Package `boa`
Contents
1. Arguments alpha Quantile 1 alpha 2 at which to estimate the upper limit of the corrected shrink factor win Proportion of iterations to include in the Brooks Gelman and Rubin Statistics Author s Brian J Smith See Also boa chain gandr boa plot boa plot bandg boa plot gandr boa print geweke Print Geweke Convergence Diagnostics Description Iteratively calls boa geweke to display the Geweke convergence diagnostics for the parameters in each of the MCMC sequences in the working session list of sequences Usage boa print geweke p first boa par geweke first p last boa par geweke last Arguments p first Proportion of iterations to include in the first window p last Proportion of iterations to include in the last window Author s Brian J Smiht boa print handw 31 See Also boa geweke boa plot boa plot geweke boa print handw Print Heidelberger and Welch Convergence Diagnostics Description Iteratively calls boa handw to display the Heidelberger and Welch convergence diagnostics for the parameters in each of the MCMC sequences in the working session list of sequences Usage boa print handw error boa par handw error alpha boa par alpha Arguments error Accuracy of the posterior estimates for the monitored parameters alpha Alpha level for the confidence in the sample mean of the retained iterations Author s Brian J Smith See Also boa handw2. boa print hpd Print Highest Probability Density Intervals Description Iteratively calls boa hpd to display the highest probability density HPD intervals for the param eters in each of the MCMC sequences in the working session list of sequences Usage boa print hpd alpha boa par alpha Arguments alpha Specifies the 100 1 alpha HPD intervals to be computed 32 boa print info Author s Brian J Smith See Also boa hpd boa print info Print Information about MCMC Sequences Description Iteratively calls boa chain info to display information from the MCMC sequences in the specified session list of sequences Usage boa print info which work Arguments which Character string specifying which session list of MCMC sequences for which to print information The two choices are work used in all analyses or data the template for work Value The full list obtained from boa chain info is returned but not printed Author s Brian J Smith See Also boa chain info boa print par 33 boa print par Print Global Parameters Descriptions and Current Values Description Displays a description of and the current value for all global parameters Usage boa print par group Arguments group Character string specifying which parameter group to display The groups are Analysis Data and Plot If omitted information on all global parameters 1s displayed
3. boa plot plot plot plot plot plot plot plot print print print print quit randl save stats line 38 line1 line 38 line2 line 38 bandg 8 22 23 25 30 density 22 24 gandr 8 22 23 25 30 geweke 12 22 26 31 history 22 27 par 27 title 28 trace 22 28 print print print print print print acf 3 22 29 cor 29 gandr 8 23 25 30 geweke 2 26 30 handw 13 31 hpd 31 info 9 32 par 33 randl 33 36 stats 34 37 17 35 34 35 35 36 34 37 INDEX
4. legend Arguments 1name Character string giving the name of the desired MCMC sequence in the working session list of sequences pname Character string giving the name of the parameter to be plotted annotate Logical value indicating that a legend be included in the plot Value A logical value indicating that the plot was successfully created Author s Brian J Smith See Also boa acf boa print acf boa plot bandg 23 boa plot bandg Plot Brooks and Gelman Multivariate Shrink Factors Description Plots the Brooks and Gelman multivariate shrink factors within different line segments across the MCMC sequences This diagnostic is a multivariate extension to the Gelman and Rubin shrink factors Usage boa plot bandg bins boa par gandr bins win boa par gandr win annotate boa par legend Arguments bins Number of line segments within the MCMC sequence at which to plot the Gel man and Rubin shrink factors The first segment contains the first 50 iterations the remaining iterations are partitioned into equal bins and added incrementally to construct the remaining line segments The shrink factors are plotted against the maximum iteration number for the segment Cubic splines are used to inter polate through the point estimates for each segment win Proportion of iterations to include in the Brooks Gelman and Rubin Statistics annotate Logical value indicating that a legend be included in the plot
5. no values are returned 4 boa chain add Parameter Names and Default Values master list Master list containing all added MCMC sequences Sequences may only be added to or deleted from the master list The sequences in this list are never modified or used in any of the analyses It serves as a template for the working list described below The parameters and iterations may differ between the sequences Each element in the list is a matrix whose columns and rows contain the monitored parameters and the MCMC iterations respectively The iteration numbers and parameter names are stored in the dimnames master support list List containing the support for each of the parameters in master Each element in the list is a matrix whose columns and rows contain the monitored parameters and the support lower and upper limits respectively The default for each parameter is c Inf Inf work master Working list used in all analyses This list is essentially a modifiable copy of master All data management functions operate on the working list work support master support List containing the support for each of the parameters in work work sync TRUE Logical value indicating that the working list is an identical copy of the master list This variable is automatically set to F after a successful call to boa chain subset or boa chain collapse While work sync F only the master list will be updated if MCMC sequences are added or
6. A logical value indicating that the specified file s has been successfully imported Side Effects The imported MCMC sequence is automatically added to the session lists of sequences via a call to boa chain add boa chain info Author s Brian J Smith See Also boa chain add boa importASCIT boa importBUGS boa chain info Information about MCMC Sequences Description Returns summary information from a list of MCMC sequences Usage boa chain info chain chain support Arguments chain chain support Value lnames pnames iter iter range support Author s Brian J Smith See Also boa print info List of matrices whose columns and rows contain the monitored parameters and the MCMC iterations respectively The iteration numbers and parameter names must be assigned to the dimnames List of matrices whose columns and rows contain the monitored parameters and the support lower and upper limits respectively Character vector giving the names of the MCMC sequences in the session list of sequences List of character vectors giving the parameter names in each of the MCMC sequences List of numeric vectors giving the iterations from each MCMC sequence Matrix whose columns give the range of the iterations for the MCMC sequences named in the rows List of numeric vectors giving the support for the parameters in each of the MCMC sequences 10 boa chain subset boa chain r
7. Value A logical value indicating that the plot was successfully created Author s Brian J Smith See Also boa chain gandr boa plot boa plot gandr boa print gandr 24 boa plot density boa plot density Plot Density Functions Description Estimates and displays in a single plot the density function s for the specified parameter s Usage boa plot density lnames pname bandwidth boa par bandwidth window boa par kernel annotate boa par legend Arguments 1names Character vector giving the names of the desired MCMC sequence in the work ing session list of sequences pname Character string giving the name of the parameter to be plotted bandwidth Function for computing the bandwidth used in estimating the density functions for parameters This should take one argument which is a numeric vector of data on which density estimation is to be performed A constant bandwidth may be specified by having this function return the desired constant window Character string giving the type of window used in estimating the density func tions for the parameters Available choices are cosine gaussian rectangu lar or triangular annotate Logical value indicating that a legend be included in the plot Value A logical value indicating that the plot was successfully created Author s Brian J Smith See Also boa plot boa plot gandr 25 boa plot gandr Plot Gelman and Rubin Shrink
8. appropriate default values Usage boa init recover FALSE Arguments recover a logical value for use if the previous BOA menu session terminated unexpect edly It may be possible to crash the menu system by supplying the wrong type of data In the event of a crash recover TRUE may be used to ensure that no data is lost Author s Brian J Smith See Also boa load boa quit boa load Load Session Description Loads the data and global parameter settings from a previously saved BOA session Usage boa load name envir globalenv Arguments name Character string giving the name of the object containing the session to be loaded envir The environment from which the object should come For more information consult the help documentation in R on the get function 18 boa menu Value A logical value indicating that the object was successfully loaded Author s Brian J Smith boa menu Interactive BOA Menu Description Starts the interactive menu for BOA Provides a menu driven interface to all of the convergence diagnostics and statistical and graphical analysis tools Usage boa menu recover FALSE Arguments recover a logical value for use if the previous BOA menu session terminated unexpect edly It may be possible to crash the menu system by supplying the wrong type of data In the event of a crash recover TRUE may be used to ensure that no data is lost Warning Do not us
9. are used where n is the number of rows The columns may be separated by white space or tabs Usage boa importASCII prefix path NULL boa importBUGS 15 Arguments prefix Character string giving the prefix for the files in which the ASCII data is stored boa importASCH looks for the file prefix txt path Character string giving the directory path in which the file subsides This argu ment may be omitted if the file is located in the current working directory The specified path should not end with a slash es Value If the data is successfully imported a matrix is returned whose columns and rows contain the monitored parameters and the MCMC iterations respectively The iteration numbers and parameter names are stored in the dimnames of the returned matrix Otherwise NULL is returned Author s Brian J Smith See Also boa chain import boa importBUGS boa importMatrix boa importBUGS Import BUGS Data Description Import data from BUGS output files Usage boa importBUGS prefix path NULL Arguments prefix Character string giving the prefix for the files in which the BUGS output is stored boa importBUGS looks for the two files prefix ind and prefix out path Character string giving the directory path in which the file subsides This argu ment may be omitted if the file is located in the current working directory The specified path should not end with a slash es Value If the data is succes
10. deleted A call to boa chain reset will reset this variable to T and copy the master list to the working list Side Effects When variables are set boa chain modifies the internal list boa chain If boa chain is called with either a list as the single argument or with one or more arguments in the lt name gt lt value gt form the variables specified by the names in the arguments are modified Author s Brian J Smith boa chain add Add MCMC Sequence Description Adds an MCMC sequence to the session lists of sequences Most users should not call this function directly Passing improperly formatted data to this function will most likely break the functions in this library The preferred method of adding a new sequence is to call the function boa chain import Usage boa chain add link lname boa chain collapse 5 Arguments link Matrix whose columns and rows contain the monitored parameters and the MCMC iterations respectively The iteration numbers and parameter names must be as signed to dimnames link 1name Character string giving the list name to use for the newly added MCMC se quence Value A logical value indicating that link has been successfully added Author s Brian J Smith See Also boa chain import boa chain collapse Concatenate MCMC Sequences Description Concatenates together all of the MCMC sequences in the working session list of sequences Only those parameters c
11. e density density functions e gandr Gelman and Rubin shrink factors e geweke Geweke convergence diagnostics e history running means e trace trace histories dev Character string giving the name of the function that creates graphics windows on the current platform For Unix systems this is either motif openlook or X11 For windows this should be set to win graph mfdim Numeric vector giving the maximum number of rows and columns respectively of plots to include in a single graphics window If only one graphics window is opened mfdim is proportionately scaled down so as to minimize the number of empty frames within that window newplot Logical value indicating that a new graphics window be automatically opened Otherwise previous graphics windows will be closed onelink Logical value indicating that each plot should include only one MCMC se quence Otherwise all sequences are displayed on the same plot title Logical value indicating that a title be added to the plot Value A logical value indicating that the plots were successfully created Author s Brian J Smith 22 boa plot acf See Also boa plot acf boa plot bandg boa plot density boa plot gandr boa plot geweke boa plot history boa plot trace boa plot acf Plot Autocorrelation Function Description Creates a single plot of the lag autocorrelations for a specified parameter Usage boa plot acf 1name pname annotate boa par
12. legend Arguments 1names Character vector giving the name of the desired MCMC sequence in the working session list of sequences pname Character string giving the name of the parameters to be plotted annotate Logical value indicating that a legend be included in the plot Value A logical value indicating that the plot was successfully created boa print acf 29 Author s Brian J Smith See Also boa plot boa print acf Print Autocorrelation Functions Description Iteratively calls boa acf to display the lag autocorrelations for the parameters in each of the MCMC sequences in the working session list of sequences Usage boa print acf lags boa par acf lags Arguments lags Numeric vector of lags at which to estimate the autocorrelation functions Author s Brian J Smith See Also boa acf boa plot boa plot acf boa print cor Print Correlation Matrices Description Iteratively computes and displays the correlation matrices for the parameters in each of the MCMC sequences in the working session list of sequences Usage boa print cor Author s Brian J Smith 30 boa print geweke boa print gandr Print Gelman and Rubin Convergence Diagnostics Description Calls boa chain gandr and displays the Gelman and Rubin convergence diagnostics for the MCMC sequences in the working session list of sequences Usage boa print gandr alpha boa par alpha win boa par gandr win
13. statistic halfwidth test mean and halfwidth and the monitored parameters respectively Author s Brian J Smith Nicky Best Kate Cowles References Heidelberger P and Welch P 1983 Simulation run length control in the presence of an initial transient Operations Research 31 1109 44 See Also boa print handw 14 boa import ASCII boa hpd Highest Probability Density Interval Description Estimates the highest probability density HPD interval for the given parameter draws Uses the Chen and Shao algorithm assuming a unimodal marginal posterior distribution Usage boa hpd x alpha Arguments x MCMC draws from the marginal posterior to use in computing the HPD alpha Specifies the 100 1 alpha interal to compute Value A vector containing the lower and upper bound of the HPD interval labeled Lower Bound and Upper Bound respectively Author s Brian J Smith References Chen M H and Shao Q M 1999 Monte Carlo estimation of Bayesian credible and HPD inter vals Journal of Computational and Graphical Statistics 8 1 69 92 boa importASCII Import ASCII Data Description Import data from an ASCII text file The variables and iterations should appear in the columns and rows respectively of the file The variable names must be given in the first row The iteration numbers are taken from the the column entitled iter case sensitive if it exists otherwise the numbers 1 n
14. 7 boa Oa sc ea ER n AFR ee te n AAA OS n N eee ee y 17 DOAMED a s i be eg ee a See e EE ek ake a 18 bod pat ak he AE PER Gee A aa Bee Ae a ie RR ea ce se 19 DOA PIO RE OO TE EE ee ee eS ee ee 2 boaPIOERE gers h eee N ee de DE RR Ede ER RAD oe Re eh Bee a ee Ges Hey 22 boa plot bandg s o ace e a e e E e a E e 23 boa plot density ee e 24 boa plot ga dis d is ke e a a a ER oe e a 23 Doa plot ceweke y 4 23 a di a Oe ee ea 26 boa plot history ies a BAR ERROR a BA GR ed Ns 21 boa plotspat om a o e do A e e 27 boa plot tle sos daarne a aa a aio a GE ae Pe a ee a 28 boa plot trace si sig EE ERROR e BERR a A A Re Berk ER OE a 28 bo print acf s s goea RE EER aa BERE eb eee be RR ee Oe ee 29 boa print CO n yy Re RR a Rg E Ee GER Re 29 boaprint gandr i cce e RR RE ee RR RE RR EG A RR ER EE RS 30 boa printgeweke eetet eere hiedie eaa EE EE SS Se 30 boaprint handW ssh RE a oe Me MR EA EE RR RE bee a BEE 31 bo print hpd os rara BA See Bae Rye Go we eae wee ors 31 boa printanto 2 EER be RAP EER BEREG AREER Eee EES 32 Doa PEO Pda a as ER AE EE ORE EE EE FEE 33 boaprintrandl o eo eme ee ee ee ee Eg 33 boa piint Stats 4 Oe eek a BEA aa AAA 34 os eli EE a e A e e E ee A 39 boarandl A EER Ry Bo RE RE OR bk ee ew ee Re 35 DOMSIVE RE a N ew al pee a Boe ae al a ew ee we el 36 DOaStats bea a Oe a A A eh ee eee ae Pe he we 37 WMG ve EER AI AR DE ea RE y RR EA E ae ERA hg 38 Index 39 boa acf Autocorrelation Function Des
15. Brian J Smith boa chain gandr Gelman and Rubin Convergence Diagnostics Description Computes the Gelman and Rubin convergence diagnostics for a list of MCMC sequences Estimates are calculated from the second half of each sequence Usage boa chain gandr chain chain support alpha pnames window to Arguments chain List of matrices whose columns and rows contain the monitored parameters and the MCMC iterations respectively The iteration numbers and parameter names must be assigned to the dimnames chain support List of matrices whose columns and rows contain the monitored parameters and the support lower and upper limits respectively alpha Quantile 1 alpha 2 at which to estimate the upper limit of the shrink factor pnames Character vector giving the names of the parameters to use in the analysis If omitted all parameters are used window Proportion of interations to include in the analysis If omitted 50 are included to Largest iteration to include in the analysis If omitted no upper bound is set Value psrf A vector containing the Gelman and Rubin uncorrected potential scale reduc tion factors for the monitored parameters csrf A matrix whose columns and rows are the Gelman and Rubin corrected scale reduction factors 1 e shrink factor estimates at the median and specified quan tile of the sampling distribution and the monitored parameters respectively A correction of df 3 df 1 is app
16. Factors Description Creates a single plot of the Gelman and Rubin shrink factors within different line segments for a parameter in an MCMC sequence Usage boa plot gandr pname bins boa par gandr bins alpha boa par alpha win boa par gandr win annotate boa par legend Arguments pname Character string giving the name of the parameter in the working session list of MCMC sequences to be plotted bins Number of line segments within the MCMC sequence at which to plot the Gel man and Rubin shrink factors The first segment contains the first 50 iterations the remaining iterations are partitioned into equal bins and added incrementally to construct the remaining line segments The shrink factors are plotted against the maximum iteration number for the segment Cubic splines are used to inter polate through the point estimates for each segment alpha Quantile 1 alpha 2 at which to estimate the upper limit of the shrink factor win Proportion of iterations to include in the Brooks Gelman and Rubin Statistics annotate Logical value indicating that a legend be included in the plot Value A logical value indicating that the plot was successfully created Author s Brian J Smith See Also boa chain gandr boa plot boa plot bandg boa print gandr 26 boa plot geweke boa plot geweke Plot Geweke Convergence Diagnostics Description Creates a single plot of the Geweke convergence diagnost
17. Package boa June 20 2015 Version 1 1 8 1 Date 2015 06 20 Title Bayesian Output Analysis Program BOA for MCMC Author Brian J Smith Maintainer Brian J Smith lt brian j smith uiowa edu gt Depends R gt 2 7 Description A menu driven program and library of functions for carrying out convergence diagnostics and statistical and graphical analysis of Markov chain Monte Carlo sampling output License GPL 2 URL http www jstatsoft org v21 i11 NeedsCompilation no Repository CRAN Date Publication 2015 06 20 23 31 40 R topics documented DOARACH EDE EE HELE ES MERE de eee Met tk LR AE EE 2 DOA CHAM e esk Ge a a A a EG 3 boa chain add eo a GER RE ER Rg a WER Ede Rg 4 boa chaln COllapse sop gxi ccend ar a eb Gee Lae E boa chain del SS SS SS SS SS SS ss ss 6 boa cham eval 2 g eee he a ge SORE RR Rl ig OE N Re ER EER we 6 boacham gandr ss 44 4 ee RRS DEE ae BE a Bo SS wR ke N 7 oa chainimport 0 04 wack cao aaa eo AOE ER EE ESE 8 boa chaimm MiO A 9 boa chain reset SE ee 10 boa chain subset ee 10 boa chaim suppOrt s s sos BE RR RR RR a BE Ee a SR Re OR a 11 Doa ge Weke um a A N See ea EER RR EER i boa handW es coeca e e e ee 13 DORADO RE OE i EE OE EE OE OE EO EE we 14 2 boa acf boaimportASCH s se c t new rea SS E EE E ee kk es E ee 14 boa importBUGS e ece EE SS i e EE SS E T SS Se 13 bOAAMPOrEMAEEIK e ezo N ROER ahd bow A A a She ws 16 DOAABIE sogea 0 a o O BU EA LE OE ORR 1
18. Value The character matrix obtained from boa pardesc is returned but not printed Author s Brian J Smith See Also boa pardesc boa print randl Print Raftery and Lewis Convergence Diagnostics Description Iteratively calls boa randl to display the Raftery and Lewis convergence diagnostics for the pa rameters in each of the MCMC sequences in the working session list of sequences Usage boa print randl q boa par randl q error boa par randl error prob 1 boa par alpha delta boa par randl delta 34 Arguments q error prob delta Author s Brian J Smith See Also boa randl boa print stats Quantile to be estimated Desired amount of error in estimating the specified quantile q Probability of attaining the desired degree of error Delta value used in computing the convergence diagnostic boa print stats Print Summary Statistics Description Iteratively calls boa stats to display summary statistics for the parameters in each of the MCMC sequences in the working session list of sequences Usage boa print stats probs boa par quantiles batch size boa par batch size Arguments probs batch size Author s Brian J Smith See Also boa stats Vector of probabilities at which to compute the quantiles Values must be be tween 0 and 1 Number of iterations to include in each batch when computing batch means
19. an empty set is copied to the working session list of MCMC sequences used in all analyses Author s Brian J Smith See Also boa chain collapse boa chain reset boa chain support Set Support for Parameters Description Modifies the support range of possible values for the parameters in the session lists of MCMC sequences Usage boa chain support lnames pnames limits Arguments 1names Character vector giving the names of the MCMC sequences over which to apply the changes If omitted changes are applied to all sequences pnames Character vector giving the names of the parameters whose support is to be modified limits Numeric vector with two elements giving the lower and upper limits respec tively of the support for the specified parameters Unbounded lower or upper limits should be specified as Inf or Inf respectively Value A logical vector with two elements indicating that the support has been changed for variables in the master list and working list of MCMC sequences respectively Side Effects The support for each of the specified parameters is changed in the session lists of MCMC sequences 12 boa geweke Author s Brian J Smith boa geweke Geweke Convergence Diagnostics Description Computes the Geweke convergence diagnostics for the parameters in an MCMC sequence Usage boa geweke link p first p last Arguments link Matrix whose columns and rows contain the monitored param
20. and lag 1 batch autocorrelation function boa guit 35 boa guit Ouit Session Description boa guit is called to end a BOA session It removes the objects used to store the session lists of MCMC seguences and the global parameters Failure to do this may result in lost or lingering data Usage boa quit Author s Brian J Smith See Also boa save boa init boa randl Raftery and Lewis Convergence Diagnostics Description Computes the Raftery and Lewis convergence diagnostics for the parameters in an MCMC se quence Usage boa randl link q error prob delta Arguments link Matrix whose columns and rows contain the monitored parameters and the MCMC iterations respectively The iteration numbers and parameter names must be as signed to dimnames link q Quantile to be estimated error Desired amount of error in estimating the specified quantile q prob Probability of attaining the desired degree of error error delta Delta value used in computing the convergence diagnostics Value A matrix whose columns and rows are the Raftery and Lewis convergence diagnostics i e thin burn in total lower bound and dependence factor and the monitored parameters respectively 36 boa save Author s Brian J Smith Nicky Best Kate Cowles References 1 Raftery A L and Lewis S 1992a Comment One long run with diagnostics Implementa tion strategies for Markov chain Monte Carlo S
21. cor 29 boa print gandr 30 boa print geweke 30 boa print handw 31 boa print hpd 31 boa print info 32 boa print par 33 boa print randl 33 boa print stats 34 Topic univar boa acf 2 boa chain gandr 7 boa geweke 12 boa handw 13 boa hpd 14 boa randl 35 boa stats 37 Topic utilities boa chain 3 boa chain add 4 boa chain collapse 5 boa chain del 6 boa chain eval 6 boa chain import 8 39 boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa chain info 9 boa chain reset 10 boa chain subset 10 boa chain support 11 boa importASCIT 14 boa importBUGS 15 boa importMatrix 16 boa init 17 boa load 17 boa par 19 boa plot par 27 boa plot title 28 boa quit 35 boa save 36 acf 2 22 29 chain 3 chain add 4 8 9 chain collapse 4 5 10 11 chain del 6 chain eval 6 chain gandr 7 23 25 30 chain import 4 5 8 15 16 chain info 9 32 chain reset 4 5 10 J1 chain subset 4 5 10 10 chain support 11 geweke 12 26 31 handw 13 3 hpd 14 32 importASCII 8 9 14 16 importBUGS 9 15 15 16 importMatrix 15 16 16 init 17 35 load 17 17 menu 18 par 19 pardesc 33 plot 3 8 12 21 23 27 29 31 plot acf 3 22 22 29 40 boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa
22. cription Computes lag autocorrelations for the parameters in an MCMC sequence Usage boa acf link lags boa chain 3 Arguments link Matrix whose columns and rows contain the monitored parameters and the MCMC iterations respectively The iteration numbers and parameter names must be as signed to dimnames link lags Vector of lags at which to estimate the autocorrelation function Value A matrix whose columns and rows contain the estimated autocorrelation functions at the specified lags and the monitored parameters respectively Author s Brian J Smith See Also boa plot boa plot acf boa print acf boa chain Session Lists of MCMC Sequences Description Extracts and sets the MCMC sequence s stored internally for use during a BOA session Users can safely use this function to extract data However it should not be called directly to modify the stored MCMC sequence s Instead data management should accomplished with the libboa chain functions Usage boa chain Arguments A list may be given as the only argument or a character string given as the only argument or any number of arguments may be in the lt name gt lt value gt form or no argument at all may be given See the Value and Side Effects sections for further details Value If no arguments are supplied a list of the current values is returned If a character string is given the current value of the named variable is returned Otherwise
23. e Number of iterations to include in each batch when computing batch means and lag 1 batch autocorrelations Value A matrix whose columns and rows contain the summary statistics i e sample mean standard deviation naive standard error MC error batch standard error lag 1 batch autocorrelation specified quantiles minimum and maximum iteration numbers and total iterations in the sample and the monitored parameters respectively Author s Brian J Smith See Also boa print stats 38 line line BUGS Line Example Description The Line example involves a linear regression analysis of the data points 1 1 2 3 3 3 4 3 and 5 5 The proposed Bayesian model is yli N mauli tau mauli alpha beta x x i mean x with the following priors alpha N 0 0 0001 beta N 0 0 0001 tau Gamma 0 001 0 001 Two parallel chains from the MCMC sampler were generated and the output saved in the S data frames linel and line2 Usage data line Format The data frames line and line2 each containing 200 observations References Spiegelhalter D Thomas A and Best N 2000 WinBugs Version 1 4 User Manual Index Topic datasets line 38 Topic hplot boa plot 21 boa plot acf 22 boa plot bandg 23 boa plot density 24 boa plot gandr 25 boa plot geweke 26 boa plot history 27 boa plot trace 28 Topic interface boa menu 18 Topic print boa print acf 29 boa print
24. e the recover argument unless starting the menu immediately after a crash Note boa menu is the only function in the BOA library that need be called in order to use the menu driven interface Author s Brian J Smith Examples Not run Start the menu system boa menu End Not run boa par 19 boa par Global Parameters Description Displays and sets the global parameters stored internally for use during a BOA session Usage boa par Arguments A list may be given as the only argument or a character string given as the only argument or any number of arguments may be in the lt name gt lt value gt form or no argument at all may be given Value If no arguments are supplied a list of the current values is returned If a character string is given the current value of the named variable is returned Otherwise a list of the named variables and their old values is returned but not printed Parameter Names and Default Values acf lags c 1 5 10 50 Numeric vector of lags at which to estimate the autocorrelation function alpha 0 05 Type I error rate used for all statistical tests and confidence intervals ASCHext txt Character string giving the filename extension used when importing ASCII files bandwidth function x 0 5 diff range x log length x 1 Function for computing the band width used in estimating the density functions for parameters This should take one argument wh
25. eset Reset MCMC Seguences Description Returns the data in the working list of MCMC sequences to the state it was in when originally im ported This function undoes any subsetting or collapsing that was done via the boa chain collapse or boa chain subset functions Usage boa chain reset Side Effects Returns the data in the working list of MCMC sequences to the state it was in when originally im ported This function undoes any subsetting or collapsing that was done via the boa chain collapse or boa chain subset functions Author s Brian J Smith See Also boa chain collapse boa chain subset boa chain subset Subset MCMC Sequences Description Selects a subset of the MCMC sequences stored in the working session list of sequences Usage boa chain subset 1names pnames iter Arguments 1names Character vector giving the names of the MCMC sequences to include in the subset If omitted all sequences are included pnames Character vector giving the names of the parameters to include in the subset If omitted all parameters are included iter Character vector giving the names of the parameters to include in the subset If omitted all parameters are included boa chain support 11 Value A logical value indicating that the data has been successfully subsetted If the requested subset contains no data the working session list is not modified and FALSE is returned Side Effects The subsetted data if not
26. eters and the MCMC iterations respectively The iteration numbers and parameter names must be as signed to dimnames link p first Proportion of iterations to include in the first window p last Proportion of iterations to include in the last window Value A matrix whose columns contain the Z Scores and associated p values and whose rows contain the monitored parameters Author s Brian J Smith References Geweke J 1992 Evaluating the accuracy of sampling based approaches to calculating posterior moments In Bayesian Statistics 4 ed J M Bernardo J O Berger A P Dawid and A F M Smith Clarendon Press Oxford UK See Also boa plot boa plot geweke boa print geweke boa handw 13 boa handw Heidelberger and Welch Convergence Diagnostics Description Computes the Heidleberger and Welch convergence diagnostics for the parameters in an MCMC sequence Usage boa handw link error alpha Arguments link Matrix whose columns and rows contain the monitored parameters and the MCMC iterations respectively The iteration numbers and parameter names must be as signed to dimnames link error Accuracy of the posterior estimates for the parameters alpha Alpha level for the confidence in the sample mean of the retained iterations Value A matrix whose columns and rows are the Heidleberger and Welch convergence diagnostics i e stationarity test number of iterations to keep and to drop Cramer von Mises
27. ich is a numeric vector of data on which density estimation is to be performed A constant bandwidth may be specified by having this function return the desired constant batch size 50 Number of iterations to include in each batch when computing batch means and lag 1 batch autocorrelations The batch size has the single largest impact on the time required to compute summary statistics The computation time is decreased dramatically as the batch size increases Consequently users may want to increase the value of this variable for long MCMC sequences dev see below Character string giving the name of the function that creates graphics windows on the current platform For Unix systems this is either motif openlook or X11 The default is motif for the UNIX S PLUS win graph for Windows S PLUS X11 for UNIX R and windows for Windows R dev list numeric 0 Numeric vector containing the active graphics windows in use by the pro gram This is automatically maintained by the program user should not directly modify this variable 20 boa par gandr bins 20 Number of line segments within the MCMC sequence at which to plot the Gelman and Rubin shrink factors gandr win 0 50 Proportion of iterations to include in the Brooks Gelman and Rubin Statistics geweke bins 10 Number of line segments within the MCMC sequence at which to plot the Geweke convergence diagnostics geweke first 0 1 Proportion of iterations to i
28. ics within different line segments for a parameter in an MCMC sequence Usage boa plot geweke 1name pname bins boa par geweke bins p first boa par geweke first p last boa par geweke last alpha boa par alpha annotate boa par legend Arguments 1name Character string giving the name of the desired MCMC sequence in the working session list of sequences pname Character string giving the name of the parameter to be plotted bins Number of line segments within the MCMC sequence at which to plot the Geweke convergence diagnostics The ith line segment contains the last bins i 1 bins 100 bins This may lead to segments in which there are too few iterations to compute the convergence diagnostics Such segments if they exist are automatically omitted from the calculations p first Proportion of iterations to include in the first window p last Proportion of iterations to include in the last window alpha Alpha level for the rejection region lines drawn on the graph annotate Logical value indicating that a legend be included in the plot Value A logical value indicating that the plot was successfully created Author s Brian J Smith Nicky Best Kate Cowles See Also boa geweke boa plot boa print geweke boa plot history 27 boa plot history Plot Parameter Estimation Histories Description Computes and displays in a single plot the running mean s for the specified pa
29. lied to the scale reduction factors mpsrf A numeric value giving the multivariate potential scale reduction factor pro posed by Brooks and Gelman window A numeric vector with two elements giving the range of the iterations used in the analysis 8 boa chain import Author s Brian J Smith Nicky Best Kate Cowles References 1 Brooks S and Gelman A 1998 General methods for monitoring convergence of iterative simulations Journal of Computational and Graphical Statistics 7 4 434 55 2 Gelman A and Rubin D B 1992 Inference from iterative simulation using multiple se quences Statistical Science 7 457 72 See Also boa plot boa plot bandg boa plot gandr boa print gandr boa chain import Import MCMC Sequence Description Reads an MCMC sequence from an external file and adds it to the session lists of sequences Usage boa chain import prefix path boa par path type ASCII Arguments prefix Character string giving the prefix for the file s in which the MCMC sequence is stored path Character string giving the directory path in which the file s subsides type Character string specifying the type of data to be imported Currently the sup ported types are e ASCII ASCII text file Calls boa importASCII to import data from prefix txt e BUGS BUGS output files Calls boa importBUGS to import data from prefix ind and prefix out e S S data frame or matrix Value
30. nclude in the first window when computing the Geweke convergence diagnostics geweke last 0 5 Proportion of iterations to include in the last window when computing the Geweke convergence diagnostics handw error 0 1 Accuracy of the posterior estimates when computing the Heidleberger and Welch convergence diagnostics kernel gaussian Character string giving the type of window used in estimating the density n functions for parameters Other choices are cosine rectangular or triangular legend TRUE Logical value indicating that a legend be included in the plots path Character string giving the directory path in which the raw data files are stored The default may be used if the files are located in the current working directory The specified path should not end with a slash es par list List specifying graphics parameters passed to the par function for the construction of new plots plot mfdim c 3 2 Numeric vector giving the maximum number of rows and columns respec tively of plots to include in a single graphics window plot new F Logical value indicating that a new graphics window be automatically opened upon successive calls to boa plot Otherwise previous graphics windows will be closed plot onelink FALSE Logical value indicating that each plot should include only one MCMC sequence Otherwise all sequences are displayed on the same plot quantiles c 0 025 0 5 0 975 Vector of probabilitie
31. ommon to all sequences are kept Usage boa chain collapse Value A logical value indicating that the MCMC sequences have been collapsed If the sequences share no common parameters no modifications are made to the working list and FALSE is returned Author s Brian J Smith See Also codeboa chain reset codeboa chain subset 6 boa chain eval boa chain del Delete MCMC Seguences Description Delete MCMC sequences from the session list of sequences Usage boa chain del 1names pnames Arguments 1names Character vector giving the names of the MCMC sequences in the session list of sequences to be deleted If omitted no sequences are deleted pnames Character vector giving the names of the parameters in the MCMC sequences to be deleted If omitted no parameters are deleted Side Effects The specified MCMC sequences are deleted from the session lists of sequences Author s Brian J Smith boa chain eval Formulate New Parameter Description Evaluates a user specified expression to formulate a new parameter in each of the system lists of MCMC sequences Usage boa chain eval expr pname Arguments expr S expression object used to formulate the new parameter Typically the new parameter is a function of the existing parameters pname Name given to the new parameter boa chain gandr 7 Side Effects The specified parameter is added to the session lists of MCMC seguences Author s
32. rameter s Usage boa plot history lnames pname annotate boa par legend Arguments 1names Character vector giving the name of the desired MCMC sequence in the working session list of sequences pname Character vector giving the names of the parameters to be plotted annotate Logical value indicating that a legend be included in the plot Value A logical value indicating that the plot was successfully created Author s Brian J Smith See Also boa plot boa plot par Set Plotting Parameters Description Set Plotting Parameters Usage boa plot par mfdim c 1 1 title TRUE Arguments mfdim Numeric vector with two elements giving the number of rows and column re spectively of plots to display on the page Plots will be drawn row by row title Logical value indicating that a title be added to the plot 28 boa plot trace Author s Brian J Smith boa plot title Add Plot Title Description Adds a title to the graphics window This function should be called after all plots have been added to the target graphics window Usage boa plot title text Arguments text Character string giving the title to be centered and displayed across the top of the graphics window Author s Brian J Smith boa plot trace Plot Trace Histories Description Displays in a single plot the trace histories for the specified parameter s Usage boa plot trace lnames pname annotate boa par
33. s at which to compute the quantiles Values must be between 0 and 1 randl error 0 005 Desired amount of error in estimating the quantile specified in the Raftery and Lewis convergence diagnostics randl delta 0 001 Delta valued used in computing the Raftery and Lewis convergence diagnos tics randl q 0 025 Quantile to be estimated in computing the Raftery and Lewis convergence diag nostics title TRUE Logical value indicating that a title be added to the plots Side Effects When variables are set boa par modifies the internal list boa par If boa par is called with either a list as the single argument or with one or more arguments in the lt name gt lt value gt form the variables specified by the names in the arguments are modified Author s Brian J Smith boa plot 21 boa plot Plot Parameters in MCMC Seguences Description Automatically generates the specified plot type for all parameters in the working session list of MCMC sequences This function takes care of all the plotting tasks opening windows setting the number of plots per page and adding titles Usage boa plot type dev boa par dev mfdim boa par plot mfdim newplot boa par plot new onelink boa par plot onelink title boa par title Arguments type The type of plots to generate The supported types are e acf autocorrelation functions e bandg Brooks and Gelman multivariate shrink factors
34. sfully imported a matrix is returned whose columns and rows contain the monitored parameters and the MCMC iterations respectively The iteration numbers and parameter names are stored in the dimnames of the returned matrix Otherwise NULL is returned 16 boa importMatrix Author s Brian J Smith See Also boa chain import boa importASCII boa importMatrix boa importMatrix Import ASCII Data Description Import data from an S numeric matrix object The variables and iterations should appear in the columns and rows respectively of the matrix The variable names and iteration numbers may be optionally specified in the dimnames of the matrix object Otherwise the iterations will be numbered 1 n where n is the number of rows Usage boa importMatrix prefix Arguments prefix Character string giving the name of the S object Value If the data is successfully imported a matrix is returned whose columns and rows contain the monitored parameters and the MCMC iterations respectively The iteration numbers and parameter names are stored in the dimnames of the returned matrix Otherwise NULL is returned Author s Brian J Smith See Also boa chain import boa importASCII boa importBUGS boa init 17 boa init Start Session Description boa init is the first function called to start a BOA session when using the command line It sets up the internal data structures and initializes them with the
35. tatistical Science 7 493 7 2 Raftery A L and Lewis S 1992b How many iterations in the Gibbs sampler In Bayesian Statistics 4 ed J M Bernardo J O Berger A P Dawid and A F M Smith pp 763 74 Oxford University Press See Also boa print randl boa save Save Session Description Save the current state of the session lists of MCMC sequences and the global parameters to a database object Usage boa save name envir globalenv replace FALSE Arguments name Character string giving the name of the object to which the current session should be saved envir The environment to which the object should be saved For more information consult the help documentation in R on the assign function replace Logical value indicating whether object name should be replaced if it already exists Value A logical value indicating that the session was successfully saved to the specified object Author s Brian J Smith boa stats 37 boa stats Summary Statistics Description Computes summary statistics for the parameters in an MCMC sequence Usage boa stats link probs batch size Arguments link Matrix whose columns and rows contain the monitored parameters and the MCMC iterations respectively The iteration numbers and parameter names must be as signed to dimnames link probs Vector of probabilities at which to compute the guantiles Values must be be tween 0 and 1 batch siz
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