bpwpm2_gibbs: Bayesian Piece-Wise Polynomial Model 2 Algorithm
In PaoloLuciano/bpwpm2: Bayesian Piece-wise Polynomial Package

Description Usage Arguments Value Examples

Second take at the bpwpm model, based solely on the Albert + Chibb Paper

bpwpm2_gibbs(Y, X, M, J, K, draws = 10^3, tau = NULL,
  beta_init = NULL, mu_beta_0 = NULL, sigma_beta_0_inv = NULL,
  precision_beta = 1, eps = 1e-15, verb = FALSE,
  debug_verb = FALSE)

`Y`	Response vector of n binary observatios (integers 0,1 - vector of size n) Can be encoded as a factor a numeric vector.
`X`	Design matrix of n observations and d covariables (numeric - n*d)
`M`	M minus 1 is the degree of the polinomial (integer - M > 0)
`J`	Number of intervals in each dimention (integer - J > 1)
`K`	Order of continuity in the derivatives (integrer - 0 < K < M)
`draws`	Númber of samples to draw from the Gibbs Sampler (integer - draw > 0)
`tau`	the initial position of nodes selected by the user. although· arbitraty they need to match the dimentions. (numeric - (J-1)*d)
`beta_init`	Inital value for the Gibbs Sampler Chain (numeric - vector of size 1*(1 + Nd))
`mu_beta_0`	Prior Mean of Beta (numeric - matrix of size N*d)
`sigma_beta_0_inv`	sigma_w_0_inv:= Prior Inverse if the Variance-Covariance Matrices of w (list - d elements, each element is a numeric matrix of size N*N)
`eps`	Numerical threshold
`verb`	short for verbose, if TRUE, prints aditional information (logical)
`debug_verb`	If TRUE, print even more info to help with debug_verbging (logical)
`precision_w`	If using the default sigmas for w, a diagonal matrix will be used. Precision controls its magnitude (numeric - precision > 0)

An object of the class "bpwpm" containing at the following components:

beta:: A data frame containing the Gibbs sampler simulation for beta
Psi:: The PWP Expansion for input matrix X and nodes selected on percentiles
tau:: Nodes used for training
M:: Initial parameters
J:: Initial parameters
K:: Initial parameters
d:: Number of dimentions
indep_terms:: Logical. If independent terms are keept
info: A string that prints the basic information of the mode. Used for the summary function.