expectation_fc: Expectation of an MCMC weighted sample

In hunansona/ed4bhm: Empirical Determinacy for Bayesian Hierarchical Models

Expectation of an MCMC weighted sample

Description

Computes the expectation of an MCMC weighted sample.

Usage

expectation_fc(ISweight, samples)

Arguments

ISweight	numeric vector, the importance sampling weights
samples	the MCMC samples to calculate the expectation for, which are extracted from the JAGS fit

Details

A fast computation formula is derived (Hunanyan et al., 2021) to estimate the weighted samples for the model fitted in JAGS.

Value

numeric, expectation of the weighted MCMC sample

References

Hunanyan, S., Roos, M., Plummer, M., Rue, H. (2021). Quantification of empirical determinacy: the impact of likelihood weighting on posterior location and spread in Bayesian meta-analysis estimated with JAGS and INLA. Bayesian Analaysis (in preparation)

See Also

sd_fc, extract_descriptives_jags

hunansona/ed4bhm documentation built on June 15, 2022, 6:42 p.m.