Reconstruct a nonparametric delay distribution — reconstruct

Reconstruct a nonparametric delay from Stan data.

Usage

reconstruct_nonparametric(stan_data, np_id, np_posterior = NULL)

Arguments

stan_data: List of Stan data containing delay specification
np_id: Integer index into the nonparametric delay PMF arrays
np_posterior: Matrix of posterior draws for delay_np_est_raw (draws x parameters), or NULL

Value

A dist_spec object representing the nonparametric delay

Details

For estimated delays, returns NonParametric(pmf = Dirichlet(...)), using either the prior alpha (no fit available) or a moment-matched Dirichlet whose mean equals the posterior mean of the simplex and whose concentration matches the average per-bin posterior variance. For fixed delays, returns the NonParametric PMF as supplied.

For Dirichlet(alpha) with concentration alpha0 = sum(alpha) and means mu_i = alpha_i / alpha0, the per-bin variance is mu_i * (1 - mu_i) / (alpha0 + 1), so alpha0 = mu * (1 - mu) / v - 1. alpha0 is averaged across bins with non-degenerate variance to dampen Monte Carlo noise. See Minka (2000), "Estimating a Dirichlet distribution".