plotLikeliPaths: Plots Paths of Likelihoods And (Prior) Densities

In bayesMCClust: Mixtures-of-Experts Markov Chain Clustering and Dirichlet Multinomial Clustering

Description

Plots paths of all sorts of likelihood and (prior) densities, like the log-likelihood, log posterior density, log classification likelihood and the entropy all including markings for the position of the maximum value, and further log prior densities for η, β, ξ and e (depending on availability/model type).

Usage

plotLikeliPaths(outList, from = 10, by = 1)

Arguments

outList	specifies a list containing the outcome (return value) of an MCMC run of mcClust, dmClust, mcClustExtended, dmClustExtended or MNLAuxMix.
from	specifies number of MCMC draw where to start plotting from.
by	specifies with which 'step size' plotting should be done.

Details

All these likelihoods and (prior) densities ware already calculated (for each MCMC draw) by mcClust, dmClust, mcClustExtended, dmClustExtended and MNLAuxMix and saved in outList.

Value

No value returned.

Note

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)!

Author(s)

Christoph Pamminger <[e-mail]>

References

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

See Also

mcClust, dmClust, mcClustExtended, dmClustExtended, MNLAuxMix

Examples

# please run the examples in mcClust, dmClust, mcClustExtended, 
# dmClustExtended, MNLAuxMix

bayesMCClust documentation built on May 29, 2017, 3:31 p.m.