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MCMC_init.F90
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MCMC_init.F90
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!!! $Id: MCMC_init.F90,v 1.29 2012/09/04 14:22:53 mjlaine Exp $
!!! ------------------------------------------------------------------------
!!! mcmc library
!!! File: MCMC_init.F90
!!! Purpose: initialize the MCMC calculations, read namelists etc.
!!!
!!! Marko Laine 2008 <[email protected]>
!!! Copyrights licensed under a MIT License.
!!! See the accompanying LICENSE.txt file for terms.
!!!
!!!
!!! contains: MCMC_init, MCMC_setpar0, MCMC_setcov0, MCMC_setsigma2
!!! if nsimu <= 0 then init is cancelled
!!!
subroutine MCMC_init()
implicit none
include 'external_inc.h'
!! local variables
integer :: allocstat, info, status
if (inited == 1) then
write(*,*) 'Warning(mcmcinit): allready inited'
return
end if
vecss = 1 ! vectorize SS and s2? (this must be 1 now)
! npar = 0 ! length of the parameter vector
! nycol = 0 ! number of y columns
chainwsum = 0.0e0_dbl
call read_mcmcinit_namelist(status)
if (status /= 0) call doerror('error in mcmcinit namelist')
call check_mcmcinit_parameters()
if (nsimu < 1) then
return
end if
filepars = 1
usrfunlen = 0
if (nparok) then ! user has called MCMC_setpar0 or MCMC_setcov0
if (verbosity>0) write(*,*) 'note: user init for par0'
if (.not.par0ok) call doerror('user initialization error')
if (.not.cmat0ok) then
allocate(cmat0(npar,npar))
call MCMC_initcmat0(cmat0)
cmat0ok = .true.
end if
if (.not.sigma2ok) then
nycol = 1
allocate(sigma2(nycol))
allocate(nobs(nycol))
sigma2 = 1.0_dbl
nobs = 1
sigma2ok=.true.
end if
else
!! Call a routine that returns initial values for
!! par0, npar, cmat0, initcmatn, sigma2, nobs, nycol.
!! These are all global in mcmcmod or mcmcinit modules
!! par0(:), cmat0(:), sigma2(:), nobs(:) need to be allocated
call initialize(par0,npar,cmat0,initcmatn,sigma2,nobs,nycol)
nparok = .true.
par0ok = .true.
cmat0ok = .true.
sigma2ok = .true.
end if
!! debugging
if (verbosity>5) then
write(*,*) 'npar',npar,initcmatn,nobs
call printmat(par0,header='par0',maxlines=10)
call printmat(cmat0,header='cmat0',maxlines=10,maxcols=5)
end if
!! global R and R2 are used to save the Cholesky factor of cmat
allocate(R(npar,npar), stat=allocstat)
if (allocstat /= 0) stop 'allocate'
if (dodr) then
allocate(R2(npar,npar), stat=allocstat)
if (allocstat /= 0) stop 'allocate'
allocate(iC(npar,npar), stat=allocstat)
if (allocstat /= 0) stop 'allocate'
end if
if (doscam) then
allocate(qcovstd(npar), stat=allocstat)
if (allocstat /= 0) stop 'allocate'
end if
allocate(chainmean(npar), stat=allocstat)
if (allocstat /= 0) stop 'allocate'
allocate(chaincmat(npar,npar), stat=allocstat)
if (allocstat /= 0) stop 'allocate'
!! save cmat to chaincmat and par0 to chainmean
chaincmat = cmat0
chainmean = par0
chainwsum = dble(initcmatn)
if (verbosity>0) write(*,*) 'note: sigma2 =',real(sigma2), &
' nobs =',nobs,' nycol =',nycol
!! Try to calculate Cholesky factor of the initial covariance
if (verbosity>2) write(*,*) 'note: calling MCMC_calculate_R ...'
call MCMC_calculate_R(cmat0,info)
if (info .ne. 0) call doerror('could not factor the initial covariance')
if (verbosity>2) write(*,*) 'note: ... called MCMC_calculate_R'
!! prior for Gaussian error variance
if (S02 <= 0.0_dbl) then
S02 = sigma2(1)
end if
!! allocate chains
if (updatesigma /= 0) then
allocate(s2chain(nsimu,nycol), stat=allocstat)
if (allocstat /= 0) stop 'allocate'
end if
if (vecss == 0) then ! not used
nycol = 1
end if
ncolchain = npar+1 ! [par,stay]
allocate(chain(nsimu,ncolchain), stat=allocstat)
if (allocstat /= 0) stop 'allocate'
allocate(sschain(nsimu,nycol+1), stat=allocstat)
if (allocstat /= 0) stop 'allocate'
if (usrfunlen>0) then
allocate(usrfunmat(nsimu,usrfunlen), stat=allocstat)
if (allocstat /= 0) stop 'allocate'
end if
!! initialize random number generator
random_verbosity = verbosity
call random_initialize()
call signal_handler_init()
!! MCMC_savechain saves the chain, there
!! the initail value is accepted, and chainind is incremented
chainind = 0 ! the current row of the chain
simuind = 1 ! global simuind
stayed = 0
bndstayed = 0
erstayed = 0
draccepted = 0
drtries = 0
inited = 1
end subroutine MCMC_init
!!!
!!! These try to be user friendly initialization routines
!!!
!!! MCMC_setpar0 for initial value
!!! MCMC_setcmat0 for initial proposal covariance
!!! MCMC_setsigma2nobs for sigma2 and nobs if doing Gibbs
!!!
subroutine MCMC_setpar0_vec(par)
implicit none
real(kind=dbl), intent(in) :: par(:)
integer :: n
n = size(par)
if (nparok .and. npar.ne.n) call doerror('par0 and npar dont match')
npar = n
if (allocated(par0)) then
if (size(par0) .ne. n) call doerror('par0 already set')
else
allocate(par0(npar))
end if
par0 = par
nparok = .true.
par0ok = .true.
end subroutine MCMC_setpar0_vec
subroutine MCMC_setpar0_n(n,par)
implicit none
integer, intent(in) :: n
real(kind=dbl), intent(in) :: par
if (nparok .and. npar.ne.n) call doerror('par0 and npar dont match')
npar = n
if (allocated(par0)) then
if (size(par0) .ne. n) call doerror('par0 already set')
else
allocate(par0(npar))
end if
par0 = par
nparok = .true.
par0ok = .true.
end subroutine MCMC_setpar0_n
subroutine MCMC_setcmat0_mat(cmat)
implicit none
real(kind=dbl), intent(in) :: cmat(:,:)
integer :: n
n = size(cmat,1)
if (nparok .and. npar.ne.n) call doerror('cmat0 and npar dont match')
npar = n
if (size(cmat,2).ne.n) call doerror('cmat already set')
if (allocated(cmat0)) then
if (size(cmat0,1) .ne. n .or. size(cmat0,2) .ne. n) &
call doerror('initialization error with cmat0 size')
else
allocate(cmat0(npar,npar))
end if
cmat0 = cmat
nparok = .true.
cmat0ok = .true.
end subroutine MCMC_setcmat0_mat
subroutine MCMC_setcmat0_pct(pct)
implicit none
real(kind=dbl), intent(in) :: pct
integer :: i
if (.not.nparok.or..not.par0ok) call doerror('par0 not defined when calling setcmat0')
if (allocated(cmat0)) then
if (size(cmat0,1) .ne. npar .or. size(cmat0,2) .ne. npar) &
call doerror('initialization error with cmat0 size')
else
allocate(cmat0(npar,npar))
end if
cmat0 = 0.0_dbl
do i=1,npar
if (par0(i) .ne. 0.0_dbl) then
cmat0(i,i) = abs(pct*par0(i))**2
else
cmat0(i,i) = abs(pct)**2
end if
end do
cmat0ok = .true.
end subroutine MCMC_setcmat0_pct
subroutine MCMC_setpar0_file(file)
implicit none
character(len=*), intent(in) :: file
real(kind=dbl), allocatable :: par(:)
call loaddata_veca(file,par)
call MCMC_setpar0_vec(par)
deallocate(par)
end subroutine MCMC_setpar0_file
subroutine MCMC_setcmat0_std(std)
implicit none
real(kind=dbl), intent(in) :: std(:)
integer :: n, i
n = size(std)
if (.not.nparok) call doerror('npar not defined when calling setcmat0')
if (n.ne.npar) call doerror('std size does not macth when calling setcmat0')
if (allocated(cmat0)) then
if (size(cmat0,1) .ne. npar .or. size(cmat0,2) .ne. npar) &
call doerror('initialization error with cmat0 size')
else
allocate(cmat0(npar,npar))
end if
cmat0 = 0.0_dbl
do i=1,npar
cmat0(i,i) = std(i)**2
end do
cmat0ok = .true.
end subroutine MCMC_setcmat0_std
subroutine MCMC_setcmat0_file(file)
implicit none
character(len=*), intent(in) :: file
real(kind=dbl), allocatable :: cmat(:,:)
call loaddata_mata(file,cmat)
call MCMC_setcmat0_mat(cmat)
deallocate(cmat)
end subroutine MCMC_setcmat0_file
subroutine MCMC_setsigma2nobs_vec(sig2,n)
implicit none
real(kind=dbl), intent(in) :: sig2(:)
integer, intent(in) :: n(:)
integer :: l1, l2
l1 = size(sig2)
l2 = size(n)
if (l1.ne.l2) call doerror('sig2 and nobs sizes')
nycol = l1
if (allocated(sigma2)) then
if (size(sigma2).ne.nycol) call doerror('sigma2 size')
else
allocate(sigma2(nycol))
end if
if (allocated(nobs)) then
if (size(nobs).ne.nycol) call doerror('nobs size')
else
allocate(nobs(nycol))
end if
sigma2 = sig2
nobs = n
sigma2ok = .true.
end subroutine MCMC_setsigma2nobs_vec
subroutine MCMC_setsigma2nobs_sca(sig2,n)
implicit none
real(kind=dbl), intent(in) :: sig2
integer, intent(in) :: n
call MCMC_setsigma2nobs_vec((/sig2/),(/n/))
end subroutine MCMC_setsigma2nobs_sca
!!!
subroutine MCMC_initcmat0(cmat)
implicit none
real(kind=dbl), intent(inout) :: cmat(:,:)
integer :: i
cmat = 0.0_dbl
do i=1,size(cmat,1)
cmat(i,i) = 1.0_dbl
end do
end subroutine MCMC_initcmat0