cudaBayesreg (version 0.3-16)

post.shrinkage.mean: Computes shrinkage of fitted estimates over regressions

Description

post.shrinkage.mean computes the mean fitted estimates as a function of the mean regression coefficient estimates over all regressions.

Usage

post.shrinkage.mean(out, X, vreg, plot=T)

Arguments

out

output of MCMC simulation

X

regression matrix used in the simulation

vreg

number of the regression coefficient

plot

{T,F} output plot (default=T)

Value

yrecmean

mean of fitted values

beta

mean of estimated coefficients over all regressions

Details

To assess the influence of the hyperparameter $nu$ on the dispersion of the fitted estimates and regression coefficient estimates two plots are available in the package: one in terms of means values, the other in terms of maximum and minimum values. These plots help visualizing shrinkage by analyzing the influence of the hyperparameter $nu$ on the estimates. Different shrinkage plots may be compared for simulations with different $nu$ values.

See Also

cudaMultireg.slice

Examples

## Not run: 
# slicedata <- read.fmrislice(fbase="fmri", slice=3, swap=FALSE)
# ymaskdata <- premask(slicedata)
# fsave <- paste(tempdir(),"/simultest1",fileext = ".sav", sep="")
# nu1 <- 3
# out1 <- cudaMultireg.slice(slicedata, ymaskdata, R=2000, keep=5, nu.e=nu1,
#   fsave=fsave1, zprior=FALSE, rng=1 )
# fsave <- paste(tempdir(),"/simultest2",fileext = ".sav", sep="")
# nu2 <- slicedata$nobs
# out2 <- cudaMultireg.slice(slicedata, ymaskdata, R=2000, keep=5, nu.e=nu2,
#   fsave=fsave2, zprior=FALSE, rng=1 )
# vreg <- 2
# x1 <- post.shrinkage.mean(out1, slicedata$X, vreg=vreg, plot=F) 
# x2 <- post.shrinkage.mean(out2, slicedata$X, vreg=vreg, plot=F) 
# par(mfrow=c(1,2), mar=c(4,4,1,1)+0.1)
# xlim=range(c(x1$beta, x2$beta))
# ylim=range(c(x1$yrecmean, x2$yrecmean))
# plot(x1$beta, x1$yrecmean,type="p", pch="+", col="violet", ylim=ylim,
#   xlim=xlim, xlab=expression(beta), ylab="y")
# legend("topright", expression(paste(nu,"=3")), bg="seashell")
# plot(x2$beta, x2$yrecmean,type="p", pch="+", col="blue", ylim=ylim,
#   xlim=xlim, xlab=expression(beta), ylab="y")
# legend("topright", expression(paste(nu,"=45")), bg="seashell")
# par(mfrow=c(1,1))
# ## End(Not run)