HelpersMG (version 5.1)

merge.mcmcComposite: Merge two mcmcComposite results

Description

Merge two mcmcComposite results and produced a new one mcmcComposite object. Note that the initial value for the second run must use the last value of the first one as shown in example.

Usage

# S3 method for mcmcComposite
merge(x, y, ...)

Arguments

x

A mcmcComposite obtained as a result of MHalgoGen() function

y

A mcmcComposite obtained as a result of MHalgoGen() function

...

not used

Value

A mcmcComposite result

Details

merge.mcmcComposite Merge two mcmcComposite results

See Also

Other mcmcComposite functions: MHalgoGen(), as.mcmc.mcmcComposite(), as.parameters(), as.quantiles(), plot.mcmcComposite(), summary.mcmcComposite()

Examples

# 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)
# }