source("mcmc.r") source("utilities.r") source("singlevar.r") source("metropolis.r") source("basic_hmc.r") source("pupdate.r") source("logistic.r") X <- matrix(c(1,3,7,2,4,9,2,6, 7,8,2,9,8,0,2,8), 8, 2) y <- c(0,0,1,1,0,1,1,1) colnames(X) <- c("aa","bb") init <- list (alpha=0, beta=numeric(ncol(X)), log.sigma=0) r <- mcmc (lpr_logistic, init, 5000, fix = list(X=X,y=y), "alpha", list (metropolis, step=0.2, rep=4), "beta", list (metropolis, step=0.2, rep=4), "log.sigma", list (metropolis, step=0.2, rep=4)) ri <- mcmc (ilpr_logistic, init, 5000, fix = list(X=X,y=y), "alpha", list (metropolis, step=0.2, rep=4), "beta", list (metropolis, step=0.2, rep=4), "log.sigma", list (metropolis, step=0.2, rep=4)) rs <- mcmc (lpr_logistic, init, 5000, fix = list(X=X,y=y), list (singlevar, list (metropolis, step=0.2, rep=4))) rsi <- mcmc (ilpr_logistic, init, 5000, fix = list(X=X,y=y), list (singlevar, list (metropolis, step=0.2, rep=4))) ri1 <- mcmc (ilpr_logistic, init, 5000, fix = list(X=X,y=y), "alpha", list (metropolis, step=0.2, rep=4), "beta",1,list (metropolis, step=0.2, rep=4), "beta",2,list (metropolis, step=0.2, rep=4), "log.sigma", list (metropolis, step=0.2, rep=4)) rsb <- mcmc (ilpr_logistic, init, 5000, fix = list(X=X,y=y), "alpha", list (metropolis, step=0.2, rep=4), "beta", list (singlevar, list (metropolis, step=0.2, rep=4)), "log.sigma", list (metropolis, step=0.2, rep=4)) rb0 <- mcmc (lpr_logistic, init, 5000, fix = list(X=X,y=y), rec=c("acc","step"), "alpha", "beta", list (basic_hmc, nsteps=20, rand.step=0.3, step = 0.2), "alpha", "beta", list(metropolis, step=0.1), "log.sigma", list (metropolis, step=0.2, rep=4)) rb1 <- mcmc (lpr_logistic, init, 5000, fix = list(X=X,y=y), rec=c("acc","step"), "alpha", "beta", list (basic_hmc, nsteps=20, rand.step=0.3, step = function (s) 0.2*exp(min(0,s$log.sigma))), "log.sigma", list (metropolis, step=0.2, rep=4)) rb2 <- mcmc (lpr_logistic, init, 5000, fix = list(X=X,y=y), rec=c("acc","step"), "alpha", "beta", list (basic_hmc, nsteps=20, rand.step=0.3, step = function (s) list (alpha=0.2, beta=rep(0.2*exp(min(0,s$log.sigma)),ncol(X)))), "log.sigma", list (metropolis, step=0.2, rep=4)) rj <- mcmc (lpr_logistic, list (alpha=0, beta=numeric(ncol(X)), log.sigma=0, y=numeric(nrow(X))), fix = list (X=X), iterations = 10000, list (metropolis, step=0.25, rep=20), list (metropolis, step=0.05, rep=10), list (sample_logistic_prior, level=2)) rjp <- mcmc (lpr_logistic, list (alpha=0, beta=numeric(ncol(X)), log.sigma=0, y=numeric(nrow(X))), fix = list (X=X), iterations = 10000, list (sample_logistic_prior, level=0))