R/poisson.glmMCMC.R

In CARBayes: Spatial Generalised Linear Mixed Models for Areal Unit Data

poisson.glmMCMC <- function(Y, offset, X.standardised, K, p, which.miss, n.miss, burnin, n.sample, thin, MALA, n.beta.block, list.block, prior.mean.beta, prior.var.beta, verbose, chain)
{
# Rcpp::sourceCpp("src/CARBayes.cpp")   
# source("R/common.functions.R")
##########################################
#### Generate the initial parameter values
##########################################
#### Generate initial values for each chain
mod.glm <- glm(Y~X.standardised-1, offset=offset, family="quasipoisson")
beta.mean <- mod.glm$coefficients
beta.sd <- 10 * sqrt(diag(summary(mod.glm)$cov.scaled))
beta <- rnorm(n=length(beta.mean), mean=beta.mean, sd=beta.sd)


   
###################################################################
#### Compute the fitted values based on the current parameter values
####################################################################   
fitted <- exp(as.numeric(X.standardised %*% beta) + offset)
Y.DA <- Y

    
   
########################################    
#### Set up the MCMC model run quantities    
#########################################
#### Matrices to store samples   
n.keep <- floor((n.sample - burnin)/thin)
samples.beta <- array(NA, c(n.keep, p))
samples.loglike <- array(NA, c(n.keep, K))
samples.fitted <- array(NA, c(n.keep, K))
    if(n.miss>0) samples.Y <- array(NA, c(n.keep, n.miss))
    
#### Metropolis quantities
accept <- rep(0,2)
proposal.sd.beta <- 0.01

#### Start timer
    if(verbose)
    {
    cat("\nMarkov chain", chain,  "- generating", n.keep, "post burnin and thinned samples.\n", sep = " ")
    progressBar <- txtProgressBar(style = 3)
    percentage.points<-round((1:100/100)*n.sample)
    }else
    {
    percentage.points<-round((1:100/100)*n.sample)     
    }
   


######################
#### Run an MCMC chain
######################
    for(j in 1:n.sample)
    {
    ######################################
    #### Sample from Y - data augmentation
    ######################################
        if(n.miss>0)
        {
        Y.DA[which.miss==0] <- rpois(n=n.miss, lambda=fitted[which.miss==0])    
        }else
        {}
         
       
        
    #####################        
    #### Sample from beta
    #####################
    offset.temp <- offset
        if(MALA)
        {
        temp <- poissonbetaupdateMALA(X.standardised, K, p, beta, offset.temp, Y.DA, prior.mean.beta, prior.var.beta, n.beta.block, proposal.sd.beta, list.block)
        }else
        {
        temp <- poissonbetaupdateRW(X.standardised, K, p, beta, offset.temp, Y.DA, prior.mean.beta, prior.var.beta, n.beta.block, proposal.sd.beta, list.block)
        }
    beta <- temp[[1]]
    accept[1] <- accept[1] + temp[[2]]
    accept[2] <- accept[2] + n.beta.block  
        
   
         
    #########################
    ## Calculate the deviance
    #########################
    lp <- as.numeric(X.standardised %*% beta) + offset
    fitted <- exp(lp)
    loglike <- dpois(x=as.numeric(Y), lambda=fitted, log=TRUE)

        
        
    ###################
    ## Save the results
    ###################
        if(j > burnin & (j-burnin)%%thin==0)
        {
        ele <- (j - burnin) / thin
        samples.beta[ele, ] <- beta
        samples.loglike[ele, ] <- loglike
        samples.fitted[ele, ] <- fitted
            if(n.miss>0) samples.Y[ele, ] <-Y.DA[which.miss==0]
        }else
        {}
        
        
    
    ########################################
    ## Self tune the acceptance probabilties
    ########################################
        if(ceiling(j/100)==floor(j/100) & j < burnin)
        {
        #### Update the proposal sds
            if(p>2)
            {
            proposal.sd.beta <- common.accceptrates1(accept[1:2], proposal.sd.beta, 40, 50)
            }else
            {
            proposal.sd.beta <- common.accceptrates1(accept[1:2], proposal.sd.beta, 30, 40)    
            }
            accept <- rep(0,2)
        }else
        {}
        
        
        
    ################################       
    ## print progress to the console
    ################################
        if(j %in% percentage.points & verbose)
        {
        setTxtProgressBar(progressBar, j/n.sample)
        }
}


#### Close the progress bar if used
    if(verbose)
    {
    close(progressBar)
    }else
    {}



############################################
#### Return the results to the main function
############################################
#### Compile the results
    if(n.miss==0) samples.Y = NA
chain.results <- list(samples.beta=samples.beta, samples.loglike=samples.loglike, samples.fitted=samples.fitted,
                    samples.Y=samples.Y, accept=accept)

#### Return the results
return(chain.results)
}