matbugs.m

matlab中实现openbugs或winbugs的功能调用

function [samples, stats, structArray] = matbugs(dataStruct, bugsModel, varargin)
% MATBUGS a Matlab interface for WinBugs, similar to R2WinBUGS
% [samples, stats] = matbugs(dataStruct,  bugsModelFileName, ...)
%
% This generates a file called 'script.txt' in the directory where
% winbugs14.exe is kept (so you must have write access to this directory!),
% then calls winbugs with this script, then reads the resulting samples from
% files into matlab structs.
%
% INPUT:
% dataStruct contains values of observed variables.
% bugsModel is the name of the model file; MUST END IN .txt
% 
% Note: variables with names 'a.b' in the bugs model file
% should be called 'a_b' in the matlab data structure.
%
% Optional arguments passed as 'string', value pairs [default in brackets, case
% insensitive]:
%
% 'init' - init(i).v is a struct containing initial values for variable 'v'
%          for chain i.  Uninitialized variables are given random initial
%          values by WinBUGS.  It is highly recommended that you specify the
%          initial values of all root (founder) nodes.
% 'monitorParams' - cell array of field names (use 'a_b' instead of 'a.b')
%                   [defaults to *, which currently does nothing...]
% 'nChains'  - number of chains [3]
% 'nBurnin'  - num samples for burn-in per chain [1000]
% 'nSamples' - num samples to keep after burn-in [5000]
% 'thin'     - keep every n'th step [1]
% 'blocking' - do block updating for GLMs (using IRLS proposal)?
%              [1 - doesn't yet work]
% 'view'     - set to 1 if you want to view WinBUGS output (then close the WinBUGS
%                window to return control to matlab)
%              set to 0 to close WinBUGS automatically without pausing [default 0]
% 'openBugs' - set to 1 to use openBugs file format [0]
% 'Bugdir'   - location of winbugs executable
%               Default is 'C:/Program Files/WinBUGS14' if not openBugs
%               Default is 'C:/Program Files/OpenBUGS' if OpenBugs.
% 'workingDir' - directory to store temporary data/init/coda files [pwd/tmp]
%
% 'DICstatus' - takes value 1 to set the DIC tool and 0 otherwise
% 'refreshrate' - sets the refresh rate for the updater. Default is 100. Values
%               of 10 prevent the computer from hanging too much if the model
%               is very slow to run.
%
% Note that total number of iterations  = nBurnin + nSamples * thin.
%
% OUTPUT
% S contains the samples; each field may have a different shape:
%  S.theta(c, s)       is the value of theta in sample s, chain c
%                      (scalar variable)
%  S.theta(c, s, i)    is the value of theta(i) in sample s, chain c
%                      (vector variable)
%  S.theta(c, s, i, j) is the value of theta(i,j) in sample s, chain c
%                      (matrix variable)
%
% stats contains various statistics, currently:
%    stats.mean, stats.std and stats.Rhat, stats.DIC (Andrew Jackson added).
% Each field may have a different shape:
%    stats.mean.theta
%    stats.mean.theta(i)
%    stats.mean.theta(i,j)
%
% Rhat is the "estimated potential scale reduction" statistic due to
%     Gelman and Rubin.
% Rhat values less than 1.1 mean the chain has probably converged for
%     this variable.
%
% DIC reads the actual DIC values generated by WinBUGS. This is different
%   to Andrew Gelman's R2WinBUGS which calculates these stats by monitoring
%   the deviance. Problem with his method is that he must estimate pD by
%   var(deviance)/2. This can be quite different to the winbugs value.
%   matbugs reads the DIC values from the winbugs log file directly. Fields
%   are generated for each of the variables listed including the total value.
%   e.g. stats.DIC.total returns the fields Dbar, Dhat, pD, DIC as per
%   winbugs. So stats.DIC.total.DIC returns the actual DIC value you
%   probably want.
%
% Example
%
%     [S,stats] = matbugs(data, 'schools_model.txt', 'nSamples', 10000, ...
%                          'monitorParams', {'mu_theta', 'theta'}, ...
%                          'init', initStruct, 'nchains', 3, 'DICstatus',1)
%
% Written by Maryam Mahdaviani ([e-mail])
% and Kevin Murphy ([e-mail]), August 2005
% Modified for OpenBUGS by Tomo Eguchi 23 March 2006
% Modified for DIC by Andrew Jackson ([e-mail]), March 2006 
% Modified for winbugs filename by  Sohrab Shah 28 Nov 2006
% Bug fix 7 Mar 08 Woojae Kim clear valTransp

[openBUGS, junk] =  process_options(varargin, 'openBUGS', 0);

if openBUGS
  Bugdir = 'C:/Program Files/OpenBUGS';
else
  Bugdir = 'C:/Program Files/WinBUGS14';
end
  
[initStructs, Bugdir, nChains, view, workingDir, nBurnin, nSamples, ...
 monitorParams, thin, blocking, refreshrate, DICstatus, openBUGS, junk] =  ...
   process_options(...
	varargin, ...
	'init', {}, ...
	'Bugdir', Bugdir, ...
	'nChains', 3, ...
	'view', 0, ...
	'workingDir', fullfile(pwd,'tmp'), ...
	'nBurnin', 1000, ...
	'nSamples', 5000, ...
	'monitorParams', {}, ...
	'thin', 1, ...
	'blocking', 1, ...
       'refreshrate',100,...
       'DICstatus',0, ...
       'openBUGS', 0);

     % allow user to not specify initial values
if 0 % length(initStructs) ~= nChains
  error(['init structure does not match number of chains ', ...
    sprintf('(%d)', nChains)]);
end

if ~exist(workingDir, 'dir')
  mkdir(pwd, 'tmp');
end

log_filename = fullfileKPM(workingDir, 'log.txt');
his_filename = fullfileKPM(workingDir, 'history.txt');

scriptFile = [Bugdir,'\','script.txt'];

%bugsModel = [pwd, '/', bugsModel];
%bugsModel = fullfile(pwd, bugsModel);
bugsModel = strrep(bugsModel, '\', '/'); % winBUGS wants a/b not a\b

codaFile = fullfileKPM(workingDir, 'coda');

fid = fopen(scriptFile,'w');
if (fid == -1)
   error(['Cannot open ', scriptFile]);
end
%display(option)
fprintf(fid, 'display(''log'') \n');

%check(model file)
if openBUGS
  fprintf(fid, 'modelCheck(''%s'')\n',bugsModel); 
else
  fprintf(fid, 'check(''%s'')\n',bugsModel);
end


if ~isempty(dataStruct)
  dataFile = fullfileKPM(workingDir, 'data.txt');
  dataGen(dataStruct, dataFile);
  if openBUGS
    fprintf(fid, 'modelData(''%s'')\n', dataFile);
  else
    fprintf(fid, 'data(''%s'')\n', dataFile);
  end
end
%fprintf(fid, '.txt'')\n');

if openBUGS
  fprintf(fid, 'modelCompile(%u) \n', nChains);
else
  fprintf(fid, 'compile(%u) \n', nChains);
end    


initfileN = size(initStructs,2);
for i=1:initfileN
  initFileName = fullfileKPM(workingDir, ['init_', num2str(i) '.txt']);
  dataGen(initStructs(i), initFileName)
  if openBUGS,
      fprintf(fid, 'modelInits(''%s'', %u)\n', initFileName, i);
 else
     fprintf(fid, 'inits (%u, ''%s'')\n', i, initFileName);
 end
end


if 0 
  % block fixed effects (for GLMs)
  %    Don't know how to make this work in winbugs
  % Not available in openbugs
  fprintf(fid, 'blockfe(1)\n'); 
end

fprintf(fid, 'refresh(%u) \n', refreshrate); % Andrew Jackson - line added

if openBUGS
  fprintf(fid, 'modelGenInits() \n');
  fprintf(fid, 'modelUpdate(%u, TRUE)\n', nBurnin);
else
  fprintf(fid, 'gen.inits() \n');
  fprintf(fid, 'update(%u)\n', nBurnin);
end

%setting params to monitor
if isempty(monitorParams)
  if openBUGS
    fprintf(fid, 'samplesSet ("*")\n');
  else
    fprintf(fid, 'set (*)\n');
  end
else
  for i=1:length(monitorParams)
    if openBUGS
      fprintf(fid, 'samplesSet (%s)\n', strrep(monitorParams{i}, '_', '.'));
    else
      fprintf(fid, 'set (%s)\n', strrep(monitorParams{i}, '_', '.'));
    end
  end
  %fprintf(fid, 'set (%s)\n','deviance');
end

if DICstatus; fprintf(fid, 'dic.set()\n'); end % Andrew Jackson - line added

if openBUGS
  fprintf(fid, 'samplesThin(%u)\n', thin);
  fprintf(fid, 'modelUpdate(%u)\n', nSamples);
  fprintf(fid, 'samplesCoda("*", ''%s'')\n',  codaFile);
  fprintf(fid, 'samplesStats("*")\n');
  fprintf(fid, 'samplesDensity("*")\n');
  fprintf(fid, 'samplesHistory("*")\n');
else
  fprintf(fid, 'thin.updater(%u)\n', thin);
  fprintf(fid, 'update(%u)\n', nSamples);
  fprintf(fid, 'coda(*, ''%s'')\n',  codaFile);
  fprintf(fid, 'stats(*)\n');
end

% Andrew Jackson - line added, includes marker text to denote the end of
% the DIC stats see below
if DICstatus; fprintf(fid, 'dic.stats()\n #endDIC'); end

if openBUGS
  fprintf(fid, 'samplesHistory("*", ''%s'')\n', his_filename);
  fprintf (fid, 'modelSaveLog(''%s'')\n',  log_filename);
else
  fprintf(fid, 'history(*, ''%s'')\n', his_filename);
  fprintf (fid, 'save (''%s'')\n',  log_filename);
end

if (view == 0)
  if openBUGS
    %fprintf(fid, 'modelQuit() \n');
    % Bug fix by Brani Vidakovic
    fprintf(fid, 'modelQuit("y")\n');
  else
    fprintf(fid, 'quit() \n');
  end
end
fclose(fid);


%calling WinBUGS and passing the script to it
% File name fix by Sohrab Shah 28 Nov 2006
if openBUGS
 f = fullfile(Bugdir, 'winbugs.exe');
 %str = ['"', Bugdir, '\winbugs.exe" /PAR script.txt'];
else
 f = fullfile(Bugdir, 'Winbugs14.exe');
 %str = ['"', Bugdir, '\Winbugs14.exe" /PAR script.txt'];
end
str = ['"',f,'" /PAR script.txt'];
dos(str); % DOS wants a\b


% passing the coda files to bugs2mat to convert files to structs
if openBUGS
  codaIndex = [codaFile, 'CODAindex.txt'];
else
  codaIndex = [codaFile, 'Index.txt'];
end
for i=1:nChains
  if openBUGS
    codaF = [codaFile, 'CODAchain', num2str(i), '.txt'];
  else
    codaF = [codaFile, num2str(i), '.txt'];
  end
  S = bugs2mat(codaIndex, codaF);
  structArray(i) = S;
end

samples = structsToArrays(structArray);
stats = computeStats(samples);

if DICstatus;
  DICstats = getDICstats(workingDir);
  stats.DIC = DICstats; 
end

if nChains == 1
   disp('EPSR not calculated (only one chain)');
end

%%%%%%%%%%%%%

function dataGen(dataStruct, fileName)
% This is a helper function to generate data or init files for winBUGS
% Inputs:
%   fileName: name of the text file containing initial values. for each
%             chain we'll fileName_i where 'i' is the chain number,
%   dataStruct: is a Struct with name of params(consistant in the same
%               order with paramList) are fields and intial values are functions

if nargin<2
   error(['This function needs two arguments']);
end

fieldNames = fieldnames(dataStruct);
Nparam = size(fieldNames, 1);

%fileName = [fileName, '.txt'];
fid = fopen(fileName, 'w');
if fid == -1
  error(['Cannot open ', fileName ]);
end

fprintf(fid,'list(');
for i=1:Nparam
  fn = fieldNames(i);
  fval = fn{1};
  val = getfield(dataStruct, fval);
  [sfield1, sfield2]= size(val);

  msfield = max(sfield1, sfield2);
  newfval = strrep(fval, '_', '.');
  if ((sfield1 == 1) && (sfield2 == 1))  % if the field is a singleton
    fprintf(fid, '%s=%G',newfval, val);

  %
  % One-D array:
  %   beta = c(6, 6, ...)
  % 
  % 2-D or more:
  %   Y=structure(
  %     .Data = c(1, 2, ...), .Dim = c(30,5))
  %
  elseif ((length(size(val)) == 2) && ((sfield1 == 1) || (sfield2 == 1)))
    fprintf(fid, '%s=c(',newfval);
    for j=1:msfield
      if (isnan(val(j)))
        fprintf(fid,'NA');
      else
        % format for winbugs
        fprintf(fid,wb_strval(val(j)));
      end
      if (j<msfield)
        fprintf(fid, ', ');
      else
        fprintf(fid, ')');
      end
    end
  else
    % non-trivial 2-D or more array
    valsize    = size(val);
    alldatalen = prod(valsize);
    %alldata = reshape(val', [1, alldatalen]);
    %alldata = alldata(:)';
    
    %Truccolo-Filho, Wilson <[e-mail]>
   if length(valsize)<3
     alldata = reshape(val', [1, alldatalen]);
   elseif length(valsize)==3
     clear valTransp
     for j=1:valsize(3)
       valTransp(j,:,:)=val(:,:,j)';%need a new variable, since val might be rectangular
     end
     alldata=valTransp(:)';
   else
     ['Error: 4D and higher dimensional arrays not accepted']
     return
   end
    
    fprintf(fid, '%s=structure(.Data=c(', newfval);
    for j=1:alldatalen
      if (isnan(alldata(j)))
        fprintf(fid,'NA');
      else
        % format for winbugs
        fprintf(fid,wb_strval(alldata(j)));
      end
      if (j < alldatalen)
        fprintf(fid,',');
      else
        fprintf(fid,'), .Dim=c(', alldata(j));
      end
    end

    for j=1:length(valsize)
      if (j < length(valsize))
        fprintf(fid, '%G,', valsize(j));
      else
        fprintf(fid, '%G))', valsize(j));
      end
    end
  end
  if (i<Nparam)
    fprintf(fid, ', ');
  else
    fprintf(fid, ')\n');
  end
end
fclose(fid);

%%%%%%%%

function s = wb_strval(v)