Some Methods for Objects of Class mcmc.list
Some methods for objects of class mcmc.list
created
from the coda package.
## coefficients mcmc_coef(mcmcobj, exclude="deviance") ## covariance matrix mcmc_vcov(mcmcobj, exclude="deviance") ## confidence interval mcmc_confint( mcmcobj, parm, level=.95, exclude="deviance" ) ## summary function mcmc_summary( mcmcobj, quantiles=c(.025,.05,.50,.95,.975) ) ## plot function mcmc_plot(mcmcobj, ...) ## inclusion of derived parameters in mcmc object mcmc_derivedPars( mcmcobj, derivedPars ) ## Wald test for parameters mcmc_WaldTest( mcmcobj, hypotheses ) ## S3 method for class 'mcmc_WaldTest' summary(object, digits=3, ...)
mcmcobj |
Objects of class |
exclude |
Vector of parameters which should be excluded in calculations |
parm |
Optional vector of parameters |
level |
Confidence level |
quantiles |
Vector of quantiles to be computed. |
... |
Parameters to be passed to |
derivedPars |
List with derived parameters (see examples). |
hypotheses |
List with hypotheses of the form g_i( \bold{θ})=0. |
object |
Object of class |
digits |
Number of digits used for rounding. |
## Not run: ############################################################################# # EXAMPLE 1: Logistic regression in rcppbugs package ############################################################################# #*************************************** # (1) simulate data set.seed(8765) N <- 500 x1 <- stats::rnorm(N) x2 <- stats::rnorm(N) y <- 1*( stats::plogis( -.6 + .7*x1 + 1.1 *x2 ) > stats::runif(N) ) #*************************************** # (2) estimate logistic regression with glm mod <- stats::glm( y ~ x1 + x2, family="binomial" ) summary(mod) #*************************************** # (3) estimate model with rcppbugs package library(rcppbugs) b <- rcppbugs::mcmc.normal( stats::rnorm(3),mu=0,tau=0.0001) y.hat <- rcppbugs::deterministic( function(x1,x2,b){ stats::plogis( b[1] + b[2]*x1 + b[3]*x2 ) }, x1, x2, b) y.lik <- rcppbugs::mcmc.bernoulli( y, p=y.hat, observed=TRUE) model <- rcppbugs::create.model(b, y.hat, y.lik) #*** estimate model in rcppbugs; 5000 iterations, 1000 burnin iterations n.burnin <- 500 ; n.iter <- 2000 ; thin <- 2 ans <- rcppbugs::run.model(model, iterations=n.iter, burn=n.burnin, adapt=200, thin=thin) print(rcppbugs::get.ar(ans)) # get acceptance rate print(apply(ans[["b"]],2,mean)) # get means of posterior #*** convert rcppbugs into mcmclist object mcmcobj <- data.frame( ans$b ) colnames(mcmcobj) <- paste0("b",1:3) mcmcobj <- as.matrix(mcmcobj) class(mcmcobj) <- "mcmc" attr(mcmcobj, "mcpar") <- c( n.burnin+1, n.iter, thin ) mcmcobj <- coda::mcmc( mcmcobj ) # coefficients, variance covariance matrix and confidence interval mcmc_coef(mcmcobj) mcmc_vcov(mcmcobj) mcmc_confint( mcmcobj, level=.90 ) # summary and plot mcmc_summary(mcmcobj) mcmc_plot(mcmcobj, ask=TRUE) # include derived parameters in mcmc object derivedPars <- list( "diff12"=~ I(b2-b1), "diff13"=~ I(b3-b1) ) mcmcobj2 <- sirt::mcmc_derivedPars(mcmcobj, derivedPars=derivedPars ) mcmc_summary(mcmcobj2) #*** Wald test for parameters # hyp1: b2 - 0.5=0 # hyp2: b2 * b3=0 hypotheses <- list( "hyp1"=~ I( b2 - .5 ), "hyp2"=~ I( b2*b3 ) ) test1 <- sirt::mcmc_WaldTest( mcmcobj, hypotheses=hypotheses ) summary(test1) ## End(Not run)
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