use original design matrix in savs

ygeunkim · Nov 15, 2024 · 6add121 · 6add121
1 parent 7d3f2d5
commit 6add121
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Showing 2 changed files with 3 additions and 4 deletions.
diff --git a/inst/include/bvhardraw.h b/inst/include/bvhardraw.h
@@ -368,7 +368,7 @@ inline void draw_coef(Eigen::Ref<Eigen::VectorXd> coef, Eigen::Ref<const Eigen::
 // 
 // @param coef non-zero coef
 // @param x design matrix
-inline void draw_savs(Eigen::Ref<Eigen::VectorXd> sparse_coef, Eigen::Ref<Eigen::VectorXd> coef, Eigen::MatrixXd& x) {
+inline void draw_savs(Eigen::Ref<Eigen::VectorXd> sparse_coef, Eigen::Ref<Eigen::VectorXd> coef, Eigen::Ref<Eigen::MatrixXd> x) {
 	sparse_coef.setZero();
 	// for (int i = 0; i < coef.size(); ++i) {
 	// 	double mu_i = 1 / (coef[i] * coef[i]);

diff --git a/inst/include/bvharmcmc.h b/inst/include/bvharmcmc.h
@@ -168,7 +168,7 @@ class McmcTriangular {
 				);
 				coef_vec = coef_mat.reshaped();
 			}
-			draw_mn_savs(sparse_coef.col(j), coef_mat.col(j), design_coef, prior_prec_j.cwiseSqrt());
+			draw_mn_savs(sparse_coef.col(j), coef_mat.col(j), x, prior_prec_j.cwiseSqrt());
 		}
 	}
 	void updateImpact() {
@@ -183,8 +183,7 @@ class McmcTriangular {
 				prior_chol_prec.segment(contem_id, j - 1),
 				rng
 			);
-			draw_savs(sparse_contem.segment(contem_id, j - 1), contem_coef.segment(contem_id, j - 1), design_contem);
-			// draw_mn_savs(sparse_contem.segment(contem_id, j - 1), contem_coef.segment(contem_id, j - 1), design_contem, prior_chol_prec.segment(contem_id, j - 1));
+			draw_savs(sparse_contem.segment(contem_id, j - 1), contem_coef.segment(contem_id, j - 1), latent_innov.leftCols(j - 1));
 		}
 	}
 	void updateLatent() { latent_innov = y - x * coef_mat; }