void CParam::S2_add(Uniform &randUnif,CData &Data) {
int n_needtoupdate = 0;
for (int i_faulty=1; i_faulty<=Data.n_faulty; i_faulty++){
int i_original = Data.Faulty2Original[i_faulty-1];
ColumnVector item_by_bal;
ColumnVector s_i = S_Mat.column(i_faulty);
ColumnVector item_by_rnorm = Data.get_item_by_norm_indicator(s_i,item_by_bal);
//Generate from normal distribution
if ( item_by_rnorm.sum() >= 1 ) { // if no random number, other values by balanc edits remain same
n_needtoupdate++;
ColumnVector mu_z_i = Mu.column(z_in(i_original)) ;
ColumnVector tilde_y_i = Data.log_D_Observed.row(i_original).t();
ColumnVector s_1_compact = Data.get_compact_vector(item_by_rnorm);
ColumnVector Mu_1i = subvector(mu_z_i,s_1_compact);
LowerTriangularMatrix LSigma_1i_i;
ColumnVector y_q(n_var);
double log_cond_norm_q = calculate_log_cond_norm(Data, i_original, item_by_rnorm, tilde_y_i, y_q, true, LSigma_1i_i, s_i); // MODIFIED 2015/02/16
ColumnVector y_i = (Y_in.row(i_original)).t() ;
// ColumnVector y_part_i = subvector(y_i,item_by_rnorm);
// Put values from balance edits
ColumnVector x_q = exp_ColumnVector(y_q) ;
Data.set_balance_edit_values_for_x_q(s_i, x_q, item_by_bal); // CHANGED by Hang, 2014/12/29
// double log_cond_norm_i = log_MVN_fn(y_part_i,Mu_1i,LSigma_1i_i);
double log_cond_norm_i = calculate_log_cond_norm(Data, i_original, item_by_rnorm, tilde_y_i, y_q, false, LSigma_1i_i, s_i); // CHANGED 2015/01/27 , // MODIFIED 2015/02/16
// Acceptance/Rejection
if (Data.PassEdits(x_q)) { // Check constraints
y_q = log_ColumnVector(x_q) ;
ColumnVector y_compact_q = Data.get_compact_vector(y_q);
ColumnVector y_compact_i = Data.get_compact_vector(y_i);
double log_full_norm_q = log_MVN_fn(y_compact_q,mu_z_i,LSIGMA_i[z_in(i_original)-1],logdet_and_more(z_in(i_original)));
double log_full_norm_i = log_MVN_fn(y_compact_i,mu_z_i,LSIGMA_i[z_in(i_original)-1],logdet_and_more(z_in(i_original)));
// Calculate acceptance ratio
double logNum = log_full_norm_q - log_cond_norm_q;
double logDen = log_full_norm_i - log_cond_norm_i;
accept_rate(2) = exp( logNum - logDen );
if (randUnif.Next() < accept_rate(2)){
Y_in.row(i_original) = y_q.t();
is_accept(2)++;
}
}
}
}
is_accept(2) = is_accept(2) / n_needtoupdate;
}
void CParam::S1(int iter, Uniform &randUnif, CData &Data, CFeasibilityMap &FM, int n_simul) {
is_accept(1) = 0;
for (int i_faulty=1; i_faulty<=Data.n_faulty; i_faulty++) {
if (FM.useMap) {FM.pmm->iter = iter;}
int i_original = Data.Faulty2Original[i_faulty-1];
double g_option_q, g_mode_q;
int what_type_move;
ColumnVector s_i = S_Mat.column(i_faulty);
int tau_q = FM.EvaluateMove(i_original, Data, s_i, iter, what_type_move, g_option_q, g_mode_q, true);
// calculate g_mode_i & g_option_i
ColumnVector s_q = CFeasibilityMap::tau_to_s_fn(tau_q, n_var);
double g_option_i, g_mode_i;
FM.EvaluateMove(i_original, Data, s_q, iter, what_type_move, g_option_i, g_mode_i, false);
// calculate g_s_q & g_s_i
double g_s_q = g_mode_q * g_option_q;
double g_s_i = g_mode_i * g_option_i;
// whether drawn by item_by_rnorm and balance edits
ColumnVector item_by_bal;
ColumnVector item_by_rnorm;
if (Data.is_case(i_original,1)) {
item_by_rnorm = Data.get_item_by_norm_indicator(s_q,item_by_bal);
} else {
item_by_rnorm = Data.copy_non_balance_edit(s_q);
}
//Generate from normal distribution
ColumnVector mu_z_i = Mu.column(z_in(i_original)) ;
ColumnVector tilde_y_i = Data.log_D_Observed.row(i_original).t();
ColumnVector y_q(n_var);
LowerTriangularMatrix LSigma_i;
double log_cond_norm_q = calculate_log_cond_norm(Data, i_original, item_by_rnorm, tilde_y_i, y_q, true, LSigma_i, s_q); // MODIFIED 2015/02/16
// Put values from balance edits
ColumnVector x_q = exp_ColumnVector(y_q);
if (Data.is_case(i_original,1)) {
Data.set_balance_edit_values_for_x_q(s_q, x_q, item_by_bal); // CHANGED by Hang, 2014/12/29
} else {
Data.update_full_x_for_balance_edit(x_q);
}
// Acceptance/Rejection
if (Data.PassEdits(x_q)) { // Check constraints
ColumnVector item_i_by_rnorm;
if (Data.is_case(i_original,1)) {
item_i_by_rnorm = Data.get_item_by_norm_indicator(s_i,item_by_bal);
} else {
item_i_by_rnorm = Data.copy_non_balance_edit(s_i);
}
double log_cond_norm_i = calculate_log_cond_norm(Data, i_original, item_i_by_rnorm, tilde_y_i, y_q, false, LSigma_i, s_i); // MODIFIED 2015/02/16
y_q = log_ColumnVector(x_q) ;
ColumnVector y_i = (Y_in.row(i_original)).t();
// Calculate acceptance ratio
ColumnVector y_compact_q = Data.get_compact_vector(y_q);
ColumnVector y_compact_i = Data.get_compact_vector(y_i);
double log_full_norm_q = log_MVN_fn(y_compact_q,mu_z_i,LSIGMA_i[z_in(i_original)-1],logdet_and_more(z_in(i_original)));
double log_full_norm_i = log_MVN_fn(y_compact_i,mu_z_i,LSIGMA_i[z_in(i_original)-1],logdet_and_more(z_in(i_original)));
double log_f_y_tilde_q = 0;
if (FM.useMap && Data.is_case(i_original,2)) {
log_f_y_tilde_q = FM.Simulate_logUnif_case2(CFeasibilityMap::s_to_tau_fn(s_q),i_original,n_simul,randUnif);
} else {
log_f_y_tilde_q = Data.get_logUnif_y_tilde(s_q, CFeasibilityMap::s_to_tau_fn(s_q),i_original);
}
double logNum = log_full_norm_q + log_f_y_tilde_q - log_cond_norm_q - log(g_s_q);
double logDen = log_full_norm_i + logUnif_y_tilde(i_faulty) - log_cond_norm_i - log(g_s_i);
accept_rate(1) = exp( logNum - logDen ) ;
if ( randUnif.Next() < accept_rate(1) ){
Y_in.row(i_original) = y_q.t() ;
S_Mat.column(i_faulty) = s_q;
logUnif_y_tilde(i_faulty) = log_f_y_tilde_q;
is_accept(1)++;
}
}
}
is_accept(1) = is_accept(1) / Data.n_faulty;
}
double CParam::calculate_log_cond_norm(CData &Data, int i_original, ColumnVector &item_by_rnorm, ColumnVector &tilde_y_i, ColumnVector &y_q, bool is_q, LowerTriangularMatrix &LSigma_1_i, ColumnVector &s_q) { // MODIFIED 2015/02/16
double log_cond_norm;
if ( item_by_rnorm.sum() >= 1 ) {
ColumnVector mu_z_i = Mu.column(z_in(i_original));
ColumnVector s_1_compact = Data.get_compact_vector(item_by_rnorm);
ColumnVector Mu_1 = subvector(mu_z_i,s_1_compact);
Matrix Sigma_1 = Submatrix_elem_2(SIGMA[z_in(i_original)-1],s_1_compact,s_1_compact);
// ADDED 2015/01/27
ColumnVector s_q_compact = Data.get_compact_vector(s_q) ; // MODIFIED 2015/02/16
ColumnVector VectorOne = s_q_compact ; VectorOne = 1 ; // MODIFIED 2015/02/16
ColumnVector s_0_compact = VectorOne - s_q_compact ; // MODIFIED 2015/02/16
int sum_s_0_comp = s_0_compact.sum() ;
LowerTriangularMatrix LSigma_cond ;
ColumnVector Mu_cond ;
if ( sum_s_0_comp>0 ){
ColumnVector Mu_0 = subvector(mu_z_i,s_0_compact); // (s_1_compact.sum()) vector
Matrix Sigma_0 = Submatrix_elem_2(SIGMA[z_in(i_original)-1],s_0_compact,s_0_compact);
Matrix Sigma_10 = Submatrix_elem_2(SIGMA[z_in(i_original)-1],s_1_compact,s_0_compact);
ColumnVector y_tilde_compact = Data.get_compact_vector(tilde_y_i) ;
ColumnVector y_tilde_0 = subvector(y_tilde_compact,s_0_compact) ;
SymmetricMatrix Sigma_0_symm ; Sigma_0_symm << Sigma_0 ;
LowerTriangularMatrix LSigma_0 = Cholesky(Sigma_0_symm) ;
Mu_cond = Mu_1 + Sigma_10 * (LSigma_0.i()).t()*LSigma_0.i() * ( y_tilde_0-Mu_0 ) ;
Matrix Sigma_cond = Sigma_1 - Sigma_10 * (LSigma_0.i()).t()*LSigma_0.i() * Sigma_10.t() ;
SymmetricMatrix Sigma_cond_symm ; Sigma_cond_symm << Sigma_cond ;
int sum_s_1_comp = s_1_compact.sum() ;
DiagonalMatrix D(sum_s_1_comp) ; Matrix V(sum_s_1_comp,sum_s_1_comp) ;
Jacobi(Sigma_cond_symm,D,V) ;
int is_zero_exist = 0 ;
for (int i_var=1; i_var<=sum_s_1_comp; i_var++){
if ( D(i_var) < 1e-9 ){
D(i_var) = 1e-9 ;
is_zero_exist = 1 ;
}
} // for (int i_var=1; i_var<=sum_s_1_comp; i_var++)
if ( is_zero_exist == 1 ){
Sigma_cond_symm << V * D * V.t() ;
if ( msg_level >= 1 ) {
Rprintf( " Warning: When generating y_j from conditional normal(Mu_-j,Sigma_-j), Sigma_-j is non-positive definite because of computation precision. The eigenvalues D(j,j) smaller than 1e-9 is replaced with 1e-9, and let Sigma_-j = V D V.t().\n");
}
} //
LSigma_cond = Cholesky(Sigma_cond_symm);
// y_part = rMVN_fn(Mu_cond,LSigma_cond);
// log_cond_norm = log_MVN_fn(y_part,Mu_cond,LSigma_cond) ;
} else {
Mu_cond = Mu_1 ;
SymmetricMatrix Sigma_1_symm = Submatrix_elem(SIGMA[z_in(i_original)-1],s_1_compact);
LSigma_cond = Cholesky(Sigma_1_symm) ;
// SymmetricMatrix Sigma_1_symm ; Sigma_1_symm << Sigma_1 ;
// LowerTriangularMatrix LSigma_1 = Cholesky_Sigma_star_symm(Sigma_1_symm);
// y_part = rMVN_fn(Mu_1,LSigma_1);
// log_cond_norm = log_MVN_fn(y_part,Mu_1,LSigma_1) ;
} // if ( sum_s_0_comp>0 ) else ...
// ADDED 2015/01/26
LowerTriangularMatrix LSigma_cond_i = LSigma_cond.i() ;
// LowerTriangularMatrix LSigma_1 = Cholesky(Sigma_1);
// LSigma_1_i = LSigma_1.i();
ColumnVector y_part;
if (is_q) {
y_part = rMVN_fn(Mu_cond,LSigma_cond);
} else {
ColumnVector y_i = (Y_in.row(i_original)).t();
y_part = subvector(y_i,item_by_rnorm);
}
log_cond_norm = log_MVN_fn(y_part,Mu_cond,LSigma_cond_i);
if (is_q) {
y_q = tilde_y_i;
for ( int temp_j = 1,temp_count1 = 0; temp_j<=n_var; temp_j++ ){
if ( item_by_rnorm(temp_j)==1 ){
y_q(temp_j) = y_part(++temp_count1);
}
}
} // if (is_q)
} else {
log_cond_norm = 0;
if (is_q) { y_q = tilde_y_i;}
} // if ( item_by_rnorm.sum() > = 1 ) else ..
return log_cond_norm;
}
