plotGewekeParams {COMIX} | R Documentation |
This function creates plots for the Geweke diagnostic and results of test of stationarity for the parameters of the model.
Description
This function creates plots for the Geweke diagnostic and results of test of stationarity for the parameters of the model.
Usage
plotGewekeParams(gwk, param)
Arguments
gwk |
An object of class |
param |
Character, naming the parameter to create a plot of the Geweke diagnostic for. |
Value
A ggplot2
plot containing the Geweke diagnostic plot.
Examples
library(COMIX)
# Number of observations for each sample (row) and cluster (column):
njk <-
matrix(
c(
150, 300,
250, 200
),
nrow = 2,
byrow = TRUE
)
# Dimension of data:
p <- 3
# Scale and skew parameters for first cluster:
Sigma1 <- matrix(0.5, nrow = p, ncol = p) + diag(0.5, nrow = p)
alpha1 <- rep(0, p)
alpha1[1] <- -5
# location parameter for first cluster in first sample:
xi11 <- rep(0, p)
# location parameter for first cluster in second sample (aligned with first):
xi21 <- rep(0, p)
# Scale and skew parameters for second cluster:
Sigma2 <- matrix(-1/3, nrow = p, ncol = p) + diag(1 + 1/3, nrow = p)
alpha2 <- rep(0, p)
alpha2[2] <- 5
# location parameter for second cluster in first sample:
xi12 <- rep(3, p)
# location parameter for second cluster in second sample (misaligned with first):
xi22 <- rep(4, p)
# Sample data:
set.seed(1)
Y <-
rbind(
sn::rmsn(njk[1, 1], xi = xi11, Omega = Sigma1, alpha = alpha1),
sn::rmsn(njk[1, 2], xi = xi12, Omega = Sigma2, alpha = alpha2),
sn::rmsn(njk[2, 1], xi = xi21, Omega = Sigma1, alpha = alpha1),
sn::rmsn(njk[2, 2], xi = xi22, Omega = Sigma2, alpha = alpha2)
)
C <- c(rep(1, rowSums(njk)[1]), rep(2, rowSums(njk)[2]))
prior <- list(zeta = 1, K = 10)
pmc <- list(naprt = 5, nburn = 200, nsave = 200) # Reasonable usage
pmc <- list(naprt = 5, nburn = 2, nsave = 5) # Minimal usage for documentation
# Fit the model:
res <- comix(Y, C, pmc = pmc, prior = prior)
# Relabel to resolve potential label switching issues:
res_relab <- relabelChain(res)
effssz <- effectiveSampleSize(res_relab, "w")
# Or:
tidy_chain <- tidyChain(res_relab, "w")
gwk <- gewekeParams(tidy_chain, "w")
plotGewekeParams(gwk, "w")
# (see vignette for a more detailed example)
[Package COMIX version 1.0.0 Index]