fix some dl lines for numerical stability

ygeunkim · Dec 23, 2024 · d4f00c1 · d4f00c1
1 parent c9180ed
commit d4f00c1
Showing 1 changed file with 8 additions and 8 deletions.
diff --git a/inst/include/bvhardraw.h b/inst/include/bvhardraw.h
@@ -765,7 +765,7 @@ inline void dl_latent(Eigen::VectorXd& latent_param, Eigen::Ref<const Eigen::Vec
 inline void dl_local_sparsity(Eigen::VectorXd& local_param, double& dir_concen,
 															Eigen::Ref<const Eigen::VectorXd> coef, boost::random::mt19937& rng) {
 	for (int i = 0; i < coef.size(); ++i) {
-		local_param[i] = sim_gig(1, dir_concen - 1, 1, 2 * abs(coef[i]), rng)[0];
+		local_param[i] = 1 / sim_gig(1, 1 - dir_concen, 1, 2 * abs(coef[i]), rng)[0];
 	}
 	local_param /= local_param.sum();
 }
@@ -778,7 +778,7 @@ inline void dl_local_sparsity(Eigen::VectorXd& local_param, double& dir_concen,
 // @param rng boost rng
 inline double dl_global_sparsity(Eigen::Ref<const Eigen::VectorXd> local_param, double& dir_concen,
 										 						 Eigen::Ref<Eigen::VectorXd> coef, boost::random::mt19937& rng) {
-	return sim_gig(1, coef.size() * (dir_concen - 1), 1, 2 * (coef.cwiseAbs().array() / local_param.array()).sum(), rng)[0];
+	return 1 / sim_gig(1, coef.size() * (1 - dir_concen), 1, 2 * (coef.cwiseAbs().array() / local_param.array()).sum(), rng)[0];
 }
 
 // Generating Group Parameter of Dirichlet-Laplace Prior
@@ -806,12 +806,12 @@ inline void dl_mn_sparsity(Eigen::VectorXd& group_param, Eigen::VectorXi& grp_ve
 				mn_scl[k++] = abs(coef_vec[j]) / (global_param * local_param[j]);
 			}
 		}
-		group_param[i] = sim_gig(1, shape - mn_size, 2 * rate, 2 * mn_scl.sum(), rng)[0];
-		// group_param[i] = 1 / gamma_rand(
-		// 	shape + mn_size,
-		// 	1 / (rate + mn_scl.sum()),
-		// 	rng
-		// );
+		// group_param[i] = sim_gig(1, shape - mn_size, 2 * rate, 2 * mn_scl.sum(), rng)[0];
+		group_param[i] = 1 / gamma_rand(
+			shape + mn_size,
+			1 / (rate + mn_scl.sum()),
+			rng
+		);
   }
 }