sir: Sampling importance resampling

Description Usage Arguments Value Author(s) Examples

View source: R/sir.R

Description

Implements sampling importance resampling for a multivariate t proposal density.

Usage

1
sir(logf,tpar,n,data)

Arguments

logf

function defining logarithm of density of interest

tpar

list of parameters of multivariate t proposal density including the mean m, the scale matrix var, and the degrees of freedom df

n

number of simulated draws from the posterior

data

data and parameters used in the function logf

Value

matrix of simulated draws from the posterior where each row corresponds to a single draw

Author(s)

Jim Albert

Examples

1
2
3
4
5

LearnBayes documentation built on May 30, 2017, 4:48 a.m.

Search within the LearnBayes package
Search all R packages, documentation and source code