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R: Posterior distribution of the H parameter of the HKp using an...

inferH

R Documentation

Posterior distribution of the H parameter of the HKp using an Accept-Reject algorithm.

Description

The function inferH is used to create a sample from the posterior distribution of H. The function uses the eq.10 (Tyralis and Koutsoyiannis 2014) to make inference on H and an Accept-Reject algorithm (see Robert and Casella 2004, Algorithm A.4).

Usage

inferH(data,n,add = 0.001,minu = 0.001,maxu = 0.999)

Arguments

`data`	time series data
`n`	The size of the simulated sample
`add`	A number added to the maximum value of the natural logarithm of eq.10, to avoid bugs of the Accept-Reject algorithm due to computation errors
`minu`	A lower bound to the parameter H
`maxu`	An upper bound to the parameter H

Value

Vector with the simulated sample.

Author(s)

Hristos Tyralis

References

Robert C.P., Casella G. (2004) Monte Carlo Statistical Methods, New York: Springer.

Tyralis H., Koutsoyiannis, D. (2014) A Bayesian statistical model for deriving the predictive distribution of hydroclimatic variables, Climate Dynamics 42(11-12), 2867–2883. http://dx.doi.org/10.1007/s00382-013-1804-y.

Examples

# Posterior distribution of the H parameter of the HKp for the Nile time series.

set.seed(12345)

samp.sim <- inferH(Nile,500)

hist(samp.sim,breaks = 20,main = "Histogram of H",xlab = "H")

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(HKprocess)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/HKprocess/inferH.Rd_%03d_medium.png", width=480, height=480)
> ### Name: inferH
> ### Title: Posterior distribution of the H parameter of the HKp using an
> ###   Accept-Reject algorithm.
> ### Aliases: inferH
> ### Keywords: models
> 
> ### ** Examples
> 
> # Posterior distribution of the H parameter of the HKp for the Nile time series.
> 
> set.seed(12345)
> 
> samp.sim <- inferH(Nile,500)
> 
> hist(samp.sim,breaks = 20,main = "Histogram of H",xlab = "H")
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>