Model fit based on a two-component epidemic model
Fits a negative binomial model (as described in Held et al. (2006) to an univariate time series of counts.
algo.twins(disProgObj, control=list(burnin=1000, filter=10, sampleSize=2500, noOfHarmonics=1, alpha_xi=10, beta_xi=10, psiRWSigma=0.25,alpha_psi=1, beta_psi=0.1, nu_trend=FALSE, logFile="twins.log"))
disProgObj |
object of class |
control |
control object:
|
Note that for the time being this function is not a surveillance algorithm, but only a modelling approach as described in the Held et. al (2006) paper.
Note also that the function writes three logfiles in the current
working directory getwd()
: ‘twins.log’,
‘twins.log.acc’ and ‘twins.log2’.
Thus you need to have write permissions in the current working
directory.
Finally, inspection of the C++ code using valgrind shows some memory leaks when running the old underlying C++ program. As we are unable to fix this impurity at the present time, we have instead put the example code in a 'dontrun' environment. The example code, however, works fine – the measure is thus more aimed at reducing the number of CRAN problems with the package.
Returns an object of class atwins
with elements
control |
specified control object |
disProgObj |
specified |
logFile |
contains the returned samples of the parameters ψ, γ_0, γ_1, γ_2, K, ξ_λ λ_1,...,λ_{n}, the predictive distribution and the deviance. |
logFile2 |
contains the sample means of the variables X_t, Y_t, ω_t and the relative frequency of a changepoint at time t for t=1,...,n and the relative frequency of a predicted changepoint at time n+1. |
M. Hofmann and M. Höhle and D. Sabanés Bové
Held, L., Hofmann, M., Höhle, M. and Schmid V. (2006): A two-component model for counts of infectious diseases. Biostatistics, 7, pp. 422–437.
## Not run: # Load the data used in the Held et al. (2006) paper data("hepatitisA") # Fix seed - this is used for the MCMC samplers in twins set.seed(123) # Call algorithm and save result (use short chain without filtering for speed) otwins <- algo.twins(hepatitisA, control=list(burnin=500, filter=1, sampleSize=1000)) # This shows the entire output (use ask=TRUE for pause between plots) plot(otwins, ask=FALSE) # Direct access to MCMC output hist(otwins$logFile$psi,xlab=expression(psi),main="") if (require("coda")) { print(summary(mcmc(otwins$logFile[,c("psi","xipsi","K")]))) } ## End(Not run)
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