# R/runireggibbs_rcpp.r In bayesm: Bayesian Inference for Marketing/Micro-Econometrics

#### Documented in runiregGibbs

```runiregGibbs=
function(Data,Prior,Mcmc)
{
#
# revision history:
#          P. Rossi 1/17/05
#          W. Taylor 4/15 - added nprint option to MCMC argument
# Purpose:
#   perform Gibbs iterations for Univ Regression Model using
#     prior with beta, sigma-sq indep
#
# Arguments:
#   Data -- list of data
#           y,X
#   Prior -- list of prior hyperparameters
#     betabar,A      prior mean, prior precision
#     nu, ssq        prior on sigmasq
#   Mcmc -- list of MCMC parms
#     sigmasq=initial value for sigmasq
#     R number of draws
#     keep -- thinning parameter
#     nprint - print estimated time remaining on every nprint'th draw
#
# Output:
#   list of beta, sigmasq
#
# Model:
#   y = Xbeta + e  e ~N(0,sigmasq)
#          y is n x 1
#          X is n x k
#          beta is k x 1 vector of coefficients
#
# Priors:  beta ~ N(betabar,A^-1)
#          sigmasq ~ (nu*ssq)/chisq_nu
#
#
# check arguments
#
if(missing(Data)) {pandterm("Requires Data argument -- list of y and X")}
if(is.null(Data\$X)) {pandterm("Requires Data element X")}
X=Data\$X
if(is.null(Data\$y)) {pandterm("Requires Data element y")}
y=Data\$y
nvar=ncol(X)
nobs=length(y)
#
# check data for validity
#
if(nobs != nrow(X) ) {pandterm("length(y) ne nrow(X)")}
#
# check for Prior
#
if(missing(Prior))
{ betabar=c(rep(0,nvar)); A=.01*diag(nvar); nu=3; ssq=var(y)}
else
{
if(is.null(Prior\$betabar)) {betabar=c(rep(0,nvar))}
else {betabar=Prior\$betabar}
if(is.null(Prior\$A)) {A=.01*diag(nvar)}
else {A=Prior\$A}
if(is.null(Prior\$nu)) {nu=3}
else {nu=Prior\$nu}
if(is.null(Prior\$ssq)) {ssq=var(y)}
else {ssq=Prior\$ssq}
}
#
# check dimensions of Priors
#
if(ncol(A) != nrow(A) || ncol(A) != nvar || nrow(A) != nvar)
if(length(betabar) != nvar)
{pandterm(paste("betabar wrong length, length= ",length(betabar)))}
#
# check MCMC argument
#
if(missing(Mcmc)) {pandterm("requires Mcmc argument")}
else
{
if(is.null(Mcmc\$R))
{pandterm("requires Mcmc element R")} else {R=Mcmc\$R}
if(is.null(Mcmc\$keep)) {keep=1} else {keep=Mcmc\$keep}
if(is.null(Mcmc\$nprint)) {nprint=100} else {nprint=Mcmc\$nprint}
if(nprint<0) {pandterm('nprint must be an integer greater than or equal to 0')}
if(is.null(Mcmc\$sigmasq)) {sigmasq=var(y)} else {sigmasq=Mcmc\$sigmasq}
}
#
# print out problem
#
cat(" ", fill=TRUE)
cat("Starting Gibbs Sampler for Univariate Regression Model",fill=TRUE)
cat("  with ",nobs," observations",fill=TRUE)
cat(" ", fill=TRUE)
cat("Prior Parms: ",fill=TRUE)
cat("betabar",fill=TRUE)
print(betabar)
cat("A",fill=TRUE)
print(A)
cat("nu = ",nu," ssq= ",ssq,fill=TRUE)
cat(" ", fill=TRUE)
cat("MCMC parms: ",fill=TRUE)
cat("R= ",R," keep= ",keep," nprint= ",nprint,fill=TRUE)
cat(" ",fill=TRUE)

###################################################################
# Keunwoo Kim
# 08/05/2014
###################################################################
draws = runiregGibbs_rcpp_loop(y, X, betabar, A, nu, ssq, sigmasq, R, keep, nprint)
###################################################################