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);
}
double BLSSS::mcmc_one_flip(Selector &mod, uint which_var, double logp_old) {
mod.flip(which_var);
double logp_new = log_model_prob(mod);
double u = runif_mt(rng(), 0,1);
if(log(u) > logp_new - logp_old) {
mod.flip(which_var); // reject draw
return logp_old;
}
return logp_new;
}