/* infer.cc Mark Jenkinson, FMRIB Image Analysis Group Copyright (C) 2000-2004 University of Oxford */ /* Part of FSL - FMRIB's Software Library http://www.fmrib.ox.ac.uk/fsl fsl@fmrib.ox.ac.uk Developed at FMRIB (Oxford Centre for Functional Magnetic Resonance Imaging of the Brain), Department of Clinical Neurology, Oxford University, Oxford, UK LICENCE FMRIB Software Library, Release 5.0 (c) 2012, The University of Oxford (the "Software") The Software remains the property of the University of Oxford ("the University"). The Software is distributed "AS IS" under this Licence solely for non-commercial use in the hope that it will be useful, but in order that the University as a charitable foundation protects its assets for the benefit of its educational and research purposes, the University makes clear that no condition is made or to be implied, nor is any warranty given or to be implied, as to the accuracy of the Software, or that it will be suitable for any particular purpose or for use under any specific conditions. Furthermore, the University disclaims all responsibility for the use which is made of the Software. It further disclaims any liability for the outcomes arising from using the Software. 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Contact details are: innovation@isis.ox.ac.uk quoting reference DE/9564. */ #include #include #include #include "infer.h" #include "libprob.h" #include "miscmaths/miscmaths.h" #define POSIX_SOURCE 1 #if !defined(M_PI) #define M_PI (4 * atan(1.0)) #endif using namespace std; Infer::Infer(float udLh, float ut, unsigned int uV) { // the following bounds are checked to ensure that the exponent // does not underflow, which is assumed to occur for results // of less than 1e-37 => abs(t)<13.0 // assign to copies dLh = udLh; t = ut; V = uV; if (V<=0.0) V=1.0; // dimensionality D = 3.0; // if (zsize <= 1) D = 2.0; // to be done by calling program // NB: the (sqr(t) -1) is previous D=3 version (from where??) if (fabs(t)<13.0) { Em_ = V * pow(double(2*M_PI),double(-(D+1)/2)) * dLh * pow((MISCMATHS::Sqr(t) - 1), (D-1)/2) * exp(-MISCMATHS::Sqr(t)/2.0); } else { Em_ = 0.0; // underflowed exp() } if (fabs(t)<8.0) { B_ = pow((MISCMATHS::gamma(1.0+D/2.0)*Em_)/(V*(0.5 + 0.5*MISCMATHS::erf(-t/sqrt(2.0)))),(2.0/D)); } else { // the large t approximation (see appendix below) float a1 = V * dLh * pow(double(2*M_PI),double(-(D+1)/2)); float a3 = pow((MISCMATHS::gamma(1+D/2.0) / V ),(2.0/D)); float tsq = t*t; float c = pow(2*M_PI,-1.0/2.0) * t / ( 1.0 - 1.0/tsq + 3.0/(tsq*tsq)) ; float Em_q = a1 * pow(double(tsq - 1.0),double(D-1)/2) * c; B_ = a3 * pow(double(Em_q),double(2.0/D)); } // cout << "E{m} " << Em_ << endl; // cout << "Beta = " << B_ << endl; } ////////////////////////////////////////////////////////////////////////////// // Calculate and return log(p) float Infer::operator() (unsigned int k) { // ideally returns the following: // return 1 - exp(-Em_ * exp(-B_ * pow( k , 2.0 / D))); // but in practice must be careful about ranges // Assumes that exp(+/-87) => 1e+/38 is OK for floats float exponent_thresh = 80.0; float arg1 = -B_ * pow(k , 2.0 / D); if (fabs(arg1)>exponent_thresh) { // approximation for logp float logp = arg1 + log(Em_); return logp; } else { float exp1 = exp(arg1); float arg2 = -Em_ * exp1; if (fabs(arg2)>exponent_thresh) { // approximation of 1 - exp(arg2) float p = -arg2; if (p>0) return log(p); } else { float exp2 = exp(arg2); float p = 1.0 - exp2; if ( (p==0.0) && (arg2<0.0) ) { p = -arg2; } // approx for 1-exp2 return log(p); } } cerr << "Warning: could not compute p-value accurately." << endl; return -500; } // MATHEMATICAL APPENDIX /* The formulas that need to be calculated are: (1) E_m = V * dLh * (2*pi)^(-(D+1)/2) * (t^2 -1)^((D-1)/2) * exp(-t^2 /2) (2) Beta = (Gamma(D/2+1)/V * E_m / Phi(-t) )^(2/D) (3) p = 1 - exp( - E_m * exp(-Beta*k^(2/D))) where Phi(-t) = Gaussian cumulant = (1/2 + 1/2*MISCMATHS::erf(-t/sqrt(2))) These are approximated by: (2a) Beta = (Gamma(D/2+1)/V)^(2/D) * (Em1)^(2/D) * Ct^(2/D) where Em1 = V * dLh * (2*pi)^(-(D+1)/2) * (t^2 -1)^((D-1)/2) Ct = (2*pi)^(-1/2) * t / ( 1.0 - 1.0/t^2 + 3.0/t^4 ) which approximates ( exp(-t^2 /2) / Phi(-t) )^(2/D) using 1/2 - 1/2*MISCMATHS::erf(t/sqrt(2)) = (2*pi)^(1/2) * exp(-t^2 /2) * (1-1/t^2+3/t^4) / t (this is derived in TR00MJ1) and (3a) log(p) = (- Beta * k^(2/D)) + log(Em) */