include mcmc_accpetance_rate1 #6

bsvars · Jun 2, 2024 · 89edcab · 89edcab
1 parent cb5cbce
commit 89edcab
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diff --git a/R/RcppExports.R b/R/RcppExports.R
@@ -25,6 +25,10 @@ log_kernel_nu <- function(aux_nu, aux_Sigma_c_cpp, aux_Sigma_c_inv, aux_Sigma, p
     .Call(`_bvarPANELs_log_kernel_nu`, aux_nu, aux_Sigma_c_cpp, aux_Sigma_c_inv, aux_Sigma, prior_lambda, C, N, K)
 }
 
+mcmc_accpetance_rate1 <- function(mcmc) {
+    .Call(`_bvarPANELs_mcmc_accpetance_rate1`, mcmc)
+}
+
 sample_nu <- function(aux_nu, aux_Sigma_c_cpp, aux_Sigma_c_inv, aux_Sigma, prior) {
     .Call(`_bvarPANELs_sample_nu`, aux_nu, aux_Sigma_c_cpp, aux_Sigma_c_inv, aux_Sigma, prior)
 }

diff --git a/src/RcppExports.cpp b/src/RcppExports.cpp
@@ -142,6 +142,17 @@ BEGIN_RCPP
     return rcpp_result_gen;
 END_RCPP
 }
+// mcmc_accpetance_rate1
+double mcmc_accpetance_rate1(arma::vec& mcmc);
+RcppExport SEXP _bvarPANELs_mcmc_accpetance_rate1(SEXP mcmcSEXP) {
+BEGIN_RCPP
+    Rcpp::RObject rcpp_result_gen;
+    Rcpp::RNGScope rcpp_rngScope_gen;
+    Rcpp::traits::input_parameter< arma::vec& >::type mcmc(mcmcSEXP);
+    rcpp_result_gen = Rcpp::wrap(mcmc_accpetance_rate1(mcmc));
+    return rcpp_result_gen;
+END_RCPP
+}
 // sample_nu
 double sample_nu(const double& aux_nu, const arma::cube& aux_Sigma_c_cpp, const arma::cube& aux_Sigma_c_inv, const arma::mat& aux_Sigma, const Rcpp::List& prior);
 RcppExport SEXP _bvarPANELs_sample_nu(SEXP aux_nuSEXP, SEXP aux_Sigma_c_cppSEXP, SEXP aux_Sigma_c_invSEXP, SEXP aux_SigmaSEXP, SEXP priorSEXP) {
@@ -228,6 +239,7 @@ static const R_CallMethodDef CallEntries[] = {
     {"_bvarPANELs_sample_w", (DL_FUNC) &_bvarPANELs_sample_w, 2},
     {"_bvarPANELs_sample_s", (DL_FUNC) &_bvarPANELs_sample_s, 5},
     {"_bvarPANELs_log_kernel_nu", (DL_FUNC) &_bvarPANELs_log_kernel_nu, 8},
+    {"_bvarPANELs_mcmc_accpetance_rate1", (DL_FUNC) &_bvarPANELs_mcmc_accpetance_rate1, 1},
     {"_bvarPANELs_sample_nu", (DL_FUNC) &_bvarPANELs_sample_nu, 5},
     {"_bvarPANELs_sample_Sigma", (DL_FUNC) &_bvarPANELs_sample_Sigma, 4},
     {"_bvarPANELs_sample_AV", (DL_FUNC) &_bvarPANELs_sample_AV, 6},

diff --git a/src/sample_mniw.cpp b/src/sample_mniw.cpp
@@ -154,6 +154,25 @@ double log_kernel_nu (
 
 
 
+// [[Rcpp:interface(cpp)]]
+// [[Rcpp::export]]
+double mcmc_accpetance_rate1 (
+    arma::vec& mcmc
+) {
+  const int N = mcmc.n_elem;
+  double acc = 0;
+  for (int i=1; i<N; i++) {
+    if (mcmc(i) == mcmc(i-1)) {
+      acc++;
+    }
+  }
+  return 1 - (acc / (N - 1));
+} // END mcmc_accpetance_rate1
+
+
+
+
+
 // [[Rcpp:interface(cpp)]]
 // [[Rcpp::export]]
 double sample_nu (

diff --git a/src/sample_mniw.h b/src/sample_mniw.h
@@ -51,6 +51,11 @@ double log_kernel_nu (
 );
 
 
+double mcmc_accpetance_rate1 (
+    arma::vec& mcmc
+);
+
+
 double sample_nu (
     const double&       aux_nu,           // scalar
     const arma::cube&   aux_Sigma_c_cpp,  // NxNxC