bmbfse | R Documentation |
Compute the standard errors for the Bayes factors estimates.
bmbfse(
pargrid,
runs,
bfsize1 = 0.8,
nbatch1 = 0.5,
nbatch2 = 0.5,
S1method = c("RL", "MW"),
bvmethod = c("Standard", "TukeyHanning", "Bartlett"),
reference = 1,
transf = c("no", "mu", "wo")
)
pargrid |
A data frame with components "linkp", "phi", "omg", "kappa". Each row gives a combination of the parameters to compute the new standard errors. |
runs |
A list with outputs from the function
|
bfsize1 |
A scalar or vector of the same length as
|
nbatch1 |
A scalar or vector of the same length as
|
nbatch2 |
A scalar or vector of the same length as
|
S1method |
Which method to use to calculate the Bayes factors in stage 1: Reverse logistic or Meng-Wong. |
bvmethod |
Which method to use for the calculation of the batch variance. The standard method splits to disjoint batches. The second and third method use the spectral variance method with different lag windows. |
reference |
Which model goes in the denominator. |
transf |
Whether to use a transformed sample for the
computations. If |
Uses the batch means method to compute the standard errors for Bayes factors.
A list with components
pargrid
The inputted pargrid augmented with the
computed log Bayes factors and standard errors.
bfEstimate
The estimates of the Bayes factors
bfSigma
The covariance matrix for the Bayes factors
estimates.
Roy, V., Tan, A. and Flegal, J. (2018). Estimating standard errors for importance sampling estimators with multiple Markov chains, Statistica Sinica, 28 1079-1101.
Roy, V., & Evangelou, E. (2018). Selection of proposal distributions for generalized importance sampling estimators. arXiv preprint arXiv:1805.00829.
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