mcmc_mix2_wrapper: Wrapper of mcmc_mix2

View source: R/optim.R

mcmc_mix2_wrapperR Documentation

Wrapper of mcmc_mix2

Description

Wrapper of mcmc_mix2

Usage

mcmc_mix2_wrapper(
  df,
  seed,
  u_max = 2000L,
  log_diff_max = 11,
  a_psiu = 0.001,
  b_psiu = 0.9,
  m_alpha = 0,
  s_alpha = 10,
  a_theta = 1,
  b_theta = 1,
  m_shape = 0,
  s_shape = 10,
  a_sigma = 1,
  b_sigma = 0.01,
  a_pseudo = 10,
  b_pseudo = 1,
  pr_power = 0.5,
  positive = FALSE,
  iter = 20000L,
  thin = 20L,
  burn = 100000L,
  freq = 1000L,
  invts = 1,
  mc3_or_marg = TRUE,
  constrained = FALSE
)

Arguments

df

A data frame with at least two columns, x & count

seed

Integer for set.seed

u_max

Scalar (default 2000), positive integer for the maximum threshold to be passed to obtain_u_set_mix2

log_diff_max

Positive real number, the value such that thresholds with profile posterior density not less than the maximum posterior density - log_diff_max will be kept

a_psiu, b_psiu, m_alpha, s_alpha, a_theta, b_theta, m_shape, s_shape, a_sigma, b_sigma

Scalars, real numbers representing the hyperparameters of the prior distributions for the respective parameters. See details for the specification of the priors.

a_pseudo

Positive real number, first parameter of the pseudoprior beta distribution for theta in model selection; ignored if pr_power = 1.0

b_pseudo

Positive real number, second parameter of the pseudoprior beta distribution for theta in model selection; ignored if pr_power = 1.0

pr_power

Real number in [0, 1], prior probability of the discrete power law (below u)

positive

Boolean, is alpha positive (TRUE) or unbounded (FALSE)?

iter

Positive integer representing the length of the MCMC output

thin

Positive integer representing the thinning in the MCMC

burn

Non-negative integer representing the burn-in of the MCMC

freq

Positive integer representing the frequency of the sampled values being printed

invts

Vector of the inverse temperatures for Metropolis-coupled MCMC (if mc3_or_marg = TRUE) or power posterior (if mc3_or_marg = FALSE)

mc3_or_marg

Boolean, is Metropolis-coupled MCMC to be used? Ignored if invts = c(1.0)

constrained

Boolean, are alpha & shape constrained such that 1/shape+1 > alpha > 1 with the powerlaw assumed in the body & "continuity" at the threshold u (TRUE), or is there no constraint between alpha & shape, with the former governed by positive, and no powerlaw and continuity enforced (FALSE, default)?

Value

A list returned by mcmc_mix2


crandep documentation built on Sept. 11, 2024, 8:01 p.m.