void BLSSS::draw_model_indicators() {
Selector g = m_->coef().inc();
std::vector<int> indx = seq<int>(0, g.nvars_possible()-1);
// I'd like to rely on std::random_shuffle for this, but I want
// control over the random number generator.
for (int i = 0; i < indx.size(); ++i) {
int j = random_int_mt(rng(), 0, indx.size() - 1);
std::swap(indx[i], indx[j]);
}
double logp = log_model_prob(g);
if(!std::isfinite(logp)) {
vpri_->make_valid(g);
logp = log_model_prob(g);
}
if(!std::isfinite(logp)) {
ostringstream err;
err << "BinomialLogitSpikeSlabSampler did not start with a "
<< "legal configuration."
<< endl << "Selector vector: " << g << endl
<< "beta: " << m_->included_coefficients() << endl;
report_error(err.str());
}
uint n = g.nvars_possible();
if(max_flips_ > 0) n = std::min<int>(n, max_flips_);
for(uint i=0; i<n; ++i) {
logp = mcmc_one_flip(g, indx[i], logp);
}
m_->coef().set_inc(g);
}
void LSB::draw_gamma(){
// draws vector of 0's and 1's indicating which coefficients are
// nonzero
if(max_nflips_ == 0) return;
Selector inc = mod_->inc();
uint nv = inc.nvars_possible();
double logp = log_model_prob(inc);
if(!std::isfinite(logp)){
ostringstream err;
err << "LogitSamplerBma did not start with a legal configuration."
<< endl
<< "Selector vector: " << inc << endl
<< "beta: " << mod_->included_coefficients() <<endl;
throw_exception<std::runtime_error>(err.str());
}
std::vector<uint> flips = seq<uint>(0, nv-1);
std::random_shuffle(flips.begin(), flips.end());
uint hi = std::min<uint>(nv, max_nflips_);
for(uint i=0; i<hi; ++i){
uint I = flips[i];
inc.flip(I);
double logp_new = log_model_prob(inc);
if( keep_flip(logp, logp_new)) logp = logp_new;
else inc.flip(I); // reject the flip, so flip back
}
mod_->coef().set_inc(inc);
}