Description Usage Arguments Details Value Examples
The dependent logit stick-breaking process (LSBP) model estimated through the Gibbs sampling.
1 2 | LSBP_Gibbs(Formula, data, H, prior, control = control_Gibbs(),
verbose = TRUE)
|
Formula |
An object of class |
data |
A data frame containing the variables of |
H |
An integer indicating the number of mixture components. |
prior |
A list of prior hyperparameters as returned by |
control |
A list as returned by |
verbose |
A logical value indicating whether additional information should be displayed while the algorithm is running. |
The Formula
specification contains the response, separated from the covariates with the symbol '~
', and two sets of covariates. The latters are separated by the symbol '|
', indicating the kernel covariates and the mixing covariates, respectively. For example, one could specify y ~ x1 + x2 | x3 + x4
. NOTE: if the second set of covariates is omitted it is assumed that the two sets are the same.
If offsets
or weights
are provided in the Formula
they will be ignored in the current version.
A predict
method is available and described at predict.LSBP_Gibbs
.
The output is an object of class 'LSBP_Gibbs
' containing the following quantities:
param
. A list containing MCMC replications for each set of coefficients: beta_mixing, beta_kernel, tau
.
logposterior
. The log-posterior of the model at each MCMC iteration.
call
. The input Formula.
data
. The input data frame.
control
. The control list provided as input.
H
. The input number of mixture components.
prior
. The input prior hyperparameters.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | ## Not run:
data(cars)
# A model with constant kernels
fit_gibbs <- LSBP_Gibbs(dist ~ 1 | speed, data=cars, H=4)
plot(cars)
lines(cars$speed,colMeans(predict(fit_gibbs)))
# A model with linear kernels
fit_gibbs <- LSBP_Gibbs(dist ~ speed | speed, data=cars, H=2)
plot(cars)
lines(cars$speed,colMeans(predict(fit_gibbs)))
## End(Not run)
|
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