
R version 2.13.1 (2011-07-08)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: x86_64-pc-linux-gnu (64-bit)

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> 
>  epsilon <- 1e-15
> 
>  library(mcmc)
> 
>  RNGkind("Marsaglia-Multicarry")
>  set.seed(42)
> 
>  d <- 5
> 
>  logh <- function(x) {
+      if (! is.numeric(x)) stop("x not numeric")
+      if (length(x) != d) stop("length(x) != d")
+      fred <- 1 - sum(x^2)
+      if (fred > 0) return(log(fred)) else return(-Inf)
+  }
> 
>  out.metro <- metrop(logh, rep(0, d), 1e3, scale = 0.01)
>  out.metro$accept
[1] 0.979
> 
>  out.metro <- metrop(out.metro, scale = 0.1)
>  out.metro$accept
[1] 0.72
> 
>  out.metro <- metrop(out.metro, scale = 0.5)
>  out.metro$accept
[1] 0.16
> 
>  out.metro <- metrop(out.metro, scale = 0.4)
>  out.metro$accept
[1] 0.228
> 
>  out.metro <- metrop(out.metro, nbatch = 1e2, debug = TRUE)
> 
>  all(out.metro$batch[- out.metro$nbatch, ] == out.metro$current[- 1, ])
[1] TRUE
>  all(out.metro$current[1, ] == out.metro$initial)
[1] TRUE
>  all(out.metro$batch[out.metro$nbatch, ] == out.metro$final)
[1] TRUE
> 
>  .Random.seed <- out.metro$initial.seed
>  d <- ncol(out.metro$proposal)
>  n <- nrow(out.metro$proposal)
>  my.proposal <- matrix(NA, n, d)
>  my.u <- double(n)
>  ska <- out.metro$scale
>  for (i in 1:n) {
+      my.proposal[i, ] <- out.metro$current[i, ] + ska * rnorm(d)
+      if (is.na(out.metro$u[i])) {
+          my.u[i] <- NA
+      } else {
+          my.u[i] <- runif(1)
+      }
+  }
>  max(abs(out.metro$proposal - my.proposal)) < epsilon
[1] TRUE
>  all(is.na(out.metro$u) == is.na(my.u))
[1] TRUE
>  all(out.metro$u[!is.na(out.metro$u)] == my.u[!is.na(my.u)])
[1] TRUE
> 
>  my.curr.log.green <- apply(out.metro$current, 1, logh)
>  my.prop.log.green <- apply(out.metro$proposal, 1, logh)
>  all(is.na(out.metro$u) == ((my.prop.log.green == -Inf) |
+      (my.prop.log.green > my.curr.log.green)))
[1] TRUE
>  foo <- my.prop.log.green - my.curr.log.green
>  blurfle <- foo - out.metro$log.green
>  blurfle[foo == -Inf & out.metro$log.green == -Inf] <- 0
>  max(blurfle) < epsilon
[1] TRUE
> 
>  my.accept <- (my.prop.log.green > -Inf) & (is.na(my.u) | my.u < exp(foo))
>  sum(my.accept) == round(n * out.metro$accept)
[1] TRUE
> 
>  my.path <- matrix(NA, n, d)
>  my.path[my.accept, ] <- out.metro$proposal[my.accept, ]
>  my.path[! my.accept, ] <- out.metro$current[! my.accept, ]
> 
>  all(my.path == out.metro$batch)
[1] TRUE
> 
> 
