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Fix sigma bug

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Ralph Tang
2018-02-04 14:17:51 -05:00
parent 9e2aaf2788
commit e08f85dc09
3 changed files with 45 additions and 13 deletions
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vdpwi/utils/preprocess.py
+5 -5
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@@ -22,17 +22,17 @@ def discrete_tnorm(a, b, tgt_loc, sigma=1, n_steps=100):
def Phi(x):
return 0.5 * (1 + erf(x / np.sqrt(2)))
def tgt_loc_update(x):
y1 = phi(a - x) / sigma
y2 = phi(b - x) / sigma
x1 = Phi(b - x) / sigma
x2 = Phi(a - x) / sigma
y1 = phi((a - x) / sigma)
y2 = phi((b - x) / sigma)
x1 = Phi((b - x) / sigma)
x2 = Phi((a - x) / sigma)
denom = x1 - x2 + 1E-4
return y1 / denom - y2 / denom
x = tgt_loc
direction = np.sign(tgt_loc - (b - a))
for _ in range(n_steps):
x = tgt_loc - sigma* tgt_loc_update(x)
x = tgt_loc - sigma * tgt_loc_update(x)
tn = truncnorm((a - x) / sigma, (b - x) / sigma, loc=x, scale=sigma)
rrange = np.arange(a, b + 1)
pdf = tn.pdf(rrange)