fit_ensemble_model {EcoEnsemble} | R Documentation |
Fits the ensemble model
Description
fit_ensemble_model
runs an MCMC of the ensemble model. This process can take a long time depending on the size of the datasets.
Usage
fit_ensemble_model(
observations,
simulators,
priors,
full_sample = TRUE,
control = list(adapt_delta = 0.95),
drivers = FALSE,
MMod,
...
)
Arguments
observations |
A list of length 2 containing observations and a covariance matrix. The first element is a data.frame or matrix with each column giving observations of each output of interest and each row a time. Rows should be named with the times and columns should be named the variables. The second element is is a d \times d matrix where d is the number of columns of the observations data frame / matrix. This matrix is the covariance matrix of the observations.
|
simulators |
A list with length equal to the number of simulators. For each simulator, there is a list of 2 objects containing the simulator output and covariance matrix. The first element is a data.frame or matrix with each column giving a simulator outputs of interest and each row a time. Rows should be named with the times and columns should be named the variables. The second element is a n_k \times n_k matrix where n_k is the number of columns of the simulators output data frame / matrix. This matrix is the covariance matrix of the simulator outputs.
|
priors |
An EnsemblePrior object specifying the prior distributions for the ensemble.
|
full_sample |
A logical that runs a full sampling of the posterior density of the ensemble model if TRUE . If FALSE , returns the point estimate which maximises the posterior density of the ensemble model.
|
control |
If creating a full sample, this is a named list of paramaters to control Stan's sampling behaviour. See the documentation of the stan() function in the rstan package for details. The default value is list(adapt_delta = 0.95) . If optimizing, this value is ignored.
|
drivers |
A logical indicating whether drivers have been used in combination with simulators. Default value is FALSE.
|
MMod |
Not currently implemented.
|
... |
Additional arguments passed to the function rstan::sampling or rstan::optimizing .
|
Value
An EnsembleFit
object.
References
Stan Development Team (2020). RStan: the R interface to Stan. R package version 2.21.2. https://mc-stan.org
See Also
EnsembleFit
, EnsembleSample
Examples
fit <- fit_ensemble_model(observations = list(SSB_obs, Sigma_obs),
simulators = list(list(SSB_ewe, Sigma_ewe, "EwE"),
list(SSB_fs, Sigma_fs, "FishSUMS"),
list(SSB_lm, Sigma_lm, "LeMans"),
list(SSB_miz, Sigma_miz, "Mizer")),
priors = EnsemblePrior(4,
ind_st_params = IndSTPrior(parametrisation_form = "lkj",
var_params= list(1,1), cor_params = 10, AR_params = c(2, 2))),
full_sample = FALSE) #Only optimise in this case
[Package
EcoEnsemble version 1.1.2
Index]