From: Steinar H. Gunderson <sgunderson@bigfoot.com>
Date: Sun, 18 Mar 2012 12:34:12 +0000 (+0100)
Subject: Compute and store total log-likelihood of model.
X-Git-Url: https://git.sesse.net/?a=commitdiff_plain;h=c39ac7e3aa239bcb0a801399f73c20e4fda8f120;p=wloh

Compute and store total log-likelihood of model.
---

diff --git a/bayeswf.cpp b/bayeswf.cpp
index 136a382..f2047bb 100644
--- a/bayeswf.cpp
+++ b/bayeswf.cpp
@@ -218,6 +218,46 @@ void update_prior_sigma(float *mu, float *sigma, int num_players)
 	}
 }
 
+float compute_logl(float z)
+{
+	return -0.5 * (log(2.0f / M_PI) + z * z);
+}
+
+float compute_total_logl(float *mu, float *sigma, int num_players)
+{
+	float total_logl = 0.0f;
+
+	// Prior.
+	for (int i = 0; i < num_players; ++i) {
+		total_logl += PRIOR_WEIGHT * compute_logl((mu[i] - PRIOR_MU) / prior_sigma);
+	}
+
+	// Matches.
+	for (int i = 0; i < num_players; ++i) {
+		for (unsigned j = 0; j < matches_for_player[i].size(); ++j) {
+			const match& m = matches_for_player[i][j];
+
+			// Only count each match once.
+			if (m.other_player <= i) {
+				continue;
+			}
+
+			float mu1 = mu[i];
+			float mu2 = mu[m.other_player];
+			float sigma1 = sigma[i];
+			float sigma2 = sigma[m.other_player];
+			float sigma = sqrt(sigma1 * sigma1 + sigma2 * sigma2);
+			float mu = mu1 - mu2;
+			float x = m.margin;
+			float w = m.weight;
+
+			total_logl += w * compute_logl((x - mu) / sigma);
+		}
+	}
+
+	return total_logl;
+}
+
 /*
  * Compute Hessian matrix of the negative log-likelihood, ie. for each term in logL:
  *
@@ -362,6 +402,9 @@ int main(int argc, char **argv)
 	printf("%f -2\n", sigma[0]);
 	printf("%f -3\n", prior_sigma);
 
+	float total_logl = compute_total_logl(mu, sigma, num_players);
+	printf("%f -4\n", total_logl);
+
 //	construct_hessian(mu, sigma, num_players);
 #endif
 }