intmnorm: Marginal posterior density for a model.

In OBASpatial: Objective Bayesian Analysis for Spatial Regression Models

Marginal posterior density for a model.

Description

It calculates the marginal density density for a model M (up to a proportionality constant) for the NSR model using the based reference, Jeffreys' rule, Jeffreys' independent and vague priors. In this context φ corresponds to the range parameter.

Usage

intmnorm(formula,prior="reference",coords.col=1:2,kappa=0.5,
cov.model="exponential",data,asigma=2.1,intphi,maxEval)

Arguments

formula	A valid formula for a linear regression model.
prior	Objective prior densities avaiable for the TSR model: ( reference: Reference based, jef.rul: Jeffreys' rule, jef.ind: Jeffreys' independent).
coords.col	A vector with the column numbers corresponding to the spatial coordinates.
kappa	Shape parameter of the covariance function (fixed).
cov.model	Covariance functions available for the TSR model. matern: Matern, pow.exp: power exponential, exponential:exponential, cauchy: Cauchy, spherical: Spherical.
data	Data set with 2D spatial coordinates, the response and optional covariates.
asigma	Value of a for vague prior.
intphi	An interval for φ used for vague prior.
maxEval	Maximum number of iterations for the integral computation.

Details

Let m_k a parametric model with parameter vector θ_k. Under the TSR model and the prior density proposal:

\frac{π(φ)}{(σ^2)^a}

we have that the marginal density is given by:

\int L(θ_{m_k})π(m_k)dm_k

This quantity can be useful as a criteria for model selection. The computation of m_k could be compute demanding depending on the number of iterations in maxEval.

Value

Marginal density of the model m_k for the reference based, Jeffreys' rule, Jeffreys' independent and vague priors.

Author(s)

Jose A. Ordonez, Marcos O. Prates, Larissa A. Matos, Victor H. Lachos.

References

Berger, J.O, De Oliveira, V. and Sanso, B. (2001). Objective Bayesian Analysis of Spatially Correlated Data. Journal of the American Statistical Association., 96, 1361 – 1374.

See Also

dnsrposoba,dtsrprioroba,dnsrprioroba

Examples

data(dataca20)

set.seed(25)
data(dataelev)## data using by Berger et. al (2001)

######### Using reference prior ###########
m1=intmnorm(prior="reference",formula=elevation~1,
kappa=0.5,cov.model="matern",data=dataelev,maxEval=1000)

log(m1)


######### Using reference prior kappa=1 ###########
m2=intmnorm(prior="reference",formula=elevation~1,
kappa=1,cov.model="matern",data=dataelev,maxEval=1000)
log(m2)

######### Using reference prior kappa=1.5 ###########
m3=intmnorm(prior="reference",formula=elevation~1
,kappa=1.5,cov.model="matern",data=dataelev,maxEval=1000)
log(m3)

tot=m1+m2+m3

########posterior probabilities: higher probability:
#########prior="reference", kappa=1
p1=m1/tot
p2=m2/tot
p3=m3/tot

OBASpatial documentation built on Sept. 11, 2022, 9:05 a.m.