[Rcpp-devel] variable affectation in Rcpp Rcpp Armadillo

[Nicolas Heslot]

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
> >
> >
> > _______________________________________________
> > Rcpp-devel mailing list
> > Rcpp-devel at lists.r-forge.r-project.org
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> >
> >
>
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