hwe.ibf.mc {HWEintrinsic} | R Documentation |
Testing Hardy-Weinberg Equilibrium Using an Intrinsic Prior Approach
Description
This function implements the Monte Carlo estimation of the Bayes factor based on intrinsic priors for the Hardy-Weinberg testing problem as described in Consonni et al. (2011).
Usage
hwe.ibf.mc(y, t, M = 10000, verbose = TRUE)
Arguments
y |
|
t |
training sample size. |
M |
number of Monte Carlo iterations. |
verbose |
logical; if TRUE the function prints the detailed calculation progress. |
Details
This function implements a Monte Carlo approximation using importance sampling of the Bayes factor based on intrinsic priors.
Value
hwe.ibf.mc
returns an object of the class "HWEintr".
Note
The Bayes factor computed here is for the unrestricted model (M_1
) against the Hardy-Weinberg case (M_0
).
Author(s)
Sergio Venturini sergio.venturini@unicatt.it
References
Consonni, G., Moreno, E., and Venturini, S. (2011). "Testing Hardy-Weinberg equilibrium: an objective Bayesian analysis". Statistics in Medicine, 30, 62–74. https://onlinelibrary.wiley.com/doi/10.1002/sim.4084/abstract
See Also
Examples
# Example 1 #
## Not run:
# ATTENTION: the following code may take a long time to run! #
data(GuoThompson9)
plot(GuoThompson9)
n <- sum(GuoThompson9@data.vec, na.rm = TRUE)
out <- hwe.ibf.mc(GuoThompson9, t = n/2, M = 100000, verbose = TRUE)
summary(out, plot = TRUE)
## End(Not run)
# Example 2 #
## Not run:
# ATTENTION: the following code may take a long time to run! #
M <- 300000
f <- seq(.1, 1, .05)
n <- sum(GuoThompson9@data.vec, na.rm = TRUE)
out <- hwe.ibf.plot(y = GuoThompson9, t.vec = round(f*n), M = M)
## End(Not run)