calibrateModel_beyesian: Calibrate models using Bayesian methods - employing local...

View source: R/bayesian_helpers.R

calibrateModel_beyesianR Documentation

Calibrate models using Bayesian methods - employing local IMIS_()

Description

Calibrate models using Bayesian methods - employing local IMIS_()

Usage

calibrateModel_beyesian(
  .b_method = "SIR",
  .func,
  .args,
  .l_targets,
  .l_params,
  .samples,
  .n_resample = 1000,
  .IMIS_sample = 1000,
  .IMIS_iterations = 30,
  .MCMC_burnIn = 10000,
  .MCMC_samples = 50000,
  .MCMC_thin = 5,
  .MCMC_rerun = TRUE,
  .transform = FALSE,
  .diag_ = FALSE
)

Arguments

.b_method

Character defining the Bayesian method to use in the calibration process. Currently supported methods are SIR and IMIS.

.func

A function defining the decision analytic model to be calibrated.

.args

A list of arguments passed to the model function.

.l_targets

A list containing a vector of targets' names, a vector of targets' weights, a vector of targets' distributions, and a table for each target that contains the values (column name 'value') and standard errors (column name 'sd') of the corresponding target.

.l_params

A list that contains a vector of parameter names, distributions and distributions' arguments.

.samples

A table or vector of sampled parameter values

.n_resample

the desired number of draws from the posterior

.IMIS_sample

the incremental sample size at each IMIS iteration

.IMIS_iterations

the maximum number of iterations in IMIS

.MCMC_burnIn

the number of samples before starting to retain samples

.MCMC_samples

the total number of samples the MCMC algorithm should generate including the burn-in sample including the .MCMC_burnIn. This value should not be equal to or less than .MCMC_burnIn.

.MCMC_thin

the value used to thin the resulting chain

.MCMC_rerun

use the proposal distribution covariance matrix from the first run to re-run the MCMC chain.

.transform

Logical for whether to back-transform parameters to their original scale.

.diag_

Logical for whether to print diagnostics


W-Mohammed/calibrater documentation built on Oct. 14, 2023, 1:57 a.m.