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.