codes:modified_basic_mdp_r_code
################################################################
#
# Function 2. A function to generate theta_i for the cluster
# structure
#
# Tasks: Compute probabilities of joining cluster, beginning
# new cluster
# Generate cluster membership
# Update s and n_i
# Update k and theta_star if needed
#
################################################################
fn.gen.theta.i.2 <- function(i,clust,prior,mu,data)
{
n.i <- clust$n.i
theta.star <- clust$theta.star
k <- clust$k
s <- clust$s
sig.sq <- prior$sig.sq
tau.sq <- prior$tau.sq
M <- prior$M
x <- data$x
#############################
# prb <- c(n.i,M)
# for (j in 1:k)
# {
# tmp.m <- theta.star[j]
# tmp.v <- sig.sq
# prb[j] <- prb[j] * dnorm(x[i],mean=tmp.m,sd=sqrt(tmp.v))
# }
# prb[k + 1] <- prb[k + 1] *
# dnorm(x[i], mean=mu, sd=sqrt(tau.sq + sig.sq))
#### replacement follows ####
prb <- n.i * dnorm(x[i],mean=theta.star,sd=sig.sq)
prb <- c(prb,M * dnorm(x[i],mean=mu,sd=sqrt(tau.sq + sig.sq)))
#############################
tmp <- sample(1:(k+1),size=1,prob=prb)
if (tmp > k)
{
s[i] <- tmp
k <- k + 1
n.i <- c(n.i,1)
tmp.m <- ((1/sig.sq)*x[i] + (1/tau.sq)*mu) /
((1/sig.sq) + (1/tau.sq))
tmp.v <- 1/((1/sig.sq) + (1/tau.sq))
tmp <- rnorm(n=1,mean=tmp.m,sd=sqrt(tmp.v))
theta.star <- c(theta.star,tmp)
}
else
{
s[i] <- tmp
n.i[tmp] <- n.i[tmp] + 1
}
clust$k <- k
clust$n.i <- n.i
clust$s <- s
clust$theta.star <- theta.star
return(clust)
}
################################################################
#
# Function 3. A function to generate theta_star
#
# Tasks: Loop through i = 1, ..., k
# Find cond'l posterior distribution for theta_star[i]
# Generate theta_star[i]
#
################################################################
fn.gen.theta.star.2 <- function(clust,prior,mu,data)
{
k <- clust$k
n.i <- clust$n.i
s <- clust$s
theta.star <- clust$theta.star
tau.sq <- prior$tau.sq
sig.sq <- prior$sig.sq
x <- data$x
#############################
# for (i in 1:k)
# {
# tmp.m <- ((n.i[i]/sig.sq)*mean(x[s==i]) +
# (1/tau.sq)*mu) /
# ((n.i[i]/sig.sq) + (1/tau.sq))
# tmp.v <- 1/((n.i[i]/sig.sq) + (1/tau.sq))
# theta.star[i] <- rnorm(n=1,mean=tmp.m,sd=sqrt(tmp.v))
# }
### replacement for above ###
tmp.m <- rep(0,k)
for (i in 1:k)
{
tmp.m[i] <- ((n.i[i]/sig.sq)*mean(x[s==i]) +
(1/tau.sq)*mu) /
((n.i[i]/sig.sq) + (1/tau.sq))
}
tmp.v <- 1/((n.i/sig.sq) + (1/tau.sq))
theta.star <- rnorm(n=k,mean=tmp.m,sd=sqrt(tmp.v))
#############################
clust$theta.star <- theta.star
return(clust)
}
################################################################
#
# Function 4. A function to generate mu
#
# Tasks: Find cond'l posterior distribution for mu
# Generate mu
#
################################################################
fn.gen.mu.2 <- function(clust,prior)
{
k <- clust$k
theta.star <- clust$theta.star
tau.sq <- prior$tau.sq
rho.sq <- prior$rho.sq
mu.0 <- prior$mu.0
tmp.m <- ((k/tau.sq)*mean(theta.star) +
(1 / rho.sq) * mu.0) /
((k/tau.sq) + (1/rho.sq))
tmp.v <- 1 / ((k/tau.sq) + (1/rho.sq))
mu <- rnorm(n=1,mean=tmp.m,sd=sqrt(tmp.v))
return(mu)
}
################################################################
#
# Function 5. One iterate of the Gibbs sampler
#
# Tasks: Generate each theta_i in turn
# Generate theta_star
# Generate mu
#
################################################################
fn.one.iterate.2 <- function(clust,prior,mu,data)
{
for (i in 1:data$n)
{
clust <- fn.remove.theta.i(i,clust)
clust <- fn.gen.theta.i.2(i,clust,prior,mu,data)
}
clust <- fn.gen.theta.star.2(clust,prior,mu,data)
mu <- fn.gen.mu.2(clust,prior)
ret.obj <- NULL
ret.obj$clust <- clust
ret.obj$prior <- prior
ret.obj$mu <- mu
return(ret.obj)
}
################################################################
#
# Function 6. A brief Gibbs sampler
#
# Tasks: Set up object (here, matrix) to store results
# Run one iterate of Gibbs sampler
# Tally results
#
# Improvements for you to make:
# Burn-in -- allow explicit description of burn-in to be
# discarded
# Subsampling -- Not to be done unless storage issues are
# important. But, allow subsampling of the
# output
# Initialization -- an automated initialization routine.
# Best to allow a couple of options for
# the initialization.
#
################################################################
fn.gibbs.sampler.2 <- function(n.reps,prior,data,clust,mu)
{
# Insert initialization routine if desired
# Insert burn-in period if desired
res.mat <- matrix(rep(0,n.reps*(data$n+1)),nrow=n.reps)
for (i in 1:n.reps)
{
tmp <- fn.one.iterate.2(clust,prior,mu,data)
clust <- tmp$clust
mu <- tmp$mu
res.mat[i,] <- c(mu,clust$theta.star[clust$s])
# print(clust$k)
}
return(res.mat)
}
# create appropriate data object
data1 <- NULL
data1$x <- bodyfat.mat[,4]
data1$n <- length(data1$x)
prior1 <- NULL
prior1$mu.0 <- 180
prior1$rho.sq <- 400
prior1$M <- 20
prior1$tau.sq <- 225
prior1$sig.sq <- 100
clust1 <- NULL
clust1$k <- data1$n
clust1$s <- 1:data1$n
clust1$n.i <- rep(1,data1$n)
clust1$theta.star <- data1$x
mu1 <- prior1$mu.0
n.reps <- 1000
date()
system.time(
res.mat.2.nm <- fn.gibbs.sampler.2.nomix(n.reps,prior1,data1,clust1,mu1)
,)
date()
################################################################
#
# Simple objects and functions that let one check the speed for
# various data structures and calls. Some of these follow
# functions from Mario Peruggia.
#
################################################################
e1 <- NULL
e1$a <- 1
e1$b <- 2
e2 <- c(1,2)
e3 <- NULL
e3$a <- c(1,2)
f1 <- function(e1)
{
a <- e1$a
for (i in 1:1000000) {a <- a + 1}
e1$a <- a
return(e1)
}
f2 <- function(e1)
{
for (i in 1:1000000) {e1$a <- e1$a + 1}
return(e1)
}
f3 <- function(e2)
{
for (i in 1:1000000) {e2[1] <- e2[1] + 1}
return(e2)
}
f4 <- function(e3)
{
for (i in 1:1000000) {e3$a[1] <- e3$a[1] + 1}
return(e3)
}
f5 <- function(e2)
{
a <- e2[1]
for (i in 1:1000000) {a <- a + 1}
e2[1] <- a
return(e2)
}
f6 <- function(e2)
{
a <- e2
for (i in 1:1000000) {a[1] <- a[1] + 1}
return(a)
}
f7 <- function(e1)
{
for (i in 1:1000000) {e1$b <- e1$b + 1}
return(e1)
}
system.time(f1(e1))
system.time(f2(e1))
system.time(f3(e2))
system.time(f4(e3))
system.time(f5(e2))
system.time(f6(e2))
system.time(f7(e1))
codes/modified_basic_mdp_r_code.txt · Last modified: 2016/01/24 09:48 by 127.0.0.1
