Bayesian MAR(1) model

Project Information

Project members
brice.semmens e2holmes eric.ward mark.scheuerell mdscheuerell

Sharing

Description

This set of Matlab scripts conducts a first order MAR(1) model to estimate interactive effects, and covariate effects, on a time series of data from a community.

It uses a Gibbs sampler to estimate parameters, and currently is set up with diffuse priors on all parameters for the model. It is pretty basic at this point, but it works.

Note on the Gamma distribution:

Going back and forth between Matlab/R/WinBUGS can be confusing, because of the different parameterizations of the gamma pdf. Here's the Matlab/BUGS forms and the R equivalents:

Matlab: X ~ g(a,b) E[X] = ab

R equivalent: X ~ g(shape=a,scale=b)

BUGS: X ~ g(a,b) E[X] = a/b

R equivalent: X ~ g(shape=a,rate=b) OR

X ~ g(shape=a,scale=1/b)

Files

Bayesian MAR(1) model /

Download

Subscribe to announcements

Name	Status	Rev	Size	Updated	Downloads	Brief Description	Actions
lwa62to94.txt	Stable State:	1	100.56 KB	06/23/2008 23:22 PDT	35 35	f data for this example	1008
MAR_Bayes.m	Stable State:	1	9.04 KB	06/23/2008 23:22 PDT	50 50	f main MAR program	1004
MLR_Gibbs_func.m	Stable State:	2	649 B	07/02/2008 16:04 PDT	45 45	f gibbs routine	1006
R_BUGS_MAR_code.r	Stable State:	1	1.97 KB	07/08/2008 08:40 PDT	46 46	f R/BUGS code to do the MAR(1) Bayesian estimation	1069
R_BUGS_SSMAR_code.r	Stable State:	1	2.68 KB	07/08/2008 09:09 PDT	34 34	f R/BUGS code to do the state space MAR(1) Bayesian estimation (also referred to as dynamic linear models)	1071
univariate.R	Stable State:	1	30.08 KB	07/05/2008 17:58 PDT	38 38	f This is Eric's R code to do Bayesian linear regression with Gibbs sampling. This file must be sourced; for a simpler example see the Gibbs linear regression project...	1057
univariate_LakeWA_example.r	Stable State:	2	774 B	07/05/2008 18:04 PDT	37 37	f This is the R version of Brice's MATLAB code. It includes 2 versions of the algorithm: a pure R algorithm written by Eric, and an implementation of function MCMCregress (> 100X FASTER!). And it does model selection (Bayes factor)	1055

Subscribe to email alerts about Bayesian MAR(1) model announcements and updates, check your subscription status, or unsubscribe.
Email address *	Name (optional)

[x] Close

Click Announcements if you want to receive Bayesian MAR(1) model announcements and be notified of major updates. Click Any changes if you want to be notified as well when any changes are made to the project. Click the Close link to cancel without subscribing.
	Receive major announcements and update alerts.
	Receive all announcements and update alerts.

Bayesian MAR(1) model

Project Information

Files

Keywords

Downloads