Posterior computation and sampling and state storage for random effects model with a group-level multivariate basis regression. More...

#include <random_effects.h>

Public Member Functions
void	ResetFromSample (RandomEffectsContainer &rfx_container, int sample_num)
	Reconstruction from serialized model parameter samples.

void	SampleRandomEffects (RandomEffectsDataset &dataset, ColumnVector &residual, RandomEffectsTracker &tracker, double global_variance, std::mt19937 &gen)
	Samplers.

void	SetWorkingParameter (Eigen::VectorXd &working_parameter)
	Setters.

Eigen::VectorXd &	GetWorkingParameter ()
	Getters.

Eigen::VectorXd	WorkingParameterMean (RandomEffectsDataset &dataset, ColumnVector &residual, RandomEffectsTracker &rfx_tracker, double global_variance)
	Compute the posterior mean of the working parameter, conditional on the group parameters and the variance components.

Eigen::MatrixXd	WorkingParameterVariance (RandomEffectsDataset &dataset, ColumnVector &residual, RandomEffectsTracker &rfx_tracker, double global_variance)
	Compute the posterior covariance of the working parameter, conditional on the group parameters and the variance components.

Eigen::VectorXd	GroupParameterMean (RandomEffectsDataset &dataset, ColumnVector &residual, RandomEffectsTracker &rfx_tracker, double global_variance, int32_t group_id)
	Compute the posterior mean of a group parameter, conditional on the working parameter and the variance components.

Eigen::MatrixXd	GroupParameterVariance (RandomEffectsDataset &dataset, ColumnVector &residual, RandomEffectsTracker &rfx_tracker, double global_variance, int32_t group_id)
	Compute the posterior covariance of a group parameter, conditional on the working parameter and the variance components.

double	VarianceComponentShape (RandomEffectsDataset &dataset, ColumnVector &residual, RandomEffectsTracker &rfx_tracker, double global_variance, int32_t component_id)
	Compute the posterior shape of the group variance component, conditional on the working and group parameters.

double	VarianceComponentScale (RandomEffectsDataset &dataset, ColumnVector &residual, RandomEffectsTracker &rfx_tracker, double global_variance, int32_t component_id)
	Compute the posterior scale of the group variance component, conditional on the working and group parameters.

Detailed Description

Posterior computation and sampling and state storage for random effects model with a group-level multivariate basis regression.

The documentation for this class was generated from the following file:

include/stochtree/random_effects.h

Public Member Functions

Detailed Description