Well, That's sound good, The distribution I need are multivariate normal, inverse gaussian. Though, the biggest issue is that for one of the parameter there is no closed form so I am using Metropolis Hastings for it. Any idea about this variable reaffectation thing? It seems to be specific to arma classes like arma::mat
Nicolas On Wed, Jun 15, 2011 at 8:10 PM, Whit Armstrong <[email protected]>wrote: > I'm not giving up yet. I'll implement the distribution that is > missing, and send you the example if you lay out your model w/ > pseudocode. > > -Whit > > > On Wed, Jun 15, 2011 at 7:59 PM, Nicolas Heslot <[email protected]> wrote: > > Hi, > > > > Thank you for your quick answer. > > Sorry that I did not explain well enought my issue. > > I did not know about cppbugs but I just checked and it does not seem that > I > > can use it for my model because it lacks some of the distribution I need. > > The fraction of code could seems obscure but it is just the updating for > a > > block of parameters in the model. > > My problem is rather simple I think. > > Once I affect a matrix to a variable I can't manage to overwrite the > content > > of that variable with a different matrix. I really can't figure out how > to > > do it. > > > > Nicolas > > > > On Wed, Jun 15, 2011 at 7:52 PM, Dirk Eddelbuettel <[email protected]> > wrote: > >> > >> Salut Nicolas, > >> > >> On 15 June 2011 at 17:03, Nicolas Heslot wrote: > >> | Hi rcpp-devel! > >> | First of all thank you for this awesome tool! > >> > >> Pleasure, and welcome. > >> > >> | I started a few days ago coding with Rcpp to try to reduce the > computing > >> time > >> | of a MCMC model. > >> | However, I don't have experience with C/C++ and I can't figure out how > >> to > >> | reaffect a new content to a variable. > >> | This seems probably very simple to you but I can't figure it out, and > >> this is > >> | the last step preventing my code to work out I think... > >> | The objects all_ui, all_ui2, all_ui3, all_rd and all_corMat are list > >> objects > >> | containing matrix > >> | But once a matrice extracted from one of those lists is affected, to > let > >> say > >> | the object ui I can't affect the next matrix to ui at the next > >> iteration. > >> | I tried to find a way to eliminate the object at each iteration or to > >> empty it > >> | using .reset but without success. > >> | > >> | So any help would be very much appreciated! > >> | (fragment of code posted below) > >> | > >> | arma::mat tmp; > >> | arma::mat tmp2; > >> | arma::mat tmp3; > >> | arma::mat ui; > >> | arma::mat ui2; > >> | arma::mat ui3; > >> | arma::mat sigma; > >> | > >> | for (int j = 0; j < P-1; j++) { > >> | tmp2.fill(0); > >> | tmp3.fill(0); > >> | for (int i = 0; i < N-1; i++) { > >> | ui = all_ui[i]; > >> | ui2 = all_ui2[i]; > >> | ui3 = all_ui3[i]; > >> | rdi = all_rd[i]; > >> | all_corMati = all_corMat[i]; > >> | sigma = sigma2*all_corMat[i]; > >> | // calculate mean and variance > >> | arma::mat tmp = (solve(sig%all_corMat[i])* gen_a(i,j))*all_ui[i]; > >> | arma::mat tmp2 += (all_rd[i] - > >> mu*trans(all_ui3[i])-(X(i)*alpha)*trans(all_ui2 > >> | [i]) + gen_a(i,j)*a.row(j)*trans(all_ui[i]))*tmp; > >> | arma::mat tmp3 += (gen_a(i,j)*trans(all_ui[i]))*tmp; > >> | } > >> | } > >> | > >> | Thank you for your help > >> > >> I'm with Whit here and confess that I do not know your question is. If > you > >> show us what you tried, what you expected to happen and what actually > >> happened we may help. > >> > >> (By the way, there is no tax on indentation in code and it does make it > >> more > >> readable for those of us who didn't write it ;-) > >> > >> Dirk > >> > >> | It probably does not help much > >> | but I use R2.13 with the last version of the packages on a windows XP > >> plateform > >> | > >> | Nicolas > >> | > >> | > >> | ---------------------------------------------------------------------- > >> | _______________________________________________ > >> | Rcpp-devel mailing list > >> | [email protected] > >> | > https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel > >> > >> -- > >> Gauss once played himself in a zero-sum game and won $50. > >> -- #11 at http://www.gaussfacts.com > > > > > > _______________________________________________ > > Rcpp-devel mailing list > > [email protected] > > https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel > > > > >
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