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 |
simulators |
A |
priors |
An |
sam_priors |
A |
num_samples |
A |
full_sample |
A |
... |
Additional arguments passed to the function |
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.