bdw.mc: Producing several chains from a MCMC object of class 'bdw'

Description

This function is equipped with multicore options to produce several chains from a MCMC of class 'bdw'

Usage

bdw.mc(dw.object, n.repeat = 10, cores = 0)

Value

An object of class 'bdw'. All chains are combined into a list that is stored in an object named 'all'. The output of this function can be passed to plot() and summary().

Arguments

dw.object: Object of class 'bdw'.
n.repeat: The number of chains to be generated.
cores: The number of processors. If set to zero then the procedure uses all cores.

Author

Hamed Haselimashhadi <hamedhaseli@gmail.com>

Examples

Run this code

if (FALSE) {
  #==== multicore example - estimating logit-DW(regQ,B) parameters using RJ and 5 chains ======
  #==== Two variables and four coefficients, including intercepts, are simulated and analysed
  set.seed(1234)
  n = 500
  x1 = runif(n = n, min = 0, max = 1.5)
  x2 = runif(n = n, min = 0, max = 1.5)

  theta0 = .6   #<<< true parameter
  theta1 =  0   #<<< true parameter
  theta2 = .34  #<<< true parameter

  lq = theta0 +  x1*theta1 + x2*theta2

  q = exp(lq - log(1+exp(lq)) )
  beta = 1.5

  y = c()
  for(i in 1:n){
    y[i] = BDWreg:::rdw(1,q = q[i],beta = beta)
  }

  data = data.frame(x1,x2,y) # <<<- data
  result = bdw(data = data              ,
               formula = y~.             ,
               RJ = TRUE                 ,
               initial = rep(.5,4)       ,
               iteration = 25000         ,
               reg.b = FALSE,reg.q = TRUE,
               v.scale = .1              ,
               q.par = c(0,1)            ,
               b.par = c(0,1)            ,
               dist.q = dnorm            ,
               dist.b = dnorm
  )
  result2 = bdw.mc(result,5) # <<<- multicore
  plot(result2)
  summary(result2)
}