RandomWalkCostPar.m

%% Monte Carlo Simulation of Ambiguous Decision Making
% Produces estimate of response distribution during stochastic choices in ambiguous decision making task

% Indirect Method
% Initialize variables

tic
h = waitbar(0,'Simulating RandomWalkBestSimple...');

probs = [.5]';
ambs = [.24 .5 .74 100]';

%vals = [5,6,7,8,10,12,14,16,19,23,27,31,37,44,52,61,73,86,101,120];
vals = [4,5,6,6,7,7,8,9,10,11,13,14,15,19,24,29,37,51,95,120];

valperms = 10; %up

for j=1:valperms;
    for i=1:length(vals); 
        v1(i,j)=vals(i)*(1+.2*randn(1));
    end; 
    v1 = round(v1); 
end

n=1;
sortvals_rank = zeros(21,valperms);

while mean(sortvals_rank(1,valperms-5:valperms))<.8 && n<3 %Up
    
    if n>1
        v1 = round(repmat(monvals(:,1+size(monvals,2)/2:end),1,2).*(1+(1/(2*n))*randn(size(v1,1),size(v1,2))));
    end

    simnumbs = 50; %up
    
    for vals_index = 1:size(v1,2);
        for probs_index = 1:length(probs)
            for ambs_index = 1:length(ambs)

                v = v1(:,vals_index)';
                pr = probs(probs_index);
                a = ambs(ambs_index);

                V = repmat(v,1,2)';
                P_temp = ones(20,1)*pr;
                P = [P_temp(:);.5*ones(20,1)];
                A_temp = ones(20,1)*a;
                A = [zeros(20,1);A_temp(:)];

                trialnumber = length(V);


                for sims = 1:simnumbs

                    Cresults = zeros(2,20);

                    while sum(sum(Cresults==1)) > 35 || sum(sum(Cresults==0)) > 35

                        Choices = zeros(trialnumber,1);

                        alpha =  .1 + 1.9.*rand(1);        %Gains Normal distribution of measured Risk Preferences
                        %alpha = .97 + .75*randn(1);             %Loss
                        alpha(alpha<0) = 0;
                        beta = -1.5 + 3.*rand(1);          %Gains Normal distribution of measured Ambiguity Preferences
                        %beta = -.48 + 1.01*randn(1);            %Loss

                        noise = 0+.2*randn(1);



                        for i = 1:trialnumber;
                            if (5^alpha)*(1+noise*randn(1)) > (P(i)*(1-beta*(A(i)/2)))*(V(i)^alpha)*(1+noise*randn(1));      % Subjective Value under ambiguity model Gain
                            %if (-((5)^alpha))*(1+noise*randn(1)) > (P(i)*(1-beta*(A(i)/2)))*(-(V(i)^alpha))*(1+noise*randn(1));      % Subjective Value under ambiguity model Loss
                                Choices(i) = 0;
                            else
                                Choices(i) = 1; 
                            end
                        end


                        %Risk = Choices(1:100);
                        %Ambiguity = Choices(101:160);

                        %Vresults = [mean(Risk(and(V(1:100)==5,P(1:100)==.13))),mean(Risk(V(1:100)==8)),mean(Risk(V(1:100)==20)),mean(Risk(V(1:100)==50)),mean(Risk(V(1:100)==125));...
                            %mean(Ambiguity(V(101:160)==5)),mean(Ambiguity(V(101:160)==8)),mean(Ambiguity(V(101:160)==20)),mean(Ambiguity(V(101:160)==50)),mean(Ambiguity(V(101:160)==125))];
                        %disp(Vresults)

                        Cresults = zeros(2,20);

                        for valindex = 1:20
                            for riskindex = 1
                                Cresults(riskindex,valindex) = mean(Choices(V==v(valindex) & P==pr(riskindex) & A==0));
                            end
                            for ambindex = 2
                                Cresults(ambindex,valindex) = mean(Choices(and(V==v(valindex),A==a(ambindex-1))));
                            end
                        end
                    end


                    MultiSubChoices(:,:,sims) = [V,P,A,Choices];
                    %MultiSubResults(:,:,sims) = Cresults;
                    MultiParams(sims,:) = [alpha,beta];
                    %MultiNoise(sims) = noise;
                    %MultiFOSD(sims) = sum(Cresults(:,1));

                    %waitbar(sims/simnumbs,h)
                end

                Subindex = 1:simnumbs;

                %close(h)
                %toc



                %% Fit Model

                %tic
                base = 0;

                model = 'ambigNrisk';

                fixed_valueP = 5;
                fixed_valueN = -5;

                fixed_prob = 1;

                % Initialize parameters (this could be smarter)
                if strcmp(model,'ambiguity')
                   b0 = [-1 1]';
                elseif strcmp(model,'power')
                   b0 = [-1 0.8];
                elseif strcmp(model, 'ambigNrisk')
                   b0 = [-1 0.5 0.5]'; %slope, beta, alpha
                elseif strcmp(model, 'ambigNriskFixSlope')
                   b0 = [0.5 0.5]'; %beta, alpha
                end


                parfor s = 1:length(Subindex)


                    %ACTUAL START

                    %MultiSubChoices(:,:,sims) = [V,P,A,Choices];

                    % get rid of no choice trials
                    choice = MultiSubChoices(:,4,s);
                    vA = MultiSubChoices(:,1,s);            %Gains
                    %vA = -1*MultiSubChoices(:,1,s);        %Loss
                    AL = MultiSubChoices(:,3,s);
                    pA = MultiSubChoices(:,2,s);

                    % separate fit for pos
                    choiceP = choice(find(vA>0));
                    vP = vA(find(vA>0));
                    pP = pA(find(vA>0));
                    AP = AL(find(vA>0));
                    vFP = fixed_valueP * ones(length(choiceP),1);
                    pFP = fixed_prob * ones(length(choiceP),1);

                    [info,p] = fit_ambigNrisk_model_Constrained(choiceP,vFP,vP,pFP,pP,AP,model,b0,base);

                    if strcmp(model,'ambigNrisk')
                        slopeP = info.b(1);
                        aP = info.b(3);
                        bP = info.b(2);
                    elseif strcmp(model,'ambigNriskFixSlope')
                        slopeP = -1;
                        aP = info.b(2);
                        bP = info.b(1);
                    end
                    r2P = info.r2;

%                     % separate fit for neg
%                     choiceN = choice(find(vA<0));
%                     vN = vA(find(vA<0));
%                     pN = pA(find(vA<0));
%                     AN = AL(find(vA<0));
%                     vFN = fixed_valueN * ones(length(choiceN),1);
%                     pFN = fixed_prob * ones(length(choiceN),1);
% 
%                     [info,p] = fit_ambigNrisk_model_Constrained(~choiceN,-vFN,-vN,pFN,pN,AN,model,b0,base);
% 
%                     if strcmp(model,'ambigNrisk')
%                         slopeN = info.b(1);
%                         aN = info.b(3);
%                         bN = info.b(2);
%                     elseif strcmp(model,'ambigNriskFixSlope')
%                         slopeN = -1;
%                         aN = info.b(2);
%                         bN = info.b(1);
%                     end
%                     r2N = info.r2;

                    ParamsResults(s,:) = [aP,bP,slopeP,r2P];
                    %ParamsResults(s,:) = [aN,bN,slopeN,r2N];

                    %waitbar(s/length(Subindex),h,'Fitting...')

                end

                 r = corr(MultiParams,ParamsResults);
    % 
    % 
                 ralpha(probs_index,ambs_index,vals_index) = r(1,1);
                 rbeta(probs_index,ambs_index,vals_index) = r(2,2);

    % 
    %             rcross(probs_index,ambs_index) = abs(r(1,2))+abs(r(2,1));
    % 
    %             mean_r2(probs_index,ambs_index) = mean(ParamsResults(:,4));
    %             min_r2(probs_index,ambs_index) = min(ParamsResults(:,4));
    %             lower05_r2(probs_index,ambs_index) = quantile(ParamsResults(:,4),.05);
    % 
    %             reps = (ambs_index+(probs_index-1)*length(ambs));
    % 
    %             Choice4d(:,:,:,reps) = MultiSubChoices;
    %             SubResults4d(:,:,:,reps) = MultiSubResults;
    %             gParams4d(:,:,reps) = MultiParams;
    %             Noise4d(:,reps) = MultiNoise;
    %             fosd4d(:,reps) = MultiFOSD;
    %             fitParams4d(:,:,reps) = ParamsResults;
    % 
    %             disp(ambs_index+(probs_index-1)*length(ambs))
                waitbar((ambs_index+(probs_index-1)*length(ambs)+((vals_index-1)*length(ambs)*length(probs)))/(length(v1)*length(ambs)*length(probs)),h);
            end
        end
    end

    rsqprd = (ralpha.^2).*(rbeta.^2);
    
    topval = max(v1);
    expense_constant = .001;
    expense = (120-topval).*expense_constant;
    
    costfunc = reshape(rsqprd,[size(rsqprd,3),1])+expense';
    
    tempX = [costfunc reshape(rsqprd,[size(rsqprd,3),1]) reshape(ralpha,[size(rsqprd,3),1]) reshape(rbeta,[size(rsqprd,3),1]) v1'];
    sortvals_rank = sortrows(tempX,1)';
    sortvals = sortvals_rank(5:end,:);
    splitvals = [mean(tempX(1:(size(tempX,1)/2),2:size(tempX,2)))' mean(tempX((1+size(tempX,1)/2):size(tempX,1),2:size(tempX,2)))'];
    monvals = sort(sortvals);
    
    sortvalsrank_multi(:,:,n) = sortvals_rank;
    
    n=n+1;
    disp(n)
end

converge = reshape(mean(sortvalsrank_multi(1:2,(1+size(tempX,1)/2):size(tempX,1),:),2),[2,size(sortvalsrank_multi,3)])';
alphabeta = reshape(mean(sortvalsrank_multi(3:4,(1+size(tempX,1)/2):size(tempX,1),:),2),[2,size(sortvalsrank_multi,3)])';
drift = reshape(mean(sort(sortvalsrank_multi(5:end,:,:)),2),[20,size(sortvalsrank_multi,3)]);

figure;
plot(1:length(converge),converge(:,1))
hold on
plot(1:length(converge),converge(:,2),'r')
legend('costfunction','sqrprd');

figure;
plot(1:size(sortvalsrank_multi,3),drift);

figure;
plot(1:length(alphabeta),alphabeta(:,1));
title('Alpha');
figure
plot(1:length(alphabeta),alphabeta(:,2));
title('Beta');

close(h) 
clearvars -except rsqprd ralpha rbeta r v1 vals ambs probs splitvals sortvals sortvals_rank monvals n sortvalsrank_multi converge drift alphabeta


toc