View source: R/bru.inference.R
bru | R Documentation |
This method is a wrapper for INLA::inla
and provides
multiple enhancements.
Easy usage of spatial covariates and automatic construction of inla
projection matrices for (spatial) SPDE models. This feature is
accessible via the components
parameter. Practical examples on how to
use spatial data by means of the components parameter can also be found
by looking at the lgcp function's documentation.
Constructing multiple likelihoods is straight forward. See like for
more information on how to provide additional likelihoods to bru
using the ...
parameter list.
Support for non-linear predictors. See example below.
Log Gaussian Cox process (LGCP) inference is
available by using the cp
family or (even easier) by using the
lgcp function.
bru(components = ~Intercept(1), ..., options = list(), .envir = parent.frame())
bru_rerun(result, options = list())
## S3 method for class 'bru'
print(x, ...)
components |
A |
... |
Obervation models, each constructed by a calling |
options |
A bru_options options object or a list of options passed
on to |
.envir |
Environment for component evaluation (for when a non-formula specification is used) |
result |
A previous estimation object of class |
x |
A |
bru returns an object of class "bru". A bru
object inherits
from INLA::inla
(see the inla documentation for its properties) and
adds additional information stored in the bru_info
field.
print(bru)
: Print a summary of a bru
object.
bru_rerun()
: Continue the optimisation from a previously computed estimate. The estimation
options
list can be given new values to override the original settings.
Fabian E. Bachl bachlfab@gmail.com
if (bru_safe_inla()) {
# Simulate some covariates x and observations y
input.df <- data.frame(x = cos(1:10))
input.df <- within(input.df, {
y <- 5 + 2 * x + rnorm(10, mean = 0, sd = 0.1)
})
# Fit a Gaussian likelihood model
fit <- bru(y ~ x + Intercept(1), family = "gaussian", data = input.df)
# Obtain summary
fit$summary.fixed
}
if (bru_safe_inla()) {
# Alternatively, we can use the bru_obs() function to construct the likelihood:
lik <- bru_obs(family = "gaussian",
formula = y ~ x + Intercept,
data = input.df)
fit <- bru(~ x + Intercept(1), lik)
fit$summary.fixed
}
# An important addition to the INLA methodology is bru's ability to use
# non-linear predictors. Such a predictor can be formulated via bru_obs()'s
# \code{formula} parameter. The z(1) notation is needed to ensure that
# the z component should be interpreted as single latent variable and not
# a covariate:
if (bru_safe_inla()) {
z <- 2
input.df <- within(input.df, {
y <- 5 + exp(z) * x + rnorm(10, mean = 0, sd = 0.1)
})
lik <- bru_obs(
family = "gaussian", data = input.df,
formula = y ~ exp(z) * x + Intercept
)
fit <- bru(~ z(1) + Intercept(1), lik)
# Check the result (z posterior should be around 2)
fit$summary.fixed
}
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