BNPdensity (version 2019.9.11)

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)

Arguments

Details

For internal use.

Examples

Run this code
# 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))
}
# }

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