void Mcmc::runChain(void) {
// get initial likelihood
modelPtr->updateAllFlags();
double oldLnL = modelPtr->lnLikelihood();
for (int n=1; n<=numCycles; n++)
{
// pick a parameter to change
Parm* parm = modelPtr->pickParmAtRandom();
// propose a new state for the parameter
double lnProposalRatio = parm->change();
// calculate the prior ratio
double lnPriorRatio = parm->lnPriorRatio();
// calculate the likelihood
modelPtr->updateQ(parm);
double lnL = modelPtr->lnLikelihood();
double lnLikelihoodRatio = lnL - oldLnL;
// calculate the acceptance probability of the proposed state
double r = safeExp( lnLikelihoodRatio + lnPriorRatio + lnProposalRatio );
// accept or reject the proposed state as the next state of the chain
bool acceptState = false;
if (ranPtr->uniformRv() < r)
acceptState = true;
// print information to the screen
if ( n % printFrequency == 0 )
{
std::cout << std::setw(5) << n << " -- ";
std::cout << std::fixed << std::setprecision(8) << oldLnL << " -> " << lnL;
if (acceptState == true)
std::cout << " -- Accepted change to " << parm->getName() << std::endl;
else
std::cout << " -- Rejected change to " << parm->getName() << std::endl;
}
// update the state of the chain
if (acceptState == true)
{
parm->incrementNumAccepted();
oldLnL = lnL;
modelPtr->keep(parm);
}
else
{
modelPtr->restore(parm);
modelPtr->restoreQ(parm);
}
// print out current chain state
if ( n == 1 || n % sampleFrequency == 0 || n == numCycles )
printChainState(n, oldLnL);
// print summary of chain
if ( n % summarizeFrequency == 0 )
treeSummary->printSummary();
}
treeSummary->print();
modelPtr->printAcceptanceInfo();
}
Mcmc::Mcmc(Model *m, MbRandom *r, Settings *s, IoManager *outputPtr) {
/* initialize some pointers and variables */
modelPtr = m;
rnd = r;
chainLength = s->getChainLength();
printFreq = s->getPrintFrequency();
sampleFreq = s->getSampleFrequency();
/* open files for output */
string fileName = "";
if (outputPtr->getFileName() == "")
fileName = "mcmc_out";
else
fileName = outputPtr->getFileName();
string filePathAndName = outputPtr->getFilePath() + PATH_SEPERATOR + fileName;
string parmFile = filePathAndName + ".parm";
string treeFile = filePathAndName + ".tree";
ofstream parmOut( parmFile.c_str(), ios::out );
ofstream treeOut( treeFile.c_str(), ios::out );
if (!parmOut)
{
cerr << "Cannot open file \"" + parmFile + "\"" << endl;
exit(1);
}
if (!treeOut)
{
cerr << "Cannot open file \"" + treeFile + "\"" << endl;
exit(1);
}
cout << " Running Markov chain" << endl;
cout << " Number of cycles = " << chainLength << endl;
cout << " Print frequency = " << printFreq << endl;
cout << " Sample frequency = " << sampleFreq << endl;
cout << " Parameter file name = " << fileName + ".parm" << endl;
cout << " Tree file name = " << fileName + ".tree" << endl << endl;
cout << " Chain" << endl;
/* run the Markov chain */
int timeOn = clock();
for (int n=1; n<=chainLength; n++)
{
/* pick a parameter to change */
int whichParm = modelPtr->pickParm();
Parm *parmOld = modelPtr->getCurParameter(whichParm);
modelPtr->flipActiveParm();
Parm *parmNew = modelPtr->getCurParameter(whichParm);
/* change the parameter */
double lnProposalRatio = parmNew->change();
/* calculate likelihood for new state */
modelPtr->upDateQ(parmNew);
modelPtr->upDateTiProbs();
double lnLOld = modelPtr->getLnL();
double lnLNew = modelPtr->lnLikelihood();
if (n % printFreq == 0)
cout << setw(8) << n << " -- " << fixed << setprecision(2) << lnLOld << " -> " << fixed << setprecision(2) << lnLNew;
/* calculate the acceptance probability */
double lnLikelihoodRatio = lnLNew - lnLOld;
double lnPriorRatio = parmNew->getLnPriorProbability() - parmOld->getLnPriorProbability();
double lnR = lnLikelihoodRatio + lnPriorRatio + lnProposalRatio;
double r = 0.0;
if (lnR > 0.0)
r = 1.0;
else if (lnR < -100.0)
r = 0.0;
else
r = exp(lnR);
/* accept or reject the move */
bool acceptMove = false;
if (rnd->uniformRv() < r)
acceptMove = true;
/* update state of chain */
if (acceptMove == true)
{
modelPtr->setLnL(lnLNew);
int from = modelPtr->getActiveParm();
int to = flip(from);
modelPtr->copyParms( from, to );
if (n % printFreq == 0)
cout << " -- Accepted change to " << parmNew->getParmName() << endl;
}
else
{
modelPtr->restoreQ(parmNew);
int to = modelPtr->getActiveParm();
int from = flip(to);
modelPtr->copyParms( from, to );
modelPtr->flipActiveParm();
if (n % printFreq == 0)
cout << " -- Rejected change to " << parmNew->getParmName() << endl;
}
/* print state of the chain to a file */
if (n == 1 || n == chainLength || n % sampleFreq == 0)
sampleChainState(n, parmOut, treeOut);
}
int timeOff = clock();
cout << " Markov chain completed in " << (static_cast<float>(timeOff - timeOn)) / CLOCKS_PER_SEC << " seconds" << endl;
/* close files for output */
parmOut.close();
treeOut.close();
}
