knitr::opts_chunk$set(echo = TRUE) library(BMGGM) library(mvtnorm) library(glasso) library(Matrix) library(JGL) library(pscl) library(lattice) library(MCMCpack) library(MASS) library(ROCR) library(fifer) library(edgebundleR) library(igraph) library(data.table) library(huge)
Let's generate and plot some synthetic data.
set.seed(50) p <- 10 K <- 4 n <- 400 dat <- GenerateData(p, K, n)
Set the options for MCMC.
options <- list() options$burnin <- 100 options$nmc <- 100
Intialize the priors.
PriorPar <- list() PriorPar$a <- 1 PriorPar$b <- 5 PriorPar$a0 <- 1 PriorPar$b0 <- 10 PriorPar$eps <- 10000 PriorPar$delta <- 1 PriorPar$c <- 100 PriorPar$Theta <- matrix(0.2, K, K)
Intialize the updates.
InitVal <- list() InitVal$sigma2 <- 1 InitVal$mu <- rep(0, p * K) InitVal$Beta <- matrix(runif((p * K) * (p * K)), p * K, p * K) InitVal$adj <- ifelse(InitVal$Beta, 1, 0)
Apply MCMC sampler:
# tic ptm <- proc.time() # Run res <- Bmggm(dat, options, PriorPar, InitVal) adj_save <- res$adj_save # tok Time.used <- proc.time() - ptm cat("Time used (min) = ", Time.used[3]/60, "\n")
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