Combine: Combine Demonoid Objects

Description Usage Arguments Details Value Author(s) See Also

View source: R/Combine.R

Description

This function combines objects of class demonoid.

Usage

1
Combine(x, Data, Thinning=1)

Arguments

x

This is a list of objects of class demonoid, and this list may be an object of class demonoid.hpc.

Data

This is the data, and must be identical to the data used to create the demonoid objects with LaplacesDemon.

Thinning

This is the amount of thinning to apply to the posterior samples after appending them together. Thinning defaults to 1, in which case all samples are retained. For example, in the case of, say, Thinning=10, then only every 10th sample would be retained. When combining parallel chains, Thinning is often left to its default. When combining consecutive updates, Thinning is usually applied, with the value equal to the number of objects of class demonoid. For more information on thinning, see the Thin function.

Details

The purpose of the Combine function is to enable a user to combine objects of class demonoid for one of three reasons. First, parallel chains from LaplacesDemon.hpc may be combined after convergence is assessed with Gelman.Diagnostic. Second, consecutive updates of single chains from LaplacesDemon or parallel chains from LaplacesDemon.hpc may be combined when the computer has insufficient random-access memory (RAM) for the user to update once with enough iterations. Third, consecutive single-chain or parallel-chain updates may be combined when it seems that the logarithm of the joint posterior distribution, LP, seems to be oscillating up and down, which is described in more detail below.

The most common use regards the combination of parallel chains output from LaplacesDemon.hpc. Typically, a user with parallel chains examines them graphically with the caterpillar.plot and plot (actually, plot.demonoid) functions, and assesses convergence with the Gelman.Diagnostic function. Thereafter, the parallel chain output in the object of class demonoid.hpc should be combined into a single object of class demonoid, before doing posterior predictive checks and making inferences. In this case, the Thinning argument usually is recommended to remain at its default.

It is also common with a high-dimensional model (a model with a large number of parameters) to need more posterior samples than allowed by the random-access memory (RAM) of the computer. In this case, it is best to use the LaplacesDemon.RAM function to estimate the amount of RAM that a given model will require with a given number of iterations, and then update LaplacesDemon almost as much as RAM allows, and save the output object of class demonoid. Then, the user is advised to continue onward with a consecutive update (after using as.initial.values and anything else appropriate to prepare for the consecutive update). Suppose a user desires to update a gigantic model with thousands of parameters, and with the aid of LaplacesDemon.RAM, estimates that they can safely update only 100,000 iterations, and that 150,000 iterations would exceed RAM and crash the computer. The patient user can update several consecutive models, each with retaining only 1,000 thinned posterior samples, and combine them later with the Combine function, by placing multiple objects into a list, as described below. In this way, it is possible for a user to update models that otherwise far exceed computer RAM.

Less commonly, multiple updates of single-chain objects should be combined into a single object of class demonoid. This is most useful in complicated models that are run for large numbers of iterations, where it may be suspected that stationarity has been achieved, but that thinning is insufficient, and the samples may be combined and thinned. If followed, then these suggestions may continue seemingly to infinity, and the unnormalized logarithm of the joint posterior density, LP, may seem to oscillate, sometimes improving and getting higher, and getting lower during other updates. For this purpose, the prior covariance matrix of the last model is retained (rather than combining them). This may be an unpleasant surprise for combining parallel updates, so be aware of it.

In these cases, which usually involve complicated models with high autocorrelation in the chains, the user may opt to use parallel processing with the LaplacesDemon.hpc function, or may use the LaplacesDemon function as follows. The user should save (meaning, not overwrite) each object of class demonoid, place multiple objects into a list, and use the Combine function to combine these objects.

For example, suppose a user names the object Fit, as in the LaplacesDemon example. Now, rather than overwriting object Fit, object Fit is renamed, after updating a million iterations, to Fit1. As suggested by Consort, another million iterations are used, but now to create object Fit2. Further suppose this user specified Thinning=1000 in LaplacesDemon, meaning that the million iterations are thinned by 1,000, so only 1,000 iterations are retained in each object, Fit1 and Fit2. In this case, Combine combines the information in Fit1 and Fit2, and returns an object the user names Fit3. Fit3 has only 1,000 iterations, which is the result of appending the iterations in Fit1 and Fit2, and thinning by 2. If 2,000,000 iterations were updated from the beginning, and were thinned by 2,000, then the same information exists now in Fit3. The Consort function can now be applied to Fit3, to see if stationarity is found. If not, then more objects of class demonoid can be collected and combined.

Value

This function returns an object of class demonoid. For more information on an object of class demonoid, see the LaplacesDemon function.

Author(s)

Statisticat, LLC. [email protected]

See Also

caterpillar.plot, Gelman.Diagnostic, LaplacesDemon, LaplacesDemon.hpc, and Thin.


LaplacesDemonR/LaplacesDemon documentation built on Aug. 15, 2018, 4:34 a.m.