README.md

In Tan-Furukawa/MCMCfreq: Bayesian Gaussian Process regression with Stan: computation of frequency by MCMC

MCMCfreq

Overviwe

The MCMCfreq package provides Bayesian Gaussian Process regression with Stan for one dimentional data. Althoug this package was created to correctly estimate the age frequency spectrum of detrital zircon, it can be widely applied to various data instead of histogram.

Installation

In advance, you need a working environment of Stan.

install.packages("rstan")
install.packages("rstantools")
install.packages("devtools")
library(devtools)
install_github("Tan-Furukawa/MCMCfreq")

Examples

• The function auto_cmpt_freq() is effective for detrital zircon data.

library(MCMCfreq)
d <- Osayama
e <- auto_cmpt_freq(d)
freq_graph(e, hist = T, ylab = "Frequency")

• The function cmpt_freq() is effective for all one dimentional data. If WAIC from one pair of rho and sigma is smaller than another pair, it means that is better model; therefore, we have to serch better rho and sigma to make WAIC smaller.

library(MCMCfreq)
d <- Osayama
e <- cmpt_freq(d, rho = 3, sigma = 2)
freq_graph(e, hist = T, ylab = "Frequency")
WAIC <- e$WAIC
print(WAIC)

>print(WAIC)
[1] 275.4525

Author

Tan Furukawa (古川旦)

e-mail: [e-mail]

Reference

• Furukawa, T. (2019). Bayesian statistical evaluation method for detrital zircon geochronology. In Abstract of annual meeting of JpGU, Chiba, Japan, 2019.

• Riihimäki, J., and Vehtari, A. (2014). Laplace approximation for logistic Gaussian process density estimation and regression. Bayesian analysis, 9(2), 425-448.

• Tsujimori, T. (1998). Geology of the Osayama serpentinite melange in the central Chugoku Mountains, southwestern Japan: 320 Ma blueschist-bearing serpentinite melange beneath the Oyama ophiolite. Jour. Geol. Soc. Japan, 104, 213-231.

• Stan Development Team (2018). RStan: the R interface to Stan. R package version 2.18.2. http://mc-stan.org

Tan-Furukawa/MCMCfreq documentation built on Feb. 7, 2020, 10:25 a.m.