The boa Package
Contents
1. ee v EC RC E dae Be ee ee d 44 s e hoe mox o wem XC e y v e Rom dew m Oe ce e d 44 bOa VerSIOD us uos Ee P Ped a OR E Bod 45 COLVaIS neta de epe SEES REOR dp Se EES ER 46 Du LT 46 47 boa acf 3 boa acf Autocorrelation Function Description Computes lag autocorrelations for the parameters in an MCMC sequence Usage boa acf link lags 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 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 batchMeans Batch Means Description Computes batch means for the parameters in an MCMC sequence Usage boa batchMeans link 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 size Number of iterations to include in each batch 4 boa chain Value A matrix whose columns and rows contain the means within sequential batches and the mo2. AS moo a e Bae he Ba ee 32 boaplotipat 22 4 5 s tin Sees Pee SHS Te BAS 32 boa plot tle 2 2 553 e x ntes Sh oe Ge Ug ea te eae ewe Rute ad boa plo ttrace re t pa bb GA OR RUE CR 33 boa pnanies zc ue RISO AE ee SY Oe EU S RR DER ORE 9 34 boa printati s aom SRE RR ___ Re 4 4 34 kon EGER A RE 22 Prot Sande e oed quem dub dede eu m quee doe bab dedos 35 boa print geweke e beu ede uode ee e s 36 boa printhandw 2er 36 boa punthpd i ose Vee UE RARE UE EUR E uo EUR o 37 boa pritinfO ROB EOS RO E OR OXON Ele 4 RO Eos E A 38 ono CA UR SCR an 38 boa prnttandl s 5 8 wit eee hee Sow Revo S ee d Ub do doge ed 39 boa prinbstats sence a BEE eS Bee Be dee que qeu s 40 EEE ORR eda ba 40 RR EAR X OROR E EH Kos ERO Re 3 41 D Rha RE T RAR Bane a 42 CIT 42 bOaSOrtpatms es oe oo ed dre BH SOY due eee HS 43 boastals 5 x gos bo m
3. boa print cor Author s Brian J Smith 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 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 36 boa print handw 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 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 seq
4. psrf csrf mpsrf window Author s List of matrices whose columns and rows contain the monitored parameters and the support lower and upper limits respectively Quantile 1 alpha 2 at which to estimate the upper limit of the shrink factor Character vector giving the names of the parameters to use in the analysis If omitted all parameters are used Proportion of interations to include in the analysis If omitted 5096 are included Largest iteration to include in the analysis If omitted no upper bound is set A vector containing the Gelman and Rubin uncorrected potential scale reduc tion factors for the monitored parameters A matrix whose columns and rows are the Gelman and Rubin corrected scale reduction factors i 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 applied to the scale reduction factors A numeric value giving the multivariate potential scale reduction factor pro posed by Brooks and Gelman A numeric vector with two elements giving the range of the iterations used in the analysis 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 ite
5. 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 lnames pnames iter Arguments lnames 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 12 boa chain support 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 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 lnames 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 v
6. 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 30 boa plot geweke 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 boa plot geweke Plot Geweke Convergence Diagnostics Description Creates a single plot of the Geweke convergence diagnostics within different line segments for a parameter in an MCMC sequence Usage boa plot geweke lname pname bins boa par geweke bins p first boa par gev Arguments lname Character string giving the name of the desired MCMC sequence in the working session list of
7. 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 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 23 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 gandr bins 20 Number of line segments within the MCMC sequence at which to plot the Gelman and Rubin s
8. agare bo eA ARRAS EHO e e b ae GE qe AUS 14 bo sewekePWE sooo ee A ole eR GE ER Re 15 Index R topics documented boa handW s ses ewe ale aD Oe ale Bea lw 15 boa hpa ecs sacos RR Pe Raa Se 5 16 boaumportASCIL RS ee eA I7 boaimportBUGS sss a RR ERR RR 18 boa importMatrix hrs 18 e esee RGR AL AD um e oce dee eS 19 boaster ee ee e i boa ee 20 poa licens owe A a eS GE Re ewe oe Ro es 20 eS 21 DOAMED gu 2 boa par Remove em Ed ds 22 boa pardesc e s n eos komo x ee SOR EORR CR E a eae 24 boa plot i 2k ego OR ee ea donee UR ER Re Hed 25 boa plot acE soo oko dem cR REOR Ge EO S E PV dU P bns p 26 boa plotbandg sss Re os oo oO RR BO GR m EORR RR ORO RD 27 boa plot close ice cm RUEDA RR am 28 boa plot density PSE SHS b RAUS Ue UE doe ESSE S 28 boa plot pandr 24484 RRO xo gene X oe ox dew od 20 boaplotgeweke 0 30 boOa Pplot WistOry ee 8 0 RR UR ONES 8 31 boa Plot Open
9. 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 boa 19 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 Start Session Description boa init is the first function called to start BOA session when using the command line It sets up the internal data structures and initializes them with the 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 Al
10. dependence factor and the monitored parameters respectively Author s Brian J Smith Nicky Best Kate Cowles References 1 Raftery A L and Lewis S 19922 Comment One long run with diagnostics Implementa tion strategies for Markov chain Monte Carlo Statistical 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 P Dawid and A F M Smith pp 763 74 Oxford University Press See Also boa print randl 42 boa sortiter 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 nvir globalenv 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 Value A logical value indicating that the session was successfully saved to the specified object Author s Brian J Smith boa sortiter Sort by Iteration Numbers Description Sorts an MCMC sequence by increasing iteration numbers Usage boa sortiter link Arguments link Matrix whose columns and rows contain the monitored parameters and the MCMC iterations respectively The iteration numbers and parameter nam
11. 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 too few iterations to compute the convergence diagnostics Such segments if they exist are automatically omitted from the calculations p frrst 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 boa plot history 31 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 Plot Parameter Estimation Histories Description Computes and displays in a single plot the running mean s for the specified parameter s Usage boa plot history lnames pname annotate boa par legend Arguments lnames 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 indicati
12. 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 boa chain add 5 work master Working list used in all analyses This list is essentially a modifiable copy of master 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 orboa chain collapse While work sync F only the master list will be updated if MCMC sequences are added or 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 name value 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 n
13. FALSE Arguments x A matrix array or data frame na rm Logical value indicating that missing values be omitted from the calculations unbiased Not implemented SumSquares Not implemented 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 mufi tau alpha beta 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 linel and line2 each containing 200 observations References Spiegelhalter D Thomas and Best N 2000 WinBugs Version 1 4 User Manual Index Topic datasets line 45 Topic hplot boa plot 24 boa plot acf 25 boa plot bandg 26 boa plot density 27 boa plot gandr 28 boa plot geweke 29 boa plot history 30 boa plot trace 32 Topic interface boa menu 20 Topic internal boa batchMeans 2 boa getiter 12 boa getparms 12 boa gewekePwr 14 boa iter 19 boa license 19 boa pardesc 23 boa plot close 27 boa plot open 31 boa pnames 33 boa sortiter 41 boa sortparms 42 boa transform 43 boa version 44 colVars 45 Topic print boa print acf 33 boa print cor 34 boa print gand
14. MCMC iterations respectively The iteration numbers and parameter names must be as signed to dimnames link pnames Character vector containing the names of the parameters to extract from link Value A subset of link containing the specified parameters in pnames and all prior iterations Author s Brian J Smith See Also boa getiter boa pnames 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 parameters 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 boa gewekePwr 15 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 M Smith Clarendon Press Oxford UK See Also boa plot boa plot geweke boa print geweke boa gewekePwr Geweke Spectral Density Estimation Description Estimates the spectrum frequency f
15. The boa Package April 18 2007 Version 1 1 6 1 Date 2007 04 18 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 1 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 version 2 or newer URL http www public health uiowa edu boa R topics documented hor RES 3 boa batchMears UR amp RERO 3 boa cham o 2o bed m m Ea eee US oe REOR URGE oos 4 boa chaimadd uc m ey iem de m EC m 2 boa chaimcoll pse oe o o e m Ex RE TE xs 6 boa chaimdel SP Ge s HU 6 Fi boachaingandr 0 7 boa chaimimport a yon y Y E omo 9 DOA CHAINANTO pos so Rae Ba HO 10 boa chamkr set c s epoci e o oen 11 boa chainsubsef sue ec UP ich 11 boa chain supportt e te ee e ea Ea e e e rs I2 Doa Setter 2034 unte dunt dde dere ap stam 13 boa s tparms ok ead n e be POR te eb Gee OR REOR fous 13 boa geweke
16. 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 22 Warning Do not use 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 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 value 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 ASCIIext
17. atch 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 praint stats boa transform Transform Variables Description Applies a log or logit transformation to map bounded variables to the entire real line Usage boa transform x support inv FALSI boa version 45 Arguments x Numeric object to be transformed support Vector giving the lower and upper limits of the support for the untransformed data Unbounded lower or upper limits should be specified as Inf or Inf re spectively inv Logical value indicating that the inverse transformation should be applied Value Transformed or inverse transformed analogue of x Author s Brian J Smith boa version Version Information Description Information about this release of BOA Usage boa version Value name Character string giving the program name major Major number of this release minor Minor number of this release revision Revision number for this version system Character string giving the platform for which this version of BOA was de signed Author s Brian J Smith See Also boa license 46 line colVars Column Variances Description Computes variances by column Usage colVars x na rm FALSE unbiased TRUE SumSquares
18. ating 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 probabilities 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 24 boa pardesc 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 pardesc Global Parameters Descriptions Description Returns descriptive information on the global parameters Usage boa pardesc Value A character matrix whose rows and columns group method desc par note contain the global parameters and the corresponding descriptors group Analysis Data or Plot method subgroup classification desc parameter description par parameter name name note information concerning the possi
19. ble values for the parameter Author s Brian J Smith See Also boa par boa plot 25 boa plot Plot Parameters in MCMC Sequences 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 autocorrelation functions bandg Brooks and Gelman multivariate shrink factors density density functions gandr Gelman and Rubin shrink factors geweke Geweke convergence diagnostics e history running means 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
20. ector 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 boa getiter 13 Author s Brian J Smith boa getiter Extract Iterations Description Extracts a subset of the iterations in an MCMC sequence Usage boa getiter link iter 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 iter Numeric vector containing the iterations to extract from link Value A subset of containing all prior parameters and the iterations specified in iter Author s Brian J Smith See Also boa iter boa getparms boa getparms Extract Parameters Description Extracts a subset of the parameters in an MCMC sequence Usage boa getparms link pnames 14 boa geweke Arguments link Matrix whose columns and rows contain the monitored parameters and the
21. es must be as signed to dimnames link Value A copy of link with the rows sorted by increasing iteration numbers boa sortparms 43 Author s Brian J Smith See Also boa sortparms boa sortparms Sort by Parameter Names Description Sorts the parameters of an MCMC sequence alphabetically by parameter names Usage boa sortparms link 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 Value copy of with the columns sorted alphabetically by parameter names Author s Brian J Smith See Also boa sortiter 44 boa transform 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 quantiles Values must be be tween 0 and 1 batch size 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 b
22. etiter 12 13 19 geweke 13 30 35 gewekePwr 14 handw 14 36 15 36 importASCIT 8 16 17 18 importBUGS 8 16 17 18 importMatrix 16 17 17 init 18 39 iter 12 19 33 license 19 44 load 18 20 menu 20 par 21 23 pardesc 23 36 lot 2 7 14 24 26 26 30 33 35 acf 2 25 25 34 bandg 7 25 26 29 35 close 27 31 density 25 27 gandr 7 25 26 28 35 geweke 14 25 29 35 history 25 30 open 27 31 par 31 title 32 lot trace 25 32 te ee E eee ee E D EYE t acf 2 25 33 34 gandr 7 26 29 34 geweke 14 30 35 handw 15 35 36 info 9 37 par 37 randl 38 40 print stats 39 43 quit 16 39 randl 38 40 save 39 41 sortiter 41 42 sortparms 42 42 prin prin prin prin prin prin prin prin prin ict v INDEX boa stats 39 43 boa transform 43 boa version 19 44 colVars 45 line 45 linel line 45 1 2 line 45
23. hrink 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 include 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 on 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 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 indic
24. ich 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 18 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 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 importMatrix
25. iles batch size boa par batch size Arguments probs Vector of probabilities at which to compute the quantiles Values must be be tween 0 and 1 batch size Number of iterations to include in each batch when computing batch means and lag 1 batch autocorrelation function Author s Brian J Smith See Also boa stats boa quit Quit Session Description boa quit is called to end a BOA session It removes the objects used to store the session lists of MCMC sequences 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 41 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
26. 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 Author s Brian J Smith 34 boa print acf See Also boa plot boa pnames Extract Parameter Names Description Extracts the parameter names in an MCMC sequence Usage boa pnames link 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 Value A character vector containing the parameter names in link Author s Brian J Smith See Also boa getparms boa iter 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 boa print cor 35 Arguments lags Numeric vector of lags at which to estimate the autocorrelation functions Author s Brian J Smith See Also Boa acr 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
27. n 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 boa chain eval 7 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 Side Effects The specified parameter is added to the session lists of MCMC sequences Author s 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 boa chain gandr 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 alpha pnames window to Value
28. 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 26 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 lname pname annotate boa par legend Arguments lname 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 act boa print acf boa plot bandg 27 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 sh
29. ng that the plot was successfully created Author s Brian J Smith See Also boa plot 32 boa plot par boa plot open Open Graphics Windows Description Opens a graphics window Usage boa plot open Value The number of the current graphics window is returned Author s Brian J Smith See Also boa plot close boa plot par Set Plotting Parameters Description Set Plotting Parameters Usage boa plot par mfdim 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 Author s Brian J Smith boa plot title 33 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 legend Arguments lnames Character vector giving the name of the desired MCMC sequence in the working session
30. nitored parameters respectively Author s Brian J Smith 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 no values are returned 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
31. ns 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 Value lnames Character vector giving the names of the MCMC sequences in the session list of sequences pnames List of character vectors giving the parameter names in each of the MCMC sequences iter List of numeric vectors giving the iterations from each MCMC sequence iter range Matrix whose columns give the range of the iterations for the MCMC sequences named in the rows support List of numeric vectors giving the support for the parameters in each of the MCMC sequences Author s Brian J Smith See Also bos print info boa chain reset 11 boa chain reset Reset MCMC Sequences 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 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 boa chain subset functions Author s Brian J Smith
32. obal 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 is displayed boa print randl 39 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 Arguments Quantile to be estimated error Desired amount of error in estimating the specified quantile q prob Probability of attaining the desired degree of error delta Delta value used in computing the convergence diagnostic Author s Brian J Smith See Also boa randl 40 boa quit 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 quant
33. on 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 boa plot gandr 29 Arguments lnames 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 Plot Gelman and Rubin Shrink 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
34. or the parameters in an MCMC sequence Usage boa gewekePwr link 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 Value A vector of spectrum frequencies for the monitored parameters Author s Brian J Smith 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 16 boa hpd 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 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 boa h
35. ot 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 new sequence is to call the function boa chain import Usage boa chain add link lname 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 lname 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 6 boa chain del 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 common 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 boa chain del Delete MCMC Sequences Description Delete MCMC sequences from the session list of sequences Usage boa chain del lnames pnames Arguments lnames Character vector giving the names of the MCMC sequences i
36. pd 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 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 boa importASCII 17 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 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 Arguments prefix Character string giving the prefix for the files in which the ASCII data is stored boa importASCII looks for the file prefix txt path Character string giving the directory path in wh
37. r 34 boa print geweke 35 boa print handw 35 boa print hpd 36 boa print info 37 boa print par 37 boa print randl 38 47 boa print stats 39 Topic univar boa boa boa boa boa boa boa acf l chain gandr 6 geweke 13 handw 14 hpd 15 randl 40 stats 43 Topic utilities boa boa boa boa boa boa boa boa boa boa boa boa boa boa chai boa boa boa chain support ll boa importBUGS 17 boa boa boa boa boa boa boa boa boa boa boa 3 add 4 collapse 5 del 5 eval 6 import 8 vnfo 9 reset 10 subset 10 chai chai chai chai chai chai chai chai DO 3 3 2 23 3 DP JJ importASCIT 16 importMatrix 17 init 18 load 20 par 21 plot par 31 plot title 32 quit 39 save 41 acf 1 25 34 batchMeans 2 hain 3 hain add 4 8 chain collapse 3 5 10 11 chain del 5 hain eval 6 hain gandr 6 26 29 35 hain import 4 8 16 16 48 boa boa boa boa boa getparms 12 12 33 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 1 pnames 13 19 33 boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa boa chain info 9 37 chain reset 3 5 10 1 chain subset 3 5 10 10 chain support 11 g
38. rative 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 9 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 import BUGS to import data from prefix ind and prefix out e S S data frame or matrix Value 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 Author s Brian J Smith See Also boa chain add boa importASCII boa importBUGS 10 boa chain info 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 List of matrices whose colum
39. rink 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 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 28 boa plot density boa plot close Close Graphics Windows Description Closes graphics windows opened with boa plot open Usage boa plot close which dev cur Arguments which Integer vector specifying the graphics windows to be closed Value If the specified graphics windows are successfully closed the number of the current graphics win dow is returned Otherwise NULL is returned Author s Brian J Smith See Also boa plot open boa plot density Plot Density Functions Descripti
40. so boa load boa quit 20 boa license boa iter Extract Iteration Numbers Description Extracts the iteration numbers from an MCMC sequence Usage boa iter link 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 Value A numeric vector containing the iteration numbers in link Author s Brian J Smith See Also boa getiter boa pnames boa license Licensing Information Description Prints the licensing information for the Bayesian Output Analysis Program BOA Usage boa license Author s Brian J Smith See Also boa version boa load 21 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 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
41. uences in the working session list of sequences Usage boa print handw error boa par handw error alpha boa par alpha boa print hpd Arguments error alpha Author s Brian J Smith See Also boa handw 37 Accuracy of the posterior estimates for the monitored parameters Alpha level for the confidence in the sample mean of the retained iterations 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 Author s Brian J Smith See Also boa hpd Specifies the 100 1 alpha HPD intervals to be computed 38 boa print par 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 Print Gl
Download Pdf Manuals
Related Search