crwSamplePar: Create a weighted importance sample for posterior predictive track
simulation.
Description
The crwSamplePar function uses a fitted model object from
crwMLE and a set of prediction times to construct a list from which
crwPostIS will draw a sample from either the posterior
distribution of the state vectors conditional on fitted parameters or a full
posterior draw from an importance sample of the parameters.Usage
crwSamplePar(object.sim, method = "IS", size = 1000, df = Inf,
grid.eps = 1, crit = 2.5, scale = 1)
Arguments
method
Method for obtaining weights for movement parameter samples
size
Size of the parameter importance sample
df
Degrees of freedom for the t approximation to the parameter
posterior
grid.eps
Grid size for method="quadrature"
crit
Criterion for deciding "significance" of quadrature points
(difference in log-likelihood)
scale
Scale multiplier for the covariance matrix of the t
approximation
Value
- List with the following elements:
- xLongitude coordinate with NA at prediction times
- ySimilar to above for latitude
- locTypeIndicates prediction types with a "p" or observation times
with an "o"
- P1.yInitial state covariance for latitude
- P1.xInitial state covariance for longitude
- a1.yInitial latitude state
- a1.xInitial longitude state
- n.errXnumber of longitude error model parameters
- n.errYnumber of latitude error model parameters
- deltavector of time differences
- driftModLogical. indicates random drift model
- stopModLogical. Indicated stop model fitted
- stop.mfstop model design matrix
- err.mfXLongitude error model design matrix
- err.mfYLatitude error model design matrix
- mov.mfMovement model design matrix
- fixParFixed values for parameters in model fitting
- CmatCovaraince matrix for parameter sampling distribution
- LmatCholesky decomposition of Cmat
- parfitted parameter values
- NTotal number of locations
- logliklog likelihood of the fitted model
- Timevector of observation times
- coordnames of coordinate vectors in original data
- Time.nameName of the observation times vector in the original data
- thetaSampListA list containing a data frame of parameter vectors and
their associated probabilities for a resample
Details
The crwSamplePar function uses the information in a
crwSimulator object to create a set of weights for importance
sample-resampling of parameters in a full posterior sample of parameters and
locations using crwPostIS. This function is usually called
from crwPostIS. The average user should have no need to call
this function directly.See Also
See demo(northernFurSealDemo) for example.