dsimpostppt {PPTcirc} | R Documentation |
Posterior projected Polya Tree distribution
Description
Performs posterior inference for a given a circular dataset with the Projected Polya Tree via a MCMC algorithm.
Usage
dsimpostppt(datafile,units = c("radians", "degrees", "hours"),
mm = 4, mu = c(0, 0), sig = 1, aa = 1, delta = 1.1,
it = 500, bi = 50, ti = 2, kapa = 0.5, ha = 0, hm = 0,
c0 = 1, c1 = 2, iota = 6, mu0 = 0, taum = 1, control.circular = list())
Arguments
datafile |
the data from which the estimate is to be computed. The object is circular or will be coerced to circular. |
units |
units of the support: "radians", "degrees" or "hours". |
mm |
number of finite levels of the Polya tree |
mu |
mean vector of the projected bivariate normal centering distribution. |
sig |
precision of the projected bivariate normal centering distribution. |
aa |
alpha. Standard deviation parameter of the projected Polya tree. |
delta |
controls of the speed at which the variances of the branching probabilities move down in the tree, rho(m)=m^delta. |
it |
number of iterations for MCMC. |
bi |
number of burn in iterations for MCMC. |
ti |
thinning parameter of the MCMC chain. |
kapa |
tunning parameter in the MH proposal distribution for the latent resultants R. |
ha |
logical. If TRUE alpha will be assigned Ga(c0,c1) hyper-prior distribution. |
hm |
logical. If TRUE mu will be assigned N(mu0,taum) independent hyper-prior distributions for each coordinate. |
c0 , c1 |
shape and rate hyper-parameters of the gamma prior distribution for alpha. These will be used only when ha=1. |
iota |
tunning parameter in the MH proposal distribution for alpha. |
mu0 , taum |
mean and precision hyper-parameters of the independent normal prior distribution for each coordinate of mu. These will be used only when hm=1. |
control.circular |
the attribute used to coerced the resulting. object. See circular. |
Value
An object of class postppt.circ whose underlying structure is a list containing the following components:
x |
points where the density is evaluated. |
predictive |
predicitive density estimated with the projected Polya tree. |
quantile2.5 quantile97.5 |
lower and upper 95% credible interval limits. |
stats |
descriptive statistics: mean direction and concentration of each MCMC density. |
cpo |
conditional predictive ordinate statistic for the data. |
LMPL |
logarithm of the pseudo marginal likelihood statistic. |
aa.sims |
vector of simulated alphas when ha=1. |
mu.sims |
matrix of simulated bivariate means when hm=1. |
acceptancerate |
Acceptance rate of MH step for the latent resultants. |
acceptancerate_aa |
Acceptance rate of MH step for alpha. |
data |
original dataset. |
References
Nieto-Barajas, L.E. & Nunez-Antonio, G. (2019). Projected Polya tree. https://arxiv.org/pdf/1902.06020.pdf
See Also
Examples
data(tapir)
#It is advised to increase the number of iterations for a better fitting
z1 <- dsimpostppt(tapir, units = "radians", it = 5, ti =1, bi=0, ha = 1, hm =1)
class(z1)
length(z1$acceptancerate)
z1$acceptancerate
postppt.summary(z1)
postppt.plot(z1, plot.type= "line" , ylim = c(0,0.8))