[Rcpp-devel] variable affectation in Rcpp Rcpp Armadillo
I've also written MCMC code using arma and have no trouble overwriting (assuming that's what reaffectation is) matrices.
On Jun 15, 2011, at 8:17 PM, "Nicolas Heslot" <nh269 at cornell.edu> wrote:
Well, That's sound good, The distribution I need are multivariate normal, inverse gaussian. Though, the biggest issue is that for one of the parameter there is no closed form so I am using Metropolis Hastings for it. Any idea about this variable reaffectation thing? It seems to be specific to arma classes like arma::mat Nicolas On Wed, Jun 15, 2011 at 8:10 PM, Whit Armstrong <armstrong.whit at gmail.com
wrote:
I'm not giving up yet. I'll implement the distribution that is missing, and send you the example if you lay out your model w/ pseudocode. -Whit On Wed, Jun 15, 2011 at 7:59 PM, Nicolas Heslot <nh269 at cornell.edu> wrote:
Hi, Thank you for your quick answer. Sorry that I did not explain well enought my issue. I did not know about cppbugs but I just checked and it does not
seem that I
can use it for my model because it lacks some of the distribution
I need.
The fraction of code could seems obscure but it is just the
updating for a
block of parameters in the model. My problem is rather simple I think. Once I affect a matrix to a variable I can't manage to overwrite
the content
of that variable with a different matrix. I really can't figure
out how to
do it. Nicolas On Wed, Jun 15, 2011 at 7:52 PM, Dirk Eddelbuettel
<edd at debian.org> wrote:
Salut Nicolas, On 15 June 2011 at 17:03, Nicolas Heslot wrote: | Hi rcpp-devel! | First of all thank you for this awesome tool! Pleasure, and welcome. | I started a few days ago coding with Rcpp to try to reduce the
computing
time | of a MCMC model. | However, I don't have experience with C/C++ and I can't figure
out how
to | reaffect a new content to a variable. | This seems probably very simple to you but I can't figure it
out, and
this is | the last step preventing my code to work out I think... | The objects all_ui, all_ui2, all_ui3, all_rd and all_corMat are
list
objects | containing matrix | But once a matrice extracted from one of those lists is
affected, to let
say | the object ui I can't affect the next matrix to ui at the next iteration. | I tried to find a way to eliminate the object at each iteration
or to
empty it
| using .reset but without success.
|
| So any help would be very much appreciated!
| (fragment of code posted below)
|
| arma::mat tmp;
| arma::mat tmp2;
| arma::mat tmp3;
| arma::mat ui;
| arma::mat ui2;
| arma::mat ui3;
| arma::mat sigma;
|
| for (int j = 0; j < P-1; j++) {
| tmp2.fill(0);
| tmp3.fill(0);
| for (int i = 0; i < N-1; i++) {
| ui = all_ui[i];
| ui2 = all_ui2[i];
| ui3 = all_ui3[i];
| rdi = all_rd[i];
| all_corMati = all_corMat[i];
| sigma = sigma2*all_corMat[i];
| // calculate mean and variance
| arma::mat tmp = (solve(sig%all_corMat[i])* gen_a(i,j))*all_ui[i];
| arma::mat tmp2 += (all_rd[i] -
mu*trans(all_ui3[i])-(X(i)*alpha)*trans(all_ui2
| [i]) + gen_a(i,j)*a.row(j)*trans(all_ui[i]))*tmp;
| arma::mat tmp3 += (gen_a(i,j)*trans(all_ui[i]))*tmp;
| }
| }
|
| Thank you for your help
I'm with Whit here and confess that I do not know your question
is. If you
show us what you tried, what you expected to happen and what
actually
happened we may help. (By the way, there is no tax on indentation in code and it does
make it
more readable for those of us who didn't write it ;-) Dirk | It probably does not help much | but I use R2.13 with the last version of the packages on a
windows XP
plateform | | Nicolas | | |
----------------------------------------------------------------------
| _______________________________________________ | Rcpp-devel mailing list | Rcpp-devel at lists.r-forge.r-project.org | https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel -- Gauss once played himself in a zero-sum game and won $50. -- #11 at http://www.gaussfacts.com
_______________________________________________ Rcpp-devel mailing list Rcpp-devel at lists.r-forge.r-project.org https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
_______________________________________________ Rcpp-devel mailing list Rcpp-devel at lists.r-forge.r-project.org https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp- devel
-------------- next part -------------- An HTML attachment was scrubbed... URL: <http://lists.r-forge.r-project.org/pipermail/rcpp-devel/attachments/20110615/4b5e78fa/attachment.htm>