From b9758364059d52e153a9f1b4fcae3bc3f3e68422 Mon Sep 17 00:00:00 2001
From: Pjotr Prins
Date: Fri, 7 Jul 2017 06:54:26 +0000
Subject: Fix spacing
---
src/bslmm.cpp | 780 +++++++++++++++++++++++++++++-----------------------------
1 file changed, 390 insertions(+), 390 deletions(-)
(limited to 'src/bslmm.cpp')
diff --git a/src/bslmm.cpp b/src/bslmm.cpp
index 563b743..d579802 100644
--- a/src/bslmm.cpp
+++ b/src/bslmm.cpp
@@ -1,17 +1,17 @@
/*
Genome-wide Efficient Mixed Model Association (GEMMA)
Copyright (C) 2011-2017, 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 .
*/
@@ -24,7 +24,7 @@
#include
#include
#include
-#include
+#include
#include
#include
#include
@@ -50,32 +50,32 @@ 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;
+
+ 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_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_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_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;
@@ -86,17 +86,17 @@ void BSLMM::CopyFromParam (PARAM &cPar) {
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;
}
@@ -108,7 +108,7 @@ void BSLMM::CopyToParam (PARAM &cPar) {
cPar.n_accept=n_accept;
cPar.pheno_mean=pheno_mean;
cPar.randseed=randseed;
-
+
return;
}
@@ -119,28 +119,28 @@ void BSLMM::WriteBV (const gsl_vector *bv) {
ofstream outfile (file_str.c_str(), ofstream::out);
if (!outfile) {
- cout<<"error writing file: "< > &beta_g,
+void BSLMM::WriteParam (vector > &beta_g,
const gsl_vector *alpha, const size_t w) {
string file_str;
file_str=path_out+"/"+file_out;
@@ -148,20 +148,20 @@ void BSLMM::WriteParam (vector > &beta_g,
ofstream outfile (file_str.c_str(), ofstream::out);
if (!outfile) {
- cout<<"error writing file: "< > &beta_g,
outfile<<0.0<<"\t"<<0.0< &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);
+ gsl_matrix_scale (Omega, 1.0/sigma_a2);
lapack_dgemm ((char *)"T", (char *)"N", 1.0, UtXgamma, UtXgamma,
1.0, Omega);
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);
@@ -342,28 +342,28 @@ double BSLMM::CalcPveLM (const gsl_matrix *UtXgamma, const gsl_vector *Uty,
return pve;
}
-void BSLMM::InitialMCMC (const gsl_matrix *UtX, const gsl_vector *Uty,
- vector &rank, class HYPBSLMM &cHyp,
+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;}
-
+
cout<<"initial value of h = "<size);
+
+ 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; isize1,
- UtXgamma->size2);
+
+ 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 *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);
+ d=gsl_ran_gaussian(gsl_r, 1);
+ gsl_vector_set(beta, i, d);
}
- gsl_blas_dtrsv(CblasUpper, CblasNoTrans, CblasNonUnit, Omega, beta);
-
+ gsl_blas_dtrsv(CblasUpper, CblasNoTrans, CblasNonUnit, Omega, beta);
+
// This computes inv(L^T(Omega)) %*% beta.
gsl_vector_scale(beta, sqrt(sigma_a2/tau));
- gsl_vector_add(beta, beta_hat);
+ 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);
-
+ 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;
- }
+ 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 (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;}
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,
+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;
-
+ 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;
-
+ 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,
+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);
-
+ 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) {
+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);
@@ -634,7 +634,7 @@ void BSLMM::SampleZ (const gsl_vector *y, const gsl_vector *z_hat,
if (d1<=0.0) {
// Control, right truncated.
- do {
+ do {
z_rand=d2+gsl_ran_gaussian(gsl_r, 1.0);
} while (z_rand>0.0);
}
@@ -643,25 +643,25 @@ void BSLMM::SampleZ (const gsl_vector *y, const gsl_vector *z_hat,
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,
+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;}
@@ -671,13 +671,13 @@ double BSLMM::ProposeHnRho (const class HYPBSLMM &cHyp_old,
return 0.0;
}
-double BSLMM::ProposePi (const class HYPBSLMM &cHyp_old,
+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 &rank_old,
- vector &rank_new,
- const double *p_gamma,
- const class HYPBSLMM &cHyp_old,
- class HYPBSLMM &cHyp_new,
+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"< &rank_old,
mapRank2in[r]=1;
}
}
- cHyp_new.n_gamma=cHyp_old.n_gamma;
-
+ cHyp_new.n_gamma=cHyp_old.n_gamma;
+
for (size_t i=0; i=0.40 && unif < 0.80 &&
+ 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 &&
+ else if (unif>=0.80 && cHyp_new.n_gamma>0 &&
cHyp_new.n_gamma &rank_old,
// 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 &rank_old,
// Be careful with the proposal.
do {
r_add=gsl_ran_discrete (gsl_r, gsl_t);
- } while (mapRank2in.count(r_add)!=0);
-
+ } while (mapRank2in.count(r_add)!=0);
+
double prob_total=1.0;
for (size_t i=0; i &rank_old,
}
else {logp+=0;} // Do not change.
}
-
+
stable_sort (rank_new.begin(), rank_new.end(), comp_vec);
mapRank2in.clear();
@@ -806,54 +806,54 @@ double BSLMM::ProposeGamma (const vector &rank_old,
}
bool comp_lr (pair a, pair b) {
- return (a.second > b.second);
+ 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,
+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;
+ 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_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 *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 *Utz=gsl_vector_alloc (ni_test);
+
+ gsl_vector_memcpy (Utz, Uty);
- gsl_vector_memcpy (Utz, Uty);
-
double logPost_new, logPost_old;
double logMHratio;
- double mean_z=0.0;
-
+ 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 beta_new, beta_old;
vector > pos_loglr;
@@ -865,59 +865,59 @@ void BSLMM::MCMC (const gsl_matrix *U, const gsl_matrix *UtX,
for (size_t i=0; itm_hour%24*3600+
ptm->tm_min*60+ptm->tm_sec);
}
- gsl_r = gsl_rng_alloc(gslType);
+ gsl_r = gsl_rng_alloc(gslType);
gsl_rng_set(gsl_r, randseed);
-
- double *p_gamma = new double[ns_test];
+
+ 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);
-
+
cHyp_initial=cHyp_old;
-
+
if (cHyp_old.n_gamma==0 || cHyp_old.rho==0) {
- logPost_old=CalcPosterior(Utz, K_eval, Utu_old, alpha_old,
+ 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();
@@ -929,28 +929,28 @@ void BSLMM::MCMC (const gsl_matrix *U, const gsl_matrix *UtX,
}
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; tsize; ++i) {
beta_old.push_back(gsl_vector_get(beta, i));
@@ -980,7 +980,7 @@ void BSLMM::MCMC (const gsl_matrix *U, const gsl_matrix *UtX,
gsl_vector_free (beta);
}
}
-
+
// M-H steps.
for (size_t i=0; i0 ||
log(gsl_rng_uniform(gsl_r))size2,
UtX, bv, 0.0, beta);
@@ -1181,18 +1181,18 @@ void BSLMM::RidgeR(const gsl_matrix *U, const gsl_matrix *UtX,
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();
+ 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);
@@ -1271,7 +1271,7 @@ void BSLMM::SetXgamma (const gsl_matrix *X, const gsl_matrix *X_old,
for (size_t i=0; isize1, rank_add.size() );
gsl_matrix *XtX_aa=gsl_matrix_alloc(X_add->size2, X_add->size2);
@@ -1302,7 +1302,7 @@ void BSLMM::SetXgamma (const gsl_matrix *X, const gsl_matrix *X_old,
// 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.
gsl_blas_dgemm (CblasTrans, CblasNoTrans, 1.0, X_add, X_add,
0.0, XtX_aa);
@@ -1325,15 +1325,15 @@ void BSLMM::SetXgamma (const gsl_matrix *X, const gsl_matrix *X_old,
i_flag=0;
}
- gsl_vector_view Xnew_col=gsl_matrix_column(X_new, i_new);
+ 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_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);
@@ -1385,34 +1385,34 @@ void BSLMM::SetXgamma (const gsl_matrix *X, const gsl_matrix *X_old,
rank_union.clear();
mapRank2in_remove.clear();
mapRank2in_add.clear();
-
+
return;
}
-double BSLMM::CalcPosterior (const double yty, class HYPBSLMM &cHyp) {
+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;
+ 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) {
+ 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;
@@ -1423,10 +1423,10 @@ double BSLMM::CalcPosterior (const gsl_matrix *Xgamma, const gsl_matrix *XtX,
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 *beta_hat=gsl_vector_alloc (s_size);
gsl_vector *Xty_temp=gsl_vector_alloc (s_size);
gsl_vector_memcpy (Xty_temp, &Xty_sub.vector);
@@ -1436,9 +1436,9 @@ double BSLMM::CalcPosterior (const gsl_matrix *Xgamma, const gsl_matrix *XtX,
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);
+ logdet_O=CholeskySolve(Omega, Xty_temp, beta_hat);
gsl_vector_scale (beta_hat, sigma_a2);
gsl_blas_ddot (Xty_temp, beta_hat, &d);
@@ -1453,27 +1453,27 @@ double BSLMM::CalcPosterior (const gsl_matrix *Xgamma, const gsl_matrix *XtX,
// 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);
@@ -1570,44 +1570,44 @@ void BSLMM::MCMC (const gsl_matrix *X, const gsl_vector *y) {
for (size_t i=0; itm_hour%24*3600+
ptm->tm_min*60+ptm->tm_sec);
}
- gsl_r = gsl_rng_alloc(gslType);
+ gsl_r = gsl_rng_alloc(gslType);
gsl_rng_set(gsl_r, randseed);
-
- double *p_gamma = new double[ns_test];
+
+ 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) {
+ if (cHyp_old.n_gamma==0) {
logPost_old=CalcPosterior (ztz, cHyp_old);
}
- else {
- SetXgamma (Xgamma_old, X, rank_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) {
@@ -1618,28 +1618,28 @@ void BSLMM::MCMC (const gsl_matrix *X, const gsl_vector *y) {
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; t0 ||
log(gsl_rng_uniform(gsl_r))