NMixChainsDerived function

Create MCMC chains derived from previously sampled values

Currently, this function creates chains for marginal means of exp(data) from previously sampled values (see NMixMCMC). This is useful in survival context when a density of $Y=log(T)$ is modelled using the function NMixMCMC and we are interested in inference on $ET = Eexp(Y)$.

NMixChainsDerived(object)

Arguments

• object: an object of class NMixMCMC or NMixMCMClist

Returns

An object of the same class as argument object. When object was of class NMixMCMC, the resulting object contains additionally the following components: - chains.derived: a data.frame with columns labeled expy.Mean.1, , expy.Mean.p containing the sampled values of $Eexp(Y[1])$, , $Eexp(Y[p])$.

• summ.expy.Mean: posterior summary statistics for $Eexp(Y[1])$, , $Eexp(Y[p])$.

When object was of the class NMixMCMClist then each of its components (chains) is augmented by new components chains.derived and summ.expy.Mean.

See Also

NMixMCMC.

Author(s)

Arnošt Komárek arnost.komarek@mff.cuni.cz