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 20, 2017, 2:24 a.m.

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

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.