Description Usage Arguments Value Note Author(s) References See Also Examples
These functions are the workhorses behind bcct
, bcctu
, bcctsubset
, and bcctsubsetu
.
1 2 3 4 5 |
priornum |
A numeric scalar indicating which prior is to be used: 1 = |
subset.index |
A matrix where each row gives the index for each model in the subset of models under consideration. |
maximal.mod |
An object of class |
IP |
A p by p matrix giving the inverse of the prior scale matrix for the maximal model. |
eta.hat |
A vector of length n (number of cells) giving the posterior mode of the linear predictor under the maximal model. |
ini.index |
A binary vector, of the same length as the number of log-linear parameters in the maximal model, indicating which parameters are present in the initial model. |
ini.beta |
A numeric vector giving the starting values of the log-linear parameters for the MCMC algorithm. |
ini.sig |
A numeric scalar giving the starting value of sigma^2 for the MCMC algorithm. |
iters |
The number of iterations of the MCMC algorithm to peform. |
save |
If positive, the function will save the MCMC output to external text
files every |
name |
A prefix to the external files saved if the argument |
null.move.prob |
A scalar argument giving the probability of performing a null move, i.e. proposing a move to the current model. |
a |
The shape hyperparameter of the Sabanes-Bove & Held prior, see Overstall & King (2014). |
b |
The scale hyperparameter of the Sabanes-Bove & Held prior, see Overstall & King (2014). |
progress |
Logical argument. If |
The function will return a list with the following components:
BETA |
An |
MODEL |
A vector of length |
SIG |
A vector of length |
rj_acc |
A binary vector of the same length as the number of reversible jump moves attempted. A 0 indicates that the proposal was rejected, and a 1 that the proposal was accepted. |
mh_acc |
A binary vector of the same length as the number of Metropolis-Hastings moves attempted. A 0 indicates that the proposal was rejected, and a 1 that the proposal was accepted. |
This function will not typically be called by the user.
Antony M. Overstall A.M.Overstall@soton.ac.uk.
Overstall, A.M. & King, R. (2014) conting: An R package for Bayesian analysis of complete and incomplete contingency tables. Journal of Statistical Software, 58 (7), 1–27. http://www.jstatsoft.org/v58/i07/
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 | data(AOH)
## Load the AOH data.
maximal.mod<-glm(formula=y~(alc+hyp+obe)^3,data=AOH,x=TRUE,y=TRUE,
contrasts=list(alc="contr.sum",hyp="contr.sum",obe="contr.sum"))
## Set up the maximal model which in this case is the saturated
## model.
curr.index<-formula2index(big.X=maximal.mod$x,formula=y~alc+hyp+obe+hyp:obe,data=AOH)
## Set up the binary vector for the model containing all main effects and the
## hyp:obe interaction.
IP<-t(maximal.mod$x)%*%maximal.mod$x/length(maximal.mod$y)
IP[,1]<-0
IP[1,]<-0
## Set up the inverse scale matrix for the prior distribution under
## the maximal model.
bmod<-beta_mode(X=maximal.mod$x,prior="UIP",y=maximal.mod$y,IP=IP)
## Find the posterior mode under the maximal model
eta.hat<-as.vector(maximal.mod$x%*%bmod)
## Find the posterior mode of the linear predictor
## under the maximal model.
set.seed(1)
## Set seed for reproducibility
test1<-bcct.fit(priornum=1, maximal.mod=maximal.mod, IP=IP, eta.hat=eta.hat,
ini.index=curr.index, ini.beta=bmod[curr.index==1], ini.sig=1, iters=5, save=0,
name=NULL,null.move.prob=0.5, a=0.001, b=0.001, progress=TRUE)
## Run for 5 iterations starting at model defined by curr.index.
test1$MODEL
## Look at sampled model indicators. Should be:
## [1] "fe00c0" "fe0000" "fe0000" "fe0000" "fe0000"
model2index(test1$MODEL,dig=24)
## Convert these to binary indicators of the log-linear parameters.
## Will get:
# [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13]
#fe00c0 1 1 1 1 1 1 1 0 0 0 0 0 0
#fe0000 1 1 1 1 1 1 1 0 0 0 0 0 0
#fe0000 1 1 1 1 1 1 1 0 0 0 0 0 0
#fe0000 1 1 1 1 1 1 1 0 0 0 0 0 0
#fe0000 1 1 1 1 1 1 1 0 0 0 0 0 0
# [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24]
#fe00c0 0 0 0 1 1 0 0 0 0 0 0
#fe0000 0 0 0 0 0 0 0 0 0 0 0
#fe0000 0 0 0 0 0 0 0 0 0 0 0
#fe0000 0 0 0 0 0 0 0 0 0 0 0
#fe0000 0 0 0 0 0 0 0 0 0 0 0
## See how the hyp:obe interactions in columns 17 and 18 gets dropped after
## the 1st iteration.
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