R/my.proposesigmaPhi.r

Defines functions my.drawSPhiPrior my.proposesigmaPhi.RW_Norm

### Propose sigma.Phi in log scale via random walk.
my.proposesigmaPhi.RW_Norm <- function(sigma.Phi.Curr,
    sigma.Phi.DrawScale = .CF.CONF$sigma.Phi.DrawScale,
    sigma.Phi.DrawScale.prev = .CF.CONF$sigma.Phi.DrawScale){
  
  
  if(.CF.CONF$estimate.S.Phi)
  {
    ### Dispatch.
    log.sigma.Phi.Curr <- log(sigma.Phi.Curr)
  
    ### Draw from proposal.
    log.sigma.Phi.New <- rnorm(1, mean = log.sigma.Phi.Curr,
                                  sd = sigma.Phi.DrawScale)
    sigma.Phi.New <- exp(log.sigma.Phi.New)
    nu.Phi.New <- -sigma.Phi.New^2 / 2
  
    ### Compute log ratio of prior since lognormal is not symmetric.
    ### This is too slow.
    # lir <- dlnorm(sigma.Phi.New, meanlog = log.sigma.Phi.Curr,
    #               sdlog = sigma.Phi.DrawScale, log = TRUE) -
    #        dlnorm(sigma.Phi.Curr, meanlog = log.sigma.Phi.New,
    #              sdlog = sigma.Phi.DrawScale.prev, log = TRUE)
  
    ### Faster since the next relations of normal and log normal
    ### x <- 1.5; m <- 2; s <- 3
    ### dnorm(log(phi), m, s, log = TRUE) - log(phi) ==
    ###   dlnorm(phi, m, s, log = TRUE)
    lir <- -log.sigma.Phi.New + log.sigma.Phi.Curr    # Jacobin
    if(sigma.Phi.DrawScale.prev != sigma.Phi.DrawScale){
      lir <- lir + dnorm(log.sigma.Phi.New, log.sigma.Phi.Curr,
                         sigma.Phi.DrawScale, log = TRUE) -
                   dnorm(log.sigma.Phi.Curr, log.sigma.Phi.New,
                         sigma.Phi.DrawScale.prev, log = TRUE)
    }
    ### Calculate prior ratio 
    #lprior <- my.drawSPhiPrior(log.sigma.Phi.Curr, log.sigma.Phi.New)
    #lir <- lir - lprior
    
    ### Return.
    ret <- list(nu.Phi = as.numeric(nu.Phi.New),
                sigma.Phi = as.numeric(sigma.Phi.New),
                lir = lir)
  }else{
    lir <- 0
    ret <- list(nu.Phi = as.numeric(-sigma.Phi.Curr^2 / 2),
                sigma.Phi = as.numeric(sigma.Phi.Curr),
                lir = lir)
  }
  return(ret)
} # End of my.proposesigmaPhi.RW_Norm().

###Function currently not used, Was only for testing
## calculates log( (p/p')^-1 )
my.drawSPhiPrior <- function(log.sigma.Phi.Curr, log.sigma.Phi.New)
{
  ncoef <- .cubfitsEnv$my.ncoef #get.my.ncoef(.cubfitsEnv$model, assign.Env = FALSE)
  # on log scale
  priorProp <- 0 # default is uniform 
  if(.CF.CT$prior.dist.Sphi[1] == "normal")
  {
    sigma.phi.new.prop <- -10000000
    if(log.sigma.Phi.New >= -0.6931472){ # no value of Sphi less than log(0.5)
      sigma.phi.new.prop <- dnorm(log.sigma.Phi.New, .CF.PARAM$prior.Sphi.a, .CF.PARAM$prior.Sphi.b, log=T)
    }
    priorProp <- sum( dnorm(log.sigma.Phi.Curr, .CF.PARAM$prior.Sphi.a, .CF.PARAM$prior.Sphi.b, log=T) 
                      -  sigma.phi.new.prop)    
  }
  return(priorProp) 
}

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cubfits documentation built on Nov. 8, 2021, 1:07 a.m.