MCMCdef_dummy {compareMCMCs}

R Documentation

MCMC plugins that come with the compareMCMCs package

Description

These functions are normally called from compareMCMCs, which passes its arguments or elements extracted from its arguments to these functions.

Usage

MCMCdef_dummy(MCMCinfo, MCMCcontrol, monitorInfo, modelInfo)

MCMCdef_jags(MCMCinfo, MCMCcontrol, monitorInfo, modelInfo)

MCMCdef_stan(MCMCinfo, MCMCcontrol, monitorInfo, modelInfo)

Arguments

MCMCinfo	The named element of externalMCMCinfo argument to compareMCMCs that matches a particular MCMC. ("External" refers to any MCMC that is not internal to nimble.)
MCMCcontrol	The MCMCcontrol argument to compareMCMCs, with the seed argument added as a list element if it was provided.
monitorInfo	A list with elements monitors and monitorVars, providing two formats of information on model parameters for which MCMC output should be recorded.
modelInfo	The modelInfo argument to compareMCMCs

Details

These functions are called internally from compareMCMCs. Each one runs an MCMC engine. Functions to interface to other MCMC engines can be registered via registerMCMCengine.

MCMCs in nimble are run from runNIMBLE. This uses a different system because there may be multiple nimble MCMC configurations for one model.

MCMCdef_dummy does not run a real MCMC. It provides a quick way to generate MCMC-formatted output for testing other parts of this package.

MCMCdef_jags runs JAGS via package rjags. It uses model information from modelInfo. It does not use MCMCinfo.

MCMCdef_stan runs Stan via package rstan. It does not use modelInfo. It accepts the following elements of the MCMCinfo list:

• file: file argument to stan_model function in rstan. This can alternatively be provided via stan_model_args$file.

• data: data argument to sampling function in rstan. This can alternatively be provided via sampling_args$data.

• inits: inits argument to sampling function in rstan. This can alternatively be provided via sampling_args$inits.

• stan_model_args: list of arguments to stan_model. Note that this can provide the stan model in the model_code element (as a character string) or in the file element (an alternative way to provide the file name).

• sampling_args: list of arguments to sampling.

The elements file, data, and inits take precendence over corresponding entries in stan_model_args or sampling_args.

If elements warmup, iter, and/or thin are provided in sampling_args, those take precedence over corresponding values in the MCMCcontrol argument to compareMCMCs. Otherwise iter is set to MCMCcontrol$niter and warmup is set to MCMCcontrol$niter/2. Only one chain will be run.

Total sampling time for Stan is recorded via system.call(sampling(...)). This is similar to how time is recorded for other MCMCs. The warmup time (called "burnin" in compareMCMCs for consistency across different MCMCs) is obtained from rstan function get_elapsed_time. The post-burnin time is the total sampling time minus the burnin time.

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