R和C ++中的Gibbs采样

Question

I have checked gibbs sampling in different programming languages; in R

  x <- rgamma(1,3,y*y+4)
  y <- rnorm(1,1/(x+1),1/sqrt(2*(x+1)))

in c++

  x = R::rgamma(3.0,1.0/(y*y+4));
  y = R::rnorm(1.0/(x+1),1.0/sqrt(2*x+2));

If it uses R functions why it differs in c++ as rgamma takes no n=number of observation and it takes scale instead of rate as default input and rnorm has no n= number of observation as well.

For Rcpp it is totaly different such as;

 y = ::Rf_rnorm(1.0/(x+1),1.0/sqrt(2*x+2));

Answer 1

What's your question?

R::rgamma() is from Rcpp too. It conveniently wraps the C-level, non-namespaced ::Rf_rnorm() .

Note that you also have the vectorised Rcpp::rnorm() -- and that there are plenty of Gibbs Sampler examples out there following the initial post by Darren Wilkinson. Our best example may be this page at the Rcpp Gallery .

Edit: And as you are evidently confused over the shape = 1/rate parameterization, here is a complete and worked example for you:

We compile a convenience R function calling C++ via Rcpp first:

R> cppFunction("NumericVector callrgamma(int n, double shape, double scale) { 
+                  return(rgamma(n, shape, scale)); }")
R>

We then call R, making sure we fix the seed:

R> set.seed(42); rgamma(3, 2.0, 2.0)   # calling R
[1] 1.824478 0.444055 0.779610
R>

Now, using the same seed , we call the C++ function and we make sure we respect the "1/over" reparameterization as well:

R> set.seed(42); callrgamma(3, 2.0, 1/2.0)   # calling Rcpp
[1] 1.824478 0.444055 0.779610
R>