Nothing
gibbs_admkr_nw = function(xh, inicost, k, mutsizp, prob, data_x, data_y)
{
dm = ncol(data_x)
data_num = nrow(data_x)
dv = rn = vector(,dm)
alpharm = -qnorm(prob/2)
fx = inicost
xsum = 0
for(i in 1:dm)
{
rn[i] = rnorm(1)
xsum = xsum + rn[i]^2
}
for(i in 1:dm)
{
dv[i] = rn[i]/sqrt(xsum) * rnorm(1) * mutsizp
xh[i] = xh[i] + dv[i]
}
fy = cost_admkr(xh, data_x, data_y)
r = fx - fy
if(class(r) != "numeric")
{
stop("Please re-run the code.")
}
if(r > 0)
{
accept = 1
}
else
{
if(runif(1) < exp(r))
{
accept = 1
}
else
{
accept = 0
}
}
c = mutsizp * ((1 - 1/dm) * sqrt(2 * pi) * exp(alpharm^2/2))/(2 * alpharm) + 1/(dm * prob * (1 - prob))
if(accept == 1)
{
accept_h = 1
inicost = fy
mutsizp = mutsizp + c * (1 - prob)/k
}
else
{
accept_h = 0
for(i in 1:dm)
{
xh[i] = xh[i] - dv[i]
}
mutsizp = mutsizp - c * prob/k
}
return(list(x = xh, cost = inicost, accept_h = accept_h, mutsizp = mutsizp))
}
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