SBC_test {mcmcsae}

Simulation based calibration

Description

Simulation based calibration

Usage

SBC_test(
  ...,
  pars,
  n.draws = 25L,
  n.sim = 20L * n.draws,
  burnin = 25L,
  thin = 2L,
  show.progress = TRUE,
  verbose = TRUE,
  n.cores = 1L,
  cl = NULL,
  seed = NULL,
  export = NULL
)

Arguments

...

passed to create_sampler (can be all parameters except prior.only)

pars

named list with univariate functions of the parameters to use in test. This list is passed to argument pred of MCMCsim.

n.draws

number of posterior draws to retain in posterior simulations.

n.sim

number of simulation iterations.

burnin

burnin to use in posterior simulations, passed to MCMCsim.

thin

thinning to use in posterior simulations, passed to MCMCsim.

show.progress

whether a progress bar should be shown.

verbose

set to FALSE to suppress messages.

n.cores

the number of cpu cores to use. Default is one, i.e. no parallel computation. If an existing cluster cl is provided, n.cores will be set to the number of workers in that cluster.

cl

an existing cluster can be passed for parallel computation. If NULL and n.cores > 1, a new cluster is created.

seed

a random seed (integer). For parallel computation it is used to independently seed RNG streams for all workers.

export

a character vector with names of objects to export to the workers. This may be needed for parallel execution if expressions in the model formulae depend on global variables.

Value

A matrix with ranks.

References

M. Modrak, A.H. Moon, S. Kim, P. Buerkner, N. Huurre, K. Faltejskova, A. Gelman and A. Vehtari (2023). Simulation-based calibration checking for Bayesian computation: The choice of test quantities shapes sensitivity. Bayesian Analysis, 1(1), 1-28.

Examples

## Not run: 
# this example may take a long time
n <- 10L
dat <- data.frame(x=runif(n))
ranks <- SBC_test(~ reg(~ 1 + x, prior=pr_normal(mean=c(0.25, 1), precision=1), name="beta"),
  sigma.mod=pr_invchisq(df=1, scale=list(df=1, scale=1)), data=dat,
  pars=list(mu="beta[1]", beta_x="beta[2]", sigma="sigma_"),
  n.draws=9L, n.sim=10L*20L, thin=2L, burnin=20L
)
ranks

## End(Not run)