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
Code 10.20 Lognormal–logit hurdle model, in R using JAGS, for assessing the relationship between dark-halo mass and stellar mass
==================================================================================
require(R2jags)
# Data
dataB <- read.csv("https://raw.githubusercontent.com/astrobayes/BMAD/master/data/Section_10p9/MstarZSFR.csv",header = T)
hurdle <- data.frame(x =log(dataB$Mdm,10), y = asinh(1e10*dataB$Mstar))
# prepare data for JAGS
Xc <- model.matrix(~ 1 + x,data = hurdle)
Xb <- model.matrix(~ 1 + x, data = hurdle)
Kc <- ncol(Xc)
Kb <- ncol(Xb)
JAGS.data <- list(
Y = hurdle$y, # response
Xc = Xc, # covariates
Xb = Xb, # covariates
Kc = Kc, # number of betas
Kb = Kb, # number of gammas
N = nrow(hurdle), # sample size
Zeros = rep(0, nrow(hurdle)))
# Fit
load.module('glm')
sink("ZAPGLM.txt")
cat("
model{
# 1A. Priors beta and gamma
for (i in 1:Kc) {beta[i] ~ dnorm(0, 0.0001)}
for (i in 1:Kb) {gamma[i] ~ dnorm(0, 0.0001)}
# 1C. Prior for r parameter
sigmaLN ~ dgamma(1e-3, 1e-3)
# 2. Likelihood (zero trick)
C <- 1e10
for (i in 1:N) {
Zeros[i] ~ dpois(-ll[i] + C)
ln1[i] <- -(log(Y[i]) +log(sigmaLN)+log(sqrt(2*sigmaLN)))
ln2[i] <- -0.5*pow((log(Y[i])-mu[i]),2)/(sigmaLN*sigmaLN)
LN[i] <- ln1[i]+ln2[i]
z[i] <- step(Y[i] - 1e-5)
l1[i] <- (1 - z[i]) * log(1 - Pi[i])
l2[i] <- z[i] * ( log(Pi[i]) + LN[i])
ll[i] <- l1[i] + l2[i]
mu[i] <- inprod(beta[], Xc[i,])
logit(Pi[i]) <- inprod(gamma[], Xb[i,])
}
}", fill = TRUE)
sink()
# Define initial values
inits <- function () {
list(beta = rnorm(Kc, 0, 0.1),
gamma = rnorm(Kb, 0, 0.1),
sigmaLN = runif(1, 0, 10) )}
# Identify parameters
params <- c("beta", "gamma", " sigmaLN")
# Run MCMC
H1 <- jags(data = JAGS.data,
inits = inits,
parameters = params,
model = "ZAPGLM.txt",
n.thin = 1,
n.chains = 3,
n.burnin = 5000,
n.iter = 15000)
# Output
print(H1,intervals=c(0.025, 0.975), digits=3)
==================================================================================
Output on screen:
Inference for Bugs model at "ZAPGLM.txt", fit using jags,
3 chains, each with 15000 iterations (first 5000 discarded)
n.sims = 30000 iterations saved
mu.vect sd.vect 2.5% 97.5% Rhat n.eff
beta[1] -2.0990e+00 0.448 -3.1540e+00 -1.1720e+00 1.143 34
beta[2] 5.7800e-01 0.064 4.4500e-01 7.2900e-01 1.114 44
gamma[1] -5.4561e+01 3.965 -6.3865e+01 -4.8231e+01 1.331 11
gamma[2] 8.0290e+00 0.594 7.0810e+00 9.4220e+00 1.314 11
sigmaLN 2.2100e-01 0.012 1.9900e-01 2.4500e-01 1.003 1100
deviance 3.3600e+13 3.165 3.3600e+13 3.3600e+13 1.000 1
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 = 4.9 and DIC = 3.36e+13
DIC is an estimate of expected predictive error (lower deviance is better).