fit_Bliss {bliss} | R Documentation |
fit_Bliss
Description
Fit the Bayesian Functional Linear Regression model (with Q functional covariates).
Usage
fit_Bliss(
data,
param,
sann = TRUE,
compute_density = TRUE,
support_estimate = TRUE,
sann_trace = FALSE,
verbose = TRUE
)
Arguments
data |
a list containing:
|
param |
a list containing:
|
sann |
a logical value. If TRUE, the Bliss estimate is computed with a Simulated Annealing Algorithm. (optional) |
compute_density |
a logical value. If TRUE, the posterior density of the coefficient function is computed. (optional) |
support_estimate |
a logical value. If TRUE, the estimate of the coefficient function support is computed. (optional) |
sann_trace |
a logical value. If TRUE, the trace of the Simulated Annealing algorithm is included into the result object. (optional) |
verbose |
write stuff if TRUE (optional). |
Value
return a list containing:
- alpha
a list of Q numerical vector. Each vector is the function alpha(t) associated to a functional covariate. For each t, alpha(t) is the posterior probabilities of the event "the support covers t".
- beta_posterior_density
a list of Q items. Each item contains a list containing information to plot the posterior density of the coefficient function with the
image
function.grid_t
a numerical vector: the x-axis.
grid_beta_t
a numerical vector: the y-axis.
density
a matrix: the z values.
new_beta_sample
a matrix: beta sample used to compute the posterior densities.
- beta_sample
a list of Q matrices. The qth matrix is a posterior sample of the qth functional covariates.
- Bliss_estimate
a list of numerical vectors corresponding to the Bliss estimates of each functional covariates.
- data
a list containing the data.
- posterior_sample
a list of information about the posterior sample: the trace matrix of the Gibbs sampler, a list of Gibbs sampler parameters and the posterior densities.
- support_estimate
a list of support estimates of each functional covariate.
- support_estimate_fct
another version of the support estimates.
- trace_sann
a list of Q matrices which are the trace of the Simulated Annealing algorithm.
Examples
# see the vignette BlissIntro.