e0.diagnose: Convergence Diagnostics for Markov Chain Monte Carlo of Life...

In bayesLife: Bayesian Projection of Life Expectancy

Convergence Diagnostics for Markov Chain Monte Carlo of Life Expectancy

Description

Function e0.diagnose runs convergence diagnostics of existing MCMCs, using the raftery.diag function from the coda package.

Usage

e0.diagnose(sim.dir, thin = 225, burnin = 10000, express = FALSE, 
    country.sampling.prop = NULL, keep.thin.mcmc = FALSE, verbose = TRUE)

Arguments

sim.dir	Directory with the MCMC simulation results.
thin	Thinning interval.
burnin	Number of iterations to be discarded from the beginning of the parameter traces.
express	Logical. If TRUE, the convergence diagnostics is run only on the country-independent parameters. If FALSE, the country-specific parameters are included in the diagnostics. The number of countries can be controlled by country.sampling.prop.
country.sampling.prop	Proportion of countries that are included in the diagnostics. If it is NULL and express=FALSE, all countries are included. Setting here a number between 0 and 1, one can limit the number of countries which are then randomly sampled. Note that for long MCMCs, this argument may significantly influence the run-time of this function.
keep.thin.mcmc	Logical. If TRUE the thinned traces used for computing the diagnostics are stored on disk (see create.thinned.e0.mcmc).
verbose	Logical switching log messages on and off.

Details

The function invokes the e0.raftery.diag function separately for country-independent parameters and for country-specific parameters. It results in two possible states: red, i.e. it did not converge, and green, i.e. it converged. The resulting object is stored in
‘{sim.dir}/diagnostics/bayesLife.convergence_{thin}_{burnin}.rda’ and can be accessed using the function get.e0.convergence.

Function has.mcmc.converged from the bayesTFR package can be used to check if the existing diagnostics converged.

Value

e0.diagnose returns an object of class bayesLife.convergence with components:

result	Table containing all not-converged parameters. Its columns include ‘Total iterations needed’ and ‘Remaining iterations’.
lresult.country.independent	Number of rows in result that correspond to country-independent paramters. These rows are groupped at the beginning of the table.
country.independent	Result of e0.raftery.diag processed on country-independent parameters.
country.specific	Result of e0.raftery.diag processed on country-specific parameters.
iter.needed	Number of additional iterations suggested in order to achieve convergence.
iter.total	Total number of iterations of the original unthinned set of chains.
use.nr.traj	Suggestion for number of trajectories in generating predictions.
burnin	Burnin used.
thin	Thinning interval used.
status	Vector of character strings containing the result status. Possible values: ‘green’, ‘red’.
mcmc.set	Object of class bayesLife.mcmc.set that corresponds to the original set of MCMCs on which the diagnostics was run.
thin.mcmc	If keep.thin.mcmc is TRUE, it is an object of class bayesLife.mcmc.set that corresponds to the thinned mcmc set on which the diagnostics was run, otherwise NULL.
express	Value of the input argument express.
nr.countries	Vector with elements used - number of countries used in this diagnostics, and total - number of countries that this mcmc.set object was estimated on.

Author(s)

Hana Sevcikova, Adrian Raftery

See Also

e0.raftery.diag, raftery.diag, summary.bayesLife.convergence, get.e0.convergence, create.thinned.e0.mcmc

bayesLife documentation built on Sept. 16, 2023, 9:07 a.m.