internal override double LogFSecond(double mu, SGNFnAParam A)
{
double z = mu / A.S;
LPhiObject lphio = WebExpoFunctions3.LPhi(z);
return(A.N / A.S2 * (z * lphio.R[0] + lphio.R2[0] - 1));
}
public SEGUninformativeModel(MeasureList measures, UninformativeModelParameters specificParams, McmcParameters mcmcParams = null)
: base(measures, specificParams.LogNormalDstrn, /*new Range(specificParams.MuLower, specificParams.MuUpper, specificParams.InitMu),*/ mcmcParams)
{
this.MuLower = specificParams.MuLower;
this.MuUpper = specificParams.MuUpper;
this.SDRange = specificParams.SDRange;
this.InitMu = specificParams.InitMu;
this.InitSD = specificParams.InitSD;
this.Result = new ModelResult(this, "mu", "sd");
bool testSD = double.IsNaN(this.InitSD) || (this.InitSD == 0);
if (Tools.IsND(this.InitMu) || testSD)
{
InitialValues initVals = WebExpoFunctions3.DefaultInits(this.Data, this.OutcomeIsLogNormallyDistributed, Tools.Combine(this.MuLower, this.MuUpper), this.SDRange, includeCensoredData: false);
if (Tools.IsND(this.InitMu))
{
this.InitMu = initVals.Mu;
}
if (testSD)
{
this.InitSD = initVals.SigmaWithin;
}
}
if (this.ME.ThroughCV)
{
this.Result.Chains.Add("cv");
}
}// end constructor
internal override double LogFPrime(double mu, SGNFnAParam A)
{
double z = mu / A.S;
LPhiObject lphio = WebExpoFunctions3.LPhi(z);
return(-A.N * (mu - A.MuMean) / A.S2 - A.N * lphio.R[0] / A.S);
}
internal override double LogFSecond(double s, SGNFnAParam A)
{
double z = A.Mu / s;
LPhiObject l = WebExpoFunctions3.LPhi(z);
return(A.N / Math.Pow(s, 2) - 6.0 * A.B / Math.Pow(s, 4) + A.N * z * ((Math.Pow(z, 2) - 2.0) * l.R[0] + z * l.R2[0]) / Math.Pow(s, 2));
}
internal override double LogFPrime(double s, SGNFnAParam A)
{
double z = A.Mu / s;
LPhiObject l = WebExpoFunctions3.LPhi(z);
return(-A.N / s + 2.0 * A.B / Math.Pow(s, 3) + A.N * z * l.R[0] / s);
}
internal override double LogFPrime(double v, SGNFnAParam A)
{
LPhiObject l = WebExpoFunctions3.LPhi(1 / v);
return
(-A.N / v
+ 2.0 * A.B / Math.Pow(v, 3)
+ A.N * l.R[0] / Math.Pow(v, 2));
}
internal static MEParmGen GetInstance(GenObject o, MeasurementError me, DataSummary data, YGen genY, TrueValuesGen genTV)
{
MEParmGen instance = new MEParmGen();
double b;
double[] tmpY, tmpT;
if (me.ThroughCV)
{
if (o.LogNormalDistrn)
{
tmpY = Tools.Combine(data.LogY, genY.LogGT, genY.LogLT, genY.LogI);
tmpT = Tools.Combine(genTV.LogY, genTV.LogGT, genTV.LogLT, genTV.LogI);
b = tmpY.Substract(tmpT).Exp().Substract(1.0).Sqr().Sum();
b /= 2.0;
}
else
{
tmpY = Tools.Combine(data.Y, genY.GT, genY.LT, genY.I);
tmpT = Tools.Combine(genTV.Y, genTV.GT, genTV.LT, genTV.I);
b = tmpY.Divide(tmpT).Substract(1.0).Sqr().Reverse().Sum();
b /= 2.0;
}
SGNFnAParam localA = o.A.Clone();
localA.B = b;
localA.Range = me.GetRange();
double[] range = me.GetRange();
Icdf icdf = new Icdf(o, localA, range);
instance.Parm = icdf.Bidon(o.Start(localA), inestLowerLim: range[0] == 0);
}
else
{
tmpY = Tools.Combine(data.Y, genY.GT, genY.LT, genY.I);
tmpT = Tools.Combine(genTV.Y, genTV.GT, genTV.LT, genTV.I);
b = tmpY.Substract(tmpT).Sqr().Sum();
b /= 2.0;
if (o.LogNormalDistrn)
{
SGNFnAParam localA = o.A.Clone();
localA.B = b;
localA.Range = me.GetRange();
localA.Truevalues = Tools.Copy(tmpT);
//me.parm <- dens.gen.icdf(o, A, range=me$range, inestimable.lower.limit=me$range[1]==0)
double[] range = me.GetRange();
Icdf icdf = new Icdf(o, localA, range);
instance.Parm = icdf.Bidon(inestLowerLim: range[0] == 0.0);
}
else
{
instance.Parm = WebExpoFunctions3.SqrtInvertedGammaGen(data.N, b, me.GetRange(), o);
}
}
return(instance);
}
internal override double LogFSecond(double s, SGNFnAParam A)
{
// log.f.prime <- function(s, A){z <- exp(s)/A$ksi; l <- lphi(z); -l$r*z + A$y*z/A$ksi - z^2 - (s-A$mu)/A$sigma2}
double[] z = new double[] { Math.Exp(s) / A.Ksi };
LPhiObject lphio = WebExpoFunctions3.LPhi(z);
double r0 = lphio.R[0];
double z0 = z[0];
return(r0 * (Math.Pow(z0, 3) - z[0]) + Math.Pow(r0 * z0, 2) + (A.Y * Math.Exp(s) - 2.0 * Math.Exp(2 * s)) / A.Ksi2 - 1.0 / A.Sigma2);
}
internal override double LogFSecond(double v, SGNFnAParam A)
{
LPhiObject l = WebExpoFunctions3.LPhi(1 / v);
double v2 = Math.Pow(v, 2);
double v4 = Math.Pow(v2, 2);
return
(A.N / v2
- 6.0 * A.B / v4
+ A.N / v4 * (l.R[0] * (1 / v - 2.0 * v) + l.R2[0]));
}
internal override double LogFPrime(double s, SGNFnAParam A)
{
double z = A.Mu / s;
LPhiObject l = WebExpoFunctions3.LPhi(z);
return
(-(A.N + 1.0) / s
+ 2.0 * A.B / Math.Pow(s, 3)
- (Math.Log(s) - A.LM) / A.LS2 / s
+ A.N * z * l.R[0] / s);
}
internal override double LogFPrime(double s, SGNFnAParam A)
{
// log.f.prime <- function(s, A){z <- exp(s)/A$ksi; l <- lphi(z); -l$r*z + A$y*z/A$ksi - z^2 - (s-A$mu)/A$sigma2}
double z = Math.Exp(s) / A.Ksi;
LPhiObject lphio = WebExpoFunctions3.LPhi(z);
return
(-lphio.R[0] * z
+ A.Y * z / A.Ksi
- Math.Pow(z, 2) - (s - A.Mu) / A.Sigma2);
}
public double Bidon()
{
ReferencePoints rp = new ReferencePoints(this.Ob01, this.A, this.Start.Copy(), this.Range, this.InestimableLowerLimit, epsilon: this.Precision);
LModeExt refPtsMode = rp.GetPoints();
bool cntn = false;
double uMode;
double x;
double target;
double areaMode;
bool distrnLeftSide = false;
double mathLowerLimit = this.Ob01.MathLowerLimit;
bool converged = false;
double areaX;
double precision = this.Precision;
Func <double, SGNFnAParam, double> area;
if (refPtsMode.Found)
{
// A$f < -o$f
this.A.F = this.Ob01.F;
this.A.LowerLimit = refPtsMode.Remote[0];
this.A.M = refPtsMode.H; // # (kind of a) standardizing constant
area = this.A.AreaFnFromALLimToX;
double areaTot = WebExpoFunctions3.SmoothedAreaEstimate(
area,
refPtsMode.Remote[1],
this.A,
mathLowerLimit,
refPtsMode.Remote,
this.InestimableLowerLimit,
remoteRight: true);
target = this.U * areaTot;
precision = this.Precision * areaTot;
x = refPtsMode.X;
areaX = 0;
areaMode = WebExpoFunctions3.SmoothedAreaEstimate(area, x, this.A, mathLowerLimit, refPtsMode.Remote, this.InestimableLowerLimit);
uMode = areaMode / areaTot;
converged = Math.Abs(areaMode - target) < precision;
cntn = !converged;
}
else
{
throw new WEException("Mode not found");
}
if (cntn)
{
distrnLeftSide = this.U < uMode;
if (distrnLeftSide)
{
area = this.A.AreaFn_FromXToAULim;
this.A.UpperLimit = refPtsMode.X;
this.Range = Tools.Combine(refPtsMode.Remote[0], refPtsMode.X);
}
else
{
this.A.LowerLimit = refPtsMode.X;
this.Range = Tools.Combine(refPtsMode.X, refPtsMode.Remote[1]);
}
}
//converged = true;
if (cntn && this.Ob01.PotentiallyBimodal)
{
// Slower but safer algorithm for posterior distrns that are potentially bimodal
double fMode = A.F(refPtsMode.X, A);
double start = refPtsMode.X + (target - areaMode) / fMode;
cntn = false;
converged = true; // voir l'impact !!!
double highestPoint;
double hMax;
if (distrnLeftSide)
{
highestPoint = refPtsMode.Remote[0];
hMax = areaMode;
target = (uMode - this.U) / uMode * hMax;
}
else
{
highestPoint = refPtsMode.Remote[1];
hMax = WebExpoFunctions3.SmoothedAreaEstimate(area, refPtsMode.Remote[1], this.A, mathLowerLimit, this.Range, this.InestimableLowerLimit, remoteRight: true);
target = (this.U - uMode) / (1 - uMode) * hMax;
}
SecuredNRA oCum = new SecuredNRA(area, this.Ob01.F);
SecuredNRSearch nr = new SecuredNRSearch(oCum, this.A, start, precision, this.Range,
maxPoint: new LMode(highestPoint, hMax), target: target, inestimableLowerLimit: this.InestimableLowerLimit);
// le dernier paramètre a une valeur par défaut: expectedHpSign = -1
if (nr.Converged)
{
x = nr.X;
}
else
{
//# it seems we were caught in an infinite loop, had we not limited the number of iterations;
//# see if we can rule that problem out
x = nr.Bounds.X[0];
double h = nr.Bounds.H[0];
x = ICDFFunctions.PingpongTieBreaker(area, this.A, x, h, target, mathLowerLimit, this.Range, this.InestimableLowerLimit, precision, distrnLeftSide);
}
}
int direction = 0;
int count = 0;
if (cntn)
{
direction = distrnLeftSide ? -1 : 1;
if (distrnLeftSide)
{
target = (uMode - this.U) / uMode * areaMode;
}
else
{
double areaRemoteRight = WebExpoFunctions3.SmoothedAreaEstimate(
area,
refPtsMode.Remote[1],
this.A,
mathLowerLimit,
this.Range,
this.InestimableLowerLimit,
remoteRight: true);
target = (this.U - uMode) / (1 - uMode) * areaRemoteRight;
}
}
while (cntn)
{
double hp = this.Ob01.F(x, A);
double change = (target - areaX) / hp * direction;
x = x + change;
areaX = area(x, A);
count = count + 1;
converged = Math.Abs(areaX - target) < precision;
cntn = !converged && count <= this.NRMaxIter;
}
if (!converged)
{
if (x > refPtsMode.Remote[1] || x < refPtsMode.Remote[0])
{
throw new WEException("Stepped out of bounds -- due to numerical imprecision?");
}
else
{
//# it seems we were caught in an infinite loop, had we not limited the number of iterations;
//# see if we can rule that problem out
x = ICDFFunctions.PingpongTieBreaker(area, this.A, x, areaX, target, mathLowerLimit, this.Range, this.InestimableLowerLimit, precision, distrnLeftSide);
}
}
return(x);
}
}// 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
internal static double PingpongTieBreaker(
Func <double, SGNFnAParam, double> area,
SGNFnAParam A,
double start,
double areaX,
double target,
double mathLowerLimit,
double[] refRange,
bool inestimableLowerLimit,
double epsilon,
bool distrnLeftSide = false,
int maxCount = 100)
{
int hpMult = distrnLeftSide ? -1 : 1;
bool cntn = true;
int count = 0;
double x = start;
Visits visitedX = new Visits(maxCount);
visitedX.Add(x);
bool converged = false;
bool caughtInLoop = false;
while (cntn)
{
double hp = A.F(x, A) * hpMult;
double change = (target - areaX) / hp;
x = x + change;
// new_0.11
if (x < refRange[0])
{
x = (refRange[0] == mathLowerLimit) && inestimableLowerLimit ? (x - change + mathLowerLimit) / 2.0 : refRange[0];
}
areaX = WebExpoFunctions3.SmoothedAreaEstimate(area, x, A, mathLowerLimit, refRange, inestimableLowerLimit, hpMult: hpMult);
count++;
converged = Math.Abs(areaX - target) < epsilon;
visitedX.Add(x);
caughtInLoop = visitedX.CaughtInLoop; // La propiété CaughtInLoop est mise à jour à chaque ajout d'un x.
// x doit être fini, et avoir déjà été visité.
cntn = !converged && (visitedX.Count <= maxCount) && !caughtInLoop;
}
if (!converged && caughtInLoop)
{
// We have found the series of points that are repeatedly visited:
// recalibrate and try Newton-Raphson again
double[] tail = visitedX.GetFromTail(x);
x = (distrnLeftSide) ? x = tail.Max() : tail.Min();
areaX = WebExpoFunctions3.SmoothedAreaEstimate(area, x, A, mathLowerLimit, refRange, inestimableLowerLimit, hpMult: hpMult);
if (distrnLeftSide)
{
A.UpperLimit = x;
}
else
{
A.LowerLimit = x;
}
target = target - areaX;
areaX = 0.0;
count = 0;
cntn = true;
while (cntn)
{
double hp = A.F(x, A) * hpMult;
double change = (target - areaX) / hp;
x = x + change;
areaX = area(x, A);
count = count + 1;
converged = Math.Abs(areaX - target) < epsilon;
cntn = !converged && (count <= maxCount);
}
}
if (!converged)
{
//TODO Exception
throw new WEException("Newton-Raphson algorithm did not converge. Sorry.\n");
}
return(x);
} // end of ping.pong.tie.breaker
internal override void Run()
{
ChainNamePair b_s;
b_s = Mcmc.GetChainNames("muOverall");
double[] muOverallBurnin = Result.Chains.GetChain(b_s.Burnin);
double[] muOverallSample = Result.Chains.GetChain(b_s.Sample);
b_s = Mcmc.GetChainNames("sigmaWithin");
double[] sigmaWithinBurnin = Result.Chains.GetChain(b_s.Burnin);
double[] sigmaWithinSample = Result.Chains.GetChain(b_s.Sample);
b_s = Mcmc.GetChainNames("sigmaBetween");
double[] sigmaBetweenBurnin = Result.Chains.GetChain(b_s.Burnin);
double[] sigmaBetweenSample = Result.Chains.GetChain(b_s.Sample);
double[][] workerBurnin = new double[Data.NWorkers][];
double[][] workerSample = new double[Data.NWorkers][];
int iTag = 0;
foreach (string tag in Data.WorkersByTag.Keys)
{
b_s = Mcmc.GetWorkerChainNames(tag);
workerBurnin[iTag] = Result.Chains.GetChain(b_s.Burnin);
workerSample[iTag] = Result.Chains.GetChain(b_s.Sample);
iTag++;
}
int iter = -1, savedIter = 0;
try
{
double logSigmaWithinSD = 1 / Math.Sqrt(LogSigmaWithinPrec);
double logSigmaBetweenSD = 1 / Math.Sqrt(LogSigmaBetweenPrec);
//# Prepare dens.gen.icdf objects
if (this.ME.Any)
{
//o.tv < -truevalue.gen.object(me, outcome.is.logNormally.distributed)
}
if (this.ME.ThroughCV && !this.OutcomeIsLogNormallyDistributed)
{
//o.mu.overall < -mu.truncatedData.gen.local.object(data$N, data$worker$count)
//o.mu.worker < -mu.worker.truncatedData.gen.object(data$worker$count)
}
GenObject oSB = null, oSW = null;
if (this.UseUniformPriorOnSds)
{
if (Data.NWorkers <= 1)
{
oSB = new Sigma_woLM_GenObject(Data.NWorkers);
}
else
{
oSB = null;
}
}
else
{
oSB = new Sigma_LM_GenObject(Data.NWorkers, this.LogSigmaBetweenMu, logSigmaBetweenSD);
}
if (this.ME.ThroughCV && !this.OutcomeIsLogNormallyDistributed)
{
//if (use.uniform.prior.on.sds)
//{
// o.sw < -sigma.within.truncatedData.gen.object(data$N, data$worker$count, T, range = sigma.within.range)
//}
//else
//{
// o.sw < -sigma.within.truncatedData.gen.object(data$N, data$worker$count, F, lnorm.mu = log.sigma.within.mu, lnorm.sd = log.sigma.within.sd)
//}
}
else
{
if (this.UseUniformPriorOnSds)
{
if (Data.N <= 1)
{
oSW = new Sigma_woLM_GenObject(Data.N);
}
else
{
oSW = null;
}
}
else
{
oSW = new Sigma_LM_GenObject(this.Data.N, lNormMu: this.LogSigmaWithinMu, lNormSd: logSigmaWithinSD);
}
}
if (this.ME.Any && !this.ME.Known)
{
//o.me < -me.gen.object(me, outcome.is.logNormally.distributed, data$N)
}
double muOverall = this.InitMuOverall;
double sigmaWithin = InitSigmaWithin;
//# Initialize measured values for subjects with censored values [new_0.10]
YGen genY = YGen.GetEmptyObject();
WorkerData workerData = new WorkerData(this);
this.ResultParams = new Object[1];
this.ResultParams[0] = this.Data.WorkersByTag.Keys;
if (this.Data.AnyCensored)
{
genY = YGen.Inits(data: this.Data, mu: muOverall, sigma: sigmaWithin, meThroughCV: false, logNormalDistrn: OutcomeIsLogNormallyDistributed);
workerData.UpdateGeneratedValues(genY);
}
double[] muWorker = workerData.MuWorker;
workerData.AdjustMuOverall(this.MuOverallLower, this.MuOverallUpper);
muOverall = workerData.MuOverall;
muWorker = muWorker.Substract(muOverall); // # center mu.worker
double[] predicted = workerData.GetPredictedMeans(muOverall);
sigmaWithin = workerData.GetSigmaWithin();
int nIterations = NBurnin + NIter * NThin;
for (iter = 0; iter < nIterations; iter++)
{
if (this.ME.Any)
{
//true.values < -truevalues.gen.local(gen.y, data, me, mu.worker, o = o.tv)
}
//# Sample y values for censored observations
if (this.Data.AnyCensored)
{
//function(true.values, data, me, mu.worker, mu=mu.overall, sigma=sigma.within, logNormal.distrn=outcome.is.logNormally.distributed)
genY = workerData.GenYLocal(muWorker, muOverall, sigmaWithin);
workerData.UpdateGeneratedValues(genY);
}
double[] yWorkerAvg = workerData.MuWorker;
double yAvg = workerData.Average;
//# Sample from f(sigma.within | other parms)
double[] residuals = workerData.GetGenValues().Substract(muWorker.Extract(workerData.WorkerIds)).Substract(muOverall);
double b = residuals.Sqr().ToArray().Sum() / 2.0;
SGNFnAParam localA = null;
if (this.ME.ThroughCV && !this.OutcomeIsLogNormallyDistributed)
{
//A < -c(o.sw$A, list(b = b, mu = mu.overall, muk = mu.worker))
//sigma.within < -dens.gen.icdf(o.sw, A, range = o.sw$range, start = sigma.within, inestimable.lower.limit = o.sw$inestimable.lower.limit)
}
else
{
if (this.UseUniformPriorOnSds)
{
sigmaWithin = WebExpoFunctions3.SqrtInvertedGammaGen(Data.N, b, SigmaWithinRange.Copy(), oSW);
}
else
{
localA = oSW.A.Clone();
localA.B = b;
localA.Mu = muOverall;
localA.Muk = muWorker;
Icdf icdf = new Icdf(oSW, localA, range: Tools.Combine(0, double.PositiveInfinity));
sigmaWithin = icdf.Bidon(start: oSW.Start(localA), inestLowerLim: true);
}
}
//# Sample from f(sigma.between | other parms)
b = muWorker.Sqr().Sum() / 2.0;
double sigmaBetween = 0;
if (UseUniformPriorOnSds)
{
sigmaBetween = WebExpoFunctions3.SqrtInvertedGammaGen(Data.NWorkers, b, this.SigmaBetweenRange.Copy(), oSB);
}
else
{
localA = oSB.A.Clone();
localA.B = b;
Icdf icdf = new Icdf(oSB, localA, range: Tools.Combine(0, double.PositiveInfinity));
sigmaBetween = icdf.Bidon(start: oSB.Start(localA), inestLowerLim: true);
}
//# Sample from f(mu.overall | other parms)
//# modif_0.10
double tmpMean = yAvg - (muWorker.Multiply(this.Data.WorkerCounts).Sum() / this.Data.N);
if (this.ME.ThroughCV && !OutcomeIsLogNormallyDistributed)
{
//muOverall = mu.truncatedData.gen.local(o.mu.overall, tmp.mean, sigma.within, mu.worker, mu.overall.range, current.value = mu.overall)
}
else
{
double tmpSD = sigmaWithin / Math.Sqrt(this.Data.N);
muOverall = RNorm4CensoredMeasures.RNormCensored(tmpMean, tmpSD, lower: this.MuOverallLower, upper: this.MuOverallUpper);
}
//# Sample from f(mu.worker's | other parms)
//# modif_0.10
double[] sigma2A = Tools.Rep(Math.Pow(sigmaWithin, 2.0), this.Data.NWorkers).Divide(this.Data.WorkerCounts); // # vector of length '# of workers'
double sigma2B = Math.Pow(sigmaBetween, 2); // # scalar
double[] muA = yWorkerAvg.Substract(muOverall); // # vector of length '# of workers'
double[] mukStar = muA.Multiply(sigma2B).Divide(sigma2A.Add(sigma2B)); // # vector of length '# of workers'
double[] s2kStar = sigma2A.Multiply(sigma2B).Divide(sigma2A.Add(sigma2B)); // # vector of length '# of workers'
if (this.ME.ThroughCV && !OutcomeIsLogNormallyDistributed)
{
//muWorker = mu.worker.truncatedData.gen(o.mu.worker, muk.star, s2k.star, mu.overall, sigma.within, mu.worker)
}
else
{
muWorker = NormalDistribution.RNorm(this.Data.NWorkers, mu: mukStar, sigma: s2kStar.Sqrt());
}
if (iter < NBurnin)
{
if (MonitorBurnin)
{
muOverallBurnin[iter] = muOverall;
sigmaBetweenBurnin[iter] = sigmaBetween;
sigmaWithinBurnin[iter] = sigmaWithin;
SaveWorkerChainData(iter, muWorker, workerBurnin);
}
}
else if ((iter - NBurnin) % NThin == 0)
{
muOverallSample[savedIter] = muOverall;
sigmaBetweenSample[savedIter] = sigmaBetween;
sigmaWithinSample[savedIter] = sigmaWithin;
SaveWorkerChainData(savedIter, muWorker, workerSample);
savedIter++;
}
} //for ...
}
catch (Exception ex)
{
this.Result.Messages.AddError(WEException.GetStandardMessage(ex, iter, Result.PRNGSeed), this.ClassName);
return;
}
}
