Reset RandomEffectsModel Object to Default State

Reset a RandomEffectsModel object to its "default" state

This function is intended for advanced use cases in which users require detailed control of sampling algorithms and data structures. Minimal input validation and error checks are performed – users are responsible for providing the correct inputs. For tutorials on the "proper" usage of the stochtree's advanced workflow, we provide several vignettes at stochtree.ai

Usage

rootResetRandomEffectsModel(
  rfx_model,
  alpha_init,
  xi_init,
  sigma_alpha_init,
  sigma_xi_init,
  sigma_xi_shape,
  sigma_xi_scale
)

Arguments

rfx_model

Object of type RandomEffectsModel.

alpha_init

Initial value of the "working parameter".

xi_init

Initial value of the "group parameters".

sigma_alpha_init

Initial value of the "working parameter" scale parameter.

sigma_xi_init

Initial value of the "group parameters" scale parameter.

sigma_xi_shape

Shape parameter for the inverse gamma variance model on the group parameters.

sigma_xi_scale

Scale parameter for the inverse gamma variance model on the group parameters.

Value

None

Examples

n <- 100
p <- 10
rfx_group_ids <- sample(1:2, size = n, replace = TRUE)
rfx_basis <- matrix(rep(1.0, n), ncol=1)
rfx_dataset <- createRandomEffectsDataset(rfx_group_ids, rfx_basis)
y <- (-2*(rfx_group_ids==1)+2*(rfx_group_ids==2)) + rnorm(n)
y_std <- (y-mean(y))/sd(y)
outcome <- createOutcome(y_std)
rng <- createCppRNG(1234)
num_groups <- length(unique(rfx_group_ids))
num_components <- ncol(rfx_basis)
rfx_model <- createRandomEffectsModel(num_components, num_groups)
rfx_tracker <- createRandomEffectsTracker(rfx_group_ids)
rfx_samples <- createRandomEffectSamples(num_components, num_groups, rfx_tracker)
alpha_init <- rep(1,num_components)
xi_init <- matrix(rep(alpha_init, num_groups),num_components,num_groups)
sigma_alpha_init <- diag(1,num_components,num_components)
sigma_xi_init <- diag(1,num_components,num_components)
sigma_xi_shape <- 1
sigma_xi_scale <- 1
rfx_model$set_working_parameter(alpha_init)
rfx_model$set_group_parameters(xi_init)
rfx_model$set_working_parameter_cov(sigma_alpha_init)
rfx_model$set_group_parameter_cov(sigma_xi_init)
rfx_model$set_variance_prior_shape(sigma_xi_shape)
rfx_model$set_variance_prior_scale(sigma_xi_scale)
for (i in 1:3) {
    rfx_model$sample_random_effect(rfx_dataset=rfx_dataset, residual=outcome,
                                   rfx_tracker=rfx_tracker, rfx_samples=rfx_samples,
                                   keep_sample=TRUE, global_variance=1.0, rng=rng)
}
rootResetRandomEffectsModel(rfx_model, alpha_init, xi_init, sigma_alpha_init,
                            sigma_xi_init, sigma_xi_shape, sigma_xi_scale)