sample_variable function

Sample from predictive distribution of a variable

sample_variable samples from the joint distribution of random and fixed effects to approximate the predictive distribution for a variable

Using sample_fixed=TRUE (the default) in sample_variable propagates variance in both fixed and random effects, while using sample_fixed=FALSE does not. Sampling fixed effects will sometimes cause numerical under- or overflow (i.e., output values of NA) in cases when variance parameters are estimated imprecisely. In these cases, the multivariate normal approximation being used is a poor representation of the tail probabilities, and results in some samples with implausibly high (or negative) variances, such that the associated random effects then have implausibly high magnitude.

sample_variable(
  object,
  newdata = NULL,
  variable_name = "mu_i",
  n_samples = 100,
  sample_fixed = TRUE,
  seed = 123456
)

Arguments

• object: output from \code{tinyVAST()}
• newdata: data frame of new data, used to sample model components for predictions e.g., mu_g
• variable_name: name of variable available in report using Obj$report() or parameters using Obj$env$parList()
• n_samples: number of samples from the joint predictive distribution for fixed and random effects. Default is 100, which is slow.
• sample_fixed: whether to sample fixed and random effects, sample_fixed=TRUE as by default, or just sample random effects, sample_fixed=FALSE
• seed: integer used to set random-number seed when sampling variables, as passed to set.seed(.)

Returns

A matrix with a row for each data supplied during fitting, and n_samples columns, where each column in a vector of samples for a requested quantity given sampled uncertainty in fixed and/or random effects

Examples

set.seed(101)
 x = runif(n = 100, min = 0, max = 2*pi)
 y = 1 + sin(x) + 0.1 * rnorm(100)

 # Do fit with getJointPrecision=TRUE
 fit = tinyVAST( formula = y ~ s(x),
                 data = data.frame(x=x,y=y) )

 # samples from distribution for the mean
 # excluding fixed effects due to CRAN checks
 samples = sample_variable(fit, sample_fixed = FALSE)