Rからjagsを呼び出す関数(2)

Rからjagsを呼び出す関数のつづき。複数の鎖に対応させた。

とはいえ、あいかわらずエラー処理は適当だし、決め打ちのところもいろいろある。

library(coda)

jags.makedata <- function(data, file = "jags-data.R") {
  if (is.list(data)) {
    for (i in 1:length(data)) {
      lab <- labels(data)[i]
      dat.l <- paste("\"", lab, "\" <- ", sep="")
      dat <- data[[i]]
      if (length(dat) > 1) {
        dat.l <- paste(dat.l, "c(")
        for (j in 1:(length(dat) - 1)) {
          dat.l <- paste(dat.l, dat[j], ", ", sep="")
        }
        dat.l <- paste(dat.l, dat[length(dat)], ")", sep="")
      } else {
        dat.l <- paste(dat.l, as.character(dat))
      }
      write(dat.l, file, append=(i > 1))
    }
  } else {
    stop("jags.makedata: first parameter must be a list.")
  }
}

jags.makeinit <- function(inits, file = "jags-init.R") {
  jags.makedata(inits, file)
}

jags.makecmd <- function(parameters.to.save,
                         seed = 123,
                         cmd.file = "jags.cmd",
                         model.file = "jags.bug",
                         data.file = "jags-data.R",
                         init.file = "jags-init.R",
                         out = "jags",
                         n.iter = 2000,
                         n.burnin = floor(n.iter/2),
                         n.thin = max(1, floor((n.iter - n.burnin)/1000))) {
  write(paste("seed", as.character(seed)), cmd.file)
  write(paste("model in \"", model.file, "\"", sep=""), cmd.file,
        append = TRUE)
  write(paste("data in \"", data.file, "\"", sep=""), cmd.file,
        append = TRUE)
  write("compile", cmd.file, append = TRUE)
  write(paste("parameters in \"", init.file, "\"", sep=""), cmd.file,
        append = TRUE)
  write("initialize", cmd.file, append = TRUE)
  write(paste("update", as.character(n.burnin)), cmd.file,
        append = TRUE)
  for (i in 1:length(parameters.to.save)) {
    write(paste("monitor set ", parameters.to.save[i],
                ",thin(", as.character(n.thin), ")", sep=""), cmd.file,
          append = TRUE)	
  }
  write(paste("update", as.character(n.iter - n.burnin)), cmd.file,
        append = TRUE)
  write(paste("coda *,stem(", out, ")", sep=""), cmd.file,
        append = TRUE)
  write("exit", cmd.file, append = TRUE)
}

jags.run <- function(data, inits, parameters.to.save,
                     model.file = "jags.bug",
                     data.file = "jags-data.R",
                     init.file = "jags-init.R",
                     cmd.file = "jags.cmd",
                     out = "jags",
                     jags = "/usr/local/bin/jags",
                     seed = c(11, 31, 117),
                     n.chains = 3,
                     n.iter = 2000,
                     n.burnin = floor(n.iter/2),
                     n.thin = max(1, floor((n.iter - n.burnin)/1000))) {
  if (!file.exists(model.file)) {
    stop(paste(model.file, "does not exist."))
  }
  if (n.chains < 1) {
  	stop("n.chains must be equal to or larger than 0.")
  } else if (n.chains == 1) {
    jags.makedata(data = data, file = data.file)
    jags.makeinit(inits = inits, file = init.file)
    jags.makecmd(parameters.to.save = parameters.to.save,
                 seed = seed,
                 cmd.file = cmd.file,
                 model.file = model.file,
                 data.file = data.file,
                 init.file = init.file,
                 out = out,
                 n.iter = n.iter,
                 n.burnin = n.burnin,
                 n.thin = n.thin)
    system(paste(jags, cmd.file, sep = " "))
    rslt <- read.jags(file=paste(out, ".out", sep=""))
  } else if (n.chains > 1) {
    seeds <- rep(seed, n.chains)[1:n.chains]
    result <- vector("list", n.chains)
    jags.makedata(data = data, file = data.file)
    for (iter in 1:n.chains) {
      init.i <- gsub("^([^\\.]*)\\.([^\\.]*$)",
                     paste("\\1-", iter, ".\\2", sep = ""),
                     init.file)
      jags.makeinit(inits = inits[[iter]], file = init.i)
      cmd.i <- gsub("^([^\\.]*)\\.([^\\.]*$)",
                    paste("\\1-", iter, ".\\2", sep = ""),
                    cmd.file)
      out.i <- paste(out, "-", iter, sep = "")
      jags.makecmd(parameters.to.save = parameters.to.save,
                   seed = seeds[iter],
                   cmd.file = cmd.i,
                   model.file = model.file,
                   data.file = data.file,
                   init.file = init.i,
                   out = out.i,
                   n.iter = n.iter,
                   n.burnin = n.burnin,
                   n.thin = n.thin)
      system(paste(jags, cmd.i, sep = " "), wait = TRUE)
      result[[iter]] <- read.jags(file=paste(out.i, ".out", sep=""))
    }
    rslt <- mcmc.list(result)
  }
  return(rslt)
}

タグ：jags R