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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Code 6.21 Zero-truncated Poisson data
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set.seed(123579)
nobs <- 1500
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x1 <- rbinom(nobs,size=1,0.3)
x2 <- rbinom(nobs,size=1,0.6)
x3 <- runif(nobs)
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xb <- 1 + 2*x1 - 3*x2 - 1.5*x3
exb <- exp(xb)
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rztp <- function(N, lambda){
p <- runif(N, dpois(0, lambda), 1)
ztp <- qpois(p, lambda)
return(ztp)
}
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ztpy <- rztp(nobs, exb)
ztp <- data.frame(ztpy, x1, x2, x3)
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Code 6.22 Zero-truncated Poisson with zero trick
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library(MASS)
library(R2jags)
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X <- model.matrix(~ x1 + x2 + x3, data = ztp)
K <- ncol(X)
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model.data <- list(Y = ztp$ztpy,
X = X,
K = K, # number of betas
N = nobs, # sample size
Zeros = rep(0, nobs))
ZTP<-"
model{
for (i in 1:K) {beta[i] ~ dnorm(0, 1e-4)}
# Likelihood with zero trick
C <- 1000
for (i in 1:N) {
Zeros[i] ~ dpois(-Li[i] + C)
Li[i] <- Y[i] * log(mu[i]) - mu[i] -
loggam(Y[i]+1) - log(1-exp(-mu[i]))
log(mu[i]) <- inprod(beta[], X[i,])
}
}"
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inits <- function () {
list(beta = rnorm(K, 0, 0.1) )}
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params <- c("beta")
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ZTP1 <- jags(data = model.data,
inits = inits,
parameters = params,
model = textConnection(ZTP),
n.thin = 1,
n.chains = 3,
n.burnin = 4000,
n.iter = 5000)
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print(ZTP1, 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 5000 iterations (first 4000 discarded)
n.sims = 3000 iterations saved
mu.vect sd.vect 2.5% 97.5% Rhat n.eff
beta[1] 0.985 0.060 0.859 1.096 1.027 100
beta[2] 1.996 0.054 1.895 2.107 1.017 130
beta[3] -3.100 0.104 -3.308 -2.904 1.002 1400
beta[4] -1.413 0.081 -1.566 -1.248 1.009 290
deviance 3002456.898 2.957 3002453.247 3002464.461 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 = 4.4 and DIC = 3002461.3
DIC is an estimate of expected predictive error (lower deviance is better).