diff toolboxes/FullBNT-1.0.7/KPMtools/em_converged.m @ 0:e9a9cd732c1e tip

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/KPMtools/em_converged.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,32 @@
+function [converged, decrease] = em_converged(loglik, previous_loglik, threshold, check_increased)
+% EM_CONVERGED Has EM converged?
+% [converged, decrease] = em_converged(loglik, previous_loglik, threshold)
+%
+% We have converged if the slope of the log-likelihood function falls below 'threshold', 
+% i.e., |f(t) - f(t-1)| / avg < threshold,
+% where avg = (|f(t)| + |f(t-1)|)/2 and f(t) is log lik at iteration t.
+% 'threshold' defaults to 1e-4.
+%
+% This stopping criterion is from Numerical Recipes in C p423
+%
+% If we are doing MAP estimation (using priors), the likelihood can decrase,
+% even though the mode of the posterior is increasing.
+
+if nargin < 3, threshold = 1e-4; end
+if nargin < 4, check_increased = 1; end
+
+converged = 0;
+decrease = 0;
+
+if check_increased
+  if loglik - previous_loglik < -1e-3 % allow for a little imprecision
+    fprintf(1, '******likelihood decreased from %6.4f to %6.4f!\n', previous_loglik, loglik);
+    decrease = 1;
+converged = 0;
+return;
+  end
+end
+
+delta_loglik = abs(loglik - previous_loglik);
+avg_loglik = (abs(loglik) + abs(previous_loglik) + eps)/2;
+if (delta_loglik / avg_loglik) < threshold, converged = 1; end