gammaproposal: A proposal for gamma parameters

In Bayesiantreg: Bayesian t Regression for Modeling Mean and Scale Parameters

A proposal for gamma parameters

Description

Propose a value for the gamma parameters

Usage

gammaproposal(y, x, z, betas.ini, gammas.ini, gl.ini, gpri, Gpri)

Arguments

y	object of class matrix, with the dependent variable
x	object of class matrix, with the variables for modelling the mean
z	object of class matrix, with the variables for modelling the variance
betas.ini	a vector with the previous proposal beta parameters
gammas.ini	a vector with the previous proposal gamma parameters
gl.ini	a vector with the previous proposal degrees of freedom parameter
gpri	a vector with the values of the mean of the prior of gamma.
Gpri	a matrix with the values of the variance of the prior of gamma.

Details

Generate a proposal for the gamma parameters according to the model proposed by Marin and Cepeda-Cuervo (_).

Value

gammas.pro

a number with the proposal for the gamma parameters.

Author(s)

Margarita Marin [e-mail], Edilberto Cepeda-Cuervo [e-mail]

References

1. Marin and Cepeda-Cuervo (_). A Bayesian regression model for the non-standardized t distribution with location, scale and degrees of freedom parameters. Unpublished

2. Cepeda-Cuervo E. (2001). Modelagem da variabilidade em modelos lineares generalizados. Unpublished Ph.D. tesis. Instituto de Matematicas. Universidade Federal do Rio do Janeiro.

3. Cepeda C., E. and Gamerman D. (2001). Bayesian Modeling of Variance Heterogeneity in Normal Regression Models. Brazilian Journal of Probability and Statistics. 14, 207-221

Bayesiantreg documentation built on May 29, 2024, 6:44 a.m.