rhats {fkbma}R Documentation

Calculate and Print Rhat Diagnostics for rjMCMC Results

Description

This function calculates the Rhat diagnostic for convergence based on the posterior samples of individual exposure effects, intercept, and main exposure effect from an rjMCMC model. It prints the median, minimum, and maximum Rhat values for the exposure effects, as well as the Rhat for the intercept and exposure effect.

Usage

rhats(results)

Arguments

results

An object of class rjMCMC containing the output from the rjMCMC procedure, which includes:

fixed_param

Matrix of posterior samples for exposure intercept and main effect.

binary_param

Matrix of posterior samples for binary variable parameters.

sigma_sq

Matrix of posterior samples for the residual variance (sigma squared).

vars_prop_summ

Posterior inclusion probabilities for candidate variables.

splines_fitted

List of matrices containing fitted values for spline terms across iterations.

data_fit

Original dataset used in the rjMCMC procedure.

candsplineinter

Names of continuous candidate predictive spline variables.

candsplinevars

Names of continuous candidate spline variables.

candbinaryvars

Names of binary candidate variables.

candinter

Names of interaction terms, which can include spline variables.

mcmc_specs

MCMC sampler specifications, including the number of iterations, burn-in, thinning, and chains.

Details

This function calculates R-hat statistics to assess MCMC convergence for both exposure effects and model parameters. Diagnostic plots are generated to visually inspect the chains across iterations.

Value

A list containing:

Rhat_trt_eff_posterior

Vector of R-hat values for each individual's exposure effect.

Rhat_inter

R-hat value for the intercept parameter.

Rhat_factor_var

R-hat value for the main effect of exposure.

Examples


# Example dataset
data("simulated_data")

candsplinevars <- c("X_1")
candbinaryvars <- paste0("Z_", 1:5)
candinter <- c(candsplinevars, candbinaryvars)

results <- rjMCMC(simulated_data, candsplinevars, candbinaryvars, candinter,
                  outcome = "Y", factor_var = "trt")
rhats(results)


[Package fkbma version 0.2.0 Index]