HSI
From: Bayesian Models for Astrophysical Data, Cambridge Univ. Press
(c) 2017, Joseph M. Hilbe, Rafael S. de Souza and Emille E. O. Ishida
you are kindly asked to include the complete citation if you used this material in a publication
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# Data from Code 10.14
require(R2jags)
require(jagstools)
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# Data
path_to_data = "https://raw.githubusercontent.com/astrobayes/BMAD/master/data/Section_10p7/GCs.csv"
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# Read data
GC_dat = read.csv(file=path_to_data,header = T,dec=".")
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# Prepare data to JAGS
N <- nrow(GC_dat)
x <- GC_dat$MV_T
y <- GC_dat$N_GC
X <- model.matrix(~ x, data=GC_dat)
K = ncol(X)
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JAGS_data <- list(
Y = y,
X = X,
N = N,
K = K)
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Code 10.15 Negative binomial model, in R using JAGS, for modeling the relationship between globular cluster population and host galaxy visual magnitude
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# Fit
model.NB <- "model{
# Diffuse normal priors betas
for (i in 1:K) { beta[i] ~ dnorm(0, 1e-5)}
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# Prior for theta
theta ~ dgamma(1e-3,1e-3)
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for (i in 1:N){
eta[i] <- inprod(beta[], X[i,])
mu[i] <- exp(eta[i])
p[i] <- theta/(theta+mu[i])
Y[i] ~ dnegbin(p[i],theta)
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# Discrepancy
expY[i] <- mu[i] # mean
varY[i] <- mu[i] + pow(mu[i],2)/theta # variance
PRes[i] <- ((Y[i] - expY[i])/sqrt(varY[i]))^2
}
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Dispersion <- sum(PRes)/(N-3)
}"
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# Define initial values
inits <- function () {
list(beta = rnorm(K, 0, 0.1))
}
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# Identify parameters
params <- c("beta","theta","Dispersion")
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# Start JAGS
NB_fit <- jags(data = JAGS_data ,
inits = inits,
parameters = params,
model = textConnection(model.NB),
n.thin = 1,
n.chains = 3,
n.burnin = 3500,
n.iter = 7000)
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# Output
# Plot posteriors
MyBUGSHist(out,c("Dispersion",uNames("beta",K),"theta"))
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# Dump results on screen
print(NB_fit, intervals=c(0.025, 0.975), digits=3)
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Output on screen:
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Inference for Bugs model at "3", fit using jags,
3 chains, each with 7000 iterations (first 3500 discarded)
n.sims = 10500 iterations saved
mu.vect sd.vect 2.5% 97.5% Rhat n.eff
Dispersion 1.919 0.207 1.547 2.351 1.007 350
beta[1] -11.704 0.359 -12.401 -11.026 1.053 50
beta[2] -0.878 0.018 -0.913 -0.844 1.052 51
theta 1.097 0.073 0.963 1.244 1.003 920
deviance 5191.717 2.584 5188.701 5198.450 1.015 190
For each parameter, n.eff is a crude measure of effective sample size,
and Rhat is the potential scale reduction factor (at convergence, Rhat=1).
DIC info (using the rule, pD = var(deviance)/2)
pD = 3.3 and DIC = 5195.0
DIC is an estimate of expected predictive error (lower deviance is better).