Consensus Combination of Posterior Draws from Joint Model Fits

This function combines posterior draws from multiple joint model fits into a single set of draws.

Usage

consensus(object, parm, method = c("union", "equal_weight", "var_weight"),
          seed = 123L)

Arguments

object

an object of class "sliced_jm".

parm

a character vector with the names of parameters to combine. These must correspond to elements in fit$mcmc[[parm]] for each fit (e.g., "gammas", "alphas", "betas1", "betas2").

method

the consensus method used to combine draws.

"union": concatenate draws across slices (no averaging).
"equal_weight": compute an iteration-wise simple average across slices.
"var_weight": compute an iteration-wise weighted average across slices using inverse-variance weights.

seed

an integer seed used for the within-slice random permutation step (used by "equal_weight" and "var_weight").

Value

An object of class "consensus_jm" with components:

method: the selected method.
parm: the requested parameter(s) block(s).
n_splits: number of fits combined.
draws: named list of combined draw matrices (one per parameter block).
weights: for "equal_weight" and "var_weight", a named list of weight matrices.
n_draws: number of combined draws per parameter block.
summary: named list of summary matrices with Mean, StDev, 2.5%, 97.5%, and P).
seed: seed used.

Author

Pedro Miranda-Afonso p.mirandaafonso@erasmusmc.nl