在4.1.3版本的R语言中建立ergm模型,参照分布项设置为泊松分布,引入关键的包,对模型分别使用MH采样函数以及Gibbs采样函数下的MCMC算法进行参数估计,并绘制后验密度、迭代轨迹、自相关图像
时间: 2024-02-03 11:15:13 浏览: 157
首先,我们需要安装和加载ergm包和其他相关包:
```r
install.packages("ergm")
library(ergm)
library(coda)
```
接下来,我们需要准备数据并定义模型:
```r
# 生成随机图数据
set.seed(123)
g <- ergm::as.network(erdos.renyi.game(100, 0.1))
# 定义模型
model <- ergm(g ~ edges + mutual + istar(2))
```
在模型中,我们使用了三个网络统计量:边数、互惠性和2度星形。我们将使用MH和Gibbs采样函数进行参数估计:
```r
# 使用MH采样函数进行参数估计
set.seed(123)
fit.mh <- ergmMH(model, mcmc = 5000)
# 使用Gibbs采样函数进行参数估计
set.seed(123)
fit.gibbs <- ergmGibbs(model, mcmc = 5000)
```
我们可以绘制后验密度图来比较两种方法的效果:
```r
# 绘制后验密度图
dens.mh <- density(as.mcmc(fit.mh))
dens.gibbs <- density(as.mcmc(fit.gibbs))
plot(dens.mh, col = "blue", lwd = 2, main = "Posterior Density")
lines(dens.gibbs, col = "red", lwd = 2)
legend("topright", c("MH", "Gibbs"), col = c("blue", "red"), lwd = 2)
```
接下来,我们可以绘制迭代轨迹图来检查收敛情况:
```r
# 绘制迭代轨迹图
par(mfrow = c(2, 1))
plot(fit.mh, main = "MH")
plot(fit.gibbs, main = "Gibbs")
```
最后,我们可以绘制自相关函数图像来检查样本的自相关性:
```r
# 绘制自相关函数图像
par(mfrow = c(2, 1))
acf(as.mcmc(fit.mh))
acf(as.mcmc(fit.gibbs))
```
完整的代码如下:
```r
install.packages("ergm")
library(ergm)
library(coda)
# 生成随机图数据
set.seed(123)
g <- ergm::as.network(erdos.renyi.game(100, 0.1))
# 定义模型
model <- ergm(g ~ edges + mutual + istar(2))
# 使用MH采样函数进行参数估计
set.seed(123)
fit.mh <- ergmMH(model, mcmc = 5000)
# 使用Gibbs采样函数进行参数估计
set.seed(123)
fit.gibbs <- ergmGibbs(model, mcmc = 5000)
# 绘制后验密度图
dens.mh <- density(as.mcmc(fit.mh))
dens.gibbs <- density(as.mcmc(fit.gibbs))
plot(dens.mh, col = "blue", lwd = 2, main = "Posterior Density")
lines(dens.gibbs, col = "red", lwd = 2)
legend("topright", c("MH", "Gibbs"), col = c("blue", "red"), lwd = 2)
# 绘制迭代轨迹图
par(mfrow = c(2, 1))
plot(fit.mh, main = "MH")
plot(fit.gibbs, main = "Gibbs")
# 绘制自相关函数图像
par(mfrow = c(2, 1))
acf(as.mcmc(fit.mh))
acf(as.mcmc(fit.gibbs))
```
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