void ZMMCS::draw(){
Ptr<MvnSuf> s = m_->suf();
double df = s->n() + siginv_prior_->nu();
Spd S = s->center_sumsq(m_->mu()) + siginv_prior_->sumsq();
S = rWish(df, S.inv());
m_->prm()->set_ivar(S);
}
/* r interface for rWish */
void RWISH(
double * sample,
double * s,
int * dfPtr,
int * sizePtr
) {
size_t i,j;
double ** Sample = calloc( *sizePtr, sizeof(double *) );
double ** S = calloc( *sizePtr, sizeof(double *) );
for(i = 0; i < *sizePtr; i++) Sample[i] = &sample[ *sizePtr * i ];
for(i = 0; i < *sizePtr; i++) S[i] = &s[ *sizePtr * i ];
GetRNGstate();
/************** debug *******************/
#ifdef MNPDEBUG
Rprintf("S: \n");
for(i=0;i<*sizePtr;i++) {
Rprintf("%d:\t",i);
for(j=0;j<*sizePtr;j++){
Rprintf("%f\t", S[i][j]);
}
Rprintf("\n");
Rprintf("df = %d\n", *dfPtr);
}
#endif
/************** debug *******************/
rWish(Sample, S, *dfPtr , *sizePtr);
/************** debug *******************/
#ifdef MNPDEBUG
Rprintf("Sample: \n");
for(i=0;i<*sizePtr;i++) {
Rprintf("%d:\t",i);
for(j=0;j<*sizePtr;j++){
Rprintf("%f\t", Sample[i][j]);
}
Rprintf("\n");
}
#endif
/************** debug *******************/
PutRNGstate();
free(Sample);
free(S);
return;
}
void DrawSigma(dinfo& di, double *V, std::vector<std::vector<double> >& allfit,
double *w, std::vector<std::vector<double> >& WishSample, int nu)
{
std::vector<std::vector<double> > WishMat1;
std::vector<std::vector<double> > epsilon;
std::vector<std::vector<double> > WishMat1Inv;
epsilon.resize(di.n_dim);
WishMat1.resize(di.n_dim);
for(size_t j=0;j<di.n_dim;j++){
WishMat1[j].resize(di.n_dim);
epsilon[j].resize(di.n_samp);
}
for(size_t i=0; i<di.n_samp; i++){
for(size_t k=0; k<di.n_dim; k++){
epsilon[k][i] = w[i*di.n_dim + k] - allfit[k][i];
}
}
for(size_t j=0;j<di.n_dim;j++){
for(size_t k=0;k<di.n_dim;k++){
WishMat1[j][k] = V[j*di.n_dim + k];
}
}
for(size_t i=0; i<di.n_samp; i++){
for(size_t j=0;j<di.n_dim;j++){
for(size_t k=0;k<di.n_dim;k++){
WishMat1[j][k] +=epsilon[j][i]*epsilon[k][i];
}
}
}
dinv(WishMat1 ,di.n_dim,WishMat1Inv);
rWish(WishSample, WishMat1Inv, (int)(nu+di.n_samp),(int)di.n_dim);
}
SpdMatrix WishartModel::simdat(){ return rWish(nu(), sumsq()); }
