runMCMC: Run MCMC estimation

In MJAlexander/distortr: Temporal smoothing methods for demographic time series

Description

Run MCMC estimation for time series using JAGS. Can either be run on a single time series of a set of time series.

Usage

runMCMC(input.data, method, nyears = NULL, obs.err = TRUE,
  measurement.err = TRUE, cs.arma = NULL, cs.smoothing = TRUE,
  time.trend = FALSE, nserror.estimated = TRUE, order = NULL, I = 2.5,
  matern.cov = TRUE, nchains = 3, nburnin = 1000, niter = 2000,
  nthin = 1, model.file.path = NULL, model.save.file.path = "R/model.txt")

Arguments

input.data	Input data to JAGS. If single country, this is a dataframe of x and y observations, and standard errors around ys. If a global run, this is a list of required input data. See processData, getSplinesData and getGPData to get required data in compatible form.
method	The method of smoothing to implement (choices: ar, arma, splines, gp)
nyears	For single country runs: number of years of observations
obs.err	For single country runs: is TRUE if standard errors are observed
measurement.err	For single country runs: is TRUE if there is assumed to be measurement error
cs.arma	For global runs: whether ARMA parameter(s) are country specific. If 'FALSE', parameter is global.
cs.smoothing	For global runs: whether smoothing paramter is country specific. If 'FALSE', smoothing parameter is global.
time.trend	For global runs: if 'TRUE' a linear time trend is estimated.
nserror.estimated	For global runs: whether to estimate non-sampling error. IF 'FALSE', fixed sampling error is inputted.
order	The order of splines penalization (either 1 or 2)
I	Knot spacing for splines
matern.cov	Whether or not to use Matern covariance function if method=="gp". Default is TRUE.
nchains	Number of MCMC chains
nburnin	Number of iterations to throw away as burn in.
niter	Number of total iterations.
nthin	Degree of thinning of MCMC chains
model.file.path	Text file which contains the model to be fitted. If NULL, the text file is drawn from the models folder.
model.save.file.path	For global runs: path to save model, if written.

Value

A JAGS model object

See Also

getResults, plotResults

Examples

nyears <- 100
prop.sample <- 0.7
obs.err <- TRUE
sigma.y <- 0.5
seed <- 123
method <- 'splines'
params <- list(sigma.alpha = 1, order = 1)
df <- simulateFluctuations(nyears, prop.sample, method, params, obs.err, sigma.y)
df$se <- 1
mod <- runMCMC(input.data = df, nyears = 100, method = "splines", order = 1,nchains = 4, nburnin = 100, niter = 100+3000, nthin = 3)

MJAlexander/distortr documentation built on July 17, 2020, 4:06 p.m.