agaussian: Aggregate Gaussian data

In MAPCtools: Multivariate Age-Period-Cohort (MAPC) Modeling for Health Data

Aggregate Gaussian data

Description

Aggregates Gaussian data using sufficient statistics for Gaussian samples. For a sample \boldsymbol{y} = \{y_1, \dots, y_n\} with y_i \sim \mathcal{N(\mu, (s_i \tau)^{-1})}, i=1, \dots, n, the sample is aggregated into the sufficient statistic

(v, \frac{1}{2} \sum_{i=1}^n \log(s_i), m, n, \bar{y}),

with

m = \sum_{i=1}^n s_i \quad \bar{y} = \frac{1}{m} \sum{i=1}^n s_iy_i \quad v = \frac{1}{m} \sum_{i=1}^n s_i y_i^2 - \bar{y}^2.

For a short derivation of the sufficient statistic, attach the INLA package (library(INLA)) and run inla.doc("agaussian").

Usage

agaussian(data, precision.scale = NULL)

Arguments

data	Gaussian data, must be a numeric vector.
precision.scale	Scales for the precision of each Gaussian observation. Defaults to vector of 1s (no scaling).

Value

Aggregated Gaussian data, in an inla.mdata object, which is compatible with the agaussian family in INLA.

MAPCtools documentation built on June 25, 2025, 5:09 p.m.