From 7762722f264adc402ea3b0f21923b18f072253ba Mon Sep 17 00:00:00 2001
From: xiangzhou
Date: Mon, 22 Sep 2014 11:06:02 -0400
Subject: version 0.95alpha
---
bin/gemma | Bin 0 -> 4823751 bytes
src/bslmm.cpp | 1928 ++++++++++++++++++++++++++++
src/bslmm.h | 146 +++
src/gemma.cpp | 1864 +++++++++++++++++++++++++++
src/gemma.h | 52 +
src/gzstream.cpp | 165 +++
src/gzstream.h | 121 ++
src/io.cpp | 1396 ++++++++++++++++++++
src/io.h | 79 ++
src/lapack.cpp | 609 +++++++++
src/lapack.h | 53 +
src/lm.cpp | 572 +++++++++
src/lm.h | 75 ++
src/lmm.cpp | 1771 ++++++++++++++++++++++++++
src/lmm.h | 111 ++
src/main.cpp | 86 ++
src/mathfunc.cpp | 310 +++++
src/mathfunc.h | 41 +
src/mvlmm.cpp | 3749 ++++++++++++++++++++++++++++++++++++++++++++++++++++++
src/mvlmm.h | 94 ++
src/param.cpp | 849 +++++++++++++
src/param.h | 232 ++++
src/prdt.cpp | 544 ++++++++
src/prdt.h | 81 ++
src/vc.cpp | 443 +++++++
src/vc.h | 82 ++
26 files changed, 15453 insertions(+)
create mode 100755 bin/gemma
create mode 100644 src/bslmm.cpp
create mode 100644 src/bslmm.h
create mode 100644 src/gemma.cpp
create mode 100644 src/gemma.h
create mode 100644 src/gzstream.cpp
create mode 100644 src/gzstream.h
create mode 100644 src/io.cpp
create mode 100644 src/io.h
create mode 100644 src/lapack.cpp
create mode 100644 src/lapack.h
create mode 100644 src/lm.cpp
create mode 100644 src/lm.h
create mode 100644 src/lmm.cpp
create mode 100644 src/lmm.h
create mode 100644 src/main.cpp
create mode 100644 src/mathfunc.cpp
create mode 100644 src/mathfunc.h
create mode 100644 src/mvlmm.cpp
create mode 100644 src/mvlmm.h
create mode 100644 src/param.cpp
create mode 100644 src/param.h
create mode 100644 src/prdt.cpp
create mode 100644 src/prdt.h
create mode 100644 src/vc.cpp
create mode 100644 src/vc.h
diff --git a/bin/gemma b/bin/gemma
new file mode 100755
index 0000000..6734240
Binary files /dev/null and b/bin/gemma differ
diff --git a/src/bslmm.cpp b/src/bslmm.cpp
new file mode 100644
index 0000000..55a05ca
--- /dev/null
+++ b/src/bslmm.cpp
@@ -0,0 +1,1928 @@
+/*
+ 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 .
+ */
+
+#include
+#include
+#include
+
+#include
+#include
+#include
+#include
+#include
+#include
+#include
+#include
+
+#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: "< > &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: "< &rank)
+{
+ size_t pos;
+ for (size_t i=0; isize2, 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 &rank, class HYPBSLMM &cHyp, vector > &pos_loglr)
+{
+ double q_genome=gsl_cdf_chisq_Qinv(0.05/(double)ns_test, 1);
+
+ cHyp.n_gamma=0;
+ for (size_t i=0; iq_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_gamma1.0) {cHyp.rho=1.0;}
+
+ if (cHyp.hh_max) {cHyp.h=h_max;}
+ if (cHyp.rhorho_max) {cHyp.rho=rho_max;}
+ if (cHyp.logplogp_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 = "<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; isize1, 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; isize; 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; isize; ++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; ih_max) {h=2*h_max-h;}
+
+ rho=rho+(gsl_rng_uniform(gsl_r)-0.5)*d_rho;
+ if (rhorho_max) {rho=2*rho_max-rho;}
+ }
+ /*
+ //Grid Sampling
+ for (size_t i=0; ih_max) {h=h_min;}
+ }
+
+ for (size_t i=0; irho_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; ilogp_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; ilogp_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 &rank_old, vector &rank_new, const double *p_gamma, const class HYPBSLMM &cHyp_old, class HYPBSLMM &cHyp_new, const size_t &repeat)
+{
+ map 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"<=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 a, pair 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 > beta_g;
+ for (size_t i=0; i rank_new, rank_old;
+ vector beta_new, beta_old;
+
+ vector > 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; itm_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; isize; ++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; t10) {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; isize; ++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=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; isize; ++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))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 &rank_old, const vector &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 rank_remove(v_size), rank_add(v_size), rank_union(s_max+v_size);
+ vector::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 mapRank2in_remove, mapRank2in_add;
+ for (size_t i=0; isize1, 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; isize1, 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; isize1, 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; isize1, 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 > beta_g;
+ for (size_t i=0; i rank_new, rank_old;
+ vector > 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; itm_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; t10) {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; i0 || log(gsl_rng_uniform(gsl_r)).
+ */
+
+
+#ifndef __BSLMM_H__
+#define __BSLMM_H__
+
+#include
+#include