lambdamax.diag {dclone} | R Documentation |
Data Cloning Diagnostics
Description
These functions calculates diagnostics for evaluating data cloning convergence.
Usage
lambdamax.diag(x, ...)
## S3 method for class 'mcmc.list'
lambdamax.diag(x, ...)
chisq.diag(x, ...)
## S3 method for class 'mcmc.list'
chisq.diag(x, ...)
Arguments
x |
An object of class |
... |
Other arguments to be passed. |
Details
These diagnostics can be used to test for the data cloning convergence
(Lele et al. 2007, 2010).
Asymptotically the posterior distribution of the parameters approaches
a degenerate multivariate normal distribution. As the distribution
is getting more degenerate, the maximal eigenvalue (\lambda_{max}
)
of the unscaled covariance matrix is decreasing.
There is no critical value under which \lambda_{max}
is good
enough. By default, 0.05 is used (see getOption("dclone")$diag
).
Another diagnostic tool is to check if the joint posterior distribution
is multivariate normal. It is done by chisq.diag
as described by
Lele et al. (2010).
Value
lambdamax.diag
returns a single value, the maximum of the
eigenvalues of the
unscaled variance covariance matrix of the estimated parameters.
chisq.diag
returns two test statistic values
(mean squared error and r-squared) with empirical and theoretical
quantiles.
Author(s)
Khurram Nadeem, knadeem@math.ualberta.ca
Peter Solymos, solymos@ualberta.ca
References
Lele, S.R., B. Dennis and F. Lutscher, 2007. Data cloning: easy maximum likelihood estimation for complex ecological models using Bayesian Markov chain Monte Carlo methods. Ecology Letters 10, 551–563.
Lele, S. R., K. Nadeem and B. Schmuland, 2010. Estimability and likelihood inference for generalized linear mixed models using data cloning. Journal of the American Statistical Association 105, 1617–1625.
Solymos, P., 2010. dclone: Data Cloning in R. The R Journal 2(2), 29–37. URL: https://journal.r-project.org/archive/2010-2/RJournal_2010-2_Solymos.pdf
See Also
Eigen decomposition: eigen
Examples
data(regmod)
lambdamax.diag(regmod)
chisq.diag(regmod)