PosteriorBeta {cTMed} | R Documentation |
Posterior Sampling Distribution for the Elements of the Matrix of Lagged Coefficients Over a Specific Time Interval or a Range of Time Intervals
Description
This function generates a posterior
sampling distribution
for the elements of the matrix of lagged coefficients
\boldsymbol{\beta}
over a specific time interval \Delta t
or a range of time intervals
using the first-order stochastic differential equation model
drift matrix \boldsymbol{\Phi}
.
Usage
PosteriorBeta(phi, delta_t, ncores = NULL, tol = 0.01)
Arguments
phi |
Numeric matrix.
The drift matrix ( |
delta_t |
Numeric.
Time interval
( |
ncores |
Positive integer.
Number of cores to use.
If |
tol |
Numeric. Smallest possible time interval to allow. |
Details
See Total()
.
Value
Returns an object
of class ctmedmc
which is a list with the following elements:
- call
Function call.
- args
Function arguments.
- fun
Function used ("PosteriorBeta").
- output
A list the length of which is equal to the length of
delta_t
.
Each element in the output
list has the following elements:
- est
A vector of total, direct, and indirect effects.
- thetahatstar
A matrix of Monte Carlo total, direct, and indirect effects.
Author(s)
Ivan Jacob Agaloos Pesigan
References
Bollen, K. A. (1987). Total, direct, and indirect effects in structural equation models. Sociological Methodology, 17, 37. doi:10.2307/271028
Deboeck, P. R., & Preacher, K. J. (2015). No need to be discrete: A method for continuous time mediation analysis. Structural Equation Modeling: A Multidisciplinary Journal, 23 (1), 61–75. doi:10.1080/10705511.2014.973960
Ryan, O., & Hamaker, E. L. (2021). Time to intervene: A continuous-time approach to network analysis and centrality. Psychometrika, 87 (1), 214–252. doi:10.1007/s11336-021-09767-0
See Also
Other Continuous Time Mediation Functions:
BootBeta()
,
BootBetaStd()
,
BootMed()
,
BootMedStd()
,
DeltaBeta()
,
DeltaBetaStd()
,
DeltaIndirectCentral()
,
DeltaMed()
,
DeltaMedStd()
,
DeltaTotalCentral()
,
Direct()
,
DirectStd()
,
ExpCov()
,
ExpMean()
,
Indirect()
,
IndirectCentral()
,
IndirectStd()
,
MCBeta()
,
MCBetaStd()
,
MCIndirectCentral()
,
MCMed()
,
MCMedStd()
,
MCPhi()
,
MCTotalCentral()
,
Med()
,
MedStd()
,
PosteriorIndirectCentral()
,
PosteriorMed()
,
PosteriorTotalCentral()
,
Total()
,
TotalCentral()
,
TotalStd()
,
Trajectory()
Examples
phi <- matrix(
data = c(
-0.357, 0.771, -0.450,
0.0, -0.511, 0.729,
0, 0, -0.693
),
nrow = 3
)
colnames(phi) <- rownames(phi) <- c("x", "m", "y")
vcov_phi_vec <- matrix(
data = c(
0.00843, 0.00040, -0.00151,
-0.00600, -0.00033, 0.00110,
0.00324, 0.00020, -0.00061,
0.00040, 0.00374, 0.00016,
-0.00022, -0.00273, -0.00016,
0.00009, 0.00150, 0.00012,
-0.00151, 0.00016, 0.00389,
0.00103, -0.00007, -0.00283,
-0.00050, 0.00000, 0.00156,
-0.00600, -0.00022, 0.00103,
0.00644, 0.00031, -0.00119,
-0.00374, -0.00021, 0.00070,
-0.00033, -0.00273, -0.00007,
0.00031, 0.00287, 0.00013,
-0.00014, -0.00170, -0.00012,
0.00110, -0.00016, -0.00283,
-0.00119, 0.00013, 0.00297,
0.00063, -0.00004, -0.00177,
0.00324, 0.00009, -0.00050,
-0.00374, -0.00014, 0.00063,
0.00495, 0.00024, -0.00093,
0.00020, 0.00150, 0.00000,
-0.00021, -0.00170, -0.00004,
0.00024, 0.00214, 0.00012,
-0.00061, 0.00012, 0.00156,
0.00070, -0.00012, -0.00177,
-0.00093, 0.00012, 0.00223
),
nrow = 9
)
phi <- MCPhi(
phi = phi,
vcov_phi_vec = vcov_phi_vec,
R = 1000L
)$output
# Specific time interval ----------------------------------------------------
PosteriorBeta(
phi = phi,
delta_t = 1
)
# Range of time intervals ---------------------------------------------------
posterior <- PosteriorBeta(
phi = phi,
delta_t = 1:5
)
plot(posterior)
# Methods -------------------------------------------------------------------
# PosteriorBeta has a number of methods including
# print, summary, confint, and plot
print(posterior)
summary(posterior)
confint(posterior, level = 0.95)
plot(posterior)