multMixNRMI1: Multiple chains of MixNRMI1

In konkam/BNPdensity: Ferguson-Klass Type Algorithm for Posterior Normalized Random Measures

Multiple chains of MixNRMI1

Description

Multiple chains of MixNRMI1

Usage

multMixNRMI1(
  x,
  probs = c(0.025, 0.5, 0.975),
  Alpha = 1,
  Kappa = 0,
  Gama = 0.4,
  distr.k = "normal",
  distr.p0 = "normal",
  asigma = 0.5,
  bsigma = 0.5,
  delta_S = 3,
  delta_U = 2,
  Meps = 0.01,
  Nx = 150,
  Nit = 1500,
  Pbi = 0.1,
  epsilon = NULL,
  printtime = TRUE,
  extras = TRUE,
  adaptive = FALSE,
  nchains = 4,
  parallel = TRUE,
  ncores = parallel::detectCores()
)

Arguments

x	Numeric vector. Data set to which the density is fitted.
probs	Numeric vector. Desired quantiles of the density estimates.
Alpha	Numeric constant. Total mass of the centering measure. See details.
Kappa	Numeric positive constant. See details.
Gama	Numeric constant. 0\leq \texttt{Gama} \leq 1. See details.
distr.k	The distribution name for the kernel. Allowed names are "normal", "gamma", "beta", "double exponential", "lognormal" or their common abbreviations "norm", "exp", or an integer number identifying the mixture kernel: 1 = Normal; 2 = Gamma; 3 = Beta; 4 = Double Exponential; 5 = Lognormal.
distr.p0	The distribution name for the centering measure. Allowed names are "normal", "gamma", "beta", or their common abbreviations "norm", "exp", or an integer number identifying the centering measure: 1 = Normal; 2 = Gamma; 3 = Beta.
asigma	Numeric positive constant. Shape parameter of the gamma prior on the standard deviation of the mixture kernel distr.k.
bsigma	Numeric positive constant. Rate parameter of the gamma prior on the standard deviation of the mixture kernel distr.k.
delta_S	Numeric positive constant. Metropolis-Hastings proposal variation coefficient for sampling sigma.
delta_U	Numeric positive constant. Metropolis-Hastings proposal variation coefficient for sampling the latent U.
Meps	Numeric constant. Relative error of the jump sizes in the continuous component of the process. Smaller values imply larger number of jumps.
Nx	Integer constant. Number of grid points for the evaluation of the density estimate.
Nit	Integer constant. Number of MCMC iterations.
Pbi	Numeric constant. Burn-in period proportion of Nit.
epsilon	Numeric constant. Extension to the evaluation grid range. See details.
printtime	Logical. If TRUE, prints out the execution time.
extras	Logical. If TRUE, gives additional objects: means, weights and Js.
adaptive	Logical. If TRUE, uses an adaptive MCMC strategy to sample the latent U (adaptive delta_U).
nchains	The number of chains to run.
parallel	Whether to run the chains in parallel. Only works on UNIX-like systems as it rests on Fork parallelism
ncores	Number of cores for the parallel run. Defaults to parallel::detectCores(), i.e. the maximum number of cores detected by R on your system.

Value

a list containing the multiple fits.

See Also

MixNRMI2, MixNRMI1cens, MixNRMI2cens

Examples

data(acidity)
multMixNRMI1(acidity, parallel = TRUE, Nit = 10, ncores = 2)

konkam/BNPdensity documentation built on March 14, 2024, 7:15 a.m.