calculate_EPSR_sigma_sq: Calculate the estimated potential scale reduction factors...

In BUScorrect: Batch Effects Correction with Unknown Subtypes

Description

When Gibbs sampler attains stationary, the distances between multiple chains (with multiple initial values) should be small. The EPSR factors are calculated to help decide the iteration number of Gibbs sampler.

Usage

calculate_EPSR_sigma_sq(sigma_sq_PosterSamp_chain1, sigma_sq_PosterSamp_chain2)

Arguments

sigma_sq_PosterSamp_chain1	posterior samples of variances from chain 1.
sigma_sq_PosterSamp_chain2	posterior samples of variances from chain 2.

Value

EPSR_sigma_sq

The EPSR factors for sigma_sq, a G by B matrix.

Author(s)

Xiangyu Luo

Examples

#2 batches, 10 genes, 100 posterior samples per parameter
chain1 <- 1+array(rnorm(10*2*100,sd=0.05), dim=c(2,10,100))
chain2 <- 1+array(rnorm(10*2*100,sd=0.05), dim=c(2,10,100))
calculate_EPSR_sigma_sq(chain1,chain2)

BUScorrect documentation built on Nov. 8, 2020, 8:06 p.m.