gibbs_mult_wish: Multilevel FoSR using a Gibbs sampler and Wishart prior

In refund: Regression with Functional Data

Multilevel FoSR using a Gibbs sampler and Wishart prior

Description

Fitting function for function-on-scalar regression for multilevel data. This function estimates model parameters using a Gibbs sampler and estimates the residual covariance surface using a Wishart prior.

Usage

gibbs_mult_wish(
  formula,
  Kt = 5,
  data = NULL,
  verbose = TRUE,
  N.iter = 5000,
  N.burn = 1000,
  alpha = 0.1,
  Az = NULL,
  Bz = NULL,
  Aw = NULL,
  Bw = NULL,
  v = NULL,
  SEED = NULL
)

Arguments

formula	a formula indicating the structure of the proposed model.
Kt	number of spline basis functions used to estimate coefficient functions
data	an optional data frame, list or environment containing the variables in the model. If not found in data, the variables are taken from environment(formula), typically the environment from which the function is called.
verbose	logical defaulting to TRUE – should updates on progress be printed?
N.iter	number of iterations used in the Gibbs sampler
N.burn	number of iterations discarded as burn-in
alpha	tuning parameter balancing second-derivative penalty and zeroth-derivative penalty (alpha = 0 is all second-derivative penalty)
Az	hyperparameter for inverse gamma controlling variance of spline terms for subject-level effects
Bz	hyperparameter for inverse gamma controlling variance of spline terms for subject-level effects
Aw	hyperparameter for inverse gamma controlling variance of spline terms for population-level effects
Bw	hyperparameter for inverse gamma controlling variance of spline terms for population-level effects
v	hyperparameter for inverse Wishart prior on residual covariance
SEED	seed value to start the sampler; ensures reproducibility

Author(s)

Jeff Goldsmith [e-mail]

References

Goldsmith, J., Kitago, T. (2016). Assessing Systematic Effects of Stroke on Motor Control using Hierarchical Function-on-Scalar Regression. Journal of the Royal Statistical Society: Series C, 65 215-236.

refund documentation built on Sept. 21, 2024, 1:07 a.m.