getVolume: Calculate posterior volume

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

Calculate posterior volume

Description

Calculate posterior volume

Usage

getVolume(sampler, prior = F, method = "MVN", ...)

Arguments

sampler	an object of superclass bayesianOutput or any other class that has the getSample function implemented (e.g. Matrix)
prior	schould also prior volume be calculated
method	method for volume estimation. Currently, the only option is "MVN"
...	additional parameters to pass on to the getSample

Details

The idea of this function is to provide an estimate of the "posterior volume", i.e. how "broad" the posterior is. One potential application is to the overall reduction of parametric uncertainty between different data types, or between prior and posterior.

Implemented methods for volume estimation:

Option "MVN" - in this option, the volume is calculated as the determinant of the covariance matrix of the prior / posterior sample.

Author(s)

Florian Hartig

Examples

bayesianSetup = createBayesianSetup(
  likelihood = generateTestDensityMultiNormal(sigma = "no correlation"), 
  lower = rep(-10, 3), upper = rep(10, 3))

out <- runMCMC(bayesianSetup = bayesianSetup, sampler = "Metropolis", 
               settings = list(iterations = 2000, message = FALSE))

getVolume(out, prior = TRUE)

bayesianSetup = createBayesianSetup(
  likelihood = generateTestDensityMultiNormal(sigma = "strongcorrelation"), 
  lower = rep(-10, 3), upper = rep(10, 3))

out <- runMCMC(bayesianSetup = bayesianSetup, sampler = "Metropolis", 
               settings = list(iterations = 2000, message = FALSE))

getVolume(out, prior = TRUE)

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