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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,139 @@ | ||
| #include <RcppArmadillo.h> | ||
| // [[Rcpp::depends(RcppArmadillo)]] | ||
| // [[Rcpp::export]] | ||
| Rcpp::List UpdateGamma_cpp( | ||
| const Rcpp::List sobj, | ||
| const Rcpp::List hyperpar, | ||
| const Rcpp::List ini, | ||
| const uint S, | ||
| const std::string method, | ||
| const bool MRF_G, | ||
| const bool MRF_2b | ||
| ){ | ||
| //UpdateGamma <- function(sobj, hyperpar, ini, S, method, MRF_G, MRF_2b) { | ||
| // # Update latent variable selection indicators gamma with either independent Bernoulli prior | ||
| // # (standard approaches) or with MRF prior. | ||
|
|
||
| // p <- sobj$p | ||
| // tau <- hyperpar$tau | ||
| // cb <- hyperpar$cb | ||
| // pi <- hyperpar$pi.ga | ||
| // a <- hyperpar$a | ||
| // b <- hyperpar$b | ||
|
|
||
| // beta.ini <- ini$beta.ini | ||
| // gamma.ini <- ini$gamma.ini | ||
|
|
||
| // if (method %in% c("Pooled") && MRF_G) { | ||
| // G.ini <- hyperpar$G | ||
| // } | ||
|
|
||
| // # if (method %in% c("CoxBVSSL", "Sub-struct") || | ||
| // # (method == "Pooled" && !MRF_G)) { | ||
| // if (!MRF_G) { | ||
| // G.ini <- ini$G.ini | ||
| // } | ||
|
|
||
| // # two different b in MRF prior for subgraphs G_ss and G_rs | ||
| // if (MRF_2b && !MRF_G) { | ||
| // for (g in 1:S) { # b1*G_ss | ||
| // G.ini[(g - 1) * p + (1:p), (g - 1) * p + (1:p)] <- | ||
| // b[1] * G.ini[(g - 1) * p + (1:p), (g - 1) * p + (1:p)] | ||
| // } | ||
| // for (g in 1:(S - 1)) { # b2*G_rs | ||
| // for (r in g:(S - 1)) { | ||
| // G.ini[(g - 1) * p + (1:p), r * p + (1:p)] <- | ||
| // G.ini[r * p + (1:p), (g - 1) * p + (1:p)] <- | ||
| // b[2] * G.ini[r * p + (1:p), (g - 1) * p + (1:p)] | ||
| // } | ||
| // } | ||
| // } else { | ||
| // # if (method %in% c("CoxBVSSL", "Sub-struct") || | ||
| // # (method == "Pooled" && !MRF_G)) { | ||
| // if (!MRF_G) { | ||
| // G.ini <- G.ini * b | ||
| // } | ||
| // } | ||
|
|
||
| // if (method == "Pooled" && MRF_G) { | ||
| // post.gamma <- rep(0, p) | ||
|
|
||
| // for (j in 1:p) { | ||
| // # wa = dnorm(beta.ini[j], mean = 0, sd = cb*tau) * pi | ||
| // # wb = dnorm(beta.ini[j], mean = 0, sd = tau) * (1 - pi) | ||
| // # pgam = wa/(wa + wb) | ||
| // # u = runif(1) | ||
| // # gamma.ini[j] = ifelse(u < pgam, 1, 0) | ||
| // # post.gamma[j] = pgam | ||
|
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||
|
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||
|
|
||
| // beta <- beta.ini[j] | ||
|
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||
| // ga.prop1 <- ga.prop0 <- gamma.ini # gamma with gamma_g,j=1 or 0 | ||
| // ga.prop1[j] <- 1 | ||
| // ga.prop0[j] <- 0 | ||
| // ga.prop1 <- unlist(ga.prop1) | ||
| // ga.prop0 <- unlist(ga.prop0) | ||
|
|
||
| // wa <- (a * sum(ga.prop1) + t(ga.prop1) %*% G.ini %*% ga.prop1) + | ||
| // dnorm(beta, mean = 0, sd = tau * cb, log = TRUE) | ||
| // wb <- (a * sum(ga.prop0) + t(ga.prop0) %*% G.ini %*% ga.prop0) + | ||
| // dnorm(beta, mean = 0, sd = tau, log = TRUE) | ||
|
|
||
| // w_max <- max(wa, wb) | ||
| // pg <- exp(wa - w_max) / (exp(wa - w_max) + exp(wb - w_max)) | ||
|
|
||
| // gamma.ini[j] <- as.numeric(runif(1) < pg) | ||
| // post.gamma[j] <- pg | ||
| // } | ||
| // } else { | ||
| // post.gamma <- rep(list(rep(0, p)), S) | ||
|
|
||
| // ## ? "Subgroup" might be not needed | ||
| // # if (method == "Subgroup") { | ||
| // if (MRF_G) { | ||
| // for (g in 1:S) { # loop through subgroups | ||
| // for (j in 1:p) { | ||
| // wa <- dnorm((beta.ini[[g]])[j], mean = 0, sd = cb * tau) * pi | ||
| // wb <- dnorm((beta.ini[[g]])[j], mean = 0, sd = tau) * (1 - pi) | ||
| // pgam <- wa / (wa + wb) | ||
| // u <- runif(1) | ||
| // gamma.ini[[g]][j] <- ifelse(u < pgam, 1, 0) | ||
| // post.gamma[[g]][j] <- pgam | ||
| // } | ||
| // } | ||
| // } else { # CoxBVS-SL or Sub-struct model | ||
|
|
||
| // for (g in 1:S) { # loop through subgroups | ||
| // for (j in 1:p) { | ||
| // beta <- (beta.ini[[g]])[j] | ||
|
|
||
| // ga.prop1 <- ga.prop0 <- gamma.ini # gamma with gamma_g,j=1 or 0 | ||
| // ga.prop1[[g]][j] <- 1 | ||
| // ga.prop0[[g]][j] <- 0 | ||
| // ga.prop1 <- unlist(ga.prop1) | ||
| // ga.prop0 <- unlist(ga.prop0) | ||
|
|
||
| // wa <- (a * sum(ga.prop1) + t(ga.prop1) %*% G.ini %*% ga.prop1) + | ||
| // dnorm(beta, mean = 0, sd = tau * cb, log = TRUE) | ||
| // wb <- (a * sum(ga.prop0) + t(ga.prop0) %*% G.ini %*% ga.prop0) + | ||
| // dnorm(beta, mean = 0, sd = tau, log = TRUE) | ||
|
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| // w_max <- max(wa, wb) | ||
| // pg <- exp(wa - w_max) / (exp(wa - w_max) + exp(wb - w_max)) | ||
|
|
||
| // gamma.ini[[g]][j] <- as.numeric(runif(1) < pg) | ||
| // post.gamma[[g]][j] <- pg | ||
| // } | ||
| // } | ||
| // } | ||
| // } | ||
|
|
||
| // return(list(gamma.ini = gamma.ini, post.gamma = post.gamma)) | ||
| Rcpp::List out = Rcpp::List::create( | ||
| Rcpp::Named("gamma_ini") = Rcpp::List::create(), | ||
| Rcpp::Named("post_gamma") = Rcpp::List::create() | ||
| ); | ||
| return out; | ||
| } |
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