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;
}
