summary.qde: Summary Method for Quantile based Density Estimation

In qrjoint: Joint Estimation in Linear Quantile Regression

Summary Method for Quantile based Density Estimation

Description

Summarize model fit for qde

Usage

 
## S3 method for class 'qde'
summary(object, ntrace = 1000, burn.perc = 0.5, 
        plot.dev = TRUE, more.details = FALSE, ...)

Arguments

object	a fitted model of the class 'qde'.
ntrace	number of draws to be included in trace plots
burn.perc	fraction of MCMC draws to be discarded as burn-in.
plot.dev	logical indicator of whether to show trace plot of deviance
more.details	logical indicating whether other details from MCMC are to be plotted
...	a limited number of plotting controls that are passed onto the deviance plot

Value

Displays the trace of the deviance statistic. More details include trace plots of of the proximity parameter of each GP, a plot of Geweke p-values for (from geweke.diag) convergence of each model parameter and an image plot of parameter correlation. Also prints two versions of Watanabe AIC.

The following quantities are returned invisibly.

deviance	vector deviance statistic of the samples parameter draws
pg	a matrix with nsamp number of columns, each columns could be coerced into a matrix of dimension ngrid * (p+1), where the columns gives the conditional posterior weights on the lambda grid values for the corresponding GP function.
prox	posterior draws of proximity in the form of a (p+1)*nsamp matrix.
ll	a matrix of n*nsamp containing observation-level log-likelihood contributions. Used to calculate waic, and could be used for other AIC calculations.
ql	a matrix of n*nsamp containing observation-level estimated quantile levels.
waic	Two versions of Watanabe AIC from Gelman, Hwang and Vehtari (2014).

References

Gelman, A., Hwang, J., and Vehtari, A. (2014). Understanding predictive information criterion for Bayesian models. Stat Comput, 24, 997-1016.

See Also

qrjoint and coef.qrjoint.

Examples

 
# Plasma data analysis

data(plasma)
Y <- plasma$BetaPlasma
Y <- Y + 0.1 * rnorm(length(Y)) ## remove atomicity

# model fitting with 50 posterior samples from 100 iterations (thin = 2)
fit.qde <- qde(Y, 50, 2)
summary(fit.qde, more = TRUE)

qrjoint documentation built on April 6, 2023, 1:07 a.m.