msd | R Documentation |
Computes the mean squared displacement (MSD) of all events contained in the relative sequences and absolute constraints used in the execution of gibbs_ad
.
msd(
marginalized,
sequences,
finds = NULL,
max_samples = 10^5,
size = 10^3,
mcse_crit = 0.5,
tpq = NULL,
taq = NULL,
alpha_ = -5000,
omega_ = 1950,
rule = "naive"
)
## S3 method for class 'marginals'
msd(
marginalized,
sequences,
finds = NULL,
max_samples = 10^5,
size = 10^3,
mcse_crit = 0.5,
tpq = NULL,
taq = NULL,
alpha_ = -5000,
omega_ = 1950,
rule = "naive"
)
marginalized |
The results of |
sequences |
A |
finds |
Optional. A |
max_samples |
Maximum number of samples to run. Default is |
size |
The number of samples to take on each iteration of the main Gibbs sampler. Default is |
mcse_crit |
Criterion for the Monte Carlo standard error to stop the Gibbs sampler. A higher MCSE is recommended for situations with a higher number of events in order to reduce computational time. |
tpq |
A |
taq |
A |
alpha_ |
An initial t.p.q. to limit any elements which may occur before the first provided t.p.q. Default is |
omega_ |
A final t.a.q. to limit any elements which may occur after the after the last provided t.a.q. Default is |
rule |
The rule for computing an estimated date of production. See |
The MSD entails the following jackknife/leave-one-out style routine:
Each event is omitted from all relative and absolute sequences, and the function gibbs_ad
is re-run to compute a "jackknifed" Monte Carlo mean for that event.
The squared difference of this jackknifed Monte Carlo mean and the original is then computed as its squared "displacement" in time.
The mean of the squared displacements of all events is then computed and attributed to the omitted event.
If an event has a low MSD, it bears a low impact on the rest of the events within the full joint conditional density. If it is has a high MSD, other events depend heavily upon its inclusion in the full joint density.
Trimming is not implemented in the computation of MSD, and so attention should be paid to the selection of alpha_
and omega_
, and reported. This is owing to the way in which, if an absolute constraint (tpq
or taq
) is omitted that happens to be an earliest or latest bounding event, there still needs to be earliest and latest thresholds in place.
This function is fairly computationally intensive and thus a lower value of max_samples
and a higher value of mcse_crit
may be warranted
Output is a list containing a data frame MSD_stats
giving the mean MC date, the MCSE, the MSD, the variance of the squared displacements (not the standard error), and sample size, as well as a vector bounds
of the values of alpha_
and omega_
.
x <- c("A", "B", "C", "D", "E", "F", "G", "H", "I", "J")
y <- c("B", "D", "G", "H", "K")
z <- c("F", "K", "L", "M")
contexts <- list(x, y, z)
f1 <- list(id = "find01", assoc = "D", type = c("type1", "form1"))
f2 <- list(id = "find02", assoc = "E", type = c("type1", "form2"))
f3 <- list(id = "find03", assoc = "G", type = c("type1", "form1"))
f4 <- list(id = "find04", assoc = "H", type = c("type2", "form1"))
f5 <- list(id = "find05", assoc = "I", type = "type2")
f6 <- list(id = "find06", assoc = "H", type = NULL)
artifacts <- list(f1, f2, f3, f4, f5, f6)
# external constraints
coin1 <- list(id = "coin1", assoc = "B", type = NULL, samples = runif(100,-320,-300))
coin2 <- list(id = "coin2", assoc = "G", type = NULL, samples = seq(37, 41, length = 100))
destr <- list(id = "destr", assoc = "J", type = NULL, samples = 79)
tpq_info <- list(coin1, coin2)
taq_info <- list(destr)
result <- gibbs_ad(contexts, finds = artifacts, tpq = tpq_info, taq = taq_info)
result_msd <- msd(result, contexts, finds = artifacts, max_samples = 5000,
mcse_crit = 2, tpq = tpq_info, taq = taq_info)
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