import sympy as sp from dataclasses import dataclass, field from typing import Dict, Tuple @dataclass class StochastischesModellApriori: sigma_obs: Iterable[float] # σ_i group_ids: Iterable[int] # Gruppenzugehörigkeit der i-ten Beobachtung sigma0_sq_groups: Dict[int, float] = field(default_factory=dict) def __post_init__(self): # In sympy-Objekte konvertieren self.sigma_obs = sp.Matrix(list(self.sigma_obs)) # Spaltenvektor self.group_ids = sp.Matrix(list(self.group_ids)) # Spaltenvektor if self.sigma_obs.rows != self.group_ids.rows: raise ValueError("sigma_obs und group_ids müssen gleich viele Einträge haben.") # Fehlende Gruppen mit σ_0j^2 = 1.0 initialisieren unique_groups = sorted({int(g) for g in self.group_ids}) for g in unique_groups: if g not in self.sigma0_sq_groups: self.sigma0_sq_groups[g] = 1.0 @property def n_obs(self) -> int: return int(self.sigma_obs.rows) def build_Qll_P(self) -> Tuple[sp.Matrix, sp.Matrix]: n = self.n_obs Q_ll = sp.zeros(n, n) P = sp.zeros(n, n) for i in range(n): sigma_i = self.sigma_obs[i, 0] g = int(self.group_ids[i, 0]) sigma0_sq = self.sigma0_sq_groups[g] q_ii = sigma_i**2 Q_ll[i, i] = q_ii P[i, i] = 1 / (sigma0_sq * q_ii) return Q_ll, P @staticmethod def _redundanz_pro_beobachtung(A: sp.Matrix, P: sp.Matrix) -> sp.Matrix: n_obs = P.rows n_param = A.cols # P^(1/2) aufbauen (diagonal, sqrt der Diagonale) sqrtP = sp.zeros(n_obs, n_obs) for i in range(n_obs): sqrtP[i, i] = sp.sqrt(P[i, i]) A_tilde = sqrtP * A # Ã # M = (Ãᵀ Ã)^(-1) M = (A_tilde.T * A_tilde).inv() r_vec = sp.zeros(n_obs, 1) for i in range(n_obs): a_i = A_tilde.row(i) # 1 × n_param a_i_row = sp.Matrix([a_i]) # explizit 1×n-Matrix r_i = 1 - (a_i_row * M * a_i_row.T)[0, 0] r_vec[i, 0] = r_i return r_vec def varianzkomponenten_schaetzung( self, v: sp.Matrix, # Residuenvektor (n × 1) A: sp.Matrix, # Designmatrix ) -> Dict[int, float]: if v.rows != self.n_obs: raise ValueError("Länge von v passt nicht zur Anzahl Beobachtungen im Modell.") # Aktuelle Gewichte Q_ll, P = self.build_Qll_P() # Redundanzzahlen pro Beobachtung r_vec = self._redundanz_pro_beobachtung(A, P) new_sigma0_sq: Dict[int, float] = {} # Für jede Gruppe j: unique_groups = sorted({int(g) for g in self.group_ids}) for g in unique_groups: # Indizes der Beobachtungen in dieser Gruppe idx = [i for i in range(self.n_obs) if int(self.group_ids[i, 0]) == g] if not idx: continue # v_j, P_j, r_j extrahieren v_j = sp.Matrix([v[i, 0] for i in idx]) # (m_j × 1) P_j = sp.zeros(len(idx), len(idx)) r_j = 0 for ii, i in enumerate(idx): P_j[ii, ii] = P[i, i] r_j += r_vec[i, 0] # σ̂_j^2 = (v_jᵀ P_j v_j) / r_j sigma_hat_j_sq = (v_j.T * P_j * v_j)[0, 0] / r_j # als float rausgeben, kann man aber auch symbolisch lassen new_sigma0_sq[g] = float(sigma_hat_j_sq) return new_sigma0_sq def update_sigma0(self, new_sigma0_sq: Dict[int, float]) -> None: for g, val in new_sigma0_sq.items(): self.sigma0_sq_groups[int(g)] = float(val)