这是我的MCMC示例的快照:
尽管以samples[,1:15]
的形式逐列进行子集化是很直观的,但显然我想从对列号的硬编码转换为公式化子集。
例如,这是我(成功地)通过beta子集的方式:
p <- ncol(X.mod) # p=8
head(samples[, c(paste("beta[", 1:p, "]", sep = "")])
问题是,我无法弄清楚如何通过迭代列名来以公式化方式对这些样本进行子集化,这与我的y
后验分布相关:
当我尝试通过n
和p
进行子集化时,会发生以下情况:
n <- nrow(X.mod) # n=52
p <- ncol(X.mod) # p=8
head(samples[, c(paste("y[",1:n,",", 1:p, "]", sep = ""))])
该子集无法选择所有y
,因为1:n
不会重复1:p
。
如何为y[1:n,1:p]
后验分布的所有子集?
样本数据:
samples=list(structure(c(-51.2677209544157, -21.4563066467399, 16.8163390467341,
9.4403233375381, 48.1649529600012, 527.042041706746, 512.571280385213,
573.056966431797, 492.87177606163, 515.43937748028, 1341.16877015021,
1314.46850289829, 1299.28259509269, 1301.53294554643, 1320.78264289766,
299.286629146479, 301.909535290067, 300.894814624028, 300.804302607962,
300.232964708285, -3006.34967221901, -2874.20964445009, -2788.20702516807,
-2769.57351439289, -2841.15094775797, 18978.8438818469, 18861.3329448127,
18835.2759211416, 18843.9480121326, 19006.8849778275, 90.8125367572606,
91.0541633678037, 90.9102211374358, 91.1560822802519, 91.0031643433501,
-20.5391638580293, -20.598494387781, -20.6003012597676, -20.6303435292573,
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-119.403902369317, -120.025713139514, -120.12086457878, 262.761481825014,
262.8571924679, 263.091693357767, 263.636726737316, 263.836394193792,
2.99998007884072, 2.99942379397774, 2.99994292246781, 2.99999437834094,
2.99999393092779, 43684833.8709732, 43853657.9085946, 43965230.3484224,
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26147749.137356, 26098414.0977608, 26280692.1742495, 2.28912396222813e-08,
2.28031148982903e-08, 2.27452464612387e-08, 2.27718314881392e-08,
2.27748253037098e-08, 51147.5432500239, 52617.8839201446, 52387.1302975914,
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91818, 2833, 2833, 2833, 2833, 2833), .Dim = c(5L, 200L), .Dimnames = list(
NULL, c("b_0", "b_1", "b_2", "beta[1]", "beta[2]", "beta[3]",
"beta[4]", "beta[5]", "beta[6]", "beta[7]", "beta[8]", "phi",
"sigma.sq", "sigma.sq.w", "tau.sq", "w[1]", "w[2]", "w[3]",
"w[4]", "w[5]", "w[6]", "w[7]", "w[8]", "w[9]", "w[10]",
"w[11]", "w[12]", "w[13]", "w[14]", "w[15]", "w[16]", "w[17]",
"w[18]", "w[19]", "w[20]", "w[21]", "w[22]", "w[23]", "w[24]",
"w[25]", "w[26]", "w[27]", "w[28]", "w[29]", "w[30]", "w[31]",
"w[32]", "w[33]", "w[34]", "w[35]", "w[36]", "w[37]", "w[38]",
"w[39]", "w[40]", "w[41]", "w[42]", "w[43]", "w[44]", "w[45]",
"w[46]", "w[47]", "w[48]", "w[49]", "w[50]", "w[51]", "w[52]",
"y[1,1]", "y[2,1]", "y[3,1]", "y[4,1]", "y[5,1]", "y[6,1]",
"y[7,1]", "y[8,1]", "y[9,1]", "y[10,1]", "y[11,1]", "y[12,1]",
"y[13,1]", "y[14,1]", "y[15,1]", "y[16,1]", "y[17,1]", "y[18,1]",
"y[19,1]", "y[20,1]", "y[21,1]", "y[22,1]", "y[23,1]", "y[24,1]",
"y[25,1]", "y[26,1]", "y[27,1]", "y[28,1]", "y[29,1]", "y[30,1]",
"y[31,1]", "y[32,1]", "y[33,1]", "y[34,1]", "y[35,1]", "y[36,1]",
"y[37,1]", "y[38,1]", "y[39,1]", "y[40,1]", "y[41,1]", "y[42,1]",
"y[43,1]", "y[44,1]", "y[45,1]", "y[46,1]", "y[47,1]", "y[48,1]",
"y[49,1]", "y[50,1]", "y[51,1]", "y[52,1]", "y[1,2]", "y[2,2]",
"y[3,2]", "y[4,2]", "y[5,2]", "y[6,2]", "y[7,2]", "y[8,2]",
"y[9,2]", "y[10,2]", "y[11,2]", "y[12,2]", "y[13,2]", "y[14,2]",
"y[15,2]", "y[16,2]", "y[17,2]", "y[18,2]", "y[19,2]", "y[20,2]",
"y[21,2]", "y[22,2]", "y[23,2]", "y[24,2]", "y[25,2]", "y[26,2]",
"y[27,2]", "y[28,2]", "y[29,2]", "y[30,2]", "y[31,2]", "y[32,2]",
"y[33,2]", "y[34,2]", "y[35,2]", "y[36,2]", "y[37,2]", "y[38,2]",
"y[39,2]", "y[40,2]", "y[41,2]", "y[42,2]", "y[43,2]", "y[44,2]",
"y[45,2]", "y[46,2]", "y[47,2]", "y[48,2]", "y[49,2]", "y[50,2]",
"y[51,2]", "y[52,2]", "y[1,3]", "y[2,3]", "y[3,3]", "y[4,3]",
"y[5,3]", "y[6,3]", "y[7,3]", "y[8,3]", "y[9,3]", "y[10,3]",
"y[11,3]", "y[12,3]", "y[13,3]", "y[14,3]", "y[15,3]", "y[16,3]",
"y[17,3]", "y[18,3]", "y[19,3]", "y[20,3]", "y[21,3]", "y[22,3]",
"y[23,3]", "y[24,3]", "y[25,3]", "y[26,3]", "y[27,3]", "y[28,3]",
"y[29,3]"))))