createUniformPrior: Convenience function to create a simple uniform prior...

In BayesianTools: General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics

Convenience function to create a simple uniform prior distribution

Description

Convenience function to create a simple uniform prior distribution

Usage

createUniformPrior(lower, upper, best = NULL)

Arguments

lower	vector of lower prior range for all parameters
upper	vector of upper prior range for all parameters
best	vector with "best" values for all parameters

Note

for details see createPrior

Author(s)

Florian Hartig

See Also

createPriorDensity, createPrior, createBetaPrior, createTruncatedNormalPrior, createBayesianSetup

Examples

# the BT package includes a number of convenience functions to specify
# prior distributions, including createUniformPrior, createTruncatedNormalPrior
# etc. If you want to specify a prior that corresponds to one of these
# distributions, you should use these functions, e.g.:

prior <- createUniformPrior(lower = c(0,0), upper = c(0.4,5))

prior$density(c(2, 3)) # outside of limits -> -Inf
prior$density(c(0.2, 2)) # within limits, -0.6931472

# All default priors include a sampling function, i.e. you can create
# samples from the prior via
prior$sampler()
# [1] 0.2291413 4.5410389

# if you want to specify a prior that does not have a default function, 
# you should use the createPrior function, which expects a density and 
# optionally a sampler function:

density = function(par){
  d1 = dunif(par[1], -2,6, log =TRUE)
  d2 = dnorm(par[2], mean= 2, sd = 3, log =TRUE)
  return(d1 + d2)
}

sampler = function(n=1){
  d1 = runif(n, -2,6)
  d2 = rnorm(n, mean= 2, sd = 3)
  return(cbind(d1,d2))
}

prior <- createPrior(density = density, sampler = sampler, 
                     lower = c(-10,-20), upper = c(10,20), best = NULL)

# note that the createPrior supports additional truncation


# To use a prior in an MCMC, include it in a BayesianSetup 

set.seed(123)
ll <- function(x) sum(dnorm(x, log = TRUE)) # multivariate normal ll
bayesianSetup <- createBayesianSetup(likelihood = ll, prior = prior)

settings = list(iterations = 100)
out <- runMCMC(bayesianSetup = bayesianSetup, settings = settings)

# use createPriorDensity to create a new (estimated) prior from MCMC output

newPrior = createPriorDensity(out, method = "multivariate",
                              eps = 1e-10, lower = c(-10,-20), 
                              upper = c(10,20), best = NULL, scaling = 0.5)

BayesianTools documentation built on Feb. 16, 2023, 8:44 p.m.