Nothing
# deprecated the numerical integration
betaintegral <- function(alphaS, betaS, alpha0, beta0, Nu, nu, Ns, ns, p = 1000) {
l <- length(Nu)
# set the upper limit of integration if the density is concentrated aroud 0.. (no
# need to go all the way to 1)
ms <- (alphaS + ns)/(alphaS + betaS + ns + Ns)
m0 <- (alpha0 + nu)/(alpha0 + beta0 + nu + Nu)
vs <- sqrt(((alphaS + ns) * (betaS + Ns))/((alphaS + ns + betaS + Ns)^2 * (alphaS +
ns + betaS + ns + 1)))
v0 <- sqrt(((alpha0 + nu) * (beta0 + Nu))/((alpha0 + nu + beta0 + Nu)^2 * (alpha0 +
nu + beta0 + nu + 1)))
mx <- max(ms + 7 * vs, m0 + 7 * v0)
pu <- seq(0, mx, l = p)
dpu <- diff(pu)[1]
res <- double(l)
res <- .C("betaintegral_c", as.double(alphaS), as.double(betaS), as.double(alpha0),
as.double(beta0), as.integer(Nu), as.integer(nu), as.integer(Ns), as.integer(ns),
as.double(pu), as.double(dpu), as.double(res), as.integer(l), as.integer(p))
return(res[[11]])
}
# New code does Monte-Carlo integration
betaintegral_R <- function(alphaS, betaS, alpha0, beta0, Nu, nu, Ns, ns, l = 1000) {
res <- lbeta(ns + alphaS, betaS + Ns) + lbeta(nu + alpha0, beta0 + Nu) + sapply(1:length(Ns),
function(i) {
log(mean(pbeta(rbeta(l, alpha0 + nu[i], beta0 + Nu[i]), alphaS + ns[i],
betaS + Ns[i], lower.tail = FALSE, log.p = FALSE)))
})
return(res)
}
integrand <- function(alpha0, beta0, alphaS, betaS, d) {
function(s) {
dbeta(s, alpha0 + d[, "nu"], beta0 + d[, "Nu"]) * pbeta(s, alphaS + d[, "ns"],
betaS + d[, "Ns"])
}
}
# explicit
betaintegral_R2 <- function(alphaS, betaS, alpha0, beta0, Nu, nu, Ns, ns, pu, dpu) {
res = lbeta(ns + alphaS, betaS + Ns) + lbeta(nu + alpha0, beta0 + Nu)
for (i in 1:length(ns)) {
acc = 0
acc = sum(dbeta(pu, alpha0 + nu[i], beta0 + Nu[i]) * (1 - pbeta(pu, alphaS +
ns[i], betaS + Ns[i])) * dpu)
res[i] = res[i] + log(acc)
}
res
}
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