overlapgraph {thamesmix}R Documentation

Estimator of the overlap graph

Description

This function computes the overlap graph for mixture models.

Usage

overlapgraph(sims)

Arguments

sims

n_simul x G x (u+1) array of parameters sampled from the posterior, where n_simul is the number of simulations from the posterior, G is the number of components, u is the number of mixture component parameters (parameter u+1 is the mixture weight)

Value

Returns a named list with the following elements:

graph, the overlap graph

co, the criterion of overlap

References

Martin Metodiev, Nicholas J. Irons, Marie Perrot-Dockès, Pierre Latouche, Adrian E. Raftery. "Easily Computed Marginal Likelihoods for Multivariate Mixture Models Using the THAMES Estimator." arXiv preprint arXiv:2504.21812.

Examples

# toy sample from the posterior
mus = rbind(c(17.67849, 21.46734),
            c(17.67849, 21.46734),
            c(16.98067, 21.11391),
            c(20.58628, 21.22104),
            c(17.38332, 21.37224),
            c(16.43644, 21.19085),
            c(19.49676, 21.28964),
            c(17.82287, 21.22475),
            c(18.06050, 21.36945),
            c(18.70759, 21.60244),
            c(15.93795, 21.04681),
            c(16.23184, 20.96049))
sigmasqus = rbind(c(46.75089, 3.660171),
                  c(58.44208, 3.026577),
                  c(63.19334, 4.090872),
                  c(87.02758, 2.856063),
                  c(82.34268, 3.760550),
                  c(50.92386, 2.380784),
                  c(49.51412, 3.605798),
                  c(38.67681, 3.362407),
                  c(49.59170, 3.130254),
                  c(63.41569, 2.475669),
                  c(65.95225, 3.927501),
                  c(47.22989, 5.465702))
taus = rbind(c(0.2653882, 0.7346118),
             c(0.2560075, 0.7439925),
             c(0.2371868, 0.7628132),
             c(0.2998265, 0.7001735),
             c(0.3518301, 0.6481699),
             c(0.2840316, 0.7159684),
             c(0.2060193, 0.7939807),
             c(0.2859257, 0.7140743),
             c(0.2420695, 0.7579305),
             c(0.2466622, 0.7533378),
             c(0.2726186, 0.7273814),
             c(0.2738916, 0.7261084))
sims = array(dim=c(12,2,3))
sims[,,1] = mus
sims[,,2] = sigmasqus
sims[,,3] = taus

overlapgraph(sims)$co


[Package thamesmix version 0.1.3 Index]