sample_prior {EcoEnsemble} | R Documentation |
Generate samples of latent variables from prior predictive distribution
Description
Methods to generates samples of the latent variables from the prior predictive distribution of the ensemble model.
Usage
sample_prior(
observations,
simulators,
priors,
sam_priors,
num_samples = 1,
full_sample = TRUE,
...
)
Arguments
observations |
A list of length 2 containing observations and a covariance matrix. The first element is a data.frame or matrix with each column giving observations of each output of interest and each row a time. Rows should be named with the times and columns should be named the variables. The second element is is a d \times d matrix where d is the number of columns of the observations data frame / matrix. This matrix is the covariance matrix of the observations.
|
simulators |
A list with length equal to the number of simulators. For each simulator, there is a list of 2 objects containing the simulator output and covariance matrix. The first element is a data.frame or matrix with each column giving a simulator outputs of interest and each row a time. Rows should be named with the times and columns should be named the variables. The second element is a n_k \times n_k matrix where n_k is the number of columns of the simulators output data frame / matrix. This matrix is the covariance matrix of the simulator outputs.
|
priors |
An EnsemblePrior object specifying the prior distributions for the ensemble.
|
sam_priors |
A list containing two items named samples and point_estimate . samples is either a NULL or a stanfit object containing the samples drawn from the prior distribution of the ensemble model and point_estimate is either a NULL or a list object containing the optimised prior distribution of the ensemble model. If this object is missing then sample_prior generates it.
|
num_samples |
A numeric specifying the number of samples to be generated. The default is 1.
|
full_sample |
A logical that runs a full sampling of the prior density of the ensemble model if TRUE . If FALSE , returns the point estimate which maximises the prior density of the ensemble model.
|
... |
Additional arguments passed to the function rstan::sampling or rstan::optimizing .
|
Details
The samples are created using the methods described in Strickland et. al. (2009) and Durbin and Koopman (2002).
Value
An EnsembleSample
object.
References
J. Durbin, S. J. Koopman (2002) A simple and efficient simulation smoother for state space time series analysis Biometrika, Volume 89, Issue 3, August 2002, Pages 603-616,
Chris M.Strickland, Ian. W.Turner, RobertDenhamb, Kerrie L.Mengersena. Efficient Bayesian estimation of multivariate state space models Computational Statistics & Data Analysis Volume 53, Issue 12, 1 October 2009, Pages 4116-4125
See Also
EnsembleFit
, EnsembleSample
, generate_sample
, prior_ensemble_model
Examples
priors <- EnsemblePrior(4)
prior_density <- prior_ensemble_model(priors, M = 4)
samples <- sample_prior(observations = list(SSB_obs, Sigma_obs),
simulators = list(list(SSB_miz, Sigma_miz),
list(SSB_ewe, Sigma_ewe),
list(SSB_fs, Sigma_fs),
list(SSB_lm, Sigma_lm)),
priors = priors,
sam_priors = prior_density)
plot(samples) #Plot the prior predictive density.
[Package
EcoEnsemble version 1.0.5
Index]