CutModel: Function to set the cut model

In MathBilibili/Stochastic-approximation-cut-algorithm: Stochastic Approximation Cut Algorithm

Description

This function combines all probability density and observations involved in the cut distribution. Including two density functions for phi and theta and the observations Z and Y.

Usage

CutModel(px = px, py = py, prox = prox, rprox = rprox, proy = proy, rproy = rproy, Z = Z, Y = Y, d_x = d_x, d_y = d_y, cpp_yes = FALSE, cpp_package = '')

Arguments

px	The density1: Z|phi * phi
py	The unnormalized density2: Y|theta&phi * theta
prox	The proposal density for phi
rprox	The proposal samling function for phi
proy	The proposal density for theta in the auxiliary chain
rproy	The proposal samling function for theta in the auxiliary chain
Z	The observations of Z
Y	The observations of Y
d_x	The dimension of theta
d_y	The dimension of phi
cpp_yes	Logic value, indicate if you are using a C code to write density function px and py and build them within a package XX.
cpp_package	If cpp_yes == TRUE, name the package XX here.

Value

It produce a list of density function and observations. This simplifies the process when these functions and observations are loaded in other functions.

px	The density1: Z|phi * phi
py	The unnormalized density2: Y|theta&phi * theta
prox	The proposal density for phi
rprox	The proposal samling function for phi
proy	The proposal density for theta in the auxiliary chain
rproy	The proposal samling function for theta in the auxiliary chain
Z	The observations of Z
Y	The observations of Y
d_x	The dimension of theta
d_y	The dimension of phi

Author(s)

Yang Liu

Examples

## The function is currently defined as
function(px = px, py = py, Z = Z, Y = Y, d_x = d_x, d_y = d_y, cpp_yes = FALSE, cpp_package = ''){
  if(cpp_yes){
    rm(px)
    rm(py)
    library(cpp_package,character.only=TRUE)
    return(list(px=px,py=py, Z = Z, Y = Y, d_x = d_x, d_y = d_y))
  }else{
    return(list(px=px,py=py, Z = Z, Y = Y, d_x = d_x, d_y = d_y))
  }
}

MathBilibili/Stochastic-approximation-cut-algorithm documentation built on Dec. 25, 2021, 2:44 p.m.