fix hmm examples

Author: Ben Goodrich

misc/hmm/hmm-analytic.data.R

@@ -0,0 +1,36 @@
+library("MCMCpack")
+library("rstan")
+
+# CONSTANTS
+K <- 3;
+V <- 10;
+T <- 100;
+T_unsup <- 500;
+alpha <- rep(1,K);
+beta <- rep(0.1,V);
+
+# DATA
+w <- rep(0,T);
+z <- rep(0,T);
+u <- rep(0,T_unsup);
+
+# PARAMETERS
+theta <- rdirichlet(K,alpha);
+phi <- rdirichlet(K,beta);
+
+# SIMULATE DATA
+
+# supervised
+z[1] <- sample(1:K,1);
+for (t in 2:T)
+  z[t] <- sample(1:K,1,replace=TRUE,theta[z[t - 1], 1:K]);
+for (t in 1:T)
+  w[t] <- sample(1:V,1,replace=TRUE,phi[z[t],1:V]);
+
+# unsupervised
+y <- rep(0,T_unsup);  
+y[1] <- sample(1:K,1);
+for (t in 2:T_unsup)
+  y[t] <- sample(1:K,1,replace=TRUE,theta[y[t-1],1:K]);
+for (t in 1:T_unsup)
+  u[t] <- sample(1:V,1,replace=TRUE,phi[y[t], 1:V]);

misc/hmm/hmm-semisup.data.R

@@ -0,0 +1,36 @@
+library("MCMCpack")
+library("rstan")
+
+# CONSTANTS
+K <- 3;
+V <- 10;
+T <- 100;
+T_unsup <- 500;
+alpha <- rep(1,K);
+beta <- rep(0.1,V);
+
+# DATA
+w <- rep(0,T);
+z <- rep(0,T);
+u <- rep(0,T_unsup);
+
+# PARAMETERS
+theta <- rdirichlet(K,alpha);
+phi <- rdirichlet(K,beta);
+
+# SIMULATE DATA
+
+# supervised
+z[1] <- sample(1:K,1);
+for (t in 2:T)
+  z[t] <- sample(1:K,1,replace=TRUE,theta[z[t - 1], 1:K]);
+for (t in 1:T)
+  w[t] <- sample(1:V,1,replace=TRUE,phi[z[t],1:V]);
+
+# unsupervised
+y <- rep(0,T_unsup);  
+y[1] <- sample(1:K,1);
+for (t in 2:T_unsup)
+  y[t] <- sample(1:K,1,replace=TRUE,theta[y[t-1],1:K]);
+for (t in 1:T_unsup)
+  u[t] <- sample(1:V,1,replace=TRUE,phi[y[t], 1:V]);

misc/hmm/hmm-sim.R

@@ -1,41 +1,5 @@
-library("MCMCpack")
 library("rstan")
-
-# CONSTANTS
-K <- 3;
-V <- 10;
-T <- 100;
-T_unsup <- 500;
-alpha <- rep(1,K);
-beta <- rep(0.1,V);
-
-# DATA
-w <- rep(0,T);
-z <- rep(0,T);
-u <- rep(0,T_unsup);
-
-# PARAMETERS
-theta <- rdirichlet(K,alpha);
-phi <- rdirichlet(K,beta);
-
-# SIMULATE DATA
-
-# supervised
-z[1] <- sample(1:K,1);
-for (t in 2:T)
-  z[t] <- sample(1:K,1,replace=TRUE,theta[z[t - 1], 1:K]);
-for (t in 1:T)
-  w[t] <- sample(1:V,1,replace=TRUE,phi[z[t],1:V]);
-
-# unsupervised
-y <- rep(0,T_unsup);  
-y[1] <- sample(1:K,1);
-for (t in 2:T_unsup)
-  y[t] <- sample(1:K,1,replace=TRUE,theta[y[t-1],1:K]);
-for (t in 1:T_unsup)
-  u[t] <- sample(1:V,1,replace=TRUE,phi[y[t], 1:V]);
-
-
+source("hmm.data.R")
 fit <- stan('hmm-semisup.stan', # 'hmm-fit-semisup.stan',
-            data=list(K=K,V=V,T=T,T_unsup=T_unsup,M=M,w=w,z=z,u=u,alpha=alpha,beta=beta),
+            data=list(K=K,V=V,T=T,T_unsup=T_unsup,w=w,z=z,u=u,alpha=alpha,beta=beta),
             iter=200, chains=1, init=0);  # fit = fit // reuse model

misc/hmm/hmm-sufficient.data.R

@@ -0,0 +1,36 @@
+library("MCMCpack")
+library("rstan")
+
+# CONSTANTS
+K <- 3;
+V <- 10;
+T <- 100;
+T_unsup <- 500;
+alpha <- rep(1,K);
+beta <- rep(0.1,V);
+
+# DATA
+w <- rep(0,T);
+z <- rep(0,T);
+u <- rep(0,T_unsup);
+
+# PARAMETERS
+theta <- rdirichlet(K,alpha);
+phi <- rdirichlet(K,beta);
+
+# SIMULATE DATA
+
+# supervised
+z[1] <- sample(1:K,1);
+for (t in 2:T)
+  z[t] <- sample(1:K,1,replace=TRUE,theta[z[t - 1], 1:K]);
+for (t in 1:T)
+  w[t] <- sample(1:V,1,replace=TRUE,phi[z[t],1:V]);
+
+# unsupervised
+y <- rep(0,T_unsup);  
+y[1] <- sample(1:K,1);
+for (t in 2:T_unsup)
+  y[t] <- sample(1:K,1,replace=TRUE,theta[y[t-1],1:K]);
+for (t in 1:T_unsup)
+  u[t] <- sample(1:V,1,replace=TRUE,phi[y[t], 1:V]);

misc/hmm/hmm.data.R

@@ -0,0 +1,36 @@
+library("MCMCpack")
+library("rstan")
+
+# CONSTANTS
+K <- 3;
+V <- 10;
+T <- 100;
+T_unsup <- 500;
+alpha <- rep(1,K);
+beta <- rep(0.1,V);
+
+# DATA
+w <- rep(0,T);
+z <- rep(0,T);
+u <- rep(0,T_unsup);
+
+# PARAMETERS
+theta <- rdirichlet(K,alpha);
+phi <- rdirichlet(K,beta);
+
+# SIMULATE DATA
+
+# supervised
+z[1] <- sample(1:K,1);
+for (t in 2:T)
+  z[t] <- sample(1:K,1,replace=TRUE,theta[z[t - 1], 1:K]);
+for (t in 1:T)
+  w[t] <- sample(1:V,1,replace=TRUE,phi[z[t],1:V]);
+
+# unsupervised
+y <- rep(0,T_unsup);  
+y[1] <- sample(1:K,1);
+for (t in 2:T_unsup)
+  y[t] <- sample(1:K,1,replace=TRUE,theta[y[t-1],1:K]);
+for (t in 1:T_unsup)
+  u[t] <- sample(1:V,1,replace=TRUE,phi[y[t], 1:V]);