psigen {betel}R Documentation

psigen simulates psi by one block tailored MH

Description

psigen simulates psi by one block tailored MH

Usage

psigen(
  psi0 = psi0,
  pd = pd,
  qn = qn,
  gfunc = gfunc,
  y = y,
  dat = dat,
  lam0 = lam0,
  maxiterlam = maxiterlam,
  mingrlam = mingrlam,
  psi0_ = psi0_,
  Psi0_ = Psi0_,
  nu = nu,
  muprop = muprop,
  Vprop = Vprop,
  Pprop = Pprop,
  ldp = ldp,
  nuprop = nuprop
)

Arguments

psi0

is the current value of psi

pd

is the lpdf of the denominator

qn

is the lpdf of the q of the numerator

y
dat
lam0

is the starting value of lambda

maxiterlam
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

muprop

is the mean of the proposal

Vprop

is the variance of the proposal

Pprop

is the precision of the proposal

ldp

is the log det of the precision of the proposal

nuprop

is the df of the student t proposal

Author(s)

Siddhartha Chib


[Package betel version 1.0 Index]