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b/src/moves.cpp |
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#include <Rcpp.h> |
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#include <Rmath.h> |
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#include "internals.h" |
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#include "likelihoods.h" |
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#include "priors.h" |
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// IMPORTANT: ON INDEXING VECTORS AND ANCESTRIES |
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// Most of the functions implemented here are susceptible to be called from R |
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// via Rcpp, and are therefore treated as interfaces. This causes a number of |
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// headaches when using indices of cases defined in R (1:N) to refer to elements |
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// in Rcpp / Cpp vectors (0:N-1). By convention, we store all data on the |
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// original scale (1:N), and modify indices whenever accessing elements of |
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// vectors. In other words, in an expression like 'alpha[j]', 'j' should always |
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// be on the internal scale (0:N-1). |
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// In all these functions, 'SEXP i' is an optional vector of case indices, on |
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// the 1:N scale. |
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// --------------------------- |
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// Movement of the mutation rate 'mu' is done using a dumb normal proposal. This |
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// is satisfying for now - we only reject a few non-sensical values outside the |
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// range [0;1]. The SD of the proposal (implicitely contained in rand$mu.rnorm1, |
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// but really provided through 'config', seems fine as the range of real values |
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// will never change much. Probably not much point in using auto-tuning here. |
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// [[Rcpp::export(rng = true)]] |
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Rcpp::List cpp_move_mu(Rcpp::List param, Rcpp::List data, Rcpp::List config, |
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Rcpp::RObject custom_ll = R_NilValue, |
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Rcpp::RObject custom_prior = R_NilValue) { |
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// deep copy here for now, ultimately should be an arg. |
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Rcpp::List new_param = clone(param); |
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Rcpp::NumericVector mu = param["mu"]; |
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Rcpp::NumericVector new_mu = new_param["mu"]; |
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double sd_mu = static_cast<double>(config["sd_mu"]); |
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double old_logpost = 0.0, new_logpost = 0.0, p_accept = 0.0; |
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// proposal (normal distribution with SD: config$sd_mu) |
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new_mu[0] += R::rnorm(0.0, sd_mu); // new proposed value |
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// automatic rejection of negative mu |
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if (new_mu[0] < 0.0) { |
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return param; |
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} |
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// compute likelihoods |
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old_logpost = cpp_ll_genetic(data, param, R_NilValue, custom_ll); |
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new_logpost = cpp_ll_genetic(data, new_param, R_NilValue, custom_ll); |
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// compute priors |
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old_logpost += cpp_prior_mu(param, config, custom_prior); |
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new_logpost += cpp_prior_mu(new_param, config, custom_prior); |
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// acceptance term |
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p_accept = exp(new_logpost - old_logpost); |
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// acceptance: the new value is already in mu, so we only act if the move is |
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// rejected, in which case we restore the previous ('old') value |
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if (p_accept < unif_rand()) { // reject new values |
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return param; |
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} |
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return new_param; |
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} |
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// --------------------------- |
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// movement of the Reporting probability 'pi' is done using a dumb normal |
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// proposal. This is satisfying for now - we only reject a few non-sensical |
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// values outside the range [0;1]. The SD of the proposal (implicitely contained |
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// in rand$pi.rnorm1, but really provided through 'config', seems fine as the |
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// range of real values will never change much. Probably not much point in using |
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// auto-tuning here. |
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// [[Rcpp::export(rng = true)]] |
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Rcpp::List cpp_move_pi(Rcpp::List param, Rcpp::List data, Rcpp::List config, |
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Rcpp::RObject custom_ll = R_NilValue, |
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Rcpp::RObject custom_prior = R_NilValue) { |
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// deep copy here for now, ultimately should be an arg. |
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Rcpp::List new_param = clone(param); |
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Rcpp::NumericVector pi = param["pi"]; // these are just pointers |
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Rcpp::NumericVector new_pi = new_param["pi"]; // these are just pointers |
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double sd_pi = static_cast<double>(config["sd_pi"]); |
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double old_logpost = 0.0, new_logpost = 0.0, p_accept = 0.0; |
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// proposal (normal distribution with SD: config$sd_pi) |
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new_pi[0] += R::rnorm(0.0, sd_pi); // new proposed value |
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// automatic rejection of pi outside [0;1] |
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if (new_pi[0] < 0.0 || new_pi[0] > 1.0) { |
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return param; |
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} |
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// compute likelihoods |
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old_logpost = cpp_ll_reporting(data, param, R_NilValue, custom_ll); |
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new_logpost = cpp_ll_reporting(data, new_param, R_NilValue, custom_ll); |
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// compute priors |
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old_logpost += cpp_prior_pi(param, config, custom_prior); |
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new_logpost += cpp_prior_pi(new_param, config, custom_prior); |
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// acceptance term |
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p_accept = exp(new_logpost - old_logpost); |
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// acceptance: the new value is already in pi, so we only act if the move is |
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// rejected, in which case we restore the previous ('old') value |
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if (p_accept < unif_rand()) { // reject new values |
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return param; |
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} |
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return new_param; |
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} |
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// --------------------------- |
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// movement of the contact reporting coverage 'eps' is done using a dumb normal |
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// proposal. This is satisfying for now - we only reject a few non-sensical |
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// values outside the range [0;1]. The SD of the proposal is provided through |
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// 'config'; this seems fine as the range of real values will never change |
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// much. Probably not much point in using auto-tuning here. |
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// [[Rcpp::export(rng = true)]] |
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Rcpp::List cpp_move_eps(Rcpp::List param, Rcpp::List data, Rcpp::List config, |
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Rcpp::RObject custom_ll = R_NilValue, |
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Rcpp::RObject custom_prior = R_NilValue) { |
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// deep copy here for now, ultimately should be an arg. |
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Rcpp::List new_param = clone(param); |
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Rcpp::NumericVector eps = param["eps"]; // these are just pointers |
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Rcpp::NumericVector new_eps = new_param["eps"]; // these are just pointers |
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double sd_eps = static_cast<double>(config["sd_eps"]); |
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double old_logpost = 0.0, new_logpost = 0.0, p_accept = 0.0; |
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// proposal (normal distribution with SD: config$sd_eps) |
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new_eps[0] += R::rnorm(0.0, sd_eps); // new proposed value |
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// automatic rejection of eps outside [0;1] |
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if (new_eps[0] < 0.0 || new_eps[0] > 1.0) { |
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return param; |
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} |
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// compute likelihoods |
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old_logpost = cpp_ll_contact(data, param, R_NilValue, custom_ll); |
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new_logpost = cpp_ll_contact(data, new_param, R_NilValue, custom_ll); |
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// compute priors |
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old_logpost += cpp_prior_eps(param, config, custom_prior); |
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new_logpost += cpp_prior_eps(new_param, config, custom_prior); |
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// acceptance term |
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p_accept = exp(new_logpost - old_logpost); |
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// acceptance: the new value is already in eps, so we only act if the move is |
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// rejected, in which case we restore the previous ('old') value |
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if (p_accept < unif_rand()) { // reject new values |
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return param; |
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} |
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return new_param; |
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} |
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// --------------------------- |
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// movement of the non-infectious contact rate 'eps' is done using a dumb |
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// normal proposal. This is satisfying for now - we only reject a few |
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// non-sensical values outside the range [0;1]. The SD of the proposal is |
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// provided through 'config'; this seems fine as the range of real values will |
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// never change much. Probably not much point in using auto-tuning here. |
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// [[Rcpp::export(rng = true)]] |
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Rcpp::List cpp_move_lambda(Rcpp::List param, Rcpp::List data, Rcpp::List config, |
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Rcpp::RObject custom_ll = R_NilValue, |
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Rcpp::RObject custom_prior = R_NilValue) { |
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// deep copy here for now, ultimately should be an arg. |
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Rcpp::List new_param = clone(param); |
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Rcpp::NumericVector lambda = param["lambda"]; // these are just pointers |
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Rcpp::NumericVector new_lambda = new_param["lambda"]; // these are just pointers |
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double sd_lambda = static_cast<double>(config["sd_lambda"]); |
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double old_logpost = 0.0, new_logpost = 0.0, p_accept = 0.0; |
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// proposal (normal distribution with SD: config$sd_lambda) |
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new_lambda[0] += R::rnorm(0.0, sd_lambda); // new proposed value |
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// automatic rejection of lambda outside [0;1] |
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if (new_lambda[0] < 0.0 || new_lambda[0] > 1.0) { |
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return param; |
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} |
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// compute likelihoods |
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old_logpost = cpp_ll_contact(data, param, R_NilValue, custom_ll); |
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new_logpost = cpp_ll_contact(data, new_param, R_NilValue, custom_ll); |
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// compute priors |
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old_logpost += cpp_prior_lambda(param, config, custom_prior); |
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new_logpost += cpp_prior_lambda(new_param, config, custom_prior); |
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// acceptance term |
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p_accept = exp(new_logpost - old_logpost); |
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// acceptance: the new value is already in lambda, so we only act if the move is |
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// rejected, in which case we restore the previous ('old') value |
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if (p_accept < unif_rand()) { // reject new values |
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return param; |
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} |
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return new_param; |
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} |
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// --------------------------- |
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// Movement of infection dates are +/- 1 from current states. These movements |
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// are currently vectorised, i.e. a bunch of dates are proposed all together; |
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// this may not be sustainable for larger datasets. The non-vectorised option |
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// will be slower and speed-up with C/C++ will be more substantial then. |
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// This version differs from the initial R implementation in several points: |
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// 1. all cases are moved |
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// 2. cases are moved one by one |
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// 3. movement for each case is +/- 1 time unit |
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// Notes |
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// - when computing the timing log-likelihood, the descendents of each |
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// case are also affected. |
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// - we generate a new vector 'new_t_inf', which will replace the |
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// previous pointer defining param["t_inf"]. |
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// [[Rcpp::export(rng = true)]] |
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Rcpp::List cpp_move_t_inf(Rcpp::List param, Rcpp::List data, |
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Rcpp::RObject list_custom_ll = R_NilValue) { |
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// deep copy here for now, ultimately should be an arg. |
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Rcpp::List new_param = clone(param); |
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Rcpp::IntegerVector t_inf = param["t_inf"]; |
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Rcpp::IntegerVector new_t_inf = new_param["t_inf"]; |
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Rcpp::IntegerVector alpha = param["alpha"]; |
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Rcpp::IntegerVector local_cases; |
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size_t N = static_cast<size_t>(data["N"]); |
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double old_loc_loglike = 0.0, new_loc_loglike = 0.0, p_loc_accept = 0.0; |
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for (size_t i = 0; i < N; i++) { |
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local_cases = cpp_find_descendents(param["alpha"], i+1); |
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// loglike with current value |
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old_loc_loglike = cpp_ll_timing(data, param, i+1, list_custom_ll); // term for case 'i' with offset |
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// term descendents of 'i' |
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if (local_cases.size() > 0) { |
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old_loc_loglike += cpp_ll_timing(data, param, local_cases, list_custom_ll); |
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} |
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// proposal (+/- 1) |
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new_t_inf[i] += unif_rand() > 0.5 ? 1 : -1; // new proposed value |
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// loglike with new value |
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new_loc_loglike = cpp_ll_timing(data, new_param, i+1, list_custom_ll); // term for case 'i' with offset |
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// term descendents of 'i' |
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if (local_cases.size() > 0) { |
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new_loc_loglike += cpp_ll_timing(data, new_param, local_cases, list_custom_ll); |
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} |
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// acceptance term |
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p_loc_accept = exp(new_loc_loglike - old_loc_loglike); |
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// acceptance: the new value is already in t_inf, so we only act if the move |
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// is rejected, in which case we restore the previous ('old') value |
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if (p_loc_accept < unif_rand()) { // reject new values |
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new_t_inf[i] = t_inf[i]; |
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} |
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} |
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return new_param; |
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} |
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// --------------------------- |
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// Movement of ancestries ('alpha') is not vectorised, movements are made one |
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// case at a time. This procedure is simply about picking an infector at random |
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// amongst cases preceeding the case considered. The original version in |
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// 'outbreaker' used to move simultaneously 'alpha', 'kappa' and 't_inf', but |
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// current implementation is simpler and seems to mix at least as well. Proper |
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// movement of 'alpha' needs this procedure as well as a swapping procedure |
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// (swaps are not possible through move.alpha only); in all instances, 'alpha' |
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386 |
// is on the scale 1:N. |
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|
387 |
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|
|
388 |
// [[Rcpp::export(rng = true)]] |
|
|
389 |
Rcpp::List cpp_move_alpha(Rcpp::List param, Rcpp::List data, |
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|
390 |
Rcpp::RObject list_custom_ll = R_NilValue) { |
|
|
391 |
Rcpp::List new_param = clone(param); |
|
|
392 |
Rcpp::IntegerVector alpha = param["alpha"]; // pointer to param$alpha |
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|
393 |
Rcpp::IntegerVector t_inf = param["t_inf"]; // pointer to param$t_inf |
|
|
394 |
Rcpp::IntegerVector new_alpha = new_param["alpha"]; |
|
|
395 |
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|
396 |
size_t N = static_cast<size_t>(data["N"]); |
|
|
397 |
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|
|
398 |
double old_loglike = 0.0, new_loglike = 0.0, p_accept = 0.0; |
|
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399 |
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|
400 |
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|
401 |
for (size_t i = 0; i < N; i++) { |
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402 |
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403 |
// only non-NA ancestries are moved, if there is at least 1 choice |
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404 |
if (alpha[i] != NA_INTEGER && sum(t_inf < t_inf[i]) > 0) { |
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405 |
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406 |
// loglike with current value |
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407 |
// old_loglike = cpp_ll_all(data, param, R_NilValue); |
|
|
408 |
old_loglike = cpp_ll_all(data, param, i+1, list_custom_ll); // offset |
|
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409 |
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410 |
// proposal (+/- 1) |
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411 |
new_alpha[i] = cpp_pick_possible_ancestor(t_inf, i+1); // new proposed value (on scale 1 ... N) |
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412 |
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413 |
// loglike with current value |
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414 |
new_loglike = cpp_ll_all(data, new_param, i+1, list_custom_ll); |
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415 |
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416 |
// acceptance term |
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417 |
p_accept = exp(new_loglike - old_loglike); |
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418 |
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419 |
// which case we restore the previous ('old') value |
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|
420 |
if (p_accept < unif_rand()) { // reject new values |
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|
421 |
new_alpha[i] = alpha[i]; |
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|
422 |
} else { |
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|
423 |
alpha[i] = new_alpha[i]; |
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|
424 |
} |
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|
425 |
} |
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|
426 |
} |
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|
427 |
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|
428 |
return new_param; |
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|
429 |
} |
|
|
430 |
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431 |
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432 |
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433 |
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434 |
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435 |
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|
436 |
// --------------------------- |
|
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437 |
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|
438 |
// The basic movement of ancestries (picking an ancestor at random amongst in |
|
|
439 |
// previous cases) makes swaps of ancestries (A->B) to (B->A) very |
|
|
440 |
// difficult. This function addresses the issue. It is computer-intensive, but |
|
|
441 |
// likely a determining factor for faster mixing. Unlike previous versions in |
|
|
442 |
// the original 'outbreaker' package, all cases are 'moved' here. A swap is |
|
|
443 |
// defined as: |
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444 |
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|
445 |
// x -> a -> b becomes a -> x -> b |
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446 |
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|
447 |
// Obviously cases are moved one at a time. We need to use local likelihood |
|
|
448 |
// changes for this move to scale well with outbreak size. The complicated bit |
|
|
449 |
// is that the move impacts all descendents from 'a' as well as 'x'. |
|
|
450 |
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|
|
451 |
// [[Rcpp::export(rng = true)]] |
|
|
452 |
Rcpp::List cpp_move_swap_cases(Rcpp::List param, Rcpp::List data, |
|
|
453 |
Rcpp::RObject list_custom_ll = R_NilValue) { |
|
|
454 |
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|
455 |
Rcpp::List new_param = clone(param); |
|
|
456 |
Rcpp::IntegerVector alpha = param["alpha"]; // pointer to param$alpha |
|
|
457 |
Rcpp::IntegerVector t_inf = param["t_inf"]; // pointer to param$t_inf |
|
|
458 |
Rcpp::List swapinfo; // contains alpha and t_inf |
|
|
459 |
Rcpp::IntegerVector local_cases; |
|
|
460 |
|
|
|
461 |
size_t N = static_cast<size_t>(data["N"]); |
|
|
462 |
int N_int = data["N"]; |
|
|
463 |
|
|
|
464 |
double old_loglike = 0.0, new_loglike = 0.0, p_accept = 0.0; |
|
|
465 |
|
|
|
466 |
// Shuffle indices to make equal cases equally likely |
|
|
467 |
Rcpp::IntegerVector idx = Rcpp::seq(0, N-1); |
|
|
468 |
idx = Rcpp::sample(idx, N_int, false); |
|
|
469 |
|
|
|
470 |
for (size_t j = 0; j < N; ++j) { |
|
|
471 |
size_t i = (size_t)idx[j]; |
|
|
472 |
|
|
|
473 |
// only non-NA ancestries are moved, if there is at least 1 choice |
|
|
474 |
if (alpha[i] != NA_INTEGER && sum(t_inf < t_inf[i]) > 0) { |
|
|
475 |
|
|
|
476 |
// The local likelihood is defined as the likelihood computed for the |
|
|
477 |
// cases affected by the swap; these include: |
|
|
478 |
|
|
|
479 |
// - 'i' |
|
|
480 |
// - the descendents of 'i' |
|
|
481 |
// - 'alpha[i]' |
|
|
482 |
// - the descendents of 'alpha[i]' (other than 'i') |
|
|
483 |
|
|
|
484 |
local_cases = cpp_find_local_cases(param["alpha"], i+1); |
|
|
485 |
|
|
|
486 |
|
|
|
487 |
// loglike with current parameters |
|
|
488 |
|
|
|
489 |
old_loglike = cpp_ll_all(data, param, local_cases, list_custom_ll); // offset |
|
|
490 |
|
|
|
491 |
|
|
|
492 |
// proposal: swap case 'i' and its ancestor |
|
|
493 |
|
|
|
494 |
swapinfo = cpp_swap_cases(param, i+1); |
|
|
495 |
new_param["alpha"] = swapinfo["alpha"]; |
|
|
496 |
new_param["t_inf"] = swapinfo["t_inf"]; |
|
|
497 |
new_param["kappa"] = swapinfo["kappa"]; |
|
|
498 |
|
|
|
499 |
|
|
|
500 |
// loglike with new parameters |
|
|
501 |
|
|
|
502 |
new_loglike = cpp_ll_all(data, new_param, local_cases, list_custom_ll); |
|
|
503 |
|
|
|
504 |
|
|
|
505 |
// acceptance term |
|
|
506 |
|
|
|
507 |
p_accept = exp(new_loglike - old_loglike); |
|
|
508 |
|
|
|
509 |
|
|
|
510 |
// acceptance: change param only if new values is accepted |
|
|
511 |
|
|
|
512 |
if (p_accept >= unif_rand()) { // accept new parameters |
|
|
513 |
param["alpha"] = new_param["alpha"]; |
|
|
514 |
param["t_inf"] = new_param["t_inf"]; |
|
|
515 |
param["kappa"] = new_param["kappa"]; |
|
|
516 |
} |
|
|
517 |
} |
|
|
518 |
} |
|
|
519 |
|
|
|
520 |
return param; |
|
|
521 |
} |
|
|
522 |
|
|
|
523 |
|
|
|
524 |
|
|
|
525 |
|
|
|
526 |
|
|
|
527 |
|
|
|
528 |
// --------------------------- |
|
|
529 |
|
|
|
530 |
|
|
|
531 |
// Movement of the number of generations on transmission chains ('kappa') is |
|
|
532 |
// done for one ancestry at a time. As for infection times ('t_inf') we use a |
|
|
533 |
// dumb, symmetric +/- 1 proposal. But because values are typically in a short |
|
|
534 |
// range (e.g. [1-3]) we probably propose more dumb values here. We may |
|
|
535 |
// eventually want to bounce back or use and correct for assymetric proposals. |
|
|
536 |
|
|
|
537 |
// [[Rcpp::export(rng = true)]] |
|
|
538 |
Rcpp::List cpp_move_kappa(Rcpp::List param, Rcpp::List data, Rcpp::List config, |
|
|
539 |
Rcpp::RObject list_custom_ll = R_NilValue) { |
|
|
540 |
Rcpp::List new_param = clone(param); |
|
|
541 |
Rcpp::IntegerVector alpha = param["alpha"]; // pointer to param$alpha |
|
|
542 |
Rcpp::IntegerVector kappa = param["kappa"]; // pointer to param$kappa |
|
|
543 |
Rcpp::IntegerVector t_inf = param["t_inf"]; // pointer to param$t_inf |
|
|
544 |
Rcpp::IntegerVector new_kappa = new_param["kappa"]; |
|
|
545 |
|
|
|
546 |
size_t N = static_cast<size_t>(data["N"]); |
|
|
547 |
size_t K = static_cast<size_t>(config["max_kappa"]); |
|
|
548 |
size_t jump; |
|
|
549 |
|
|
|
550 |
double old_loglike = 0.0, new_loglike = 0.0, p_accept = 0.0; |
|
|
551 |
|
|
|
552 |
for (size_t i = 0; i < N; i++) { |
|
|
553 |
|
|
|
554 |
// only non-NA ancestries are moved |
|
|
555 |
if (alpha[i] != NA_INTEGER) { |
|
|
556 |
|
|
|
557 |
// propose new kappa |
|
|
558 |
jump = (unif_rand() > 0.5) ? 1 : -1; |
|
|
559 |
new_kappa[i] = kappa[i] + jump; |
|
|
560 |
|
|
|
561 |
|
|
|
562 |
// only look into this move if new kappa is positive and smaller than the |
|
|
563 |
// maximum value; if not, remember to reset the value of new_kappa to that |
|
|
564 |
// of kappa, otherwise we implicitely accept stupid moves automatically |
|
|
565 |
|
|
|
566 |
if (new_kappa[i] < 1 || new_kappa[i] > K) { |
|
|
567 |
new_kappa[i] = kappa[i]; |
|
|
568 |
} else { |
|
|
569 |
|
|
|
570 |
|
|
|
571 |
// loglike with current parameters |
|
|
572 |
old_loglike = cpp_ll_all(data, param, i+1, list_custom_ll); |
|
|
573 |
|
|
|
574 |
|
|
|
575 |
// loglike with new parameters |
|
|
576 |
new_loglike = cpp_ll_all(data, new_param, i+1, list_custom_ll); |
|
|
577 |
|
|
|
578 |
|
|
|
579 |
// acceptance term |
|
|
580 |
p_accept = exp(new_loglike - old_loglike); |
|
|
581 |
|
|
|
582 |
// acceptance: change param only if new values is accepted |
|
|
583 |
if (p_accept >= unif_rand()) { // accept new parameters |
|
|
584 |
// Rprintf("\naccepting kappa:%d (p: %f old ll: %f new ll: %f", |
|
|
585 |
// new_kappa[i], p_accept, old_loglike, new_loglike); |
|
|
586 |
kappa[i] = new_kappa[i]; |
|
|
587 |
} else { |
|
|
588 |
new_kappa[i] = kappa[i]; |
|
|
589 |
} |
|
|
590 |
} |
|
|
591 |
} |
|
|
592 |
|
|
|
593 |
} |
|
|
594 |
|
|
|
595 |
return param; |
|
|
596 |
} |