nimbleHMC/make_package.R at master · nimble-dev/nimbleHMC · GitHub

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library(devtools)

## NECESSARY:
## NEED TO HAVE DONE "build" bash command while on correct
## branch of nimble repository (currently: devel)

## create github actions testing
##library(usethis)
##use_github_action_check_standard()

setwd('~/github/nimble/nimbleHMC')

devtools::document('nimbleHMC')

devtools::build('nimbleHMC')

check('nimbleHMC')

suppressMessages(try(remove.packages('nimbleHMC'), silent = TRUE))
(tarFiles <- grep('\\.tar\\.gz', list.files(), value = TRUE))
(lastTarFile <- tarFiles[length(tarFiles)])
message('installing package version ', gsub('\\.tar\\.gz$', '', lastTarFile))
system(paste0('R CMD install ', lastTarFile))

##devtools::install('nimbleHMC')

q('no')

1


library(nimbleHMC)
library(testthat)

library(help=nimbleHMC)
sampler_langevin   ## no longer exported, no documentation either
?sampler_langevin  ## no longer exported, no documentation either
?langevin          ## no longer exported, no documentation either

sampler_HMC
?sampler_HMC
?HMC
?hmc

citation('nimbleHMC')

nimbleOptions('enableDerivs')

##nimbleOptions(enableDerivs = TRUE)
##nimbleOptions('enableDerivs')

code <- nimbleCode({
    b0 ~ dnorm(0, 0.001)
    b1 ~ dnorm(0, 0.001)
    sigma ~ dunif(0, 10000)
    for(i in 1:N) {
        mu[i] <- b0 + b1 * x[i]
        y[i] ~ dnorm(mu[i], sd = sigma)
    }
})

N <- 10
constants <- list(N = N, x = 1:N)
data <- list(y = 1:N)
inits <- list(b0=0, b1=10, sigma=100)

Rmodel <- nimbleModel(code, constants, data, inits, buildDerivs = TRUE)

conf <- configureMCMC(Rmodel)

conf$addSampler(target = c('b0', 'b1', 'sigma'), type = 'RW_block')
addHMC(conf, nodes = c('b0', 'b1', 'sigma'))

conf$printSamplers(byType = TRUE)
conf$printSamplers()

Rmcmc <- buildMCMC(conf)

Cmodel <- compileNimble(Rmodel)
Cmcmc <- compileNimble(Rmcmc, project = Rmodel)

##Cmcmc <- compileNimble(Rmcmc, project = Rmodel, showCompilerOutput = TRUE)
##printErrors()

set.seed(0)
samples <- runMCMC(Cmcmc, 10000)
samplesSummary(samples)

out <- nimbleHMC(Rmodel, niter = 2000, nchains = 2, WAIC = TRUE)
str(out$samples)
out$WAIC