BayesianTools (version 0.1.3)

createBayesianSetup: Creates a standardized collection of prior, likelihood and posterior functions, including error checks etc.

Description

Creates a standardized collection of prior, likelihood and posterior functions, including error checks etc.

Usage

createBayesianSetup(likelihood, prior = NULL, priorSampler = NULL,
  parallel = FALSE, lower = NULL, upper = NULL, best = NULL,
  names = NULL, parallelOptions = list(variables = "all", packages = "all",
  dlls = NULL), catchDuplicates = FALSE)

Arguments

likelihood

log likelihood density function

prior

either a prior class (see createPrior) or a log prior density

priorSampler

if a prior density (and not a prior class) is provided to prior, the optional prior sampling function can be provided here

parallel

parallelization option. Default is F. Other options are T, or "external". See details.

lower

vector with lower prior limits

upper

vector with upper prior limits

best

vector with best values

names

optional vector with parameter names

parallelOptions

list containing three lists. First "packages" determines the R packages necessary to run the likelihood function. Second "variables" the objects in the global envirnment needed to run the likelihood function and third "dlls" the DLLs needed to run the likelihood function (see Details and Examples).

catchDuplicates

Logical, determines whether unique parameter combinations should only be evaluated once. Only used when the likelihood accepts a matrix with parameter as columns.

Details

If lower and upper (and optionally best) but not a prior object are passed, the function will create an uniform prior with the limits lower and upper. If a prior object and lower and upper are passed, the function will ignore lower and upper, and will only use the prior object.

For parallelization, option T means that an automatic parallelization via R is attempted, or "external", in which case it is assumed that the likelihood is already parallelized. In this case it needs to accept a matrix with parameters as columns. Further you can specify the packages, objects and DLLs that are exported to the cluster. By default a copy of your workspace is exported. However, depending on your workspace this can be very inefficient.

For more details, make sure to read the vignette (run vignette("BayesianTools", package="BayesianTools")

See Also

checkBayesianSetup createLikelihood createPrior

Examples

# NOT RUN {
ll <- function(x) sum(dnorm(x, log = TRUE))

test <- createBayesianSetup(ll, prior = NULL, priorSampler = NULL, lower = -10, upper = 10)
str(test)
test$prior$density(0)

test$likelihood$density(c(1,1))
test$likelihood$density(1)
test$posterior$density(1)
test$posterior$density(1, returnAll = TRUE)

test$likelihood$density(matrix(rep(1,4), nrow = 2))
#test$posterior$density(matrix(rep(1,4), nrow = 2), returnAll = TRUE)
test$likelihood$density(matrix(rep(1,4), nrow = 4))



## Example of how to use parallelization using the VSEM model
# Note that the parallelization produces overhead and is not always
# speeding things up. In this example, due to the small
# computational cost of the VSEM the parallelization is
# most likely to reduce the speed of the sampler.

# Creating reference data
PAR <- VSEMcreatePAR(1:1000)
refPars   <- VSEMgetDefaults()
refPars[12,] <- c(0.2, 0.001, 1)
rownames(refPars)[12] <- "error-sd"

referenceData <- VSEM(refPars$best[1:11], PAR) 
obs = apply(referenceData, 2, function(x) x + rnorm(length(x), 
                                                    sd = abs(x) * refPars$best[12]))

# Selecting parameters
parSel = c(1:6, 12)


## Builidng the likelihood function
likelihood <- function(par, sum = TRUE){
  x = refPars$best
  x[parSel] = par
  predicted <- VSEM(x[1:11], PAR)
  diff = c(predicted[,1:3] - obs[,1:3])
  llValues = dnorm(diff, sd = max(abs(c(predicted[,1:3])),0.0001) * x[12], log = TRUE) 
  if (sum == False) return(llValues)
  else return(sum(llValues))
}

# Prior
prior <- createUniformPrior(lower = refPars$lower[parSel], upper = refPars$upper[parSel])


####
## Definition of the packages and objects that are exported to the cluster.
# These are the objects that are used in the likelihood function.
opts <- list(packages = list("BayesianTools"), variables = list("refPars", "obs", "PAR" ), 
             dlls = NULL)


# Create Bayesian Setup
BSVSEM <- createBayesianSetup(likelihood, prior, best = refPars$best[parSel], 
                              names = rownames(refPars)[parSel], parallel = 2,
                              parallelOptions = opts)

## The bayesianSetup can now be used in the runMCMC function.
# Note that not all samplers can make use of parallel
# computing.

# Remove the Bayesian Setup and close the cluster
stopParallel(BSVSEM)
rm(BSVSEM)
# }