hbmem (version 0.2)

sampleGamma: Function sampleGamma

Description

Samples posterior of mean parameters of the hierarchical linear model on the log scale parameter of a gamma distributuion. Usually used within an MCMC loop.

Usage

sampleGamma(sample, y, cond,subj, item,
lag,N,I,J,R,ncond,nsub,nitem,s2mu, s2a, s2b, met, shape,
sampLag,pos=FALSE)

Arguments

sample

Block of linear model parameters from previous iteration.

y

Vector of data

cond

Vector fo condition index,starting at zero.

subj

Vector of subject index, starting at zero.

item

Vector of item index, starting at zero.

lag

Vector of lag index, zero-centered.

N

Numer of conditions.

I

Number of subjects.

J

Number of items.

R

Total number of trials.

ncond

Vector of length (N) containing number of trials per condition.

nsub

Vector of length (I) containing number of trials per each subject.

nitem

Vector of length (J) containing number of trials per each item.

s2mu

Prior variance on the grand mean mu; usually set to some large number.

s2a

Shape parameter of inverse gamma prior placed on effect variances.

s2b

Rate parameter of inverse gamma prior placed on effect variances. Setting both s2a AND s2b to be small (e.g., .01, .01) makes this an uninformative prior.

met

Vector of tuning parameter for metropolis-hastings steps. Here, all sampling (except variances of alpha and beta) and decorrelating steps utilize the M-H sampling algorithm. This hould be adjusted so that .2 < b0 < .6.

shape

Single shape of Gamma distribution.

sampLag

Logical. Whether or not to sample the lag effect.

pos

Logical. If true, the model on scale is 1+exp(mu + alpha + beta). That is, the scale is always greater than one.

Value

• The function returns a list. The first element of the list is the newly sampled block of parameters. The second element contains a vector of 0s and 1s indicating which of the decorrelating steps were accepted.

See Also

hbmem

Examples

library(hbmem)
N=2
shape=2
I=30
J=50
R=I*J
#make some data
mu=log(c(1,2))
alpha=rnorm(I,0,.2)
beta=rnorm(J,0,.2)
theta=-.001
cond=sample(0:(N-1),R,replace=TRUE)
subj=rep(0:(I-1),each=J)
item=NULL
for(i in 1:I)
item=c(item,sample(0:(J-1),J,replace=FALSE))
lag=rnorm(R,0,100)
lag=lag-mean(lag)
resp=1:R
for(r in 1:R)
{
  scale=1+exp(mu[cond[r]+1]+alpha[subj[r]+1]+beta[item[r]+1]+theta*lag[r])
  resp[r]=rgamma(1,shape=shape,scale=scale)
}

ncond=table(cond)
nsub=table(subj)
nitem=table(item)

M=500
keep=200:M
B=N+I+J+3
s.block=matrix(0,nrow=M,ncol=B)
met=rep(.08,B)
b0=rep(0,B)
jump=.0005
for(m in 2:M)
{
tmp=sampleGamma(s.block[m-1,],resp,cond,subj,item,lag,
N,I,J,R,ncond,nsub,nitem,5,.01,.01,met,2,1,pos=TRUE)
s.block[m,]=tmp[[1]]
b0=b0 + tmp[[2]]
#Auto-tuning of metropolis decorrelating steps 
if(m>20 & m<min(keep))
  {
    met=met+(b0/m<.4)*rep(-jump,B) +(b0/m>.6)*rep(jump,B)
    met[met<jump]=jump 
  }
if(m==min(keep)) b0=rep(0,B)
}

b0/length(keep) #check acceptance rate

hbest=colMeans(s.block[keep,])

par(mfrow=c(2,2),pch=19,pty='s')
matplot(s.block[keep,1:N],t='l')
abline(h=mu,col="green")
acf(s.block[keep,1])
plot(hbest[(N+1):(I+N)]~alpha)
abline(0,1,col="green")
plot(hbest[(I+N+1):(I+J+N)]~beta)
abline(0,1,col="green")



#variance of participant effect
mean(s.block[keep,(N+I+J+1)])
#variance of item effect
mean(s.block[keep,(N+I+J+2)])
#estimate of lag effect
mean(s.block[keep,(N+I+J+3)])