Можно ли установить начальное значение в WinBUGS
для воспроизведения оценок параметров, как это можно сделать с set.seed
в R
?
set.seed в WinBUGS через R
Ответы (1)
В приведенном ниже коде предполагается, что вы можете воспроизвести оценки в WinBUGS
–R
, установив начальное значение непосредственно перед каждым запуском модели WinBUGS
.
Первым четырем запускам модели непосредственно предшествует один и тот же оператор set.seed
. Последние две модели не работают. В соответствии с оператором all.equal
первые четыре прогона модели возвращают идентичные оценки. Последние две модели не работают.
####################################################################################
####################################################################################
library(R2WinBUGS)
n <- 15
x <- 1:15
y <- c(32.46, 38.38, 40.92, 22.27, 34.64, 33.53, 26.62, 25.26, 23.67, 20.54, 21.11, 17.00, 16.61, 19.32, 22.29)
print(summary(lm(y ~ x)))
####################################################################################
####################################################################################
set.seed(1234)
sink("linreg.txt")
cat("
model {
# Priors
alpha ~ dnorm(0,0.001)
beta ~ dnorm(0,0.001)
sigma ~ dunif(0, 100)
tau <- 1/ (sigma * sigma)
# Likelihood
for (i in 1:n) {
y[i] ~ dnorm(mu[i], tau)
mu[i] <- alpha + beta*x[i]
}
}
",fill=TRUE)
sink()
win.data <- list("x","y", "n")
inits <- function(){list(alpha=rnorm(1), beta=rnorm(1), sigma = rlnorm(1))}
params <- c("alpha", "beta", "sigma")
nc = 2
ni = 1000
nb = 500
nt = 5
out1 <- bugs(data = win.data, inits = inits, parameters = params,
model = "linreg.txt", bugs.directory="c:/WinBUGS14/",
n.thin = nt, n.chains = nc, n.burnin = nb, n.iter = ni)
print(out1, dig = 4)
####################################################################################
####################################################################################
set.seed(1234)
sink("linreg.txt")
cat("
model {
# Priors
alpha ~ dnorm(0,0.001)
beta ~ dnorm(0,0.001)
sigma ~ dunif(0, 100)
tau <- 1/ (sigma * sigma)
# Likelihood
for (i in 1:n) {
y[i] ~ dnorm(mu[i], tau)
mu[i] <- alpha + beta*x[i]
}
}
",fill=TRUE)
sink()
win.data <- list("x","y", "n")
inits <- function(){list(alpha=rnorm(1), beta=rnorm(1), sigma = rlnorm(1))}
params <- c("alpha", "beta", "sigma")
nc = 2
ni = 1000
nb = 500
nt = 5
out2 <- bugs(data = win.data, inits = inits, parameters = params,
model = "linreg.txt", bugs.directory="c:/WinBUGS14/",
n.thin = nt, n.chains = nc, n.burnin = nb, n.iter = ni)
print(out2, dig = 4)
####################################################################################
####################################################################################
set.seed(1234)
sink("linreg.txt")
cat("
model {
# Priors
alpha ~ dnorm(0,0.001)
beta ~ dnorm(0,0.001)
sigma ~ dunif(0, 100)
tau <- 1/ (sigma * sigma)
# Likelihood
for (i in 1:n) {
y[i] ~ dnorm(mu[i], tau)
mu[i] <- alpha + beta*x[i]
}
}
",fill=TRUE)
sink()
win.data <- list("x","y", "n")
inits <- function(){list(alpha=rnorm(1), beta=rnorm(1), sigma = rlnorm(1))}
params <- c("alpha", "beta", "sigma")
nc = 2
ni = 1000
nb = 500
nt = 5
out3 <- bugs(data = win.data, inits = inits, parameters = params,
model = "linreg.txt", bugs.directory="c:/WinBUGS14/",
n.thin = nt, n.chains = nc, n.burnin = nb, n.iter = ni)
print(out3, dig = 4)
####################################################################################
####################################################################################
set.seed(1234)
sink("linreg.txt")
cat("
model {
# Priors
alpha ~ dnorm(0,0.001)
beta ~ dnorm(0,0.001)
sigma ~ dunif(0, 100)
tau <- 1/ (sigma * sigma)
# Likelihood
for (i in 1:n) {
y[i] ~ dnorm(mu[i], tau)
mu[i] <- alpha + beta*x[i]
}
}
",fill=TRUE)
sink()
win.data <- list("x","y", "n")
inits <- function(){list(alpha=rnorm(1), beta=rnorm(1), sigma = rlnorm(1))}
params <- c("alpha", "beta", "sigma")
nc = 2
ni = 1000
nb = 500
nt = 5
out4 <- bugs(data = win.data, inits = inits, parameters = params,
model = "linreg.txt", bugs.directory="c:/WinBUGS14/",
n.thin = nt, n.chains = nc, n.burnin = nb, n.iter = ni)
print(out4, dig = 4)
####################################################################################
####################################################################################
sink("linreg.txt")
cat("
model {
# Priors
alpha ~ dnorm(0,0.001)
beta ~ dnorm(0,0.001)
sigma ~ dunif(0, 100)
tau <- 1/ (sigma * sigma)
# Likelihood
for (i in 1:n) {
y[i] ~ dnorm(mu[i], tau)
mu[i] <- alpha + beta*x[i]
}
}
",fill=TRUE)
sink()
win.data <- list("x","y", "n")
inits <- function(){list(alpha=rnorm(1), beta=rnorm(1), sigma = rlnorm(1))}
params <- c("alpha", "beta", "sigma")
nc = 2
ni = 1000
nb = 500
nt = 5
out5 <- bugs(data = win.data, inits = inits, parameters = params,
model = "linreg.txt", bugs.directory="c:/WinBUGS14/",
n.thin = nt, n.chains = nc, n.burnin = nb, n.iter = ni)
print(out5, dig = 4)
####################################################################################
####################################################################################
sink("linreg.txt")
cat("
model {
# Priors
alpha ~ dnorm(0,0.001)
beta ~ dnorm(0,0.001)
sigma ~ dunif(0, 100)
tau <- 1/ (sigma * sigma)
# Likelihood
for (i in 1:n) {
y[i] ~ dnorm(mu[i], tau)
mu[i] <- alpha + beta*x[i]
}
}
",fill=TRUE)
sink()
win.data <- list("x","y", "n")
inits <- function(){list(alpha=rnorm(1), beta=rnorm(1), sigma = rlnorm(1))}
params <- c("alpha", "beta", "sigma")
nc = 2
ni = 1000
nb = 500
nt = 5
out6 <- bugs(data = win.data, inits = inits, parameters = params,
model = "linreg.txt", bugs.directory="c:/WinBUGS14/",
n.thin = nt, n.chains = nc, n.burnin = nb, n.iter = ni)
print(out6, dig = 4)
####################################################################################
####################################################################################
all.equal(out1, out2)
all.equal(out1, out3)
all.equal(out1, out4)
all.equal(out1, out5)
all.equal(out1, out6)
person
Mark Miller
schedule
08.04.2015