set a minial epsilon proba values for probability of intervals for re…

…al model: Gaussian and Weibull #3
modal-inria · Oct 16, 2020 · f082175 · f082175
1 parent 915b53a
commit f082175
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Showing 4 changed files with 30 additions and 4 deletions.
diff --git a/MixtComp/src/lib/Mixture/Simple/Gaussian/GaussianLikelihood.cpp b/MixtComp/src/lib/Mixture/Simple/Gaussian/GaussianLikelihood.cpp
@@ -71,7 +71,12 @@ Real GaussianLikelihood::lnObservedProbability(int i, int k) const {
       Real supCdf = normal_.cdf(supBound,
                                 mean,
                                 sd);
-      logProba = std::log(supCdf - infCdf);
+
+      Real proba = supCdf - infCdf;
+      if(proba < epsilonProba)
+    	  proba = epsilonProba;
+
+      logProba = std::log(proba);
     }
     break;
 
@@ -80,6 +85,10 @@ Real GaussianLikelihood::lnObservedProbability(int i, int k) const {
       Real supCdf = normal_.cdf(supBound,
                                 mean,
                                 sd);
+
+      if(supCdf < epsilonProba)
+    	  supCdf = epsilonProba;
+
       logProba = std::log(supCdf);
     }
     break;
@@ -89,7 +98,11 @@ Real GaussianLikelihood::lnObservedProbability(int i, int k) const {
       Real infCdf = normal_.cdf(infBound,
                                 mean,
                                 sd);
-      logProba = std::log(1. - infCdf);
+      Real proba = 1. - infCdf;
+      if(proba < epsilonProba)
+    	  proba = epsilonProba;
+
+      logProba = std::log(proba);
     }
     break;
 

diff --git a/MixtComp/src/lib/Mixture/Simple/Weibull/WeibullLikelihood.cpp b/MixtComp/src/lib/Mixture/Simple/Weibull/WeibullLikelihood.cpp
@@ -58,7 +58,11 @@ Real WeibullLikelihood::lnObservedProbability(Index i, Index k) const {
     case missingRUIntervals_: {
       Real infBound = augData_.misData_(i).second[0];
       Real infCdf = weibull_.cdf(infBound, kParam, lambda);
-      logProba = std::log(1.0 - infCdf);
+      Real proba = 1. - infCdf;
+      if(proba < epsilonProba)
+    	  proba = epsilonProba;
+
+      logProba = std::log(proba);
     }
     break;
 
@@ -67,7 +71,12 @@ Real WeibullLikelihood::lnObservedProbability(Index i, Index k) const {
         Real supBound  = augData_.misData_(i).second[1];
         Real infCdf = weibull_.cdf(infBound, kParam, lambda);
         Real supCdf = weibull_.cdf(supBound, kParam, lambda);
-        logProba = std::log(supCdf - infCdf);
+
+        Real proba = supCdf - infCdf;
+        if(proba < epsilonProba)
+      	  proba = epsilonProba;
+
+        logProba = std::log(proba);
      }
      break;
 

diff --git a/MixtComp/src/lib/Various/Constants.cpp b/MixtComp/src/lib/Various/Constants.cpp
@@ -43,6 +43,8 @@ const Real epsilon = 1.e-8;
 const std::string epsilonStr = "1.e-8";
 const Real logEpsilon = std::log(epsilon);
 
+const Real epsilonProba = std::numeric_limits<Real>::epsilon();
+
 const int minModality = 1;
 const int minIndex = 1;
 const Real pi = boost::math::constants::pi<Real>();

diff --git a/MixtComp/src/lib/Various/Constants.h b/MixtComp/src/lib/Various/Constants.h
@@ -40,6 +40,8 @@ extern const int nbSamplingAttempts; // number of sampling attempts, when not en
 extern const Real epsilon; // very small value of real to check for near zero values
 extern const std::string epsilonStr; // previous value, in scientific notation
 extern const Real logEpsilon; // log of very small value
+extern const Real epsilonProba; // very small value of real to check for near zero values for probabilities
+
 
 extern const int minModality; // minimal modality for categorical models (for example, 0-based or 1-based numbering)
 extern const int minIndex;