Description Usage Arguments Value Note Author(s) References See Also Examples
Calculates the inefficiency factors of the MCMC draws using numEff
from the R package bayesm
(see References).
1 2 3 | calcNumEff(outList, thin = 1, printXi = TRUE, printE = TRUE,
printBeta = TRUE,
grLabels = paste("Group", 1:outList$Prior$H))
|
outList |
specifies a list containing the outcome (return value) of an MCMC run of |
thin |
An integer specifying the thinning parameter (default is 1). |
printXi |
If |
printE |
If |
printBeta |
If |
grLabels |
A character vector giving user-specified names for the clusters/groups. |
A list containing tables of inefficiency factors:
numEffXi[h]m |
Inefficiency factors of the MCMC draws obtained for each row j=1,...,K+1 of the cluster-specific transition matrices ξ_{h,j.} for each cluster/group. |
numEffEhm |
Inefficiency factors of the MCMC draws obtained for each row j=1,…,K+1 of the cluster-specific parameter matrices (only for DMC[Ext]) e_{h,j.} for each cluster/group. |
numEffBeta |
Inefficiency factors of the MCMC draws obtained for the MNL regression coefficients for each cluster. |
Note, that in contrast to the literature (see References), the numbering (labelling) of the states of the categorical outcome variable (time series) in this package is sometimes 0,...,K (instead of 1,...,K), however, there are K+1 categories (states)!
Christoph Pamminger <christoph.pamminger@gmail.com>
Sylvia Fruehwirth-Schnatter, Christoph Pamminger, Andrea Weber and Rudolf Winter-Ebmer, (2011), "Labor market entry and earnings dynamics: Bayesian inference using mixtures-of-experts Markov chain clustering". Journal of Applied Econometrics. DOI: 10.1002/jae.1249 http://onlinelibrary.wiley.com/doi/10.1002/jae.1249/abstract
Christoph Pamminger and Sylvia Fruehwirth-Schnatter, (2010), "Model-based Clustering of Categorical Time Series". Bayesian Analysis, Vol. 5, No. 2, pp. 345-368. DOI: 10.1214/10-BA606 http://ba.stat.cmu.edu/journal/2010/vol05/issue02/pamminger.pdf
Peter E. Rossi, Greg M. Allenby and Rob McCulloch, (2005), Bayesian Statistics and Marketing, Chichester: Wiley. http://www.perossi.org/home/bsm-1
numEff
, mcClust
, dmClust
, mcClustExtended
,
dmClustExtended
, MNLAuxMix
1 2 | # please run the examples in mcClust, dmClust, mcClustExtended,
# dmClustExtended
|
Loading required package: gplots
Attaching package: 'gplots'
The following object is masked from 'package:stats':
lowess
Loading required package: xtable
Loading required package: mnormt
Loading required package: MASS
Loading required package: bayesm
Loading required package: boa
Loading required package: e1071
Loading required package: gtools
Attaching package: 'gtools'
The following object is masked from 'package:e1071':
permutations
The following object is masked from 'package:bayesm':
rdirichlet
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