summary.qde: Summary Method for Quantile based Density Estimation

Description

Summarize model fit for qde

Usage

# S3 method for qde
summary(object, ntrace = 1000, burn.perc = 0.5, 
        plot.dev = TRUE, more.details = FALSE, ...)

Value

Displays the trace of the deviance statistic. More details include trace plots of of the proximity parameter of each GP, a plot of Geweke p-values for (from geweke.diag) convergence of each model parameter and an image plot of parameter correlation. Also prints two versions of Watanabe AIC.

The following quantities are returned invisibly.

deviance: vector deviance statistic of the samples parameter draws
pg: a matrix with nsamp number of columns, each columns could be coerced into a matrix of dimension ngrid * (p+1), where the columns gives the conditional posterior weights on the lambda grid values for the corresponding GP function.
prox: posterior draws of proximity in the form of a (p+1)*nsamp matrix.
ll: a matrix of n*nsamp containing observation-level log-likelihood contributions. Used to calculate waic, and could be used for other AIC calculations.
ql: a matrix of n*nsamp containing observation-level estimated quantile levels.
waic: Two versions of Watanabe AIC from Gelman, Hwang and Vehtari (2014).

Arguments

object: a fitted model of the class 'qde'.
ntrace: number of draws to be included in trace plots
burn.perc: fraction of MCMC draws to be discarded as burn-in.
plot.dev: logical indicator of whether to show trace plot of deviance
more.details: logical indicating whether other details from MCMC are to be plotted
...: a limited number of plotting controls that are passed onto the deviance plot

References

Gelman, A., Hwang, J., and Vehtari, A. (2014). Understanding predictive information criterion for Bayesian models. Stat Comput, 24, 997-1016.

Examples

Run this code

# Plasma data analysis

data(plasma)
Y <- plasma$BetaPlasma
Y <- Y + 0.1 * rnorm(length(Y)) ## remove atomicity

# model fitting with 50 posterior samples from 100 iterations (thin = 2)
fit.qde <- qde(Y, 50, 2)
summary(fit.qde, more = TRUE)