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Copy pathUpdateRP.FL.R
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213 lines (129 loc) · 5.83 KB
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UpdateRP.FL <- function(survObj, priorPara, mcmcPara, ini){
n <- survObj$n
p <- survObj$p
x <- survObj$x
J <- priorPara$J
ind.r <- priorPara$ind.r
ind.d <- priorPara$ind.d
ind.r_d <- priorPara$ind.r_d
numBeta <- mcmcPara$numBeta
beta.prop.me <- mcmcPara$beta.prop.me
beta.prop.var <- mcmcPara$beta.prop.var
xbeta <- ini$xbeta
be.ini <- ini$beta.ini
h <- ini$h
sigmaSq <- ini$sigmaSq
tauSq <- ini$tauSq
wSq <- ini$wSq
#sd.be <- ini$sd.be
updatej <- sample(1:p, numBeta)
accept <- rep(0, p)
for(j in updatej){
xbeta[xbeta > 700] <- 700
exp.xbeta <- exp(xbeta)
x.exp.xbeta <- x[,j] * exp.xbeta
exp.xbeta.mat <- matrix(rep(exp.xbeta, J), n, J)
x.exp.xbeta.mat <- matrix(rep(x.exp.xbeta, J), n, J)
D1.1st <- -h * colSums(x.exp.xbeta.mat*ind.r_d)
h.mat <- matrix(rep(h, n), n, J, byrow = T)
h.exp.xbeta.mat <- -h.mat * exp.xbeta.mat
h.exp.xbeta.mat[h.exp.xbeta.mat > -10^(-7)] <- -10^(-7)
exp.h.exp.xbeta.mat <- exp(h.exp.xbeta.mat)
D1.2nd.den <- 1 - exp.h.exp.xbeta.mat
D1.2nd.num <- exp.h.exp.xbeta.mat * x.exp.xbeta.mat
D1.2nd <- h * colSums(D1.2nd.num/D1.2nd.den*ind.d)
if(j == 1){
D1.sd.be <- -1/sigmaSq*(be.ini[j]*(1/tauSq[j]+1/wSq[j])-(be.ini[j+1]/wSq[j]))
}
if(j != 1 & j != p){
D1.sd.be <- -1/sigmaSq*(be.ini[j]*(1/tauSq[j]+1/wSq[j-1]+1/wSq[j])-(be.ini[j-1]/wSq[j-1]+be.ini[j+1]/wSq[j]))
}
if(j == p){
D1.sd.be <- -1/sigmaSq*(be.ini[j]*(1/tauSq[j]+1/wSq[j-1])-(be.ini[j-1]/wSq[j-1]))
}
D1 <- sum(D1.1st + D1.2nd) + D1.sd.be
x.sq.exp.xbeta <- x[,j]^2 * exp.xbeta
x.sq.exp.xbeta.mat <- matrix(rep(x.sq.exp.xbeta, J), n, J)
D2.1st <- -h * colSums(x.sq.exp.xbeta.mat*ind.r_d)
D2.2nd.den <- D1.2nd.den^2
D2.2nd.num <- exp.h.exp.xbeta.mat * x.sq.exp.xbeta.mat * (1-exp.h.exp.xbeta.mat +h.exp.xbeta.mat)
D2.2nd <- h * colSums(D2.2nd.num/D2.2nd.den*ind.d)
if(j == 1){
D2.sd.be <- -1/sigmaSq*(1/tauSq[j]+1/wSq[j])
}
if(j != 1 & j != p){
D2.sd.be <- -1/sigmaSq*(1/tauSq[j]+1/wSq[j-1]+1/wSq[j])
}
if(j == p){
D2.sd.be <- -1/sigmaSq*(1/tauSq[j]+1/wSq[j-1])
}
D2 <- sum(D2.1st + D2.2nd) + D2.sd.be
# proposal value
be.prop.me <- be.ini[j] - D1 / D2;
be.prop.var <- -2.4^2 / D2;
be.prop <- be.ini
be.prop[j] <- rnorm(1, mean = be.prop.me, sd = sqrt(be.prop.var));
# Calculating acceptance probability
xbeta.prop <- xbeta - x[,j] * be.ini[j] + x[,j] * be.prop[j]
xbeta.prop[xbeta.prop > 700] <- 700
exp.xbeta.prop <- exp(xbeta.prop)
x.exp.xbeta.prop <- x[,j] * exp.xbeta.prop
exp.xbeta.prop.mat <- matrix(rep(exp.xbeta.prop, J), n, J)
x.exp.xbeta.prop.mat <- matrix(rep(x.exp.xbeta.prop, J), n, J)
D1.1st.prop <- -h * colSums(x.exp.xbeta.prop.mat*ind.r_d)
h.exp.xbeta.prop.mat <- -h.mat * exp.xbeta.prop.mat
h.exp.xbeta.prop.mat[h.exp.xbeta.prop.mat > -10^(-7)] <- -10^(-7)
exp.h.exp.xbeta.prop.mat <- exp(h.exp.xbeta.prop.mat)
D1.2nd.den.prop <- 1 - exp.h.exp.xbeta.prop.mat
D1.2nd.num.prop <- exp.h.exp.xbeta.prop.mat * x.exp.xbeta.prop.mat
D1.2nd.prop <- h * colSums(D1.2nd.num.prop/D1.2nd.den.prop*ind.d)
if(j == 1){
D1.sd.be.prop <- -1/sigmaSq*(be.prop[j]*(1/tauSq[j]+1/wSq[j])-(be.ini[j+1]/wSq[j]))
}
if(j != 1 & j != p){
D1.sd.be.prop <- -1/sigmaSq*(be.prop[j]*(1/tauSq[j]+1/wSq[j-1]+1/wSq[j])-(be.ini[j-1]/wSq[j-1]+be.ini[j+1]/wSq[j]))
}
if(j == p){
D1.sd.be.prop <- -1/sigmaSq*(be.prop[j]*(1/tauSq[j]+1/wSq[j-1])-(be.ini[j-1]/wSq[j-1]))
}
D1.prop <- sum(D1.1st.prop + D1.2nd.prop) + D1.sd.be.prop
x.sq.exp.xbeta.prop <- x[,j]^2 * exp.xbeta.prop
x.sq.exp.xbeta.prop.mat <- matrix(rep(x.sq.exp.xbeta.prop, J), n, J)
D2.1st.prop <- -h * colSums(x.sq.exp.xbeta.prop.mat*ind.r_d)
D2.2nd.den.prop <- D1.2nd.den.prop^2
D2.2nd.num.prop <- exp.h.exp.xbeta.prop.mat * x.sq.exp.xbeta.prop.mat * (1-exp.h.exp.xbeta.prop.mat +h.exp.xbeta.prop.mat)
D2.2nd.prop <- h * colSums(D2.2nd.num.prop/D2.2nd.den.prop*ind.d)
D2.prop <- sum(D2.1st.prop + D2.2nd.prop) + D2.sd.be
be.prop.me.ini <- be.prop[j] - D1.prop / D2.prop;
be.prop.var.ini <- -2.4^2 / D2.prop;
#### -
first.sum <- colSums(exp.xbeta.mat*ind.r_d)
second.sum <- colSums(log(D1.2nd.den)*ind.d)
loglh.ini <- sum(-h*first.sum + second.sum)
first.sum.prop <- colSums(exp.xbeta.prop.mat*ind.r_d)
second.sum.prop <- colSums(log(D1.2nd.den.prop)*ind.d)
loglh.prop <- sum(-h*first.sum.prop + second.sum.prop)
if(j == 1){
logprior.prop <- -1/2/sigmaSq*(be.prop[j]^2*(1/tauSq[j]+1/wSq[j]) -2*(be.prop[j]*be.ini[j+1]/wSq[j]))
logprior.ini <- -1/2/sigmaSq*(be.ini[j]^2*(1/tauSq[j]+1/wSq[j]) -2*(be.ini[j]*be.ini[j+1]/wSq[j]))
}
if(j == p){
logprior.prop <- -1/2/sigmaSq*(be.prop[j]^2*(1/tauSq[j]+1/wSq[j-1]) -2*(be.ini[j-1]*be.prop[j]/wSq[j-1]))
logprior.ini <- -1/2/sigmaSq*(be.ini[j]^2*(1/tauSq[j]+1/wSq[j-1]) -2*(be.ini[j-1]*be.ini[j]/wSq[j-1]))
}
if(j != 1 & j != p){
logprior.prop <- -1/2/sigmaSq*(be.prop[j]^2*(1/tauSq[j]+1/wSq[j-1]+1/ wSq[j])-2*(be.ini[j-1]*be.prop[j]/wSq[j-1]+ be.prop[j]*be.ini[j+1]/wSq[j]))
logprior.ini <- -1/2/sigmaSq*(be.ini[j]^2*(1/tauSq[j]+1/wSq[j-1]+1/wSq[j]) -2*(be.ini[j-1]*be.ini[j]/wSq[j-1]+be.ini[j]*be.ini[j+1]/wSq[j]))
}
logprop.prop <- dnorm(be.prop[j] , mean = be.prop.me.ini, sd = sqrt(be.prop.var.ini), log = TRUE)
logprop.ini <- dnorm(be.ini[j] , mean = be.prop.me, sd = sqrt(be.prop.var), log = TRUE)
logR <- loglh.prop - loglh.ini + logprior.prop - logprior.ini + logprop.ini - logprop.prop
u = log(runif(1)) < logR
if(u == 1){
be.ini[j] <- be.prop[j]
xbeta <- xbeta.prop
}
accept[j]<-accept[j] + u
} # end of for loop for j
list(beta.ini = be.ini, accept = accept, xbeta = xbeta)
}