rmg: Nonparametric mixture of rounded Gaussians

In rmp: Rounded Mixture Package

Nonparametric mixture of rounded Gaussians

Description

Performs Bayesian probability mass function estimation under nonparametric mixture of rounded of Gaussian kernels.

Usage

rmg(ydis, k=length(ydis), nrep, nb, alpha=1, theta=alpha, sigma=0, 
mixing_hyperprior= FALSE, basemeasure_hyperprior = FALSE, mixing_type="DP", algo="slice",
mu0=mean(ydis), kap=var(ydis), 
atau=1, btau=2, a_a=1, b_a=1, lb=NULL, ub=NULL, print = 1, ndisplay = nrep/4,
plot.it = FALSE, pdfwrite = FALSE, ...)

dpmrg(ydis, k, nrep, nb, alpha, alpha_r = FALSE, mu0 = mean(ydis), kap = var(ydis), 
atau, btau, a_a = 1, b_a = 1, lb = NULL, ub = NULL, 
print = 1, ndisplay = nrep/4, 
plot.it = FALSE, pdfwrite = FALSE, ...)

Arguments

ydis	Vector of count data
k	Truncation level for the number of cluster in the mixture. Default is length(ydis).
nrep	Number of MCMC iterations
nb	Number of burn-in iteration in the MCMC to discard
alpha	Value of the precision parameter of the Dirichlet process prior
theta	Value of the strength parameter of the Two-parameters-Poisson-Dirichlet process prior
sigma	Value of the discount parameter of the Two-parameters-Poisson-Dirichlet process prior
mixing_hyperprior	Logical. If TRUE alpha is random with gamma hyperprior
alpha_r	Logical. If TRUE alpha is random with gamma hyperprior
basemeasure_hyperprior	Logical. If TRUE also the parameters of the base measure are random, see details below.
mixing_type	Type of mixing distribution. Default is "DP" for Dirichlet process but also "2PD" for Two-parameters-Poisson-Dirichlet process is allowed.
algo	Type of algorithm. Current choices are: slice sampler (algo="slice") or polya-urn-type sampler (algo="polya-urn").
mu0	Location hyperparameter for the latent rounded Gaussian base measure
kap	Precision hyperparameter for the latent rounded Gaussian base measure
atau	Shape hyperparameter for the Gamma distribution
btau	Scale hyperparameter for the Gamma distribution
a_a	Shape hyperparameter for the Gamma distribution for alpha
b_a	Scale hyperparameter for the Gamma distribution for alpha
lb	Scalar integer. Lower bound for the argument of the pmf. Default is max(0,min(ydis)-10).
ub	Scalar integer. Upper bound for the argument of the pmf. Default is max(ydis)+10.
print	Vector of integers (from 1 to 6) indicating whether to print each step of the Gibbs sampler. Specifically, 1 for current iteration, 2 for the data augmentation step simulating the latent continuous variables, 3 for the DP cluster allocation, 4 for the posterior parameters of the mixture components, 5 for the precision of the DP, 6 for the posterior pmf.
ndisplay	Scalar integer. It gives the number of iterations to be displayed on screen (the function reports on the screen when every ndisplay iterations have been carried out)
plot.it	Logical, default FALSE. If TRUE a plot with empirical and estimated posterior probability mass functions is plotted.
pdfwrite	Logical, default FALSE. If TRUE a pdf file is written in the current working directory. Traceplots and other posterior quantities are drown.
...	Additional arguments (for future implemetantions).

Details

The rmg function performs Bayesian probability mass function estimation under the mixture model of Canale and Dunson (2011) with Dirichlet process or Two-parameters-Poisson-Dirichlet process as prior for the mixing measure. The model is

y_i \mid \mu_i, \tau_i \sim \mbox{RG}(\mu_i, \tau_i), i=1, \dots, n

(\mu_i, \tau_i) \mid G \sim G

G \sim \Pi(P_0),

where \Pi is the Dirichlet process or the Two-parameters-Poisson-Dirichlet process with base measure P_0 and RG(\mu, \tau) is a rounded Gaussian kernel with location \mu and precision \tau and tresholds -\infty, 1, 2, \dots. The function dpmrg is a wrapper to rmg with mixing_type="DP" for back portability with version 1.0 of the package. The main part of the code is written in C language to gain computational speed. Plots and posterior summaries are in plain R code. From version 2.0 on, the blocked gibbs sampler has been removed in place of slice samper (Kalli et al., 2011) and polya-urn sampler.

Value

name	Name of the model
mixing_type	Name of the mixing prior
mcmc	Quantities about MCMC sampling
mcmc.chains	MCMC chains of the parameters
pmf	A list containing several quantities related to the probability mass function (emprical pmf, posterior mean pmf and pointwise 95% credible intervals) computed for the values from lb to ub
parameters	A list containing the posterior mean of the cluster specific parameters (be careful of label-switching problems)
clustering	A list containing posterior quantities related to the clustering structure of the data

Author(s)

R code and porting by A. Canale, C code by A. Canale with minor contributions by N. Lunardon.

References

Canale, A. and Dunson, D. B. (2011), "Bayesian Kernel Mixtures for Counts", Journal of American Statistical Association, 106, 1528-1539.

Kalli, M., Griffin, J., and Walker, S. (2011), "Slice sampling mixture models," Statistics and Computing, 21, 93-105.

See Also

dpmpoiss

Examples

data(ethylene)
y <- tapply(ethylene$impl,FUN=mean,INDEX=ethylene$id)
z <- tapply(ethylene$dose,FUN=mean,INDEX=ethylene$id)

# Estimate the pmf of the number of implants in the control group
y0  <- y[z==0]
pmf.control = rmg(y0, k=20, nrep=11000, nb=1000, alpha=1, atau=1, btau=1,
lb=5, ub=24, plot.it= TRUE)

rmp documentation built on Aug. 25, 2023, 9:06 a.m.