robust
The software in this page provides minimum and maximum values of the
posterior mean of a function recorded in a posterior simulator file, as
the prior is changed from its original specification. The prior changes
in such a way that it has a kernel that is bounded above by a multiple k
of the original prior density, and bounded below by a multiple k-inverse
of the original prior density; k exceeds 1.
More details are provided in the files robust.ps and robust.pdf in
this page. The text in these files also provides further references
to the literature.
Input for robust consists of three records. The first record consists of
three integers: the number of alternative values of k to be used; the number
of burn-in iterations to be discarded in the computations; and the element
of the simulation vector corresponding to the function of interest. (If this
function is not included in the simulation vector it can be created using
the software reweight.) The second input record contains the alternative
values of log(k) used; log(k) must be between 0 and 8. The third input
record is the name of the posterior simulation file.
Computation time for this algorithm is very fast. It depends only on the
number of iterations of the posterior simulator, but it only takes a few
seconds.
A description of the methodology can be found in the BACC manual.
Languages
C routines
To run the program:
- Edit the control file (i.e., robustin) as specified above
- Compile and link
- enter the command robust < CONTROL-FILE > OUTPUT-FILE
Files needed to create executable:
Library Files needed to obtain executables:
Fortran Routines
To run the program:
- Edit the control file described above
- Compile and link
- Enter the command robust < CONTROL-FILE > OUTPUT-FILE
Files needed to obtain the executable:
Libraries needed:
This routine uses IMSL. The user needs to link to IMSL or to the libraries described in LIBRARIES to generate executable.
Gauss
To run the program:
- Edit the top portion of robust
- Enter the command gauss -b robust
Files needed:
Mathematica
To run the program:
- Edit the top portion of robust.m
- Enter the command math < robust.m
Files needed to obtain the executable:
Matlab
To run the program:
- Edit the control file as noted above
- Edit the top portion of robust.m to specify the name of the control file and the name of the output file.
- Edit the files lrange.m and repar.m
- Enter the command matlab < robust.m
Files needed to obtain the executable:
SPlus
To run the program:
- Edit the top portion of robust
- Enter the command splus BATCH robust out
Files needed to obtain the executable:
Samples
- sim(simulation file used )
- rbin(sample input file for robust )
- rbout(sample output file for robust )