Description Usage Arguments Value Examples
Extracts the effective sample size at each time point from a mssm
object.
1 | get_ess(object)
|
object |
an object of class |
An object of class mssmEss
with the effective sample sizes.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | if(require(Ecdat)){
# load data and fit glm to get some parameters to use in an illustration
data("Gasoline", package = "Ecdat")
glm_fit <- glm(lgaspcar ~ factor(country) + lincomep + lrpmg + lcarpcap,
Gamma("log"), Gasoline)
# get object to run particle filter
library(mssm)
ll_func <- mssm(
fixed = formula(glm_fit), random = ~ 1, family = Gamma("log"),
data = Gasoline, ti = year, control = mssm_control(
N_part = 1000L, n_threads = 1L))
# run particle filter
pf <- ll_func$pf_filter(
cfix = coef(glm_fit), disp = summary(glm_fit)$dispersion,
F. = as.matrix(.0001), Q = as.matrix(.0001^2))
# summary statistics for effective sample sizes
print(ess <- get_ess(pf))
}
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