final.resamp: Final re-sampling step in Bayesian Melding using IMIS

In HPbayes: Heligman Pollard mortality model parameter estimation using Bayesian Melding with Incremental Mixture Importance Sampling

Description

Performs the final re-sampling step in the Bayesian Melding with IMIS procedure for the eight Heligman-Pollard parameters.

Usage

final.resamp(K, B1, H.new, H.k, log.like, d.keep, prior, h.mu, h.sig, 
    nrisk, ndeath, B = 400, theta.dim = 8, age = c(1e-05, 1, 
        seq(5, 100, 5))) 

Arguments

K	The number of iterations of the importance sampling stage
B1	sample size at the importance sampling stage multiplied by the number of local optimums
H.new	A matrix with dimensions (B*d.keep) x 8 containing the B*d.keep inputs drawn from the multivariate gaussians
H.k	A matrix containing the prior plus new inputs from the multivariate gaussians
log.like	A vector of log-likelihoods corresponding to each row of H.k
d.keep	The number of local optimums found in the optimizer step
prior	A matrix containing the prior
h.mu	A d.keep x 8 matrix containing the results of the optimizer step
h.sig	An array containing the covariance matrix for each row of h.mu
nrisk	A vector containing the number of persons at risk in each age group
ndeath	A vector containing the number of deaths in each age group
B	sample size at the importance sampling stage
theta.dim	The number of columns of the prior matrix
age	A vector containing the ages at which each age interval begins

Details

The function, hp.bm.imis, will perform this along with all other steps in a single function

Value

H.new	A B x theta.dim matrix containing the posterior distribution for each parameter
vwts	A vector containing the variance of the rescaled weights at each IMIS iteration
ewts	A vector containing the entropy of the rescaled weights at each IMIS iteration
mwts	A vector containing the maximum of the rescaled weights at each IMIS iteration
nup	A vector containing the expected number of unique points at each IMIS iteration
frac.up	A vector containing the proportion of unique points in the final resample at each IMIS iteration
wts.k	A vector containing the importance weights for the final iteration
mwt.case	The maximum weight value and associated case

References

Raftery, Adrian and Le Bao. 2009. "Estimating and Projecting Trends in HIV/AIDS Gen- eralized Epidemics Using Incremental Mixture Importance Sampling." Technical Report 560, Department of Statistics, University of Washington.

Poole, David and Adrian Raftery. 2000. "Inference for Deterministic Simulation Models: The Bayesian Melding Approach." Journal of the American Statistical Association 95:1244–1255.

Heligman, Larry and John H. Pollard. 1980 "The Age Pattern of Mortality." Journal of the Institute of Actuaries 107:49–80.

See Also

loop.optim, samp.postopt, like.resamp, hp.bm.imis, entropy.wts, expt.upts, var.rwts

Examples

## Not run: 
data(HPprior)
lx
dx
summary(q0)
age


opt.result <- loop.optim(prior = q0, nrisk=lx, ndeath=dx)
    opt.mu.d <- opt.result$opt.mu.d
    opt.cov.d <- opt.result$opt.cov.d
    theta.new <- opt.result$theta.new
    d.keep <- opt.result$d.keep
    log.like.0 <- opt.result$log.like.0
    wts.0 <- opt.result$wts.0
samp.po <- samp.postopt(opt.cov.d = opt.cov.d, opt.mu.d = opt.mu.d, 
        prior = q0, d.keep = d.keep)
    H.k <- samp.po$H.k
    H.new <- samp.po$H.new
    B1 <- samp.po$B1
ll.postopt <- like.resamp(K = 10, log.like.0 = log.like.0, 
        opt.cov.d = opt.cov.d, opt.mu.d = opt.mu.d, d.keep = d.keep)
    h.mu <- ll.postopt$h.mu
    h.sig <- ll.postopt$h.sig
    log.like <- ll.postopt$log.like
    K <- ll.postopt$K
result <- final.resamp(K = K, B1 = B1, H.new = H.new, H.k = H.k, 
        log.like = log.like, d.keep = d.keep, prior = q0, 
        h.mu = h.mu, h.sig = h.sig, nrisk=lx, ndeath=dx, age=age)
        
## End(Not run)

HPbayes documentation built on May 2, 2019, 5:53 a.m.