Adding a Conjugate Sampler

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It turns out there's already a function that handles adding conjugate samplers.

It’s called addConjugateSampler().

library(nimble)

Create a model with a conjugate node.

And a non-conjugate node, for the sake of example.

code <- nimbleCode({
     theta ~ dbeta(1, 1)   ## theta will be conjugate
     for(i in 1:2)
         x[i] ~ dbin(prob = theta, size = 10)
     for(i in 1:3)
         y[i] ~ dnegbin(prob = theta, size = 50)
     notConjugate ~ dbeta(1, 1)    ## notConjugate will not be conjugate
     z ~ dnorm(notConjugate, 1)
})

Rmodel <- nimbleModel(code)

## defining model...

## building model...

## running calculate on model (any error reports that follow may simply
## reflect missing values in model variables) ...

## 

## checking model sizes and dimensions...

## note that missing values (NAs) or non-finite values were found in model
## variables: theta, x, y, notConjugate, z. This is not an error, but some or
## all variables may need to be initialized for certain algorithms to operate
## properly.

## 

## model building finished.

Say you want to programmatically add a conjugate sampler for theta, which is conjugate.

node <- 'theta'

conjInfo <- Rmodel$checkConjugacy2(node)[[node]]

## the conjInfo object has everything we need:
conjInfo

## $prior
## [1] "dbeta"
## 
## $type
## [1] "conjugate_dbeta"
## 
## $target
## [1] "theta"
## 
## $control
## $control$dep_dbin
## [1] "x[1]" "x[2]"
## 
## $control$dep_dnegbin
## [1] "y[1]" "y[2]" "y[3]"

conf <- configureMCMC(Rmodel, nodes = NULL)

conf$printSamplers()  ## initially, no samplers

conf$addConjugateSampler(conjInfo)

conf$printSamplers()  ## now we have the correct conjugate sampler for 'theta'

## [1] conjugate_dbeta_dbin_dnegbin sampler: theta,  dep_dbin: x[1], x[2],  dep_dnegbin: y[1], y[2], y[3]

If you try this procedure with a node that’s not conjugate:

node <- 'notConjugate'   ## this node is not conjugate

conjInfo <- Rmodel$checkConjugacy2(node)[[node]]

## conjInfo should be NULL
conjInfo

## NULL

Let me know if you have any questions.