Description Usage Arguments Details Value Author(s) See Also Examples
View source: R/as.parm.names.R
This function creates a vector of parameter names from a list of parameters, and the list may contain any combination of scalars, vectors, matrices, upper-triangular matrices, and arrays.
1 | as.parm.names(x, uppertri=NULL)
|
x |
This required argument is a list of named parameters. The list may contain scalars, vectors, matrices, and arrays. The value of the named parameters does not matter here, though they are usually set to zero. However, if a missing value occurs, then the associated element is omitted in the output. |
uppertri |
This optional argument must be a vector with a length
equal to the number of named parameters. Each element in
|
Each model
function for IterativeQuadrature
,
LaplaceApproximation
, LaplacesDemon
,
PMC
, or VariationalBayes
requires a vector
of parameters (specified at first as Initial.Values
) and a list
of data. One component in the list of data must be named
parm.names
. Each element of parm.names
is a name
associated with the corresponding parameter in Initial.Values
.
The parm.names
vector is easy to program explicitly for a simple
model, but can require considerably more programming effort for more
complicated models. The as.parm.names
function is a utility
function designed to minimize programming by the user.
For example, a simple model may only require parm.names <-
c("alpha", "beta[1]", "beta[2]", "sigma")
. A more complicated model
may contain hundreds of parameters that are a combination of scalars,
vectors, matrices, upper-triangular matrices, and arrays, and is the
reason for the as.parm.names
function. The code for the above
is as.parm.names(list(alpha=0, beta=rep(0,2), sigma=0))
.
In the case of an upper-triangular matrix, simply pass the full matrix
to as.parm.names
and indicate that only the upper-triangular
will be used via the uppertri
argument. For example,
as.parm.names(list(beta=rep(0,J),U=diag(K)), uppertri=c(0,1))
creates parameter names for a vector of β parameters of
length J and an upper-triangular matrix \textbf{U} of
dimension K.
Numerous examples may be found in the accompanying “Examples” vignette.
This function returns a vector of parameter names.
Statisticat, LLC. software@bayesian-inference.com
IterativeQuadrature
LaplaceApproximation
,
LaplacesDemon
,
PMC
, and
VariationalBayes
.
1 2 3 4 5 6 7 8 9 10 11 12 13 | library(LaplacesDemon)
N <- 100
J <- 5
y <- rnorm(N,0,1)
X <- matrix(runif(N*J,-2,2),N,J)
S <- diag(J)
T <- diag(2)
mon.names <- c("LP","sigma")
parm.names <- as.parm.names(list(log.sigma=0, beta=rep(0,J), S=diag(J),
T=diag(2)), uppertri=c(0,0,0,1))
MyData <- list(J=J, N=N, S=S, T=T, X=X, mon.names=mon.names,
parm.names=parm.names, y=y)
MyData
|
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