aic: Artificial Identifiability Constraints

Description

This function relabels the MCMC output by simply ordering a specific parameter. Let m, K and J denote the number of simulated MCMC samples, number of mixture components and different parameter types, respectively.

Usage

 1 aic(mcmc.pars, constraint)

Arguments

 mcmc.pars m\times K\times J array of simulated MCMC parameters. constraint An integer between 1 and J corresponding to the parameter that will be used to apply the Identifiabiality Constraint. In this case, the MCMC output is reordered according to the constraint mcmc.pars[i,1,constraint] < … < mcmc.pars[i,K,constraint], for all i=1,…,m. If constraint = "ALL", all J Identifiability Constraints are applied.

Value

 permutations an m\times K array of permutations.

Author(s)

Panagiotis Papastamoulis

Examples

 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 #load a toy example: MCMC output consists of the random beta model # applied to a normal mixture of \code{K=2} components. The number of # observations is equal to \code{n=5}. The number of MCMC samples is # equal to \code{m=300}. The 1000 generated MCMC samples are stored #to array mcmc.pars. data("mcmc_output") mcmc.pars<-data_list$"mcmc.pars" # mcmc parameters are stored to array \code{mcmc.pars} # mcmc.pars[,,1]: simulated means of the two components # mcmc.pars[,,2]: simulated variances of the two components # mcmc.pars[,,3]: simulated weights of the two components # We will apply AIC by ordering the means # which corresponds to value \code{constraint=1} run<-aic(mcmc = mcmc.pars,constraint=1) # apply the permutations returned by typing: reordered.mcmc<-permute.mcmc(mcmc.pars,run$permutations) # reordered.mcmc[,,1]: reordered means of the two components # reordered.mcmc[,,2]: reordered variances of the components # reordered.mcmc[,,3]: reordered weights

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