VGMSFH-class

An S4 class to store results from the Variational Gaussian Markov Small Area Estimation with Fay-Herriot model (VGMSFH). This class holds the posterior samples for various model components as well as the original direct estimates.

Variational Autoencoded Multivariate Spatial Fay-Herriot models are designed to efficiently estimate population parameters in small area estimation. This package implements the variational generalized multivariate spatial Fay-Herriot model (VGMSFH) using 'NumPyro' and 'PyTorch' backends, as demonstrated by Wang, Parker, and Holan (2025) <doi:10.48550/arXiv.2503.14710>. The 'vmsae' package provides utility functions to load weights of the pretrained variational autoencoders (VAEs) as well as tools to train custom VAEs tailored to users specific applications.

Zhenhua Wang

vmsae

Variational Multivariate Spatial Small Area Estimation

Paul A. Parker

Scott H. Holan

VGMSFH-class function

<dl>
<dt><code>model_name</code></dt>
<dd>Character. The name of the trained VAE model.</dd></dl>
<dt><code>direct_estimate</code></dt>
<dd>Array. Direct estimates of parameters.</dd>
<dt><code>yhat_samples</code></dt>
<dd>Array. Posterior samples of the estimated parameters.</dd>
<dt><code>phi_samples</code></dt>
<dd>Array. Posterior samples of the estimated spatial random effects.</dd>
<dt><code>beta_samples</code></dt>
<dd>Array. Posterior samples of the fixed effect coefficients.</dd>
<dt><code>other_samples</code></dt>
<dd>List. List of posterior samples of other parameters in the VGMSFH model.</dd>

Slots

VGMSFH S4 Class — VGMSFH-class

<dl>
<dt><code>model_name</code></dt>
<dd>Character. The name of the trained VAE model.</dd>


<dt><code>direct_estimate</code></dt>
<dd>Array. Direct estimates of parameters.</dd>


<dt><code>yhat_samples</code></dt>
<dd>Array. Posterior samples of the estimated parameters.</dd>


<dt><code>phi_samples</code></dt>
<dd>Array. Posterior samples of the estimated spatial random effects.</dd>


<dt><code>beta_samples</code></dt>
<dd>Array. Posterior samples of the fixed effect coefficients.</dd>


<dt><code>other_samples</code></dt>
<dd>List. List of posterior samples of other parameters in the VGMSFH model.</dd>


</dl>

VGMSFH-class: VGMSFH S4 Class

Description

Arguments

Slots