lambdamax.diag: Data Cloning Diagnostics

In dclone: Data Cloning and MCMC Tools for Maximum Likelihood Methods

Description

These functions calculates diagnostics for evaluating data cloning convergence.

Usage

lambdamax.diag(x, ...)
## S3 method for class 'mcmc.list'
lambdamax.diag(x, ...)

chisq.diag(x, ...)
## S3 method for class 'mcmc.list'
chisq.diag(x, ...)

Arguments

x	An object of class mcmc or mcmc.list.
...	Other arguments to be passed.

Details

These diagnostics can be used to test for the data cloning convergence (Lele et al. 2007, 2010). Asymptotically the posterior distribution of the parameters approaches a degenerate multivariate normal distribution. As the distribution is getting more degenerate, the maximal eigenvalue (λ_{max}) of the unscaled covariance matrix is decreasing. There is no critical value under which λ_{max} is good enough. By default, 0.05 is used (see getOption("dclone")$diag).

Another diagnostic tool is to check if the joint posterior distribution is multivariate normal. It is done by chisq.diag as described by Lele et al. (2010).

Value

lambdamax.diag returns a single value, the maximum of the eigenvalues of the unscaled variance covariance matrix of the estimated parameters.

chisq.diag returns two test statistic values (mean squared error and r-squared) with empirical and theoretical quantiles.

Author(s)

Khurram Nadeem, [e-mail]

Peter Solymos, [e-mail]

References

Lele, S.R., B. Dennis and F. Lutscher, 2007. Data cloning: easy maximum likelihood estimation for complex ecological models using Bayesian Markov chain Monte Carlo methods. Ecology Letters 10, 551–563.

Lele, S. R., K. Nadeem and B. Schmuland, 2010. Estimability and likelihood inference for generalized linear mixed models using data cloning. Journal of the American Statistical Association 105, 1617–1625.

Solymos, P., 2010. dclone: Data Cloning in R. The R Journal 2(2), 29–37. URL: http://journal.r-project.org/archive/2010-2/RJournal_2010-2_Solymos.pdf

See Also

Eigen decomposition: eigen

Examples

data(regmod)
lambdamax.diag(regmod)
chisq.diag(regmod)

Example output

Loading required package: coda
Loading required package: parallel
Loading required package: Matrix
dclone 2.3-0 	 2019-03-21
Warning message:
In file(con, "r") : cannot open file '/proc/stat': Permission denied
Largest eigenvalue =  0.0302 
Mean squared error = 0.1016
r-squared = 0.0109

Quantiles:
                Min. 1st Qu. Median Mean 3rd Qu.  Max.
Empirical   0.005009   1.171  2.304    3   4.077 38.22
Theoretical 0.002506   1.213  2.366    3   4.108 23.40

dclone documentation built on May 2, 2019, 6:08 p.m.