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authorxiangzhou2014-09-22 11:12:46 -0400
committerxiangzhou2014-09-22 11:12:46 -0400
commit9aa9f76cb16a0e71fea19dd125761034aaca4fd4 (patch)
tree450932dba530a3e5cbd5b0c0736eaad5ad9720a7 /bslmm.cpp
parent7762722f264adc402ea3b0f21923b18f072253ba (diff)
downloadpangemma-9aa9f76cb16a0e71fea19dd125761034aaca4fd4.tar.gz
version 0.95alpha
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diff --git a/bslmm.cpp b/bslmm.cpp
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-/*
- Genome-wide Efficient Mixed Model Association (GEMMA)
- Copyright (C) 2011 Xiang Zhou
-
- This program is free software: you can redistribute it and/or modify
- it under the terms of the GNU General Public License as published by
- the Free Software Foundation, either version 3 of the License, or
- (at your option) any later version.
-
- This program is distributed in the hope that it will be useful,
- but WITHOUT ANY WARRANTY; without even the implied warranty of
- MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
- GNU General Public License for more details.
-
- You should have received a copy of the GNU General Public License
- along with this program. If not, see <http://www.gnu.org/licenses/>.
- */
-
-#include <iostream>
-#include <fstream>
-#include <sstream>
-
-#include <iomanip>
-#include <cmath>
-#include <iostream>
-#include <stdio.h>
-#include <stdlib.h>
-#include <ctime>
-#include <cstring>
-#include <algorithm>
-
-#include "gsl/gsl_vector.h"
-#include "gsl/gsl_matrix.h"
-#include "gsl/gsl_linalg.h"
-#include "gsl/gsl_blas.h"
-#include "gsl/gsl_eigen.h"
-#include "gsl/gsl_randist.h"
-#include "gsl/gsl_cdf.h"
-#include "gsl/gsl_roots.h"
-
-
-
-
-#include "lapack.h"
-
-#ifdef FORCE_FLOAT
-#include "param_float.h"
-#include "bslmm_float.h"
-#include "lmm_float.h" //for class FUNC_PARAM and MatrixCalcLR
-#include "lm_float.h"
-#include "mathfunc_float.h" //for function CenterVector
-#else
-#include "param.h"
-#include "bslmm.h"
-#include "lmm.h"
-#include "lm.h"
-#include "mathfunc.h"
-#endif
-
-using namespace std;
-
-
-
-
-void BSLMM::CopyFromParam (PARAM &cPar)
-{
- a_mode=cPar.a_mode;
- d_pace=cPar.d_pace;
-
- file_bfile=cPar.file_bfile;
- file_geno=cPar.file_geno;
- file_out=cPar.file_out;
- path_out=cPar.path_out;
-
- l_min=cPar.h_min;
- l_max=cPar.h_max;
- n_region=cPar.n_region;
- pve_null=cPar.pve_null;
- pheno_mean=cPar.pheno_mean;
-
- time_UtZ=0.0;
- time_Omega=0.0;
- n_accept=0;
-
- h_min=cPar.h_min;
- h_max=cPar.h_max;
- h_scale=cPar.h_scale;
- rho_min=cPar.rho_min;
- rho_max=cPar.rho_max;
- rho_scale=cPar.rho_scale;
- logp_min=cPar.logp_min;
- logp_max=cPar.logp_max;
- logp_scale=cPar.logp_scale;
-
- s_min=cPar.s_min;
- s_max=cPar.s_max;
- w_step=cPar.w_step;
- s_step=cPar.s_step;
- r_pace=cPar.r_pace;
- w_pace=cPar.w_pace;
- n_mh=cPar.n_mh;
- geo_mean=cPar.geo_mean;
- randseed=cPar.randseed;
- trace_G=cPar.trace_G;
-
- ni_total=cPar.ni_total;
- ns_total=cPar.ns_total;
- ni_test=cPar.ni_test;
- ns_test=cPar.ns_test;
- n_cvt=cPar.n_cvt;
-
- indicator_idv=cPar.indicator_idv;
- indicator_snp=cPar.indicator_snp;
- snpInfo=cPar.snpInfo;
-
- return;
-}
-
-
-void BSLMM::CopyToParam (PARAM &cPar)
-{
- cPar.time_UtZ=time_UtZ;
- cPar.time_Omega=time_Omega;
- cPar.time_Proposal=time_Proposal;
- cPar.cHyp_initial=cHyp_initial;
- cPar.n_accept=n_accept;
- cPar.pheno_mean=pheno_mean;
- cPar.randseed=randseed;
-
- return;
-}
-
-
-
-void BSLMM::WriteBV (const gsl_vector *bv)
-{
- string file_str;
- file_str=path_out+"/"+file_out;
- file_str+=".bv.txt";
-
- ofstream outfile (file_str.c_str(), ofstream::out);
- if (!outfile) {cout<<"error writing file: "<<file_str.c_str()<<endl; return;}
-
- size_t t=0;
- for (size_t i=0; i<ni_total; ++i) {
- if (indicator_idv[i]==0) {
- outfile<<"NA"<<endl;
- }
- else {
- outfile<<scientific<<setprecision(6)<<gsl_vector_get(bv, t)<<endl;
- t++;
- }
- }
-
- outfile.clear();
- outfile.close();
- return;
-}
-
-
-
-
-void BSLMM::WriteParam (vector<pair<double, double> > &beta_g, const gsl_vector *alpha, const size_t w)
-{
- string file_str;
- file_str=path_out+"/"+file_out;
- file_str+=".param.txt";
-
- ofstream outfile (file_str.c_str(), ofstream::out);
- if (!outfile) {cout<<"error writing file: "<<file_str.c_str()<<endl; return;}
-
- outfile<<"chr"<<"\t"<<"rs"<<"\t"
- <<"ps"<<"\t"<<"n_miss"<<"\t"<<"alpha"<<"\t"
- <<"beta"<<"\t"<<"gamma"<<endl;
-
- size_t t=0;
- for (size_t i=0; i<ns_total; ++i) {
- if (indicator_snp[i]==0) {continue;}
-
- outfile<<snpInfo[i].chr<<"\t"<<snpInfo[i].rs_number<<"\t"
- <<snpInfo[i].base_position<<"\t"<<snpInfo[i].n_miss<<"\t";
-
- outfile<<scientific<<setprecision(6)<<gsl_vector_get(alpha, t)<<"\t";
- if (beta_g[t].second!=0) {
- outfile<<beta_g[t].first/beta_g[t].second<<"\t"<<beta_g[t].second/(double)w<<endl;
- }
- else {
- outfile<<0.0<<"\t"<<0.0<<endl;
- }
- t++;
- }
-
- outfile.clear();
- outfile.close();
- return;
-}
-
-
-void BSLMM::WriteParam (const gsl_vector *alpha)
-{
- string file_str;
- file_str=path_out+"/"+file_out;
- file_str+=".param.txt";
-
- ofstream outfile (file_str.c_str(), ofstream::out);
- if (!outfile) {cout<<"error writing file: "<<file_str.c_str()<<endl; return;}
-
- outfile<<"chr"<<"\t"<<"rs"<<"\t"
- <<"ps"<<"\t"<<"n_miss"<<"\t"<<"alpha"<<"\t"
- <<"beta"<<"\t"<<"gamma"<<endl;
-
- size_t t=0;
- for (size_t i=0; i<ns_total; ++i) {
- if (indicator_snp[i]==0) {continue;}
-
- outfile<<snpInfo[i].chr<<"\t"<<snpInfo[i].rs_number<<"\t"
- <<snpInfo[i].base_position<<"\t"<<snpInfo[i].n_miss<<"\t";
- outfile<<scientific<<setprecision(6)<<gsl_vector_get(alpha, t)<<"\t";
- outfile<<0.0<<"\t"<<0.0<<endl;
- t++;
- }
-
- outfile.clear();
- outfile.close();
- return;
-}
-
-
-void BSLMM::WriteResult (const int flag, const gsl_matrix *Result_hyp, const gsl_matrix *Result_gamma, const size_t w_col)
-{
- string file_gamma, file_hyp;
- file_gamma=path_out+"/"+file_out;
- file_gamma+=".gamma.txt";
- file_hyp=path_out+"/"+file_out;
- file_hyp+=".hyp.txt";
-
- ofstream outfile_gamma, outfile_hyp;
-
- if (flag==0) {
- outfile_gamma.open (file_gamma.c_str(), ofstream::out);
- outfile_hyp.open (file_hyp.c_str(), ofstream::out);
- if (!outfile_gamma) {cout<<"error writing file: "<<file_gamma<<endl; return;}
- if (!outfile_hyp) {cout<<"error writing file: "<<file_hyp<<endl; return;}
-
- outfile_hyp<<"h \t pve \t rho \t pge \t pi \t n_gamma"<<endl;
-
- for (size_t i=0; i<s_max; ++i) {
- outfile_gamma<<"s"<<i<<"\t";
- }
- outfile_gamma<<endl;
- }
- else {
- outfile_gamma.open (file_gamma.c_str(), ofstream::app);
- outfile_hyp.open (file_hyp.c_str(), ofstream::app);
- if (!outfile_gamma) {cout<<"error writing file: "<<file_gamma<<endl; return;}
- if (!outfile_hyp) {cout<<"error writing file: "<<file_hyp<<endl; return;}
-
- size_t w;
- if (w_col==0) {w=w_pace;}
- else {w=w_col;}
-
- for (size_t i=0; i<w; ++i) {
- outfile_hyp<<scientific;
- for (size_t j=0; j<4; ++j) {
- outfile_hyp<<setprecision(6)<<gsl_matrix_get (Result_hyp, i, j)<<"\t";
- }
- outfile_hyp<<setprecision(6)<<exp(gsl_matrix_get (Result_hyp, i, 4))<<"\t";
- outfile_hyp<<(int)gsl_matrix_get (Result_hyp, i, 5)<<"\t";
- outfile_hyp<<endl;
- }
-
- for (size_t i=0; i<w; ++i) {
- for (size_t j=0; j<s_max; ++j) {
- outfile_gamma<<(int)gsl_matrix_get (Result_gamma, i, j)<<"\t";
- }
- outfile_gamma<<endl;
- }
-
- }
-
- outfile_hyp.close();
- outfile_hyp.clear();
- outfile_gamma.close();
- outfile_gamma.clear();
- return;
-}
-
-
-
-void BSLMM::CalcPgamma (double *p_gamma)
-{
- double p, s=0.0;
- for (size_t i=0; i<ns_test; ++i) {
- p=0.7*gsl_ran_geometric_pdf (i+1, 1.0/geo_mean)+0.3/(double)ns_test;
- p_gamma[i]=p;
- s+=p;
- }
- for (size_t i=0; i<ns_test; ++i) {
- p=p_gamma[i];
- p_gamma[i]=p/s;
- }
- return;
-}
-
-
-
-void BSLMM::SetXgamma (gsl_matrix *Xgamma, const gsl_matrix *X, vector<size_t> &rank)
-{
- size_t pos;
- for (size_t i=0; i<rank.size(); ++i) {
- pos=mapRank2pos[rank[i]];
- gsl_vector_view Xgamma_col=gsl_matrix_column (Xgamma, i);
- gsl_vector_const_view X_col=gsl_matrix_const_column (X, pos);
- gsl_vector_memcpy (&Xgamma_col.vector, &X_col.vector);
- }
-
- return;
-}
-
-
-
-double BSLMM::CalcPveLM (const gsl_matrix *UtXgamma, const gsl_vector *Uty, const double sigma_a2)
-{
- double pve, var_y;
-
- gsl_matrix *Omega=gsl_matrix_alloc (UtXgamma->size2, UtXgamma->size2);
- gsl_vector *Xty=gsl_vector_alloc (UtXgamma->size2);
- gsl_vector *OiXty=gsl_vector_alloc (UtXgamma->size2);
-
- gsl_matrix_set_identity (Omega);
- gsl_matrix_scale (Omega, 1.0/sigma_a2);
-
-#ifdef WITH_LAPACK
- lapack_dgemm ((char *)"T", (char *)"N", 1.0, UtXgamma, UtXgamma, 1.0, Omega);
-#else
- gsl_blas_dgemm (CblasTrans, CblasNoTrans, 1.0, UtXgamma, UtXgamma, 1.0, Omega);
-#endif
- gsl_blas_dgemv (CblasTrans, 1.0, UtXgamma, Uty, 0.0, Xty);
-
- CholeskySolve(Omega, Xty, OiXty);
-
- gsl_blas_ddot (Xty, OiXty, &pve);
- gsl_blas_ddot (Uty, Uty, &var_y);
-
- pve/=var_y;
-
- gsl_matrix_free (Omega);
- gsl_vector_free (Xty);
- gsl_vector_free (OiXty);
-
- return pve;
-}
-
-
-void BSLMM::InitialMCMC (const gsl_matrix *UtX, const gsl_vector *Uty, vector<size_t> &rank, class HYPBSLMM &cHyp, vector<pair<size_t, double> > &pos_loglr)
-{
- double q_genome=gsl_cdf_chisq_Qinv(0.05/(double)ns_test, 1);
-
- cHyp.n_gamma=0;
- for (size_t i=0; i<pos_loglr.size(); ++i) {
- if (2.0*pos_loglr[i].second>q_genome) {cHyp.n_gamma++;}
- }
- if (cHyp.n_gamma<10) {cHyp.n_gamma=10;}
-
- if (cHyp.n_gamma>s_max) {cHyp.n_gamma=s_max;}
- if (cHyp.n_gamma<s_min) {cHyp.n_gamma=s_min;}
-
- rank.clear();
- for (size_t i=0; i<cHyp.n_gamma; ++i) {
- rank.push_back(i);
- }
-
- cHyp.logp=log((double)cHyp.n_gamma/(double)ns_test);
- cHyp.h=pve_null;
-
- if (cHyp.logp==0) {cHyp.logp=-0.000001;}
- if (cHyp.h==0) {cHyp.h=0.1;}
-
- gsl_matrix *UtXgamma=gsl_matrix_alloc (ni_test, cHyp.n_gamma);
- SetXgamma (UtXgamma, UtX, rank);
- double sigma_a2;
- if (trace_G!=0) {
- sigma_a2=cHyp.h*1.0/(trace_G*(1-cHyp.h)*exp(cHyp.logp)*(double)ns_test);
- } else {
- sigma_a2=cHyp.h*1.0/( (1-cHyp.h)*exp(cHyp.logp)*(double)ns_test);
- }
- if (sigma_a2==0) {sigma_a2=0.025;}
- cHyp.rho=CalcPveLM (UtXgamma, Uty, sigma_a2)/cHyp.h;
- gsl_matrix_free (UtXgamma);
-
- if (cHyp.rho>1.0) {cHyp.rho=1.0;}
-
- if (cHyp.h<h_min) {cHyp.h=h_min;}
- if (cHyp.h>h_max) {cHyp.h=h_max;}
- if (cHyp.rho<rho_min) {cHyp.rho=rho_min;}
- if (cHyp.rho>rho_max) {cHyp.rho=rho_max;}
- if (cHyp.logp<logp_min) {cHyp.logp=logp_min;}
- if (cHyp.logp>logp_max) {cHyp.logp=logp_max;}
-
-
-// if (fix_sigma>=0) {
-// fix_sigma=cHyp.h;
-// rho_max=1-cHyp.h;
-// cHyp.rho=rho_max/2.0;
-// }
-
- //Initial for grid sampling:
-// cHyp.h=0.225;
-// cHyp.rho=1.0;
-// cHyp.logp=-4.835429;
-
- cout<<"initial value of h = "<<cHyp.h<<endl;
- cout<<"initial value of rho = "<<cHyp.rho<<endl;
- cout<<"initial value of pi = "<<exp(cHyp.logp)<<endl;
- cout<<"initial value of |gamma| = "<<cHyp.n_gamma<<endl;
-
- return;
-}
-
-
-
-double BSLMM::CalcPosterior (const gsl_vector *Uty, const gsl_vector *K_eval, gsl_vector *Utu, gsl_vector *alpha_prime, class HYPBSLMM &cHyp)
-{
- double sigma_b2=cHyp.h*(1.0-cHyp.rho)/(trace_G*(1-cHyp.h));
-
- gsl_vector *Utu_rand=gsl_vector_alloc (Uty->size);
- gsl_vector *weight_Hi=gsl_vector_alloc (Uty->size);
-
- double logpost=0.0;
- double d, ds, uy, Hi_yy=0, logdet_H=0.0;
- for (size_t i=0; i<ni_test; ++i) {
- d=gsl_vector_get (K_eval, i)*sigma_b2;
- ds=d/(d+1.0);
- d=1.0/(d+1.0);
- gsl_vector_set (weight_Hi, i, d);
-
- logdet_H-=log(d);
- uy=gsl_vector_get (Uty, i);
- Hi_yy+=d*uy*uy;
-
- gsl_vector_set (Utu_rand, i, gsl_ran_gaussian(gsl_r, 1)*sqrt(ds));
- }
-
- //sample tau
- double tau=1.0;
- if (a_mode==11) {tau = gsl_ran_gamma (gsl_r, (double)ni_test/2.0, 2.0/Hi_yy); }
-
- //sample alpha
- gsl_vector_memcpy (alpha_prime, Uty);
- gsl_vector_mul (alpha_prime, weight_Hi);
- gsl_vector_scale (alpha_prime, sigma_b2);
-
- //sample u
- gsl_vector_memcpy (Utu, alpha_prime);
- gsl_vector_mul (Utu, K_eval);
- if (a_mode==11) {gsl_vector_scale (Utu_rand, sqrt(1.0/tau));}
- gsl_vector_add (Utu, Utu_rand);
-
- //for quantitative traits, calculate pve and ppe
- if (a_mode==11) {
- gsl_blas_ddot (Utu, Utu, &d);
- cHyp.pve=d/(double)ni_test;
- cHyp.pve/=cHyp.pve+1.0/tau;
- cHyp.pge=0.0;
- }
-
- //calculate likelihood
- logpost=-0.5*logdet_H;
- if (a_mode==11) {logpost-=0.5*(double)ni_test*log(Hi_yy);}
- else {logpost-=0.5*Hi_yy;}
-
- logpost+=((double)cHyp.n_gamma-1.0)*cHyp.logp+((double)ns_test-(double)cHyp.n_gamma)*log(1-exp(cHyp.logp));
-
- gsl_vector_free (Utu_rand);
- gsl_vector_free (weight_Hi);
-
- return logpost;
-}
-
-
-double BSLMM::CalcPosterior (const gsl_matrix *UtXgamma, const gsl_vector *Uty, const gsl_vector *K_eval, gsl_vector *UtXb, gsl_vector *Utu, gsl_vector *alpha_prime, gsl_vector *beta, class HYPBSLMM &cHyp)
-{
- clock_t time_start;
-
- double sigma_a2=cHyp.h*cHyp.rho/(trace_G*(1-cHyp.h)*exp(cHyp.logp)*(double)ns_test);
- double sigma_b2=cHyp.h*(1.0-cHyp.rho)/(trace_G*(1-cHyp.h));
-
- double logpost=0.0;
- double d, ds, uy, P_yy=0, logdet_O=0.0, logdet_H=0.0;
-
- gsl_matrix *UtXgamma_eval=gsl_matrix_alloc (UtXgamma->size1, UtXgamma->size2);
- gsl_matrix *Omega=gsl_matrix_alloc (UtXgamma->size2, UtXgamma->size2);
- gsl_vector *XtHiy=gsl_vector_alloc (UtXgamma->size2);
- gsl_vector *beta_hat=gsl_vector_alloc (UtXgamma->size2);
- gsl_vector *Utu_rand=gsl_vector_alloc (UtXgamma->size1);
- gsl_vector *weight_Hi=gsl_vector_alloc (UtXgamma->size1);
-
- gsl_matrix_memcpy (UtXgamma_eval, UtXgamma);
-
- logdet_H=0.0; P_yy=0.0;
- for (size_t i=0; i<ni_test; ++i) {
- gsl_vector_view UtXgamma_row=gsl_matrix_row (UtXgamma_eval, i);
- d=gsl_vector_get (K_eval, i)*sigma_b2;
- ds=d/(d+1.0);
- d=1.0/(d+1.0);
- gsl_vector_set (weight_Hi, i, d);
-
- logdet_H-=log(d);
- uy=gsl_vector_get (Uty, i);
- P_yy+=d*uy*uy;
- gsl_vector_scale (&UtXgamma_row.vector, d);
-
- gsl_vector_set (Utu_rand, i, gsl_ran_gaussian(gsl_r, 1)*sqrt(ds));
- }
-
- //calculate Omega
- gsl_matrix_set_identity (Omega);
-
- time_start=clock();
-#ifdef WITH_LAPACK
- lapack_dgemm ((char *)"T", (char *)"N", sigma_a2, UtXgamma_eval, UtXgamma, 1.0, Omega);
-#else
- gsl_blas_dgemm (CblasTrans, CblasNoTrans, sigma_a2, UtXgamma_eval, UtXgamma, 1.0, Omega);
-#endif
- time_Omega+=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0);
-
-
- //calculate beta_hat
- gsl_blas_dgemv (CblasTrans, 1.0, UtXgamma_eval, Uty, 0.0, XtHiy);
-
- logdet_O=CholeskySolve(Omega, XtHiy, beta_hat);
-
- gsl_vector_scale (beta_hat, sigma_a2);
-
- gsl_blas_ddot (XtHiy, beta_hat, &d);
- P_yy-=d;
-
- //sample tau
- double tau=1.0;
- if (a_mode==11) {tau =gsl_ran_gamma (gsl_r, (double)ni_test/2.0, 2.0/P_yy); }
-
- //sample beta
- for (size_t i=0; i<beta->size; i++)
- {
- d=gsl_ran_gaussian(gsl_r, 1);
- gsl_vector_set(beta, i, d);
- }
- gsl_blas_dtrsv(CblasUpper, CblasNoTrans, CblasNonUnit, Omega, beta);
-
-
- //it compuates inv(L^T(Omega)) %*% beta;
- gsl_vector_scale(beta, sqrt(sigma_a2/tau));
- gsl_vector_add(beta, beta_hat);
- gsl_blas_dgemv (CblasNoTrans, 1.0, UtXgamma, beta, 0.0, UtXb);
-
- //sample alpha
- gsl_vector_memcpy (alpha_prime, Uty);
- gsl_vector_sub (alpha_prime, UtXb);
- gsl_vector_mul (alpha_prime, weight_Hi);
- gsl_vector_scale (alpha_prime, sigma_b2);
-
- //sample u
- gsl_vector_memcpy (Utu, alpha_prime);
- gsl_vector_mul (Utu, K_eval);
-
- if (a_mode==11) {gsl_vector_scale (Utu_rand, sqrt(1.0/tau));}
- gsl_vector_add (Utu, Utu_rand);
-
-
- //for quantitative traits, calculate pve and pge
- if (a_mode==11) {
- gsl_blas_ddot (UtXb, UtXb, &d);
- cHyp.pge=d/(double)ni_test;
-
- gsl_blas_ddot (Utu, Utu, &d);
- cHyp.pve=cHyp.pge+d/(double)ni_test;
-
- if (cHyp.pve==0) {cHyp.pge=0.0;}
- else {cHyp.pge/=cHyp.pve;}
- cHyp.pve/=cHyp.pve+1.0/tau;
- }
-
-
- gsl_matrix_free (UtXgamma_eval);
- gsl_matrix_free (Omega);
- gsl_vector_free (XtHiy);
- gsl_vector_free (beta_hat);
- gsl_vector_free (Utu_rand);
- gsl_vector_free (weight_Hi);
-
- logpost=-0.5*logdet_H-0.5*logdet_O;
- if (a_mode==11) {logpost-=0.5*(double)ni_test*log(P_yy);}
- else {logpost-=0.5*P_yy;}
-// else {logpost+=-0.5*P_yy*tau+0.5*(double)ni_test*log(tau);}
- logpost+=((double)cHyp.n_gamma-1.0)*cHyp.logp+((double)ns_test-(double)cHyp.n_gamma)*log(1.0-exp(cHyp.logp));
-
- return logpost;
-}
-
-
-
-//calculate pve and pge, and calculate z_hat for case-control data
-void BSLMM::CalcCC_PVEnZ (const gsl_matrix *U, const gsl_vector *Utu, gsl_vector *z_hat, class HYPBSLMM &cHyp)
-{
- double d;
-
- gsl_blas_ddot (Utu, Utu, &d);
- cHyp.pve=d/(double)ni_test;
-
- gsl_blas_dgemv (CblasNoTrans, 1.0, U, Utu, 0.0, z_hat);
-
- cHyp.pve/=cHyp.pve+1.0;
- cHyp.pge=0.0;
-
- return;
-}
-
-
-//calculate pve and pge, and calculate z_hat for case-control data
-void BSLMM::CalcCC_PVEnZ (const gsl_matrix *U, const gsl_vector *UtXb, const gsl_vector *Utu, gsl_vector *z_hat, class HYPBSLMM &cHyp)
-{
- double d;
- gsl_vector *UtXbU=gsl_vector_alloc (Utu->size);
-
- gsl_blas_ddot (UtXb, UtXb, &d);
- cHyp.pge=d/(double)ni_test;
-
- gsl_blas_ddot (Utu, Utu, &d);
- cHyp.pve=cHyp.pge+d/(double)ni_test;
-
- gsl_vector_memcpy (UtXbU, Utu);
- gsl_vector_add (UtXbU, UtXb);
- gsl_blas_dgemv (CblasNoTrans, 1.0, U, UtXbU, 0.0, z_hat);
-
- if (cHyp.pve==0) {cHyp.pge=0.0;}
- else {cHyp.pge/=cHyp.pve;}
-
- cHyp.pve/=cHyp.pve+1.0;
-
- gsl_vector_free(UtXbU);
- return;
-}
-
-
-
-
-void BSLMM::SampleZ (const gsl_vector *y, const gsl_vector *z_hat, gsl_vector *z)
-{
- double d1, d2, z_rand=0.0;
- for (size_t i=0; i<z->size; ++i) {
- d1=gsl_vector_get (y, i);
- d2=gsl_vector_get (z_hat, i);
- //y is centerred for case control studies
- if (d1<=0.0) {
- //control, right truncated
- do {
- z_rand=d2+gsl_ran_gaussian(gsl_r, 1.0);
- } while (z_rand>0.0);
- }
- else {
- do {
- z_rand=d2+gsl_ran_gaussian(gsl_r, 1.0);
- } while (z_rand<0.0);
- }
-
- gsl_vector_set (z, i, z_rand);
- }
-
- return;
-}
-
-
-
-
-
-double BSLMM::ProposeHnRho (const class HYPBSLMM &cHyp_old, class HYPBSLMM &cHyp_new, const size_t &repeat)
-{
-
- double h=cHyp_old.h, rho=cHyp_old.rho;
-
- double d_h=(h_max-h_min)*h_scale, d_rho=(rho_max-rho_min)*rho_scale;
-
- for (size_t i=0; i<repeat; ++i) {
- h=h+(gsl_rng_uniform(gsl_r)-0.5)*d_h;
- if (h<h_min) {h=2*h_min-h;}
- if (h>h_max) {h=2*h_max-h;}
-
- rho=rho+(gsl_rng_uniform(gsl_r)-0.5)*d_rho;
- if (rho<rho_min) {rho=2*rho_min-rho;}
- if (rho>rho_max) {rho=2*rho_max-rho;}
- }
- /*
- //Grid Sampling
- for (size_t i=0; i<repeat; ++i) {
- if (gsl_rng_uniform(gsl_r)<0.66) {continue;}
- h=h+(gsl_rng_uniform_int(gsl_r, 2)-0.5)*0.1;
- if (h<h_min) {h=h_max;}
- if (h>h_max) {h=h_min;}
- }
-
- for (size_t i=0; i<repeat; ++i) {
- if (gsl_rng_uniform(gsl_r)<0.66) {continue;}
- rho=rho+(gsl_rng_uniform_int(gsl_r, 2)-0.5)*0.1;
- if (rho<rho_min) {rho=rho_max;}
- if (rho>rho_max) {rho=rho_min;}
- }
- */
- cHyp_new.h=h;
- cHyp_new.rho=rho;
- return 0.0;
-}
-
-
-double BSLMM::ProposePi (const class HYPBSLMM &cHyp_old, class HYPBSLMM &cHyp_new, const size_t &repeat)
-{
- double logp_old=cHyp_old.logp, logp_new=cHyp_old.logp;
- double log_ratio=0.0;
-
- double d_logp=min(0.1, (logp_max-logp_min)*logp_scale);
-
- for (size_t i=0; i<repeat; ++i) {
- logp_new=logp_old+(gsl_rng_uniform(gsl_r)-0.5)*d_logp;
- if (logp_new<logp_min) {logp_new=2*logp_min-logp_new;}
- if (logp_new>logp_max) {logp_new=2*logp_max-logp_new;}
-
- log_ratio+=logp_new-logp_old;
- logp_old=logp_new;
- }
- /*
- //Grid Sampling
- for (size_t i=0; i<repeat; ++i) {
- if (gsl_rng_uniform(gsl_r)<0.66) {continue;}
- logp_new=logp_old+(gsl_rng_uniform_int(gsl_r, 2)-0.5)*0.5*log(10.0);
- if (logp_new<logp_min) {logp_new=logp_max;}
- if (logp_new>logp_max) {logp_new=logp_min;}
-
- log_ratio+=logp_new-logp_old;
- logp_old=logp_new;
- }
- */
- cHyp_new.logp=logp_new;
-
- return log_ratio;
-}
-
-bool comp_vec (size_t a, size_t b)
-{
- return (a < b);
-}
-
-
-double BSLMM::ProposeGamma (const vector<size_t> &rank_old, vector<size_t> &rank_new, const double *p_gamma, const class HYPBSLMM &cHyp_old, class HYPBSLMM &cHyp_new, const size_t &repeat)
-{
- map<size_t, int> mapRank2in;
- size_t r;
- double unif, logp=0.0;
- int flag_gamma;
- size_t r_add, r_remove, col_id;
-
- rank_new.clear();
- if (cHyp_old.n_gamma!=rank_old.size()) {cout<<"size wrong"<<endl;}
-
- if (cHyp_old.n_gamma!=0) {
- for (size_t i=0; i<rank_old.size(); ++i) {
- r=rank_old[i];
- rank_new.push_back(r);
- mapRank2in[r]=1;
- }
- }
- cHyp_new.n_gamma=cHyp_old.n_gamma;
-
- for (size_t i=0; i<repeat; ++i) {
- unif=gsl_rng_uniform(gsl_r);
-
- if (unif < 0.40 && cHyp_new.n_gamma<s_max) {flag_gamma=1;}
- else if (unif>=0.40 && unif < 0.80 && cHyp_new.n_gamma>s_min) {flag_gamma=2;}
- else if (unif>=0.80 && cHyp_new.n_gamma>0 && cHyp_new.n_gamma<ns_test) {flag_gamma=3;}
- else {flag_gamma=4;}
-
- if(flag_gamma==1) {//add a snp;
- do {
- r_add=gsl_ran_discrete (gsl_r, gsl_t);
- } while (mapRank2in.count(r_add)!=0);
-
- double prob_total=1.0;
- for (size_t i=0; i<cHyp_new.n_gamma; ++i) {
- r=rank_new[i];
- prob_total-=p_gamma[r];
- }
-
- mapRank2in[r_add]=1;
- rank_new.push_back(r_add);
- cHyp_new.n_gamma++;
- logp+=-log(p_gamma[r_add]/prob_total)-log((double)cHyp_new.n_gamma);
- }
- else if (flag_gamma==2) {//delete a snp;
- col_id=gsl_rng_uniform_int(gsl_r, cHyp_new.n_gamma);
- r_remove=rank_new[col_id];
-
- double prob_total=1.0;
- for (size_t i=0; i<cHyp_new.n_gamma; ++i) {
- r=rank_new[i];
- prob_total-=p_gamma[r];
- }
- prob_total+=p_gamma[r_remove];
-
- mapRank2in.erase(r_remove);
- rank_new.erase(rank_new.begin()+col_id);
- logp+=log(p_gamma[r_remove]/prob_total)+log((double)cHyp_new.n_gamma);
- cHyp_new.n_gamma--;
- }
- else if (flag_gamma==3) {//switch a snp;
- col_id=gsl_rng_uniform_int(gsl_r, cHyp_new.n_gamma);
- r_remove=rank_new[col_id];
- //careful with the proposal
- do {
- r_add=gsl_ran_discrete (gsl_r, gsl_t);
- } while (mapRank2in.count(r_add)!=0);
-
- double prob_total=1.0;
- for (size_t i=0; i<cHyp_new.n_gamma; ++i) {
- r=rank_new[i];
- prob_total-=p_gamma[r];
- }
-
- logp+=log(p_gamma[r_remove]/(prob_total+p_gamma[r_remove]-p_gamma[r_add]) );
- logp-=log(p_gamma[r_add]/prob_total);
-
- mapRank2in.erase(r_remove);
- mapRank2in[r_add]=1;
- rank_new.erase(rank_new.begin()+col_id);
- rank_new.push_back(r_add);
- }
- else {logp+=0;}//do not change
- }
-
- stable_sort (rank_new.begin(), rank_new.end(), comp_vec);
-
- mapRank2in.clear();
- return logp;
-}
-
-
-
-
-
-
-bool comp_lr (pair<size_t, double> a, pair<size_t, double> b)
-{
- return (a.second > b.second);
-}
-
-
-
-
-
-
-
-//if a_mode==13 then Uty==y
-void BSLMM::MCMC (const gsl_matrix *U, const gsl_matrix *UtX, const gsl_vector *Uty, const gsl_vector *K_eval, const gsl_vector *y) {
- clock_t time_start;
-
- class HYPBSLMM cHyp_old, cHyp_new;
-
- gsl_matrix *Result_hyp=gsl_matrix_alloc (w_pace, 6);
- gsl_matrix *Result_gamma=gsl_matrix_alloc (w_pace, s_max);
-
- gsl_vector *alpha_prime=gsl_vector_alloc (ni_test);
- gsl_vector *alpha_new=gsl_vector_alloc (ni_test);
- gsl_vector *alpha_old=gsl_vector_alloc (ni_test);
- gsl_vector *Utu=gsl_vector_alloc (ni_test);
- gsl_vector *Utu_new=gsl_vector_alloc (ni_test);
- gsl_vector *Utu_old=gsl_vector_alloc (ni_test);
-
- gsl_vector *UtXb_new=gsl_vector_alloc (ni_test);
- gsl_vector *UtXb_old=gsl_vector_alloc (ni_test);
-
- gsl_vector *z_hat=gsl_vector_alloc (ni_test);
- gsl_vector *z=gsl_vector_alloc (ni_test);
- gsl_vector *Utz=gsl_vector_alloc (ni_test);
-
- gsl_vector_memcpy (Utz, Uty);
-
- double logPost_new, logPost_old;
- double logMHratio;
- double mean_z=0.0;
-
- gsl_matrix_set_zero (Result_gamma);
- gsl_vector_set_zero (Utu);
- gsl_vector_set_zero (alpha_prime);
- if (a_mode==13) {
- pheno_mean=0.0;
- }
-
- vector<pair<double, double> > beta_g;
- for (size_t i=0; i<ns_test; i++) {
- beta_g.push_back(make_pair(0.0, 0.0));
- }
-
- vector<size_t> rank_new, rank_old;
- vector<double> beta_new, beta_old;
-
- vector<pair<size_t, double> > pos_loglr;
-
- time_start=clock();
- MatrixCalcLR (U, UtX, Utz, K_eval, l_min, l_max, n_region, pos_loglr);
- time_Proposal=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0);
-
- stable_sort (pos_loglr.begin(), pos_loglr.end(), comp_lr);
- for (size_t i=0; i<ns_test; ++i) {
- mapRank2pos[i]=pos_loglr[i].first;
- }
-
- //calculate proposal distribution for gamma (unnormalized), and set up gsl_r and gsl_t
- gsl_rng_env_setup();
- const gsl_rng_type * gslType;
- gslType = gsl_rng_default;
- if (randseed<0)
- {
- time_t rawtime;
- time (&rawtime);
- tm * ptm = gmtime (&rawtime);
-
- randseed = (unsigned) (ptm->tm_hour%24*3600+ptm->tm_min*60+ptm->tm_sec);
- }
- gsl_r = gsl_rng_alloc(gslType);
- gsl_rng_set(gsl_r, randseed);
-
- double *p_gamma = new double[ns_test];
- CalcPgamma (p_gamma);
-
- gsl_t=gsl_ran_discrete_preproc (ns_test, p_gamma);
-
- //initial parameters
- InitialMCMC (UtX, Utz, rank_old, cHyp_old, pos_loglr);
-// if (fix_sigma>=0) {
-// rho_max=1-fix_sigma;
-// cHyp_old.h=fix_sigma/(1-cHyp_old.rho);
-// }
-
- cHyp_initial=cHyp_old;
-
- if (cHyp_old.n_gamma==0 || cHyp_old.rho==0) {
- logPost_old=CalcPosterior(Utz, K_eval, Utu_old, alpha_old, cHyp_old);
-
- beta_old.clear();
- for (size_t i=0; i<cHyp_old.n_gamma; ++i) {
- beta_old.push_back(0);
- }
- }
- else {
- gsl_matrix *UtXgamma=gsl_matrix_alloc (ni_test, cHyp_old.n_gamma);
- gsl_vector *beta=gsl_vector_alloc (cHyp_old.n_gamma);
- SetXgamma (UtXgamma, UtX, rank_old);
- logPost_old=CalcPosterior(UtXgamma, Utz, K_eval, UtXb_old, Utu_old, alpha_old, beta, cHyp_old);
-
- beta_old.clear();
- for (size_t i=0; i<beta->size; ++i) {
- beta_old.push_back(gsl_vector_get(beta, i));
- }
- gsl_matrix_free (UtXgamma);
- gsl_vector_free (beta);
- }
-
- //calculate centered z_hat, and pve
- if (a_mode==13) {
- time_start=clock();
- if (cHyp_old.n_gamma==0 || cHyp_old.rho==0) {
- CalcCC_PVEnZ (U, Utu_old, z_hat, cHyp_old);
- }
- else {
- CalcCC_PVEnZ (U, UtXb_old, Utu_old, z_hat, cHyp_old);
- }
- time_UtZ+=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0);
- }
-
- //start MCMC
- int accept;
- size_t total_step=w_step+s_step;
- size_t w=0, w_col, pos;
- size_t repeat=0;
-
- for (size_t t=0; t<total_step; ++t) {
- if (t%d_pace==0 || t==total_step-1) {ProgressBar ("Running MCMC ", t, total_step-1, (double)n_accept/(double)(t*n_mh+1));}
-// if (t>10) {break;}
-
- if (a_mode==13) {
- SampleZ (y, z_hat, z);
- mean_z=CenterVector (z);
-
- time_start=clock();
- gsl_blas_dgemv (CblasTrans, 1.0, U, z, 0.0, Utz);
- time_UtZ+=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0);
-
- //First proposal
- if (cHyp_old.n_gamma==0 || cHyp_old.rho==0) {
- logPost_old=CalcPosterior(Utz, K_eval, Utu_old, alpha_old, cHyp_old);
- beta_old.clear();
- for (size_t i=0; i<cHyp_old.n_gamma; ++i) {
- beta_old.push_back(0);
- }
- }
- else {
- gsl_matrix *UtXgamma=gsl_matrix_alloc (ni_test, cHyp_old.n_gamma);
- gsl_vector *beta=gsl_vector_alloc (cHyp_old.n_gamma);
- SetXgamma (UtXgamma, UtX, rank_old);
- logPost_old=CalcPosterior(UtXgamma, Utz, K_eval, UtXb_old, Utu_old, alpha_old, beta, cHyp_old);
-
- beta_old.clear();
- for (size_t i=0; i<beta->size; ++i) {
- beta_old.push_back(gsl_vector_get(beta, i));
- }
- gsl_matrix_free (UtXgamma);
- gsl_vector_free (beta);
- }
- }
-
- //MH steps
- for (size_t i=0; i<n_mh; ++i) {
- if (gsl_rng_uniform(gsl_r)<0.33) {repeat = 1+gsl_rng_uniform_int(gsl_r, 20);}
- else {repeat=1;}
-
- logMHratio=0.0;
- logMHratio+=ProposeHnRho(cHyp_old, cHyp_new, repeat);
- logMHratio+=ProposeGamma (rank_old, rank_new, p_gamma, cHyp_old, cHyp_new, repeat);
- logMHratio+=ProposePi(cHyp_old, cHyp_new, repeat);
-
-// if (fix_sigma>=0) {
-// cHyp_new.h=fix_sigma/(1-cHyp_new.rho);
-// }
-
- if (cHyp_new.n_gamma==0 || cHyp_new.rho==0) {
- logPost_new=CalcPosterior(Utz, K_eval, Utu_new, alpha_new, cHyp_new);
- beta_new.clear();
- for (size_t i=0; i<cHyp_new.n_gamma; ++i) {
- beta_new.push_back(0);
- }
- }
- else {
- gsl_matrix *UtXgamma=gsl_matrix_alloc (ni_test, cHyp_new.n_gamma);
- gsl_vector *beta=gsl_vector_alloc (cHyp_new.n_gamma);
- SetXgamma (UtXgamma, UtX, rank_new);
- logPost_new=CalcPosterior(UtXgamma, Utz, K_eval, UtXb_new, Utu_new, alpha_new, beta, cHyp_new);
- beta_new.clear();
- for (size_t i=0; i<beta->size; ++i) {
- beta_new.push_back(gsl_vector_get(beta, i));
- }
- gsl_matrix_free (UtXgamma);
- gsl_vector_free (beta);
- }
-
- logMHratio+=logPost_new-logPost_old;
-
- if (logMHratio>0 || log(gsl_rng_uniform(gsl_r))<logMHratio) {accept=1; n_accept++;}
- else {accept=0;}
-
- if (accept==1) {
- logPost_old=logPost_new;
- rank_old.clear(); beta_old.clear();
- if (rank_new.size()!=0) {
- for (size_t i=0; i<rank_new.size(); ++i) {
- rank_old.push_back(rank_new[i]);
- beta_old.push_back(beta_new[i]);
- }
- }
- cHyp_old=cHyp_new;
- gsl_vector_memcpy (alpha_old, alpha_new);
- gsl_vector_memcpy (UtXb_old, UtXb_new);
- gsl_vector_memcpy (Utu_old, Utu_new);
- }
- else {cHyp_new=cHyp_old;}
- }
-
- //calculate z_hat, and pve
- if (a_mode==13) {
- time_start=clock();
- if (cHyp_old.n_gamma==0 || cHyp_old.rho==0) {
- CalcCC_PVEnZ (U, Utu_old, z_hat, cHyp_old);
- }
- else {
- CalcCC_PVEnZ (U, UtXb_old, Utu_old, z_hat, cHyp_old);
- }
-
- //sample mu and update z hat
- gsl_vector_sub (z, z_hat);
- mean_z+=CenterVector(z);
- mean_z+=gsl_ran_gaussian(gsl_r, sqrt(1.0/(double) ni_test) );
-
- gsl_vector_add_constant (z_hat, mean_z);
-
- time_UtZ+=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0);
- }
-
- //Save data
- if (t<w_step) {continue;}
- else {
- if (t%r_pace==0) {
- w_col=w%w_pace;
- if (w_col==0) {
- if (w==0) {WriteResult (0, Result_hyp, Result_gamma, w_col);}
- else {
- WriteResult (1, Result_hyp, Result_gamma, w_col);
- gsl_matrix_set_zero (Result_hyp);
- gsl_matrix_set_zero (Result_gamma);
- }
- }
-
- gsl_matrix_set (Result_hyp, w_col, 0, cHyp_old.h);
- gsl_matrix_set (Result_hyp, w_col, 1, cHyp_old.pve);
- gsl_matrix_set (Result_hyp, w_col, 2, cHyp_old.rho);
- gsl_matrix_set (Result_hyp, w_col, 3, cHyp_old.pge);
- gsl_matrix_set (Result_hyp, w_col, 4, cHyp_old.logp);
- gsl_matrix_set (Result_hyp, w_col, 5, cHyp_old.n_gamma);
-
- for (size_t i=0; i<cHyp_old.n_gamma; ++i) {
- pos=mapRank2pos[rank_old[i]]+1;
-
- gsl_matrix_set (Result_gamma, w_col, i, pos);
-
- beta_g[pos-1].first+=beta_old[i];
- beta_g[pos-1].second+=1.0;
- }
-
- gsl_vector_add (alpha_prime, alpha_old);
- gsl_vector_add (Utu, Utu_old);
-
- if (a_mode==13) {
- pheno_mean+=mean_z;
- }
-
- w++;
-
- }
-
- }
- }
- cout<<endl;
-
- w_col=w%w_pace;
- WriteResult (1, Result_hyp, Result_gamma, w_col);
-
- gsl_matrix_free(Result_hyp);
- gsl_matrix_free(Result_gamma);
-
- gsl_vector_free(z_hat);
- gsl_vector_free(z);
- gsl_vector_free(Utz);
- gsl_vector_free(UtXb_new);
- gsl_vector_free(UtXb_old);
- gsl_vector_free(alpha_new);
- gsl_vector_free(alpha_old);
- gsl_vector_free(Utu_new);
- gsl_vector_free(Utu_old);
-
- gsl_vector_scale (alpha_prime, 1.0/(double)w);
- gsl_vector_scale (Utu, 1.0/(double)w);
- if (a_mode==13) {
- pheno_mean/=(double)w;
- }
-
- gsl_vector *alpha=gsl_vector_alloc (ns_test);
- gsl_blas_dgemv (CblasTrans, 1.0/(double)ns_test, UtX, alpha_prime, 0.0, alpha);
- WriteParam (beta_g, alpha, w);
- gsl_vector_free(alpha);
-
- gsl_blas_dgemv (CblasNoTrans, 1.0, U, Utu, 0.0, alpha_prime);
- WriteBV(alpha_prime);
-
- gsl_vector_free(alpha_prime);
- gsl_vector_free(Utu);
-
- delete [] p_gamma;
- beta_g.clear();
-
- return;
-}
-
-
-
-void BSLMM::RidgeR(const gsl_matrix *U, const gsl_matrix *UtX, const gsl_vector *Uty, const gsl_vector *eval, const double lambda)
-{
- gsl_vector *beta=gsl_vector_alloc (UtX->size2);
- gsl_vector *H_eval=gsl_vector_alloc (Uty->size);
- gsl_vector *bv=gsl_vector_alloc (Uty->size);
-
- gsl_vector_memcpy (H_eval, eval);
- gsl_vector_scale (H_eval, lambda);
- gsl_vector_add_constant (H_eval, 1.0);
-
- gsl_vector_memcpy (bv, Uty);
- gsl_vector_div (bv, H_eval);
-
- gsl_blas_dgemv (CblasTrans, lambda/(double)UtX->size2, UtX, bv, 0.0, beta);
- gsl_vector_add_constant (H_eval, -1.0);
- gsl_vector_mul (H_eval, bv);
- gsl_blas_dgemv (CblasNoTrans, 1.0, U, H_eval, 0.0, bv);
-
- WriteParam (beta);
- WriteBV(bv);
-
- gsl_vector_free (H_eval);
- gsl_vector_free (beta);
- gsl_vector_free (bv);
-
- return;
-}
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-//below fits MCMC for rho=1
-void BSLMM::CalcXtX (const gsl_matrix *X, const gsl_vector *y, const size_t s_size, gsl_matrix *XtX, gsl_vector *Xty)
-{
- time_t time_start=clock();
- gsl_matrix_const_view X_sub=gsl_matrix_const_submatrix(X, 0, 0, X->size1, s_size);
- gsl_matrix_view XtX_sub=gsl_matrix_submatrix(XtX, 0, 0, s_size, s_size);
- gsl_vector_view Xty_sub=gsl_vector_subvector(Xty, 0, s_size);
-
-#ifdef WITH_LAPACK
- lapack_dgemm ((char *)"T", (char *)"N", 1.0, &X_sub.matrix, &X_sub.matrix, 0.0, &XtX_sub.matrix);
-#else
- gsl_blas_dgemm (CblasTrans, CblasNoTrans, 1.0, &X_sub.matrix, &X_sub.matrix, 0.0, &XtX_sub.matrix);
-#endif
- gsl_blas_dgemv(CblasTrans, 1.0, &X_sub.matrix, y, 0.0, &Xty_sub.vector);
-
- time_Omega+=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0);
-
- return;
-}
-
-
-void BSLMM::SetXgamma (const gsl_matrix *X, const gsl_matrix *X_old, const gsl_matrix *XtX_old, const gsl_vector *Xty_old, const gsl_vector *y, const vector<size_t> &rank_old, const vector<size_t> &rank_new, gsl_matrix *X_new, gsl_matrix *XtX_new, gsl_vector *Xty_new)
-{
- double d;
-
- //rank_old and rank_new are sorted already inside PorposeGamma
- //calculate vectors rank_remove and rank_add
- // size_t v_size=max(rank_old.size(), rank_new.size());
- //make sure that v_size is larger than repeat
- size_t v_size=20;
- vector<size_t> rank_remove(v_size), rank_add(v_size), rank_union(s_max+v_size);
- vector<size_t>::iterator it;
-
- it=set_difference (rank_old.begin(), rank_old.end(), rank_new.begin(), rank_new.end(), rank_remove.begin());
- rank_remove.resize(it-rank_remove.begin());
-
- it=set_difference (rank_new.begin(), rank_new.end(), rank_old.begin(), rank_old.end(), rank_add.begin());
- rank_add.resize(it-rank_add.begin());
-
- it=set_union (rank_new.begin(), rank_new.end(), rank_old.begin(), rank_old.end(), rank_union.begin());
- rank_union.resize(it-rank_union.begin());
-
- //map rank_remove and rank_add
- map<size_t, int> mapRank2in_remove, mapRank2in_add;
- for (size_t i=0; i<rank_remove.size(); i++) {
- mapRank2in_remove[rank_remove[i]]=1;
- }
- for (size_t i=0; i<rank_add.size(); i++) {
- mapRank2in_add[rank_add[i]]=1;
- }
-
- //obtain the subset of matrix/vector
- gsl_matrix_const_view Xold_sub=gsl_matrix_const_submatrix(X_old, 0, 0, X_old->size1, rank_old.size());
- gsl_matrix_const_view XtXold_sub=gsl_matrix_const_submatrix(XtX_old, 0, 0, rank_old.size(), rank_old.size());
- gsl_vector_const_view Xtyold_sub=gsl_vector_const_subvector(Xty_old, 0, rank_old.size());
-
- gsl_matrix_view Xnew_sub=gsl_matrix_submatrix(X_new, 0, 0, X_new->size1, rank_new.size());
- gsl_matrix_view XtXnew_sub=gsl_matrix_submatrix(XtX_new, 0, 0, rank_new.size(), rank_new.size());
- gsl_vector_view Xtynew_sub=gsl_vector_subvector(Xty_new, 0, rank_new.size());
-
- //get X_new and calculate XtX_new
- /*
- if (rank_remove.size()==0 && rank_add.size()==0) {
- gsl_matrix_memcpy(&Xnew_sub.matrix, &Xold_sub.matrix);
- gsl_matrix_memcpy(&XtXnew_sub.matrix, &XtXold_sub.matrix);
- gsl_vector_memcpy(&Xtynew_sub.vector, &Xtyold_sub.vector);
- } else {
- gsl_matrix *X_temp=gsl_matrix_alloc(X_old->size1, rank_old.size()-rank_remove.size() );
- gsl_matrix *XtX_temp=gsl_matrix_alloc(X_temp->size2, X_temp->size2);
- gsl_vector *Xty_temp=gsl_vector_alloc(X_temp->size2);
-
- if (rank_remove.size()==0) {
- gsl_matrix_memcpy (X_temp, &Xold_sub.matrix);
- gsl_matrix_memcpy (XtX_temp, &XtXold_sub.matrix);
- gsl_vector_memcpy (Xty_temp, &Xtyold_sub.vector);
- } else {
- size_t i_temp=0, j_temp;
- for (size_t i=0; i<rank_old.size(); i++) {
- if (mapRank2in_remove.count(rank_old[i])!=0) {continue;}
- gsl_vector_const_view Xold_col=gsl_matrix_const_column(X_old, i);
- gsl_vector_view Xtemp_col=gsl_matrix_column(X_temp, i_temp);
- gsl_vector_memcpy (&Xtemp_col.vector, &Xold_col.vector);
-
- d=gsl_vector_get (Xty_old, i);
- gsl_vector_set (Xty_temp, i_temp, d);
-
- j_temp=i_temp;
- for (size_t j=i; j<rank_old.size(); j++) {
- if (mapRank2in_remove.count(rank_old[j])!=0) {continue;}
- d=gsl_matrix_get (XtX_old, i, j);
- gsl_matrix_set (XtX_temp, i_temp, j_temp, d);
- if (i_temp!=j_temp) {gsl_matrix_set (XtX_temp, j_temp, i_temp, d);}
- j_temp++;
- }
- i_temp++;
- }
- }
-
- if (rank_add.size()==0) {
- gsl_matrix_memcpy (&Xnew_sub.matrix, X_temp);
- gsl_matrix_memcpy (&XtXnew_sub.matrix, XtX_temp);
- gsl_vector_memcpy (&Xtynew_sub.vector, Xty_temp);
- } else {
- gsl_matrix *X_add=gsl_matrix_alloc(X_old->size1, rank_add.size() );
- gsl_matrix *XtX_aa=gsl_matrix_alloc(X_add->size2, X_add->size2);
- gsl_matrix *XtX_at=gsl_matrix_alloc(X_add->size2, X_temp->size2);
- gsl_vector *Xty_add=gsl_vector_alloc(X_add->size2);
-
- //get X_add
- SetXgamma (X_add, X, rank_add);
-
- //get t(X_add)X_add and t(X_add)X_temp
- clock_t time_start=clock();
-
- //somehow the lapack_dgemm does not work here
- //#ifdef WITH_LAPACK
- //lapack_dgemm ((char *)"T", (char *)"N", 1.0, X_add, X_add, 0.0, XtX_aa);
- //lapack_dgemm ((char *)"T", (char *)"N", 1.0, X_add, X_temp, 0.0, XtX_at);
-
- //#else
- gsl_blas_dgemm (CblasTrans, CblasNoTrans, 1.0, X_add, X_add, 0.0, XtX_aa);
- gsl_blas_dgemm (CblasTrans, CblasNoTrans, 1.0, X_add, X_temp, 0.0, XtX_at);
- //#endif
- gsl_blas_dgemv(CblasTrans, 1.0, X_add, y, 0.0, Xty_add);
-
- time_Omega+=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0);
-
- //save to X_new, XtX_new and Xty_new
- size_t i_temp=0, j_temp, i_flag=0, j_flag=0;
- for (size_t i=0; i<rank_new.size(); i++) {
- if (mapRank2in_add.count(rank_new[i])!=0) {i_flag=1;} else {i_flag=0;}
- gsl_vector_view Xnew_col=gsl_matrix_column(X_new, i);
- if (i_flag==1) {
- gsl_vector_view Xcopy_col=gsl_matrix_column(X_add, i-i_temp);
- gsl_vector_memcpy (&Xnew_col.vector, &Xcopy_col.vector);
- } else {
- gsl_vector_view Xcopy_col=gsl_matrix_column(X_temp, i_temp);
- gsl_vector_memcpy (&Xnew_col.vector, &Xcopy_col.vector);
- }
-
- if (i_flag==1) {
- d=gsl_vector_get (Xty_add, i-i_temp);
- } else {
- d=gsl_vector_get (Xty_temp, i_temp);
- }
- gsl_vector_set (Xty_new, i, d);
-
- j_temp=i_temp;
- for (size_t j=i; j<rank_new.size(); j++) {
- if (mapRank2in_add.count(rank_new[j])!=0) {j_flag=1;} else {j_flag=0;}
-
- if (i_flag==1 && j_flag==1) {
- d=gsl_matrix_get(XtX_aa, i-i_temp, j-j_temp);
- } else if (i_flag==1) {
- d=gsl_matrix_get(XtX_at, i-i_temp, j_temp);
- } else if (j_flag==1) {
- d=gsl_matrix_get(XtX_at, j-j_temp, i_temp);
- } else {
- d=gsl_matrix_get(XtX_temp, i_temp, j_temp);
- }
-
- gsl_matrix_set (XtX_new, i, j, d);
- if (i!=j) {gsl_matrix_set (XtX_new, j, i, d);}
-
- if (j_flag==0) {j_temp++;}
- }
- if (i_flag==0) {i_temp++;}
- }
-
- gsl_matrix_free(X_add);
- gsl_matrix_free(XtX_aa);
- gsl_matrix_free(XtX_at);
- gsl_vector_free(Xty_add);
- }
-
- gsl_matrix_free(X_temp);
- gsl_matrix_free(XtX_temp);
- gsl_vector_free(Xty_temp);
- }
- */
-
-
- if (rank_remove.size()==0 && rank_add.size()==0) {
- gsl_matrix_memcpy(&Xnew_sub.matrix, &Xold_sub.matrix);
- gsl_matrix_memcpy(&XtXnew_sub.matrix, &XtXold_sub.matrix);
- gsl_vector_memcpy(&Xtynew_sub.vector, &Xtyold_sub.vector);
- } else {
- size_t i_old, j_old, i_new, j_new, i_add, j_add, i_flag, j_flag;
- if (rank_add.size()==0) {
- i_old=0; i_new=0;
- for (size_t i=0; i<rank_union.size(); i++) {
- if (mapRank2in_remove.count(rank_old[i_old])!=0) {i_old++; continue;}
-
- gsl_vector_view Xnew_col=gsl_matrix_column(X_new, i_new);
- gsl_vector_const_view Xcopy_col=gsl_matrix_const_column(X_old, i_old);
- gsl_vector_memcpy (&Xnew_col.vector, &Xcopy_col.vector);
-
- d=gsl_vector_get (Xty_old, i_old);
- gsl_vector_set (Xty_new, i_new, d);
-
- j_old=i_old; j_new=i_new;
- for (size_t j=i; j<rank_union.size(); j++) {
- if (mapRank2in_remove.count(rank_old[j_old])!=0) {j_old++; continue;}
-
- d=gsl_matrix_get(XtX_old, i_old, j_old);
-
- gsl_matrix_set (XtX_new, i_new, j_new, d);
- if (i_new!=j_new) {gsl_matrix_set (XtX_new, j_new, i_new, d);}
-
- j_old++; j_new++;
- }
- i_old++; i_new++;
- }
- } else {
- gsl_matrix *X_add=gsl_matrix_alloc(X_old->size1, rank_add.size() );
- gsl_matrix *XtX_aa=gsl_matrix_alloc(X_add->size2, X_add->size2);
- gsl_matrix *XtX_ao=gsl_matrix_alloc(X_add->size2, X_old->size2);
- gsl_vector *Xty_add=gsl_vector_alloc(X_add->size2);
-
- //get X_add
- SetXgamma (X_add, X, rank_add);
-
- //get t(X_add)X_add and t(X_add)X_temp
- clock_t time_start=clock();
-
- //somehow the lapack_dgemm does not work here
- //#ifdef WITH_LAPACK
- //lapack_dgemm ((char *)"T", (char *)"N", 1.0, X_add, X_add, 0.0, XtX_aa);
- //lapack_dgemm ((char *)"T", (char *)"N", 1.0, X_add, X_temp, 0.0, XtX_at);
-
- //#else
- gsl_blas_dgemm (CblasTrans, CblasNoTrans, 1.0, X_add, X_add, 0.0, XtX_aa);
- gsl_blas_dgemm (CblasTrans, CblasNoTrans, 1.0, X_add, X_old, 0.0, XtX_ao);
- //#endif
- gsl_blas_dgemv(CblasTrans, 1.0, X_add, y, 0.0, Xty_add);
-
- time_Omega+=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0);
-
- //save to X_new, XtX_new and Xty_new
- i_old=0; i_new=0; i_add=0;
- for (size_t i=0; i<rank_union.size(); i++) {
- if (mapRank2in_remove.count(rank_old[i_old])!=0) {i_old++; continue;}
- if (mapRank2in_add.count(rank_new[i_new])!=0) {i_flag=1;} else {i_flag=0;}
-
- gsl_vector_view Xnew_col=gsl_matrix_column(X_new, i_new);
- if (i_flag==1) {
- gsl_vector_view Xcopy_col=gsl_matrix_column(X_add, i_add);
- gsl_vector_memcpy (&Xnew_col.vector, &Xcopy_col.vector);
- } else {
- gsl_vector_const_view Xcopy_col=gsl_matrix_const_column(X_old, i_old);
- gsl_vector_memcpy (&Xnew_col.vector, &Xcopy_col.vector);
- }
-
- if (i_flag==1) {
- d=gsl_vector_get (Xty_add, i_add);
- } else {
- d=gsl_vector_get (Xty_old, i_old);
- }
- gsl_vector_set (Xty_new, i_new, d);
-
- j_old=i_old; j_new=i_new; j_add=i_add;
- for (size_t j=i; j<rank_union.size(); j++) {
- if (mapRank2in_remove.count(rank_old[j_old])!=0) {j_old++; continue;}
- if (mapRank2in_add.count(rank_new[j_new])!=0) {j_flag=1;} else {j_flag=0;}
-
- if (i_flag==1 && j_flag==1) {
- d=gsl_matrix_get(XtX_aa, i_add, j_add);
- } else if (i_flag==1) {
- d=gsl_matrix_get(XtX_ao, i_add, j_old);
- } else if (j_flag==1) {
- d=gsl_matrix_get(XtX_ao, j_add, i_old);
- } else {
- d=gsl_matrix_get(XtX_old, i_old, j_old);
- }
-
- gsl_matrix_set (XtX_new, i_new, j_new, d);
- if (i_new!=j_new) {gsl_matrix_set (XtX_new, j_new, i_new, d);}
-
- j_new++; if (j_flag==1) {j_add++;} else {j_old++;}
- }
- i_new++; if (i_flag==1) {i_add++;} else {i_old++;}
- }
-
- gsl_matrix_free(X_add);
- gsl_matrix_free(XtX_aa);
- gsl_matrix_free(XtX_ao);
- gsl_vector_free(Xty_add);
- }
-
- }
-
- rank_remove.clear();
- rank_add.clear();
- rank_union.clear();
- mapRank2in_remove.clear();
- mapRank2in_add.clear();
-
- return;
-}
-
-
-double BSLMM::CalcPosterior (const double yty, class HYPBSLMM &cHyp)
-{
- double logpost=0.0;
-
- //for quantitative traits, calculate pve and pge
- //pve and pge for case/control data are calculted in CalcCC_PVEnZ
- if (a_mode==11) {
- cHyp.pve=0.0;
- cHyp.pge=1.0;
- }
-
- //calculate likelihood
- if (a_mode==11) {logpost-=0.5*(double)ni_test*log(yty);}
- else {logpost-=0.5*yty;}
-
- logpost+=((double)cHyp.n_gamma-1.0)*cHyp.logp+((double)ns_test-(double)cHyp.n_gamma)*log(1-exp(cHyp.logp));
-
- return logpost;
-}
-
-
-double BSLMM::CalcPosterior (const gsl_matrix *Xgamma, const gsl_matrix *XtX, const gsl_vector *Xty, const double yty, const size_t s_size, gsl_vector *Xb, gsl_vector *beta, class HYPBSLMM &cHyp)
-{
- double sigma_a2=cHyp.h/( (1-cHyp.h)*exp(cHyp.logp)*(double)ns_test);
- double logpost=0.0;
- double d, P_yy=yty, logdet_O=0.0;
-
- gsl_matrix_const_view Xgamma_sub=gsl_matrix_const_submatrix (Xgamma, 0, 0, Xgamma->size1, s_size);
- gsl_matrix_const_view XtX_sub=gsl_matrix_const_submatrix (XtX, 0, 0, s_size, s_size);
- gsl_vector_const_view Xty_sub=gsl_vector_const_subvector (Xty, 0, s_size);
-
- gsl_matrix *Omega=gsl_matrix_alloc (s_size, s_size);
- gsl_matrix *M_temp=gsl_matrix_alloc (s_size, s_size);
- gsl_vector *beta_hat=gsl_vector_alloc (s_size);
- gsl_vector *Xty_temp=gsl_vector_alloc (s_size);
-
- gsl_vector_memcpy (Xty_temp, &Xty_sub.vector);
-
- //calculate Omega
- gsl_matrix_memcpy (Omega, &XtX_sub.matrix);
- gsl_matrix_scale (Omega, sigma_a2);
- gsl_matrix_set_identity (M_temp);
- gsl_matrix_add (Omega, M_temp);
-
- //calculate beta_hat
- logdet_O=CholeskySolve(Omega, Xty_temp, beta_hat);
- gsl_vector_scale (beta_hat, sigma_a2);
-
- gsl_blas_ddot (Xty_temp, beta_hat, &d);
- P_yy-=d;
-
- //sample tau
- double tau=1.0;
- if (a_mode==11) {tau =gsl_ran_gamma (gsl_r, (double)ni_test/2.0, 2.0/P_yy); }
-
- //sample beta
- for (size_t i=0; i<s_size; i++)
- {
- d=gsl_ran_gaussian(gsl_r, 1);
- gsl_vector_set(beta, i, d);
- }
- gsl_vector_view beta_sub=gsl_vector_subvector(beta, 0, s_size);
- gsl_blas_dtrsv(CblasUpper, CblasNoTrans, CblasNonUnit, Omega, &beta_sub.vector);
-
- //it compuates inv(L^T(Omega)) %*% beta;
- gsl_vector_scale(&beta_sub.vector, sqrt(sigma_a2/tau));
- gsl_vector_add(&beta_sub.vector, beta_hat);
- gsl_blas_dgemv (CblasNoTrans, 1.0, &Xgamma_sub.matrix, &beta_sub.vector, 0.0, Xb);
-
- //for quantitative traits, calculate pve and pge
- if (a_mode==11) {
- gsl_blas_ddot (Xb, Xb, &d);
- cHyp.pve=d/(double)ni_test;
- cHyp.pve/=cHyp.pve+1.0/tau;
- cHyp.pge=1.0;
- }
-
- logpost=-0.5*logdet_O;
- if (a_mode==11) {logpost-=0.5*(double)ni_test*log(P_yy);}
- else {logpost-=0.5*P_yy;}
-
- logpost+=((double)cHyp.n_gamma-1.0)*cHyp.logp+((double)ns_test-(double)cHyp.n_gamma)*log(1.0-exp(cHyp.logp));
-
- gsl_matrix_free (Omega);
- gsl_matrix_free (M_temp);
- gsl_vector_free (beta_hat);
- gsl_vector_free (Xty_temp);
-
- return logpost;
-}
-
-
-
-//calculate pve and pge, and calculate z_hat for case-control data
-void BSLMM::CalcCC_PVEnZ (gsl_vector *z_hat, class HYPBSLMM &cHyp)
-{
- gsl_vector_set_zero(z_hat);
- cHyp.pve=0.0;
- cHyp.pge=1.0;
- return;
-}
-
-
-//calculate pve and pge, and calculate z_hat for case-control data
-void BSLMM::CalcCC_PVEnZ (const gsl_vector *Xb, gsl_vector *z_hat, class HYPBSLMM &cHyp)
-{
- double d;
-
- gsl_blas_ddot (Xb, Xb, &d);
- cHyp.pve=d/(double)ni_test;
- cHyp.pve/=cHyp.pve+1.0;
- cHyp.pge=1.0;
-
- gsl_vector_memcpy (z_hat, Xb);
-
- return;
-}
-
-
-
-//if a_mode==13, then run probit model
-void BSLMM::MCMC (const gsl_matrix *X, const gsl_vector *y) {
- clock_t time_start;
- double time_set=0, time_post=0;
-
- class HYPBSLMM cHyp_old, cHyp_new;
-
- gsl_matrix *Result_hyp=gsl_matrix_alloc (w_pace, 6);
- gsl_matrix *Result_gamma=gsl_matrix_alloc (w_pace, s_max);
-
- gsl_vector *Xb_new=gsl_vector_alloc (ni_test);
- gsl_vector *Xb_old=gsl_vector_alloc (ni_test);
- gsl_vector *z_hat=gsl_vector_alloc (ni_test);
- gsl_vector *z=gsl_vector_alloc (ni_test);
-
- gsl_matrix *Xgamma_old=gsl_matrix_alloc (ni_test, s_max);
- gsl_matrix *XtX_old=gsl_matrix_alloc (s_max, s_max);
- gsl_vector *Xtz_old=gsl_vector_alloc (s_max);
- gsl_vector *beta_old=gsl_vector_alloc (s_max);
-
- gsl_matrix *Xgamma_new=gsl_matrix_alloc (ni_test, s_max);
- gsl_matrix *XtX_new=gsl_matrix_alloc (s_max, s_max);
- gsl_vector *Xtz_new=gsl_vector_alloc (s_max);
- gsl_vector *beta_new=gsl_vector_alloc (s_max);
-
- double ztz=0.0;
- gsl_vector_memcpy (z, y);
- //for quantitative traits, y is centered already in gemma.cpp, but just in case
- double mean_z=CenterVector (z);
- gsl_blas_ddot(z, z, &ztz);
-
- double logPost_new, logPost_old;
- double logMHratio;
-
- gsl_matrix_set_zero (Result_gamma);
- if (a_mode==13) {
- pheno_mean=0.0;
- }
-
- vector<pair<double, double> > beta_g;
- for (size_t i=0; i<ns_test; i++) {
- beta_g.push_back(make_pair(0.0, 0.0));
- }
-
- vector<size_t> rank_new, rank_old;
- vector<pair<size_t, double> > pos_loglr;
-
- time_start=clock();
- MatrixCalcLmLR (X, z, pos_loglr);
- time_Proposal=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0);
-
- stable_sort (pos_loglr.begin(), pos_loglr.end(), comp_lr);
- for (size_t i=0; i<ns_test; ++i) {
- mapRank2pos[i]=pos_loglr[i].first;
- }
-
- //calculate proposal distribution for gamma (unnormalized), and set up gsl_r and gsl_t
- gsl_rng_env_setup();
- const gsl_rng_type * gslType;
- gslType = gsl_rng_default;
- if (randseed<0)
- {
- time_t rawtime;
- time (&rawtime);
- tm * ptm = gmtime (&rawtime);
-
- randseed = (unsigned) (ptm->tm_hour%24*3600+ptm->tm_min*60+ptm->tm_sec);
- }
- gsl_r = gsl_rng_alloc(gslType);
- gsl_rng_set(gsl_r, randseed);
-
- double *p_gamma = new double[ns_test];
- CalcPgamma (p_gamma);
-
- gsl_t=gsl_ran_discrete_preproc (ns_test, p_gamma);
-
- //initial parameters
- InitialMCMC (X, z, rank_old, cHyp_old, pos_loglr);
-
- cHyp_initial=cHyp_old;
-
- if (cHyp_old.n_gamma==0) {
- logPost_old=CalcPosterior (ztz, cHyp_old);
- }
- else {
- SetXgamma (Xgamma_old, X, rank_old);
- CalcXtX (Xgamma_old, z, rank_old.size(), XtX_old, Xtz_old);
- logPost_old=CalcPosterior (Xgamma_old, XtX_old, Xtz_old, ztz, rank_old.size(), Xb_old, beta_old, cHyp_old);
- }
-
- //calculate centered z_hat, and pve
- if (a_mode==13) {
- if (cHyp_old.n_gamma==0) {
- CalcCC_PVEnZ (z_hat, cHyp_old);
- }
- else {
- CalcCC_PVEnZ (Xb_old, z_hat, cHyp_old);
- }
- }
-
- //start MCMC
- int accept;
- size_t total_step=w_step+s_step;
- size_t w=0, w_col, pos;
- size_t repeat=0;
-
- for (size_t t=0; t<total_step; ++t) {
- if (t%d_pace==0 || t==total_step-1) {ProgressBar ("Running MCMC ", t, total_step-1, (double)n_accept/(double)(t*n_mh+1));}
-// if (t>10) {break;}
- if (a_mode==13) {
- SampleZ (y, z_hat, z);
- mean_z=CenterVector (z);
- gsl_blas_ddot(z,z,&ztz);
-
- //First proposal
- if (cHyp_old.n_gamma==0) {
- logPost_old=CalcPosterior (ztz, cHyp_old);
- } else {
- gsl_matrix_view Xold_sub=gsl_matrix_submatrix(Xgamma_old, 0, 0, ni_test, rank_old.size());
- gsl_vector_view Xtz_sub=gsl_vector_subvector(Xtz_old, 0, rank_old.size());
- gsl_blas_dgemv (CblasTrans, 1.0, &Xold_sub.matrix, z, 0.0, &Xtz_sub.vector);
- logPost_old=CalcPosterior (Xgamma_old, XtX_old, Xtz_old, ztz, rank_old.size(), Xb_old, beta_old, cHyp_old);
- }
- }
-
- //MH steps
- for (size_t i=0; i<n_mh; ++i) {
- if (gsl_rng_uniform(gsl_r)<0.33) {repeat = 1+gsl_rng_uniform_int(gsl_r, 20);}
- else {repeat=1;}
-
- logMHratio=0.0;
- logMHratio+=ProposeHnRho(cHyp_old, cHyp_new, repeat);
- logMHratio+=ProposeGamma (rank_old, rank_new, p_gamma, cHyp_old, cHyp_new, repeat);
- logMHratio+=ProposePi(cHyp_old, cHyp_new, repeat);
-
- if (cHyp_new.n_gamma==0) {
- logPost_new=CalcPosterior (ztz, cHyp_new);
- } else {
- //this if makes sure that rank_old.size()==rank_remove.size() does not happen
- if (cHyp_new.n_gamma<=20 || cHyp_old.n_gamma<=20) {
- time_start=clock();
- SetXgamma (Xgamma_new, X, rank_new);
- CalcXtX (Xgamma_new, z, rank_new.size(), XtX_new, Xtz_new);
- time_set+=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0);
- } else {
- time_start=clock();
- SetXgamma (X, Xgamma_old, XtX_old, Xtz_old, z, rank_old, rank_new, Xgamma_new, XtX_new, Xtz_new);
- time_set+=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0);
- }
- time_start=clock();
- logPost_new=CalcPosterior (Xgamma_new, XtX_new, Xtz_new, ztz, rank_new.size(), Xb_new, beta_new, cHyp_new);
- time_post+=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0);
- }
- logMHratio+=logPost_new-logPost_old;
-
- if (logMHratio>0 || log(gsl_rng_uniform(gsl_r))<logMHratio) {accept=1; n_accept++;}
- else {accept=0;}
-
- //cout<<rank_new.size()<<"\t"<<rank_old.size()<<"\t"<<logPost_new<<"\t"<<logPost_old<<endl;
- if (accept==1) {
- logPost_old=logPost_new;
- cHyp_old=cHyp_new;
- gsl_vector_memcpy (Xb_old, Xb_new);
-
- rank_old.clear();
- if (rank_new.size()!=0) {
- for (size_t i=0; i<rank_new.size(); ++i) {
- rank_old.push_back(rank_new[i]);
- }
-
- gsl_matrix_view Xold_sub=gsl_matrix_submatrix(Xgamma_old, 0, 0, ni_test, rank_new.size());
- gsl_matrix_view XtXold_sub=gsl_matrix_submatrix(XtX_old, 0, 0, rank_new.size(), rank_new.size());
- gsl_vector_view Xtzold_sub=gsl_vector_subvector(Xtz_old, 0, rank_new.size());
- gsl_vector_view betaold_sub=gsl_vector_subvector(beta_old, 0, rank_new.size());
-
- gsl_matrix_view Xnew_sub=gsl_matrix_submatrix(Xgamma_new, 0, 0, ni_test, rank_new.size());
- gsl_matrix_view XtXnew_sub=gsl_matrix_submatrix(XtX_new, 0, 0, rank_new.size(), rank_new.size());
- gsl_vector_view Xtznew_sub=gsl_vector_subvector(Xtz_new, 0, rank_new.size());
- gsl_vector_view betanew_sub=gsl_vector_subvector(beta_new, 0, rank_new.size());
-
- gsl_matrix_memcpy(&Xold_sub.matrix, &Xnew_sub.matrix);
- gsl_matrix_memcpy(&XtXold_sub.matrix, &XtXnew_sub.matrix);
- gsl_vector_memcpy(&Xtzold_sub.vector, &Xtznew_sub.vector);
- gsl_vector_memcpy(&betaold_sub.vector, &betanew_sub.vector);
- }
- } else {
- cHyp_new=cHyp_old;
- }
-
- }
-
- //calculate z_hat, and pve
- if (a_mode==13) {
- if (cHyp_old.n_gamma==0) {
- CalcCC_PVEnZ (z_hat, cHyp_old);
- }
- else {
- CalcCC_PVEnZ (Xb_old, z_hat, cHyp_old);
- }
-
- //sample mu and update z hat
- gsl_vector_sub (z, z_hat);
- mean_z+=CenterVector(z);
- mean_z+=gsl_ran_gaussian(gsl_r, sqrt(1.0/(double) ni_test) );
-
- gsl_vector_add_constant (z_hat, mean_z);
- }
-
- //Save data
- if (t<w_step) {continue;}
- else {
- if (t%r_pace==0) {
- w_col=w%w_pace;
- if (w_col==0) {
- if (w==0) {WriteResult (0, Result_hyp, Result_gamma, w_col);}
- else {
- WriteResult (1, Result_hyp, Result_gamma, w_col);
- gsl_matrix_set_zero (Result_hyp);
- gsl_matrix_set_zero (Result_gamma);
- }
- }
-
- gsl_matrix_set (Result_hyp, w_col, 0, cHyp_old.h);
- gsl_matrix_set (Result_hyp, w_col, 1, cHyp_old.pve);
- gsl_matrix_set (Result_hyp, w_col, 2, cHyp_old.rho);
- gsl_matrix_set (Result_hyp, w_col, 3, cHyp_old.pge);
- gsl_matrix_set (Result_hyp, w_col, 4, cHyp_old.logp);
- gsl_matrix_set (Result_hyp, w_col, 5, cHyp_old.n_gamma);
-
- for (size_t i=0; i<cHyp_old.n_gamma; ++i) {
- pos=mapRank2pos[rank_old[i]]+1;
-
- gsl_matrix_set (Result_gamma, w_col, i, pos);
-
- beta_g[pos-1].first+=gsl_vector_get(beta_old, i);
- beta_g[pos-1].second+=1.0;
- }
-
- if (a_mode==13) {
- pheno_mean+=mean_z;
- }
-
- w++;
-
- }
-
- }
- }
- cout<<endl;
-
- cout<<"time on selecting Xgamma: "<<time_set<<endl;
- cout<<"time on calculating posterior: "<<time_post<<endl;
-
- w_col=w%w_pace;
- WriteResult (1, Result_hyp, Result_gamma, w_col);
-
- gsl_vector *alpha=gsl_vector_alloc (ns_test);
- gsl_vector_set_zero (alpha);
- WriteParam (beta_g, alpha, w);
- gsl_vector_free(alpha);
-
- gsl_matrix_free(Result_hyp);
- gsl_matrix_free(Result_gamma);
-
- gsl_vector_free(z_hat);
- gsl_vector_free(z);
- gsl_vector_free(Xb_new);
- gsl_vector_free(Xb_old);
-
- gsl_matrix_free(Xgamma_old);
- gsl_matrix_free(XtX_old);
- gsl_vector_free(Xtz_old);
- gsl_vector_free(beta_old);
-
- gsl_matrix_free(Xgamma_new);
- gsl_matrix_free(XtX_new);
- gsl_vector_free(Xtz_new);
- gsl_vector_free(beta_new);
-
- delete [] p_gamma;
- beta_g.clear();
-
- return;
-}