joint.marginal {INLA} | R Documentation

## Sample, transform and evaluate from a joint marginal approximation

### Description

Sample, transform and evaluate from from a joint marginal approximation as returned using argument `selection` in `inla`.

### Usage

    inla.rjmarginal(n, jmarginal, constr)

    inla.rjmarginal.eval(fun, samples, ...)

    ## S3 method for class 'inla.jmarginal'
    print(x, ...)

    ## S3 method for class 'inla.jmarginal'
    summary(object, ...)

    ## S3 method for class 'summary.inla.jmarginal'
    print(x, ...)

    inla.tjmarginal(jmarginal, A)

    inla.1djmarginal(jmarginal)

### Arguments

`n` | The number of samples
`jmarginal` | A marginal object given either by a `inla` object or `result$selection`
`constr` | Optional linear constraints; see `?INLA::f` and argument `extraconstr`
`fun` | A function which is evaluated for each sample, similar to `inla.posterior.sample.eval`: please see the documentation for this functions for details.
`samples` | The samples, as in the form of the output from `inla.rjmarginal`
`...` | Arguments passed on to other methods (printing and summarising)
`x` | Object to be printed
`object` | Object to be summarised
`A` | A matrix used for the linear combination

### Value

THESE FUNCTIONS ARE EXPERIMENTAL FOR THE MOMENT (JULY 2020)

`inla.rjmarginal` returns a list with the samples in `samples` (matrix) and the corresponding log-densities in `log.density` (vector). Each column in `samples` contains one sample.

`inla.rjmarginal.eval` returns a matrix, where each row is the (vector) function evaluated at each sample.

`inla.tjmarginal` returns a `inla.jmarginal`-object of the linear combination defined by the matrix `A`.

`inla.1djmarginal` return the marginal densities from a joint approximation.

### Author(s)

Cristian Chiuchiolo and Havard Rue hrue@r-inla.org

### See Also

`inla()`

### Examples

     n = 10
     x = 1+rnorm(n)
     xx = 3 + rnorm(n)
     y = 1 + x + xx + rnorm(n)
     selection = list(xx=1, x=1)
     r = inla(y ~ 1 + x + xx,
              data = data.frame(y, x, xx),
              selection = selection)
     ns = 100
     xx = inla.rjmarginal(ns, r)

     print(cbind(mean = r$selection$mean, sample.mean = rowMeans(xx$samples)))
     print("cov matrix")
     print(round(r$selection$cov.matrix, dig=3))
     print("sample cov matrix")
     print(round(cov(t(xx$samples)), dig=3))

     skew = function(z) mean((z-mean(z))^3)/var(z)^1.5
     print(round(cbind(skew = r$selection$skewness,
                       sample.skew = apply(xx$samples, 1, skew)), digits = 3))

     ## illustrating the eval function
     n = 10
     x = rnorm(n)
     eta = 1 + x
     y = eta + rnorm(n, sd=0.1)
     selection = list(x = 1, '(Intercept)' = 1)
     r = inla(y ~ 1 + x,
              data = data.frame(y, x),
              selection = selection)
     xx = inla.rjmarginal(100,  r)
     xx.eval = inla.rjmarginal.eval(function() c(x, Intercept),  xx)
     print(cbind(xx$samples[, 1]))
     print(cbind(xx.eval[, 1]))

     constr <- list(A = matrix(1, ncol = nrow(xx$samples), nrow = 1), e = 1)
     x <- inla.rjmarginal(10, r, constr = constr)

     A <- matrix(rnorm(nrow(xx$samples)^2), nrow(xx$samples), nrow(xx$samples))
     b <- inla.tjmarginal(r, A)
     b.marg <- inla.1djmarginal(b)

[Package INLA version 25.06.07 Index]