make_numeric_moment_function

get_shift

Create a function suitable for computation of numeric moments. This function is
used internally by <code>compute_moment</code> when the user chooses <code>nn</code>, and is
unlikely to need to be called by a user directly.

Adaptive Gauss Hermite Quadrature for Bayesian inference.
The AGHQ method for normalizing posterior distributions
and making Bayesian inferences based on them. Functions are provided for doing
quadrature and marginal Laplace approximations, and summary methods are provided
for making inferences based on the results.
See Stringer (2021). "Implementing Adaptive Quadrature for Bayesian Inference:
the aghq Package" <arXiv:2101.04468>.

Alex Stringer

aghq

Adaptive Gauss Hermite Quadrature for Bayesian Inference

make_numeric_moment_function function

<dl><dt>nn</dt>
<dd>Order of moment to be computed, see <code>nn</code> argument of <code>compute_moment</code>.</dd>
<dt>j</dt>
<dd>Numeric, positive integer, index of parameter vector to compute the numeric
moment for.</dd>
<dt>quad</dt>
<dd>Optional, object of class <code>aghq</code>, only used if <code>shift</code> is not <code>NULL</code>.</dd>
<dt>centre</dt>
<dd>Numeric scalar, added to <code>shift</code> to ensure that central moments
remain far from zero.</dd>
<dt>shift</dt>
<dd>Numeric scalar, amount by which to shift <code>theta</code>. The function that this
outputs is <code>g(theta) = (theta)^nn + shift</code>, and <code>shift</code> is returned with the
object so that it may later be subtracted. Default of <code>NULL</code> chooses this value
internally.</dd>
<dt>...</dt>
<dd>Not used.</dd>
<dt>gg</dt>
<dd>Object of class <code>aghqmoment</code>. Returns the <code>shift</code> applied to
the moment function. Returns <code>0</code> if no shift applied.</dd></dl>

Arguments

Compute numeric moments — make_numeric_moment_function

<dl>

<dt>nn</dt>
<dd>Order of moment to be computed, see <code>nn</code> argument of <code>compute_moment</code>.</dd>


<dt>j</dt>
<dd>Numeric, positive integer, index of parameter vector to compute the numeric
moment for.</dd>


<dt>quad</dt>
<dd>Optional, object of class <code>aghq</code>, only used if <code>shift</code> is not <code>NULL</code>.</dd>


<dt>centre</dt>
<dd>Numeric scalar, added to <code>shift</code> to ensure that central moments
remain far from zero.</dd>


<dt>shift</dt>
<dd>Numeric scalar, amount by which to shift <code>theta</code>. The function that this
outputs is <code>g(theta) = (theta)^nn + shift</code>, and <code>shift</code> is returned with the
object so that it may later be subtracted. Default of <code>NULL</code> chooses this value
internally.</dd>


<dt>...</dt>
<dd>Not used.</dd>


<dt>gg</dt>
<dd>Object of class <code>aghqmoment</code>. Returns the <code>shift</code> applied to
the moment function. Returns <code>0</code> if no shift applied.</dd>

</dl>

make_numeric_moment_function: Compute numeric moments

Description

Usage

Value

Arguments