BNPdensity (version 2019.7.9)

gsYZstar: Jointly resampling Ystar and Zstar function

Description

This function resamples jointly the distinct pairs (Ystar,Zstar) in the fully nonparametric model.

Usage

gsYZstar(ystar, zstar, nstar, rstar, idx, x, delta, kappa, distr.k, distr.py0, 
            mu.py0, sigma.py0, distr.pz0, mu.pz0, sigma.pz0)

Details

For internal use.

Examples

# NOT RUN {
## The function is currently defined as
function (ystar, zstar, nstar, rstar, idx, x, delta, kappa, distr.k, 
    distr.py0, mu.py0, sigma.py0, distr.pz0, mu.pz0, sigma.pz0) 
{
    for (j in seq(rstar)) {
        flag<-1
        while (flag==1) {
          id <- which(!is.na(match(idx, j)))
          xj <- x[id]
          xbar <- sum(xj)/nstar[j]
          z2star <- rk(1, distr = distr.pz0, mu = zstar[j], sigma = zstar[j]/sqrt(delta))
          y2star <- rk(1, distr = distr.py0, mu = xbar, sigma = kappa*z2star/sqrt(nstar[j]))
          f.ratio <- rfyzstar(y2star, ystar[j], z2star, zstar[j], xj, distr.k = distr.k, 
                              distr.py0 = distr.py0, mu.py0 = mu.py0, sigma.py0 = sigma.py0, 
                              distr.pz0 = distr.pz0, mu.pz0 = mu.pz0, sigma.pz0 = sigma.pz0)
          k.ratioNum <- dk(zstar[j], distr = distr.pz0, mu = z2star, 
                           sigma = z2star/sqrt(delta))
          k.ratioDen <- dk(z2star, distr = distr.pz0, mu = zstar[j], 
                           sigma = zstar[j]/sqrt(delta))
          k.ratio <- k.ratioNum/k.ratioDen
          k.ratioNum <- dk(ystar[j], distr = distr.py0, mu = xbar, 
                           sigma = kappa*zstar[j]/sqrt(nstar[j]))
          k.ratioDen <- dk(y2star, distr = distr.py0, mu = xbar, 
                           sigma = kappa*z2star/sqrt(nstar[j]))
          k.ratio <- k.ratio * k.ratioNum / k.ratioDen
          q2 <- min(1, f.ratio * k.ratio)
          if(is.na(q2)) {
            flag<-1
          } else {
            if (runif(1) <= q2) {
              ystar[j] <- y2star
              zstar[j] <- z2star
              flag<-0}
          }
        }
    }
    return(list(ystar = ystar, zstar = zstar))
  }
# }