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mcmc.cpp
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/************************************/
/* mcmc.cpp 17th November 2005 */
/* Part of omegaMap v0.5 */
/* (c) Danny Wilson. */
/* www.danielwilson.me.uk */
/************************************/
#include "omegaMap.h"
#include <math.h>
#include <fstream>
#include <time.h>
/***************************/
/***************************/
/** MCMC routines **/
/***************************/
/***************************/
omegaMap& omegaMap::go(Random &r, const char* inifile) {
return go(0,0,r,inifile);
}
omegaMap& omegaMap::go(const int argc, const char* argv[], Random &r, const char* inifile) {
initialize(argc,argv,inifile,r);
bool no_datafile = (datafile=="");
clock_t start = clock();
if(outfile!="") {
ofstream out(outfile.c_str());
headings(out);
iter = -1;
record(out,(oEvent&)eventStart);
if(coutput) cout << "Completed 0 of " << niter << " iterations";
for(iter=0;iter<niter;iter++) {
propose();
#ifdef _DEBUG
debug();
#endif
if((iter+1)%thinning==0) record(out,event[iter]);
if(no_datafile) --event.element;
if(coutput) cout << "\rCompleted " << iter + 1 << " of " << niter << " iterations";
}
out.close();
}
else {
for(iter=0;iter<niter;iter++) {
propose();
if(no_datafile) --event.element;
if(coutput) cout << "\rCompleted " << iter + 1 << " of " << niter << " iterations";
}
}
compTime = (double)(clock()-start)/CLOCKS_PER_SEC/60.0;
cout << "\rCompleted " << niter << " of " << niter << " in " << compTime << " minutes" << endl;
if(!no_datafile) {
ofstream data(datafile.c_str());
data << (omegaMapBase&)*this;
data.close();
}
if(no_datafile) event.element += niter;
return *this;
}
omegaMap& omegaMap::propose() {
// redraw();
double U = ran->U();
if(U<=prMOVE[6]) return propose_change_mu();
U -= prMOVE[6];
if(U<=prMOVE[7]) return propose_change_kappa();
U -= prMOVE[7];
if(U<=prMOVE[12]) return propose_change_indelLambda();
U -= prMOVE[12];
if(U<=prMOVE[2]) return propose_change_oBlock();
U -= prMOVE[2];
if(U<=prMOVE[3]) return propose_extend_oBlock();
U -= prMOVE[3];
if(U<=prMOVE[8]) return propose_change_rBlock();
U -= prMOVE[8];
if(U<=prMOVE[9]) return propose_extend_rBlock();
U -= prMOVE[9];
if(U<=prMOVE[13]) return propose_change_order();
U -= prMOVE[13];
double h[6];
if(oBlockPrior!=1.0) {
h[0] = omegaSplitRate(nblocks);
h[1] = omegaMergeRate(nblocks);
h[2] = h[0] + h[1];
h[0] *= prMOVE[4]/h[2];
h[1] *= prMOVE[4]/h[2];
if(U<=h[0]) return propose_split_oBlock();
U -= h[0];
if(U<=h[1]) return propose_merge_oBlock();
U -= h[1];
}
if(rBlockPrior!=1.0) {
h[3] = rhoSplitRate(nrblocks);
h[4] = rhoMergeRate(nrblocks);
h[5] = h[3] + h[4];
h[3] *= prMOVE[10]/h[5];
h[4] *= prMOVE[10]/h[5];
if(U<=h[3]) return propose_split_rBlock();
U -= h[3];
if(U<=h[4]) return propose_merge_rBlock();
U -= h[4];
}
warning("omegaMap::propose_move(): no move proposed");
return propose();
}
/***************************/
/***************************/
/** omega MCMC routines **/
/***************************/
/***************************/
/* relative rate at which splits are proposed */
double omegaMap::omegaSplitRate(const int nblo) {
return MIN((double) 1.0,(double)(L-nblo) / (double)(nblo)
* oBlockPrior / (1.0-oBlockPrior));
}
/* relative rate at which merges are proposed */
double omegaMap::omegaMergeRate(const int nblo) {
return MIN(1.0,(double)(nblo-1) / (double)(L-nblo+1)
* (1.0-oBlockPrior) / oBlockPrior);
}
/* Proposal distribution for changing a block's omega */
omegaMap& omegaMap::propose_change_oBlock(){
event[iter].type = oEvent::CHANGE_OBLOCK;
int bNum = ran->discrete(0,nblocks-1);
oBlock *oB = block[0];
int i;
for(i=1;i<=bNum;i++) oB = oB->_3prime;
double U = ran->uniform(-1.0,1.0);
diagonalizeMatrix(*oMatTemp[0],oB->oMat->mu,oB->oMat->kappa,oB->oMat->omega*exp(-U));
//double omegaPrime = ran->exponential(1./omegaPrior);
//diagonalizeMatrix(*oMatTemp[0],oB->oMat->mu,oB->oMat->kappa,omegaPrime);
SWAP(oB->oMat,oMatTemp[0]); /* revert this if rejected */
bool goForward;
int leftMargin,rightMargin;
double newLikelihood,lnAlpha;
if(efficientLikelihood) {
leftMargin = alphaMargin - oB->start;
rightMargin = oB->end - betaMargin;
if(leftMargin<=0 && rightMargin<=0) {
if(oB->start<L-oB->end) {
goForward = true;
forward(alphaMargin,oB->end+1);
backward(oB->end+1,betaMargin);
betaMargin = oB->end;
newLikelihood = likelihood(oB->end+1);
}
else {
goForward = false;
forward(alphaMargin,oB->start-1);
alphaMargin = oB->start;
backward(oB->start-1,betaMargin);
newLikelihood = likelihood(oB->start-1);
}
}
else if(leftMargin<=rightMargin) {
goForward = true;
if(alphaMargin>oB->start) alphaMargin = oB->start;
forward(alphaMargin,oB->end+1);
newLikelihood = likelihood(oB->end+1);
}
else {
goForward = false;
if(betaMargin<oB->end) betaMargin = oB->end;
backward(oB->start-1,betaMargin);
newLikelihood = likelihood(oB->start-1);
}
}
else{
/************ likelihood debug ************/
forward(0,stickyDebugEval);
backward(stickyDebugEval,L-1);
newLikelihood = likelihood(stickyDebugEval);
/******************************************/
}
event[iter].param[0] = oB->start;
event[iter].param[1] = oB->oMat->omega;
event[iter].likelihood = newLikelihood;
lnAlpha = newLikelihood - oldLikelihood + log(oB->oMat->omega) - log(oMatTemp[0]->omega)
+ logRatioPriors_change(oMatTemp[0]->omega,oB->oMat->omega,omPrior,omPriorParam);
//lnAlpha = newLikelihood - oldLikelihood +log(oB->oMat->omega) -
// log(oMatTemp[0]->omega) - omegaPrior*(oB->oMat->omega - oMatTemp[0]->omega);
//lnAlpha = newLikelihood - oldLikelihood +log(oB->oMat->omega) - log(oMatTemp[0]->omega); // UNIFORM
//lnAlpha = 0.0;
event[iter].alpha = lnAlpha;
U = log(ran->U());
if(lnAlpha>=0.0 || lnAlpha>=U) /* then accept */ {
alphaMargin = betaMargin = (goForward) ? oB->end+1 : oB->start-1;
oldLikelihood = newLikelihood;
event[iter].accepted = true;
}
else /* else reject */ {
if(goForward) alphaMargin = oB->start-1;
else betaMargin = oB->end+1;
SWAP(oB->oMat,oMatTemp[0]);
event[iter].accepted = false;
}
return *this;
}
/* Proposal distribution for extending a block 5' or 3' */
omegaMap& omegaMap::propose_extend_oBlock() {
event[iter].type = oEvent::EXTEND_OBLOCK;
int bNum = ran->discrete(0,nblocks-1);
oBlock *oB = block[0];
int i;
for(i=1;i<=bNum;i++) oB = oB->_3prime;
/* true for left, false for right */
bool goLeft = ran->bernoulliTF(0.5);
int newpos,leftUpdate,rightUpdate,oldpos;
if(goLeft) {
if(oB->_5prime==0) {
event[iter].param[0] = oB->start;
event[iter].param[1] = -1;
event[iter].accepted = false;
return *this;
}
newpos = oB->start-(ran->geometric(0.9)+1);
if(newpos<=oB->_5prime->start) {
event[iter].param[0] = oB->start;
event[iter].param[1] = -1;
event[iter].accepted = false;
return *this;
}
event[iter].param[0] = oB->start;
event[iter].param[1] = newpos;
leftUpdate = newpos;
rightUpdate = oB->start - 1;
/* will need to revert the following if rejected */
_block[newpos].start = newpos;
_block[newpos].end = oB->end;
if(oB->_5prime!=0) oB->_5prime->_3prime = &(_block[newpos]);
_block[newpos]._5prime = oB->_5prime;
_block[newpos]._5prime->end = newpos - 1;
if(oB->_3prime!=0) oB->_3prime->_5prime = &(_block[newpos]);
_block[newpos]._3prime = oB->_3prime;
SWAP(_block[newpos].oMat,oB->oMat);
for(i=newpos;i<=oB->end;i++) block[i] = &(_block[newpos]);
}
else {
if(oB->_3prime==0) {
event[iter].param[0] = L;
event[iter].param[1] = -2;
event[iter].accepted = false;
return *this;
}
newpos = oB->end+(ran->geometric(0.9)+1);
if(newpos>=oB->_3prime->end) {
event[iter].param[0] = oB->end + 1;
event[iter].param[1] = -2;
return *this;
}
event[iter].param[0] = oB->end + 1;
event[iter].param[1] = newpos + 1;
leftUpdate = oB->end + 1;
rightUpdate = newpos;
/* will need to revert the following if rejected */
oldpos = oB->end+1;
oB->end = newpos;
oB->_3prime = &(_block[newpos+1]);
_block[newpos+1].start = newpos + 1;
_block[newpos+1].end = _block[oldpos].end;
_block[newpos+1]._5prime = oB;
_block[newpos+1]._3prime = _block[oldpos]._3prime;
if(_block[newpos+1]._3prime!=0) _block[newpos+1]._3prime->_5prime = &(_block[newpos+1]);
SWAP(_block[newpos+1].oMat,_block[oldpos].oMat);
for(i=oldpos;i<=newpos;i++) block[i] = oB;
for(i=newpos+1;i<=_block[newpos+1].end;i++) block[i] = &(_block[newpos+1]);
}
bool goForward;
int leftMargin,rightMargin;
double newLikelihood;
if(efficientLikelihood) {
leftMargin = alphaMargin - leftUpdate;
rightMargin = rightUpdate - betaMargin;
if(leftMargin<=0 && rightMargin<=0) {
if(leftUpdate<L-rightUpdate) {
goForward = true;
forward(alphaMargin,rightUpdate+1);
backward(rightUpdate+1,betaMargin);
betaMargin = rightUpdate;
newLikelihood = likelihood(rightUpdate+1);
}
else {
goForward = false;
forward(alphaMargin,leftUpdate-1);
alphaMargin = leftUpdate;
backward(leftUpdate-1,betaMargin);
newLikelihood = likelihood(leftUpdate-1);
}
}
else if(leftMargin<=rightMargin) {
goForward = true;
if(alphaMargin>leftUpdate) alphaMargin = leftUpdate;
forward(alphaMargin,rightUpdate+1);
newLikelihood = likelihood(rightUpdate+1);
}
else {
goForward = false;
if(betaMargin<rightUpdate) betaMargin = rightUpdate;
backward(leftUpdate-1,betaMargin);
newLikelihood = likelihood(leftUpdate-1);
}
}
else{
/************ likelihood debug ************/
forward(0,stickyDebugEval);
backward(stickyDebugEval,L-1);
newLikelihood = likelihood(stickyDebugEval);
/******************************************/
}
event[iter].likelihood = newLikelihood;
/* Hastings ratio = 1 and ratio of priors = 1 */
double lnAlpha = newLikelihood - oldLikelihood;
double U = log(ran->U());
event[iter].alpha = lnAlpha;
if(lnAlpha>=0.0 || lnAlpha>=U) /* then accept */ {
alphaMargin = betaMargin = (goForward) ? rightUpdate+1 : leftUpdate-1;
oldLikelihood = newLikelihood;
event[iter].accepted = true;
}
else /* else reject */ {
if(goForward) alphaMargin = leftUpdate - 1;
else betaMargin = rightUpdate + 1;
if(goLeft) {
if(oB->_5prime!=0) oB->_5prime->_3prime = oB;
oB->_5prime->end = oB->start - 1;
if(oB->_3prime!=0) oB->_3prime->_5prime = oB;
SWAP(_block[newpos].oMat,oB->oMat);
for(i=newpos;i<oB->start;i++) block[i] = oB->_5prime;
for(i=oB->start;i<=oB->end;i++) block[i] = oB;
}
else {
oB->end = oldpos-1;
oB->_3prime = &(_block[oldpos]);
if(_block[newpos+1]._3prime!=0) _block[newpos+1]._3prime->_5prime = &(_block[oldpos]);
SWAP(_block[newpos+1].oMat,_block[oldpos].oMat);
for(i=oldpos;i<=_block[oldpos].end;i++) block[i] = &(_block[oldpos]);
}
event[iter].accepted = false;
}
return *this;
}
/* Proposal distribution for splitting an existing block */
omegaMap& omegaMap::propose_split_oBlock() {
/* Choose a position uniformly on [0,L-2] excluding current splits */
/* The split occurs to the right of the chosen numbered site */
event[iter].type = oEvent::SPLIT_OBLOCK;
const int K = (L - 1) - (nblocks - 1);
int pos;
oBlock *oB;
/* The constant 0.2 determines the efficiency of the search routine */
if((double)K/(double)(L-1)>=0.2) {
pos = ran->discrete(0,L-2);
while(true) {
if(pos != block[pos]->end) break;
pos = ran->discrete(0,L-2);
}
}
else {
pos = ran->discrete(0,K-1);
oB = block[0];
while(oB!=0) {
if(pos>=oB->end) ++pos;
else break;
oB = oB->_3prime;
}
}
/* now the split occurs to the left of pos */
++pos;
oB = block[pos];
if(oB==&(_block[pos])){
cout << "Major problem" << endl;
}
int i;
event[iter].param[0] = pos;
double U = ran->U();
event[iter].param[1] = U;
if(U==0.0 || U==1.0) {
event[iter].accepted = false;
return *this;
}
_block[pos].start = pos;
_block[pos].end = oB->end;
oB->end = pos - 1;
_block[pos]._5prime = oB;
_block[pos]._3prime = oB->_3prime;
oB->_3prime = &(_block[pos]);
if(_block[pos]._3prime!=0)
_block[pos]._3prime->_5prime = &(_block[pos]);
for(i=pos;i<=_block[pos].end;i++) block[i] = &(_block[pos]);
/* create the new oMatrices */
double a = (double)(_block[pos].start - oB->start)/(double)(_block[pos].end - oB->start + 1);
/*const double h[3] = {
oB->oMat->omega,
oB->oMat->omega * pow(U/(1.-U),1.-a),
oB->oMat->omega * pow((1.-U)/U,a)
};*/
const double rat = U/(1.-U);
const double h[3] = {
oB->oMat->omega,
oB->oMat->omega * pow(rat,1.-a),
oB->oMat->omega * pow(rat,-a)
};
diagonalizeMatrix(*oMatTemp[0],oB->oMat->mu,oB->oMat->kappa,h[1]);
diagonalizeMatrix(*oMatTemp[1],oB->oMat->mu,oB->oMat->kappa,h[2]);
/* may need to revert these two lines of code */
SWAP(oB->oMat,oMatTemp[0]);
SWAP(_block[pos].oMat,oMatTemp[1]);
int leftUpdate = oB->start;
int rightUpdate = _block[pos].end;
bool goForward;
int leftMargin,rightMargin;
double newLikelihood;
if(efficientLikelihood) {
leftMargin = alphaMargin - leftUpdate;
rightMargin = rightUpdate - betaMargin;
if(leftMargin<=0 && rightMargin<=0) {
if(leftUpdate<L-rightUpdate) {
goForward = true;
forward(alphaMargin,rightUpdate+1);
backward(rightUpdate+1,betaMargin);
betaMargin = rightUpdate;
newLikelihood = likelihood(rightUpdate+1);
}
else {
goForward = false;
forward(alphaMargin,leftUpdate-1);
alphaMargin = leftUpdate;
backward(leftUpdate-1,betaMargin);
newLikelihood = likelihood(leftUpdate-1);
}
}
else if(leftMargin<=rightMargin) {
goForward = true;
if(alphaMargin>leftUpdate) alphaMargin = leftUpdate;
forward(alphaMargin,rightUpdate+1);
newLikelihood = likelihood(rightUpdate+1);
}
else {
goForward = false;
if(betaMargin<rightUpdate) betaMargin = rightUpdate;
backward(leftUpdate-1,betaMargin);
newLikelihood = likelihood(leftUpdate-1);
}
}
else{
/************ likelihood debug ************/
forward(0,stickyDebugEval);
backward(stickyDebugEval,L-1);
newLikelihood = likelihood(stickyDebugEval);
/******************************************/
}
event[iter].likelihood = newLikelihood;
const double lnRatioPriors = logRatioPriors_split(h[0],h[1],h[2],omPrior,omPriorParam,oBlockPrior);
//const double lnRatioPriors = log(oBlockPrior/(1.-oBlockPrior) * omegaPrior)
// - omegaPrior * (h[1] + h[2] - h[0]);
//const double lnRatioPriors = log(oBlockPrior/(1.-oBlockPrior)); // QUASI-UNIFORM
//const double RatioPriors = exp(lnRatioPriors);
const double eta[4] = {
omegaSplitRate(nblocks+1),
omegaMergeRate(nblocks+1),
omegaSplitRate(nblocks),
omegaMergeRate(nblocks)
};
const double Hastings = (double)K / (double)nblocks * eta[1] * (eta[2]+eta[3]) / eta[2] / (eta[0]+eta[1]);
const double Jacobian = pow(h[1]+h[2],2.)/h[0];
const double lnAlpha = newLikelihood - oldLikelihood
+ lnRatioPriors + log(Hastings * Jacobian);
U = log(ran->U());
event[iter].alpha = lnAlpha;
if(lnAlpha>=0.0 || lnAlpha>=U) /* then accept */ {
alphaMargin = betaMargin = (goForward) ? rightUpdate+1 : leftUpdate-1;
oldLikelihood = newLikelihood;
++nblocks;
event[iter].accepted = true;
}
else /* else reject */ {
if(goForward) alphaMargin = leftUpdate - 1;
else betaMargin = rightUpdate + 1;
oB->end = _block[pos].end;
oB->_3prime = _block[pos]._3prime;
if(oB->_3prime!=0)
oB->_3prime->_5prime = oB;
for(i=pos;i<=oB->end;i++) block[i] = oB;
SWAP(oB->oMat,oMatTemp[0]);
SWAP(_block[pos].oMat,oMatTemp[1]);
event[iter].accepted = false;
}
return *this;
}
/* Proposal distribution for merging two adjacent blocks */
omegaMap& omegaMap::propose_merge_oBlock() {
event[iter].type = oEvent::MERGE_OBLOCK;
const int K = (L - 1) - (nblocks - 2);
int bNum = ran->discrete(0,nblocks-2); /* merge to right so only allow first nblocks-1 to do so */
oBlock *oB1 = block[0];
int i;
for(i=1;i<=bNum;i++) oB1 = oB1->_3prime;
oBlock *oB2 = oB1->_3prime;
event[iter].param[0] = oB2->start;
/* need to specify how to get new omega */
double U;
oB1->end = oB2->end;
oB1->_3prime = oB2->_3prime;
if(oB1->_3prime!=0)
oB1->_3prime->_5prime = oB1;
for(i=oB2->start;i<=oB2->end;i++) block[i] = oB1;
double a = (double)(oB2->start - oB1->start)/(double)(oB2->end - oB1->start + 1);
const double h[3] = {
//pow(oB1->oMat->omega,1.-a)*pow(oB2->oMat->omega,a),
pow(oB1->oMat->omega,a)*pow(oB2->oMat->omega,1.-a),
oB1->oMat->omega,
oB2->oMat->omega
};
event[iter].param[1] = h[0];
diagonalizeMatrix(*oMatTemp[0],oB1->oMat->mu,oB1->oMat->kappa,h[0]);
/* revert this if rejected */
SWAP(oB1->oMat,oMatTemp[0]);
int leftUpdate = oB1->start;
int rightUpdate = oB2->end;
bool goForward;
int leftMargin,rightMargin;
double newLikelihood;
if(efficientLikelihood) {
leftMargin = alphaMargin - leftUpdate;
rightMargin = rightUpdate - betaMargin;
if(leftMargin<=0 && rightMargin<=0) {
if(leftUpdate<L-rightUpdate) {
goForward = true;
forward(alphaMargin,rightUpdate+1);
backward(rightUpdate+1,betaMargin);
betaMargin = rightUpdate;
newLikelihood = likelihood(rightUpdate+1);
}
else {
goForward = false;
forward(alphaMargin,leftUpdate-1);
alphaMargin = leftUpdate;
backward(leftUpdate-1,betaMargin);
newLikelihood = likelihood(leftUpdate-1);
}
}
else if(leftMargin<=rightMargin) {
goForward = true;
if(alphaMargin>leftUpdate) alphaMargin = leftUpdate;
forward(alphaMargin,rightUpdate+1);
newLikelihood = likelihood(rightUpdate+1);
}
else {
goForward = false;
if(betaMargin<rightUpdate) betaMargin = rightUpdate;
backward(leftUpdate-1,betaMargin);
newLikelihood = likelihood(leftUpdate-1);
}
}
else{
/************ likelihood debug ************/
forward(0,stickyDebugEval);
backward(stickyDebugEval,L-1);
newLikelihood = likelihood(stickyDebugEval);
/******************************************/
}
event[iter].likelihood = newLikelihood;
const double lnRatioPriors = logRatioPriors_merge(h[1],h[2],h[0],omPrior,omPriorParam,oBlockPrior);
//const double lnRatioPriors = log((1.-oBlockPrior)/oBlockPrior / omegaPrior)
// - omegaPrior * (h[0] - h[1] - h[2]);
//const double lnRatioPriors = log((1.-oBlockPrior)/oBlockPrior); // QUASI-UNIFORM. IN FACT NOT BAYESIAN (LIKELIHOOD ONLY)
const double eta[4] = {
omegaSplitRate(nblocks-1),
omegaMergeRate(nblocks-1),
omegaSplitRate(nblocks),
omegaMergeRate(nblocks)
};
const double Hastings = (double)(nblocks-1) / (double)K * eta[0] * (eta[2]+eta[3]) / eta[3] / (eta[0]+eta[1]);
const double Jacobian = h[0] / pow(h[1]+h[2],2.);
const double lnAlpha = newLikelihood - oldLikelihood
+ lnRatioPriors + log(Hastings * Jacobian);
event[iter].alpha = lnAlpha;
U = log(ran->U());
if(lnAlpha>=0.0 || lnAlpha>=U) /* then accept */ {
alphaMargin = betaMargin = (goForward) ? rightUpdate+1 : leftUpdate-1;
oldLikelihood = newLikelihood;
--nblocks;
event[iter].accepted = true;
}
else /* else reject */ {
if(goForward) alphaMargin = leftUpdate - 1;
else betaMargin = rightUpdate + 1;
oB1->end = oB2->start - 1;
oB1->_3prime = oB2;
if(oB2->_3prime!=0)
oB2->_3prime->_5prime = oB2;
for(i=oB2->start;i<=oB2->end;i++) block[i] = oB2;
SWAP(oB1->oMat,oMatTemp[0]);
event[iter].accepted = false;
}
return *this;
}
/***************************/
/***************************/
/** rho MCMC routines **/
/***************************/
/***************************/
/* relative rate at which splits are proposed */
double omegaMap::rhoSplitRate(const int nblo) {
return MIN(1.0,(double)(L-nblo-1) / (double)(nblo)
* rBlockPrior / (1.0-rBlockPrior));
}
/* relative rate at which merges are proposed */
double omegaMap::rhoMergeRate(const int nblo) {
return MIN(1.0,(double)(nblo-1) / (double)(L-nblo)
* (1.0-rBlockPrior) / rBlockPrior);
}
/* Proposal distribution for changing a block's rho */
omegaMap& omegaMap::propose_change_rBlock(){
event[iter].type = oEvent::CHANGE_RBLOCK;
int bNum = ran->discrete(0,nrblocks-1);
rBlock *rB = rblock[0];
int i;
for(i=1;i<=bNum;i++) rB = rB->_3prime;
double U = ran->uniform(-1.0,1.0);
double oldRho = rB->rho;
rB->rho = oldRho*exp(-U); /* revert this if rejected */
double leftUpdate = rB->start;
double rightUpdate = rB->end;
++leftUpdate; // convert from rho units to omega units (rightUpdate is unchanged)
bool goForward;
int leftMargin,rightMargin;
double newLikelihood,lnAlpha;
if(efficientLikelihood) {
leftMargin = alphaMargin - leftUpdate;
rightMargin = rightUpdate - betaMargin;
if(leftMargin<=0 && rightMargin<=0) {
if(leftUpdate<L-1-rightUpdate) {
goForward = true;
forward(alphaMargin,rightUpdate+1);
backward(rightUpdate+1,betaMargin);
betaMargin = rightUpdate;
newLikelihood = likelihood(rightUpdate+1);
}
else {
goForward = false;
forward(alphaMargin,leftUpdate-1);
alphaMargin = leftUpdate;
backward(leftUpdate-1,betaMargin);
newLikelihood = likelihood(leftUpdate-1);
}
}
else if(leftMargin<=rightMargin) {
goForward = true;
if(alphaMargin>leftUpdate) alphaMargin = leftUpdate;
forward(alphaMargin,rightUpdate+1);
newLikelihood = likelihood(rightUpdate+1);
}
else {
goForward = false;
if(betaMargin<rightUpdate) betaMargin = rightUpdate;
backward(leftUpdate-1,betaMargin);
newLikelihood = likelihood(leftUpdate-1);
}
}
else{
/************ likelihood debug ************/
forward(0,stickyDebugEval);
backward(stickyDebugEval,L-1);
newLikelihood = likelihood(stickyDebugEval);
/******************************************/
}
event[iter].param[0] = rB->start;
event[iter].param[1] = rB->rho;
event[iter].likelihood = newLikelihood;
lnAlpha = newLikelihood - oldLikelihood + log(rB->rho) - log(oldRho)
+ logRatioPriors_change(oldRho,rB->rho,rhPrior,rhPriorParam);
//lnAlpha = newLikelihood - oldLikelihood +log(rB->rho) -
// log(oldRho) - rhoPrior*(rB->rho - oldRho);
//lnAlpha = newLikelihood - oldLikelihood +log(rB->rho) - log(oldRho); // UNIFORM
//lnAlpha = 0.0;
event[iter].alpha = lnAlpha;
U = log(ran->U());
if(lnAlpha>=0.0 || lnAlpha>=U) /* then accept */ {
alphaMargin = betaMargin = (goForward) ? rightUpdate+1 : leftUpdate-1;
oldLikelihood = newLikelihood;
event[iter].accepted = true;
}
else /* else reject */ {
if(goForward) alphaMargin = leftUpdate-1;
else betaMargin = rightUpdate+1;
rB->rho = oldRho;
event[iter].accepted = false;
}
return *this;
}
/* Proposal distribution for extending a rho block 5' or 3' */
omegaMap& omegaMap::propose_extend_rBlock() {
event[iter].type = oEvent::EXTEND_RBLOCK;
int bNum = ran->discrete(0,nrblocks-1);
rBlock *rB = rblock[0];
int i;
for(i=1;i<=bNum;i++) rB = rB->_3prime;
/* true for left, false for right */
bool goLeft = ran->bernoulliTF(0.5);
int newpos,leftUpdate,rightUpdate,oldpos;
if(goLeft) {
if(rB->_5prime==0) {
event[iter].param[0] = rB->start;
event[iter].param[1] = -1;
event[iter].accepted = false;
return *this;
}
newpos = rB->start-(ran->geometric(0.9)+1);
if(newpos<=rB->_5prime->start) {
event[iter].param[0] = rB->start;
event[iter].param[1] = -1;
event[iter].accepted = false;
return *this;
}
event[iter].param[0] = rB->start;
event[iter].param[1] = newpos;
leftUpdate = newpos;
rightUpdate = rB->start - 1;
/* will need to revert the following if rejected */
_rblock[newpos].start = newpos;
_rblock[newpos].end = rB->end;
if(rB->_5prime!=0) rB->_5prime->_3prime = &(_rblock[newpos]);
_rblock[newpos]._5prime = rB->_5prime;
_rblock[newpos]._5prime->end = newpos - 1;
if(rB->_3prime!=0) rB->_3prime->_5prime = &(_rblock[newpos]);
_rblock[newpos]._3prime = rB->_3prime;
SWAP(_rblock[newpos].rho,rB->rho);
for(i=newpos;i<=rB->end;i++) rblock[i] = &(_rblock[newpos]);
}
else {
if(rB->_3prime==0) {
event[iter].param[0] = L;
event[iter].param[1] = -2;
event[iter].accepted = false;
return *this;
}
newpos = rB->end+(ran->geometric(0.9)+1);
if(newpos>=rB->_3prime->end) {
event[iter].param[0] = rB->end + 1;
event[iter].param[1] = -2;
return *this;
}
event[iter].param[0] = rB->end + 1;
event[iter].param[1] = newpos + 1;
leftUpdate = rB->end + 1;
rightUpdate = newpos;
/* will need to revert the following if rejected */
oldpos = rB->end+1;
rB->end = newpos;
rB->_3prime = &(_rblock[newpos+1]);
_rblock[newpos+1].start = newpos + 1;
_rblock[newpos+1].end = _rblock[oldpos].end;
_rblock[newpos+1]._5prime = rB;
_rblock[newpos+1]._3prime = _rblock[oldpos]._3prime;
if(_rblock[newpos+1]._3prime!=0) _rblock[newpos+1]._3prime->_5prime = &(_rblock[newpos+1]);
SWAP(_rblock[newpos+1].rho,_rblock[oldpos].rho);
for(i=oldpos;i<=newpos;i++) rblock[i] = rB;
for(i=newpos+1;i<=_rblock[newpos+1].end;i++) rblock[i] = &(_rblock[newpos+1]);
}
++leftUpdate; // convert from rho units to omega units (rightUpdate is unchanged)
bool goForward;
int leftMargin,rightMargin;
double newLikelihood;
if(efficientLikelihood) {
leftMargin = alphaMargin - leftUpdate;
rightMargin = rightUpdate - betaMargin;
if(leftMargin<=0 && rightMargin<=0) {
if(leftUpdate<L-1-rightUpdate) {
goForward = true;
forward(alphaMargin,rightUpdate+1);
backward(rightUpdate+1,betaMargin);
betaMargin = rightUpdate;
newLikelihood = likelihood(rightUpdate+1);
}
else {
goForward = false;
forward(alphaMargin,leftUpdate-1);
alphaMargin = leftUpdate;
backward(leftUpdate-1,betaMargin);
newLikelihood = likelihood(leftUpdate-1);
}
}
else if(leftMargin<=rightMargin) {
goForward = true;
if(alphaMargin>leftUpdate) alphaMargin = leftUpdate;
forward(alphaMargin,rightUpdate+1);
newLikelihood = likelihood(rightUpdate+1);
}
else {
goForward = false;
if(betaMargin<rightUpdate) betaMargin = rightUpdate;
backward(leftUpdate-1,betaMargin);
newLikelihood = likelihood(leftUpdate-1);
}
}
else{
/************ likelihood debug ************/
forward(0,stickyDebugEval);
backward(stickyDebugEval,L-1);
newLikelihood = likelihood(stickyDebugEval);
/******************************************/
}
event[iter].likelihood = newLikelihood;
/* Hastings ratio = 1 and ratio of priors = 1 */
double lnAlpha = newLikelihood - oldLikelihood;
double U = log(ran->U());
event[iter].alpha = lnAlpha;
if(lnAlpha>=0.0 || lnAlpha>=U) /* then accept */ {
alphaMargin = betaMargin = (goForward) ? rightUpdate+1 : leftUpdate-1;
oldLikelihood = newLikelihood;
event[iter].accepted = true;
}
else /* else reject */ {
if(goForward) alphaMargin = leftUpdate - 1;
else betaMargin = rightUpdate + 1;
if(goLeft) {
if(rB->_5prime!=0) rB->_5prime->_3prime = rB;
rB->_5prime->end = rB->start - 1;
if(rB->_3prime!=0) rB->_3prime->_5prime = rB;
SWAP(_rblock[newpos].rho,rB->rho);
for(i=newpos;i<rB->start;i++) rblock[i] = rB->_5prime;
for(i=rB->start;i<=rB->end;i++) rblock[i] = rB;
}
else {
rB->end = oldpos-1;
rB->_3prime = &(_rblock[oldpos]);
if(_rblock[newpos+1]._3prime!=0) _rblock[newpos+1]._3prime->_5prime = &(_rblock[oldpos]);
SWAP(_rblock[newpos+1].rho,_rblock[oldpos].rho);
for(i=oldpos;i<=_rblock[oldpos].end;i++) rblock[i] = &(_rblock[oldpos]);
}
event[iter].accepted = false;
}
return *this;
}
/* Proposal distribution for splitting an existing rho block */
omegaMap& omegaMap::propose_split_rBlock() {
/* Choose a position uniformly on [0,L-3] excluding current splits */
/* The split occurs to the right of the chosen numbered site */
event[iter].type = oEvent::SPLIT_RBLOCK;
const int K = (L - 2) - (nrblocks - 1);
int pos;
rBlock *rB;
/* The constant 0.2 determines the efficiency of the search routine */
if((double)K/(double)(L-2)>=0.2) {
pos = ran->discrete(0,L-3);
while(true) {
if(pos != rblock[pos]->end) break;
pos = ran->discrete(0,L-3);
}
}
else {
pos = ran->discrete(0,K-1);
rB = rblock[0];
while(rB!=0) {
if(pos>=rB->end) ++pos;
else break;
rB = rB->_3prime;
}
}
/* now the split occurs to the left of pos */
++pos;
rB = rblock[pos];
if(rB==&(_rblock[pos])){
cout << "Major problem" << endl;
}
int i;
event[iter].param[0] = pos;
double U = ran->U();
event[iter].param[1] = U;
if(U==0.0 || U==1.0) {
event[iter].accepted = false;
return *this;
}
_rblock[pos].start = pos;
_rblock[pos].end = rB->end;
rB->end = pos - 1;
_rblock[pos]._5prime = rB;
_rblock[pos]._3prime = rB->_3prime;
rB->_3prime = &(_rblock[pos]);
if(_rblock[pos]._3prime!=0)
_rblock[pos]._3prime->_5prime = &(_rblock[pos]);
for(i=pos;i<=_rblock[pos].end;i++) rblock[i] = &(_rblock[pos]);
/* create the new oMatrices */
double a = (double)(_rblock[pos].start - rB->start)/(double)(_rblock[pos].end - rB->start + 1);
/* const double h[3] = {
rB->rho,
rB->rho * pow(U/(1.-U),1.-a),
rB->rho * pow((1.-U)/U,a)
};*/
const double rat = U/(1.-U);
const double h[3] = {
rB->rho,
rB->rho * pow(rat,1.-a),
rB->rho * pow(rat,-a)
};
double oldRho = rB->rho;
/* may need to revert these two lines of code */
rB->rho = h[1];
_rblock[pos].rho = h[2];
int leftUpdate = rB->start;
int rightUpdate = _rblock[pos].end;
++leftUpdate; // convert from rho units to omega units (rightUpdate is unchanged)
bool goForward;
int leftMargin,rightMargin;
double newLikelihood;
if(efficientLikelihood) {
leftMargin = alphaMargin - leftUpdate;
rightMargin = rightUpdate - betaMargin;
if(leftMargin<=0 && rightMargin<=0) {
if(leftUpdate<L-rightUpdate) {
goForward = true;
forward(alphaMargin,rightUpdate+1);
backward(rightUpdate+1,betaMargin);
betaMargin = rightUpdate;
newLikelihood = likelihood(rightUpdate+1);
}
else {
goForward = false;