adaptiveSIR_PseudoMarginalMCMC: Adaptive Pseudo-Marginal MCMC for SIR Epidemic Panel Data

Description Usage Arguments Value See Also

View source: R/AdaptiveSIR_PM-MCMC.R

Description

Adapts proposal parameters for with a view of optimal of a target using Pseudo-Marginal MCMC scheme.

Usage

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
adaptiveSIR_PseudoMarginalMCMC(
  obsTransData,
  I_0,
  obsTimes,
  N,
  beta0,
  gamma0,
  lambda0 = 2.38/sqrt(2),
  V0 = diag(c(1/N, 1)),
  delta = 0.05,
  noSims,
  noIts,
  burnIn,
  thinningFactor = 1,
  lagMax = NA,
  parallel = FALSE,
  noCores
)

Arguments

obsTransData

Interpanel transition data.

I_0

Initial number of infectives in the population.

obsTimes

Times at which epidemic cohort were followed up.

N

Population size.

beta0

Starting value for infectious process parameter.

gamma0

Starting value for removal/recovery process parameter.

lambda0

Starting value for RWM proposal parameter which is to be adapted.

V0

Starting state for RWM proposal Covariance matrix which is to be adapted.

delta

Probability that a proposal is made based on the starting proposal conditions.

noSims

Number of epidemic simulations to be used per iteration for estimation of likelihood.

noIts

Number of MCMC iterations.

thinningFactor

Controls the factor by which MCMC samples are thinned, to reduce dependency.

lagMax

Plotting parameter for acf() function.

parallel

Are epidemic simulations run in parallel?

noCores

If epidemic simulations are run in parallel, this is the number of cores utilised.

Value

Proposal parameters which can be used for more optimal exploration of target distribution (plus MCMC summary).

See Also

Other Panel Data MCMC: SIR_fsMCMC_blockedIS(), adaptiveSIS_PseudoMarginalMCMC(), adaptiveSISfsMCMC()


JMacDonaldPhD/Epidemics documentation built on Jan. 10, 2020, 2:48 a.m.