> b12=log(.4/.6) > b13=log(.85/.15) Can you point out the syntax errors in the first one?
I have been using a couple of books for the code but I am no expert. The choice of the runif(1,0,2) density and choice of 2 as the constant in the envelope function was made to envelope the whole variable; z11 is supposed to be a probability of success in a bernoulli trial, so it will range between 0 and 1 (0.5 * 2). Ned Daniel Nordlund-2 wrote: > >> -----Original Message----- >> From: r-help-boun...@r-project.org >> [mailto:r-help-boun...@r-project.org] On Behalf Of ekwaters >> Sent: Monday, March 02, 2009 9:39 PM >> To: r-help@r-project.org >> Subject: [R] R - need more memory, or rejection sampling >> algorithm doesn't work? >> >> >> Hi all, >> >> I am trying to run rejection sampling for the quantity z11 in >> the function >> below. Unfortunately I can't simplify the function further >> so that z11 only >> appears once. >> >> Whenever I run the algorithm, R looks as if it is running it (no error >> messages or anything), but then nothing happens for minutes...how long >> should it take to run something like this in R? I have tried >> in in both >> linux and windows. >> >> I realise standard rejection sampling is pretty cumbersome, >> so I have also >> tried to run a Gibbs sampler doing rejection sampling instead >> of the form of >> the algorithm here, with the same result. R thinks about >> starting to run it, >> then freezes. >> >> Is this a memory issue, or an issue with the algorithm? >> >> > count=0 >> > k=1 >> > f=matrix(NA,1000) >> >> >while(k<1001){ >> >> z11=runif(1,min=0,max=2) >> >> r11=(((log(z11/1-z11)^231)*((1-log(z11/1-z11))^62)*((b12)^170) >> *((1-b12)^250)*((b13)^217)*((1-b13)^^38))/2*.5) >> >> if(r11<runif(1,min=0,max=1)) >> >> {f(k)=z11; k=k+1} >> count=count+1 >> } >> >> THe GIbbs sampler I tried looks as follows: >> >> > p11=matrix(0.5,2000) >> >> for(i in 2000) >> { >> z=0 >> while(z==0) >> { >> u=runif(1,min=0,max=2) >> if( >> ((log(p11[i]/1-p11[i])^231)*((1-log(p11[i]/1-p11[i]))^62)*((b1 >> 2)^170)*((1-b12)^250)*((b13)^217)*((1-b13)^38))>(2*runif(1,min >> =0,max=1)*.5)) >> {p11[i]=u; z=1} >> } >> } >> >> >> Ned > > Ned, > > Your first rejection sampling algorithm will not run as presented. There > are syntax errors and no indication of where variables b12 and b13 get > their > values from, so it is not possible to say for sure what the problem is. > However, it is not a memory problem (unless you have a broken system). > There are also problems in your second routine. We need reproducible code > if you want R-help to do more than guess. > > Dan > > Daniel Nordlund > Bothell, WA USA > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- View this message in context: http://www.nabble.com/R---need-more-memory%2C-or-rejection-sampling-algorithm-doesn%27t-work--tp22302800p22303990.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
