https://github.com/cran/BDgraph
Tip revision: 0cbc4794e43d24e145adbfefa879333f9c86c765 authored by Abdolreza Mohammadi on 22 April 2016, 14:44:16 UTC
version 2.27
version 2.27
Tip revision: 0cbc479
rgwish.R
# R code for sampling from G-Wishart AND Wishart distribution
################################################################################
# sampling from G-Wishart distribution
rgwish = function( n = 1, adj.g = NULL, b = 3, D = NULL )
{
if ( b <= 2 ) stop( "In G-Wishart distribution parameter 'b' has to be more than 2" )
if( is.null(adj.g) ) stop( "Adjacency matrix should be determined" )
G <- as.matrix( adj.g )
if( sum( ( G == 1 ) * ( G == 0 ) ) != 0 ) stop( "Elements of matrix G should be zero or one" )
if( !isSymmetric(G) )
{
G[ lower.tri( G, diag(TRUE) ) ] <- 0
G = G + t(G)
}
p <- nrow(G)
if( is.null(D) )
{
D <- diag(p)
}
else
{
if( dim(D)[1] != p ) stop( "Dimension of matrix G and D must to be the same." )
}
Ti = chol( solve(D) )
samples = array( 0, c( p, p, n ) )
K = matrix( 0, p, p )
threshold = 1e-8
for ( i in 1 : n )
{
result = .C( "rgwish", as.integer(G), as.double(Ti), K = as.double(K), as.integer(b), as.integer(p), as.double(threshold), PACKAGE = "BDgraph" )
samples[,,i] = matrix( result $ K, p, p )
}
return( samples )
}