You're not the only person working on MCMC w/ Rcpp. I'm not sure about your exact question, but if you provide a .bug file or write your model in pseudo code (i.e. alpha ~ dnorm(0, tau)), then I'll write up a cppbugs example for you.
-Whit On Wed, Jun 15, 2011 at 5:03 PM, Nicolas Heslot <[email protected]> wrote: > Hi rcpp-devel! > First of all thank you for this awesome tool! > > 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 > > 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 > [email protected] > https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel > > _______________________________________________ Rcpp-devel mailing list [email protected] https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
