BayesFluxR (version 0.1.3)

madapter.FixedMassMatrix: Use a fixed mass matrix

Description

Use a fixed mass matrix

Usage

madapter.FixedMassMatrix(mat = NULL)

Value

list with `juliavar` and `juliacode` and given matrix or `NULL`

Arguments

mat

(Default=NULL); inverse mass matrix; If `NULL`, then identity matrix will be used

Examples

if (FALSE) {
  ## Needs previous call to `BayesFluxR_setup` which is time
  ## consuming and requires Julia and BayesFlux.jl
  BayesFluxR_setup(installJulia=TRUE, seed=123)
  net <- Chain(Dense(5, 1))
  like <- likelihood.feedforward_normal(net, Gamma(2.0, 0.5))
  prior <- prior.gaussian(net, 0.5)
  init <- initialise.allsame(Normal(0, 0.5), like, prior)
  x <- matrix(rnorm(5*100), nrow = 5)
  y <- rnorm(100)
  bnn <- BNN(x, y, like, prior, init)
  madapter <- madapter.FixedMassMatrix()
  sampler <- sampler.GGMC(madapter = madapter)
  ch <- mcmc(bnn, 10, 1000, sampler)


  # Providing a non-sense weight matrix
  weight_matrix <- matrix(runif(BNN.totparams(bnn)^2, 0, 1),
                          nrow = BNN.totparams(bnn))
  madapter2 <- madapter.FixedMassMatrix(weight_matrix)
  sampler2 <- sampler.GGMC(madapter = madapter2)
  ch2 <- mcmc(bnn, 10, 1000, sampler2)
}