gs3 | R Documentation |
This function simulates from the conditional posterior distribution of the latent U.
gs3(ut, n, r, alpha, kappa, gama, delta)
For internal use.
## The function is currently defined as
function(ut, n = 200, r = 20, alpha = 1, kappa = 1, gama = 1 / 2,
delta = 2) {
w <- ut
ratio <- NaN
while (is.nan(ratio)) {
v <- ustar <- rgamma(1, shape = delta, rate = delta / ut)
vw <- v / w
vb <- v + kappa
wb <- w + kappa
A <- vw^(n - 2 * delta)
B <- (vb / wb)^(r * gama - n)
D <- vb^gama - wb^gama
E <- 1 / vw - vw
ratio <- A * B * exp(-alpha / gama * D - delta * E)
}
p <- min(1, ratio)
u <- ifelse(runif(1) <= p, ustar, ut)
return(u)
}
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