probitCJS | R Documentation |
Takes design data list created with the function make.design.data for model "probitCJS" and draws a sample from the posterior distribution using a Gibbs sampler.
probitCJS(
ddl,
dml,
parameters,
design.parameters,
burnin,
iter,
initial = NULL,
imat = NULL
)
ddl |
list of dataframes for design data; created by call to
|
dml |
list of design matrices created by |
parameters |
A model specification list with a list for Phi and p containing a formula and optionally a prior specification which is a named list. See 'Priors' section below. |
design.parameters |
Specification of any grouping variables for design data for each parameter |
burnin |
number of iteration to initially discard for MCMC burnin |
iter |
number of iteration to run the Gibbs sampler for following burnin |
initial |
A named list (Phi,p). If null and imat is not null, uses cjs.initial to create initial values; otherwise assigns 0 |
imat |
A list of vectors and matrices constructed by |
A list with MCMC iterations and summarized output:
beta.mcmc |
list with elements Phi and p which contain MCMC iterations for each beta parameter |
real.mcmc |
list with elements Phi and p which contain MCMC iterations for each real parameter |
beta |
list with elements Phi and p which contain summary of MCMC iterations for each beta parameter |
reals |
list with elements Phi and p which contain summary of MCMC iterations for each real parameter |
The prior distributions used in probitCJS
are multivariate normal with mean mu a
and variance tau*(X'X)^(-1) on the probit scale for fixed effects. The matrix X is
the design matrix based on the model specification (located in parameters$Phi$formula
and
parameters$p$formula
respectively). Priors for random effect variance
components are inverse gamma with shape parameter 'a' and rate parameter 'b'. Currently,
the default values are mu=0 and tau=0.01 for phi and p parameters. For all randome effects
deault values are a=2 and b=1.0E-4. In addition to the variance component each random effect
can be specified with a known unscaled covariance matrix, Q, if random effects are correlated.
For example, to obtain a random walk model for a serially correlated effect see
Examples section below. To specify different hyper-parameters for the prior distributions, it must be done
in the parameters
list. See the Examples section for changing the prior distributions. Note that a and b can be
vectors and the Qs are specified via a list in order of the random effects specified in the
model statements.
Devin Johnson
# This example is excluded from testing to reduce package check time
# Analysis of the female dipper data
data(dipper)
dipper=dipper[dipper$sex=="Female",]
# following example uses unrealistically low values for burnin and
# iteration to reduce package testing time
fit1 = crm(dipper,model="probitCJS",model.parameters=list(Phi=list(formula=~time),
p=list(formula=~time)), burnin=100, iter=1000)
fit1
# Real parameter summary
fit1$results$reals
# Changing prior distributions:
fit2 = crm(dipper,model="probitCJS",
model.parameters=list(
Phi=list(formula=~time, prior=list(mu=rep(0,6), tau=1/2.85^2)),
p=list(formula=~time, prior=list(mu=rep(0,6), tau=1/2.85^2))
), burnin=100, iter=1000)
fit2
# Real parameter summary
fit2$results$reals
# Creating a Q matrix for random walk effect for 6 recapture occasions
A=1.0*(as.matrix(dist(1:6))==1)
Q = diag(apply(A,1,sum))-A
# Fit a RW survival process
fit3 = crm(dipper,model="probitCJS",
model.parameters=list(
Phi=list(
formula=~(1|time),
prior=list(mu=0, tau=1/2.85^2, re=list(a=2, b=1.0E-4, Q=list(Q)))
),
p=list(formula=~time, prior=list(mu=rep(0,6), tau=1/2.85^2))
), burnin=100, iter=1000)
fit3
# Real parameter summary (Not calculated for random effects yet)
fit3$results$reals
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