[Rcpp-devel] variable affectation in Rcpp Rcpp Armadillo

MISRA, SANJOG sanjog.misra at simon.rochester.edu
Thu Jun 16 02:24:28 CEST 2011


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
> >
> >
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