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niall-twomey

gpirt's Issues

Deal with missingness

Right now we're just dealing with simulated data to make sure we get everything working well. However, once we want to use this on real data, we'll need to deal with missingness. This should be fairly simple to set up (the key trick to note is that an NA from R should show up as INT_MIN on the C++ side), but is not a priority yet.

Add progress bar

Since the sampler takes a while, it would be nice to have progress updates while the function is running.

Move to probit

If we use a probit likelihood rather than logit, we can eliminate the step of sampling f* and instead deal with closed-form 1-dimensional integrals. This will also entail changing our response_matrix() function to put things in {0, 1, NA} rather than {-1, 1, NA}.

Make sure Macs are supported

We use Armadillo, which uses OpenMP. This has historically been a problem for Macs, but can be easily dealt with using a configure script -- we need to set this up.

Improve R interface to C++ sampler function

Right now the R interface is directly exported using a Roxygen tag in the C++ code. It would be more helpful if that were hidden and a new R interface added, so that, e.g., users didn't have to pre-process their response data, but could pass more arbitrary data structures to the R interface that could clean up some of that stuff before calling the C++ sampling function. See as an example the approach taken for the MC3 sampler in bggum:

https://github.com/duckmayr/bggum/blob/master/R/ggumMC3.R

https://github.com/duckmayr/bggum/blob/master/src/ggumMC3.cpp

Set up tests

So far I've been focused on making sure we had a good handle on how the sampler was going to work and the approach to a few issues we were going to take, but we really need to get tests set up for our existing code and make sure new incoming code is covered by tests.

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