marginal_d_cpp: Marginal predictive density

In DIFM: Dynamic ICAR Spatiotemporal Factor Models

Marginal predictive density

Description

It calculates the marginal density (Lewis and Raftery, 1997) from the DIFM sample using C++.

Usage

marginal_d_cpp(data, attributes, hyp_parm, Gibbs, burnin = -1L, verbose = TRUE)

Arguments

data	The dataset
attributes	Model attributes generated from difm.model.attributes.
hyp_parm	Hyperparameters generated from difm.hyp.parm.
Gibbs	Result of Gibbs sampler from DIFM function.
burnin	Burn-in period. If not specified, one tenths of the iterations will be the burn-in period.
verbose	Print out the process.

Value

A list of 4 items: Laplace-Metropolis predictive density of the given DIFM, integrated likelihood, the maximum of the predictive densities and determinant of the covariance matrix of the parameters.

DIFM documentation built on May 29, 2024, 3:37 a.m.