Nothing
##############################################################################################################################
# General MCMC functions:
##############################################################################################################################
# initialize pi new (matrix) object
create_pi_new = function(g, K, N){
matrix( 1/K[g], nrow = N, ncol = K[g])
}
# Fast posterior mode computation:
find.mode <- function(x, adjust, ...) {
dx <- density(x, adjust = adjust, ...)
dx$x[which.max(dx$y)]
}
# fast heidelberg diagnostic computation:
my_heidel.diag = function(x, R, by., pvalue = 0.01){
start.vec <- seq(from = 1, to = R/2, by = by.)
S0 <- my_spectrum0.ar(window(x, start = R/2), R/2+1)
converged <- FALSE
for(i in seq(along = start.vec)){
x <- window(x, start = start.vec[i])
n <- R + 1 - start.vec[i] # niter(x)
B <- cumsum(x) - sum(x) * seq_len(n)/n
Bsq <- (B * B)/(n * S0)
I <- sum(Bsq)/n
p = my_pcramer(I)
if(converged <- !is.na(I) && p < 1 - pvalue){
break
}
}
if( !converged || is.na(I) ) {
nstart <- NA
}else {
nstart <- start.vec[i]
}
return(c(converged, nstart, 1 - p))
}
my_pcramer = function(q, eps = 1e-05){
log.eps <- log(eps)
# y = sapply(seq(0, 3, by = 1), function(k){
# z <- gamma(k + 0.5) * sqrt(4 * k + 1)/(gamma(k + 1) *
# pi^(3/2) * sqrt(q))
# u <- (4 * k + 1)^2/(16 * q)
# ifelse(u > -log.eps, 0, z * exp(-u) * besselK(x = u,
# nu = 1/4))
# })
y = vapply(seq(0, 3, by = 1), function(k){
z <- gamma(k + 0.5) * sqrt(4 * k + 1)/(gamma(k + 1) *
pi^(3/2) * sqrt(q))
u <- (4 * k + 1)^2/(16 * q)
ifelse(u > -log.eps, 0, z * exp(-u) * besselK(x = u,
nu = 1/4))
}, FUN.VALUE = numeric(1))
return(sum(y))
}
my_spectrum0.ar = function(x, R){
lm.out <- lm(x ~ seq_len(R) )
if(identical(all.equal(sd(residuals(lm.out)), 0), TRUE)) {
v0 <- 0
}else{
ar.out <- ar(x, aic = TRUE)
v0 <- ar.out$var.pred/(1 - sum(ar.out$ar))^2
}
# return(list(spec = v0, order = order))
v0
}
# char_in_char looks for string a in b.
char_in_char = function(a, b){
len_a = nchar(a)
len_b = nchar(b)
# s represents the start of the sub-string of b
#for(s in seq_len(len_b - len_a + 1) ){
# if( a == substring(b, s, s+len_a-1) ){
# return(TRUE)
# }
#}
res = vapply( seq_len(len_b - len_a + 1), function(s){
a == substring(b, s, s+len_a-1)
}, FUN.VALUE = logical(1))
any(res)
}
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