models_visited: Count the number of times a model is visited

In rjpdmp: Reversible Jump PDMP Samplers

Count the number of times a model is visited

Description

Count the number of times a model is visited

Usage

models_visited(thetas)

Arguments

thetas

Vector of model indicies from the PDMP trajectory or samples from an MCMC sampler

Value

Returns a Matrix with rows corresponding to models and a final column corresponding to the number of times the model is visited

Examples

generate.logistic.data <- function(beta, n.obs, Sig) {
p <- length(beta)
dataX <- MASS::mvrnorm(n=n.obs,mu=rep(0,p),Sigma=Sig)
vals <- dataX %*% as.vector(beta)
generateY <- function(p) { rbinom(1, 1, p)}
dataY <- sapply(1/(1 + exp(-vals)), generateY)
return(list(dataX = dataX, dataY = dataY))
}

n <- 15
p <- 25
beta <- c(1, rep(0, p-1))
Siginv <- diag(1,p,p)
Siginv[1,2] <- Siginv[2,1] <- 0.9
set.seed(1)
data <- generate.logistic.data(beta, n, solve(Siginv))
ppi <- 2/p

zigzag_fit <- zigzag_logit(maxTime = 1, dataX = data$dataX, datay = data$dataY,
                           prior_sigma2 = 10,theta0 = rep(0, p), x0 = rep(0, p),
                           rj_val = 0.6, ppi = ppi)
## Not run: 
models_visited(zigzag_fit$theta)

## End(Not run)

rjpdmp documentation built on March 18, 2022, 7:52 p.m.