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updatealphau.cpp
166 lines (152 loc) · 6.44 KB
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updatealphau.cpp
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#include <Rcpp.h>
#include <stdio.h>
#include <gsl_rng.h>
#include <gsl_randist.h>
#include <math.h>
#include <stdlib.h>
//#include <time.h>
#include <R_ext/Utils.h>
#include <boost/math/special_functions/digamma.hpp>
using namespace std;
void updatealphau(vector<double>& xalphaut, vector<int>& xn_s, vector<int>& xn_u, int xI, int xK, vector<double>& xlambda_u, vector<double>& sqrt_var, int xtt, vector<int>& xgammat,vector<int>& xAalphau)
{
double delF = 0.0; double log1 = 0.0; double log2 = 0.0; double sum_alphau = 0.0; int flag1 = 0; int flag0 = 0;int flagkk = 0;
int temp=0;
for (int kk = 0; kk < xK; kk++) {
delF = 0.0;
log1 = 0.0;
log2 = 0.0;
sum_alphau = 0.0;
for (int s = 0; s < xK; s++) {
sum_alphau += xalphaut[s];
}
log2 -= xI*lgamma(xalphaut[kk]);
delF += xI*(boost::math::digamma(sum_alphau)- boost::math::digamma(xalphaut[kk]));
log2 += xI*lgamma(sum_alphau);
for (int i = 0; i < xI; i++) {
int lp1 = 0;
for (int k = 0; k < xK; k++) {
if (xgammat[xI*k+i] == 1) { lp1 +=1;}
}
int lp0 = xK-lp1;
int p1[lp1]; flag1 = 0;
int p0[lp0]; flag0 = 0;
flagkk = 0; // whether gamma_k = 1
for (int k= 0; k < xK; k++) {
if (xgammat[xI*k+i] == 1) {
p1[flag1] = k;
flag1 += 1;
if (k == kk) {flagkk = 1;}
} else {
p0[flag0] = k;
flag0 +=1;
}
}
if (flagkk==1) {
log2 += lgamma(xn_u[i+xI*kk]+xalphaut[kk]);
delF +=boost::math::digamma(xn_u[i+xI*kk]+xalphaut[kk]);
double sum_nualphau = 0.0;
double sum_nusalphau = 0.0;
for (int k = 0; k<lp1; k++) {
temp = i+xI*p1[k];
double sum = xn_u[temp]+xalphaut[p1[k]];
sum_nualphau += sum;
sum_nusalphau += (sum+xn_s[temp]);
}
log2 -=lgamma(sum_nualphau);
log2 += lgamma(sum_nusalphau+1);
delF -=boost::math::digamma(sum_nualphau);
delF += boost::math::digamma(sum_nusalphau+1);
for (int k= 0; k<lp0; k++) {
temp = i+xI*p0[k];
sum_nusalphau +=(xn_u[temp]+xalphaut[p0[k]]+xn_s[temp]);
}
delF -= boost::math::digamma(sum_nusalphau+1);
log2 -= lgamma(sum_nusalphau+1);
} else {
log2 += lgamma(xn_u[i+xI*kk]+xalphaut[kk]+xn_s[i+xI*kk]);
delF += boost::math::digamma(xn_u[i+xI*kk]+xalphaut[kk]+xn_s[i+kk*xI]);
double sum_nusalphau = 0.0;
for ( int k = 0; k<xK; k++) {
sum_nusalphau +=xn_u[i+xI*k]+xalphaut[k]+xn_s[i+xI*k];
}
log2 -= lgamma(sum_nusalphau+1);
delF -= boost::math::digamma(sum_nusalphau+1);
}
}
double mean_p = std::max(0.01, xalphaut[kk]+delF/xtt);
Rcpp::NumericVector alpha_u_p = Rcpp::rnorm(1, mean_p, sqrt_var[kk]);
if (alpha_u_p[0]>0.0 && alpha_u_p[0]<=xlambda_u[kk]) {
double alp[xK];
for (int i = 0; i<xK; i++) {
alp[i] = xalphaut[i];
}
alp[kk] = alpha_u_p[0];
log2 += log(gsl_ran_gaussian_pdf(alp[kk]-mean_p, sqrt_var[kk]));
delF = 0.0; sum_alphau = 0.0;
for (int s = 0; s < xK; s++) {
sum_alphau += alp[s];
}
log1 -= xI*lgamma(alp[kk]);
delF += xI*(boost::math::digamma(sum_alphau)- boost::math::digamma(alp[kk]));
log1 += xI*lgamma(sum_alphau);
for (int i = 0; i < xI; i++ ){
int lp1 = 0;
for (int k = 0; k < xK; k++) {
if (xgammat[xI*k+i] == 1) { lp1 +=1;}
}
int lp0 = xK-lp1;
int p1[lp1]; flag1 = 0;
int p0[lp0]; flag0 = 0;
flagkk = 0; // whether gamma_k = 1
for (int k= 0; k < xK; k++) {
if (xgammat[xI*k+i] == 1) {
p1[flag1] = k;
flag1 += 1;
if (k == kk) {flagkk = 1;}
} else {
p0[flag0] = k;
flag0 +=1;
}
}
if (flagkk==1) {
log1 += lgamma(xn_u[i+xI*kk]+alp[kk]);
delF +=boost::math::digamma(xn_u[i+xI*kk]+alp[kk]);
double sum_nualphau = 0.0;
double sum_nusalphau = 0.0;
for (int k = 0; k<lp1; k++) {
temp = i+xI*p1[k];
double sum = xn_u[temp]+alp[p1[k]];
sum_nualphau += sum;
sum_nusalphau += (sum+xn_s[temp]);
}
log1 -=lgamma(sum_nualphau);
log1 += lgamma(sum_nusalphau+1);
delF -=boost::math::digamma(sum_nualphau);
delF += boost::math::digamma(sum_nusalphau+1);
for (int k= 0; k<lp0; k++) {
sum_nusalphau +=(xn_u[i+xI*p0[k]]+alp[p0[k]]+xn_s[i+xI*p0[k]]);
}
delF -= boost::math::digamma(sum_nusalphau+1);
log1 -= lgamma(sum_nusalphau+1);
} else {
log1 += lgamma(xn_u[i+xI*kk]+alp[kk]+xn_s[i+xI*kk]);
delF += boost::math::digamma(xn_u[i+xI*kk]+alp[kk]+xn_s[i+xI*kk]);
double sum_nusalphau = 0.0;
for ( int k = 0; k<xK; k++) {
temp = i+xI*k;
sum_nusalphau +=xn_u[temp]+alp[k]+xn_s[temp];
}
log1 -= lgamma(sum_nusalphau+1);
delF -= boost::math::digamma(sum_nusalphau+1);
}
}
mean_p = std::max(0.01, alp[kk] + delF/xtt);
log1 +=log(gsl_ran_gaussian_pdf(xalphaut[kk]-mean_p, sqrt_var[kk]));
if (log(Rcpp::as<double>(Rcpp::runif(1)) ) <= (log1 - log2)) {
xalphaut[kk] = alp[kk];
xAalphau[kk] = 1;
}
}
}
}