#' @import ggplot2
#' @import rstan
#' @import methods
#' @import stats
#' @import graphics
#' @import grDevices
#' @import stats4
deltacarre <-
function(m, meana, sigma, c, wm, Tmc){
print(m)
K <- length(wm)
mean_a <- meana
mu <- log(meana) - sigma^2/2
Dp <- -1/(sigma^2)
print(Dp)
Dq_part1 <- -1/(c*sigma^2)
dq_part2 <- c()
a_T <- rnorm(Tmc, mu, sigma)
for(t in 1:Tmc){
x_M_t <- sample(1:K, m, replace = TRUE)
prob_M_t <- wm[x_M_t]^exp(a_T[t])
Y_M_t <- sapply(prob_M_t,rbinom, n = 1, size = 1)
dp_p2_t <- sum(log(wm[x_M_t])*mean_a*(Y_M_t - (1-Y_M_t)*(wm[x_M_t]^mean_a/(1-wm[x_M_t]^mean_a)^2)*(1+mean_a*log(wm[x_M_t])-wm[x_M_t]^mean_a)))
dq_part2 <- c(dq_part2, dp_p2_t)
}
Dq <- Dq_part1 + (1/Tmc)*sum(dq_part2)
print((1/Tmc)*sum(dq_part2))
deltacarre <- (Dp - Dq)^2
print(deltacarre)
return(deltacarre)
}
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