// ratio function for the phi sample
void ratio_fnc(double *ratio, int *constant, double *U)
{
if( *ratio < 1.0){
ratio[0] = ratio[0];
}
else {
ratio[0] = 1.0;
}
runif_val(constant, constant, U);
return;
}
// Discrete sampling for nu
void nu_gp_DIS(int *cov, double *Qeta1, double *det1, double *phi,
double *nu1, int *n, int *r, int *T, int *rT, int *N,
double *d, double *sig2eta, double *XB, double *o, int *constant,
double *nup)
{
int row, col, i, r1, T1, N1, rT1;
row = *n;
col = *constant;
r1 = *r;
T1 = *T;
N1 = row*r1*T1;
rT1 = *rT;
int nuk;
nuk=30;
double *nus;
nus = (double *) malloc((size_t)((nuk)*sizeof(double)));
nus[0]=0.05; nus[1]=0.10; nus[2]=0.15; nus[3]=0.20; nus[4]=0.25;
nus[5]=0.30; nus[6]=0.35; nus[7]=0.40; nus[8]=0.45; nus[9]=0.50;
nus[10]=0.55; nus[11]=0.60; nus[12]=0.65; nus[13]=0.70; nus[14]=0.75;
nus[15]=0.80; nus[16]=0.85; nus[17]=0.90; nus[18]=0.95; nus[19]=1.0;
nus[20]=1.05; nus[21]=1.10; nus[22]=1.15; nus[23]=1.20; nus[24]=1.25;
nus[25]=1.30; nus[26]=1.35; nus[27]=1.40; nus[28]=1.45; nus[29]=1.50;
// nus[20]=1.25; nus[21]=1.50; nus[22]=1.75; nus[23]=2.00; nus[24]=2.5;
// nus[25]=3.00; nus[26]=4.00; nus[27]=5.00; nus[28]=10.00; nus[29]=20.00;
/*
nuk=20;
double *nus;
nus = (double *) malloc((size_t)((nuk)*sizeof(double)));
nus[0]=0.05; nus[1]=0.10; nus[2]=0.15; nus[3]=0.20; nus[4]=0.25;
nus[5]=0.30; nus[6]=0.35; nus[7]=0.40; nus[8]=0.45; nus[9]=0.50;
nus[10]=0.55; nus[11]=0.60; nus[12]=0.65; nus[13]=0.70; nus[14]=0.75;
nus[15]=0.80; nus[16]=0.85; nus[17]=0.90; nus[18]=0.95; nus[19]=1.0;
*/
/*
nuk=10;
double *nus;
nus = (double *) malloc((size_t)((nuk)*sizeof(double)));
nus[0]=0.10; nus[1]=0.20; nus[2]=0.30; nus[3]=0.40; nus[4]=0.50;
nus[5]=0.60; nus[6]=0.70; nus[7]=0.80; nus[8]=0.90; nus[9]=1.0;
*/
double *nutmp, *pden, *Qeta, *det, *out;
nutmp = (double *) malloc((size_t)((col)*sizeof(double)));
pden = (double *) malloc((size_t)((nuk)*sizeof(double)));
Qeta = (double *) malloc((size_t)((row*row)*sizeof(double)));
det = (double *) malloc((size_t)((col)*sizeof(double)));
out = (double *) malloc((size_t)((col)*sizeof(double)));
double u;
u =0.0;
for(i=0; i< nuk; i++){
nutmp[0] = nus[i];
covFormat2(cov, n, phi, nutmp, d, sig2eta, det, Qeta);
nudens_gp(Qeta, det, n, r, T, rT, N, XB, o, constant, out);
pden[i] = out[0];
u += out[0];
}
free(nutmp); free(Qeta); free(det); free(out);
double *pprob, *U, *tr2;
pprob = (double *) malloc((size_t)((nuk)*sizeof(double)));
U = (double *) malloc((size_t)((col)*sizeof(double)));
tr2 = (double *) malloc((size_t)((col)*sizeof(double)));
// cumulative prob
pprob[0] = pden[0]/u;
for(i=0; i< (nuk-1); i++){
pprob[i+1] = pprob[i] + pden[i+1]/u;
}
runif_val(constant, constant, U);
if ( U[0] > pprob[0]){
i = 0 ;
do{
i = i + 1;
} while ( ( U[0] > pprob[i] ) & ( i< nuk - 1 ) ) ;
}
else i=0;
// nup[0] = nus[i];
tr2[0] = pden[i];
free(pprob);
double *ratio, *tr1;
ratio = (double *) malloc((size_t)((col)*sizeof(double)));
tr1 = (double *) malloc((size_t)((col)*sizeof(double)));
nudens_gp(Qeta1, det1, n, r, T, rT, N, XB, o, constant, tr1);
ratio[0] = exp(tr2[0] + exp(tr2[0]) - tr1[0] - exp(tr1[0]));
ratio_fnc(ratio, constant, U);
if(U[0] < ratio[0]){
nup[0] = nus[i];
}
else {
nup[0] = nu1[0];
}
// Rprintf(" i: %i, ratio: %4.4f, U: %4.4f, nup: %4.4f \n", i, ratio[i],U[0],nup[0]);
free(ratio); free(tr2); free(tr1); free(pden); free(U);
free(nus);
return;
}
// Discrete sampling for phi
void phi_gp_DIS(int *cov, double *Qeta1, double *det1, double *phi1,
double *phis, int *phik, double *nu, int *n, int *r, int *T, int *rT, int *N,
double *prior_a, double *prior_b, double *d,
double *sig2eta, double *XB, double *o, int *constant, double *accept,
double *phip)
{
int row, col, i, r1, T1, N1, rT1, pk;
row = *n;
col = *constant;
r1 = *r;
T1 = *T;
N1 = row*r1*T1;
rT1 = *rT;
pk = *phik;
double *phitmp, *pden, *Qeta, *det, *out;
phitmp = (double *) malloc((size_t)((col)*sizeof(double)));
pden = (double *) malloc((size_t)((pk)*sizeof(double)));
Qeta = (double *) malloc((size_t)((row*row)*sizeof(double)));
det = (double *) malloc((size_t)((col)*sizeof(double)));
out = (double *) malloc((size_t)((col)*sizeof(double)));
double u;
u =0.0;
for(i=0; i< *phik; i++){
phitmp[0] = phis[i];
covFormat2(cov, n, phitmp, nu, d, sig2eta, det, Qeta);
phidens_gp(phitmp, Qeta, det, n, r, T, rT, N, prior_a, prior_b, XB,
o, constant, out);
pden[i] = out[0];
u += out[0];
}
free(phitmp); free(Qeta); free(det); free(out);
double *pprob, *U, *tr2;
pprob = (double *) malloc((size_t)((pk)*sizeof(double)));
U = (double *) malloc((size_t)((col)*sizeof(double)));
tr2 = (double *) malloc((size_t)((col)*sizeof(double)));
pprob[0] = pden[0]/u;
for(i=0; i< (pk-1); i++){
pprob[i+1] = pprob[i] + pden[i+1]/u;
}
runif_val(constant, constant, U);
if ( U[0] > pprob[0]){
i = 0 ;
do{
i = i + 1;
} while ( ( U[0] > pprob[i] ) & ( i< pk - 1 ) ) ;
}
else i=0;
tr2[0] = pden[i];
free(pprob);
double *ratio, *tr1;
ratio = (double *) malloc((size_t)((col)*sizeof(double)));
tr1 = (double *) malloc((size_t)((col)*sizeof(double)));
phidens_gp(phi1, Qeta1, det1, n, r, T, rT, N, prior_a, prior_b, XB,
o, constant, tr1);
ratio[0] = exp(tr2[0] + exp(tr2[0]) - tr1[0] - exp(tr1[0]));
ratio_fnc(ratio, constant, U);
if(U[0] < ratio[0]){
phip[0] = phis[i];
}
else {
phip[0] = phi1[0];
}
accept[0] = 0.0;
free(ratio); free(tr2); free(tr1); free(pden); free(U);
return;
}
