Bayesian MCMC estimation of moment condition models by the Chib, Shin and Simoni (2018) method


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Documentation for package ‘betel’ version 1.0

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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