betel-package |
Bayesian MCMC estimation of moment condition models by the Chib, Shin and Simoni (2018) method |
alphaq |
alphaq is the numerator of C-J (2001) (psi to psist) |
bayesetel |
bayesetel MCMC estimation of moment condition models by the Chib, Shin and Simoni (2018) method |
betel |
Bayesian MCMC estimation of moment condition models by the Chib, Shin and Simoni (2018) method |
dmvt1 |
dmvt1 calculates the density of MVt on the log-scale |
dt1 |
dt1 calculates the log density of the independent student t densities |
etel |
etel calculates the log etel function |
etelneg |
etelneg calculates the log etel function |
makeproposal |
makeproposal finds the proposal parameters of psi |
mhstep |
mhstep calculates the MH alpha |
priorpsi |
priorpsi calculates the log prior density (independent student-t densities) |
psigen |
psigen simulates psi by one block tailored MH |
rmvn |
rmvn produces a sample of draws from MVN |
rmvt |
rmvt produces a sample of draws from MVT |
rndblocks |
rndblocks generates random blocks |
rst |
rst calculates the denominator of C-J (2001) |
summarymcmc |
summarymcmc produces summary given MCMC draws |