Nothing
sample.beta <- function(x,res.g,Nmonte.sigma=1,Nmonte=1){
if(x$q>1){
Namefeatures <- file.path(x$path.output, paste(x$root.file.output,"features.txt",sep="_"))
features <- read.table(file=Namefeatures,header=TRUE)
rownames(features) <- features[,1]
s <- (features["med_RMSE","value"])**2
a.sigma <- features["delta","value"]
matXtX.inv <- solve(t(as.matrix(res.g$X))%*%as.matrix(res.g$X))
d <- a.sigma + x$n
res.beta <- NULL
for(i in res.g$g.value) {
H <- (i/(1+i))* matXtX.inv
m <- H%*%(t(as.matrix(res.g$X)))%*%as.matrix(res.g$Y)
Q <- s*diag(x$q)+t(as.matrix(res.g$Y))%*%as.matrix(res.g$Y)-t(m)%*%solve(H)%*%m
for(j in 1:Nmonte.sigma){
Sigma <- riwish(d, Q)
SIGMA.vec <- kronecker(H,Sigma)
simu.beta <- rmvnorm(Nmonte,sigma=SIGMA.vec)
res.beta <- rbind(res.beta,simu.beta+matrix(as.vector(t(m)),ncol=dim(simu.beta)[2],nrow=Nmonte,byrow=TRUE))
}
}
result <- list(res.beta =res.beta,predictors=res.g$predictors)}else{
Namefeatures <- file.path(x$path.output, paste(x$root.file.output,"features.txt",sep="_"))
features <- read.table(file=Namefeatures,header=TRUE)
rownames(features) <- features[,1]
# a.sigma <- features["a.sigma","value"]
# b.sigma <- features["b.sigma","value"]
a.sigma <- 10^{-10}
b.sigma <- 10^{-3}
matXtX.inv <- solve(t(as.matrix(res.g$X))%*%as.matrix(res.g$X))
astar <- a.sigma + (x$n)/2
res.beta <- NULL
for(i in res.g$g.value) {
Sigma.star <- (i/(1+i))* matXtX.inv
m <- Sigma.star%*%(t(as.matrix(res.g$X)))%*%matrix(res.g$Y,ncol=1)
Q <- t(as.matrix(res.g$Y))%*%as.matrix(res.g$Y)-t(as.matrix(res.g$Y))%*%(as.matrix(res.g$X))%*%m
bstar <- b.sigma+0.5*Q
for(j in 1:Nmonte.sigma){
Sigma.2 <- rinvgamma(1,shape=astar,scale=bstar)
simu.beta <- rmvnorm(Nmonte,sigma=Sigma.2*Sigma.star)
res.beta <- rbind(res.beta,simu.beta+matrix(m,ncol=dim(simu.beta)[2],nrow=Nmonte,byrow=TRUE))
}
}
result <- list(res.beta =res.beta,predictors=res.g$predictors)}
}
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