[julia-users] Metropolis within Gibbs from R to Julia

[Napoleon Vargas]

Dear Julia users,

I'm new to Julia, but from what I've been reading it looks like it has a 
very bright future. I've been working on a function in R that performs 
Metropolis-within Gibbs to estimate linear mixing proportions. The code in 
R works well, but I wanted to speed things up, since I have to try 
different specifications, data, etc., and redoing analysis with several 
data points takes some time. I attached my current R function (along with 
simulated data), and what I think is the "equivalent" Julia code. It is not 
yet complete (it is not wrapped in a function yet), as there are some 
pieces of code that I couldn't quite figure out (I commented out some lines 
in order to make it work temporarily, but the results are not what they're 
supposed to). The R version right now takes around 11 seconds for 25000 
iterations on a single observation, but for my validation I would probably 
have to try it on several hundred observations, thus my wanting to speed 
things up. 

I'd appreciate any help or suggestion.

Napo.

BayesM.R
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BayesM.jl
Description: Binary data