Description Usage Arguments Value Examples
View source: R/Poly_Gibbs_GammaTrace.R
Multinom_traceplot_gamma
Plots for diagnosis of Parameters estimates by Ordered Multinomial Regression via data augmentation and Gibbs sampling.
1 | Multinom_traceplot_gamma(gamma_update, k)
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gamma_update |
a nIter X (K+1) matrix of beta_updates staring with -Inf and ending with + Inf, sorted in each row |
k |
a integer not greater than (p) indicating which beta is of interest. |
traceplot
Line diagrams showing convergence of gibbs sampler for a parameter and indicating cumulative posterior mean over iterartions.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 | # Initialization
set.seed(250)
n <- 1000 # Total no of observations.
int1 <- -1 # gamma boundary
int2 <- 3 # gamma boundary
beta <- c(-.75, 1) # Regression Parameters for data generation.
X <- cbind(sample(1:4, n, replace = TRUE), rnorm(n, 0, 2)) # Generated design matrix
# Generation of Latent Variable Observations
eta <- X %*% beta
z <- rnorm(n, eta, 1)
# Generation of Responses depending on z
y <- rep(0, n)
y[z <= int1] <- 1
y[int1 <z & z <= int2] <- 2
y[int2 < z ] <- 3
#Spliting The Data in Train and Test in 80:20 ratio
Train_ID = sample(1:nrow(X), round(nrow(X) * 0.8), replace = FALSE) # Train Data IDS
Train_X = X[Train_ID, ]# Train Data Covariates
Test_X = X[-Train_ID, ]
Train_Y = y[Train_ID] # Train Data Response
Test_Y = y[-Train_ID] # Test Data Response
K = 3
k = 1
nIter = 10000
burn_in = 5000
breaks = 50
Result = MultinomGibbs_fit(Train_X, Train_Y, nIter, burn_in, K)
gamma_update = Result$gamma_update
Multinom_traceplot_gamma(gamma_update = gamma_update , k = 2)
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