Description Usage Arguments Value Details Author(s) See Also Examples
View source: R/infer_profiles_gibbs.R
General purpose functions for inferring latent profiles for different observation models using Gibbs sampling. Currently implemented observation models are: 'bernoulli' and 'binomial' and the auxiliary variable approach is used.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15  | 
X | 
 The input data, either a   | 
model | 
 Observation model name as character string. It can be either 'bernoulli' or 'binomial'.  | 
basis | 
 A 'basis' object. E.g. see   | 
H | 
 Optional, design matrix of the input data X. If NULL, H will be computed inside the function.  | 
w | 
 A vector of initial parameters (i.e. coefficients of the basis functions). If NULL, it will be initialized inside the function.  | 
mu_0 | 
 The prior mean hyperparameter vector for w.  | 
cov_0 | 
 The prior covariance hyperparameter matrix for w.  | 
gibbs_nsim | 
 Total number of simulations for the Gibbs sampler.  | 
gibbs_burn_in | 
 Burn in period of the Gibbs sampler.  | 
store_gibbs_draws | 
 Logical indicating if we should keep the whole MCMC chain for further analysis.  | 
is_parallel | 
 Logical, indicating if code should be run in parallel.  | 
no_cores | 
 Number of cores to be used, default is max_no_cores - 1.  | 
... | 
 Additional parameters.  | 
An object of class infer_profiles_gibbs_"obs_model" with the
following elements: 
W: An Nx(M+1) matrix with the
posterior mean of the parameters w. Each row of the matrix corresponds to
each element of the list X; if X is a matrix, then N = 1. The columns are
of the same length as the parameter vector w (i.e. number of basis
functions).  
W_sd: An Nx(M+1) matrix with the posterior
standard deviation (sd) of the parameters W. 
basis: The
basis object.  
nll_feat: NLL fit feature.
rmse_feat: RMSE fit feature. 
coverage_feat: CpG
coverage feature. 
W_draws: Optional, draws of the Gibbs
sampler.  
The modelling and mathematical details for inferring profiles using Gibbs sampling are explained here: http://rpubs.com/cakapourani/ . More specifically:
For Binomial observation model check: http://rpubs.com/cakapourani/bayesian-bpr-model
For Bernoulli observation model check: http://rpubs.com/cakapourani/bayesian-bpr-model
C.A.Kapourani C.A.Kapourani@ed.ac.uk
create_basis, infer_profiles_mle,
infer_profiles_vb, create_region_object
1 2 3 4 5 6  | # Example of inferring parameters for synthetic data using 3 RBFs
basis <- create_rbf_object(M=3)
out <- infer_profiles_gibbs(X = binomial_data, model = "binomial",
   basis = basis, is_parallel = FALSE, gibbs_nsim = 10, gibbs_burn_in = 5)
#-------------------------------------
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