cl_agg | R Documentation |
This function aggregates S
parameter draws that have been clustered
into S_{\mathrm{cl}}
clusters by averaging across the draws that
belong to the same cluster. This averaging can be done in a weighted fashion.
cl_agg(
draws,
cl = seq_len(nrow(draws)),
wdraws = rep(1, nrow(draws)),
eps_wdraws = 0
)
draws |
An |
cl |
A numeric vector of length |
wdraws |
A numeric vector of length |
eps_wdraws |
A positive numeric value (typically small) which will be
used to improve numerical stability: The weights of the draws within each
cluster are multiplied by |
An S_{\mathrm{cl}} \times P
matrix of aggregated
parameter draws.
set.seed(323)
S <- 100L
P <- 3L
draws <- matrix(rnorm(S * P), nrow = S, ncol = P)
# Clustering example:
S_cl <- 10L
cl_draws <- sample.int(S_cl, size = S, replace = TRUE)
draws_cl <- cl_agg(draws, cl = cl_draws)
# Clustering example with nonconstant `wdraws`:
w_draws <- rgamma(S, shape = 4)
draws_cl <- cl_agg(draws, cl = cl_draws, wdraws = w_draws)
# Thinning example (implying constant `wdraws`):
S_th <- 50L
idxs_thin <- round(seq(1, S, length.out = S_th))
th_draws <- rep(NA, S)
th_draws[idxs_thin] <- seq_len(S_th)
draws_th <- cl_agg(draws, cl = th_draws)
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