bayesDensity {bayesSurv} | R Documentation |
Compute the conditional (given the number of mixture components) and unconditional estimate of the density function based on the values sampled using the reversible jumps McMC (McMC average evaluated in a grid of values). Give also the values of each sampled density evaluated at that grid (returned as the attribute of the resulting object). Methods for printing and plotting are also provided.
bayesDensity(dir = getwd(), stgrid, grid, n.grid = 100, skip = 0, standard = TRUE, unstandard = TRUE)
dir |
directory where to search for files (`mixmoment.sim', `mweight.sim', mmean.sim', mvariance.sim') with the McMC sample. |
stgrid |
grid of values at which the sampled standardized
densities are to be evaluated. If missing , the grid is
automatically computed. |
grid |
grid of values at which the sampled densities are to be
evaluated. If missing ,
the grid is guessed from the first 20 sampled mixtures as the sequence starting with the minimal
sampled mixture mean minus 3 standard deviations of the appropriate mixture
component, ending with the maximal sampled mixture mean plus 3
standard deviations of the appropriate mixture
component, of the length given by n.grid . |
n.grid |
the length of the grid if grid = NULL . |
skip |
number of rows that should be skipped at the beginning of each file with the stored sample. |
standard |
if TRUE then also standardized (zero mean,
unit variance) sampled densities are evaluated. |
unstandard |
of TRUE then also original (unstandardized)
sampled densities are evaluated. |
An object of class bayesDensity
is returned. This object is a
list and has potentially two components: standard
and
unstandard
. Each of these two components is a data.frame
with as many rows as number of grid points at which the density was
evaluated and with columns called `grid', `unconditional' and `k = 1',
..., `k = k.max' giving a predictive errr density, either averaged
over all sampled ks (unconditional) or averaged over a
psecific number of mixture components.
Additionally, the object of class bayesDensity
has three
attributes:
sample.size |
a vector of length 1 + kmax giving the
frequency of each k in the sample. |
moments |
a data.frame with columns called `intercept'
and `scale' giving the mean and variance of the sampled mixture at
each iteration of the McMC. |
k |
a data.frame with one column called `k' giving
number of mixture components at each iteration. |
There exists methods to print and plot objects of the class bayesDensity
.
Arnost Komarek arnost.komarek@med.kuleuven.ac.be