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I am continuing with my trying all algorithms of Laplaces Demon. It is actually quite a bit more work than I expected but I do find that some of the things get clearer. Now that I am close to the end of calculating this second batch I learned that there is loads of adaptive algorithms. The point of those adaptations is not so much getting the correct posterior distribution, but rather getting enough information so one can set up the other algorithms which can get the desired posterior. For example, in this post DRAM is the adaptive version of DRM which form such a pairing of algorithms.Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
Given all that it may be that I will redo this same exercise with a different estimation, but that is yet to be decided.
Adaptive-Mixture Metropolis
No specs
Call:
LaplacesDemon(Model = Model, Data = MyData, Initial.Values = Initial.Values,
Algorithm = “AMM”)
Acceptance Rate: 0.284
Algorithm: Adaptive-Mixture Metropolis
Covariance Matrix: (NOT SHOWN HERE; diagonal shown instead)
beta[1] beta[2]
2.73756468 0.00197592
Covariance (Diagonal) History: (NOT SHOWN HERE)
Deviance Information Criterion (DIC):
All Stationary
Dbar 45.095 44.425
pD 234.487 2.231
DIC 279.582 46.656
Initial Values:
[1] -10 0
Iterations: 10000
Log(Marginal Likelihood): NA
Minutes of run-time: 0.05
Model: (NOT SHOWN HERE)
Monitor: (NOT SHOWN HERE)
Parameters (Number of): 2
Posterior1: (NOT SHOWN HERE)
Posterior2: (NOT SHOWN HERE)
Recommended Burn-In of Thinned Samples: 500
Recommended Burn-In of Un-thinned Samples: 5000
Recommended Thinning: 150
Specs: (NOT SHOWN HERE)
Status is displayed every 100 iterations
Summary1: (SHOWN BELOW)
Summary2: (SHOWN BELOW)
Thinned Samples: 1000
Thinning: 10
Summary of All Samples
Mean SD MCSE ESS LB Median
beta[1] -10.8694827 1.66603784 0.154095363 57.79995 -15.5489329 -10.2511972
beta[2] 0.2682103 0.04423248 0.004039057 58.80563 0.2003859 0.2543845
Deviance 45.0951406 21.65580992 1.178504393 534.75650 42.5189305 43.4676853
LP -31.3536988 10.82813264 0.589266937 534.75770 -33.8231778 -30.5333506
UB
beta[1] -8.3168119
beta[2] 0.3923192
Deviance 50.0480146
LP -30.0738495
Summary of Stationary Samples
Mean SD MCSE ESS LB Median
beta[1] -11.574823 2.1300652 0.205608788 285.1749 -16.3533092 -11.3357688
beta[2] 0.286758 0.0553065 0.005306451 287.9282 0.1924482 0.2804307
Deviance 44.425140 2.1124891 0.191862970 191.2321 42.4735763 43.8636196
LP -31.027498 1.0677294 0.589266937 190.2838 -34.0072489 -30.7386292
UB
beta[1] -7.9334688
beta[2] 0.4128574
Deviance 50.4694327
LP -30.0463562
Affine-Invariant Ensemble Sampler
It seems to go somewhere, then gets stuck without an exit.Call:
LaplacesDemon(Model = Model, Data = MyData, Initial.Values = Initial.Values,
Iterations = 20000, Status = 2000, Thinning = 35, Algorithm = “AIES”,
Specs = list(Nc = 16, Z = NULL, beta = 1.1, CPUs = 1, Packages = NULL,
Dyn.libs = NULL))
Acceptance Rate: 0.9773
Algorithm: Affine-Invariant Ensemble Sampler
Covariance Matrix: (NOT SHOWN HERE; diagonal shown instead)
beta[1] beta[2]
0.5252284175 0.0004811633
Covariance (Diagonal) History: (NOT SHOWN HERE)
Deviance Information Criterion (DIC):
All Stationary
Dbar 43.004 43.005
pD 0.053 0.000
DIC 43.057 43.005
Initial Values:
[1] -10 0
Iterations: 20000
Log(Marginal Likelihood): NA
Minutes of run-time: 0.8
Model: (NOT SHOWN HERE)
Monitor: (NOT SHOWN HERE)
Parameters (Number of): 2
Posterior1: (NOT SHOWN HERE)
Posterior2: (NOT SHOWN HERE)
Recommended Burn-In of Thinned Samples: 399
Recommended Burn-In of Un-thinned Samples: 13965
Recommended Thinning: 27
Specs: (NOT SHOWN HERE)
Status is displayed every 2000 iterations
Summary1: (SHOWN BELOW)
Summary2: (SHOWN BELOW)
Thinned Samples: 571
Thinning: 35
Summary of All Samples
Mean SD MCSE ESS LB Median
beta[1] -10.2521485 0.72528513 0.153054828 9.623682 -12.7424753 -9.9662793
beta[2] 0.2513389 0.01927108 0.004080774 11.791793 0.2404582 0.2438793
Deviance 43.0041950 0.32410474 0.046924334 74.412690 42.5190044 43.0023753
LP -30.3005775 0.16647750 0.024331033 74.198162 -30.8672783 -30.2965116
UB
beta[1] -9.8180273
beta[2] 0.3153106
Deviance 44.0738314
LP -30.0671736
Summary of Stationary Samples
Mean SD MCSE ESS LB Median
beta[1] -9.9558233 0.0082421078 2.797169e-03 12.56157 -9.9743833 -9.9550952
beta[2] 0.2436365 0.0001725992 5.836733e-05 12.63574 0.2433173 0.2436223
Deviance 43.0047636 0.0021518709 7.092913e-04 12.84743 43.0002894 43.0048552
LP -30.2976030 0.0009940593 2.433103e-02 12.86979 -30.2995034 -30.2976427
UB
beta[1] -9.9405874
beta[2] 0.2440232
Deviance 43.0088727
LP -30.2955405
Componentwise Hit-And-Run Metropolis
This never was able to get to the target.Call:
LaplacesDemon(Model = Model, Data = MyData, Initial.Values = Initial.Values,
Iterations = 40000, Status = 2000, Thinning = 30, Algorithm = “CHARM”)
Acceptance Rate: 0.31229
Algorithm: Componentwise Hit-And-Run Metropolis
Covariance Matrix: (NOT SHOWN HERE; diagonal shown instead)
beta[1] beta[2]
3.580895236 0.002467357
Covariance (Diagonal) History: (NOT SHOWN HERE)
Deviance Information Criterion (DIC):
All Stationary
Dbar 44.445 45.021
pD 2.023 2.256
DIC 46.468 47.278
Initial Values:
[1] -10 0
Iterations: 40000
Log(Marginal Likelihood): NA
Minutes of run-time: 0.18
Model: (NOT SHOWN HERE)
Monitor: (NOT SHOWN HERE)
Parameters (Number of): 2
Posterior1: (NOT SHOWN HERE)
Posterior2: (NOT SHOWN HERE)
Recommended Burn-In of Thinned Samples: 1064
Recommended Burn-In of Un-thinned Samples: 31920
Recommended Thinning: 31
Specs: (NOT SHOWN HERE)
Status is displayed every 2000 iterations
Summary1: (SHOWN BELOW)
Summary2: (SHOWN BELOW)
Thinned Samples: 1333
Thinning: 30
Summary of All Samples
Mean SD MCSE ESS LB Median
beta[1] -10.9964257 1.89283881 0.49785194 13.06079 -14.8229746 -10.9766992
beta[2] 0.2717979 0.04913034 0.01300998 11.03343 0.1856506 0.2705021
Deviance 44.4449406 2.01148697 0.18601589 82.06199 42.4984709 43.8291949
LP -31.0303916 1.00254773 0.09222924 83.71010 -33.6460481 -30.7196890
UB
beta[1] -7.6255135
beta[2] 0.3698866
Deviance 49.6364683
LP -30.0586484
Summary of Stationary Samples
Mean SD MCSE ESS LB Median
beta[1] -9.5579858 1.34107513 0.62509204 4.739982 -12.03957 -9.313436
beta[2] 0.2340237 0.03463118 0.01639968 4.804878 0.18134 0.227444
Deviance 45.0214688 2.12434347 0.28430825 16.656844 42.51149 44.655282
LP -31.3029682 1.05482519 0.09222924 17.255007 -33.92636 -31.139132
UB
beta[1] -7.398433
beta[2] 0.297938
Deviance 50.284536
LP -30.061842
Delayed Rejection Adaptive Metropolis
This is an interesting algorithm. One can see during sampling the algorithm shifts from a faster to a slower sampling approach. The same shift in gears is seen in the plot. Notice that it recommends thinning 90. In fact I had it to the point of proposing a thinning of 1000. Since the manual also states on using DRAM as final algorithm: ‘DRAM may be used if diminishing adaptation occurs and adaptation ceases effectively’. Given these texts and effects, I tried a different problem, starting with wrong initial values. Indeed, it was able to get close to the true values in all such runs.Call:
LaplacesDemon(Model = Model, Data = MyData, Initial.Values = Initial.Values,
Thinning = 30, Algorithm = “DRAM”)
Acceptance Rate: 0.5221
Algorithm: Delayed Rejection Adaptive Metropolis
Covariance Matrix: (NOT SHOWN HERE; diagonal shown instead)
beta[1] beta[2]
11.556472479 0.007722216
Covariance (Diagonal) History: (NOT SHOWN HERE)
Deviance Information Criterion (DIC):
All Stationary
Dbar 470.735 48.093
pD 1803475.978 35.962
DIC 1803946.712 84.055
Initial Values:
[1] -10 0
Iterations: 10000
Log(Marginal Likelihood): NA
Minutes of run-time: 0.2
Model: (NOT SHOWN HERE)
Monitor: (NOT SHOWN HERE)
Parameters (Number of): 2
Posterior1: (NOT SHOWN HERE)
Posterior2: (NOT SHOWN HERE)
Recommended Burn-In of Thinned Samples: 165
Recommended Burn-In of Un-thinned Samples: 4950
Recommended Thinning: 270
Specs: (NOT SHOWN HERE)
Status is displayed every 100 iterations
Summary1: (SHOWN BELOW)
Summary2: (SHOWN BELOW)
Thinned Samples: 333
Thinning: 30
Summary of All Samples
Mean SD MCSE ESS LB
beta[1] -11.7526275 2.3119401 0.34580302 43.51566 -17.027894
beta[2] 0.2000943 0.4891327 0.02860336 130.61590 -1.487342
Deviance 470.7346820 1899.1977136 105.17220909 100.44119 42.511693
LP -244.1848392 949.6008219 52.58640512 100.44148 -3481.777935
Median UB
beta[1] -11.6929022 -7.8194808
beta[2] 0.2842366 0.4423707
Deviance 44.3755257 6945.9261923
LP -31.0009124 -30.0634427
Summary of Stationary Samples
Mean SD MCSE ESS LB Median
beta[1] -11.7250338 2.48894626 0.2213773 168 -17.044268 -11.6851217
beta[2] 0.2921779 0.06547124 0.0053019 168 0.166793 0.2909701
Deviance 48.0932958 8.48081577 0.7474430 168 42.527075 45.2507580
LP -32.8641423 4.24023747 52.5864051 168 -47.454476 -31.4673576
UB
beta[1] -7.5769778
beta[2] 0.4250974
Deviance 77.3040995
LP -30.0696373
Delayed Rejection Metropolis
This algorithm has the instruction to use the covariance matrix from for instance DRAM. So I pulled those and the summary of stationary samples as input.Call:
LaplacesDemon(Model = Model, Data = MyData, Initial.Values = c(-11.72,
0.29), Covar = covar, Algorithm = “DRM”)
Acceptance Rate: 0.5659
Algorithm: Delayed Rejection Metropolis
Covariance Matrix: (NOT SHOWN HERE; diagonal shown instead)
beta[1] beta[2]
11.556472479 0.007722216
Covariance (Diagonal) History: (NOT SHOWN HERE)
Deviance Information Criterion (DIC):
All Stationary
Dbar 48.417 48.417
pD 59.001 59.001
DIC 107.419 107.419
Initial Values:
[1] -11.72 0.29
Iterations: 10000
Log(Marginal Likelihood): -38.65114
Minutes of run-time: 0.09
Model: (NOT SHOWN HERE)
Monitor: (NOT SHOWN HERE)
Parameters (Number of): 2
Posterior1: (NOT SHOWN HERE)
Posterior2: (NOT SHOWN HERE)
Recommended Burn-In of Thinned Samples: 0
Recommended Burn-In of Un-thinned Samples: 0
Recommended Thinning: 10
Specs: (NOT SHOWN HERE)
Status is displayed every 100 iterations
Summary1: (SHOWN BELOW)
Summary2: (SHOWN BELOW)
Thinned Samples: 1000
Thinning: 10
Summary of All Samples
Mean SD MCSE ESS LB Median
beta[1] -11.6326715 2.89304045 0.111808577 891.8417 -18.12638 -11.5067562
beta[2] 0.2883743 0.07495814 0.002893592 894.3397 0.13874 0.2834856
Deviance 48.4174842 10.86289496 0.377770754 897.9490 42.52784 44.7049759
LP -33.0262590 5.43029899 0.188915825 897.4927 -47.25058 -31.1763877
UB
beta[1] -6.014343
beta[2] 0.452027
Deviance 76.915884
LP -30.075104
Summary of Stationary Samples
Mean SD MCSE ESS LB Median
beta[1] -11.6326715 2.89304045 0.111808577 891.8417 -18.12638 -11.5067562
beta[2] 0.2883743 0.07495814 0.002893592 894.3397 0.13874 0.2834856
Deviance 48.4174842 10.86289496 0.377770754 897.9490 42.52784 44.7049759
LP -33.0262590 5.43029899 0.188915825 897.4927 -47.25058 -31.1763877
UB
beta[1] -6.014343
beta[2] 0.452027
Deviance 76.915884
LP -30.075104
Differential Evolution Markov Chain
Following LP, one can see this algorithm shift its step to step towards the target distribution. The same is visible in the samples.Call:
LaplacesDemon(Model = Model, Data = MyData, Initial.Values = Initial.Values,
Iterations = 70000, Status = 2000, Thinning = 36, Algorithm = “DEMC”,
Specs = list(Nc = 3, Z = NULL, gamma = 0, w = 0.1))
Acceptance Rate: 0.94571
Algorithm: Differential Evolution Markov Chain
Covariance Matrix: (NOT SHOWN HERE; diagonal shown instead)
beta[1] beta[2]
90.26633832 0.04206898
Covariance (Diagonal) History: (NOT SHOWN HERE)
Deviance Information Criterion (DIC):
All Stationary
Dbar 89.209 43.944
pD 5238.430 1.706
DIC 5327.639 45.650
Initial Values:
[1] -10 0
Iterations: 70000
Log(Marginal Likelihood): NA
Minutes of run-time: 0.73
Model: (NOT SHOWN HERE)
Monitor: (NOT SHOWN HERE)
Parameters (Number of): 2
Posterior1: (NOT SHOWN HERE)
Posterior2: (NOT SHOWN HERE)
Recommended Burn-In of Thinned Samples: 1164
Recommended Burn-In of Un-thinned Samples: 41904
Recommended Thinning: 32
Specs: (NOT SHOWN HERE)
Status is displayed every 2000 iterations
Summary1: (SHOWN BELOW)
Summary2: (SHOWN BELOW)
Thinned Samples: 1944
Thinning: 36
Summary of All Samples
Mean SD MCSE ESS LB Median
beta[1] -17.482864 9.5017889 2.35451645 2.787539 -36.9570864 -13.2979369
beta[2] 0.410902 0.2049482 0.04994949 4.145223 0.1652045 0.3204944
Deviance 89.209031 102.3565307 23.04234800 7.261840 42.4986747 44.6939882
LP -53.548197 51.3373427 11.56914508 7.198904 -167.9946428 -31.1456515
UB
beta[1] -7.1204957
beta[2] 0.7804724
Deviance 317.1315784
LP -30.0563707
Summary of Stationary Samples
Mean SD MCSE ESS LB Median
beta[1] -11.9431454 1.7007792 0.215271093 125.13410 -15.7999987 -11.9807022
beta[2] 0.2969431 0.0441033 0.005730276 118.23767 0.2259635 0.2946702
Deviance 43.9443086 1.8471515 0.371329880 63.98536 42.4849394 43.3846382
LP -30.7905955 0.9340381 11.569145079 63.51772 -33.2807813 -30.5163527
UB
beta[1] -9.0646733
beta[2] 0.4059097
Deviance 48.8635918
LP -30.0522792
Elliptical Slice Sampler
Manual states. ‘This algorithm is applicable only to models in which the prior mean of all parameters is zero.’ That is true for my prior, yet I am not impressed at all. Maybe I should be centering or such, but the current formulation was not a successCall:
LaplacesDemon(Model = Model, Data = MyData, Initial.Values = Initial.Values,
Iterations = 60000, Status = 2000, Thinning = 1000, Algorithm = “ESS”)
Acceptance Rate: 1
Algorithm: Elliptical Slice Sampler
Covariance Matrix: (NOT SHOWN HERE; diagonal shown instead)
beta[1] beta[2]
1.514016386 0.001094917
Covariance (Diagonal) History: (NOT SHOWN HERE)
Deviance Information Criterion (DIC):
All Stationary
Dbar 53.903 53.806
pD 11.574 13.346
DIC 65.477 67.152
Initial Values:
[1] -10 0
Iterations: 60000
Log(Marginal Likelihood): NA
Minutes of run-time: 0.77
Model: (NOT SHOWN HERE)
Monitor: (NOT SHOWN HERE)
Parameters (Number of): 2
Posterior1: (NOT SHOWN HERE)
Posterior2: (NOT SHOWN HERE)
Recommended Burn-In of Thinned Samples: 18
Recommended Burn-In of Un-thinned Samples: 18000
Recommended Thinning: 1000
Specs: (NOT SHOWN HERE)
Status is displayed every 2000 iterations
Summary1: (SHOWN BELOW)
Summary2: (SHOWN BELOW)
Thinned Samples: 60
Thinning: 1000
Summary of All Samples
Mean SD MCSE ESS LB Median
beta[1] -5.9519978 1.12538724 0.199063822 34.62487 -8.11739884 -5.904983
beta[2] 0.1419102 0.02788798 0.004825592 38.79318 0.09329411 0.141184
Deviance 53.9025233 4.81129661 0.854043909 46.96804 46.49740770 53.653605
LP -35.7152403 2.39947768 0.425934607 46.93833 -41.22733361 -35.594423
UB
beta[1] -3.9669525
beta[2] 0.1932619
Deviance 64.9487765
LP -32.0237607
Summary of Stationary Samples
Mean SD MCSE ESS LB Median
beta[1] -5.9962946 1.24391453 0.253903583 22.52123 -8.27636391 -5.9679392
beta[2] 0.1430514 0.03108438 0.006168722 27.21658 0.09456836 0.1467105
Deviance 53.8060933 5.16634523 1.088725764 34.31438 46.18528394 53.6113477
LP -35.6674227 2.57618453 0.425934607 34.28162 -40.73404524 -35.5728340
UB
beta[1] -4.0287456
beta[2] 0.1938871
Deviance 63.9614942
LP -31.8687620
Gibbs Sampler
This needs derivatives, hence skipped.Griddy Gibbs
This takes a grid from which a density is estimated and on which sampling is based. It may be a bit difficult for this grid, since the two parameters have different scales and the same grid is used. With only two parameters it was possible to take a rather high value for the number of grid points. Even so, I am not so happy with the final outcome.Call:
LaplacesDemon(Model = Model, Data = MyData, Initial.Values = Initial.Values,
Iterations = 30000, Status = 2000, Thinning = 100, Algorithm = “GG”,
Specs = list(Grid = seq(from = -0.25, to = 0.25, len = 13),
dparm = NULL, CPUs = 1, Packages = NULL, Dyn.libs = NULL))
Acceptance Rate: 1
Algorithm: Griddy-Gibbs
Covariance Matrix: (NOT SHOWN HERE; diagonal shown instead)
beta[1] beta[2]
11.378198005 0.008486228
Covariance (Diagonal) History: (NOT SHOWN HERE)
Deviance Information Criterion (DIC):
All Stationary
Dbar 66.161 66.161
pD 1339.075 1339.075
DIC 1405.236 1405.236
Initial Values:
[1] -10 0
Iterations: 30000
Log(Marginal Likelihood): NA
Minutes of run-time: 2.09
Model: (NOT SHOWN HERE)
Monitor: (NOT SHOWN HERE)
Parameters (Number of): 2
Posterior1: (NOT SHOWN HERE)
Posterior2: (NOT SHOWN HERE)
Recommended Burn-In of Thinned Samples: 0
Recommended Burn-In of Un-thinned Samples: 0
Recommended Thinning: 900
Specs: (NOT SHOWN HERE)
Status is displayed every 2000 iterations
Summary1: (SHOWN BELOW)
Summary2: (SHOWN BELOW)
Thinned Samples: 300
Thinning: 100
Summary of All Samples
Mean SD MCSE ESS LB Median
beta[1] -11.00845 3.3782928 0.77873105 23.0348 -18.26815566 -10.7755255
beta[2] 0.27170 0.0909315 0.01994284 30.0812 0.09175425 0.2612613
Deviance 66.16122 51.7508405 2.84979150 300.0000 42.82591844 50.8991200
LP -41.89256 25.8754878 1.42498409 300.0000 -139.85980754 -34.2665415
UB
beta[1] -4.870858
beta[2] 0.450951
Deviance 262.096671
LP -30.229348
Summary of Stationary Samples
Mean SD MCSE ESS LB Median
beta[1] -11.00845 3.3782928 0.77873105 23.0348 -18.26815566 -10.7755255
beta[2] 0.27170 0.0909315 0.01994284 30.0812 0.09175425 0.2612613
Deviance 66.16122 51.7508405 2.84979150 300.0000 42.82591844 50.8991200
LP -41.89256 25.8754878 1.42498409 300.0000 -139.85980754 -34.2665415
UB
beta[1] -4.870858
beta[2] 0.450951
Deviance 262.096671
LP -30.229348
Hamiltonian Monte Carlo
A set was of specs was found. Acceptance rate is a bit high compared to the manual.
Call:
LaplacesDemon(Model = Model, Data = MyData, Initial.Values = Initial.Values,
Thinning = 100, Algorithm = “HMC”, Specs = list(epsilon = 0.9 *
c(0.1, 0.01), L = 11))
Acceptance Rate: 0.8385
Algorithm: Hamiltonian Monte Carlo
Covariance Matrix: (NOT SHOWN HERE; diagonal shown instead)
beta[1] beta[2]
3.515108412 0.003083421
Covariance (Diagonal) History: (NOT SHOWN HERE)
Deviance Information Criterion (DIC):
All Stationary
Dbar 44.429 44.562
pD 1.941 1.869
DIC 46.369 46.431
Initial Values:
[1] -10 0
Iterations: 10000
Log(Marginal Likelihood): NA
Minutes of run-time: 0.59
Model: (NOT SHOWN HERE)
Monitor: (NOT SHOWN HERE)
Parameters (Number of): 2
Posterior1: (NOT SHOWN HERE)
Posterior2: (NOT SHOWN HERE)
Recommended Burn-In of Thinned Samples: 80
Recommended Burn-In of Un-thinned Samples: 8000
Recommended Thinning: 100
Specs: (NOT SHOWN HERE)
Status is displayed every 100 iterations
Summary1: (SHOWN BELOW)
Summary2: (SHOWN BELOW)
Thinned Samples: 100
Thinning: 100
Summary of All Samples
Mean SD MCSE ESS LB Median
beta[1] -11.421073 1.87894067 0.242559120 100 -15.4741232 -11.3104311
beta[2] 0.283175 0.04808956 0.006413119 100 0.1975276 0.2818055
Deviance 44.428764 1.97004886 0.159856183 100 42.5400966 43.7163906
LP -31.027024 0.98807551 0.080511201 100 -33.5265769 -30.6632451
UB
beta[1] -7.9608191
beta[2] 0.3807289
Deviance 49.3945952
LP -30.0829425
Summary of Stationary Samples
Mean SD MCSE ESS LB Median
beta[1] -11.0974590 1.92886822 0.226325971 20 -15.4741232 -10.9792610
beta[2] 0.2750898 0.04775153 0.005911688 20 0.2034193 0.2713854
Deviance 44.5623988 1.93322645 0.408444645 20 42.5740058 44.0794655
LP -31.0902147 0.97037005 0.080511201 20 -33.0194587 -30.8456818
UB
beta[1] -8.2355095
beta[2] 0.3807289
Deviance 48.3972203
LP -30.0962034
Another set of specs
Call:
LaplacesDemon(Model = Model, Data = MyData, Initial.Values = Initial.Values,
Thinning = 100, Algorithm = “HMC”, Specs = list(epsilon = 3 *
c(0.1, 0.001), L = 18))
Acceptance Rate: 0.8855
Algorithm: Hamiltonian Monte Carlo
Covariance Matrix: (NOT SHOWN HERE; diagonal shown instead)
beta[1] beta[2]
3.640714435 0.003207219
Covariance (Diagonal) History: (NOT SHOWN HERE)
Deviance Information Criterion (DIC):
All Stationary
Dbar 44.404 44.404
pD 2.051 2.051
DIC 46.455 46.455
Initial Values:
[1] -10 0
Iterations: 10000
Log(Marginal Likelihood): NA
Minutes of run-time: 0.96
Model: (NOT SHOWN HERE)
Monitor: (NOT SHOWN HERE)
Parameters (Number of): 2
Posterior1: (NOT SHOWN HERE)
Posterior2: (NOT SHOWN HERE)
Recommended Burn-In of Thinned Samples: 0
Recommended Burn-In of Un-thinned Samples: 0
Recommended Thinning: 100
Specs: (NOT SHOWN HERE)
Status is displayed every 100 iterations
Summary1: (SHOWN BELOW)
Summary2: (SHOWN BELOW)
Thinned Samples: 100
Thinning: 100
Summary of All Samples
Mean SD MCSE ESS LB Median
beta[1] -11.5949171 1.91103354 0.200246790 100 -15.6570246 -11.5727273
beta[2] 0.2867121 0.04916803 0.005146306 100 0.2097083 0.2865395
Deviance 44.4043210 2.02528350 0.193624072 100 42.4813611 43.7159364
LP -31.0168639 1.01912132 0.097084186 100 -33.7046786 -30.6665144
UB
beta[1] -8.4758710
beta[2] 0.3936658
Deviance 49.8533556
LP -30.0520014
Summary of Stationary Samples
Mean SD MCSE ESS LB Median
beta[1] -11.5949171 1.91103354 0.200246790 100 -15.6570246 -11.5727273
beta[2] 0.2867121 0.04916803 0.005146306 100 0.2097083 0.2865395
Deviance 44.4043210 2.02528350 0.193624072 100 42.4813611 43.7159364
LP -31.0168639 1.01912132 0.097084186 100 -33.7046786 -30.6665144
UB
beta[1] -8.4758710
beta[2] 0.3936658
Deviance 49.8533556
LP -30.0520014
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