mcmcsae (version 0.6.0)

weights.draws: Extract weights from a draws object

Description

Extract weights from a draws object

Usage

# S3 method for draws
weights(object, ...)

Arguments

object

an object of class draws.

...

currently not used.

Value

A vector with (simulation means of) weights.

Examples

# NOT RUN {
# first create a population data frame
N <- 1000  # population size
pop <- data.frame(x=rnorm(N), area=factor(sample(1:10, N, replace=TRUE)))
pop$y <- 1 + 2*pop$x + seq(-1, to=1, length.out=10)[pop$area] + 0.5*rnorm(N)
pop$sample <- FALSE
pop$sample[sample(seq_len(N), 100)] <- TRUE
# a simple linear regression model:
sampler <- create_sampler(
  y ~ reg(~ x, name="beta"),
  linpred=list(beta=rowsum(model.matrix(~ x, pop), pop$area)), compute.weights=TRUE,
  data=pop[pop$sample, ]
)
sim <- MCMCsim(sampler)
(summary(sim))
str(weights(sim))
crossprod_mv(weights(sim), pop$y[pop$sample])
summary(sim$linpred_)
# a multilevel model:
sampler <- create_sampler(
  y ~ reg(~ x, name="beta") + gen(factor = ~ area, name="v"),
  linpred=list(beta=rowsum(model.matrix(~ x, pop), pop$area), v=diag(10)), compute.weights=TRUE,
  data=pop[pop$sample, ]
)
sim <- MCMCsim(sampler)
(summary(sim))
str(weights(sim))
crossprod_mv(weights(sim), pop$y[pop$sample])
summary(sim$linpred_)
# }
# NOT RUN {
# }