public static SigmaTruncatedDataGen GetInstance(GenObject o, double[] range, double b, double mu, double currentSigma)
{
SigmaTruncatedDataGen rep = new SigmaTruncatedDataGen();
SGNFnAParam localA = o.A.Clone();
localA.B = b;
localA.Mu = mu;
double[] start = o.Start(localA);
if (start.Length == 0)
{
start = Tools.Combine(currentSigma);
}
Icdf icdf = new Icdf(o, localA, range);
rep.Sigma = icdf.Bidon(start, inestLowerLim: range[0] == 0);
return(rep);
}
}// end constructor
internal override void Run()
{
YGen genY = YGen.EmptyInstance; // Pourra probablement prendre plusieurs formes.
TrueValuesGen genTV = null;
GenObject oSigma = EmptyGenObject.Instance;
GenObject oMu = EmptyGenObject.Instance;
GenObject oME = null;
GenObject oTV = null;
double[] burninMu;
double[] burninSigma;
double[] burninCV = null;
double[] sampleMu;
double[] sampleSigma;
double[] sampleCV = null;
double mu;
double sigma;
int iter = -1, savedIter;
double muCondMean;
double muCondSD;
try
{
//# Prepare dens.gen.icdf objects
if (ME.Any)
{
if (ME.ThroughCV)
{
if (OutcomeIsLogNormallyDistributed)
{
oTV = new TrueValue_CV_LogN_GenObject();
}
else
{
oTV = new TrueValue_CV_Norm_GenObject();
}
}
else
{
//oTV = new TrueValue_SD_GenObject();
}
}
if (ME.ThroughCV && !OutcomeIsLogNormallyDistributed)
{
oMu = new MuTruncatedData_GenObject(this.Data.N); //# modif_0.12
oSigma = GenObject.GetSigmaTruncatedDataGenObject(this.Data.N); //# modif_0.12
}
else
{
oSigma = EmptyGenObject.Instance;
}
if (ME.Any && !ME.Known)
{
oME = GenObject.GetMeGenObject(this.ME, this.OutcomeIsLogNormallyDistributed, this.Data.N);
}
int nIterations = NBurnin + NIter * NThin;
//les tableaux pour les chaines
sampleMu = Result.Chains.GetChain("muSample");
sampleSigma = Result.Chains.GetChain("sdSample");
burninMu = Result.Chains.GetChain("muBurnin");
burninSigma = Result.Chains.GetChain("sdBurnin");
if (ME.ThroughCV)
{
sampleCV = Result.Chains.GetChain("cvSample");
burninCV = Result.Chains.GetChain("cvBurnin");
}
//Initial values for mu and sigma
mu = this.InitMu;
sigma = this.InitSD;
//# Initialize measured values for subjects with censored values [modif_0.10]
if (this.Data.AnyCensored)
{
genY = YGen.Inits(data: this.Data, mu: mu, sigma: sigma, meThroughCV: true, logNormalDistrn: OutcomeIsLogNormallyDistributed);
}
if (ME.Any)
{
ME.Parm = ME.InitialValue;
}
//# Start MCMC
savedIter = 0; // pour les échantillons
for (iter = 0; iter < nIterations; iter++)
{
//# Sample true values (in presence of measurement error) [new_0.10]
if (ME.Any)
{
genTV = TrueValuesGen.GetInstance(genY, this.Data, mu, sigma, this.ME, OutcomeIsLogNormallyDistributed, o: oTV);
}
//# Sample y values for censored observations
if (this.Data.AnyCensored)
{
//y.gen(true.values, data, sigma, me, outcome.is.logNormally.distributed, mu=mu)
//On ne tient pas compte de true.values, ni de me ...
genY = YGen.GetInstance(this.ME, genTV, this.Data, mu, sigma, OutcomeIsLogNormallyDistributed);
}
//# Compute data points sum and square sum
OutLogoutMoments moments = OutLogoutMoments.Get(this.ME.Any, this.OutcomeIsLogNormallyDistributed, this.Data, genY, genTV);
//# Sample from f(sigma | mu)
//# modif_0.10
double sigmaBeta = (moments.Sum2 - 2 * mu * moments.Sum + this.Data.N * mu * mu) / 2.0;
if (sigmaBeta < 1e-6)
{
sigmaBeta = 0; // # protection against numeric imprecision
}
if (this.ME.ThroughCV && !OutcomeIsLogNormallyDistributed)
{
sigma = SigmaTruncatedDataGen.GetInstance(oSigma, SDRange, sigmaBeta, mu, sigma).Sigma;
}
else
{
sigma = WebExpoFunctions3.SqrtInvertedGammaGen(Data.N, sigmaBeta, this.SDRange, oSigma);
}
muCondMean = moments.Sum / this.Data.N;
if (this.ME.ThroughCV && !this.OutcomeIsLogNormallyDistributed)
{
mu = MuTruncatedGen.GetInstance(oMu, Tools.Combine(MuLower, MuUpper), muCondMean, sigma).Mu;
}
else
{
muCondSD = sigma / Math.Sqrt(this.Data.N);
mu = RNorm4CensoredMeasures.RNormCensored(muCondMean, muCondSD, lower: this.MuLower, upper: this.MuUpper);
}
//# Sample Measurement Error from its posterior density
if (this.ME.Any && !ME.Known)
{
this.ME.Parm = MEParmGen.GetInstance(oME, this.ME, this.Data, genY, genTV).Parm;
}
if (iter < NBurnin)
{
if (MonitorBurnin)
{
burninMu[iter] = mu;
burninSigma[iter] = sigma;
if (this.ME.Any && !this.ME.Known)
{
burninCV[iter] = ME.Parm;
}
}
}
else if ((iter - NBurnin) % NThin == 0)
{
sampleMu[savedIter] = mu;
sampleSigma[savedIter] = sigma;
if (this.ME.Any && !this.ME.Known)
{
sampleCV[savedIter] = ME.Parm;
}
savedIter++;
}
}// for( int iter = 1 ...
} catch (Exception ex)
{
this.Result.Messages.AddError(WEException.GetStandardMessage(ex, iter, Result.PRNGSeed), this.ClassName);
return;
}
}//compute
