CPPpostSample {BayHaz} | R Documentation |
A function to generate a random sample of hazard rates from the posterior distribution originated by a CPP prior through the observation of a sequence of possibly right censored times to event.
CPPpostSample(hyp, times, obs = NULL, mclen = 10, burnin = 0, thin = 1, lab = FALSE)
hyp |
list of hyperparameters (as generated by CPPpriorElicit ) |
times |
vector of (possibly right censored) times to event |
obs |
vector of censoring indicators (0 = censored, 1 = exact) |
mclen |
requested sample size |
burnin |
burn-in parameter |
thin |
thinning parameter |
lab |
logical: should latent labels be returned? |
A random scan (random start) Gibbs sampler (with slice sampling updating of jump-times)
is used to generate a Markov chain sample of length mclen
from the posterior distribution
originated by hyp
through the observation of times
and obs
; see La Rocca (2005).
The first burnin
states of the Markov chain are discarded, then one every thin
is kept.
If obs
is NULL
, it is assumed that all observations are exact (no censoring).
A list with eight components:
hyp |
list of hyperparameters identifying the CPP prior that originated the posterior distribution from which the sample was extracted (copy of the input argument) |
dat |
dataframe with two variables (times and obs ) containing the observations
on which the posterior distribution is based |
burnin |
burn-in parameter used (copy of the input argument) |
thin |
thinning parameter used (copy of the input argument) |
sgm |
matrix with mclen rows (and hyp$F columns) containing the CPP jump-times |
xi0 |
matrix with mclen rows (and just one column) containing the jump-sizes in the origin |
csi |
matrix with mclen rows (and hyp$F columns) containing the CPP jump-sizes |
gam |
matrix with mclen rows (and length(times) columns) containing the latent labels
(NULL if lab is FALSE ) |
The latent label gamma_i is equal to j when the i-th time to event is associated with the j-th CPP jump; it is only defined for exact observations, but for censored observations it is conventionally set equal to -1.
Luca La Rocca (2005). On Bayesian Nonparametric Estimation of Smooth Hazard Rates with a View to Seismic Hazard Assessment. Research Report n. 38-05, Department of Social, Cognitive and Quantitative Sciences, Reggio Emilia, Italy.
BayHaz-package
, CPPevalHR
, CPPplotHR
, CPPpost2mcmc
# set RNG seed (for example reproducibility only) set.seed(1234) # select a CPP prior distribution hypars<-CPPpriorElicit(r0 = 0.1, H = 1, T00 = 50, M00 = 2) # load a data set data(earthquakes) # generate a posterior sample post<-CPPpostSample(hypars, times = earthquakes$ti, obs = earthquakes$ob)