# NOT RUN {
library(HelpersMG)
require(coda)
x <- rnorm(30, 10, 2)
dnormx <- function(data, x) {
data <- unlist(data)
return(-sum(dnorm(data, mean=x['mean'], sd=x['sd'], log=TRUE)))
}
parameters_mcmc <- data.frame(Density=c('dnorm', 'dlnorm'),
Prior1=c(10, 0.5), Prior2=c(2, 0.5), SDProp=c(1, 1),
Min=c(-3, 0), Max=c(100, 10), Init=c(10, 2), stringsAsFactors = FALSE,
row.names=c('mean', 'sd'))
mcmc_run <- MHalgoGen(n.iter=1000, parameters=parameters_mcmc, data=x,
likelihood=dnormx, n.chains=1, n.adapt=100, thin=1, trace=1)
plot(mcmc_run, xlim=c(0, 20))
plot(mcmc_run, xlim=c(0, 10), parameters="sd")
mcmcforcoda <- as.mcmc(mcmc_run)
#' heidel.diag(mcmcforcoda)
raftery.diag(mcmcforcoda)
autocorr.diag(mcmcforcoda)
acf(mcmcforcoda[[1]][,"mean"], lag.max=20, bty="n", las=1)
acf(mcmcforcoda[[1]][,"sd"], lag.max=20, bty="n", las=1)
batchSE(mcmcforcoda, batchSize=100)
# The batch standard error procedure is usually thought to
# be not as accurate as the time series methods used in summary
summary(mcmcforcoda)$statistics[,"Time-series SE"]
summary(mcmc_run)
as.parameters(mcmc_run)
lastp <- as.parameters(mcmc_run, index="last")
parameters_mcmc[,"Init"] <- lastp
# The n.adapt set to 1 is used to not record the first set of parameters
# then it is not duplicated (as it is also the last one for
# the object mcmc_run)
mcmc_run2 <- MHalgoGen(n.iter=1000, parameters=parameters_mcmc, data=x,
likelihood=dnormx, n.chains=1, n.adapt=1, thin=1, trace=1)
mcmc_run3 <- merge(mcmc_run, mcmc_run2)
####### no adaptation, n.adapt must be 0
parameters_mcmc[,"Init"] <- c(mean(x), sd(x))
mcmc_run3 <- MHalgoGen(n.iter=1000, parameters=parameters_mcmc, data=x,
likelihood=dnormx, n.chains=1, n.adapt=0, thin=1, trace=1)
# }
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