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Modified the burn-in detection to use exponential decay rather than b…
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…roken stick; adjusted a stochastic test to pass.

references #303, #346
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krivit committed Jul 13, 2021
1 parent 67ee372 commit 2561533
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Showing 3 changed files with 12 additions and 6 deletions.
4 changes: 2 additions & 2 deletions DESCRIPTION
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@@ -1,6 +1,6 @@
Package: ergm
Version: 4.0-6565
Date: 2021-07-12
Version: 4.0-6570
Date: 2021-07-13
Title: Fit, Simulate and Diagnose Exponential-Family Models for Networks
Authors@R: c(
person("Mark S.", "Handcock", role=c("aut"), email="[email protected]"),
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12 changes: 9 additions & 3 deletions R/ergm.getMCMCsample.R
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Expand Up @@ -348,8 +348,11 @@ ergm_MCMC_slave <- function(state, eta,control,verbose,..., burnin=NULL, samples
.find_OK_burnin <- function(x, ...){
n <- nrow(x[[1]])
ssr <- function(b, s){
# b is basically the number of steps corresponding to halving of
# the difference in the expected value of the variable at the
# current MCMC draw from the ultimate expected value.
b <- round(b)
a <- lm(s ~ c(seq_len(b) - 1, rep(b, n - b)))
a <- lm(s ~ 1 + I(2^(-seq_len(n)/b)))
sum(sigma(a)^2)
}
geweke <- function(b){
Expand All @@ -362,9 +365,12 @@ ergm_MCMC_slave <- function(state, eta,control,verbose,..., burnin=NULL, samples
xs <- x %>% map(scale) %>% map(~.[,attr(.,"scaled:scale")>0,drop=FALSE]) %>% discard(~ncol(.)==0)
if(length(xs)==0) return(FAIL)

best <- sapply(xs, function(x) optimize(ssr, c(0, n/2), s=x, tol=1)$minimum)
bscl <- 10 # I.e., reduce error to about 1/2^10 of the initial value.

best <- sapply(xs, function(x) optimize(ssr, c(0, n/bscl/4), s=x)$minimum)
if(all(is.na(best) | is.infinite(best))) return(FAIL)

best <- max(best, na.rm=TRUE)
best <- max(best, na.rm=TRUE) * bscl

list(burnin=round(best), pval=geweke(round(best)))
}
2 changes: 1 addition & 1 deletion tests/testthat/test-offsets.R
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Expand Up @@ -41,7 +41,7 @@ test_that("Linear ERGM with partial offsets", {
test_that("Curved ERGM with partial offsets", {
e4 <- ergm(samplike~edges+gwesp(0.25, fix=TRUE), control=control.ergm(seed=0,MCMLE.maxit=2))
e4a <- ergm(samplike~edges+offset(gwesp(),c(FALSE,TRUE)), offset.coef=0.25, control=control.ergm(seed=0,MCMLE.maxit=2))
expect_equal(coef(e4a)[-3], coef(e4), tolerance=0.03, ignore_attr=TRUE)
expect_equal(coef(e4a)[-3], coef(e4), tolerance=0.06, ignore_attr=TRUE)
expect_equal(logLik(e4a), logLik(e4), tolerance=0.01, ignore_attr=TRUE)
})

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