Impart "update by average-style" methods from the new stcpCPP to stcpR6.

shinjaehyeok · Jan 11, 2024 · 362bc6a · 362bc6a
1 parent 3fd4ab8
commit 362bc6a
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Showing 12 changed files with 295 additions and 7 deletions.
diff --git a/NAMESPACE b/NAMESPACE
@@ -2,6 +2,7 @@
 
 export(Stcp)
 export(compute_baseline)
+export(compute_baseline_for_sample_size)
 export(generate_sub_B_fn)
 export(generate_sub_E_fn)
 export(generate_sub_G_fn)

diff --git a/R/stcp.R b/R/stcp.R
@@ -473,6 +473,34 @@ Stcp <- R6::R6Class(
     #' @param xs A numeric vector of observations.
     updateAndReturnHistories = function(xs) {
       private$m_stcpCpp$updateAndReturnHistories(xs)
+    },
+    #' @description
+    #' Update the log value and related fields by passing 
+    #' a vector of averages and number of corresponding samples.
+    #' 
+    #' @param x_bars A numeric vector of averages.
+    #' @param ns A numeric vector of sample sizes.
+    updateLogValuesByAvgs = function(x_bars, ns) {
+      private$m_stcpCpp$updateLogValuesByAvgs(x_bars, ns)
+    },
+    #' @description
+    #' Update the log value and related fields by passing 
+    #' a vector of averages and number of corresponding samples
+    #' until the log value is crossing the boundary.
+    #' 
+    #' @param x_bars A numeric vector of averages.
+    #' @param ns A numeric vector of sample sizes.
+    updateLogValuesUntilStopByAvgs = function(x_bars, ns) {
+      private$m_stcpCpp$updateLogValuesUntilStopByAvgs(x_bars, ns)
+    },
+    #' @description
+    #' Update the log value and related fields then return updated log values
+    #' a vector of averages and number of corresponding samples.
+    #' 
+    #' @param x_bars A numeric vector of averages.
+    #' @param ns A numeric vector of sample sizes.
+    updateAndReturnHistoriesByAvgs = function(x_bars, ns) {
+      private$m_stcpCpp$updateAndReturnHistoriesByAvgs(x_bars, ns)
     }
   ),
   private = list(

diff --git a/man/Stcp.Rd b/man/Stcp.Rd
diff --git a/man/compute_baseline_for_sample_size.Rd b/man/compute_baseline_for_sample_size.Rd
diff --git a/src/baseline_e.h b/src/baseline_e.h
@@ -43,6 +43,7 @@ namespace stcp
         double getLogValue() override { return m_log_value; }
         void reset() override { m_log_value = kNegInf; }
         virtual void updateLogValue(const double &x) override = 0;
+        virtual void updateLogValueByAvg(const double &x_bar, const double &n) override = 0;
 
     protected:
         double m_log_value;
@@ -70,6 +71,10 @@ namespace stcp
         {
             this->m_log_value += this->m_base_obj.computeLogBaseValue(x);
         }
+        void updateLogValueByAvg(const double &x_bar, const double &n) override
+        {
+            this->m_log_value += this->m_base_obj.computeLogBaseValueByAvg(x_bar, n);
+        }
     };
     template <typename L>
     class SR : public BaselineE<L>
@@ -81,6 +86,11 @@ namespace stcp
             this->m_log_value =
                 log(1 + exp(this->m_log_value)) + this->m_base_obj.computeLogBaseValue(x);
         }
+        void updateLogValueByAvg(const double &x_bar, const double &n) override
+        {
+            this->m_log_value =
+                log(1 + exp(this->m_log_value)) + this->m_base_obj.computeLogBaseValueByAvg(x_bar, n);
+        }
     };
     template <typename L>
     class CU : public BaselineE<L>
@@ -92,6 +102,11 @@ namespace stcp
             this->m_log_value =
                 std::max(0.0, this->m_log_value) + this->m_base_obj.computeLogBaseValue(x);
         }
+        void updateLogValueByAvg(const double &x_bar, const double &n) override
+        {
+            this->m_log_value =
+                std::max(0.0, this->m_log_value) + this->m_base_obj.computeLogBaseValueByAvg(x_bar, n);
+        }
     };
 } // End of namespace stcp
 #endif
diff --git a/src/baseline_increment.h b/src/baseline_increment.h
@@ -34,6 +34,10 @@ namespace stcp
         {
         }
         virtual double computeLogBaseValue(const double &x) override = 0;
+        // Exponential baseline can support a batch update
+        // by using x_bar = 1/n * sum_{i=1}^n x_i and n values as inputs.
+        // Note batch update should take n as a double rather than integer for generality.
+        virtual double computeLogBaseValueByAvg(const double &x_bar, const double &n) override = 0;
 
     protected:
         double m_lambda{0};
@@ -61,6 +65,11 @@ namespace stcp
         {
             return m_lambda * x - m_lambda_times_mu_plus_psi;
         }
+        double computeLogBaseValueByAvg(const double &x_bar, const double &n) override
+        {
+            return n * Normal::computeLogBaseValue(x_bar);
+        }
+
 
     protected:
         double m_mu{0.0};
@@ -120,6 +129,10 @@ namespace stcp
                 throw std::runtime_error("Input must be either 0.0 or 1.0 or false or true.");
             }
         }
+        double computeLogBaseValueByAvg(const double &x_bar, const double &n) override
+        {
+            return n * (m_lambda * x_bar + m_log_base_val_x_zero);
+        }
 
     protected:
         double m_p{0.5};
@@ -145,7 +158,6 @@ namespace stcp
         }
     };
 
-    // General bounded baseline increment
     class Bounded : public ExpBaselineIncrement
     {
     public:
@@ -171,6 +183,10 @@ namespace stcp
 
             return log(1.0 + m_lambda * (x / m_mu - 1.0));
         }
+        double computeLogBaseValueByAvg(const double &x_bar, const double &n) override
+        {
+            throw std::runtime_error("computeLogBaseValueByAvg cannot be used for the Bounded case.");
+        }
 
     protected:
         double m_mu{0.5};

diff --git a/src/log_lr_e.h b/src/log_lr_e.h
@@ -42,6 +42,10 @@ namespace stcp
         double getLogValue() override { return m_log_value; }
         void reset() override { m_log_value = kNegInf; }
         virtual void updateLogValue(const double &x) override = 0;
+        void updateLogValueByAvg(const double &x_bar, const double &n) override
+        {
+            throw std::runtime_error("updateLogValueByAvg is not supported for LR based methods");
+        }
 
     protected:
         double m_log_value;

diff --git a/src/mix_e.h b/src/mix_e.h
@@ -36,6 +36,7 @@ namespace stcp
         double getLogValue() override;
         void reset() override;
         void updateLogValue(const double &x) override;
+        void updateLogValueByAvg(const double &x_bar, const double &n) override;
 
         std::vector<double> getWeights() { return m_weights; }
         std::vector<double> getLogValues();
@@ -113,6 +114,15 @@ namespace stcp
         }
     }
 
+    template <typename E>
+    inline void MixE<E>::updateLogValueByAvg(const double &x_bar, const double &n)
+    {
+        for (auto &e_obj : m_e_objs)
+        {
+            e_obj.updateLogValueByAvg(x_bar, n);
+        }
+    }
+
     template <typename E>
     inline std::vector<double> MixE<E>::getLogValues()
     {