Summarise basic parameter estimates from an msmbayes model
Usage
# S3 method for class 'msmbayes'
summary(object, pars = NULL, ...)
Arguments
- object
Object returned by
msmbayes
.- pars
Character string indicating the parameters to include in the summary. This can include:
q
: transition intensities. In semi-Markov models specified withpastates
these refer to the intensities of transition between the latent phases.logq
: log transition intensitiestime
: inverse transition intensities (mean time to event without competing risks)mst
: mean sojourn timesshape
,scale
: shape and/or scale for Weibull/Gamma phase-type approximationslogshape
,logscale
corresponding log shape or scalepnext
,logoddsnext
next-state probabilites (or log odds) in phase-type approximation modelshr
: hazard ratios on transition intensities, including effects on scale parameters in phase-type approximation models.loghr
: log hazard ratiostaf
,logtaf
: effects on scale parameters in semi-Markov phase-type approximations.rrnext
,logrrnext
: effects on competing risk transition probabilities in semi-Markov phase-type approximations.e
: misclassification probabilitiesThis defaults to whichever of
c("q","mst","hr","shape","scale","e")
are included in the model.- ...
Value
A data frame with one row for each basic model parameter,
plus rows for the mean sojourn times. The posterior distribution
for the parameter is encoded in the column posterior
, which
has the rvar
data type defined by the posterior
package. This distribution can be summarised in any way by
calling summary
again on the data frame (see the
examples).
Transition intensities, or transformations of transition intensities, are those for covariate values of zero.
Remaining parameters (in non-HMMs) are log hazard ratios for covariate effects.
The columns prior
and prior_string
summarise the
corresponding prior distribution in two different ways.
prior
is a quasi-random sample from the prior in the rvar
data type, and is printed as mean and standard deviation. This
sample can then be used to produce any summary or plot of the
prior. The string prior_string
is a summary of this sample,
showing the median and 95% equal tailed credible interval.
Examples
summary(infsim_model)
#> # A tibble: 4 × 7
#> name from to posterior mode prior_string prior
#> <chr> <int> <int> <rvar[1d]> <dbl> <chr> <rvar[1d]>
#> 1 q 1 2 0.74 ± 0.34 0.666 " 0.14 ( 0.0027, 6.7)" 0.92 ± 3.5
#> 2 q 2 1 4.26 ± 1.98 3.86 " 0.14 ( 0.0027, 6.7)" 0.92 ± 3.5
#> 3 mst 1 NA 1.65 ± 0.78 1.50 "7.4 (0.15, 369)" 50.07 ± 192.1
#> 4 mst 2 NA 0.29 ± 0.13 0.259 "7.4 (0.15, 369)" 50.07 ± 192.1
summary(summary(infsim_model))
#> name from to mode prior_string prior mean
#> 1 q 1 2 0.6661191 0.14 ( 0.0027, 6.7) 0.92 ± 3.5 0.7396011
#> 2 q 2 1 3.8606438 0.14 ( 0.0027, 6.7) 0.92 ± 3.5 4.2635807
#> 3 mst 1 NA 1.5012331 7.4 (0.15, 369) 50.07 ± 192.1 1.6488597
#> 4 mst 2 NA 0.2590242 7.4 (0.15, 369) 50.07 ± 192.1 0.2854084
#> median sd mad q5 q95 rhat ess_bulk ess_tail
#> 1 0.6623418 0.3435138 0.2831664 0.3238362 1.4070959 0.9998919 3891.378 4018.977
#> 2 3.8764643 1.9757256 1.6720749 1.8415761 7.9724115 0.9999342 3893.001 3960.449
#> 3 1.5097945 0.7772463 0.6521936 0.7106836 3.0879814 0.9998919 3891.378 4018.977
#> 4 0.2579671 0.1328940 0.1114707 0.1254326 0.5430131 0.9999786 3893.001 3960.449
summary(summary(infsim_model), median, ~quantile(.x, 0.025, 0.975))
#> name from to mode prior_string prior median
#> 1 q 1 2 0.6661191 0.14 ( 0.0027, 6.7) 0.92 ± 3.5 0.6623418
#> 2 q 2 1 3.8606438 0.14 ( 0.0027, 6.7) 0.92 ± 3.5 3.8764643
#> 3 mst 1 NA 1.5012331 7.4 (0.15, 369) 50.07 ± 192.1 1.5097945
#> 4 mst 2 NA 0.2590242 7.4 (0.15, 369) 50.07 ± 192.1 0.2579671
#> 2.5%
#> 1 0.2775348
#> 2 1.6053720
#> 3 0.6177746
#> 4 0.1101494