https://github.com/cran/CARBayes
Tip revision: e2cdcb2df852ab94586c9e1f5024a647218e7f6b authored by Duncan Lee on 01 February 2017, 15:12:02 UTC
version 4.7
version 4.7
Tip revision: e2cdcb2
CARBayes.cpp
#include <Rcpp.h>
using namespace Rcpp;
// This file contains the following functions:
// linpredcompute - computing the linear predictor for covariates.
// quadform - computing quadratic forms phi %*% Q %*% theta.
// binomialbetaupdateMALA - update regression parameters in the binomial model using MALA
// binomialbetaupdateRW - update regression parameters in the binomial model using RW
// binomialcarupdate - update random effects in the binomial model
// binomialindepupdate - update the independent effects in the binomial model
// poissonbetaupdateMALA - update regression parameters in the poisson model using MALA
// poissonbetaupdateRW - update regression parameters in the poisson model using RW
// poissoncarupdate - update random effects in the poisson model
// poissonindepupdate - update the independent effects in the poisson model
// gaussiancarupdate - update random effects in the Gaussian model
// binomialmcarupdate - update random effects in the binomial MCAR model
// poissonmcarupdate - update random effects in the poisson MCAR model
// [[Rcpp::export]]
NumericVector linpredcompute(NumericMatrix X, const int nsites, const int p,
NumericVector beta, NumericVector offset)
{
//Create new objects
// Compute the linear predictor
NumericVector linpred(nsites);
double temp;
// Compute the linear predictor via a double for loop
for(int j = 0; j < nsites; j++)
{
temp = 0;
for(int l = 0; l < p; l++) temp = temp + X(j,l) * beta[l];
linpred[j] = temp + offset[j];
}
// Return the result
return linpred;
}
// [[Rcpp::export]]
double quadform(NumericMatrix Wtriplet, NumericVector Wtripletsum, const int n_triplet, const int nsites,
NumericVector phi, NumericVector theta, double rho)
{
// Compute a quadratic form for the random effects
// Create new objects
double tau2_posteriorscale;
double tau2_quadform = 0, tau2_phisq = 0;
int row, col;
// Compute the off diagonal elements of the quadratic form
for(int l = 0; l < n_triplet; l++)
{
row = Wtriplet(l,0) - 1;
col = Wtriplet(l,1) - 1;
tau2_quadform = tau2_quadform + phi[(Wtriplet(l,0) - 1)] * theta[(Wtriplet(l,1) - 1)] * Wtriplet(l,2);
}
// Compute the diagonal elements of the quadratic form
for(int l = 0; l < nsites; l++)
{
tau2_phisq = tau2_phisq + phi[l] * theta[l] * (rho * Wtripletsum[l] + 1 - rho);
}
// Compute the quadratic form
tau2_posteriorscale = 0.5 * (tau2_phisq - rho * tau2_quadform);
// Return the simulated value
return tau2_posteriorscale;
}
// [[Rcpp::export]]
List binomialcarupdate(NumericMatrix Wtriplet, NumericMatrix Wbegfin,
NumericVector Wtripletsum,const int nsites, NumericVector phi, double tau2,
const NumericVector y, const NumericVector failures, NumericVector trials, const double phi_tune,
double rho, NumericVector offset, NumericVector missind)
{
// Update the spatially correlated random effects
//Create new objects
int accept=0, rowstart=0, rowend=0;
double acceptance, acceptance1, acceptance2, sumphi, mala_old, mala_new;
double oldpriorbit, newpriorbit, oldlikebit, newlikebit;
double priorvardenom, priormean, priorvar;
double propphi, pold, pnew, proposal_var;
NumericVector phinew(nsites);
// Update each random effect in turn
phinew = phi;
for(int j = 0; j < nsites; j++)
{
// Calculate prior variance
priorvardenom = rho * Wtripletsum[j] + 1 - rho;
priorvar = tau2 / priorvardenom;
// Calculate the prior mean
rowstart = Wbegfin(j,0) - 1;
rowend = Wbegfin(j,1);
sumphi = 0;
for(int l = rowstart; l < rowend; l++) sumphi += Wtriplet(l, 2) * phinew[(Wtriplet(l,1) - 1)];
priormean = rho * sumphi / priorvardenom;
// Different updates depending on whether the y[j] is missing or not.
if(missind[j]==1)
{
// propose a value
proposal_var = priorvar * phi_tune;
mala_old = phinew[j] + 0.5 * proposal_var * (y[j] - (trials[j] * exp(phinew[j] + offset[j])) / (1 + exp(phinew[j] + offset[j])) - (phinew[j] - priormean) /priorvar);
propphi = rnorm(1, mala_old, sqrt(proposal_var))[0];
// Accept or reject it
// Full conditional ratio
newpriorbit = (0.5/priorvar) * pow((propphi - priormean), 2);
oldpriorbit = (0.5/priorvar) * pow((phinew[j] - priormean), 2);
pold = exp(offset[j] + phinew[j]) / (1 + exp(offset[j] + phinew[j]));
pnew = exp(offset[j] + propphi) / (1 + exp(offset[j] + propphi));
oldlikebit = missind[j] * (y[j] * log(pold) + failures[j] * log((1-pold)));
newlikebit = missind[j] * (y[j] * log(pnew) + failures[j] * log((1-pnew)));
acceptance1 = exp(oldpriorbit - newpriorbit - oldlikebit + newlikebit);
// Proposal distribution ratio
mala_new = propphi + 0.5 * proposal_var * (y[j] - (trials[j] * exp(propphi + offset[j])) / (1 + exp(propphi + offset[j])) - (propphi - priormean) /priorvar);
acceptance2 = exp(-(0.5 / proposal_var) * (pow((phinew[j] - mala_new),2) - pow((propphi-mala_old),2)));
acceptance = acceptance1 * acceptance2;
// Acceptace or reject the proposal
if(runif(1)[0] <= acceptance)
{
phinew[j] = propphi;
accept = accept + 1;
}
else
{
}
}else
{
phinew[j] = rnorm(1, priormean, sqrt(priorvar))[0];
}
}
// Return the results
List out(2);
out[0] = phinew;
out[1] = accept;
return out;
}
// [[Rcpp::export]]
List binomialbetaupdateMALA(NumericMatrix X, const int nsites, const int p, NumericVector beta,
NumericVector offset, NumericVector y, NumericVector failures,
NumericVector trials, NumericVector prior_meanbeta,
NumericVector prior_varbeta, NumericVector missind, const int nblock,
double beta_tune, List block_list)
{
// Compute the acceptance probability for beta
//Create new objects
int accept=0;
double oldlikebit=0, newlikebit=0, likebit, priorbit=0;
double acceptance;
NumericVector lp_current(nsites), lp_proposal(nsites), p_current(nsites), p_proposal(nsites), mala_temp1(nsites);
// Create two beta vectors
NumericVector beta_old(p);
NumericVector beta_new(p);
for(int g=0; g<p; g++)
{
beta_old[g] = beta[g];
beta_new[g] = beta[g];
}
// Update each block in turn
for(int r=0; r<nblock; r++)
{
// Determine the block to update
IntegerVector idx = block_list[r];
int len = block_list[(nblock+r)];
// Propose a value
lp_current = linpredcompute(X, nsites, p, beta_old, offset);
mala_temp1 = missind * (y - trials * exp(lp_current) / (1 + exp(lp_current)));
NumericVector mala_temp2(len), mala_old(len);
for(int g=0; g<len; g++)
{
mala_temp2[g] = sum(X(_,idx[g]) * mala_temp1);
mala_old[g] = beta_old[idx[g]] + 0.5 * pow(beta_tune,2) * (-(beta_old[idx[g]] - prior_meanbeta[idx[g]]) / prior_varbeta[idx[g]] + mala_temp2[g]);
beta_new[idx[g]] = rnorm(1, mala_old[g], beta_tune)[0];
}
// Compute the acceptance ratio - full conditionals
oldlikebit = 0;
newlikebit=0;
lp_proposal = linpredcompute(X, nsites, p, beta_new, offset);
for(int j = 0; j < nsites; j++)
{
p_current[j] = exp(lp_current[j]) / (1 + exp(lp_current[j]));
p_proposal[j] = exp(lp_proposal[j]) / (1 + exp(lp_proposal[j]));
oldlikebit = oldlikebit + missind[j] * (y[j] * log(p_current[j]) + failures[j] * log((1-p_current[j])));
newlikebit = newlikebit + missind[j] * (y[j] * log(p_proposal[j]) + failures[j] * log((1-p_proposal[j])));
}
likebit = newlikebit - oldlikebit;
for(int g = 0; g < len; g++)
{
priorbit = priorbit + 0.5 * pow((beta_old[idx[g]]-prior_meanbeta[idx[g]]),2) / prior_varbeta[idx[g]] - 0.5 * pow((beta_new[idx[g]]-prior_meanbeta[idx[g]]),2) / prior_varbeta[idx[g]];
}
// Compute the acceptance ratio - proposal distributions
mala_temp1 = missind * (y - trials * exp(lp_proposal) / (1 + exp(lp_proposal)));
NumericVector mala_new(len);
double prop_accept=0;
for(int g=0; g<len; g++)
{
mala_temp2[g] = sum(X(_,idx[g]) * mala_temp1);
mala_new[g] = beta_new[idx[g]] + 0.5 * pow(beta_tune,2) * (-(beta_new[idx[g]] - prior_meanbeta[idx[g]]) / prior_varbeta[idx[g]] + mala_temp2[g]);
prop_accept = prop_accept + pow((beta_new[idx[g]] - mala_old[g]), 2) - pow((beta_old[idx[g]] - mala_new[g]), 2);
}
// Accept or reject hte proposal
acceptance = exp(0.5 * prop_accept / pow(beta_tune,2) + likebit + priorbit);
if(runif(1)[0] <= acceptance)
{
for(int g=0; g<len; g++)
{
beta_old[idx[g]] = beta_new[idx[g]];
}
accept = accept + 1;
}
else
{
for(int g=0; g<len; g++)
{
beta_new[idx[g]] = beta_old[idx[g]];
}
}
}
// Compute the acceptance probability and return the value
//acceptance = exp(likebit + priorbit);
List out(2);
out[0] = beta_new;
out[1] = accept;
return out;
}
// [[Rcpp::export]]
List binomialbetaupdateRW(NumericMatrix X, const int nsites, const int p, NumericVector beta,
NumericVector offset, NumericVector y, NumericVector failures,
NumericVector prior_meanbeta, NumericVector prior_varbeta,
NumericVector missind, double beta_tune)
{
// Compute the acceptance probability for beta
//Create new objects
double oldlikebit=0, newlikebit=0, likebit, priorbit=0;
double acceptance;
NumericVector lp_current(nsites), lp_proposal(nsites), p_current(nsites), p_proposal(nsites), mala_temp1(nsites);
List out(2);
// Create a beta new vector
NumericVector beta_new(p);
for(int g = 0; g < p; g++)
{
beta_new[g] = beta[g];
}
// Update the parameters in one go as p is less than 3
// Propose a value
for(int g = 0; g < p; g++)
{
beta_new[g] = rnorm(1, beta[g], beta_tune)[0];
}
// Compute the acceptance ratio - full conditionals
lp_current = linpredcompute(X, nsites, p, beta, offset);
lp_proposal = linpredcompute(X, nsites, p, beta_new, offset);
for(int j = 0; j < nsites; j++)
{
p_current[j] = exp(lp_current[j]) / (1 + exp(lp_current[j]));
p_proposal[j] = exp(lp_proposal[j]) / (1 + exp(lp_proposal[j]));
oldlikebit = oldlikebit + missind[j] * (y[j] * log(p_current[j]) + failures[j] * log((1-p_current[j])));
newlikebit = newlikebit + missind[j] * (y[j] * log(p_proposal[j]) + failures[j] * log((1-p_proposal[j])));
}
likebit = newlikebit - oldlikebit;
for(int g = 0; g < p; g++)
{
priorbit = priorbit + 0.5 * pow((beta[g]-prior_meanbeta[g]),2) / prior_varbeta[g] - 0.5 * pow((beta_new[g]-prior_meanbeta[g]),2) / prior_varbeta[g];
}
// Accept or reject the proposal
acceptance = exp(likebit + priorbit);
if(runif(1)[0] <= acceptance)
{
out[0] = beta_new;
out[1] = 1;
}
else
{
out[0] = beta;
out[1] = 0;
}
// Compute the acceptance probability and return the value
return out;
}
// [[Rcpp::export]]
List binomialindepupdate(const int nsites, NumericVector theta, double sigma2, const NumericVector y,
const NumericVector failures, const NumericVector trials, const double theta_tune, NumericVector offset, NumericVector missind)
{
// Update the independent random effects
//Create new objects
int accept=0;
double acceptance, acceptance1, acceptance2, mala_old, mala_new;
double oldpriorbit, newpriorbit, oldlikebit, newlikebit;
double proptheta, pold, pnew;
NumericVector thetanew(nsites);
// Update each random effect in turn
thetanew = theta;
for(int j = 0; j < nsites; j++)
{
// Different updates depending on whether the y[j] is missing or not.
if(missind[j]==1)
{
// propose a value
mala_old = thetanew[j] + 0.5 * pow(theta_tune, 2) * (y[j] - (trials[j] * exp(thetanew[j] + offset[j])) / (1 + exp(thetanew[j] + offset[j])) - thetanew[j] / sigma2);
proptheta = rnorm(1, mala_old, theta_tune)[0];
// Accept or reject it
// Full conditional ratio
newpriorbit = (0.5/sigma2) * pow(proptheta, 2);
oldpriorbit = (0.5/sigma2) * pow(thetanew[j], 2);
pold = exp(offset[j] + thetanew[j]) / (1 + exp(offset[j] + thetanew[j]));
pnew = exp(offset[j] + proptheta) / (1 + exp(offset[j] + proptheta));
oldlikebit = missind[j] * (y[j] * log(pold) + failures[j] * log((1-pold)));
newlikebit = missind[j] * (y[j] * log(pnew) + failures[j] * log((1-pnew)));
acceptance1 = exp(oldpriorbit - newpriorbit - oldlikebit + newlikebit);
// Proposal distribution ratio
mala_new = proptheta + 0.5 * pow(theta_tune, 2) * (y[j] - (trials[j] * exp(proptheta + offset[j])) / (1 + exp(proptheta + offset[j])) - proptheta / sigma2);
acceptance2 = exp(-(0.5 / pow(theta_tune, 2)) * (pow((thetanew[j] - mala_new),2) - pow((proptheta-mala_old),2)));
acceptance = acceptance1 * acceptance2;
// Acceptace or reject the proposal
if(runif(1)[0] <= acceptance)
{
thetanew[j] = proptheta;
accept = accept + 1;
}
else
{
}
}else
{
thetanew[j] = rnorm(1, 0, theta_tune)[0];
}
}
List out(2);
out[0] = thetanew;
out[1] = accept;
return out;
}
// [[Rcpp::export]]
List poissonindepupdate(const int nsites, NumericVector theta, double sigma2, const NumericVector y,
const double theta_tune, NumericVector offset, NumericVector missind)
{
// Update the spatially correlated random effects
//Create new objects
int accept=0;
double acceptance, acceptance1, acceptance2, mala_old, mala_new;
double oldpriorbit, newpriorbit, oldlikebit, newlikebit;
double proptheta, lpold, lpnew;
NumericVector thetanew(nsites);
// Update each random effect in turn
thetanew = theta;
for(int j = 0; j < nsites; j++)
{
// Different updates depending on whether the y[j] is missing or not.
if(missind[j]==1)
{
// propose a value
mala_old = thetanew[j] + 0.5 * pow(theta_tune, 2) * (y[j] - exp(thetanew[j] + offset[j]) - thetanew[j] / sigma2);
proptheta = rnorm(1, mala_old, theta_tune)[0];
// Accept or reject it
// Full conditional ratio
newpriorbit = (0.5/sigma2) * pow(proptheta, 2);
oldpriorbit = (0.5/sigma2) * pow(thetanew[j], 2);
lpold = offset[j] + thetanew[j];
lpnew = offset[j] + proptheta;
oldlikebit = missind[j] * (y[j] * lpold - exp(lpold));
newlikebit = missind[j] * (y[j] * lpnew - exp(lpnew));
acceptance1 = exp(oldpriorbit - newpriorbit - oldlikebit + newlikebit);
// Proposal distribution ratio
mala_new = proptheta + 0.5 * pow(theta_tune, 2) * (y[j] - exp(proptheta + offset[j]) - proptheta / sigma2);
acceptance2 = exp(-(0.5 / pow(theta_tune, 2)) * (pow((thetanew[j] - mala_new),2) - pow((proptheta-mala_old),2)));
acceptance = acceptance1 * acceptance2;
// Acceptace or reject the proposal
if(runif(1)[0] <= acceptance)
{
thetanew[j] = proptheta;
accept = accept + 1;
}
else
{
}
}else
{
thetanew[j] = rnorm(1, 0, theta_tune)[0];
}
}
List out(2);
out[0] = thetanew;
out[1] = accept;
return out;
}
// [[Rcpp::export]]
List poissonbetaupdateMALA(NumericMatrix X, const int nsites, const int p, NumericVector beta,
NumericVector offset, NumericVector y, NumericVector prior_meanbeta,
NumericVector prior_varbeta, NumericVector missind, const int nblock,
double beta_tune, List block_list)
{
// Compute the acceptance probability for beta
//Create new objects
int accept=0;
double oldlikebit=0, newlikebit=0, likebit, priorbit=0;
double acceptance;
NumericVector lp_current(nsites), lp_proposal(nsites), mala_temp1(nsites);
// Create two beta vectors
NumericVector beta_old(p);
NumericVector beta_new(p);
for(int g=0; g<p; g++)
{
beta_old[g] = beta[g];
beta_new[g] = beta[g];
}
// Update each block in turn
for(int r=0; r<nblock; r++)
{
// Determine the block to update
IntegerVector idx = block_list[r];
int len = block_list[(nblock+r)];
// Propose a value
lp_current = linpredcompute(X, nsites, p, beta_old, offset);
mala_temp1 = missind * (y - exp(lp_current));
NumericVector mala_temp2(len), mala_old(len);
for(int g=0; g<len; g++)
{
mala_temp2[g] = sum(X(_,idx[g]) * mala_temp1);
mala_old[g] = beta_old[idx[g]] + 0.5 * pow(beta_tune,2) * (-(beta_old[idx[g]] - prior_meanbeta[idx[g]]) / prior_varbeta[idx[g]] + mala_temp2[g]);
beta_new[idx[g]] = rnorm(1, mala_old[g], beta_tune)[0];
}
// Compute the acceptance ratio - full conditionals
oldlikebit = 0;
newlikebit=0;
lp_proposal = linpredcompute(X, nsites, p, beta_new, offset);
for(int j = 0; j < nsites; j++)
{
oldlikebit = oldlikebit + missind[j] * (y[j] * lp_current[j] - exp(lp_current[j]));
newlikebit = newlikebit + missind[j] * (y[j] * lp_proposal[j] - exp(lp_proposal[j]));
}
likebit = newlikebit - oldlikebit;
for(int g = 0; g < len; g++)
{
priorbit = priorbit + 0.5 * pow((beta_old[idx[g]]-prior_meanbeta[idx[g]]),2) / prior_varbeta[idx[g]] - 0.5 * pow((beta_new[idx[g]]-prior_meanbeta[idx[g]]),2) / prior_varbeta[idx[g]];
}
// Compute the acceptance ratio - proposal distributions
mala_temp1 = missind * (y - exp(lp_proposal));
NumericVector mala_new(len);
double prop_accept=0;
for(int g=0; g<len; g++)
{
mala_temp2[g] = sum(X(_,idx[g]) * mala_temp1);
mala_new[g] = beta_new[idx[g]] + 0.5 * pow(beta_tune,2) * (-(beta_new[idx[g]] - prior_meanbeta[idx[g]]) / prior_varbeta[idx[g]] + mala_temp2[g]);
prop_accept = prop_accept + pow((beta_new[idx[g]] - mala_old[g]), 2) - pow((beta_old[idx[g]] - mala_new[g]), 2);
}
// Accept or reject hte proposal
acceptance = exp(0.5 * prop_accept / pow(beta_tune,2) + likebit + priorbit);
if(runif(1)[0] <= acceptance)
{
for(int g=0; g<len; g++)
{
beta_old[idx[g]] = beta_new[idx[g]];
}
accept = accept + 1;
}
else
{
for(int g=0; g<len; g++)
{
beta_new[idx[g]] = beta_old[idx[g]];
}
}
}
// Compute the acceptance probability and return the value
//acceptance = exp(likebit + priorbit);
List out(2);
out[0] = beta_new;
out[1] = accept;
return out;
}
// [[Rcpp::export]]
List poissonbetaupdateRW(NumericMatrix X, const int nsites, const int p, NumericVector beta,
NumericVector offset, NumericVector y, NumericVector prior_meanbeta,
NumericVector prior_varbeta, NumericVector missind, double beta_tune)
{
// Compute the acceptance probability for beta
//Create new objects
double oldlikebit=0, newlikebit=0, likebit, priorbit=0;
double acceptance;
NumericVector lp_current(nsites), lp_proposal(nsites);
List out(2);
// Create a beta new vector
NumericVector beta_new(p);
for(int g = 0; g < p; g++)
{
beta_new[g] = beta[g];
}
// Update the parameters in one go as p is less than 3
// Propose a value
for(int g = 0; g < p; g++)
{
beta_new[g] = rnorm(1, beta[g], beta_tune)[0];
}
// Compute the acceptance ratio - full conditionals
lp_current = linpredcompute(X, nsites, p, beta, offset);
lp_proposal = linpredcompute(X, nsites, p, beta_new, offset);
for(int j = 0; j < nsites; j++)
{
oldlikebit = oldlikebit + missind[j] * (y[j] * lp_current[j] - exp(lp_current[j]));
newlikebit = newlikebit + missind[j] * (y[j] * lp_proposal[j] - exp(lp_proposal[j]));
}
likebit = newlikebit - oldlikebit;
for(int g = 0; g < p; g++)
{
priorbit = priorbit + 0.5 * pow((beta[g]-prior_meanbeta[g]),2) / prior_varbeta[g] - 0.5 * pow((beta_new[g]-prior_meanbeta[g]),2) / prior_varbeta[g];
}
// Accept or reject the proposal
acceptance = exp(likebit + priorbit);
if(runif(1)[0] <= acceptance)
{
out[0] = beta_new;
out[1] = 1;
}
else
{
out[0] = beta;
out[1] = 0;
}
// Compute the acceptance probability and return the value
return out;
}
// [[Rcpp::export]]
List poissoncarupdate(NumericMatrix Wtriplet, NumericMatrix Wbegfin,
NumericVector Wtripletsum, const int nsites, NumericVector phi,
double tau2, const NumericVector y, const double phi_tune,
double rho, NumericVector offset, NumericVector missind)
{
// Update the spatially correlated random effects
//Create new objects
int accept=0,rowstart=0, rowend=0;
double acceptance, acceptance1, acceptance2, sumphi, proposal_var, mala_old, mala_new;
double oldpriorbit, newpriorbit, oldlikebit, newlikebit;
double priorvardenom, priormean, priorvar;
double propphi, lpold, lpnew;
NumericVector phinew(nsites);
// Update each random effect in turn
phinew = phi;
for(int j = 0; j < nsites; j++)
{
// Calculate prior variance
priorvardenom = rho * Wtripletsum[j] + 1 - rho;
priorvar = tau2 / priorvardenom;
// Calculate the prior mean
rowstart = Wbegfin(j,0) - 1;
rowend = Wbegfin(j,1);
sumphi = 0;
for(int l = rowstart; l < rowend; l++) sumphi += Wtriplet(l, 2) * phinew[(Wtriplet(l,1) - 1)];
priormean = rho * sumphi / priorvardenom;
// Different updates depending on whether the y[j] is missing or not.
if(missind[j]==1)
{
// propose a value
proposal_var = priorvar * phi_tune;
mala_old = phinew[j] + 0.5 * proposal_var * (y[j] - exp(phinew[j] + offset[j]) - (phinew[j] - priormean) /priorvar);
propphi = rnorm(1, mala_old, sqrt(proposal_var))[0];
// Accept or reject it
// Full conditional ratio
newpriorbit = (0.5/priorvar) * pow((propphi - priormean), 2);
oldpriorbit = (0.5/priorvar) * pow((phinew[j] - priormean), 2);
lpold = offset[j] + phinew[j];
lpnew = offset[j] + propphi;
oldlikebit = missind[j] * (y[j] * lpold - exp(lpold));
newlikebit = missind[j] * (y[j] * lpnew - exp(lpnew));
acceptance1 = exp(oldpriorbit - newpriorbit - oldlikebit + newlikebit);
// Proposal distribution ratio
mala_new = propphi + 0.5 * proposal_var * (y[j] - exp(propphi + offset[j]) - (propphi - priormean) /priorvar);
acceptance2 = exp(-(0.5 / proposal_var) * (pow((phinew[j] - mala_new),2) - pow((propphi-mala_old),2)));
acceptance = acceptance1 * acceptance2;
// Acceptace or reject the proposal
if(runif(1)[0] <= acceptance)
{
phinew[j] = propphi;
accept = accept + 1;
}
else
{
}
}else
{
phinew[j] = rnorm(1, priormean, sqrt(priorvar))[0];
}
}
List out(2);
out[0] = phinew;
out[1] = accept;
return out;
}
// [[Rcpp::export]]
NumericVector gaussiancarupdate(NumericMatrix Wtriplet, NumericMatrix Wbegfin,
NumericVector Wtripletsum, const int nsites, NumericVector phi, double tau2,
double rho, double nu2, NumericVector offset, NumericVector missind)
{
// Update the spatially correlated random effects
//Create new objects
int rowstart=0, rowend=0;
double sumphi;
double fcprecision, fcsd, fcmean;
double priorvardenom, priormean, priorvar;
NumericVector phinew(nsites);
// Update each random effect in turn
phinew = phi;
for(int j = 0; j < nsites; j++)
{
// Calculate prior variance
priorvardenom = rho * Wtripletsum[j] + 1 - rho;
priorvar = tau2 / priorvardenom;
// Calculate the prior mean
rowstart = Wbegfin(j,0) - 1;
rowend = Wbegfin(j,1);
sumphi = 0;
for(int l = rowstart; l < rowend; l++) sumphi += Wtriplet(l, 2) * phinew[(Wtriplet(l,1) - 1)];
priormean = rho * sumphi / priorvardenom;
// propose a value
fcprecision = missind[j] * (1/nu2) + (1/priorvar);
fcsd = pow((1/fcprecision),0.5);
fcmean = (priormean / priorvar + missind[j] * offset[j]) / fcprecision;
phinew[j] = rnorm(1, fcmean, fcsd)[0];
}
return phinew;
}
// [[Rcpp::export]]
List binomialmcarupdate(NumericMatrix Wtriplet, NumericMatrix Wbegfin,
const int nsites, const int nvar, NumericMatrix phi,
NumericMatrix Y, NumericMatrix failures, NumericMatrix trials,
NumericMatrix phioffset, NumericVector denoffset,
NumericMatrix Sigmainv, double rho, double phi_tune,
NumericMatrix missind)
{
// Update the spatially correlated random effects
//Create new objects
NumericMatrix fcprec(nvar, nvar);
int rowstart=0, rowend=0, accept=0;
NumericVector sumphi(nvar), fcmean(nvar), propphi(nvar), mala1(nvar), mala2(nvar);
NumericVector diffcurrent(nvar), diffprop(nvar);
NumericVector quadcurrent(nvar), quadprop(nvar);
NumericVector pold(nvar), pnew(nvar);
double oldpriorbit, newpriorbit, oldlikebit, newlikebit, acceptance, hastings;
// Update each random effect in turn
for(int j = 0; j < nsites; j++)
{
// Calculate the prior precision and mean
for(int r=0; r<nvar; r++)
{
fcprec(_,r) = denoffset[j] * Sigmainv(_,r);
}
rowstart = Wbegfin(j,0) - 1;
rowend = Wbegfin(j,1);
sumphi = rep(0,nvar);
for(int l = rowstart; l < rowend; l++) sumphi += Wtriplet(l, 2) * phi((Wtriplet(l,1) - 1),_);
fcmean = rho * sumphi / denoffset[j];
// Generate the proposal distribution mean and propose a value
for(int r=0; r<nvar; r++)
{
mala1[r] = phi(j,r) + 0.5 * pow(phi_tune, 2) * (missind(j,r) * (Y(j,r) - (trials(j,r) * exp(phi(j,r) + phioffset(j,r))) / (1 + exp(phi(j,r) + phioffset(j,r)))) -sum(fcprec(r,_) * (phi(j,_) - fcmean)));
propphi[r] = rnorm(1, mala1[r], phi_tune)[0];
//propphi[r] = rnorm(1, phi(j,r), phi_tune)[0];
}
// Generate the mala mean in reverse
for(int r=0; r<nvar; r++)
{
mala2[r] = propphi[r] + 0.5 * pow(phi_tune, 2) * (missind(j,r) * (Y(j,r) - (trials(j,r) * exp(propphi[r] + phioffset(j,r))) / (1 + exp(propphi[r] + phioffset(j,r)))) -sum(fcprec(r,_) * (propphi - fcmean)));
}
// Compute the prior ratio
diffcurrent = phi(j,_) - fcmean;
diffprop = propphi - fcmean;
for(int r=0; r<nvar; r++)
{
quadcurrent[r] = sum(diffcurrent * fcprec(_,r));
quadprop[r] = sum(diffprop * fcprec(_,r));
}
oldpriorbit = 0.5 * sum(quadcurrent * diffcurrent);
newpriorbit = 0.5 * sum(quadprop * diffprop);
// Likelihood ratio
pold = exp(phioffset(j,_) + phi(j,_)) / (1 + exp(phioffset(j,_) + phi(j,_)));
pnew = exp(phioffset(j,_) + propphi) / (1 + exp(phioffset(j,_) + propphi));
oldlikebit = sum(missind(j,_) * (Y(j,_) * log(pold) + failures(j,_) * log(1 - pold)));
newlikebit = sum(missind(j,_) * (Y(j,_) * log(pnew) + failures(j,_) * log(1 - pnew)));
// Hastings ratio
hastings = - (sum(pow(phi(j,_) - mala2,2)) - sum(pow(propphi - mala1,2))) / (2*pow(phi_tune,2));
// Accept or reject the value
acceptance = exp(oldpriorbit - newpriorbit - oldlikebit + newlikebit + hastings);
//acceptance = exp(oldpriorbit - newpriorbit - oldlikebit + newlikebit);
if(runif(1)[0] <= acceptance)
{
phi(j,_) = propphi;
accept = accept + 1;
}
else
{
}
}
// Return the results
List out(2);
out[0] = phi;
out[1] = accept;
return out;
}
// [[Rcpp::export]]
List poissonmcarupdate(NumericMatrix Wtriplet, NumericMatrix Wbegfin,
const int nsites, const int nvar, NumericMatrix phi,
NumericMatrix Y, NumericMatrix phioffset,
NumericVector denoffset, NumericMatrix Sigmainv, double rho,
double phi_tune, NumericMatrix missind)
{
// Update the spatially correlated random effects
//Create new objects
NumericMatrix fcprec(nvar, nvar);
int rowstart=0, rowend=0, accept=0;
NumericVector sumphi(nvar), fcmean(nvar), propphi(nvar), mala1(nvar), mala2(nvar);
NumericVector diffcurrent(nvar), diffprop(nvar);
NumericVector quadcurrent(nvar), quadprop(nvar);
NumericVector lpold(nvar), lpnew(nvar);
double oldpriorbit, newpriorbit, oldlikebit, newlikebit, acceptance, hastings;
// Update each random effect in turn
for(int j = 0; j < nsites; j++)
{
// Calculate the prior precision and mean
for(int r=0; r<nvar; r++)
{
fcprec(_,r) = denoffset[j] * Sigmainv(_,r);
}
rowstart = Wbegfin(j,0) - 1;
rowend = Wbegfin(j,1);
sumphi = rep(0,nvar);
for(int l = rowstart; l < rowend; l++) sumphi += Wtriplet(l, 2) * phi((Wtriplet(l,1) - 1),_);
fcmean = rho * sumphi / denoffset[j];
// Generate the proposal distribution mean and propose a value
for(int r=0; r<nvar; r++)
{
mala1[r] = phi(j,r) + 0.5 * pow(phi_tune, 2) * (missind(j,r) * (Y(j,r) - exp(phi(j,r) + phioffset(j,r))) -sum(fcprec(r,_) * (phi(j,_) - fcmean)));
propphi[r] = rnorm(1, mala1[r], phi_tune)[0];
}
// Generate the mala mean in reverse
for(int r=0; r<nvar; r++)
{
mala2[r] = propphi[r] + 0.5 * pow(phi_tune, 2) * (missind(j,r) * (Y(j,r) - exp(propphi[r] + phioffset(j,r))) - sum(fcprec(r,_) * (propphi - fcmean)));
}
// Compute the prior ratio
diffcurrent = phi(j,_) - fcmean;
diffprop = propphi - fcmean;
for(int r=0; r<nvar; r++)
{
quadcurrent[r] = sum(diffcurrent * fcprec(_,r));
quadprop[r] = sum(diffprop * fcprec(_,r));
}
oldpriorbit = 0.5 * sum(quadcurrent * diffcurrent);
newpriorbit = 0.5 * sum(quadprop * diffprop);
// Likelihood ratio
lpold = phioffset(j,_) + phi(j,_);
lpnew = phioffset(j,_) + propphi;
oldlikebit = sum(missind(j,_) * (Y(j,_) * lpold - exp(lpold)));
newlikebit = sum(missind(j,_) * (Y(j,_) * lpnew - exp(lpnew)));
// Hastings ratio
hastings = - (sum(pow(phi(j,_) - mala2,2)) - sum(pow(propphi - mala1,2))) / (2*pow(phi_tune,2));
// Accept or reject the value
acceptance = exp(oldpriorbit - newpriorbit - oldlikebit + newlikebit + hastings);
if(runif(1)[0] <= acceptance)
{
phi(j,_) = propphi;
accept = accept + 1;
}
else
{
}
}
List out(2);
out[0] = phi;
out[1] = accept;
return out;
}