Description Usage Arguments Details Value References Examples
This function carries out the final step in computing Bayes factors for comparing conditional and ordinary Dirichlet mixing models, for a sequence of Dirichlet precision parameters M.
1 |
df |
degrees of freedom for the t distribution in the model; df=-99 corresponds to a normal distribution. |
cc |
is the vector of nine constants computed by |
from |
is the starting value for the sequence of values of the precision parameter M at which to compute the Bayes factor. |
to |
is the ending value for the sequence of values of M. |
incr |
is the amount by which to increment the values of M. |
mat.list |
list of nine matrices of MCMC output produced by
|
This function carries out the fourth and final step in the computation
of Bayes factors for the conditional vs. ordinary Dirichlet mixing
models. It implements a multiple-chain version of Equation (2.7) of
Burr (2012); the details of the multiple-chain algorithm are given in
Doss (2012). Previous steps are two calls to bf1
and a call to
bf2
, as illustrated in the Examples section and in Burr (2012).
A list with two named components, Mnew
and y
. The
vector Mnew
is the sequence of (finite) values of M.
The vector y
is the estimates of the Bayes factors
corresponding to Mnew
.
Burr, Deborah (2012). “bspmma: An R package for Bayesian semiparametric models for meta-analysis.” Journal of Statistical Software 50(4), 1–23. http://www.jstatsoft.org/v50/i04/.
Doss, Hani (2012). “Hyperparameter and model selection for nonparametric Bayes problems via Radon-Nikodym derivatives.” Statistica Sinica22, 1–26.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | ## Not run:
## CPU times are from runs of the R command system.time() on an
## Intel $2.8$ GHz Q$9550$ running Linux.
## Preliminary steps
data(breast.17) # the breast cancer dataset
breast.data <- as.matrix(breast.17) # put data in matrix object
chain1.list <- bf1(breast.data) # 40.5 secs
cc <- bf2(chain1.list) # 1.6 secs
## Next get a second set of 9 chains, with a different seed
chain2.list <- bf1(breast.data,seed=2) # 40.4 secs
## OR load the chains and constants saved earlier
load("breast-rdat-2lists-1000")
load("breast-rdat-2lists-1000")
## Compute and plot the Bayes factors
breast.bfco <- bf.c.o(to=20, cc=cc, mat.list=chain2.list) # 107 secs
draw.bf(breast.bfco)
## End(Not run)
|
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