Nothing
binomial.CARsepspatialMCMC <- function(Y, failures, trials, offset, X.standardised, W, rho, lambda, fix.rho.S, fix.rho.T, K, N, N.all, p, burnin, n.sample, thin, MALA, n.beta.block, list.block, prior.mean.beta, prior.var.beta, prior.tau2, verbose, chain)
{
#Rcpp::sourceCpp("src/CARBayesST.cpp")
#source("R/common.functions.R")
#library(spdep)
#library(truncnorm)
#
#
############################################
#### Set up the key elements before sampling
############################################
#### Generate the initial parameter values
dat <- cbind(Y, failures)
mod.glm <- glm(dat~X.standardised-1, offset=offset, family="quasibinomial")
beta.mean <- mod.glm$coefficients
beta.sd <- sqrt(diag(summary(mod.glm)$cov.scaled))
beta <- rnorm(n=length(beta.mean), mean=beta.mean, sd=beta.sd)
theta.hat <- Y / trials
theta.hat[theta.hat==0] <- 0.01
theta.hat[theta.hat==1] <- 0.99
res.temp <- log(theta.hat / (1 - theta.hat)) - X.standardised %*% beta - offset
res.sd <- sd(res.temp, na.rm=TRUE)/5
phi <- rnorm(n=N.all, mean=0, sd = res.sd)
phi.mat <- matrix(phi, nrow=K, ncol=N, byrow=FALSE)
delta <- rnorm(n=N, mean=0, sd = res.sd)
tau2 <- apply(phi.mat, 2, var) / 10
sig2 <- var(delta)/10
#### Matrix versions
offset.mat <- matrix(offset, nrow=K, ncol=N, byrow=FALSE)
regression.mat <- matrix(X.standardised %*% beta, nrow=K, ncol=N, byrow=FALSE)
Y.mat <- matrix(Y, nrow=K, ncol=N, byrow=FALSE)
trials.mat <- matrix(trials, nrow=K, ncol=N, byrow=FALSE)
failures.mat <- matrix(failures, nrow=K, ncol=N, byrow=FALSE)
delta.mat <- matrix(delta, nrow=K, ncol=N, byrow=TRUE)
#### Matrices to store samples
n.keep <- floor((n.sample - burnin)/thin)
samples.beta <- array(NA, c(n.keep, p))
samples.phi <- array(NA, c(n.keep, N.all))
samples.tau2 <- array(NA, c(n.keep, N))
samples.sig2 <- array(NA, c(n.keep, 1))
if(!fix.rho.S) samples.rho <- array(NA, c(n.keep, 1))
if(!fix.rho.T) samples.lambda <- array(NA, c(n.keep, 1))
samples.delta <- array(NA, c(n.keep, N))
samples.fitted <- array(NA, c(n.keep, N.all))
samples.loglike <- array(NA, c(n.keep, N.all))
#### Specify the Metropolis quantities
accept <- rep(0,10)
proposal.sd.phi <- 0.1
proposal.sd.rho <- 0.05
proposal.sd.beta <- 0.01
proposal.sd.delta <- 0.05
proposal.sd.lambda <- 0.02
tau2.shape <- prior.tau2[1] + K/2
sig2.shape <- prior.tau2[1] + N/2
#### CAR quantities
W.quants <- common.Wcheckformat.leroux(W)
K <- W.quants$n
N <- N.all / K
W <- W.quants$W
W.triplet <- W.quants$W.triplet
W.n.triplet <- W.quants$n.triplet
W.triplet.sum <- W.quants$W.triplet.sum
n.neighbours <- W.quants$n.neighbours
W.begfin <- W.quants$W.begfin
#### Spatial determinant
if(!fix.rho.S)
{
Wstar <- diag(apply(W,1,sum)) - W
Wstar.eigen <- eigen(Wstar)
Wstar.val <- Wstar.eigen$values
det.Q.W <- 0.5 * sum(log((rho * Wstar.val + (1-rho))))
}else
{}
#### .T quantities
D <-array(0, c(N,N))
for(i in 1:N)
{
for(j in 1:N)
{
if(abs((i-j))==1) D[i,j] <- 1
}
}
D.triplet <- c(NA, NA, NA)
for(i in 1:N)
{
for(j in 1:N)
{
if(D[i,j]>0)
{
D.triplet <- rbind(D.triplet, c(i,j, D[i,j]))
}else{}
}
}
D.triplet <- D.triplet[-1, ]
D.n.triplet <- nrow(D.triplet)
D.triplet.sum <- tapply(D.triplet[ ,3], D.triplet[ ,1], sum)
D.neighbours <- tapply(D.triplet[ ,3], D.triplet[ ,1], length)
D.begfin <- array(NA, c(N, 2))
temp <- 1
for(i in 1:N)
{
D.begfin[i, ] <- c(temp, (temp + D.neighbours[i]-1))
temp <- temp + D.neighbours[i]
}
if(!fix.rho.T)
{
Dstar <- diag(apply(D,1,sum)) - D
Dstar.eigen <- eigen(Dstar)
Dstar.val <- Dstar.eigen$values
det.Q.D <- 0.5 * sum(log((lambda * Dstar.val + (1-lambda))))
}else
{}
#### Check for islands
W.list<- mat2listw(W, style = "B")
W.nb <- W.list$neighbours
W.islands <- n.comp.nb(W.nb)
islands <- W.islands$comp.id
n.islands <- max(W.islands$nc)
n.island1 <- length(which(islands==1))
if(rho==1) tau2.shape <- prior.tau2[1] + 0.5 * (K-n.islands)
if(lambda==1) sig2.shape <- prior.tau2[1] + 0.5 * (N-1)
#### 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)
}
##############################
#### Generate the MCMC samples
##############################
#### Create the MCMC samples
for(j in 1:n.sample)
{
###################
## Sample from beta
###################
offset.temp <- as.numeric(offset.mat + phi.mat + delta.mat)
if(MALA)
{
temp <- binomialbetaupdateMALA(X.standardised, N.all, p, beta, offset.temp, Y, failures, trials, prior.mean.beta, prior.var.beta, n.beta.block, proposal.sd.beta, list.block)
}else
{
temp <- binomialbetaupdateRW(X.standardised, N.all, p, beta, offset.temp, Y, failures, 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
regression.mat <- matrix(X.standardised %*% beta, nrow=K, ncol=N, byrow=FALSE)
####################
## Sample from phi
####################
phi.offset <- offset.mat + regression.mat + delta.mat
den.offset <- rho * W.triplet.sum + 1 - rho
temp1 <- binomialsrecarupdateRW(W.triplet, W.begfin, W.triplet.sum, K, N, phi.mat, rho, Y.mat, failures.mat, proposal.sd.phi, phi.offset, den.offset, tau2)
phi.temp <- temp1[[1]]
phi.mean <- apply(phi.temp,2,mean)
if(rho<1)
{
phi <- as.numeric(phi.temp) - kronecker(phi.mean, rep(1,K))
}else
{
phi.temp[which(islands==1), ] <- phi.temp[which(islands==1), ] - matrix(kronecker(phi.mean, rep(1,n.island1)), ncol=N, byrow=F)
phi <- as.numeric(phi.temp)
}
phi.mat <- matrix(phi, nrow=K, ncol=N, byrow=FALSE)
accept[3] <- accept[3] + temp1[[2]]
accept[4] <- accept[4] + N.all
#####################
## Samples from delta
#####################
delta.offset <- t(offset.mat + phi.mat + regression.mat)
temp2 <- binomialcarupdateRW(D.triplet, D.begfin, D.triplet.sum, N, delta, sig2, t(Y.mat), t(failures.mat), proposal.sd.delta, lambda, delta.offset, K, rep(1,K))
delta <- temp2[[1]]
delta <- delta - mean(delta)
delta.mat <- matrix(rep(delta, K), byrow=T, nrow=K)
accept[7] <- accept[7] + temp2[[2]]
accept[8] <- accept[8] + N
####################
## Samples from tau2
####################
tau2.temp <- tauquadformcompute2(W.triplet, W.triplet.sum, W.n.triplet, K, N, phi.mat, rho)
tau2 <- tau2compute(tau2, tau2.temp, tau2.shape, prior.tau2[2], N)
####################
## Samples from sig2
####################
temp2.delta <- quadform(D.triplet, D.triplet.sum, D.n.triplet, N, delta, delta, lambda)
sig2.scale <- temp2.delta + prior.tau2[2]
sig2 <- 1 / rgamma(1, sig2.shape, scale=(1/sig2.scale))
##################
## Sample from rho
##################
if(!fix.rho.S)
{
temp3 <- rhoquadformcompute(W.triplet, W.triplet.sum, W.n.triplet, K, N, phi.mat, rho, tau2)
proposal.rho <- rtruncnorm(n=1, a=0, b=1, mean=rho, sd=proposal.sd.rho)
temp4 <- rhoquadformcompute(W.triplet, W.triplet.sum, W.n.triplet, K, N, phi.mat, proposal.rho, tau2)
det.Q.W.proposal <- 0.5 * sum(log((proposal.rho * Wstar.val + (1-proposal.rho))))
logprob.current <- N * det.Q.W - temp3
logprob.proposal <- N * det.Q.W.proposal - temp4
hastings <- log(dtruncnorm(x=rho, a=0, b=1, mean=proposal.rho, sd=proposal.sd.rho)) - log(dtruncnorm(x=proposal.rho, a=0, b=1, mean=rho, sd=proposal.sd.rho))
prob <- exp(logprob.proposal - logprob.current + hastings)
if(prob > runif(1))
{
rho <- proposal.rho
det.Q.W <- det.Q.W.proposal
accept[5] <- accept[5] + 1
}else
{
}
accept[6] <- accept[6] + 1
}else
{}
#####################
## Sample from lambda
#####################
if(!fix.rho.T)
{
proposal.lambda <- rtruncnorm(n=1, a=0, b=1, mean=lambda, sd=proposal.sd.lambda)
temp3 <- quadform(D.triplet, D.triplet.sum, D.n.triplet, N, delta, delta, proposal.lambda)
det.Q.proposal <- 0.5 * sum(log((proposal.lambda * Dstar.val + (1-proposal.lambda))))
logprob.current <- det.Q.D - temp2.delta / sig2
logprob.proposal <- det.Q.proposal - temp3 / sig2
hastings <- log(dtruncnorm(x=lambda, a=0, b=1, mean=proposal.lambda, sd=proposal.sd.lambda)) - log(dtruncnorm(x=proposal.lambda, a=0, b=1, mean=lambda, sd=proposal.sd.lambda))
prob <- exp(logprob.proposal - logprob.current + hastings)
#### Accept or reject the proposal
if(prob > runif(1))
{
lambda <- proposal.lambda
det.Q.D <- det.Q.proposal
accept[9] <- accept[9] + 1
}else
{
}
accept[10] <- accept[10] + 1
}else
{}
#########################
## Calculate the deviance
#########################
lp <- as.numeric(offset.mat + regression.mat + phi.mat + delta.mat)
prob <- exp(lp) / (1+exp(lp))
fitted <- trials * prob
loglike <- dbinom(x=Y, size=trials, prob=prob, log=TRUE)
###################
## Save the results
###################
if(j > burnin & (j-burnin)%%thin==0)
{
ele <- (j - burnin) / thin
samples.beta[ele, ] <- beta
samples.phi[ele, ] <- as.numeric(phi)
if(!fix.rho.S) samples.rho[ele, ] <- rho
if(!fix.rho.T) samples.lambda[ele, ] <- lambda
samples.tau2[ele, ] <- tau2
samples.sig2[ele, ] <- sig2
samples.delta[ele, ] <- delta
samples.fitted[ele, ] <- fitted
samples.loglike[ele, ] <- loglike
}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)
}
proposal.sd.phi <- common.accceptrates1(accept[3:4], proposal.sd.phi, 40, 50)
proposal.sd.delta <- common.accceptrates1(accept[7:8], proposal.sd.delta, 40, 50)
if(!fix.rho.S) proposal.sd.rho <- common.accceptrates2(accept[5:6], proposal.sd.rho, 40, 50, 0.5)
if(!fix.rho.T) proposal.sd.lambda <- common.accceptrates2(accept[9:10], proposal.sd.lambda, 40, 50, 0.5)
accept <- rep(0,10)
}else
{}
################################
## print progress to the console
################################
if(j %in% percentage.points & verbose)
{
setTxtProgressBar(progressBar, j/n.sample)
}
}
############################################
#### Return the results to the main function
############################################
#### Compile the results
if(fix.rho.S) samples.rho <- NA
if(fix.rho.T) samples.lambda <- NA
chain.results <- list(samples.beta=samples.beta, samples.phi=samples.phi, samples.delta=samples.delta, samples.lambda=samples.lambda, samples.tau2=samples.tau2, samples.rho=samples.rho, samples.sig2=samples.sig2, samples.loglike=samples.loglike, samples.fitted=samples.fitted,
accept=accept)
#### Return the results
return(chain.results)
}
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