Full model with t-distribution: continue mcmc


Load packages, read data and source custom scripts

rm(list = ls())
library(bamlss)
#> Loading required package: coda
#> Loading required package: colorspace
#> Loading required package: mgcv
#> Loading required package: nlme
#> This is mgcv 1.8-31. For overview type 'help("mgcv-package")'.
#> 
#> Attaching package: 'bamlss'
#> The following object is masked from 'package:mgcv':
#> 
#>     smooth.construct
library(gamlss.dist)
#> Loading required package: MASS
path_proj <- day2day::git_path()
path_data <- file.path(path_proj, "data")
path_processed <- file.path(path_data, "processed")
path_modelled <- file.path(path_data, "modelled")

source(file.path(path_proj, "src", "43-mcmc-continue-light.R"))
source(file.path(path_proj, "src", "45-mcmc-reshape.R"))
source(file.path(path_proj, "src", "46-mcmc-last-sample.R"))

bwdata_model <- fst::read_fst(file.path(path_processed, "bwdata_41_model.fst"))

path_modelled_data <- file.path(path_modelled, "bw-10-full-re-t.rds")
path_modelled_form <- gsub("(\\.rds)$", "-form\\1", path_modelled_data)
path_modelled_continue <- gsub("(\\.rds)$", "-continue\\1", path_modelled_data)
path_modelled_sink <- gsub("\\.rds$", "\\.txt", path_modelled_continue)

bamlss_model <- readRDS(path_modelled_data)
form <- readRDS(path_modelled_form)

Continue with sampling

starting_value <- last_sample(bamlss_model)
{
    sink(path_modelled_sink)
    bamlss_model <- bamlss(
        form, family = TF, data = bwdata_model,
        start = starting_value, optimizer = FALSE,
        n.iter = 3000, burnin = 0, cores = 4, combine = FALSE, light = TRUE
    )
    sink()
}
readLines(path_modelled_sink)
#>  [1] "Starting the sampler..."                         
#>  [2] "Starting the sampler..."                         
#>  [3] "Starting the sampler..."                         
#>  [4] "Starting the sampler..."                         
#>  [5] ""                                                
#>  [6] "|                    |   0% 1377.51min"          
#>  [7] "|                    |   0% 1375.67min"          
#>  [8] "|                    |   0% 1377.53min"          
#>  [9] "|                    |   0% 1379.36min"          
#> [10] "|*                   |   5% 1306.65min 68.77min" 
#> [11] "|*                   |   5% 1307.16min 68.80min" 
#> [12] "|*                   |   5% 1308.45min 68.87min" 
#> [13] "|*                   |   5% 1310.61min 68.98min" 
#> [14] "|**                  |  10% 1237.93min 137.55min"
#> [15] "|**                  |  10% 1238.49min 137.61min"
#> [16] "|**                  |  10% 1238.63min 137.63min"
#> [17] "|**                  |  10% 1241.19min 137.91min"
#> [18] "|***                 |  15% 1172.70min 206.95min"
#> [19] "|***                 |  15% 1172.92min 206.99min"
#> [20] "|***                 |  15% 1173.72min 207.13min"
#> [21] "|***                 |  15% 1175.49min 207.44min"
#> [22] "|****                |  20% 1110.72min 277.68min"
#> [23] "|****                |  20% 1111.22min 277.81min"
#> [24] "|****                |  20% 1111.45min 277.86min"
#> [25] "|****                |  20% 1112.86min 278.21min"
#> [26] "|*****               |  25% 1039.40min 346.47min"
#> [27] "|*****               |  25% 1040.11min 346.70min"
#> [28] "|*****               |  25% 1040.25min 346.75min"
#> [29] "|*****               |  25% 1040.93min 346.98min"
#> [30] "|******              |  30% 972.84min 416.93min" 
#> [31] "|******              |  30% 973.23min 417.10min" 
#> [32] "|******              |  30% 973.77min 417.33min" 
#> [33] "|******              |  30% 974.24min 417.53min" 
#> [34] "|*******             |  35% 904.93min 487.27min" 
#> [35] "|*******             |  35% 905.37min 487.51min" 
#> [36] "|*******             |  35% 905.92min 487.81min" 
#> [37] "|*******             |  35% 906.22min 487.96min" 
#> [38] "|********            |  40% 835.06min 556.71min" 
#> [39] "|********            |  40% 835.48min 556.98min" 
#> [40] "|********            |  40% 835.98min 557.32min" 
#> [41] "|********            |  40% 836.24min 557.50min" 
#> [42] "|*********           |  45% 765.02min 625.93min" 
#> [43] "|*********           |  45% 765.14min 626.02min" 
#> [44] "|*********           |  45% 765.56min 626.36min" 
#> [45] "|*********           |  45% 765.72min 626.50min" 
#> [46] "|**********          |  50% 695.36min 695.36min" 
#> [47] "|**********          |  50% 695.37min 695.37min" 
#> [48] "|**********          |  50% 695.61min 695.61min" 
#> [49] "|**********          |  50% 695.95min 695.95min" 
#> [50] "|***********         |  55% 625.42min 764.40min" 
#> [51] "|***********         |  55% 625.45min 764.44min" 
#> [52] "|***********         |  55% 625.63min 764.65min" 
#> [53] "|***********         |  55% 626.03min 765.14min" 
#> [54] "|************        |  60% 557.98min 836.97min" 
#> [55] "|************        |  60% 558.17min 837.26min" 
#> [56] "|************        |  60% 558.21min 837.32min" 
#> [57] "|************        |  60% 558.35min 837.52min" 
#> [58] "|*************       |  65% 487.88min 906.06min" 
#> [59] "|*************       |  65% 487.98min 906.25min" 
#> [60] "|*************       |  65% 488.06min 906.39min" 
#> [61] "|*************       |  65% 488.21min 906.67min" 
#> [62] "|**************      |  70% 417.96min 975.23min" 
#> [63] "|**************      |  70% 418.09min 975.54min" 
#> [64] "|**************      |  70% 418.13min 975.64min" 
#> [65] "|**************      |  70% 418.26min 975.94min" 
#> [66] "|***************     |  75% 348.09min 1044.26min"
#> [67] "|***************     |  75% 348.18min 1044.55min"
#> [68] "|***************     |  75% 348.26min 1044.77min"
#> [69] "|***************     |  75% 348.34min 1045.01min"
#> [70] "|****************    |  80% 278.34min 1113.35min"
#> [71] "|****************    |  80% 278.39min 1113.54min"
#> [72] "|****************    |  80% 278.46min 1113.84min"
#> [73] "|****************    |  80% 278.52min 1114.08min"
#> [74] "|*****************   |  85% 209.30min 1186.03min"
#> [75] "|*****************   |  85% 209.36min 1186.39min"
#> [76] "|*****************   |  85% 209.40min 1186.59min"
#> [77] "|*****************   |  85% 209.43min 1186.75min"
#> [78] "|******************  |  90% 139.89min 1259.01min"
#> [79] "|******************  |  90% 139.92min 1259.31min"
#> [80] "|******************  |  90% 139.94min 1259.46min"
#> [81] "|******************  |  90% 140.00min 1260.02min"
#> [82] "|******************* |  95% 69.99min 1329.84min" 
#> [83] "|******************* |  95% 70.01min 1330.12min" 
#> [84] "|******************* |  95% 70.03min 1330.48min" 
#> [85] "|******************* |  95% 70.06min 1331.08min" 
#> [86] "|********************| 100%  0.00sec 1406.92min" 
#> [87] ""                                                
#> [88] "|********************| 100%  0.00sec 1407.02min" 
#> [89] ""                                                
#> [90] "|********************| 100%  0.00sec 1407.22min" 
#> [91] ""                                                
#> [92] "|********************| 100%  0.00sec 1408.01min"
system.time(saveRDS(bamlss_model, file = path_modelled_continue))
#>    user  system elapsed 
#>  46.464   0.173  46.672

Time to execute the task

Only useful when executed with Rscript.

proc.time()
#>       user     system    elapsed 
#> 338260.304    124.857  84933.769