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Modifies rateinterval API to accept computed urate. #288

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Modifies rateinterval API to accept computed urate. #288

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251249c
modifies rateinterval API to accept computed urate.
gzagatti Jan 30, 2023
0a57852
linting.
gzagatti Jan 30, 2023
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19 changes: 11 additions & 8 deletions src/aggregators/coevolve.jl
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
"""
Queue method. This method handles variable intensity rates.
"""
mutable struct CoevolveJumpAggregation{T, S, F1, F2, RNG, GR, PQ} <:
mutable struct CoevolveJumpAggregation{T, S, F1, F2, F3, RNG, GR, PQ} <:
AbstractSSAJumpAggregator
next_jump::Int # the next jump to execute
prev_jump::Int # the previous jump that was executed
Expand All @@ -18,7 +18,7 @@ mutable struct CoevolveJumpAggregation{T, S, F1, F2, RNG, GR, PQ} <:
pq::PQ # priority queue of next time
lrates::F1 # vector of rate lower bound functions
urates::F1 # vector of rate upper bound functions
rateintervals::F1 # vector of interval length functions
rateintervals::F3 # vector of interval length functions
haslratevec::Vector{Bool} # vector of whether an lrate was provided for this vrj
end

Expand Down Expand Up @@ -46,7 +46,7 @@ function CoevolveJumpAggregation(nj::Int, njt::T, et::T, crs::Vector{T}, sr::Not
end

pq = MutableBinaryMinHeap{T}()
CoevolveJumpAggregation{T, S, F1, F2, RNG, typeof(dg),
CoevolveJumpAggregation{T, S, F1, F2, typeof(rateintervals), RNG, typeof(dg),
typeof(pq)}(nj, nj, njt, et, crs, sr, maj, rs, affs!, sps, rng,
dg, pq, lrates, urates, rateintervals, haslratevec)
end
Expand All @@ -58,14 +58,17 @@ function aggregate(aggregator::Coevolve, u, p, t, end_time, constant_jumps,
AffectWrapper = FunctionWrappers.FunctionWrapper{Nothing, Tuple{Any}}
RateWrapper = FunctionWrappers.FunctionWrapper{typeof(t),
Tuple{typeof(u), typeof(p), typeof(t)}}
RateIntervalWrapper = FunctionWrappers.FunctionWrapper{typeof(t),
Tuple{typeof(u), typeof(p),
typeof(t), typeof(t)}}

ncrjs = (constant_jumps === nothing) ? 0 : length(constant_jumps)
nvrjs = (variable_jumps === nothing) ? 0 : length(variable_jumps)
nrjs = ncrjs + nvrjs
affects! = Vector{AffectWrapper}(undef, nrjs)
rates = Vector{RateWrapper}(undef, nvrjs)
lrates = similar(rates)
rateintervals = similar(rates)
rateintervals = Vector{RateIntervalWrapper}(undef, nvrjs)
urates = Vector{RateWrapper}(undef, nrjs)
haslratevec = zeros(Bool, nvrjs)

Expand All @@ -84,7 +87,7 @@ function aggregate(aggregator::Coevolve, u, p, t, end_time, constant_jumps,
urates[idx] = RateWrapper(vrj.urate)
idx += 1
rates[i] = RateWrapper(vrj.rate)
rateintervals[i] = RateWrapper(vrj.rateinterval)
rateintervals[i] = RateIntervalWrapper(vrj.rateinterval)
haslratevec[i] = haslrate(vrj)
lrates[i] = haslratevec[i] ? RateWrapper(vrj.lrate) : RateWrapper(nullrate)
end
Expand Down Expand Up @@ -143,8 +146,8 @@ end
@inbounds return p.urates[uidx](u, params, t)
end

@inline function get_rateinterval(p::CoevolveJumpAggregation, lidx, u, params, t)
@inbounds return p.rateintervals[lidx](u, params, t)
@inline function get_rateinterval(p::CoevolveJumpAggregation, lidx, u, params, t, urate)
@inbounds return p.rateintervals[lidx](u, params, t, urate)
end

@inline function get_lrate(p::CoevolveJumpAggregation, lidx, u, params, t)
Expand All @@ -171,7 +174,7 @@ function next_time(p::CoevolveJumpAggregation{T}, u, params, t, i, tstop::T) whe
_t = t + s
if lidx > 0
while t < tstop
rateinterval = get_rateinterval(p, lidx, u, params, t)
rateinterval = get_rateinterval(p, lidx, u, params, t, urate)
if s > rateinterval
t = t + rateinterval
urate = get_urate(p, uidx, u, params, t)
Expand Down
12 changes: 3 additions & 9 deletions test/hawkes_test.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -37,17 +37,11 @@ function hawkes_jump(i::Int, g, h; uselrate = true)
urate = rate
if uselrate
lrate(u, p, t) = p[1]
rateinterval = (u, p, t) -> begin
_lrate = lrate(u, p, t)
_urate = urate(u, p, t)
return _urate == _lrate ? typemax(t) : 1 / (2 * _urate)
end
rateinterval = (u, p, t, urate) -> begin return urate == p[1] ? typemax(t) :
1 / (2 * urate) end
else
lrate = nothing
rateinterval = (u, p, t) -> begin
_urate = urate(u, p, t)
return 1 / (2 * _urate)
end
rateinterval = (u, p, t, urate) -> begin return 1 / (2 * urate) end
end
function affect!(integrator)
push!(h[i], integrator.t)
Expand Down