[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Objet : Help-mcsim Digest, Vol 3, Issue 3
From: |
Frédéric BOIS |
Subject: |
Objet : Help-mcsim Digest, Vol 3, Issue 3 |
Date: |
Fri, 14 Feb 2003 09:11:47 +0100 |
Hi ! I post this to the help mailing list since it may be useful to others
You can do two things:
A/ set the MCMC statement "printflag" to 1 and give a "restart" file. It will
read the last line of the restart file
(that should be a parameter vector, e.g. the max posterior param. vector)
and do 1 simulation of all the
data point in the MCMC input file with the parameters set at the values
read in.
B/ more generally you can use the "setpoints" statement to read all parameter
vectors in a MC or MCMC output file
and for each one ask for a set of simulations. You can request any output
you want then. The simulation requested
will be performed for all the parameter vectors read in.
F. Bois
==========================
Frederic Y. Bois,
Unite de Toxicologie Experimentale, responsable
INERIS
Parc ALATA, PB2
60550 Verneuil en Halatte
FRANCE
tel: + 33 (0)3 44 55 65 96
fax: + 33 (0)3 44 55 66 05
email: address@hidden
web: http://www.ineris.fr
>>> <address@hidden> Jeudi 13 février 2003 18:02:58 >>>
Today's Topics:
1. Estimating a posterior predictive distribution (Iago Mosqueira)
Hello,
I would like to know if MCsim allows for the estimation of the posterior
predictive distribution, in order to be able to compare model predicted data
with the observed data.
So, when I define the likelihood function,
Distrib(y, Normal, Prediction(y), .5);
I would be like to be able to say
Distrib(z, Normal, Prediction(y), .5);
where z is an output variable estimated from the predicted value of y at
each PrintStep. This would allow for the estimation of posterior predictive
distributions and Bayesian p-values (Gelman 1995, p.170)
Is there any way of achieving this in MCsim?
[Prev in Thread] |
Current Thread |
[Next in Thread] |
- Objet : Help-mcsim Digest, Vol 3, Issue 3,
Frédéric BOIS <=