bayesetel {betel} | R Documentation |
bayesetel MCMC estimation of moment condition models by the Chib, Shin and Simoni (2018) method
bayesetel( gfunc = gfunc, y = y, dat = dat, psi0 = psi0, lam0 = lam0, psi0_ = psi0_, Psi0_ = Psi0_, nu = 2.5, nuprop = 15, controlpsi = list(maxiterpsi = 1000, mingrpsi = 1e-08), controllam = list(maxiterlam = 50, mingrlam = 1e-07), maxiterlammcmc = 50, numloops = 75, probnb = 0.35, printstep = 2000, n0 = 1000, m = 10000, seed = 100 )
gfunc |
is the list of moment functions |
y |
|
dat |
|
psi0 |
is the starting value of psi = (theta,v) |
lam0 |
is the starting value of lambda |
psi0_ |
is the prior mean of psi |
Psi0_ |
is the vector of prior dispersions of psi |
nu |
is the df of the prior student-t |
nuprop |
is the df of the student-t proposal |
controlpsi |
is a list of parameters in maximizing likelihood over psi |
controllam |
is a list of parameters in minimizing dual over lambda |
maxiterlammcmc |
is the maxiter for the dual in the MCMC iterations |
numloops |
|
probnb |
|
printstep |
is the interval between prints to the screen |
n0 |
burn-in |
m |
iterations beyond burn-in |
seed |
is the seed |
Siddhartha Chib