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,绘制后验密度图、迭代轨迹图、自相关图像
时间: 2024-02-03 20:15:20 浏览: 26
首先,需要安装并加载ergm包和MCMC包。然后,读入数据并建立ergm模型,设置分布项为泊松分布。
```R
library(ergm)
library(MCMC)
data <- read.table("data.txt")
model <- ergm(data ~ edges + mutual + gwdegree(0.5, fixed = TRUE),
response = "cnt",
distribution = "poisson")
```
接下来,使用MH采样函数进行参数估计,并绘制后验密度图、迭代轨迹图、自相关图像。
```R
MHout <- MHmcmc(model, control = list(iterations = 1000, burnin = 500, thin = 2))
# 绘制后验密度图
plot(density(MHout$coef["edges", ]), main = "Posterior Density of Edges",
xlab = "Edges", ylab = "Density", col = "blue")
# 绘制迭代轨迹图
plot(MHout$coef["edges", ], type = "l", main = "Iteration Trajectory of Edges",
xlab = "Iterations", ylab = "Edges", col = "blue")
# 绘制自相关图像
acf(MHout$coef["edges", ], main = "Autocorrelation of Edges", lag.max = 20)
```
然后,使用Gibbs采样函数进行参数估计,并绘制后验密度图、迭代轨迹图、自相关图像。
```R
Gibbsout <- Gibbsmcmc(model, control = list(iterations = 1000, burnin = 500, thin = 2))
# 绘制后验密度图
plot(density(Gibbsout$coef["edges", ]), main = "Posterior Density of Edges",
xlab = "Edges", ylab = "Density", col = "red")
# 绘制迭代轨迹图
plot(Gibbsout$coef["edges", ], type = "l", main = "Iteration Trajectory of Edges",
xlab = "Iterations", ylab = "Edges", col = "red")
# 绘制自相关图像
acf(Gibbsout$coef["edges", ], main = "Autocorrelation of Edges", lag.max = 20)
```
最后,可以将MH采样函数和Gibbs采样函数的结果进行比较,并进行模型诊断和评估。