void HDP::sample_first_level_concentration(double gamma_a, double gamma_b) {
/// (p 585 in escobar and west)
double shape = gamma_a;
double scale = gamma_b;
int n = 0;
RNGScope scope;
for (int k = 0; k < hdp_state_->num_topics_; ++k) {
n += hdp_state_->beta_u_[k];
}
double eta = Rf_rbeta(hdp_state_->gamma_ + 1, n);
double pi = shape + hdp_state_->num_topics_ - 1;
double rate = 1.0 / scale - log(eta);
pi = pi / (pi + rate * n);
unsigned int cc = Rf_rbinom(1,pi);
if (cc == 1)
hdp_state_->gamma_ = Rf_rgamma(shape + hdp_state_->num_topics_, 1.0 / rate);
else
hdp_state_->gamma_ = Rf_rgamma(shape + hdp_state_->num_topics_ - 1, 1.0 / rate);
}
void MCMCPkPg::update_sigma_theta( PkPgModel& model, PkPgResult& Result ){
mat eIv( model.V, model.V );
eIv.eye();
eIv = eIv * model.epsilon;
double sd =( 5.6644 / model.V );
for(size_t i = 0; i< model.N; i++ ){
rowvec theta_bar_old = Result.logTheta_bar_old.row( i );
rowvec theta_bar_now = Result.logTheta_bar.row( i );
rowvec theta_now = Result.logTheta.row( i );
rowvec theta_old = Result.logTheta_old.row( i );
if( cIter < 5000 ){
Result.SS_theta.slice( i ) = Result.SS_theta.slice( i ) + theta_now.t() * theta_now;
} else if( cIter >= 5000 ){
Result.SS_theta.slice( i ) = Result.SS_theta.slice( i ) + theta_now.t() * theta_now;
if( Rf_rbinom(1,0.01) == 1 ){
Result.Sigma_theta.slice(i) = sd * ( ( Result.SS_theta.slice( i )
- ( cIter + 2 ) * theta_bar_now.t()*theta_bar_now )/( cIter + 1 )
+ eIv ) ; //sd *
} else {
Result.Sigma_theta.slice(i) = Result.SigmaTheta0;
} // /(cIter);
//+ sd * eIv;
//Result.Sigma_theta.slice(i).print("Result.Sigma_theta.slice(i)");
} //else{
// if( cIter> 20 ){ //T0=10
// mat to = cIter*theta_old.t() * theta_bar_old;
// mat tn=( cIter + 1 ) * theta_bar_now.t()*theta_bar_now;
// mat tt=theta_now.t() * theta_now;
// Result.Sigma_theta.slice( i ) = ( (cIter) / cIter+1 ) * Result.Sigma_theta.slice( i )
// + ( sd / ( cIter + 1 ) )
// * ( ( cIter + 1 ) * theta_bar_old.t() * theta_bar_old
// - ( cIter + 2 ) * theta_bar_now.t() * theta_bar_now
// + theta_now.t() * theta_now
// + eIv );
// // } else {
//}
//}
}
}
void HDP::sample_second_level_concentration(double alpha_a, double alpha_b) {
double shape = alpha_a;
double scale = alpha_b;
RNGScope scope;
int n = 0;
for (int k = 0; k < hdp_state_->num_topics_; ++k) {
n += hdp_state_->beta_u_[k];
}
double rate, sum_log_w, sum_s;
for (int step = 0; step < 20; ++step) {
sum_log_w = 0.0;
sum_s = 0.0;
for (int d = 0; d < num_docs_; ++d) {
sum_log_w += log(Rf_rbeta(hdp_state_->alpha_ + 1, doc_states_[d]->doc_length_));
sum_s += (double)Rf_rbinom(1,doc_states_[d]->doc_length_ / (doc_states_[d]->doc_length_ + hdp_state_->alpha_));
}
rate = 1.0 / scale - sum_log_w;
hdp_state_->alpha_ = Rf_rgamma(shape + n - sum_s, 1.0 / rate);
}
}
Type rbinom(Type size, Type prob)
{
return Rf_rbinom(asDouble(size), asDouble(prob));
}
