Compute the standard errors for the Bayes factors estimates.
bmbfse(
pargrid,
runs,
bfsize1 = 0.8,
nbatch1 = 0.5,
nbatch2 = 0.5,
S1method = c("RL", "MW"),
bvmethod = c("Standard", "TukeyHanning", "Bartlett"),
reference = 1,
transf = c("no", "mu", "wo")
)A list with components
pargrid The inputted pargrid augmented with the
computed log Bayes factors and standard errors.
bfEstimate The estimates of the Bayes factors
bfSigma The covariance matrix for the Bayes factors
estimates.
A data frame with components "linkp", "phi", "omg", "kappa". Each row gives a combination of the parameters to compute the new standard errors.
A list with outputs from the function
mcsglmm or mcstrga.
A scalar or vector of the same length as
runs with all integer values or all values in (0, 1]. How
many samples (or what proportion of the sample) to use for
estimating the Bayes factors at the first stage. The remaining
sample will be used for estimating the standard errors in the
second stage. Setting it to 1 will perform only the first stage.
A scalar or vector of the same length as
runs. All values must be integers or less than 1. This is
used for calculating how many batches to split each of the
sample in runs for the calculation of the Bayes factors standard
errors for the parameters corresponding to runs.
A scalar or vector of the same length as
runs. All values must be integers or less than 1. This is
used for calculating how many batches to split each of the
sample in runs for the calculation of the Bayes factors standard
errors for the parameters corresponding to pargrid.
Which method to use to calculate the Bayes factors in stage 1: Reverse logistic or Meng-Wong.
Which method to use for the calculation of the batch variance. The standard method splits to disjoint batches. The second and third method use the spectral variance method with different lag windows.
Which model goes in the denominator.
Whether to use a transformed sample for the
computations. If "no" or FALSE, it doesn't. If
"mu" or TRUE, it uses the samples for the mean. If
"wo" it uses an alternative transformation. The latter
can be used only for the families indicated by
.geoBayes_models$haswo.
Uses the batch means method to compute the standard errors for Bayes factors.
Roy, V., Tan, A. and Flegal, J. (2018). Estimating standard errors for importance sampling estimators with multiple Markov chains, Statistica Sinica, 28 1079-1101.
Roy, V., & Evangelou, E. (2018). Selection of proposal distributions for generalized importance sampling estimators. arXiv preprint arXiv:1805.00829.