draw_lambda_i: Testing truncated Normal sampling

In BART: Bayesian Additive Regression Trees

Testing truncated Normal sampling

Description

Truncated Normal latents with non-unit variance are necessary for logistic BART.

Usage

draw_lambda_i(lambda, mean, kmax=1000, thin=1)

Arguments

lambda	Previous value of lambda.
mean	Mean of truncated Normal.
kmax	The number of terms in the mixture.
thin	The thinning parameter.

Value

Returns the variance for a truncated Normal, i.e., N(mean, lambda)I(tau, infinity).

See Also

rtnorm, lbart

Examples

set.seed(12)

draw_lambda_i(1, 2)
rtnorm(1, 2, sqrt(6.773462), 6)
draw_lambda_i(6.773462, 2)

BART documentation built on March 31, 2023, 5:17 p.m.