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NMixChainsDerived

Create MCMC chains derived from previously sampled values


Description

Currently, this function creates chains for marginal means of exp(data) from previously sampled values (see NMixMCMC). This is useful in survival context when a density of Y=log(T) is modelled using the function NMixMCMC and we are interested in inference on ET = Eexp(Y).

Usage

NMixChainsDerived(object)

Arguments

object

an object of class NMixMCMC or NMixMCMClist

Value

An object of the same class as argument object. When object was of class NMixMCMC, the resulting object contains additionally the following components:

chains.derived

a data.frame with columns labeled expy.Mean.1, ..., expy.Mean.p containing the sampled values of Eexp(Y[1]), ..., Eexp(Y[p]).

summ.expy.Mean

posterior summary statistics for Eexp(Y[1]), ..., Eexp(Y[p]).

When object was of the class NMixMCMClist then each of its components (chains) is augmented by new components chains.derived and summ.expy.Mean.

Author(s)

See Also


mixAK

Multivariate Normal Mixture Models and Mixtures of Generalized Linear Mixed Models Including Model Based Clustering

v5.3
GPL (>= 3)
Authors
Arnošt Komárek <arnost.komarek@mff.cuni.cz>
Initial release
2020-06-02

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