R: A simple implementation of bridge sampling to evaluate...

ergm.bridge.llr {ergm}

R Documentation

A simple implementation of bridge sampling to evaluate log-likelihood-ratio between two ERGM configurations

Description

ergm.bridge.llr uses bridge sampling with geometric spacing to estimate the difference between the log-likelihoods of two parameter vectors for an ERGM via repeated calls to simulate.formula.ergm.

ergm.bridge.0.llk is a convenience wrapper around ergm.bridge.llr: returns the log-likelihood of configuration ‘theta’ relative to the reference measure. That is, the configuration with theta=0 is defined as having log-likelihood of 0

See also ergm.bridge.dindstart.llk to use dyad-independent ERGM as a staring point.

Usage

  ergm.bridge.llr(object, 
                  response=NULL, 
                  constraints=~., 
                  from, 
                  to, 
                  basis=NULL, 
                  verbose=FALSE, 
                  ..., 
                  llronly=FALSE, 
                  control=control.ergm.bridge())
                  
  ergm.bridge.0.llk(object, 
                    response=response, 
                    coef, 
                    ..., 
                    llkonly=TRUE, 
                    control=control.ergm.bridge())

Arguments

`object`	A model formula. See `ergm` for details.
`response`	Not for release.
`constraints`	A one-sided formula specifying one or more constraints on the support of the distribution of the networks being simulated. See the documentation for a similar argument for `ergm` for more information. For `simulate.formula`, defaults to no constraints. For `simulate.ergm`, defaults to using the same constraints as those with which `object` was fitted.
`from, to`	The initial and final parameter vectors.
`basis`	An optional `network` object to start the Markov chain. If omitted, the default is the left-hand-side of the `object`.
`verbose`	Logical: If TRUE, print detailed information.
`...`	Further arguments to `ergm.bridge.llr` and `simulate.formula.ergm`.
`llronly`	Logical: If TRUE, only the estiamted log-ratio will be returned.
`control`	Control arguments. See `control.ergm.bridge` for details.
`coef`	A vector of coefficients for the configuration of interest.
`llkonly`	Whether only the estiamted log-likelihood should be returned. (Defaults to TRUE.)

Value

If llronly=TRUE, returns the scalar log-likelihood-ratio. Otherwise, returns a list with the following components:

`llr`	The estimated log-ratio.
`llrs`	The estimated log-ratios for each of the `nsteps` bridges.
`path`	A numeric matrix with nsteps rows, with each row being the respective bridge's parameter configuration.
`stats`	A numeric matrix with nsteps rows, with each row being the respective bridge's vector of simulated statistics.
`Dtheta.Du`	The gradient vector of the parameter values with respect to position of the bridge.

References