function [sampleBeta, meanZ, accept] = sampleOrdInform(N,X,mle,sampSize)
% sampleOrdInform, patterned after sampleOrdProb, 
% returns a sample from the posterior on the category-cutoffs and 
% regression parameters in an ordinal probit model.  IT IS ASSUMED
% THAT THE MULTINOMIAL DENOMINATORS ARE ALL 1, or that the row sum of
% N is a 1 vector.  It also assumes a function prior(sampleBeta) which
% returns the value of the prior density at the parameter sampleBeta.
%   
%   N:		the data matrix, as expected by ordinalMLE.m    
%   X:		design matrix, without indicators for the category-cutoffs.
%   mle:	initial estimate of the vector (\gamma_2, ..., 
%		\gamma_{C-1},\beta_0,...,\beta_p).
%   sampSize:	desired number of MCMC iterates.  
%   sampleBeta: MCMC sample with sampSize rows, and columns 
%		corresponding to the
%		components of mle.  
%   meanZ:	mean of the sample latent variables by observation.
%   accept:	acceptance ratio for category cutoffs

%   Initialize vectors
    [I K] = size(N);
    [p p0] = size(mle); % p should be rank(beta)+K-2
    [I0 a] = size(X);

    if p0 ~= 1
	error('mle should be a vector')
    end

    if I0 ~= I
        error('Design rows doesnt match observation rows')
    end

    if a ~= (p-K+2)
        error('Columns of X do not match mle beta columns')
    end 

    sampleBeta = zeros(sampSize,p);
    meanZ = zeros(I,1);
    sampleBeta(1,:) = mle';
    std = ones(I,1);
    covB = inv(X'*X);
    sm = 0.8/K;
    g = zeros(K,1);
    oldg = zeros(K,1);
    accept = 0;
    linPred = X*sampleBeta(1,[(K-1):p])';


    for i=1:sampSize

%     1. Sample latent vector Z
%        a) Form linear predictor
                if i~=1
		   i0 = i-1;
	        else
                   i0 = 1;
		end
		linPred = X*sampleBeta(i0,[(K-1):p])';
		
%        b) Form upper and lower truncation points
                upper = sum((N*diag([0 sampleBeta(i0,[1:(K-2)]) ... 
                                     sampleBeta(i0,K-2)+5.0 ]))')';
                lower = sum((N*diag([-10 0 sampleBeta(i0,[1:(K-2)]) ]))')';
%        c) Draw sample
                z = truncNorm(linPred,std,lower,upper);
                meanZ = meanZ + z;

%     2. Sample gamma
%        a) Get proposal gamma in g; the old gamma in oldg
		oldg = [0 sampleBeta(i0,[1:(K-2)]) sampleBeta(i0,K-2)+4]'; 
                g(1) = 0;
                for j=2:(K-1) 
		   g(j) = truncNorm(oldg(j),sm,g(j-1),oldg(j+1));
	        end
	        g(K) = g(K-1)+4;

%        b) Calculate acceptance ratio R
		%   adjust R for proposal density truncation
                R = 1;
		for j=2:(K-1)
		   R = R * ( Phi((oldg(j+1)-oldg(j))/sm) -  ...
                         Phi((g(j-1)-oldg(j))/sm) ) / ... 
                       ( Phi((g(j+1)-g(j))/sm) - ...
                         Phi((oldg(j-1)-g(j))/sm) );
	        end
	        %  multiply in likelihood

                phiYnew = Phi( N*g  - linPred );
                phiYold = Phi( N*oldg - linPred );
		phiYm1new=Phi( N*[-1000 g([1:(K-1)])']' - linPred);
	        phiYm1old=Phi( N*[-1000 oldg([1:(K-1)])']' -linPred);
	        R = R*prod( (phiYnew-phiYm1new)./(phiYold-phiYm1old));
           %        b1) Include prior
           R = R*prior([g([2:(K-1)])' sampleBeta(i0,[(K-1):p])]')/ ...
                      prior([oldg([2:(K-1)])' sampleBeta(i0,[(K-1):p])]');

%        c) Accept/reject
                % accept/reject
                if rand < R
                  sampleBeta(i,[1:(K-2)]) = g([2:(K-1)])';
                  accept = accept+1;
		else
		  sampleBeta(i,[1:(K-2)]) = oldg([2:(K-1)])';
                end

  
%     3. Sample beta given Z
                LS = covB * X' * z;
                sampleBeta(i,[(K-1):p]) = rMultiNorm(LS,covB)';
%        Add accept/reject step with prior
		R = prior(sampleBeta(i,:)') / ...
                 prior([sampleBeta(i,[1:(K-2)]) sampleBeta(i0,[(K-1):p])]');
                if rand > R % put old beta back in
                  sampleBeta(i,[(K-1):p]) = sampleBeta(i0,[(K-1):p]);
                end
  end

  meanZ = meanZ/sampSize;
  accept = accept/sampSize;
       
    function val = truncNorm(mu,std,lower,upper)
% truncNorm returns a sample vector of normal deviates with means mu
%     standard deviation std, truncated to the intervals
%     (lower,upper).
%

% Calculate bounds on probabilities
  lowerProb = Phi((lower-mu)./std);
  upperProb = Phi((upper-mu)./std);

% Draw uniform from within (lowerProb,upperProb)
  u = lowerProb+(upperProb-lowerProb).*rand(size(mu));

% Find needed quantiles
  val = mu + Phiinv(u).*std;
  
function val=prior(parm)
% Implements prior in grades example in chapter 4.
  
  gamma = [0 parm([1:3])' parm(3)+5]';
  beta = [parm(4) parm(5)]';
  val = Phi(-beta(1)-520*beta(2))^(0.2)* ...
        (1-Phi(-beta(1)-520 \beta(2)))^0.8 * ...
        Phi(gamma(2)-beta(1)-500*beta(2))^0.7 * ...
        (1-Phi(gamma(2)-beta(1)-500*beta(2)))^0.3 * ...
        Phi(gamma(3)-beta(1)-540*beta(2))^0.75 * ...
        (1-Phi(gamma(3)-beta(1)-540*beta(2)))^0.25 * ...
        Phi(gamma(4)-beta(1)-570*beta(2))^0.85 * ...
        (1-Phi(gamma(4)-beta(1)-570*beta(2)))^0.15 * ...
        Phi(gamma(2)-beta(1)-600*beta(2))^0.3 * ...
         (1-Phi(gamma(2)-beta(1)-600*beta(2)))^0.7 * ...
        Phi(-beta(1)-520*beta(2))* Phi(gamma(2)-beta(1)-500*beta(2)) * ...
        Phi(gamma(3)-beta(1)-540*beta(2)) * ...
        Phi(gamma(4)-beta(1)-570*beta(2)) * ...
        Phi(gamma(2)-beta(1)-600*beta(2));
     

  function y = Phi(x)
% Phi computes the standard normal distribution function value at x
%
y = .5*(1+erf(x/sqrt(2)));

function val=Phiinv(x)
% Computes the standard normal quantile function of the vector x, 0<x<1.
%
val=sqrt(2)*erfinv(2*x-1);

function rnorm = rMultiNorm(mu,cov)
% rMultiNorm generates a random multivariate normal vector.
%
%size(mu);
%size(cov);
%chol(cov);
randn(size(mu));
rnorm = mu +chol(cov)'*randn(size(mu));