Last data update: 2014.03.03

 R: Moment Fractional Bayes Factor Stochastic Search for...
FBF_RSR Documentation

Moment Fractional Bayes Factor Stochastic Search for Regression Models

Description

Estimate the edge inclusion probabilities for a regression model, using the moment fractional Bayes factor approach.

Usage

FBF_RS(Corr, nobs, G_base, h, C, n_tot_mod, n_hpp)

Arguments

Corr

qxq correlation matrix.

nobs

Number of observations.

G_base

Base model.

h

Parameter prior.

C

Costant who keeps the probability of all local moves bounded away from 0 and 1.

n_tot_mod

Maximum number of different models which will be visited by the algorithm, for each equation.

n_hpp

Number of the highest posterior probability models which will be returned by the procedure.

Value

An object of class list with:

M_q

Matrix (qxq) with the estimated edge inclusion probabilities.

M_G

Matrix (n*n_hpp)xq with the n_hpp highest posterior probability models returned by the procedure.

M_P

Vector (n_hpp) with the n_hpp posterior probabilities of the models in M_G.

Author(s)

Davide Altomare (davide.altomare@gmail.com).

References

D. Altomare, G. Consonni and L. La Rocca (2013). Objective Bayesian search of Gaussian directed acyclic graphical models for ordered variables with non-local priors. Biometrics.

Examples


data(SimDag6) 

Corr=dataSim6$SimCorr[[1]]
nobs=50
q=ncol(Corr)
Gt=dataSim6$TDag

# Regression of Y(q) on Y(q-1),...,Y(1)

Res_search=FBF_RS(Corr, nobs, matrix(0,1,(q-1)), 1, 0.01, 1000, 10)
M_q=Res_search$M_q
M_G=Res_search$M_G
M_P=Res_search$M_P


Mt=rev(matrix(Gt[1:(q-1),q],1,(q-1))) #True Model

M_med=M_q
M_med[M_q>=0.5]=1
M_med[M_q<0.5]=0 #median probability model

sum(sum(abs(M_med-Mt))) #Structural Hamming Distance between the true DAG and the median probability DAG

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(FBFsearch)
Loading required package: Rcpp
Loading required package: RcppArmadillo
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/FBFsearch/FBF_RS.Rd_%03d_medium.png", width=480, height=480)
> ### Name: FBF_RS
> ### Title: Moment Fractional Bayes Factor Stochastic Search for Regression
> ###   Models
> ### Aliases: FBF_RS
> ### Keywords: multivariate models dag stochastic search
> 
> ### ** Examples
> 
> 
> data(SimDag6) 
> 
> Corr=dataSim6$SimCorr[[1]]
> nobs=50
> q=ncol(Corr)
> Gt=dataSim6$TDag
> 
> # Regression of Y(q) on Y(q-1),...,Y(1)
> 
> Res_search=FBF_RS(Corr, nobs, matrix(0,1,(q-1)), 1, 0.01, 1000, 10)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)

warning: sympd() is deprecated and will be removed; change inv(sympd(X)) to inv_sympd(X)
> M_q=Res_search$M_q
> M_G=Res_search$M_G
> M_P=Res_search$M_P
> 
> 
> Mt=rev(matrix(Gt[1:(q-1),q],1,(q-1))) #True Model
> 
> M_med=M_q
> M_med[M_q>=0.5]=1
> M_med[M_q<0.5]=0 #median probability model
> 
> sum(sum(abs(M_med-Mt))) #Structural Hamming Distance between the true DAG and the median probability DAG
[1] 0
> 
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>


Created & Maintained by Osamu Ogasawara (osamu.ogasawara@gmail.com) and IMSBIO