Description Usage Arguments Value Note Author(s) References See Also Examples
View source: R/calcTransProbs.R
Calculates the posterior expectation and standard deviations of the average cluster-specific transition matrices and also offers some other analyses like plotting paths of MCMC draws.
1 2 3 4 5 |
outList |
specifies a list containing the outcome (return value) of an MCMC run of |
estGroupSize |
A vector of dimension H containing the (estimated) group sizes returned by |
thin |
An integer specifying the thinning parameter (default is 1). |
M0 |
specifies the number of the first MCMC draw after burn-in (default is |
grLabels |
A character vector giving user-specified names for the clusters/groups. |
printXtable |
If |
printSd |
If |
printTogether |
If |
plotPaths |
If |
plotPathsForE |
If |
A list containing:
estTransProb |
A 3-dim array containing the posterior expectation of the average transition matrices of all
clusters/groups using each |
estTransProbSd |
A 3-dim array containing the posterior standard deviations of the average transition matrices for each cluster/group. |
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
calcAllocations
, mcClust
, dmClust
, mcClustExtended
, dmClustExtended
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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