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* Create LFMCMC.R and lfmcmc.cpp * Fix pre-commit style failures * Using tidyverse 4.4.0 as base dev image * Fix roxygenize typo in Makefile * Run 'make docs' and add cpp11, NAMESPACE, and roxygen files * Add config.log and config.status to gitignore * Run pre-commit on existing docs files * Add epiworld_double macro to Makevars * Add run method to LFMCMC * Add set_observed_data to LFMCMC * Add set_proposal_fun, set_simulation_fun, set_summary_fun, and set_kernel_fun * Document LFMCMC functions * Add basic example and try resolving generic run class warning * Run roxygen2 on LFMCMC * Rename LFMCMC run function to run_lfmcmc * Add epiworld_double macro to Makevars.win * Create likelihood-free0mcmc.Rmd * Add TODO tags to mark needed work * Add seed, set_param_nams_, set_stats_names, print to lfmcmc * Update documentation on LFMCMC * Document params for print.epiworld_lfmcmc * Setup function ordering for likelihood-free-mcmc.Rmd * Make lfmcmc vignette simpler to start * Add set_simulation_fun in lfmcmc vignette * Try vignette without piping * Add UseMethod export for base version of LFMCMC class methods * Clean up vignette to separate failing block * Add create_LFMCMCMSimFun_cpp() * Add lambda return type * Fix lambda param mismatch with LFMCMCMSimFun and set correctly in se_simulation_fun_cpp * Add factory methods for summary, proposal, kernel functions * Add set_rand_engine function and update constructor to extract rand_engine from model * Document param in updated LFMCMC constructor * Update LFMCMC example in .R file * Make lfmcmc constructor more readable * Add factory methods for norm_reflective proposal function and gaussian kernel function * Delete prop and kernel function defs after using factory methods * Add cinttypes to .vscode/settings.json * Minor tweaks to lfmcmc vignette simfun * Minor changes and adding valgrind to docker * Add simpler use proposal/kernel functions * Clean up create sum and create sim fun in lfmcmc.cpp * Remove 'create' lfmcmc methods to instead create the function within the 'set' methods and add temp test code * New version of epiworld * Getting closer * Updating epiworld * Sync with latest version of epiworld * Add dev option to Makefile to build and install without vignettes * Now is running * Changing param * Clean up Makefile * Clean up comments and unneed function * Clean up LFMCMC vignette * Remove second parameter in R version of simulation and summary functions * Restore seed_lfmcmc_cpp() * Cleaning up files * Sync with C++ epiworld library * Remove seed_lfmcmc * Add seed to run_lfmcmc * Update LFMCMC.R to match order of lfmcmc.cpp * Add comment blocks to lfmcmc.cpp to improve file navigation * Implement set_kernel_fun * Implement set_proposal_fun * Update comments in vignette * Sync with c++ library * Fill out fields for roxygen docs of LFMCMC * Create test-lfmcmc.R and populate with example from vignette * Sync with C++ epiworld library * Sync with c++ epiworld library * Update version number to match C++ library --------- Co-authored-by: George G. Vega Yon <g.vegayon@gmail.com>
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| #' Likelihood-Free Markhov Chain Monte Carlo (LFMCMC) | ||
| #' | ||
| #' | ||
| #' @aliases epiworld_lfmcmc | ||
| #' @details | ||
| #' Performs a Likelihood-Free Markhov Chain Monte Carlo simulation | ||
| #' @param model A model of class [epiworld_model] | ||
| #' @returns | ||
| #' The `LFMCMC` function returns a model of class [epiworld_lfmcmc]. | ||
| #' @examples | ||
| #' ## Setup an SIR model to use in the simulation | ||
| #' model_seed <- 122 | ||
| #' model_sir <- ModelSIR(name = "COVID-19", prevalence = .1, | ||
| #' transmission_rate = .9, recovery_rate = .3) | ||
| #' agents_smallworld( | ||
| #' model_sir, | ||
| #' n = 1000, | ||
| #' k = 5, | ||
| #' d = FALSE, | ||
| #' p = 0.01 | ||
| #' ) | ||
| #' verbose_off(model_sir) | ||
| #' run(model_sir, ndays = 50, seed = model_seed) | ||
| #' | ||
| #' ## Setup LFMCMC | ||
| #' # Extract the observed data from the model | ||
| #' obs_data <- unname(as.integer(get_today_total(model_sir))) | ||
| #' | ||
| #' # Define the simulation function | ||
| #' simfun <- function(params) { | ||
| #' set_param(model_sir, "Recovery rate", params[1]) | ||
| #' set_param(model_sir, "Transmission rate", params[2]) | ||
| #' run(model_sir, ndays = 50) | ||
| #' res <- unname(as.integer(get_today_total(model_sir))) | ||
| #' return(res) | ||
| #' } | ||
| #' | ||
| #' # Define the summary function | ||
| #' sumfun <- function(dat) { | ||
| #' return(dat) | ||
| #' } | ||
| #' | ||
| #' # Create the LFMCMC model | ||
| #' lfmcmc_model <- LFMCMC(model_sir) |> | ||
| #' set_simulation_fun(simfun) |> | ||
| #' set_summary_fun(sumfun) |> | ||
| #' use_proposal_norm_reflective() |> | ||
| #' use_kernel_fun_gaussian() |> | ||
| #' set_observed_data(obs_data) | ||
| #' | ||
| #' ## Run LFMCMC simulation | ||
| #' # Set initial parameters | ||
| #' par0 <- as.double(c(0.1, 0.5)) | ||
| #' n_samp <- 2000 | ||
| #' epsil <- as.double(1.0) | ||
| #' | ||
| #' # Run the LFMCMC simulation | ||
| #' run_lfmcmc( | ||
| #' lfmcmc = lfmcmc_model, | ||
| #' params_init_ = par0, | ||
| #' n_samples_ = n_samp, | ||
| #' epsilon_ = epsil, | ||
| #' seed = model_seed | ||
| #' ) | ||
| #' | ||
| #' # Print the results | ||
| #' set_stats_names(lfmcmc_model, get_states(model_sir)) | ||
| #' set_par_names(lfmcmc_model, c("Immune recovery", "Infectiousness")) | ||
| #' | ||
| #' print(lfmcmc_model) | ||
| #' @export | ||
| LFMCMC <- function(model) { | ||
| if (!inherits(model, "epiworld_model")) | ||
| stop("model should be of class 'epiworld_model'. It is of class ", class(model)) | ||
|
|
||
| structure( | ||
| LFMCMC_cpp(model), | ||
| class = c("epiworld_lfmcmc") | ||
| ) | ||
| } | ||
|
|
||
| #' @rdname LFMCMC | ||
| #' @param lfmcmc LFMCMC model | ||
| #' @param params_init_ Initial model parameters | ||
| #' @param n_samples_ Number of samples | ||
| #' @param epsilon_ Epsilon parameter | ||
| #' @param seed Random engine seed | ||
| #' @returns The simulated model of class [epiworld_lfmcmc]. | ||
| #' @export | ||
| run_lfmcmc <- function(lfmcmc, params_init_, n_samples_, epsilon_, seed = NULL) UseMethod("run_lfmcmc") | ||
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| #' @export | ||
| run_lfmcmc.epiworld_lfmcmc <- function(lfmcmc, params_init_, n_samples_, epsilon_, seed = NULL) { | ||
| if (length(seed)) set.seed(seed) | ||
| run_lfmcmc_cpp(lfmcmc, params_init_, n_samples_, epsilon_, sample.int(1e4, 1)) | ||
| invisible(lfmcmc) | ||
| } | ||
|
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| #' @rdname LFMCMC | ||
| #' @param lfmcmc LFMCMC model | ||
| #' @param observed_data_ Observed data | ||
| #' @returns The lfmcmc model with the observed data added | ||
| #' @export | ||
| set_observed_data <- function(lfmcmc, observed_data_) UseMethod("set_observed_data") | ||
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| #' @export | ||
| set_observed_data.epiworld_lfmcmc <- function(lfmcmc, observed_data_) { | ||
| set_observed_data_cpp(lfmcmc, observed_data_) | ||
| invisible(lfmcmc) | ||
| } | ||
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| #' @rdname LFMCMC | ||
| #' @param lfmcmc LFMCMC model | ||
| #' @param fun The LFMCMC proposal function | ||
| #' @returns The lfmcmc model with the proposal function added | ||
| #' @export | ||
| set_proposal_fun <- function(lfmcmc, fun) UseMethod("set_proposal_fun") | ||
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| #' @export | ||
| set_proposal_fun.epiworld_lfmcmc <- function(lfmcmc, fun) { | ||
| set_proposal_fun_cpp(lfmcmc, fun) | ||
| invisible(lfmcmc) | ||
| } | ||
|
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| #' @rdname LFMCMC | ||
| #' @param lfmcmc The LFMCMC model | ||
| #' @returns The LFMCMC model with proposal function set to norm reflective | ||
| #' @export | ||
| use_proposal_norm_reflective <- function(lfmcmc) { | ||
| use_proposal_norm_reflective_cpp(lfmcmc) | ||
| invisible(lfmcmc) | ||
| } | ||
|
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| #' @rdname LFMCMC | ||
| #' @param lfmcmc LFMCMC model | ||
| #' @param fun The LFMCMC simulation function | ||
| #' @returns The lfmcmc model with the simulation function added | ||
| #' @export | ||
| set_simulation_fun <- function(lfmcmc, fun) UseMethod("set_simulation_fun") | ||
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| #' @export | ||
| set_simulation_fun.epiworld_lfmcmc <- function(lfmcmc, fun) { | ||
| set_simulation_fun_cpp(lfmcmc, fun) | ||
| invisible(lfmcmc) | ||
| } | ||
|
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| #' @rdname LFMCMC | ||
| #' @param lfmcmc LFMCMC model | ||
| #' @param fun The LFMCMC sumamry function | ||
| #' @returns The lfmcmc model with the summary function added | ||
| #' @export | ||
| set_summary_fun <- function(lfmcmc, fun) UseMethod("set_summary_fun") | ||
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| #' @export | ||
| set_summary_fun.epiworld_lfmcmc <- function(lfmcmc, fun) { | ||
| set_summary_fun_cpp(lfmcmc, fun) | ||
| invisible(lfmcmc) | ||
| } | ||
|
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| #' @rdname LFMCMC | ||
| #' @param lfmcmc LFMCMC model | ||
| #' @param fun The LFMCMC kernel function | ||
| #' @returns The lfmcmc model with the kernel function added | ||
| #' @export | ||
| set_kernel_fun <- function(lfmcmc, fun) UseMethod("set_kernel_fun") | ||
|
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| #' @export | ||
| set_kernel_fun.epiworld_lfmcmc <- function(lfmcmc, fun) { | ||
| set_kernel_fun_cpp(lfmcmc, fun) | ||
| invisible(lfmcmc) | ||
| } | ||
|
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| #' @rdname LFMCMC | ||
| #' @param lfmcmc The LFMCMC model | ||
| #' @returns The LFMCMC model with kernel function set to gaussian | ||
| #' @export | ||
| use_kernel_fun_gaussian <- function(lfmcmc) { | ||
| use_kernel_fun_gaussian_cpp(lfmcmc) | ||
| invisible(lfmcmc) | ||
| } | ||
|
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| #' @rdname LFMCMC | ||
| #' @param lfmcmc LFMCMC model | ||
| #' @param names The model parameter names | ||
| #' @returns The lfmcmc model with the parameter names added | ||
| #' @export | ||
| set_par_names <- function(lfmcmc, names) UseMethod("set_par_names") | ||
|
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| #' @export | ||
| set_par_names.epiworld_lfmcmc <- function(lfmcmc, names) { | ||
| set_par_names_cpp(lfmcmc, names) | ||
| invisible(lfmcmc) | ||
| } | ||
|
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| #' @rdname LFMCMC | ||
| #' @param lfmcmc LFMCMC model | ||
| #' @param names The model stats names | ||
| #' @returns The lfmcmc model with the stats names added | ||
| #' @export | ||
| set_stats_names <- function(lfmcmc, names) UseMethod("set_stats_names") | ||
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| #' @export | ||
| set_stats_names.epiworld_lfmcmc <- function(lfmcmc, names) { | ||
| set_stats_names_cpp(lfmcmc, names) | ||
| invisible(lfmcmc) | ||
| } | ||
|
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| #' @rdname LFMCMC | ||
| #' @param x LFMCMC model to print | ||
| #' @param ... Ignored | ||
| #' @returns The lfmcmc model | ||
| #' @export | ||
| print.epiworld_lfmcmc <- function(x, ...) { | ||
| print_lfmcmc_cpp(x) | ||
| invisible(x) | ||
| } |
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