Base class for RTMB Fit objects

Base class for RTMB Fit objects

Base class for RTMB Fit objects

Details

An R6 base class providing common methods for Bayesian and MAP inference results.

Public fields

model

The `RTMB_Model` object used for estimation.

Methods

Public methods

• RTMB_Fit_Base$get_point_estimate()

• RTMB_Fit_Base$EAP()

• RTMB_Fit_Base$MAP()

• RTMB_Fit_Base$rotate()

• RTMB_Fit_Base$fa_rotate()

• RTMB_Fit_Base$clone()

---

Method get_point_estimate()

Abstract method to get a point estimate for a target parameter.

Usage

RTMB_Fit_Base$get_point_estimate(target)

Arguments

target

Character string specifying the target parameter name.

Returns

A numeric array or matrix of the point estimate.

---

Method EAP()

Calculate Expected A Posteriori (EAP) estimates from posterior samples.

Usage

RTMB_Fit_Base$EAP(pars = "parameters", chains = NULL, best_chains = NULL)

Arguments

pars

Character vector specifying the names of parameters to extract. Use "parameters" for only model parameters, "all" for all variables including transformed and generated quantities, or a character vector of specific variable names. Default is "parameters".

chains

Numeric vector specifying the chains to use. Default is NULL (all chains).

best_chains

Integer; number of best chains to retain based on mean log-posterior (lp) or ELBO. Default is NULL.

Returns

A named list of EAP estimates structured for use as `init`, or a single array/vector if a single parameter is specified.

---

Method MAP()

Calculate Maximum A Posteriori (MAP) estimates from posterior samples.

Usage

RTMB_Fit_Base$MAP(
  pars = "parameters",
  chains = NULL,
  best_chains = NULL,
  type = c("marginal", "joint")
)

Arguments

pars

Character vector specifying the names of parameters to extract. Use "parameters" for only model parameters, "all" for all variables including transformed and generated quantities, or a character vector of specific variable names. Default is "parameters".

chains

Numeric vector specifying the chains to use. Default is NULL (all chains).

best_chains

Integer; number of best chains to retain based on mean log-posterior (lp) or ELBO. Default is NULL.

type

Character string specifying the type of MAP estimate. "marginal" (default) calculates the peak of the marginal posterior density for each parameter. "joint" returns the parameter values from the iteration with the highest log-posterior.

Returns

A named list of MAP estimates structured for use as `init`, or a single array/vector if a single parameter is specified.

---

Method rotate()

Rotate sampled parameters.

Usage

RTMB_Fit_Base$rotate(target, reference = NULL, linked = NULL)

Arguments

target

Character string specifying the target variable to base the rotation on.

reference

Matrix to rotate towards. If NULL, the target's point estimate is used.

linked

Character vector of variable names to be rotated in the same direction.

overwrite

Logical; whether to overwrite the stored draws. If FALSE, adds to generated quantities. Default is FALSE.

suffix

Character string to append to the rotated variable names when overwrite is FALSE. Default is "rot".

...

Additional arguments passed to the rotation function.

Returns

The updated object invisibly.

---

Method fa_rotate()

Rotate factor loadings and optional factor scores.

Usage

RTMB_Fit_Base$fa_rotate(
  target = "L",
  linked = NULL,
  scores = NULL,
  rotate = "promax",
  ...
)

Arguments

target

Character string specifying the target variable to base the rotation on.

linked

Character vector of variable names to be rotated in the same direction.

scores

Character vector of variable names to be rotated as factor scores (inverse direction).

rotate

Character string specifying the rotation method.

...

Additional arguments passed to the rotation function.

Returns

The updated object invisibly.

---

Method clone()

The objects of this class are cloneable with this method.

Usage

RTMB_Fit_Base$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.