Calculate, print and plot the Monte Carlo error of the samples from a 'JointAI' model, combining the samples from all MCMC chains.
MC_error(x, subset = NULL, exclude_chains = NULL, start = NULL,
end = NULL, thin = NULL, digits = 2, warn = TRUE, mess = TRUE, ...)# S3 method for MCElist
plot(x, data_scale = TRUE, plotpars = NULL,
ablinepars = list(v = 0.05), minlength = 20, ...)
object inheriting from class 'JointAI'
subset of parameters/variables/nodes (columns in the MCMC
sample). Follows the same principle as the argument
monitor_params
in
*_imp
.
optional vector of the index numbers of chains that should be excluded
the first iteration of interest
(see window.mcmc
)
the last iteration of interest
(see window.mcmc
)
thinning interval (integer; see window.mcmc
).
For example, thin = 1
(default) will keep the MCMC samples
from all iterations; thin = 5
would only keep every 5th
iteration.
number of digits for the printed output
logical; should warnings be given? Default is
TRUE
.
logical; should messages be given? Default is
TRUE
.
Arguments passed on to mcmcse::mcse.mat
size
represents the batch size in ``bm'' and the truncation point in ``bartlett'' and ``tukey''. Default is NULL
which implies that an optimal batch size is calculated using the batchSize()
function. Can take character values of ``sqroot''
and ``cuberoot''
or any numeric value between 1 and n/2. ``sqroot''
means size is floor(n^(1/2)) and ``cuberoot'' means size is floor(n^(1/3)).
g
a function such that \(E(g(x))\) is the
quantity of interest. The default is NULL
, which
causes the identity function to be used.
method
any of ``bm'', ``obm'', ``bartlett'', ``tukey''
. ``bm''
represents batch means estimator, ``obm''
represents overlapping batch means estimator with, ``bartlett''
and ``tukey''
represents the modified-Bartlett window and the Tukey-Hanning windows for spectral variance estimators.
r
the lugsail parameter that converts a lag window into its lugsail equivalent. Larger values of ``r''
will typically imply less underestimation of ``cov''
, but higher variability of the estimator. Default is ``r = 3''
and ``r = 1,2''
are good choices. ``r > 5''
is not recommended. Non-integer values are ok.
logical; show the Monte Carlo error of the sample
transformed back to the scale of the data (TRUE
) or
on the sampling scale (this requires the argument
keep_scaled_mcmc = TRUE
to be set when fitting the
model)
optional; list of parameters passed to
plot()
optional; list of parameters passed to
abline()
number of characters the variable names are abbreviated to
An object of class MCElist
with elements unscaled
,
scaled
and digits
. The first two are matrices with
columns est
(posterior mean), MCSE
(Monte Carlo error),
SD
(posterior standard deviation) and MCSE/SD
(Monte Carlo error divided by post. standard deviation.)
plot
: plot Monte Carlo error
Lesaffre, E., & Lawson, A. B. (2012). Bayesian Biostatistics. John Wiley & Sons.
The vignette
Parameter Selection
provides some examples how to specify the argument subset
.
# NOT RUN {
mod <- lm_imp(y ~ C1 + C2 + M2, data = wideDF, n.iter = 100)
MC_error(mod)
plot(MC_error(mod), ablinepars = list(lty = 2),
plotpars = list(pch = 19, col = 'blue'))
# }
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