MCMC: MCMC sampling for count regression with a constant mean,...

Description Usage Arguments Value Author(s)

View source: R/MCMC.R

Description

MCMC sampling for count regression with a constant mean, latent autocorrelated errors, and missing data

Usage

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MCMC(
  response,
  datadist = dpois,
  antilink = exp,
  beta0ini,
  sigmaini = NULL,
  sigCARini,
  rhoini,
  zini,
  rhogrid,
  detsig,
  SigiList,
  eff_mat_offset = NULL,
  ind_samp,
  ind_miss,
  sample_sigma = FALSE,
  sample_sigCAR = TRUE,
  sample_rho = TRUE,
  use_trunc = FALSE,
  trunc_bound = NULL,
  nMCMC = 1000,
  n_z_iters = 10,
  n_thin = 1,
  samp_sd = 0.01,
  miss_sd = 0.01,
  beta0_sd = 0.1,
  sigma_sd = 0.1,
  sigCAR_sd = 0.02,
  rho_indxpm = 3
)

Arguments

response

vector with response variable.

datadist

probability density function for data. It must be parameterized with a mean parameter, and a variance parameter. If there is no variance parameter, the argument must still be there, and just evaluated to NULL.

antilink

function to change mean (linear model) on link scale to mean for datadist distribution.

beta0ini

initialize beta0

sigmaini

initialize sigma for datadist, if it has one.

sigCARini

initialize sigCAR

rhoini

initialize rho. It must be one of the values in rhogrid

zini

initialize latent autocorrelated errors z

rhogrid

vector of rho values for lookup table

detsig

vector of determinant values corresponding to rhogrid

SigiList

list of inverse covariances, in sparse matrix form,

eff_mat_offset

matrix of samples from posterior distribution for effort. Default is NULL, in which case no offset is used

ind_samp

vector of indexes of sampled grid cells

ind_miss

vector of indexes of unsampled grid cells

sample_sigma

Logical. Should sigma parameter be sampled (TRUE) or held at initial values (FALSE).

sample_sigCAR

Logical. Should sigCAR parameter be sampled (TRUE) or held at initial values (FALSE).

sample_rho

Logical. Should rho parameter be sampled (TRUE) or held at initial values (FALSE).

use_trunc

Logical. Should truncation for z (latent autocorrelated errors) be used. If true, truncated to plus and minus the log of the largest observed value.

nMCMC

number of MCMC samples to retain

n_z_iters

number of latent autocorrelated errors (z) proposals per further MCMC updating

n_thin

number of MCMC samples per retained MCMC sample

samp_sd

tuning parameter for width of independent uniform proposal for Metropolis step of sampled z-values

miss_sd

tuning parameter for width of independent uniform proposal for Metropolis step of missing z-values

beta0_sd

tuning parameter for variance of independent normal proposal for Metropolis step of beta0

sigma_sd

tuning parameter for variance of independent normal proposal for Metropolis step of sigma

sigCAR_sd

tuning parameter for variance of independent normal proposal for Metropolis step of sigCAR

rho_indxpm

tuning parameter for number of adjacent grid values, plus and minus, of proposal for Metropolis/Hastings step of rho

Value

a list of MCMC samples of the posteriors and acceptance rates of Metropolis proposals

Author(s)

Jay Ver Hoef


jayverhoef/POP documentation built on June 29, 2021, 11:23 p.m.