sir: Sampling importance resampling

Description Usage Arguments Value Author(s) Examples

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

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