added faster version of SB function

README.md

@@ -64,7 +64,7 @@ out
 #> Model estimated on 290 total observations and 2 groups 
 #> Total MCMC iterations: 3000 
 #> maxL: 50 - maxK: 50 
-#> Elapsed time: 1.548 secs
+#> Elapsed time: 1.573 secs
 clusters <- estimate_clusters(out, burnin = 2000)
 clusters
 #> 

src/common_functions.cpp

@@ -24,7 +24,6 @@ arma::vec rdirichlet(arma::vec par)
   return(out) ;
 }
 
-
 arma::vec relabel_arma(arma::vec cluster) 
 {
   int n = cluster.n_elem ;

src/funs_cam.cpp

@@ -22,6 +22,20 @@ int compute_trunc(double u_min, double kappa)
 // Compute stick-breaking weights starting from the vector of beta r.v. Beta(a_k,b_k)
 // Sethuraman (1994) construction
 arma::vec stick_breaking(arma::vec beta_var)
+{
+  int len = beta_var.n_elem ;
+  arma::vec out(len) ;
+  out(0) = beta_var(0) ;
+  arma::vec cs_log_one_m_beta = arma::cumsum(log(1.0-beta_var));
+  for(int k = 1; k < len; k++)
+  {
+    out(k) = exp( log(beta_var(k)) + cs_log_one_m_beta(k-1)) ;
+  }
+  return(out) ;
+}
+
+/* older version - to be removed
+arma::vec stick_breaking(arma::vec beta_var)
 {
   int len = beta_var.n_elem ;
   arma::vec out(len) ;
@@ -37,7 +51,7 @@ arma::vec stick_breaking(arma::vec beta_var)
   }
   return(out) ;
 }
-
+*/
 
 
 // This function performs steps 1-4 of Algorithm 1 of Denti et al. (2021):