/
updatemuu.cpp
103 lines (98 loc) · 5.66 KB
/
updatemuu.cpp
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
#include <Rcpp.h>
#include <stdio.h>
#include <gsl_rng.h>
#include <gsl_randist.h>
#include <math.h>
#include <R_ext/Utils.h>
#include <stdlib.h>
using namespace std;
void updatemuu(vector<double>& xmust, vector<double>& xmuut, vector<int>& xn_s, vector<int>& xn_u, int xI, int xK, int xM, int K1,
vector<double>& xp_var, Rcpp::NumericVector& sqrt_var1, Rcpp::NumericVector& sqrt_var2, int xtt, vector<int>& xgammat, Rcpp::IntegerMatrix& xd,
Rcpp::NumericMatrix& xybar_s, Rcpp::NumericMatrix& xybar_u, Rcpp::NumericMatrix& pt2, Rcpp::NumericMatrix& pt3,
double xlambda, double xbeta, double xalpha, vector<double>& xmu, vector<double>& xSigu, vector<int>& xAmuu)
{
int temp=0;
double beta_np=0.; double alpha_np=0.;
double delF=0.; double log1=0.; double log2=0.; int nik=0;
for (int p=0; p<xM; p++) {
delF=0.; log1=0.; log2=0.; nik=0;
for (int i=0; i<xI;i++) {
for(int k=0; k<K1; k++) {
temp = xI*k+i;
if(xd(k,p)==1) {
nik = xn_u[temp]+xn_s[temp];
if(xgammat[temp]==1) {
if (xn_u[temp] >0 && xn_s[temp]>0) {
beta_np = pt3(temp,p)+xbeta+pow((xmuut[p]-xybar_u(temp,p)),2)/(2*(xlambda+1/xn_u[temp]))+
pow((xmust[p]-xybar_s(temp,p)),2)/(2*(xlambda+1/xn_s[temp]));
alpha_np = nik/2+xalpha;
log2+=-alpha_np*log(beta_np);
delF+=(-alpha_np/beta_np)*(xmuut[p]-xybar_u(temp,p))/(xlambda+1/xn_u[temp]);
}else if (xn_u[temp]>0 && xn_s[temp]==0) {
beta_np = pt2(temp,p)+xbeta+pow((xmuut[p]-xybar_u(temp,p)),2)/(2*(xlambda+1/xn_u[temp]));
alpha_np = nik/2+xalpha;
log2 += -alpha_np*log(beta_np);
delF+=(-alpha_np/beta_np)*(xmuut[p]-xybar_u(temp,p))/(xlambda+1/xn_u[temp]);
}
}else{
if (nik>0) {
beta_np =pt3(temp,p)+xbeta+pow((xmuut[p]-(xn_s[temp]*xybar_s(temp,p)+xn_u[temp]*xybar_u(temp,p))/nik),2)/(2*(xlambda+1/nik))+
0.5*xn_s[temp]*pow(xybar_s(temp,p),2)+ 0.5*xn_u[temp]*pow(xybar_u(temp,p),2)-0.5*pow((xn_s[temp]*xybar_s(temp,p)+xn_u[temp]*xybar_u(temp,p)),2)/nik;
alpha_np = nik/2+xalpha;
log2+= -alpha_np*log(beta_np);
delF +=(-alpha_np/beta_np)*(xmuut[p]-(xn_s[temp]*xybar_s(temp,p)+xn_u[temp]*xybar_u(temp,p))/nik)/(xlambda+1/nik);
}
}
}
}
}
double mean_p = std::max(0.01, xmuut[p]+delF/xtt);
Rcpp::NumericVector muu_p= Rcpp::rnorm(1, mean_p, sqrt_var1[p]);
if (Rcpp::as<double>(Rcpp::rbinom(1,1,xp_var[p])) == 1) {
muu_p= Rcpp::rnorm(1, mean_p, sqrt_var1[p]);}
else {muu_p = Rcpp::rnorm(1, mean_p, sqrt_var2[p]);}
if(muu_p[0]>0.0) {
log2+=log(xp_var[p]*gsl_ran_gaussian_pdf(muu_p[0]-mean_p, sqrt_var1[p])+(1-xp_var[p])*gsl_ran_gaussian_pdf(muu_p[0]-mean_p, sqrt_var2[p]));
delF = 0.;
for (int i=0; i<xI;i++) {
for(int k=0; k<K1; k++) {
temp=xI*k+i;
if(xd(k,p)==1) {
nik = xn_u[temp]+xn_s[temp];
if(xgammat[temp]==1) {
if (xn_u[temp] >0 && xn_s[temp]>0) {
beta_np = pt3(temp,p)+xbeta+pow((muu_p[0]-xybar_u(temp,p)),2)/(2*(xlambda+1/xn_u[temp]))+
pow((xmust[p]-xybar_s(temp,p)),2)/(2*(xlambda+1/xn_s[temp]));
alpha_np = nik/2+xalpha;
log1+=-alpha_np*log(beta_np);
delF+=(-alpha_np/beta_np)*(muu_p[0]-xybar_u(temp,p))/(xlambda+1/xn_u[temp]);
}else if (xn_u[temp]>0 && xn_s[temp]==0) {
beta_np = pt2(temp,p)+xbeta+pow((muu_p[0]-xybar_u(temp,p)),2)/(2*(xlambda+1/xn_u[temp]));
alpha_np = nik/2+xalpha;
log1 += -alpha_np*log(beta_np);
delF+=(-alpha_np/beta_np)*(muu_p[0]-xybar_u(temp,p))/(xlambda+1/xn_u[temp]);
}
}else{
if (nik>0) {
beta_np = pt3(temp,p)+xbeta+pow((muu_p[0]-(xn_s[temp]*xybar_s(temp,p)+xn_u[temp]*xybar_u(temp,p))/nik),2)
/(2*(xlambda+1/nik))+0.5*xn_s[temp]*pow(xybar_s(temp,p),2)+ 0.5*xn_u[temp]*pow(xybar_u(temp,p),2)-0.5*pow((xn_s[temp]*xybar_s(temp,p)+xn_u[temp]*xybar_u(temp,p)),2)/nik;
alpha_np = nik/2+xalpha;
log1+= -alpha_np*log(beta_np);
delF +=(-alpha_np/beta_np)*(muu_p[0]-(xn_s[temp]*xybar_s(temp,p)+xn_u[temp]*xybar_u(temp,p))/nik)/(xlambda+1/nik);
}
}
}
}
}
mean_p = std::max(0.01, muu_p[0]+delF/xtt);
log1+=log(xp_var[p]*gsl_ran_gaussian_pdf(xmuut[p]-mean_p, sqrt_var1[p])+(1-xp_var[p])*gsl_ran_gaussian_pdf(xmuut[p]-mean_p, sqrt_var2[p]));
log2+=log(gsl_ran_gaussian_pdf(xmuut[p]-xmu[p], xSigu[p]));
log1+=log(gsl_ran_gaussian_pdf(muu_p[0]-xmu[p], xSigu[p]));
//std::cout <<"log1= "<< log1 << " log2 = "<<log2 <<" p="<<p<<std::endl;
if (log(Rcpp::as<double>(Rcpp::runif(1)) ) <= (log1 - log2)) {
xmuut[p] = muu_p[0];
xAmuu[p] = 1;
}
}
}
}