
adaptionInterval = 1;



end

properties (Hidden)
end

methods
function obj = DRAMOptions(varargin)
% DRAMOptions Construct a new DRAMOptions object
%
% OPTS = DRAMOptions() creates a set of options with
% each option set to itsdefault value.
%
% OPTS = DRAMOptions(PARAM, VAL, ...) creates a set
% of options with the named parameters altered with the
% specified values.
%
% OPTS = DRAMOptions(OLDOPTS, PARAM, VAL, ...)
% creates a copy of OLDOPTS with the named parameters altered
% with the specified value
%
% Note to see the parameters, check the
% documentation page for DRAMOptions

% adapted from SolverOptions

if nargin > 0

% Deal with the case where the first input to the
% constructor is a amioptions/struct object.
if isa(varargin{1},'DRAMOptions')
if strcmp(class(varargin{1}),class(obj))
obj = varargin{1};
else
% Get the properties from options object passed
% into the constructor.
thisProps = properties(obj);
% Set the common properties. Note that we
% investigated first finding the properties that
% are common to both objects and just looping over
% those. We found that in most cases this was no
% quicker than just looping over the properties of
% the object passed in.
for i = 1:length(thisProps)
try %#ok
% Try to set one of the properties of the
% old object in the new one.
obj.(thisProps{i}) = varargin{1}.(thisProps{i});
end
end
end
firstInputObj = true;
elseif isstruct(varargin{1})
fieldlist = fieldnames(varargin{1});
for ifield = 1:length(fieldlist)
obj.(fieldlist{ifield}) = varargin{1}.(fieldlist{ifield});
end
firstInputObj = true;
elseif isempty(varargin{1})
firstInputObj = true;
else
firstInputObj = false;
end

% Extract the options that the caller of the constructor
% wants to set.
if firstInputObj
pvPairs = varargin(2:end);
else
pvPairs = varargin;
end

% Loop through each param-value pair and just try to set
% the option. When the option has been fully specified with
% the correct case, this is fast. The catch clause deals
% with partial matches or errors.
haveCreatedInputParser = false;
for i = 1:2:length(pvPairs)
try
obj.(pvPairs{i}) = pvPairs{i+1};
catch ME %#ok

% Create the input parser if we haven't already. We
% do it here to avoid creating it if possible, as
% it is slow to set up.
if ~haveCreatedInputParser
ip = inputParser;
% Structures are currently not supported as
% an input to optimoptions. Setting the
% StructExpand property of the input parser to
% false, forces the parser to treat the
% structure as a single input and not a set of
% param-value pairs.
ip.StructExpand = false;
% Get list of option names
allOptionNames = properties(obj);
for j = 1:length(allOptionNames)
% Just specify an empty default as we already have the
% defaults in the options object.
ip.addParameter(allOptionNames{j}, []);
end
haveCreatedInputParser = true;
end

% Get the p-v pair to parse.
thisPair = pvPairs(i:min(i+1, length(pvPairs)));
ip.parse(thisPair{:});

% Determine the option that was specified in p-v pairs.
% These options will now be matched even if only partially
% specified (by 13a). Now set the specified value in the
% options object.
optionSet = setdiff(allOptionNames, ip.UsingDefaults);
obj.(optionSet{1}) = ip.Results.(optionSet{1});
end
end
end
end

function new = copy(this)
new = feval(class(this));

p = properties(this);
for i = 1:length(p)
new.(p{i}) = this.(p{i});
end
end

%% Part for checking the correct setting of options
function set.regFactor(this, value)
if(isnumeric(value) && value > 0)
this.regFactor = lower(value);
else
error(['Please specify a positive regularization factor for ill conditioned covariance'...
' matrices of the adapted proposal density, e.g. ' ...
'PestoSamplingOptions.DRAM.regFactor = 1e-5']);
end
end

function set.nTry(this, value)
if(isnumeric(value) && value > 0)
this.nTry = lower(value);
else
error(['Please specify a positive number of maximum tries, e.g. ' ...
'PestoSamplingOptions.DRAM.nTry = 3']);
end
end

function set.verbosityMode(this, value)
if (strcmp(value, 'text') || strcmp(value, 'silent') || strcmp(value, 'debug'))
this.verbosityMode = lower(value);
else
error(['Please specify a verbosity mode, e.g. ' ...
'PestoSamplingOptions.DRAM.verbosityMode = "text"']);
end
end

function set.adaptionInterval(this, value)
if(isnumeric(value) && value > 0)
this.adaptionInterval = lower(value);
else
error(['Please specify the adaption inteval, e.g. ' ...
'PestoSamplingOptions.DRAM.adaptionInterval = 1']);
end
end

end
end

























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