Merge pull request #196 from alyst/fixes_1

Misc. fixes

Author: Maximilian-Stefan-Ernst

src/StructuralEquationModels.jl

@@ -4,6 +4,7 @@ using LinearAlgebra,
     Optim,
     NLSolversBase,
     Statistics,
+    StatsBase,
     SparseArrays,
     Symbolics,
     NLopt,
@@ -18,6 +19,8 @@ using LinearAlgebra,
 import DataFrames: DataFrame
 export StenoGraphs, @StenoGraph, meld
 
+const SEM = StructuralEquationModels
+
 # type hierarchy
 include("types.jl")
 include("objective_gradient_hessian.jl")

src/additional_functions/helper.jl

@@ -10,7 +10,7 @@ function neumann_series(mat::SparseMatrixCSC)
     return inverse
 end
 
-#= 
+#=
 function make_onelement_array(A)
     isa(A, Array) ? nothing : (A = [A])
     return A
@@ -108,11 +108,8 @@ function sparse_outer_mul!(C, A, B::Vector, ind) #computes A*S*B -> C, where ind
 end
 
 function cov_and_mean(rows; corrected = false)
-    data = transpose(reduce(hcat, rows))
-    size(rows, 1) > 1 ? obs_cov = Statistics.cov(data; corrected = corrected) :
-    obs_cov = reshape([0.0], 1, 1)
-    obs_mean = vec(Statistics.mean(data, dims = 1))
-    return obs_cov, obs_mean
+    obs_mean, obs_cov = StatsBase.mean_and_cov(reduce(hcat, rows), 2, corrected = corrected)
+    return obs_cov, vec(obs_mean)
 end
 
 function duplication_matrix(nobs)

src/additional_functions/parameters.jl

@@ -1,5 +1,14 @@
-function fill_A_S_M(A, S, M, A_indices, S_indices, M_indices, parameters)
-    for (iA, iS, par) in zip(A_indices, S_indices, parameters)
+# fill A, S, and M matrices with the parameter values according to the parameters map
+function fill_A_S_M!(
+    A::AbstractMatrix,
+    S::AbstractMatrix,
+    M::Union{AbstractVector, Nothing},
+    A_indices::AbstractArrayParamsMap,
+    S_indices::AbstractArrayParamsMap,
+    M_indices::Union{AbstractArrayParamsMap, Nothing},
+    parameters::AbstractVector,
+)
+    @inbounds for (iA, iS, par) in zip(A_indices, S_indices, parameters)
         for index_A in iA
             A[index_A] = par
         end
@@ -10,22 +19,28 @@ function fill_A_S_M(A, S, M, A_indices, S_indices, M_indices, parameters)
     end
 
     if !isnothing(M)
-        for (iM, par) in zip(M_indices, parameters)
+        @inbounds for (iM, par) in zip(M_indices, parameters)
             for index_M in iM
                 M[index_M] = par
             end
         end
     end
 end
 
-function get_parameter_indices(parameters, M; linear = true, kwargs...)
-    M_indices = [findall(x -> (x == par), M) for par in parameters]
-
-    if linear
-        M_indices = cartesian2linear.(M_indices, [M])
+# build the map from the index of the parameter to the linear indices
+# of this parameter occurences in M
+# returns ArrayParamsMap object
+function array_parameters_map(parameters::AbstractVector, M::AbstractArray)
+    params_index = Dict(param => i for (i, param) in enumerate(parameters))
+    T = Base.eltype(eachindex(M))
+    res = [Vector{T}() for _ in eachindex(parameters)]
+    for (i, val) in enumerate(M)
+        par_ind = get(params_index, val, nothing)
+        if !isnothing(par_ind)
+            push!(res[par_ind], i)
+        end
     end
-
-    return M_indices
+    return res
 end
 
 function eachindex_lower(M; linear_indices = false, kwargs...)
@@ -49,9 +64,6 @@ function linear2cartesian(ind_lin, dims)
     return ind_cart
 end
 
-cartesian2linear(ind_cart, A::AbstractArray) = cartesian2linear(ind_cart, size(A))
-linear2cartesian(ind_linear, A::AbstractArray) = linear2cartesian(ind_linear, size(A))
-
 function set_constants!(M, M_pre)
     for index in eachindex(M)
         δ = tryparse(Float64, string(M[index]))
@@ -85,12 +97,18 @@ function get_matrix_derivative(M_indices, parameters, n_long)
     return ∇M
 end
 
-function fill_matrix(M, M_indices, parameters)
+# fill M with parameters
+function fill_matrix!(
+    M::AbstractMatrix,
+    M_indices::AbstractArrayParamsMap,
+    parameters::AbstractVector,
+)
     for (iM, par) in zip(M_indices, parameters)
         for index_M in iM
             M[index_M] = par
         end
     end
+    return M
 end
 
 function get_partition(A_indices, S_indices)

src/additional_functions/start_val/start_fabin3.jl

@@ -1,6 +1,6 @@
 """
     start_fabin3(model)
-    
+
 Return a vector of FABIN 3 starting values (see Hägglund 1982).
 Not available for ensemble models.
 """
@@ -58,8 +58,8 @@ function start_fabin3(ram_matrices::RAMMatrices, Σ, μ)
         if !isnothing(M)
             in_M = length.(M_ind) .!= 0
             in_any = in_A .| in_S .| in_M
-        else 
-            in_any = in_A .| in_S 
+        else
+            in_any = in_A .| in_S
         end
 
         if !all(in_any)

src/diff/Empty.jl

@@ -34,5 +34,5 @@ update_observed(optimizer::SemOptimizerEmpty, observed::SemObserved; kwargs...)
 ############################################################################################
 
 function Base.show(io::IO, struct_inst::SemOptimizerEmpty)
-    StructuralEquationModels.print_type_name(io, struct_inst)
+    print_type_name(io, struct_inst)
 end

src/frontend/fit/fitmeasures/n_obs.jl

@@ -13,4 +13,4 @@ n_obs(sem_fit::SemFit) = n_obs(sem_fit.model)
 
 n_obs(model::AbstractSemSingle) = n_obs(model.observed)
 
-n_obs(model::SemEnsemble) = sum(n_obs.(model.sems))
+n_obs(model::SemEnsemble) = sum(n_obs, model.sems)

src/frontend/fit/standard_errors/hessian.jl

@@ -4,9 +4,9 @@
 Return hessian based standard errors.
 
 # Arguments
-- `hessian`: how to compute the hessian. Options are 
+- `hessian`: how to compute the hessian. Options are
     - `:analytic`: (only if an analytic hessian for the model can be computed)
-    - `:finitediff`: for finite difference approximation 
+    - `:finitediff`: for finite difference approximation
 """
 function se_hessian(sem_fit::SemFit; hessian = :finitediff)
     c = H_scaling(sem_fit.model)
@@ -17,7 +17,7 @@ function se_hessian(sem_fit::SemFit; hessian = :finitediff)
         hessian!(H, sem_fit.model, sem_fit.solution)
     elseif hessian == :finitediff
         H = FiniteDiff.finite_difference_hessian(
-            x -> objective!(sem_fit.model, x),
+            Base.Fix1(objective!, sem_fit.model),
             sem_fit.solution,
         )
     elseif hessian == :optimizer
@@ -33,7 +33,7 @@ function se_hessian(sem_fit::SemFit; hessian = :finitediff)
             ),
         )
     else
-        throw(ArgumentError("I dont know how to compute `$hessian` standard-errors"))
+        throw(ArgumentError("I don't know how to compute `$hessian` standard-errors"))
     end
 
     invH = c * inv(H)

src/frontend/specification/EnsembleParameterTable.jl

@@ -27,7 +27,7 @@ function Dict(partable::EnsembleParameterTable)
 end
 
 #= function DataFrame(
-        partable::ParameterTable; 
+        partable::ParameterTable;
         columns = nothing)
     if isnothing(columns) columns = keys(partable.columns) end
     out = DataFrame([key => partable.columns[key] for key in columns])

src/frontend/specification/ParameterTable.jl

@@ -224,9 +224,9 @@ update_partable!(partable::AbstractParameterTable, sem_fit::SemFit, vec, column)
 # update estimates -------------------------------------------------------------------------
 """
     update_estimate!(
-        partable::AbstractParameterTable, 
+        partable::AbstractParameterTable,
         sem_fit::SemFit)
-    
+
 Write parameter estimates from `sem_fit` to the `:estimate` column of `partable`
 """
 update_estimate!(partable::AbstractParameterTable, sem_fit::SemFit) =
@@ -236,7 +236,7 @@ update_estimate!(partable::AbstractParameterTable, sem_fit::SemFit) =
 """
     update_start!(partable::AbstractParameterTable, sem_fit::SemFit)
     update_start!(partable::AbstractParameterTable, model::AbstractSem, start_val; kwargs...)
-    
+
 Write starting values from `sem_fit` or `start_val` to the `:estimate` column of `partable`.
 
 # Arguments
@@ -262,10 +262,10 @@ end
 # update partable standard errors ----------------------------------------------------------
 """
     update_se_hessian!(
-        partable::AbstractParameterTable, 
-        sem_fit::SemFit; 
+        partable::AbstractParameterTable,
+        sem_fit::SemFit;
         hessian = :finitediff)
-    
+
 Write hessian standard errors computed for `sem_fit` to the `:se` column of `partable`
 
 # Arguments

src/frontend/specification/RAMMatrices.jl

@@ -2,11 +2,15 @@
 ### Type
 ############################################################################################
 
+# map from parameter index to linear indices of matrix/vector positions where it occurs
+AbstractArrayParamsMap = AbstractVector{<:AbstractVector{<:Integer}}
+ArrayParamsMap = Vector{Vector{Int}}
+
 struct RAMMatrices
-    A_ind::Any
-    S_ind::Any
-    F_ind::Any
-    M_ind::Any
+    A_ind::ArrayParamsMap
+    S_ind::ArrayParamsMap
+    F_ind::Vector{Int}
+    M_ind::Union{ArrayParamsMap, Nothing}
     parameters::Any
     colnames::Any
     constants::Any
@@ -18,9 +22,9 @@ end
 ############################################################################################
 
 function RAMMatrices(; A, S, F, M = nothing, parameters, colnames)
-    A_indices = get_parameter_indices(parameters, A)
-    S_indices = get_parameter_indices(parameters, S)
-    isnothing(M) ? M_indices = nothing : M_indices = get_parameter_indices(parameters, M)
+    A_indices = array_parameters_map(parameters, A)
+    S_indices = array_parameters_map(parameters, S)
+    M_indices = !isnothing(M) ? array_parameters_map(parameters, M) : nothing
     F_indices = findall([any(isone.(col)) for col in eachcol(F)])
     constants = get_RAMConstants(A, S, M)
     return RAMMatrices(
@@ -50,7 +54,7 @@ end
 import Base.==
 
 function ==(c1::RAMConstant, c2::RAMConstant)
-    res = ((c1.matrix == c2.matrix) & (c1.index == c2.index) & (c1.value == c2.value))
+    res = ((c1.matrix == c2.matrix) && (c1.index == c2.index) && (c1.value == c2.value))
     return res
 end
 
@@ -425,13 +429,13 @@ end
 
 function ==(mat1::RAMMatrices, mat2::RAMMatrices)
     res = (
-        (mat1.A_ind == mat2.A_ind) &
-        (mat1.S_ind == mat2.S_ind) &
-        (mat1.F_ind == mat2.F_ind) &
-        (mat1.M_ind == mat2.M_ind) &
-        (mat1.parameters == mat2.parameters) &
-        (mat1.colnames == mat2.colnames) &
-        (mat1.size_F == mat2.size_F) &
+        (mat1.A_ind == mat2.A_ind) &&
+        (mat1.S_ind == mat2.S_ind) &&
+        (mat1.F_ind == mat2.F_ind) &&
+        (mat1.M_ind == mat2.M_ind) &&
+        (mat1.parameters == mat2.parameters) &&
+        (mat1.colnames == mat2.colnames) &&
+        (mat1.size_F == mat2.size_F) &&
         (mat1.constants == mat2.constants)
     )
     return res