mcmcsae-family: Functions for specifying a sampling distribution and link...

In mcmcsae: Markov Chain Monte Carlo Small Area Estimation

Functions for specifying a sampling distribution and link function

Description

These functions are intended for use in the family argument of create_sampler. In future versions these functions may gain additional arguments, but currently the corresponding functions gaussian and binomial can be used as well.

Usage

f_gaussian(link = "identity")

f_binomial(link = c("logit", "probit"))

f_negbinomial(link = "logit")

f_poisson(link = "log")

f_multinomial(link = "logit", K = NULL)

f_gamma(
  link = "log",
  shape.vec = ~1,
  shape.prior = pr_fixed(1),
  shape.MH.type = c("RW", "gamma")
)

Arguments

link	the name of a link function. Currently the only allowed link functions are: "identity" for (log-)Gaussian sampling distributions, "logit" (default) and "probit" for binomial distributions and "log" for negative binomial sampling distributions.
K	number of categories for multinomial model; this must be specified for prior predictive sampling.
shape.vec	optional formula specification of unequal shape parameter for gamma family
shape.prior	prior for gamma shape parameter. Supported prior distributions: pr_fixed with a default value of 1, pr_exp and pr_gamma. The current default is that of a fixed shape equal to 1, i.e. pr_fixed(value=1).
shape.MH.type	the type of Metropolis-Hastings algorithm employed in case the shape parameter is to be inferred. The two choices currently supported are "RW" for a random walk proposal on the log-shape scale and "gamma" for an approximating gamma proposal, found using an iterative algorithm. In the latter case, a Metropolis-Hastings accept-reject step is currently omitted, so the sampling algorithm is an approximate one, though one that is usually quite accurate and efficient.

Value

A family object.

References

J.W. Miller (2019). Fast and Accurate Approximation of the Full Conditional for Gamma Shape Parameters. Journal of Computational and Graphical Statistics 28(2), 476-480.

mcmcsae documentation built on Oct. 11, 2023, 1:06 a.m.