Description Usage Arguments Details Value References See Also Examples
View source: R/pri_par_epsilon_grid.R
Starting with a base prior from a one-parameter family, this function determines the parameters of two priors from the same parametric family which have the given Hellinger distance to the base prior. The available one-parameter distributions are half-normal, exponential, half-Cauchy and Lomax with shape parameter fixed at 1.
1 2 | pri_par_epsilon_grid(AA0_HN, AA0_EXP, AA0_HC, AA0_LMX,
grid_epsilon=0.00354)
|
AA0_HN |
scale parameter of the base half-normal prior |
AA0_EXP |
scale parameter of the base exponential prior |
AA0_HC |
scale parameter of the base half-Cauchy prior |
AA0_LMX |
scale parameter of the base Lomax prior with shape parameter=1 |
grid_epsilon |
value for epsilon, the Hellinger distance between the base prior
and the |
This 1-dimensional epsilon grid is needed for computation of the
epsilon-local sensitivity in the function sensitivity_learning_table
.
See Ott et al. (2020) for a brief description of this methodology and Roos et al. (2015) for more details.
The default value for grid_epsilon
corresponds to the
Hellinger distance between two normal distribution with unit variance and
a difference in means of 0.01,
see Roos et al. (2015, Sect. 2.2) for calibration and interpretation of Hellinger distance values.
A list of the following eight scale parameter values:
p_HN_l |
parameter of the "lower" half-normal prior on the grid |
p_HN_u |
parameter of the "upper" half-normal prior on the grid |
p_EXP_l |
parameter of the "lower" exponential prior on the grid |
p_EXP_u |
parameter of the "upper" exponential prior on the grid |
p_HC_l |
parameter of the "lower" half-Cauchy prior on the grid |
p_HC_u |
parameter of the "upper" half-Cauchy prior on the grid |
p_LMX_l |
scale parameter of the "lower" Lomax prior (with shape parameter=1) on the grid |
p_LMX_u |
scale parameter of the "upper" Lomax prior (with shape parameter=1) on the grid |
Ott, M., Hunanyan, S., Held, L., Roos, M. Sensitivity quantification in Bayesian meta-analysis. Manuscript revised for Research Synthesis Methods. 2020.
Roos, M., Martins, T., Held, L., Rue, H. (2015). Sensitivity analysis for Bayesian hierarchical models. Bayesian Analysis 10(2), 321–349. https://projecteuclid.org/euclid.ba/1422884977
sensitivity_learning_table
,
cal_h_dist
1 2 3 4 5 6 | # epsilon grid for 5 % tail-adjusted priors with
# reference threshold UU=1 and epsilon = 0.00354 (default)
pri_par_epsilon_grid(AA0_HN=pri_par_adjust_static(UU=1)$p_HN,
AA0_EXP=pri_par_adjust_static(UU=1)$p_EXP,
AA0_HC=pri_par_adjust_static(UU=1)$p_HC,
AA0_LMX=pri_par_adjust_static(UU=1)$p_LMX)
|
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