NetworkChangeRobust {NetworkChange} | R Documentation |
Changepoint analysis of a degree-corrected multilinear tensor model with t-distributed error
Description
NetworkChangeRobust implements Bayesian multiple changepoint models to network time series data using a degree-corrected multilinear tensor decomposition method with t-distributed error
Usage
NetworkChangeRobust(
Y,
R = 2,
m = 1,
initial.s = NULL,
mcmc = 100,
burnin = 100,
verbose = 0,
thin = 1,
degree.normal = "eigen",
UL.Normal = "Orthonormal",
plotUU = FALSE,
plotZ = FALSE,
b0 = 0,
B0 = 1,
c0 = NULL,
d0 = NULL,
n0 = 2,
m0 = 2,
u0 = NULL,
u1 = NULL,
v0 = NULL,
v1 = NULL,
a = NULL,
b = NULL
)
Arguments
Y |
Reponse tensor |
R |
Dimension of latent space. The default is 2. |
m |
Number of change point.
If |
initial.s |
The starting value of latent state vector. The default is sampling from equal probabilities for all states. |
mcmc |
The number of MCMC iterations after burnin. |
burnin |
The number of burn-in iterations for the sampler. |
verbose |
A switch which determines whether or not the progress of the
sampler is printed to the screen. If |
thin |
The thinning interval used in the simulation. The number of MCMC iterations must be divisible by this value. |
degree.normal |
A null model for degree correction. Users can choose "NULL", "eigen" or "Lsym." "NULL" is no degree correction. "eigen" is a principal eigen-matrix consisting of the first eigenvalue and the corresponding eigenvector. " Lsym" is a modularity matrix. Default is "eigen." |
UL.Normal |
Transformation of sampled U. Users can choose "NULL", "Normal" or "Orthonormal." "NULL" is no normalization. "Normal" is the standard normalization. "Orthonormal" is the Gram-Schmidt orthgonalization. Default is "NULL." |
plotUU |
If |
plotZ |
If |
b0 |
The prior mean of |
B0 |
The prior variance of |
c0 |
= 0.1 The shape parameter of inverse gamma prior for |
d0 |
= 0.1 The rate parameter of inverse gamma prior for |
n0 |
= 0.1 The shape parameter of inverse gamma prior for |
m0 |
= 0.1 The rate parameter of inverse gamma prior for |
u0 |
|
u1 |
|
v0 |
|
v1 |
|
a |
|
b |
|
Value
An mcmc object that contains the posterior sample. This object can
be summarized by functions provided by the coda package. The object
contains an attribute Waic.out
that contains results of WAIC and the log-marginal
likelihood of the model (logmarglike
). The object
also contains an attribute prob.state
storage matrix that contains the
probability of state_i
for each period
References
Jong Hee Park and Yunkyun Sohn. 2020. "Detecting Structural Change in Longitudinal Network Data." Bayesian Analysis. Vol.15, No.1, pp.133-157.
Peter D. Hoff 2011. "Hierarchical Multilinear Models for Multiway Data." Computational Statistics \& Data Analysis. 55: 530-543.
Siddhartha Chib. 1998. "Estimation and comparison of multiple change-point models." Journal of Econometrics. 86: 221-241.
Sumio Watanabe. 2010. "Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory." Journal of Machine Learning Research. 11: 3571-3594. Siddhartha Chib. 1995. “Marginal Likelihood from the Gibbs Output.” Journal of the American Statistical Association. 90: 1313-1321.
See Also
Examples
## Not run:
set.seed(1973)
## Generate an array (30 by 30 by 40) with block transitions
from 2 blocks to 3 blocks
Y <- MakeBlockNetworkChange(n=10, T=40, type ="split")
G <- 100 ## only 100 mcmc scans to save time
## Fit models
out1 <- NetworkChangeRobust(Y, R=2, m=1, mcmc=G, burnin=G, verbose=G)
## plot latent node positions
plotU(out1)
## plot layer-specific network generation rules
plotV(out1)
## End(Not run)