gsYZstar: Jointly resampling Ystar and Zstar function

In BNPdensity: Ferguson-Klass Type Algorithm for Posterior Normalized Random Measures

Jointly resampling Ystar and Zstar function

Description

This function resamples jointly the distinct pairs (Ystar,Zstar) in the fully nonparametric model.

Usage

gsYZstar(
  ystar,
  zstar,
  nstar,
  rstar,
  idx,
  x,
  delta,
  kappa,
  distr.k,
  distr.py0,
  mu.py0,
  sigma.py0,
  distr.pz0,
  mu.pz0,
  sigma.pz0
)

Details

For internal use.

Examples

## The function is currently defined as
function(ystar, zstar, nstar, rstar, idx, x, delta, kappa, distr.k,
         distr.py0, mu.py0, sigma.py0, distr.pz0, mu.pz0, sigma.pz0) {
  for (j in seq(rstar)) {
    flag <- 1
    while (flag == 1) {
      id <- which(!is.na(match(idx, j)))
      xj <- x[id]
      xbar <- sum(xj) / nstar[j]
      z2star <- rk(1, distr = distr.pz0, mu = zstar[j], sigma = zstar[j] / sqrt(delta))
      y2star <- rk(1, distr = distr.py0, mu = xbar, sigma = kappa * z2star / sqrt(nstar[j]))
      f.ratio <- rfyzstar(y2star, ystar[j], z2star, zstar[j], xj,
        distr.k = distr.k,
        distr.py0 = distr.py0, mu.py0 = mu.py0, sigma.py0 = sigma.py0,
        distr.pz0 = distr.pz0, mu.pz0 = mu.pz0, sigma.pz0 = sigma.pz0
      )
      k.ratioNum <- dk(zstar[j],
        distr = distr.pz0, mu = z2star,
        sigma = z2star / sqrt(delta)
      )
      k.ratioDen <- dk(z2star,
        distr = distr.pz0, mu = zstar[j],
        sigma = zstar[j] / sqrt(delta)
      )
      k.ratio <- k.ratioNum / k.ratioDen
      k.ratioNum <- dk(ystar[j],
        distr = distr.py0, mu = xbar,
        sigma = kappa * zstar[j] / sqrt(nstar[j])
      )
      k.ratioDen <- dk(y2star,
        distr = distr.py0, mu = xbar,
        sigma = kappa * z2star / sqrt(nstar[j])
      )
      k.ratio <- k.ratio * k.ratioNum / k.ratioDen
      q2 <- min(1, f.ratio * k.ratio)
      if (is.na(q2)) {
        flag <- 1
      } else {
        if (runif(1) <= q2) {
          ystar[j] <- y2star
          zstar[j] <- z2star
          flag <- 0
        }
      }
    }
  }
  return(list(ystar = ystar, zstar = zstar))
}

BNPdensity documentation built on April 1, 2023, 12:10 a.m.